|
REPORT DATE: 8/4/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
6,029 |
1.6 |
1,203 |
0.3 |
380,509 |
NON U.S. |
|
32,451 |
8.5 |
18,313 |
4.8 |
|
|
19 |
38,480 |
10.1 |
19,516 |
5.1 |
|
CBT WHEAT-HRW |
U.S. |
|
7,405 |
2.7 |
0 |
0.0 |
271,336 |
NON U.S. |
|
18,100 |
6.7 |
5,508 |
2.0 |
|
|
11 |
25,505 |
9.4 |
5,508 |
2.0 |
|
CBT CORN |
U.S. |
|
15,709 |
1.0 |
5,214 |
0.3 |
1,638,917 |
NON U.S. |
|
83,653 |
5.1 |
7,872 |
0.5 |
|
|
18 |
99,362 |
6.1 |
13,086 |
0.8 |
|
CBT SOYBEANS |
U.S. |
|
11,359 |
1.4 |
6,375 |
0.8 |
835,308 |
NON U.S. |
|
49,477 |
5.9 |
2,972 |
0.4 |
|
|
16 |
60,836 |
7.3 |
9,347 |
1.1 |
|
CBT SOYBEAN OIL |
U.S. |
|
4,761 |
1.1 |
0 |
0.0 |
435,763 |
NON U.S. |
|
31,874 |
7.3 |
295 |
0.1 |
|
|
11 |
36,635 |
8.4 |
295 |
0.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
5,563 |
0.5 |
4,243 |
0.4 |
1,099,313 |
NON U.S. |
7 |
5,966 |
0.5 |
1,624 |
0.1 |
|
|
12 |
11,529 |
1.0 |
5,867 |
0.5 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
1,453 |
0.1 |
0 |
0.0 |
1,038,714 |
NON U.S. |
|
1,880 |
0.2 |
48,128 |
4.6 |
|
|
6 |
3,333 |
0.3 |
48,128 |
4.6 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
21,896 |
6.1 |
3,032 |
0.8 |
360,551 |
NON U.S. |
|
19,515 |
5.4 |
1,974 |
0.5 |
|
|
12 |
41,411 |
11.5 |
5,006 |
1.4 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
5,354 |
8.8 |
0 |
0.0 |
60,971 |
NON U.S. |
|
600 |
1.0 |
0 |
0.0 |
|
|
5 |
5,954 |
9.8 |
0 |
0.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
15,510 |
0.3 |
2,143,359 |
35.6 |
6,022,854 |
NON U.S. |
8 |
62,401 |
1.0 |
1,488,078 |
24.7 |
|
|
13 |
77,911 |
1.3 |
3,631,437 |
60.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
37,260 |
15.6 |
18,354 |
7.7 |
238,751 |
NON U.S. |
|
13,539 |
5.7 |
5,309 |
2.2 |
|
|
7 |
50,799 |
21.3 |
23,663 |
9.9 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
1,774 |
1.1 |
11,214 |
6.9 |
161,389 |
NON U.S. |
|
0 |
0.0 |
29,461 |
18.3 |
|
|
5 |
1,774 |
1.1 |
40,675 |
25.2 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
953 |
0.3 |
72,423 |
21.5 |
336,866 |
NON U.S. |
|
12,233 |
3.6 |
69,276 |
20.6 |
|
|
8 |
13,186 |
3.9 |
141,699 |
42.1 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
26,894 |
2.3 |
1,155,262 |
NON U.S. |
|
20,736 |
1.8 |
662,042 |
57.3 |
|
|
7 |
20,736 |
1.8 |
688,936 |
59.6 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
32,877 |
7.9 |
4,928 |
1.2 |
414,795 |
NON U.S. |
|
5,488 |
1.3 |
36,618 |
8.8 |
|
|
8 |
38,365 |
9.2 |
41,546 |
10.0 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
16,906 |
2.7 |
78,735 |
12.6 |
622,671 |
NON U.S. |
5 |
1,393 |
0.2 |
70,400 |
11.3 |
|
|
9 |
18,299 |
2.9 |
149,135 |
24.0 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
9,413 |
2.0 |
190,905 |
40.1 |
476,161 |
NON U.S. |
6 |
10,620 |
2.2 |
45,772 |
9.6 |
|
|
10 |
20,033 |
4.2 |
236,677 |
49.7 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
2,068 |
0.6 |
125,652 |
37.9 |
331,583 |
