|
|
REPORT DATE: 8/3/2021 |
||||||
|
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
|
CBT WHEAT-SRW |
U.S. |
|
11,667 |
3.1 |
1,359 |
0.4 |
373,529 |
|
NON U.S. |
|
30,587 |
8.2 |
19,832 |
5.3 |
|
|
|
|
18 |
42,254 |
11.3 |
21,191 |
5.7 |
|
|
|
CBT WHEAT-HRW |
U.S. |
|
5,289 |
2.3 |
0 |
0.0 |
225,807 |
|
NON U.S. |
|
17,834 |
7.9 |
5,532 |
2.4 |
|
|
|
|
11 |
23,123 |
10.2 |
5,532 |
2.4 |
|
|
|
CBT CORN |
U.S. |
|
27,365 |
1.9 |
996 |
0.1 |
1,471,063 |
|
NON U.S. |
|
88,924 |
6.0 |
11,203 |
0.8 |
|
|
|
|
14 |
116,289 |
7.9 |
12,199 |
0.8 |
|
|
|
CBT SOYBEANS |
U.S. |
|
10,628 |
1.6 |
22,463 |
3.4 |
655,874 |
|
NON U.S. |
|
38,413 |
5.9 |
17,104 |
2.6 |
|
|
|
|
19 |
49,041 |
7.5 |
39,567 |
6.0 |
|
|
|
IFED CALIF CARBON VINTAGE 2021 |
NON U.S. |
|
5,263 |
4.0 |
29,550 |
22.3 |
132,666 |
|
|
5 |
5,263 |
4.0 |
29,550 |
22.3 |
|
|
|
CBT SOYBEAN OIL |
U.S. |
|
8,906 |
2.0 |
2,387 |
0.5 |
438,467 |
|
NON U.S. |
|
29,044 |
6.6 |
2,813 |
0.6 |
|
|
|
|
16 |
37,950 |
8.7 |
5,200 |
1.2 |
|
|
|
CBT U.S. TREASURY BONDS |
U.S. |
|
2,746 |
0.2 |
1,931 |
0.2 |
1,208,169 |
|
NON U.S. |
|
8,443 |
0.7 |
13,958 |
1.2 |
|
|
|
|
15 |
11,189 |
0.9 |
15,889 |
1.3 |
|
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
17,238 |
4.3 |
1,050 |
0.3 |
402,206 |
|
NON U.S. |
|
19,020 |
4.7 |
1,092 |
0.3 |
|
|
|
|
12 |
36,258 |
9.0 |
2,142 |
0.5 |
|
|
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
8,495 |
0.1 |
2,299,001 |
35.0 |
6,577,944 |
|
NON U.S. |
9 |
92,663 |
1.4 |
1,493,141 |
22.7 |
|
|
|
|
14 |
101,158 |
1.5 |
3,792,142 |
57.6 |
|
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
49,470 |
12.8 |
18,925 |
4.9 |
385,950 |
|
NON U.S. |
|
12,531 |
3.2 |
26,067 |
6.8 |
|
|
|
|
8 |
62,001 |
16.1 |
44,992 |
11.7 |
|
|
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
0 |
0.0 |
90,609 |
33.4 |
271,327 |
|
NON U.S. |
|
7,653 |
2.8 |
28,427 |
10.5 |
|
|
|
|
7 |
7,653 |
2.8 |
119,036 |
43.9 |
|
|
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
20,021 |
2.2 |
910,912 |
|
NON U.S. |
|
30,942 |
3.4 |
470,505 |
51.7 |
|
|
|
|
7 |
30,942 |
3.4 |
490,526 |
53.8 |
|
|
|
IFED CHICAGO FIN BASIS |
U.S. |
|
27,581 |
9.1 |
7,103 |
2.3 |
303,835 |
|
NON U.S. |
|
4,779 |
1.6 |
25,223 |
8.3 |
|
|
|
|
9 |
32,360 |
10.7 |
32,326 |
10.6 |
|
|
|
IFED HSC FIN BASIS |
U.S. |
|
23,609 |
3.9 |
58,589 |
9.6 |
612,390 |
|
NON U.S. |
|
2,218 |
0.4 |
61,199 |
10.0 |
|
|
|
|
7 |
25,827 |
4.2 |
119,788 |
19.6 |
|
|
|
IFED WAHA FIN BASIS |
U.S. |
|
10,725 |
2.4 |
124,962 |
27.9 |
448,092 |
|
NON U.S. |
|
7,899 |
1.8 |
38,028 |
8.5 |
|
|
|
|
8 |
18,624 |
4.2 |
162,990 |
36.4 |
|
|
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
