|
REPORT DATE: 4/2/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
7,845 |
1.6 |
5,242 |
1.0 |
499,820 |
NON U.S. |
|
40,484 |
8.1 |
12,325 |
2.5 |
|
|
16 |
48,329 |
9.7 |
17,567 |
3.5 |
|
CBT WHEAT-HRW |
U.S. |
|
3,998 |
1.2 |
2,087 |
0.6 |
339,363 |
NON U.S. |
|
16,355 |
4.8 |
4,185 |
1.2 |
|
|
11 |
20,353 |
6.0 |
6,272 |
1.8 |
|
CBT CORN |
U.S. |
4 |
18,997 |
1.0 |
33,744 |
1.9 |
1,823,857 |
NON U.S. |
11 |
79,271 |
4.3 |
10,719 |
0.6 |
|
|
15 |
98,268 |
5.4 |
44,463 |
2.4 |
|
CBT SOYBEANS |
U.S. |
4 |
2,567 |
0.3 |
3,907 |
0.5 |
737,102 |
NON U.S. |
12 |
28,687 |
3.9 |
4,270 |
0.6 |
|
|
16 |
31,254 |
4.2 |
8,177 |
1.1 |
|
CBT SOYBEAN OIL |
U.S. |
|
8,891 |
1.8 |
2,162 |
0.4 |
482,812 |
NON U.S. |
|
37,397 |
7.7 |
1,095 |
0.2 |
|
|
11 |
46,288 |
9.6 |
3,257 |
0.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
7 |
6,201 |
0.6 |
9,397 |
1.0 |
959,773 |
NON U.S. |
9 |
7,257 |
0.8 |
7,005 |
0.7 |
|
|
16 |
13,458 |
1.4 |
16,402 |
1.7 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
4,497 |
0.4 |
2,605 |
0.2 |
1,171,236 |
NON U.S. |
|
0 |
0.0 |
11,194 |
1.0 |
|
|
5 |
4,497 |
0.4 |
13,799 |
1.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
16,678 |
4.3 |
4,189 |
1.1 |
384,627 |
NON U.S. |
|
13,535 |
3.5 |
768 |
0.2 |
|
|
10 |
30,213 |
7.9 |
4,957 |
1.3 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
3,884 |
11.0 |
30 |
0.1 |
35,193 |
NON U.S. |
|
999 |
2.8 |
0 |
0.0 |
|
|
5 |
4,883 |
13.9 |
30 |
0.1 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
19,030 |
0.4 |
1,778,077 |
35.7 |
4,985,525 |
NON U.S. |
8 |
50,150 |
1.0 |
1,040,774 |
20.9 |
|
|
13 |
69,180 |
1.4 |
2,818,851 |
56.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
14,472 |
11.0 |
6,439 |
4.9 |
131,143 |
NON U.S. |
|
6,169 |
4.7 |
4,087 |
3.1 |
|
|
7 |
20,641 |
15.7 |
10,526 |
8.0 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
1,988 |
1.4 |
1,176 |
0.8 |
139,370 |
NON U.S. |
|
3,042 |
2.2 |
28,630 |
20.5 |
|
|
5 |
5,030 |
3.6 |
29,806 |
21.4 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
0 |
0.0 |
94,751 |
26.5 |
356,914 |
NON U.S. |
|
6,584 |
1.8 |
123,523 |
34.6 |
|
|
8 |
6,584 |
1.8 |
218,274 |
61.2 |
|
IFED AECO FIN BASIS |
U.S. |
|
773 |
0.1 |
9,720 |
1.3 |
759,292 |
NON U.S. |
|
14,326 |
1.9 |
573,524 |
75.5 |
|
|
8 |
15,099 |
2.0 |
583,244 |
76.8 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
23,965 |
6.1 |
2,477 |
0.6 |
393,377 |
NON U.S. |
|
4,233 |
1.1 |
69,499 |
17.7 |
|
|
9 |
28,198 |
7.2 |
71,976 |
18.3 |
|
IFED HSC FIN BASIS |
U.S. |
|
14,209 |
2.9 |
105,845 |
21.2 |
498,460 |
NON U.S. |
|
1,456 |
0.3 |
16,596 |
3.3 |
|
|
8 |
15,665 |
3.1 |
122,441 |
24.6 |
|
IFED WAHA FIN BASIS |
U.S. |
|
1,459 |
0.5 |
88,098 |
28.6 |
307,781 |
NON U.S. |
|
394 |
0.1 |
31,098 |
10.1 |
|
|
7 |
1,853 |
0.6 |
119,196 |
38.7 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
73,952 |
26.8 |
275,818 |
NON U.S. |
|
36 |
0.0 |
74,190 |
26.9 |
|
|
8 |
36 |
0.0 |
148,142 |
53.7 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