NON U.S. |
5 |
0 |
0.0 |
84,157 |
25.4 |
|
|
9 |
2,068 |
0.6 |
209,809 |
63.3 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
4 |
7,596 |
3.8 |
42,630 |
21.4 |
199,282 |
NON U.S. |
4 |
1,348 |
0.7 |
32,958 |
16.5 |
|
|
8 |
8,944 |
4.5 |
75,588 |
37.9 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
9,400 |
1.5 |
167,658 |
27.2 |
616,620 |
NON U.S. |
|
26,737 |
4.3 |
85,066 |
13.8 |
|
|
8 |
36,137 |
5.9 |
252,724 |
41.0 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
1,343 |
0.7 |
39,656 |
20.9 |
189,473 |
NON U.S. |
|
124 |
0.1 |
46,919 |
24.8 |
|
|
6 |
1,467 |
0.8 |
86,575 |
45.7 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
13,525 |
6.0 |
3,613 |
1.6 |
223,920 |
NON U.S. |
|
9,133 |
4.1 |
21,251 |
9.5 |
|
|
6 |
22,658 |
10.1 |
24,864 |
11.1 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
9,314 |
3.8 |
2,222 |
0.9 |
245,143 |
NON U.S. |
|
5,247 |
2.1 |
21,259 |
8.7 |
|
|
7 |
14,561 |
5.9 |
23,481 |
9.6 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
1,224 |
0.4 |
45,222 |
15.7 |
287,144 |
NON U.S. |
|
12,996 |
4.5 |
19,727 |
6.9 |
|
|
5 |
14,220 |
5.0 |
64,949 |
22.6 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
288 |
0.1 |
16,330 |
6.8 |
241,076 |
NON U.S. |
|
0 |
0.0 |
28,401 |
11.8 |
|
|
5 |
288 |
0.1 |
44,731 |
18.6 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
15,380 |
16.4 |
1,362 |
1.5 |
93,678 |
|
5 |
15,380 |
16.4 |
1,362 |
1.5 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
4,947 |
2.7 |
13,111 |
7.0 |
186,002 |
NON U.S. |
|
428 |
0.2 |
20,214 |
10.9 |
|
|
7 |
5,375 |
2.9 |
33,325 |
17.9 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
26,729 |
11.0 |
10,923 |
4.5 |
243,913 |
NON U.S. |
|
0 |
0.0 |
10,079 |
4.1 |
|
|
7 |
26,729 |
11.0 |
21,002 |
8.6 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,308 |
1.7 |
5,001 |
3.6 |
138,265 |
NON U.S. |
|
0 |
0.0 |
11,707 |
8.5 |
|
|
5 |
2,308 |
1.7 |
16,708 |
12.1 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
16,662 |
5.9 |
84,486 |
30.0 |
282,023 |
NON U.S. |
|
4,760 |
1.7 |
27,177 |
9.6 |
|
|
6 |
21,422 |
7.6 |
111,663 |
39.6 |
|
NYME NATURAL GAS |
U.S. |
|
23,266 |
1.8 |
67,839 |
5.3 |
1,290,949 |
NON U.S. |
|
50,891 |
3.9 |
64,481 |
5.0 |
|
|
19 |
74,157 |
5.7 |
132,320 |
10.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
6,231 |
2.1 |
65,052 |
22.4 |
290,467 |
NON U.S. |
5 |
3,173 |
1.1 |
28,228 |
9.7 |
|
|
9 |
9,404 |
3.2 |
93,280 |
32.1 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
26,123 |
21.2 |
6,976 |
5.7 |
123,342 |
NON U.S. |
|
22,382 |
18.1 |
1,573 |
1.3 |
|
|
8 |
48,505 |
39.3 |
8,549 |
6.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,745 |
1.1 |
4,579 |
1.0 |
436,579 |
NON U.S. |
|
34,787 |
8.0 |
1,174 |
0.3 |
|
|
14 |
39,532 |
9.1 |
5,753 |
1.3 |
|
ICUS COTTON NO. 2 |
U.S. |
|
4,343 |
2.4 |
0 |
0.0 |
181,232 |
NON U.S. |
|
16,638 |
9.2 |
13,034 |
7.2 |
|
|
18 |
20,981 |
11.6 |
13,034 |
7.2 |
|
