|
REPORT DATE: 4/6/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
10,324 |
2.5 |
210 |
0.1 |
412,959 |
NON U.S. |
|
40,744 |
9.9 |
13,486 |
3.3 |
|
|
16 |
51,068 |
12.4 |
13,696 |
3.3 |
|
CBT WHEAT-HRW |
U.S. |
|
6,215 |
2.7 |
0 |
0.0 |
232,449 |
NON U.S. |
|
17,291 |
7.4 |
9,307 |
4.0 |
|
|
11 |
23,506 |
10.1 |
9,307 |
4.0 |
|
CBT CORN |
U.S. |
|
26,483 |
1.5 |
4,366 |
0.2 |
1,763,485 |
NON U.S. |
|
99,878 |
5.7 |
26,755 |
1.5 |
|
|
15 |
126,361 |
7.2 |
31,121 |
1.8 |
|
CBT SOYBEANS |
U.S. |
|
6,411 |
0.7 |
23,836 |
2.7 |
870,313 |
NON U.S. |
|
60,092 |
6.9 |
27,161 |
3.1 |
|
|
18 |
66,503 |
7.6 |
50,997 |
5.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
5,581 |
1.1 |
2,207 |
0.4 |
497,159 |
NON U.S. |
|
34,794 |
7.0 |
3,345 |
0.7 |
|
|
14 |
40,375 |
8.1 |
5,552 |
1.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
1,479 |
0.1 |
12,329 |
1.1 |
1,171,308 |
NON U.S. |
12 |
2,605 |
0.2 |
16,096 |
1.4 |
|
|
16 |
4,084 |
0.3 |
28,425 |
2.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
15,656 |
3.8 |
1,914 |
0.5 |
407,284 |
NON U.S. |
|
18,048 |
4.4 |
941 |
0.2 |
|
|
11 |
33,704 |
8.3 |
2,855 |
0.7 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
10,932 |
0.2 |
2,134,887 |
35.5 |
6,022,092 |
NON U.S. |
9 |
69,123 |
1.1 |
1,620,848 |
26.9 |
|
|
14 |
80,055 |
1.3 |
3,755,735 |
62.4 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
53,597 |
16.0 |
19,484 |
5.8 |
335,502 |
NON U.S. |
|
12,247 |
3.7 |
15,831 |
4.7 |
|
|
7 |
65,844 |
19.6 |
35,315 |
10.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
0 |
0.0 |
64,330 |
26.5 |
242,395 |
NON U.S. |
4 |
8,775 |
3.6 |
36,095 |
14.9 |
|
|
8 |
8,775 |
3.6 |
100,425 |
41.4 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
23,859 |
2.5 |
959,147 |
NON U.S. |
|
26,856 |
2.8 |
535,994 |
55.9 |
|
|
7 |
26,856 |
2.8 |
559,853 |
58.4 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
29,809 |
8.8 |
1,007 |
0.3 |
339,327 |
NON U.S. |
|
3,153 |
0.9 |
28,999 |
8.5 |
|
|
7 |
32,962 |
9.7 |
30,006 |
8.8 |
|
IFED HSC FIN BASIS |
U.S. |
|
24,682 |
4.1 |
51,645 |
8.6 |
602,307 |
NON U.S. |
|
1,853 |
0.3 |
63,061 |
10.5 |
|
|
7 |
26,535 |
4.4 |
114,706 |
19.0 |
|
IFED WAHA FIN BASIS |
U.S. |
|
8,633 |
1.9 |
135,365 |
30.5 |
443,884 |
NON U.S. |
|
9,495 |
2.1 |
45,831 |
10.3 |
|
|
8 |
18,128 |
4.1 |
181,196 |
40.8 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
139,887 |
45.4 |
307,910 |
NON U.S. |
5 |
0 |
0.0 |
81,664 |
26.5 |
|
|
9 |
0 |
0.0 |
221,551 |
72.0 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
5,441 |
2.7 |
51,742 |
25.8 |
200,740 |
NON U.S. |
|
860 |
0.4 |
30,368 |
15.1 |
|
|
7 |
6,301 |
3.1 |
82,110 |
40.9 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
3,946 |
0.7 |
196,860 |
33.1 |
594,473 |
NON U.S. |
|
8,890 |
1.5 |
57,373 |
9.7 |
|
|
8 |
12,836 |
2.2 |
254,233 |
42.8 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
1,817 |
0.9 |
52,977 |
25.9 |