1,395 |
0.2 |
131,605 |
21.4 |
614,339 |
NON U.S. |
|
71,229 |
11.6 |
51,572 |
8.4 |
|
|
8 |
72,624 |
11.8 |
183,177 |
29.8 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
34,207 |
16.3 |
2,890 |
1.4 |
209,772 |
NON U.S. |
|
90 |
0.0 |
4,188 |
2.0 |
|
|
5 |
34,297 |
16.3 |
7,078 |
3.4 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
10,305 |
5.1 |
9,555 |
4.7 |
202,644 |
NON U.S. |
|
7,284 |
3.6 |
7,026 |
3.5 |
|
|
6 |
17,589 |
8.7 |
16,581 |
8.2 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
11,470 |
5.9 |
3,270 |
1.7 |
195,712 |
NON U.S. |
|
368 |
0.2 |
0 |
0.0 |
|
|
5 |
11,838 |
6.0 |
3,270 |
1.7 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
736 |
0.4 |
7,238 |
3.6 |
200,706 |
NON U.S. |
|
200 |
0.1 |
14,498 |
7.2 |
|
|
6 |
936 |
0.5 |
21,736 |
10.8 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
10,996 |
13.8 |
4,641 |
5.8 |
79,958 |
|
5 |
10,996 |
13.8 |
4,641 |
5.8 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
7,817 |
3.9 |
29,849 |
14.8 |
202,134 |
NON U.S. |
|
6,288 |
3.1 |
7,180 |
3.6 |
|
|
6 |
14,105 |
7.0 |
37,029 |
18.3 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
6,037 |
2.5 |
9,725 |
4.0 |
245,766 |
NON U.S. |
|
0 |
0.0 |
10,548 |
4.3 |
|
|
5 |
6,037 |
2.5 |
20,273 |
8.2 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,128 |
1.5 |
11,471 |
8.1 |
142,481 |
NON U.S. |
|
248 |
0.2 |
10,190 |
7.2 |
|
|
5 |
2,376 |
1.7 |
21,661 |
15.2 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
4,731 |
3.2 |
14,587 |
10.0 |
146,020 |
NON U.S. |
|
7,361 |
5.0 |
9,369 |
6.4 |
|
|
5 |
12,092 |
8.3 |
23,956 |
16.4 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
2,015 |
0.8 |
86,248 |
32.5 |
265,156 |
NON U.S. |
|
13,816 |
5.2 |
61,019 |
23.0 |
|
|
7 |
15,831 |
6.0 |
147,267 |
55.5 |
|
NYME NATURAL GAS |
U.S. |
5 |
29,521 |
2.5 |
42,417 |
3.6 |
1,172,418 |
NON U.S. |
11 |
63,840 |
5.4 |
74,021 |
6.3 |
|
|
16 |
93,361 |
8.0 |
116,438 |
9.9 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
7,048 |
1.8 |
78,876 |
20.4 |
385,999 |
NON U.S. |
6 |
3,310 |
0.9 |
23,725 |
6.1 |
|
|
10 |
10,358 |
2.7 |
102,601 |
26.6 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
15,838 |
18.8 |
3,169 |
3.8 |
84,416 |
NON U.S. |
|
2,904 |
3.4 |
819 |
1.0 |
|
|
5 |
18,742 |
22.2 |
3,988 |
4.7 |
|
CBT SOYBEAN MEAL |
U.S. |
|
7,409 |
1.6 |
8,355 |
1.8 |
460,239 |
NON U.S. |
|
31,427 |
6.8 |
1,820 |
0.4 |
|
|
14 |
38,836 |
8.4 |
10,175 |
2.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,317 |
1.4 |
2,423 |
1.1 |
230,528 |
NON U.S. |
|
15,356 |
6.7 |
6,003 |
2.6 |
|
|
16 |
18,673 |
8.1 |
8,426 |
3.7 |
|
NYME HENRY HUB |
U.S. |
|
13,314 |
1.3 |
292,623 |
29.3 |
999,348 |
NON U.S. |
|
38,295 |
3.8 |
313,729 |
31.4 |
|
|
9 |
51,609 |
5.2 |
606,352 |
60.7 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
28,432 |
21.6 |
3,374 |
2.6 |
131,804 |
NON U.S. |
|
26,018 |
19.7 |
7,490 |
5.7 |
|
|
7 |
54,450 |
41.3 |
10,864 |
8.2 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