NYME HENRY HUB |
U.S. |
4 |
18,594 |
2.6 |
308,706 |
42.7 |
722,450 |
NON U.S. |
8 |
41,792 |
5.8 |
192,468 |
26.6 |
|
|
12 |
60,386 |
8.4 |
501,174 |
69.4 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
54,245 |
28.7 |
20,438 |
10.8 |
189,335 |
NON U.S. |
|
48,916 |
25.8 |
4,282 |
2.3 |
|
|
8 |
103,161 |
54.5 |
24,720 |
13.1 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
15,020 |
0.7 |
20,684 |
0.9 |
2,209,759 |
NON U.S. |
18 |
11,541 |
0.5 |
61,363 |
2.8 |
|
|
22 |
26,561 |
1.2 |
82,047 |
3.7 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
114,192 |
3.3 |
10,125 |
0.3 |
3,480,234 |
NON U.S. |
27 |
70,841 |
2.0 |
95,705 |
2.7 |
|
|
34 |
185,033 |
5.3 |
105,830 |
3.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
27,740 |
0.8 |
23,992 |
0.7 |
3,511,951 |
NON U.S. |
20 |
81,260 |
2.3 |
50,573 |
1.4 |
|
|
25 |
109,000 |
3.1 |
74,565 |
2.1 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
4 |
167,142 |
10.8 |
167,874 |
10.8 |
1,549,273 |
NON U.S. |
19 |
131,985 |
8.5 |
34,222 |
2.2 |
|
|
23 |
299,127 |
19.3 |
202,096 |
13.0 |
|
CME LEAN HOGS |
U.S. |
|
136 |
0.1 |
350 |
0.2 |
229,003 |
NON U.S. |
|
12,827 |
5.6 |
2,298 |
1.0 |
|
|
11 |
12,963 |
5.7 |
2,648 |
1.2 |
|
CME LIVE CATTLE |
U.S. |
|
0 |
0.0 |
189 |
0.1 |
286,440 |
NON U.S. |
|
14,927 |
5.2 |
0 |
0.0 |
|
|
8 |
14,927 |
5.2 |
189 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
106 |
0.3 |
0 |
0.0 |
41,970 |
NON U.S. |
|
1,441 |
3.4 |
2 |
0.0 |
|
|
7 |
1,547 |
3.7 |
2 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,545 |
8.4 |
3,177 |
10.5 |
30,194 |
NON U.S. |
|
20 |
0.1 |
2,607 |
8.6 |
|
|
6 |
2,565 |
8.5 |
5,784 |
19.2 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,880 |
20.5 |
23,822 |
NON U.S. |
|
0 |
0.0 |
2,023 |
8.5 |
|
|
6 |
0 |
0.0 |
6,903 |
29.0 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
4,661 |
9.7 |
1,207 |
2.5 |
48,230 |
NON U.S. |
|
1,591 |
3.3 |
55 |
0.1 |
|
|
6 |
6,252 |
13.0 |
1,262 |
2.6 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
100 |
0.2 |
10,191 |
22.8 |
44,625 |
NON U.S. |
|
0 |
0.0 |
3,703 |
8.3 |
|
|
7 |
100 |
0.2 |
13,894 |
31.1 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,973 |
2.9 |
7,710 |
5.7 |
136,035 |
NON U.S. |
|
1,467 |
1.1 |
3,313 |
2.4 |
|
|
6 |
5,440 |
4.0 |
11,023 |
8.1 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,493 |
2.6 |
9,262 |
16.4 |
56,549 |
NON U.S. |
|
0 |
0.0 |
11,665 |
20.6 |
|
|
7 |
1,493 |
2.6 |
20,927 |
37.0 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
135 |
0.2 |
4,641 |
8.3 |
55,990 |
NON U.S. |
|
330 |
0.6 |
2,564 |
4.6 |
|
|
6 |
465 |
0.8 |
7,205 |
12.9 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
1,265 |
3.7 |
4,976 |
14.7 |
33,843 |
NON U.S. |
|
2,497 |
7.4 |
1,807 |
5.3 |
|
|
6 |
3,762 |
11.1 |
6,783 |
20.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
18,605 |
4.0 |
89,415 |
19.0 |
470,979 |
NON U.S. |
|
5,412 |
1.1 |
11,523 |
2.4 |
|
|
10 |