161,455 |
46.0 |
350,637 |
|
NON U.S. |
5 |
0 |
0.0 |
81,020 |
23.1 |
|
|
|
|
9 |
0 |
0.0 |
242,475 |
69.2 |
|
|
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
2,498 |
1.3 |
42,583 |
22.2 |
191,628 |
|
NON U.S. |
|
1,071 |
0.6 |
34,206 |
17.9 |
|
|
|
|
6 |
3,569 |
1.9 |
76,789 |
40.1 |
|
|
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
1,998 |
0.3 |
263,148 |
38.7 |
680,418 |
|
NON U.S. |
|
4,963 |
0.7 |
47,453 |
7.0 |
|
|
|
|
8 |
6,961 |
1.0 |
310,601 |
45.6 |
|
|
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
24,099 |
17.7 |
16,433 |
12.1 |
136,231 |
|
NON U.S. |
|
785 |
0.6 |
2,969 |
2.2 |
|
|
|
|
5 |
24,884 |
18.3 |
19,402 |
14.2 |
|
|
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
2,453 |
1.3 |
45,000 |
23.5 |
191,660 |
|
NON U.S. |
|
0 |
0.0 |
45,581 |
23.8 |
|
|
|
|
6 |
2,453 |
1.3 |
90,581 |
47.3 |
|
|
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
7,310 |
5.1 |
3,726 |
2.6 |
142,858 |
|
NON U.S. |
|
8,277 |
5.8 |
15,367 |
10.8 |
|
|
|
|
8 |
15,587 |
10.9 |
19,093 |
13.4 |
|
|
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
6,431 |
3.6 |
4,193 |
2.4 |
177,807 |
|
NON U.S. |
|
8,334 |
4.7 |
17,919 |
10.1 |
|
|
|
|
7 |
14,765 |
8.3 |
22,112 |
12.4 |
|
|
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
589 |
0.3 |
53,814 |
24.3 |
221,509 |
|
NON U.S. |
|
6,022 |
2.7 |
10,376 |
4.7 |
|
|
|
|
6 |
6,611 |
3.0 |
64,190 |
29.0 |
|
|
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
308 |
0.1 |
20,931 |
10.1 |
207,985 |
|
NON U.S. |
|
0 |
0.0 |
16,129 |
7.8 |
|
|
|
|
5 |
308 |
0.1 |
37,060 |
17.8 |
|
|
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
3,221 |
3.5 |
0 |
0.0 |
91,531 |
|
NON U.S. |
|
10,380 |
11.3 |
20,870 |
22.8 |
|
|
|
|
5 |
13,601 |
14.9 |
20,870 |
22.8 |
|
|
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
1,737 |
1.2 |
13,203 |
9.3 |
142,587 |
|
NON U.S. |
|
1,312 |
0.9 |
26,473 |
18.6 |
|
|
|
|
7 |
3,049 |
2.1 |
39,676 |
27.8 |
|
|
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
67,278 |
19.2 |
146,524 |
41.9 |
350,035 |
|
NON U.S. |
|
3,344 |
1.0 |
16,824 |
4.8 |
|
|
|
|
5 |
70,622 |
20.2 |
163,348 |
46.7 |
|
|
|
NYME NATURAL GAS |
U.S. |
4 |
25,448 |
1.8 |
32,517 |
2.2 |
1,453,997 |
|
NON U.S. |
11 |
52,542 |
3.6 |
27,877 |
1.9 |
|
|
|
|
15 |
77,990 |
5.4 |
60,394 |
4.2 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
4,546 |
1.0 |
114,529 |
24.1 |
475,162 |
|
NON U.S. |
8 |
2,908 |
0.6 |
83,137 |
17.5 |
|
|
|
|
12 |
7,454 |
1.6 |
197,666 |
41.6 |
|
|
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
4 |
41,703 |
28.7 |
5,579 |
3.8 |
145,209 |
|
NON U.S. |
6 |
29,143 |
20.1 |