204,154 |
NON U.S. |
|
0 |
0.0 |
54,262 |
26.6 |
|
|
6 |
1,817 |
0.9 |
107,239 |
52.5 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
9,095 |
6.8 |
610 |
0.5 |
133,626 |
NON U.S. |
|
7,742 |
5.8 |
22,323 |
16.7 |
|
|
6 |
16,837 |
12.6 |
22,933 |
17.2 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
6,465 |
4.2 |
1,510 |
1.0 |
152,876 |
NON U.S. |
|
6,872 |
4.5 |
24,109 |
15.8 |
|
|
7 |
13,337 |
8.7 |
25,619 |
16.8 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
0 |
0.0 |
42,927 |
21.0 |
204,662 |
NON U.S. |
|
8,027 |
3.9 |
10,238 |
5.0 |
|
|
5 |
8,027 |
3.9 |
53,165 |
26.0 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
616 |
0.3 |
18,359 |
9.8 |
187,001 |
NON U.S. |
|
0 |
0.0 |
16,263 |
8.7 |
|
|
5 |
616 |
0.3 |
34,622 |
18.5 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
2,634 |
1.8 |
14,487 |
9.8 |
148,158 |
NON U.S. |
|
1,312 |
0.9 |
30,205 |
20.4 |
|
|
7 |
3,946 |
2.7 |
44,692 |
30.2 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
7,849 |
3.3 |
21,378 |
9.1 |
236,121 |
NON U.S. |
|
644 |
0.3 |
5,336 |
2.3 |
|
|
5 |
8,493 |
3.6 |
26,714 |
11.3 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
69,113 |
20.9 |
137,432 |
41.5 |
331,044 |
NON U.S. |
|
3,826 |
1.2 |
19,384 |
5.9 |
|
|
5 |
72,939 |
22.0 |
156,816 |
47.4 |
|
NYME NATURAL GAS |
U.S. |
4 |
30,570 |
2.5 |
26,777 |
2.2 |
1,220,273 |
NON U.S. |
12 |
50,243 |
4.1 |
38,738 |
3.2 |
|
|
16 |
80,813 |
6.6 |
65,515 |
5.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
3,898 |
1.1 |
90,139 |
25.1 |
359,519 |
NON U.S. |
6 |
3,757 |
1.0 |
44,415 |
12.4 |
|
|
10 |
7,655 |
2.1 |
134,554 |
37.4 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
41,345 |
30.9 |
3,415 |
2.5 |
133,954 |
NON U.S. |
|
29,177 |
21.8 |
1,388 |
1.0 |
|
|
8 |
70,522 |
52.6 |
4,803 |
3.6 |
|
CBT SOYBEAN MEAL |
U.S. |
|
5,288 |
1.3 |
0 |
0.0 |
414,875 |
NON U.S. |
|
37,419 |
9.0 |
5,348 |
1.3 |
|
|
14 |
42,707 |
10.3 |
5,348 |
1.3 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,927 |
1.3 |
514 |
0.2 |
229,592 |
NON U.S. |
|
20,517 |
8.9 |
13,154 |
5.7 |
|
|
14 |
23,444 |
10.2 |
13,668 |
6.0 |
|
NYME HENRY HUB |
U.S. |
4 |
9,260 |
1.5 |
263,451 |
43.2 |
609,657 |
NON U.S. |
8 |
44,297 |
7.3 |
149,582 |
24.5 |
|
|
12 |
53,557 |
8.8 |
413,033 |
67.7 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
95,115 |
35.2 |
7,845 |
2.9 |
269,916 |
NON U.S. |
|
57,358 |
21.3 |
10,786 |
4.0 |
|
|
11 |
152,473 |
56.5 |
18,631 |
6.9 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
19,500 |
0.8 |
29,553 |
1.3 |
2,311,671 |
NON U.S. |
23 |
34,662 |
1.5 |
63,045 |
2.7 |
|
|
27 |
54,162 |
2.3 |
92,598 |
4.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
45,954 |
1.2 |
30,093 |
0.8 |
3,920,974 |
NON U.S. |
31 |
55,338 |
1.4 |
91,533 |
2.3 |
|
|
37 |
101,292 |
2.6 |
121,626 |
3.1 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
6,687 |
0.5 |
2,954 |
0.2 |
1,430,303 |
NON U.S. |
|
20,835 |