24,017 |
5.1 |
100,938 |
21.4 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
926 |
2.9 |
0 |
0.0 |
31,768 |
NON U.S. |
|
0 |
0.0 |
15,842 |
49.9 |
|
|
7 |
926 |
2.9 |
15,842 |
49.9 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
240 |
2.3 |
7,925 |
76.9 |
10,300 |
|
6 |
240 |
2.3 |
7,925 |
76.9 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
58,228 |
29.4 |
73,686 |
37.2 |
198,206 |
NON U.S. |
|
0 |
0.0 |
29,648 |
15.0 |
|
|
6 |
58,228 |
29.4 |
103,334 |
52.1 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
24,939 |
1.2 |
272,797 |
13.4 |
2,032,921 |
NON U.S. |
21 |
51,393 |
2.5 |
242,283 |
11.9 |
|
|
25 |
76,332 |
3.8 |
515,080 |
25.3 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
3,233 |
2.2 |
19,766 |
13.6 |
145,368 |
NON U.S. |
8 |
7,196 |
5.0 |
35,436 |
24.4 |
|
|
12 |
10,429 |
7.2 |
55,202 |
38.0 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
4,006 |
1.9 |
896 |
0.4 |
209,232 |
NON U.S. |
|
1,416 |
0.7 |
1,054 |
0.5 |
|
|
7 |
5,422 |
2.6 |
1,950 |
0.9 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
645 |
0.4 |
34,897 |
19.8 |
176,485 |
NON U.S. |
|
0 |
0.0 |
4,441 |
2.5 |
|
|
7 |
645 |
0.4 |
39,338 |
22.3 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
37,616 |
49.8 |
75,539 |
NON U.S. |
|
0 |
0.0 |
17,011 |
22.5 |
|
|
6 |
0 |
0.0 |
54,627 |
72.3 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
4,360 |
3.9 |
19,407 |
17.2 |
112,897 |
NON U.S. |
5 |
180 |
0.2 |
15,399 |
13.6 |
|
|
9 |
4,540 |
4.0 |
34,806 |
30.8 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
210 |
3.7 |
0 |
0.0 |
5,605 |
NON U.S. |
|
194 |
3.5 |
3,319 |
59.2 |
|
|
5 |
404 |
7.2 |
3,319 |
59.2 |
|
ICUS COCOA |
U.S. |
|
5,359 |
2.4 |
241 |
0.1 |
225,539 |
NON U.S. |
|
5,828 |
2.6 |
503 |
0.2 |
|
|
9 |
11,187 |
5.0 |
744 |
0.3 |
|
NYME PALLADIUM |
U.S. |
|
0 |
0.0 |
1,761 |
17.2 |
10,240 |
NON U.S. |
|
915 |
8.9 |
593 |
5.8 |
|
|
12 |
915 |
8.9 |
2,354 |
23.0 |
|
NYME PLATINUM |
U.S. |
4 |
222 |
0.4 |
12,120 |
21.8 |
55,647 |
NON U.S. |
16 |
3,039 |
5.5 |
5,713 |
10.3 |
|
|
20 |
3,261 |
5.9 |
17,833 |
32.0 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,541 |
2.0 |
897 |
0.1 |
989,827 |
NON U.S. |
|
53,252 |
5.4 |
45,496 |
4.6 |
|
|
15 |
72,793 |
7.4 |
46,393 |
4.7 |
|
ICUS COFFEE C |
U.S. |
|
3,704 |
1.4 |
1,638 |
0.6 |
270,383 |
NON U.S. |
|
10,461 |
3.9 |
22,016 |
8.1 |
|
|
24 |
14,165 |
5.2 |
23,654 |
8.7 |
|
CMX SILVER |
U.S. |
4 |
3,600 |
1.8 |
29,992 |
14.6 |
205,527 |
NON U.S. |
21 |
7,350 |
3.6 |
36,204 |
17.6 |
|
|
25 |
10,950 |
5.3 |
66,196 |
32.2 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,846 |
1.7 |
180 |
0.1 |
232,022 |
NON U.S. |
|
8,315 |
3.6 |
1,548 |
0.7 |
|
|
14 |
12,161 |
5.2 |
1,728 |
0.7 |
|
CMX GOLD |
U.S. |
4 |
12,012 |
2.1 |
80,197 |
14.3 |
561,837 |
NON U.S. |
30 |
47,259 |
8.4 |
110,835 |
19.7 |
|
|
34 |
59,271 |
10.5 |
191,032 |
34.0 |
|
CME CANADIAN DOLLAR |
U.S. |
|
553 |
0.4 |
30,199 |