4,036 |
2.8 |
|
|
|
|
10 |
70,846 |
48.8 |
9,615 |
6.6 |
|
|
|
CBT SOYBEAN MEAL |
U.S. |
|
5,533 |
1.5 |
1,410 |
0.4 |
358,871 |
|
NON U.S. |
|
29,448 |
8.2 |
2,344 |
0.7 |
|
|
|
|
13 |
34,981 |
9.7 |
3,754 |
1.0 |
|
|
|
ICUS COTTON NO. 2 |
U.S. |
|
1,915 |
0.8 |
0 |
0.0 |
249,315 |
|
NON U.S. |
|
22,918 |
9.2 |
11,036 |
4.4 |
|
|
|
|
17 |
24,833 |
10.0 |
11,036 |
4.4 |
|
|
|
NYME HENRY HUB |
U.S. |
4 |
8,668 |
1.5 |
237,416 |
42.3 |
561,583 |
|
NON U.S. |
8 |
40,248 |
7.2 |
123,622 |
22.0 |
|
|
|
|
12 |
48,916 |
8.7 |
361,038 |
64.3 |
|
|
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
75,384 |
34.3 |
10,635 |
4.8 |
219,477 |
|
NON U.S. |
|
50,538 |
23.0 |
9,725 |
4.4 |
|
|
|
|
10 |
125,922 |
57.4 |
20,360 |
9.3 |
|
|
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
18,660 |
0.9 |
6,794 |
0.3 |
1,987,967 |
|
NON U.S. |
24 |
19,904 |
1.0 |
65,683 |
3.3 |
|
|
|
|
29 |
38,564 |
1.9 |
72,477 |
3.6 |
|
|
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
100,557 |
2.5 |
14,961 |
0.4 |
4,097,814 |
|
NON U.S. |
36 |
60,919 |
1.5 |
123,570 |
3.0 |
|
|
|
|
43 |
161,476 |
3.9 |
138,531 |
3.4 |
|
|
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,199 |
0.2 |
4,672 |
0.3 |
1,458,798 |
|
NON U.S. |
|
1,542 |
0.1 |
16,124 |
1.1 |
|
|
|
|
8 |
4,741 |
0.3 |
20,796 |
1.4 |
|
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
5,400 |
0.2 |
14,716 |
0.4 |
3,441,853 |
|
NON U.S. |
24 |
32,332 |
0.9 |
55,422 |
1.6 |
|
|
|
|
30 |
37,732 |
1.1 |
70,138 |
2.0 |
|
|
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
197,717 |
20.3 |
177,342 |
18.2 |
972,491 |
|
NON U.S. |
21 |
87,797 |
9.0 |
82,341 |
8.5 |
|
|
|
|
26 |
285,514 |
29.4 |
259,683 |
26.7 |
|
|
|
CME LEAN HOGS |
NON U.S. |
|
15,845 |
5.6 |
4,680 |
1.7 |
280,987 |
|
|
9 |
15,845 |
5.6 |
4,680 |
1.7 |
|
|
|
CME LIVE CATTLE |
NON U.S. |
|
18,230 |
6.2 |
465 |
0.2 |
294,665 |
|
|
7 |
18,230 |
6.2 |
465 |
0.2 |
|
|
|
CME FEEDER CATTLE |
NON U.S. |
|
1,048 |
2.1 |
1 |
0.0 |
49,332 |
|
|
6 |
1,048 |
2.1 |
1 |
0.0 |
|
|
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
189 |
1.2 |
1,744 |
11.3 |
15,436 |
|
NON U.S. |
|
67 |
0.4 |
2,321 |
15.0 |
|
|
|
|
6 |
256 |
1.7 |
4,065 |
26.3 |
|
|
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
2,677 |
11.1 |
24,192 |
|
NON U.S. |
|
0 |
0.0 |
3,989 |
16.5 |
|
|
|
|
6 |
0 |
0.0 |
6,666 |
27.6 |
|
|
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
2,379 |
4.2 |
2,556 |
4.5 |
57,320 |
|
NON U.S. |
|
2,745 |
4.8 |
1,414 |
2.5 |
|
|
|
|
7 |
5,124 |
8.9 |
3,970 |
6.9 |
|
|
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
4 |
0 |
0.0 |
10,684 |
21.5 |
49,791 |
|
NON U.S. |