14,290 |
0.4 |
62,954 |
1.9 |
3,305,001 |
NON U.S. |
21 |
46,714 |
1.4 |
46,023 |
1.4 |
|
|
27 |
61,004 |
1.8 |
108,977 |
3.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
116,919 |
3.0 |
14,280 |
0.4 |
3,856,274 |
NON U.S. |
30 |
58,479 |
1.5 |
43,491 |
1.1 |
|
|
37 |
175,398 |
4.5 |
57,771 |
1.5 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,336 |
0.5 |
105 |
0.0 |
732,789 |
NON U.S. |
|
6,735 |
0.9 |
10,532 |
1.4 |
|
|
6 |
10,071 |
1.4 |
10,637 |
1.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
46,871 |
1.1 |
30,651 |
0.7 |
4,251,886 |
NON U.S. |
22 |
18,585 |
0.4 |
93,729 |
2.2 |
|
|
27 |
65,456 |
1.5 |
124,380 |
2.9 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
275,529 |
15.5 |
134,331 |
7.6 |
1,773,289 |
NON U.S. |
21 |
61,022 |
3.4 |
116,208 |
6.6 |
|
|
29 |
336,551 |
19.0 |
250,539 |
14.1 |
|
CME LEAN HOGS |
U.S. |
|
660 |
0.2 |
1,488 |
0.5 |
279,347 |
NON U.S. |
|
18,096 |
6.5 |
1,132 |
0.4 |
|
|
11 |
18,756 |
6.7 |
2,620 |
0.9 |
|
CME LIVE CATTLE |
U.S. |
|
1,743 |
0.4 |
430 |
0.1 |
440,142 |
NON U.S. |
|
25,384 |
5.8 |
0 |
0.0 |
|
|
10 |
27,127 |
6.2 |
430 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
36 |
0.1 |
111 |
0.2 |
50,526 |
NON U.S. |
|
1,643 |
3.3 |
1,049 |
2.1 |
|
|
6 |
1,679 |
3.3 |
1,160 |
2.3 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
1,012 |
2.7 |
2,881 |
7.8 |
36,976 |
NON U.S. |
|
1,175 |
3.2 |
3,662 |
9.9 |
|
|
6 |
2,187 |
5.9 |
6,543 |
17.7 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,415 |
16.8 |
26,265 |
NON U.S. |
|
0 |
0.0 |
898 |
3.4 |
|
|
6 |
0 |
0.0 |
5,313 |
20.2 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
3,456 |
6.1 |
4,650 |
8.2 |
56,866 |
NON U.S. |
|
640 |
1.1 |
1,461 |
2.6 |
|
|
7 |
4,096 |
7.2 |
6,111 |
10.7 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
13,916 |
24.4 |
57,064 |
NON U.S. |
|
0 |
0.0 |
4,742 |
8.3 |
|
|
6 |
0 |
0.0 |
18,658 |
32.7 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
7,563 |
5.7 |
4,650 |
3.5 |
131,820 |
NON U.S. |
|
1,786 |
1.4 |
4,663 |
3.5 |
|
|
7 |
9,349 |
7.1 |
9,313 |
7.1 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
840 |
2.3 |
8,004 |
22.0 |
36,346 |
NON U.S. |
|
195 |
0.5 |
4,740 |
13.0 |
|
|
6 |
1,035 |
2.8 |
12,744 |
35.1 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
74 |
0.2 |
5,587 |
15.8 |
35,457 |
NON U.S. |
|
319 |
0.9 |
2,625 |
7.4 |
|
|
6 |
393 |
1.1 |
8,212 |
23.2 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
3,323 |
21.5 |
15,490 |
NON U.S. |
|
2,692 |
17.4 |
248 |
1.6 |
|
|
6 |
2,692 |
17.4 |
3,571 |
23.1 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
446 |
2.7 |
177 |
1.1 |
16,736 |
NON U.S. |
|
0 |
0.0 |
3,003 |
17.9 |
|
|
6 |
446 |
2.7 |
3,180 |
19.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
20,823 |
3.5 |
54,537 |
9.2 |
592,991 |
NON U.S. |
|
13,304 |
2.2 |
4,112 |
0.7 |
|
|
16 |
34,127 |
5.8 |
58,649 |
9.9 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
159 |
0.3 |
1,067 |
2.3 |
46,707 |
NON U.S. |
|
412 |