1.5 |
15,967 |
1.1 |
|
|
9 |
27,522 |
1.9 |
18,921 |
1.3 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
9,691 |
0.3 |
20,476 |
0.6 |
3,575,476 |
NON U.S. |
27 |
24,706 |
0.7 |
68,273 |
1.9 |
|
|
31 |
34,397 |
1.0 |
88,749 |
2.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
163,851 |
16.2 |
77,302 |
7.7 |
1,009,174 |
NON U.S. |
18 |
71,277 |
7.1 |
72,114 |
7.1 |
|
|
23 |
235,128 |
23.3 |
149,416 |
14.8 |
|
CME LEAN HOGS |
NON U.S. |
|
14,336 |
4.9 |
6,719 |
2.3 |
289,848 |
|
9 |
14,336 |
4.9 |
6,719 |
2.3 |
|
CME LIVE CATTLE |
NON U.S. |
8 |
20,159 |
5.9 |
605 |
0.2 |
343,764 |
|
8 |
20,159 |
5.9 |
605 |
0.2 |
|
CME FEEDER CATTLE |
NON U.S. |
|
834 |
1.8 |
155 |
0.3 |
46,349 |
|
5 |
834 |
1.8 |
155 |
0.3 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
190 |
1.1 |
2,564 |
14.4 |
17,837 |
NON U.S. |
|
92 |
0.5 |
3,234 |
18.1 |
|
|
6 |
282 |
1.6 |
5,798 |
32.5 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
3,425 |
17.0 |
20,165 |
NON U.S. |
|
0 |
0.0 |
4,620 |
22.9 |
|
|
6 |
0 |
0.0 |
8,045 |
39.9 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
3,363 |
6.0 |
2,754 |
4.9 |
55,910 |
NON U.S. |
|
3,179 |
5.7 |
1,889 |
3.4 |
|
|
8 |
6,542 |
11.7 |
4,643 |
8.3 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
4 |
0 |
0.0 |
12,545 |
20.7 |
60,660 |
NON U.S. |
5 |
0 |
0.0 |
10,727 |
17.7 |
|
|
9 |
0 |
0.0 |
23,272 |
38.4 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,132 |
3.3 |
10,443 |
8.3 |
125,596 |
NON U.S. |
|
838 |
0.7 |
13,690 |
10.9 |
|
|
8 |
4,970 |
4.0 |
24,133 |
19.2 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
171 |
0.4 |
6,628 |
15.2 |
43,544 |
NON U.S. |
|
0 |
0.0 |
8,888 |
20.4 |
|
|
6 |
171 |
0.4 |
15,516 |
35.6 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
0 |
0.0 |
7,643 |
13.9 |
55,119 |
NON U.S. |
|
12 |
0.0 |
6,254 |
11.3 |
|
|
7 |
12 |
0.0 |
13,897 |
25.2 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
695 |
2.2 |
4,233 |
13.7 |
30,942 |
NON U.S. |
|
314 |
1.0 |
4,521 |
14.6 |
|
|
7 |
1,009 |
3.3 |
8,754 |
28.3 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,014 |
7.1 |
279 |
2.0 |
14,233 |
NON U.S. |
|
60 |
0.4 |
2,805 |
19.7 |
|
|
6 |
1,074 |
7.5 |
3,084 |
21.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
19,181 |
3.6 |
74,882 |
13.9 |
537,730 |
NON U.S. |
|
5,411 |
1.0 |
8,536 |
1.6 |
|
|
9 |
24,592 |
4.6 |
83,418 |
15.5 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
30 |
0.0 |
50 |
0.1 |
67,768 |
NON U.S. |
|
0 |
0.0 |
21,683 |
32.0 |
|
|
7 |
30 |
0.0 |
21,733 |
32.1 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
U.S. |
|
0 |
0.0 |
106 |
0.5 |
19,353 |
NON U.S. |
|
0 |
0.0 |
12,281 |
63.5 |
|
|
7 |
0 |
0.0 |
12,387 |
64.0 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
28,995 |
16.3 |
64,703 |
36.3 |
178,279 |
NON U.S. |
|
0 |
0.0 |
36,327 |
20.4 |
|
|
7 |
28,995 |
16.3 |
101,030 |
56.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
10,673 |