5 |
0 |
0.0 |
8,921 |
17.9 |
|
|
|
|
9 |
0 |
0.0 |
19,605 |
39.4 |
|
|
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
4 |
2,462 |
1.9 |
9,013 |
6.9 |
129,880 |
|
NON U.S. |
5 |
1,080 |
0.8 |
8,445 |
6.5 |
|
|
|
|
9 |
3,542 |
2.7 |
17,458 |
13.4 |
|
|
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
0 |
0.0 |
7,537 |
17.1 |
44,065 |
|
NON U.S. |
|
0 |
0.0 |
7,080 |
16.1 |
|
|
|
|
8 |
0 |
0.0 |
14,617 |
33.2 |
|
|
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
1,049 |
2.0 |
5,648 |
10.8 |
52,390 |
|
NON U.S. |
|
412 |
0.8 |
3,990 |
7.6 |
|
|
|
|
7 |
1,461 |
2.8 |
9,638 |
18.4 |
|
|
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
461 |
1.5 |
4,244 |
13.8 |
30,761 |
|
NON U.S. |
|
31 |
0.1 |
4,325 |
14.1 |
|
|
|
|
7 |
492 |
1.6 |
8,569 |
27.9 |
|
|
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
840 |
3.7 |
81 |
0.4 |
22,560 |
|
NON U.S. |
|
154 |
0.7 |
2,389 |
10.6 |
|
|
|
|
7 |
994 |
4.4 |
2,470 |
10.9 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
8,355 |
1.4 |
69,367 |
11.8 |
587,396 |
|
NON U.S. |
|
5,889 |
1.0 |
7,659 |
1.3 |
|
|
|
|
9 |
14,244 |
2.4 |
77,026 |
13.1 |
|
|
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
16,886 |
35.0 |
48,245 |
|
|
6 |
0 |
0.0 |
16,886 |
35.0 |
|
|
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
9,646 |
65.5 |
14,720 |
|
|
6 |
0 |
0.0 |
9,646 |
65.5 |
|
|
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
15,121 |
10.7 |
56,797 |
40.2 |
141,396 |
|
NON U.S. |
|
0 |
0.0 |
22,603 |
16.0 |
|
|
|
|
6 |
15,121 |
10.7 |
79,400 |
56.2 |
|
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
6,309 |
0.3 |
292,334 |
12.6 |
2,313,202 |
|
NON U.S. |
14 |
51,125 |
2.2 |
203,174 |
8.8 |
|
|
|
|
18 |
57,434 |
2.5 |
495,508 |
21.4 |
|
|
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
8,686 |
6.2 |
18,631 |
13.4 |
138,991 |
|
NON U.S. |
7 |
6,736 |
4.8 |
17,142 |
12.3 |
|
|
|
|
11 |
15,422 |
11.1 |
35,773 |
25.7 |
|
|
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
2,885 |
1.5 |
1,496 |
0.8 |
187,282 |
|
NON U.S. |
|
732 |
0.4 |
176 |
0.1 |
|
|
|
|
5 |
3,617 |
1.9 |
1,672 |
0.9 |
|
|
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
2,500 |
5.2 |
19,836 |
41.6 |
47,671 |
|
NON U.S. |
|
0 |
0.0 |
11,771 |
24.7 |
|
|
|
|
5 |
2,500 |
5.2 |
31,607 |
66.3 |
|
|
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
1,993 |
2.4 |
9,732 |
11.8 |
82,376 |
|
NON U.S. |
|
90 |
0.1 |
3,527 |
4.3 |
|
|
|
|
7 |
2,083 |
2.5 |
13,259 |
16.1 |
|
|
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
100 |
1.0 |
9,690 |
|
NON U.S. |
|
0 |
0.0 |
4,757 |
49.1 |
|
|
|
|
5 |
0 |
0.0 |
4,857 |
50.1 |
|
|
|
ICUS COCOA |