0.9 |
26,881 |
57.6 |
|
|
6 |
571 |
1.2 |
27,948 |
59.8 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
13,900 |
6.5 |
53,453 |
25.1 |
212,720 |
NON U.S. |
|
0 |
0.0 |
7,600 |
3.6 |
|
|
5 |
13,900 |
6.5 |
61,053 |
28.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
13,942 |
0.7 |
228,287 |
11.6 |
1,975,009 |
NON U.S. |
19 |
60,762 |
3.1 |
209,142 |
10.6 |
|
|
23 |
74,704 |
3.8 |
437,429 |
22.1 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
7,087 |
4.6 |
30,836 |
19.8 |
155,435 |
NON U.S. |
|
7,337 |
4.7 |
29,305 |
18.9 |
|
|
8 |
14,424 |
9.3 |
60,141 |
38.7 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
16,952 |
12.9 |
18,744 |
14.3 |
130,935 |
NON U.S. |
|
5,520 |
4.2 |
180 |
0.1 |
|
|
6 |
22,472 |
17.2 |
18,924 |
14.5 |
|
NYME BRENT (ICE) CALENDAR |
U.S. |
|
683 |
3.6 |
543 |
2.9 |
18,959 |
NON U.S. |
|
246 |
1.3 |
2,193 |
11.6 |
|
|
5 |
929 |
4.9 |
2,736 |
14.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
8,073 |
4.1 |
2,395 |
1.2 |
195,512 |
NON U.S. |
|
1,203 |
0.6 |
386 |
0.2 |
|
|
7 |
9,276 |
4.7 |
2,781 |
1.4 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
7,504 |
21.6 |
34,699 |
NON U.S. |
|
0 |
0.0 |
1,175 |
3.4 |
|
|
5 |
0 |
0.0 |
8,679 |
25.0 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
13,735 |
10.8 |
31,331 |
24.5 |
127,632 |
NON U.S. |
|
0 |
0.0 |
8,190 |
6.4 |
|
|
6 |
13,735 |
10.8 |
39,521 |
31.0 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
180 |
1.0 |
95 |
0.5 |
18,880 |
NON U.S. |
|
270 |
1.4 |
12,500 |
66.2 |
|
|
6 |
450 |
2.4 |
12,595 |
66.7 |
|
ICUS COCOA |
U.S. |
|
1,498 |
0.6 |
121 |
0.0 |
252,224 |
NON U.S. |
|
11,963 |
4.7 |
4,650 |
1.8 |
|
|
9 |
13,461 |
5.3 |
4,771 |
1.9 |
|
NYME PALLADIUM |
U.S. |
|
1,442 |
6.0 |
7,831 |
32.8 |
23,841 |
NON U.S. |
|
1,056 |
4.4 |
1,941 |
8.1 |
|
|
15 |
2,498 |
10.5 |
9,772 |
41.0 |
|
NYME PLATINUM |
U.S. |
5 |
1,417 |
2.1 |
12,127 |
17.8 |
68,064 |
NON U.S. |
15 |
2,229 |
3.3 |
12,298 |
18.1 |
|
|
20 |
3,646 |
5.4 |
24,425 |
35.9 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
12,464 |
1.4 |
3,528 |
0.4 |
911,127 |
NON U.S. |
|
46,566 |
5.1 |
7,405 |
0.8 |
|
|
12 |
59,030 |
6.5 |
10,933 |
1.2 |
|
ICUS COFFEE C |
U.S. |
|
2,904 |
0.8 |
3,884 |
1.1 |
356,646 |
NON U.S. |
|
17,735 |
5.0 |
3,047 |
0.9 |
|
|
21 |
20,639 |
5.8 |
6,931 |
1.9 |
|
CMX SILVER |
U.S. |
4 |
4,982 |
2.5 |
24,998 |
12.5 |
199,592 |
NON U.S. |
24 |
12,360 |
6.2 |
40,036 |
20.1 |
|
|
28 |
17,342 |
8.7 |
65,034 |
32.6 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
5,595 |
2.2 |
1,113 |
0.4 |
250,309 |
NON U.S. |
13 |
11,308 |
4.5 |
1,637 |
0.7 |
|
|
17 |
16,903 |
6.8 |
2,750 |
1.1 |
|
CMX GOLD |
U.S. |
5 |
7,522 |
1.7 |
53,264 |
12.1 |
440,170 |
NON U.S. |
28 |
24,421 |
5.5 |
82,155 |
18.7 |
|
|
33 |
31,943 |
7.3 |
135,419 |
30.8 |
|
CME MEXICAN PESO |
NON U.S. |
|
2,023 |
0.9 |
72,577 |
31.9 |
227,327 |
|
9 |
2,023 |
0.9 |
72,577 |
31.9 |
|
CME JAPANESE YEN |
U.S. |
|
9,441 |
6.0 |
629 |
0.4 |
156,838 |
NON U.S. |
|
6,698 |
4.3 |