0.5 |
292,376 |
12.5 |
2,340,357 |
NON U.S. |
14 |
50,431 |
2.2 |
230,661 |
9.9 |
|
|
18 |
61,104 |
2.6 |
523,037 |
22.3 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
10,841 |
7.5 |
17,832 |
12.3 |
145,016 |
NON U.S. |
8 |
7,488 |
5.2 |
29,465 |
20.3 |
|
|
12 |
18,329 |
12.6 |
47,297 |
32.6 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
435 |
0.3 |
18,185 |
12.8 |
141,983 |
NON U.S. |
|
0 |
0.0 |
2,835 |
2.0 |
|
|
5 |
435 |
0.3 |
21,020 |
14.8 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
4,038 |
7.2 |
23,517 |
42.1 |
55,845 |
NON U.S. |
|
0 |
0.0 |
13,389 |
24.0 |
|
|
6 |
4,038 |
7.2 |
36,906 |
66.1 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
3,956 |
4.3 |
7,886 |
8.6 |
91,989 |
NON U.S. |
|
180 |
0.2 |
6,173 |
6.7 |
|
|
7 |
4,136 |
4.5 |
14,059 |
15.3 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
200 |
1.4 |
13,934 |
NON U.S. |
|
30 |
0.2 |
6,110 |
43.8 |
|
|
5 |
30 |
0.2 |
6,310 |
45.3 |
|
ICUS COCOA |
U.S. |
|
887 |
0.5 |
0 |
0.0 |
189,193 |
NON U.S. |
|
4,025 |
2.1 |
6,064 |
3.2 |
|
|
8 |
4,912 |
2.6 |
6,064 |
3.2 |
|
NYME PALLADIUM |
U.S. |
|
0 |
0.0 |
3,343 |
31.8 |
10,529 |
NON U.S. |
|
479 |
4.5 |
398 |
3.8 |
|
|
13 |
479 |
4.5 |
3,741 |
35.5 |
|
NYME PLATINUM |
U.S. |
4 |
253 |
0.4 |
19,539 |
28.7 |
68,108 |
NON U.S. |
17 |
2,499 |
3.7 |
8,493 |
12.5 |
|
|
21 |
2,752 |
4.0 |
28,032 |
41.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
10,672 |
1.0 |
25,203 |
2.4 |
1,044,032 |
NON U.S. |
|
59,561 |
5.7 |
76,855 |
7.4 |
|
|
17 |
70,233 |
6.7 |
102,058 |
9.8 |
|
ICUS COFFEE C |
U.S. |
|
4,212 |
1.5 |
1,390 |
0.5 |
289,363 |
NON U.S. |
|
11,865 |
4.1 |
29,061 |
10.0 |
|
|
24 |
16,077 |
5.6 |
30,451 |
10.5 |
|
CMX SILVER |
U.S. |
4 |
3,761 |
2.4 |
36,684 |
23.7 |
154,593 |
NON U.S. |
21 |
10,121 |
6.5 |
29,965 |
19.4 |
|
|
25 |
13,882 |
9.0 |
66,649 |
43.1 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,623 |
1.9 |
17 |
0.0 |
243,342 |
NON U.S. |
|
9,710 |
4.0 |
1,094 |
0.4 |
|
|
14 |
14,333 |
5.9 |
1,111 |
0.5 |
|
CMX GOLD |
U.S. |
5 |
11,971 |
2.6 |
71,221 |
15.4 |
463,353 |
NON U.S. |
32 |
38,693 |
8.4 |
102,467 |
22.1 |
|
|
37 |
50,664 |
10.9 |
173,688 |
37.5 |
|
CME RUSSIAN RUBLE |
NON U.S. |
|
240 |
0.8 |
14,400 |
48.9 |
29,440 |
|
5 |
240 |
0.8 |
14,400 |
48.9 |
|
CME CANADIAN DOLLAR |
U.S. |
|
13 |
0.0 |
15,286 |
9.2 |
166,118 |
NON U.S. |
|
963 |
0.6 |
2,148 |
1.3 |
|
|
5 |
976 |
0.6 |
17,434 |
10.5 |
|
CME MEXICAN PESO |
NON U.S. |
|
505 |
0.4 |
49,642 |
36.3 |
136,870 |
|
6 |
505 |
0.4 |
49,642 |
36.3 |
|
CME BRITISH POUND STERLING |
U.S. |
|
552 |
0.4 |
5,787 |
4.1 |
140,556 |
NON U.S. |
|
1,595 |
1.1 |
306 |
0.2 |
|
|
5 |
2,147 |
1.5 |
6,093 |
4.3 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
78,470 |
12.2 |
642,671 |
NON U.S. |
|
21,982 |
3.4 |
53,553 |
8.3 |
|
|
18 |
21,982 |
3.4 |
132,023 |
20.5 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
6,450 |
1.8 |
2,520 |