U.S. |
|
1,792 |
0.7 |
205 |
0.1 |
258,421 |
|
NON U.S. |
|
4,387 |
1.7 |
6,731 |
2.6 |
|
|
|
|
8 |
6,179 |
2.4 |
6,936 |
2.7 |
|
|
|
NYME PALLADIUM |
U.S. |
|
0 |
0.0 |
2,088 |
19.9 |
10,485 |
|
NON U.S. |
|
734 |
7.0 |
267 |
2.5 |
|
|
|
|
12 |
734 |
7.0 |
2,355 |
22.5 |
|
|
|
NYME PLATINUM |
U.S. |
5 |
395 |
0.6 |
16,456 |
26.9 |
61,085 |
|
NON U.S. |
15 |
2,696 |
4.4 |
5,770 |
9.4 |
|
|
|
|
20 |
3,091 |
5.1 |
22,226 |
36.4 |
|
|
|
ICUS SUGAR NO. 11 |
U.S. |
|
7,337 |
0.7 |
21,950 |
2.2 |
987,110 |
|
NON U.S. |
|
51,699 |
5.2 |
90,363 |
9.2 |
|
|
|
|
16 |
59,036 |
6.0 |
112,313 |
11.4 |
|
|
|
ICUS COFFEE C |
U.S. |
|
3,044 |
1.0 |
2,648 |
0.9 |
305,341 |
|
NON U.S. |
|
10,081 |
3.3 |
40,387 |
13.2 |
|
|
|
|
25 |
13,125 |
4.3 |
43,035 |
14.1 |
|
|
|
CMX SILVER |
U.S. |
5 |
3,789 |
2.6 |
30,649 |
21.0 |
146,196 |
|
NON U.S. |
22 |
9,378 |
6.4 |
30,162 |
20.6 |
|
|
|
|
27 |
13,167 |
9.0 |
60,811 |
41.6 |
|
|
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,712 |
2.2 |
380 |
0.2 |
211,071 |
|
NON U.S. |
|
10,179 |
4.8 |
170 |
0.1 |
|
|
|
|
14 |
14,891 |
7.1 |
550 |
0.3 |
|
|
|
CMX GOLD |
U.S. |
5 |
13,922 |
2.9 |
51,242 |
10.6 |
485,663 |
|
NON U.S. |
32 |
47,022 |
9.7 |
133,634 |
27.5 |
|
|
|
|
37 |
60,944 |
12.5 |
184,876 |
38.1 |
|
|
|
CME RUSSIAN RUBLE |
NON U.S. |
|
387 |
0.7 |
13,374 |
24.4 |
54,727 |
|
|
6 |
387 |
0.7 |
13,374 |
24.4 |
|
|
|
CME CANADIAN DOLLAR |
U.S. |
|
470 |
0.3 |
57,220 |
33.5 |
170,609 |
|
NON U.S. |
|
2,979 |
1.7 |
3,140 |
1.8 |
|
|
|
|
6 |
3,449 |
2.0 |
60,360 |
35.4 |
|
|
|
CME MEXICAN PESO |
NON U.S. |
|
2,005 |
1.3 |
79,142 |
51.3 |
154,363 |
|
|
8 |
2,005 |
1.3 |
79,142 |
51.3 |
|
|
|
CME BRITISH POUND STERLING |
U.S. |
|
30,993 |
17.1 |
4,392 |
2.4 |
180,873 |
|
NON U.S. |
|
860 |
0.5 |
5,594 |
3.1 |
|
|
|
|
7 |
31,853 |
17.6 |
9,986 |
5.5 |
|
|
|
CME JAPANESE YEN |
U.S. |
|
41,093 |
21.7 |
32 |
0.0 |
189,242 |
|
NON U.S. |
|
2,011 |
1.1 |
4,386 |
2.3 |
|
|
|
|
5 |
43,104 |
22.8 |
4,418 |
2.3 |
|
|
|
CME EURO FX |
U.S. |
|
53 |
0.0 |
106,638 |
15.8 |
674,491 |
|
NON U.S. |
|
17,599 |
2.6 |
40,997 |
6.1 |
|
|
|
|
18 |
17,652 |
2.6 |
147,635 |
21.9 |
|
|
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
4,170 |
1.2 |
3,761 |
1.1 |
349,518 |
|
NON U.S. |
|
14,661 |
4.2 |
3,181 |
0.9 |
|
|
|
|
10 |
18,831 |
5.4 |
6,942 |
2.0 |
|
|
|
E VIX FUTURES |
U.S. |
|
252 |
0.1 |
826 |
0.3 |
312,851 |
|
NON U.S. |
|
41,040 |
13.1 |
3,942 |
1.3 |
|
|
|
|
7 |
41,292 |
13.2 |
4,768 |
1.5 |
|
|
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
6,269 |
5.7 |
212 |
0.2 |
110,815 |
|
NON U.S. |
5 |
215 |
0.2 |
16,495 |
14.9 |
|
|
|
|
9 |
6,484 |
5.9 |
16,707 |