0 |
0.0 |
|
|
5 |
16,139 |
10.3 |
629 |
0.4 |
|
CME EURO FX |
U.S. |
|
2,002 |
0.4 |
132 |
0.0 |
497,717 |
NON U.S. |
|
22,350 |
4.5 |
11,533 |
2.3 |
|
|
16 |
24,352 |
4.9 |
11,665 |
2.3 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
5,448 |
1.3 |
3,189 |
0.8 |
420,515 |
NON U.S. |
|
12,376 |
2.9 |
2,152 |
0.5 |
|
|
12 |
17,824 |
4.2 |
5,341 |
1.3 |
|
E VIX FUTURES |
U.S. |
|
910 |
0.2 |
644 |
0.2 |
377,403 |
NON U.S. |
|
10,416 |
2.8 |
5,879 |
1.6 |
|
|
7 |
11,326 |
3.0 |
6,523 |
1.7 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
882 |
1.1 |
3,296 |
4.1 |
79,760 |
NON U.S. |
6 |
404 |
0.5 |
10,915 |
13.7 |
|
|
10 |
1,286 |
1.6 |
14,211 |
17.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
946,898 |
7.6 |
1,251,555 |
10.0 |
12,539,905 |
NON U.S. |
27 |
1,034,623 |
8.3 |
819,178 |
6.5 |
|
|
35 |
1,981,521 |
15.8 |
2,070,733 |
16.5 |
|
CME 3-MONTH SOFR |
U.S. |
|
642 |
1.0 |
10,514 |
16.5 |
63,901 |
NON U.S. |
|
0 |
0.0 |
1,431 |
2.2 |
|
|
6 |
642 |
1.0 |
11,945 |
18.7 |
|
CME 1-MONTH SOFR |
U.S. |
|
3,856 |
8.2 |
4,470 |
9.5 |
47,180 |
NON U.S. |
|
0 |
0.0 |
1,164 |
2.5 |
|
|
5 |
3,856 |
8.2 |
5,634 |
11.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
18,196 |
0.7 |
95,809 |
3.8 |
2,527,763 |
NON U.S. |
19 |
113,153 |
4.5 |
132,610 |
5.2 |
|
|
26 |
131,349 |
5.2 |
228,419 |
9.0 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
200 |
0.6 |
33,568 |
NON U.S. |
|
2,887 |
8.6 |
10,504 |
31.3 |
|
|
6 |
2,887 |
8.6 |
10,704 |
31.9 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
0 |
0.0 |
306 |
3.0 |
10,186 |
NON U.S. |
|
665 |
6.5 |
3,173 |
31.2 |
|
|
6 |
665 |
6.5 |
3,479 |
34.2 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
6,000 |
3.2 |
28,830 |
15.2 |
189,610 |
NON U.S. |
|
29,250 |
15.4 |
32,380 |
17.1 |
|
|
6 |
35,250 |
18.6 |
61,210 |
32.3 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
1,949 |
7.8 |
0 |
0.0 |
24,959 |
NON U.S. |
|
761 |
3.0 |
180 |
0.7 |
|
|
5 |
2,710 |
10.9 |
180 |
0.7 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
2,630 |
1.3 |
834 |
0.4 |
196,541 |
NON U.S. |
10 |
5,144 |
2.6 |
2,951 |
1.5 |
|
|
14 |
7,774 |
4.0 |
3,785 |
1.9 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
8,759 |
2.0 |
669 |
0.2 |
439,956 |
NON U.S. |
12 |
28,486 |
6.5 |
9,587 |
2.2 |
|
|
17 |
37,245 |
8.5 |
10,256 |
2.3 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,192 |
0.7 |
0 |
0.0 |
320,234 |
NON U.S. |
4 |
1,666 |
0.5 |
12,821 |
4.0 |
|
|
8 |
3,858 |
1.2 |
12,821 |
4.0 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
|
2,141 |
0.2 |
0 |
0.0 |
1,278,468 |
NON U.S. |
|
15,794 |
1.2 |
86,395 |
6.8 |
|
|
14 |
17,935 |
1.4 |
86,395 |
6.8 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
604 |
0.6 |
3,346 |
3.6 |
93,308 |
NON U.S. |
|
40,183 |
43.1 |
20,150 |
21.6 |
|
|
6 |
40,787 |
43.7 |
23,496 |
25.2 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
2,743 |
10.4 |
160 |
0.6 |
26,431 |
NON U.S. |
|
1,065 |
4.0 |
0 |
0.0 |
|
|
5 |
3,808 |
14.4 |
160 |
0.6 |
|