22.0 |
137,101 |
NON U.S. |
|
3 |
0.0 |
6,249 |
4.6 |
|
|
6 |
556 |
0.4 |
36,448 |
26.6 |
|
CME JAPANESE YEN |
U.S. |
|
115 |
0.1 |
46,731 |
29.6 |
157,968 |
NON U.S. |
|
3,532 |
2.2 |
6,603 |
4.2 |
|
|
7 |
3,647 |
2.3 |
53,334 |
33.8 |
|
CME EURO FX |
U.S. |
|
595 |
0.1 |
196,851 |
27.9 |
704,875 |
NON U.S. |
|
19,904 |
2.8 |
9,983 |
1.4 |
|
|
15 |
20,499 |
2.9 |
206,834 |
29.3 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
4,915 |
1.5 |
2,670 |
0.8 |
333,182 |
NON U.S. |
|
9,794 |
2.9 |
1,503 |
0.5 |
|
|
11 |
14,709 |
4.4 |
4,173 |
1.3 |
|
E VIX FUTURES |
U.S. |
|
308 |
0.1 |
1,114 |
0.4 |
277,065 |
NON U.S. |
|
6,179 |
2.2 |
7,970 |
2.9 |
|
|
9 |
6,487 |
2.3 |
9,084 |
3.3 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
4,430 |
4.9 |
1,353 |
1.5 |
90,307 |
NON U.S. |
5 |
3,922 |
4.3 |
4,797 |
5.3 |
|
|
10 |
8,352 |
9.2 |
6,150 |
6.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
992,872 |
10.3 |
858,820 |
8.9 |
9,667,488 |
NON U.S. |
34 |
1,069,578 |
11.1 |
994,785 |
10.3 |
|
|
41 |
2,062,450 |
21.3 |
1,853,605 |
19.2 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
6,176 |
3.6 |
25,798 |
15.0 |
172,529 |
NON U.S. |
5 |
7,238 |
4.2 |
4,843 |
2.8 |
|
|
9 |
13,414 |
7.8 |
30,641 |
17.8 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
2,308 |
1.5 |
29,265 |
19.1 |
153,242 |
NON U.S. |
10 |
13,606 |
8.9 |
7,827 |
5.1 |
|
|
14 |
15,914 |
10.4 |
37,092 |
24.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
58,057 |
2.2 |
14,618 |
0.5 |
2,676,398 |
NON U.S. |
24 |
61,164 |
2.3 |
113,472 |
4.2 |
|
|
30 |
119,221 |
4.5 |
128,090 |
4.8 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
412 |
5.3 |
2,283 |
29.5 |
7,749 |
|
5 |
412 |
5.3 |
2,283 |
29.5 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
54,581 |
23.6 |
13,630 |
5.9 |
231,370 |
NON U.S. |
|
54,956 |
23.8 |
20,120 |
8.7 |
|
|
9 |
109,537 |
47.3 |
33,750 |
14.6 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
4,117 |
12.1 |
0 |
0.0 |
33,924 |
NON U.S. |
|
4,905 |
14.5 |
0 |
0.0 |
|
|
6 |
9,022 |
26.6 |
0 |
0.0 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
0 |
0.0 |
3,178 |
1.4 |
228,566 |
NON U.S. |
|
8,636 |
3.8 |
14,447 |
6.3 |
|
|
14 |
8,636 |
3.8 |
17,625 |
7.7 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
8 |
13,947 |
2.7 |
5,633 |
1.1 |
509,290 |
NON U.S. |
15 |
16,224 |
3.2 |
17,895 |
3.5 |
|
|
23 |
30,171 |
5.9 |
23,528 |
4.6 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
1,359 |
0.3 |
5,571 |
1.2 |
451,362 |
NON U.S. |
6 |
3,234 |
0.7 |
49,073 |
10.9 |
|
|
10 |
4,593 |
1.0 |
54,644 |
12.1 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
3,880 |
0.3 |
753 |
0.1 |
1,181,165 |
NON U.S. |
12 |
5,670 |
0.5 |
61,557 |
5.2 |
|
|
17 |
9,550 |
0.8 |
62,310 |
5.3 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
1,205 |
0.7 |
7,220 |
4.5 |
161,505 |
NON U.S. |
7 |
9,193 |
5.7 |
36,503 |
22.6 |
|
|
11 |
10,398 |
6.4 |
43,723 |
27.1 |
|