15.1 |
|
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,940,651 |
15.9 |
279,824 |
2.3 |
12,215,153 |
|
NON U.S. |
32 |
1,080,641 |
8.8 |
783,674 |
6.4 |
|
|
|
|
40 |
3,021,292 |
24.7 |
1,063,498 |
8.7 |
|
|
|
CME 3-MONTH SOFR |
U.S. |
5 |
118,932 |
18.0 |
132,376 |
20.0 |
662,463 |
|
NON U.S. |
16 |
74,424 |
11.2 |
36,283 |
5.5 |
|
|
|
|
21 |
193,356 |
29.2 |
168,659 |
25.5 |
|
|
|
CME 1-MONTH SOFR |
U.S. |
5 |
33,358 |
26.9 |
13,359 |
10.8 |
123,797 |
|
NON U.S. |
7 |
3,614 |
2.9 |
5,862 |
4.7 |
|
|
|
|
12 |
36,972 |
29.9 |
19,221 |
15.5 |
|
|
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
0 |
0.0 |
1,634 |
7.2 |
22,782 |
|
NON U.S. |
|
0 |
0.0 |
5,837 |
25.6 |
|
|
|
|
5 |
0 |
0.0 |
7,471 |
32.8 |
|
|
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
1,664 |
7.3 |
8,889 |
38.8 |
22,898 |
|
|
5 |
1,664 |
7.3 |
8,889 |
38.8 |
|
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
21,783 |
0.8 |
92,015 |
3.4 |
2,697,035 |
|
NON U.S. |
22 |
50,562 |
1.9 |
260,889 |
9.7 |
|
|
|
|
29 |
72,345 |
2.7 |
352,904 |
13.1 |
|
|
|
CME E-MINI S&P FINANCIAL INDEX |
NON U.S. |
|
4,086 |
14.1 |
17,001 |
58.7 |
28,947 |
|
|
5 |
4,086 |
14.1 |
17,001 |
58.7 |
|
|
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,024 |
5.1 |
20,146 |
|
NON U.S. |
|
0 |
0.0 |
2,743 |
13.6 |
|
|
|
|
5 |
0 |
0.0 |
3,767 |
18.7 |
|
|
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
3,140 |
2.7 |
7,600 |
6.5 |
117,510 |
|
NON U.S. |
|
22,440 |
19.1 |
58,718 |
50.0 |
|
|
|
|
8 |
25,580 |
21.8 |
66,318 |
56.4 |
|
|
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
10,524 |
4.7 |
1,901 |
0.9 |
223,043 |
|
NON U.S. |
|
13,301 |
6.0 |
3,404 |
1.5 |
|
|
|
|
13 |
23,825 |
10.7 |
5,305 |
2.4 |
|
|
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
8,268 |
4.9 |
293 |
0.2 |
169,889 |
|
NON U.S. |
|
6,736 |
4.0 |
0 |
0.0 |
|
|
|
|
5 |
15,004 |
8.8 |
293 |
0.2 |
|
|
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
27,544 |
6.1 |
651 |
0.1 |
453,220 |
|
NON U.S. |
10 |
44,108 |
9.7 |
2,938 |
0.6 |
|
|
|
|
16 |
71,652 |
15.8 |
3,589 |
0.8 |
|
|
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,522 |
0.6 |
7,866 |
1.8 |
425,247 |
|
NON U.S. |
4 |
2,449 |
0.6 |
49,448 |
11.6 |
|
|
|
|
8 |
4,971 |
1.2 |
57,314 |
13.5 |
|
|
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
3,341 |
0.3 |
1,224 |
0.1 |
1,069,000 |
|
NON U.S. |
10 |
10,634 |
1.0 |
81,174 |
7.6 |
|
|
|
|
15 |
13,975 |
1.3 |
82,398 |
7.7 |
|
|
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
5 |
506 |
0.2 |
22,223 |
9.4 |
235,832 |
|
NON U.S. |
12 |
7,112 |
3.0 |
39,072 |
16.6 |
|
|
|
|
17 |
7,618 |
3.2 |
61,295 |
26.0 |
|
|