0.7 |
367,618 |
NON U.S. |
|
13,389 |
3.6 |
2,469 |
0.7 |
|
|
8 |
19,839 |
5.4 |
4,989 |
1.4 |
|
E VIX FUTURES |
U.S. |
|
716 |
0.2 |
1,823 |
0.5 |
364,274 |
NON U.S. |
|
54,574 |
15.0 |
6,103 |
1.7 |
|
|
6 |
55,290 |
15.2 |
7,926 |
2.2 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
9,298 |
9.9 |
0 |
0.0 |
94,240 |
NON U.S. |
7 |
660 |
0.7 |
8,327 |
8.8 |
|
|
11 |
9,958 |
10.6 |
8,327 |
8.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,192,742 |
10.3 |
428,300 |
3.7 |
11,623,599 |
NON U.S. |
35 |
1,027,377 |
8.8 |
910,747 |
7.8 |
|
|
42 |
2,220,119 |
19.1 |
1,339,047 |
11.5 |
|
CME 3-MONTH SOFR |
U.S. |
5 |
61,529 |
13.5 |
125,486 |
27.4 |
457,301 |
NON U.S. |
16 |
38,576 |
8.4 |
32,537 |
7.1 |
|
|
21 |
100,105 |
21.9 |
158,023 |
34.6 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
24,537 |
11.9 |
25,300 |
12.3 |
205,674 |
NON U.S. |
11 |
2,511 |
1.2 |
18,443 |
9.0 |
|
|
15 |
27,048 |
13.2 |
43,743 |
21.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
28,777 |
1.1 |
108,800 |
4.2 |
2,611,712 |
NON U.S. |
23 |
49,592 |
1.9 |
240,350 |
9.2 |
|
|
30 |
78,369 |
3.0 |
349,150 |
13.4 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
647 |
5.2 |
3,948 |
31.5 |
12,517 |
NON U.S. |
|
0 |
0.0 |
2,310 |
18.5 |
|
|
5 |
647 |
5.2 |
6,258 |
50.0 |
|
CME E-MINI S&P MATERIALS INDEX |
U.S. |
|
0 |
0.0 |
1,037 |
18.7 |
5,536 |
NON U.S. |
|
214 |
3.9 |
2,479 |
44.8 |
|
|
5 |
214 |
3.9 |
3,516 |
63.5 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
299 |
3.4 |
4,987 |
57.5 |
8,675 |
|
5 |
299 |
3.4 |
4,987 |
57.5 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
3,276 |
3.2 |
7,600 |
7.5 |
101,861 |
NON U.S. |
|
18,100 |
17.8 |
47,527 |
46.7 |
|
|
8 |
21,376 |
21.0 |
55,127 |
54.1 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
649 |
0.3 |
2,527 |
1.2 |
214,588 |
NON U.S. |
|
16,679 |
7.8 |
9,978 |
4.6 |
|
|
19 |
17,328 |
8.1 |
12,505 |
5.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
7 |
12,018 |
2.5 |
8,408 |
1.8 |
472,635 |
NON U.S. |
13 |
31,263 |
6.6 |
27,282 |
5.8 |
|
|
20 |
43,281 |
9.2 |
35,690 |
7.6 |
|
CME EMINI RUSSELL 1000 VALUE INDEX |
U.S. |
|
0 |
0.0 |
539 |
2.1 |
25,345 |
NON U.S. |
|
5,699 |
22.5 |
7,948 |
31.4 |
|
|
5 |
5,699 |
22.5 |
8,487 |
33.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
2,285 |
0.6 |
7,881 |
1.9 |
410,104 |
NON U.S. |
4 |
645 |
0.2 |
36,337 |
8.9 |
|
|
9 |
2,930 |
0.7 |
44,218 |
10.8 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
7,176 |
0.6 |
2,454 |
0.2 |
1,121,312 |
NON U.S. |
9 |
19,011 |
1.7 |
130,369 |
11.6 |
|
|
14 |
26,187 |
2.3 |
132,823 |
11.8 |
|
CME E-MINI S&P 400 STOCK INDEX |
U.S. |
|
126 |
0.3 |
0 |
0.0 |
45,252 |
NON U.S. |
|
290 |
0.6 |
3,160 |
7.0 |
|
|
5 |
416 |
0.9 |
3,160 |
7.0 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
506 |
0.3 |
14,414 |
8.3 |
174,191 |
NON U.S. |
9 |
6,698 |
3.8 |
36,053 |
20.7 |
|
|
13 |
7,204 |
4.1 |
50,467 |
29.0 |
|