|
REPORT DATE: 2/4/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
8,254 |
1.6 |
709 |
0.1 |
525,368 |
NON U.S. |
17 |
39,520 |
7.5 |
13,685 |
2.6 |
|
|
21 |
47,774 |
9.1 |
14,394 |
2.7 |
|
CBT WHEAT-HRW |
U.S. |
|
6,581 |
2.2 |
2,823 |
0.9 |
304,577 |
NON U.S. |
|
20,936 |
6.9 |
3,252 |
1.1 |
|
|
14 |
27,517 |
9.0 |
6,075 |
2.0 |
|
CBT CORN |
U.S. |
|
7,199 |
0.5 |
12,076 |
0.8 |
1,567,004 |
NON U.S. |
|
79,332 |
5.1 |
12,693 |
0.8 |
|
|
15 |
86,531 |
5.5 |
24,769 |
1.6 |
|
CBT SOYBEANS |
U.S. |
4 |
483 |
0.1 |
8,373 |
1.0 |
859,677 |
NON U.S. |
14 |
65,425 |
7.6 |
2,436 |
0.3 |
|
|
18 |
65,908 |
7.7 |
10,809 |
1.3 |
|
CBT SOYBEAN OIL |
U.S. |
|
7,837 |
1.5 |
3,147 |
0.6 |
526,658 |
NON U.S. |
|
42,960 |
8.2 |
2,372 |
0.5 |
|
|
12 |
50,797 |
9.6 |
5,519 |
1.0 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
11,131 |
0.9 |
1,057 |
0.1 |
1,215,787 |
NON U.S. |
12 |
18,199 |
1.5 |
17,244 |
1.4 |
|
|
17 |
29,330 |
2.4 |
18,301 |
1.5 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
3,235 |
0.3 |
156 |
0.0 |
1,200,858 |
NON U.S. |
|
10,664 |
0.9 |
9,530 |
0.8 |
|
|
6 |
13,899 |
1.2 |
9,686 |
0.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
18,920 |
4.6 |
1,889 |
0.5 |
411,245 |
NON U.S. |
9 |
19,003 |
4.6 |
1,694 |
0.4 |
|
|
13 |
37,923 |
9.2 |
3,583 |
0.9 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
14,741 |
0.3 |
1,867,353 |
37.3 |
5,002,144 |
NON U.S. |
8 |
80,179 |
1.6 |
930,929 |
18.6 |
|
|
13 |
94,920 |
1.9 |
2,798,282 |
55.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
26,053 |
11.8 |
37,680 |
17.1 |
220,518 |
NON U.S. |
|
3,995 |
1.8 |
5,263 |
2.4 |
|
|
6 |
30,048 |
13.6 |
42,943 |
19.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
1,017 |
0.3 |
76,998 |
22.6 |
341,413 |
NON U.S. |
|
12,427 |
3.6 |
55,341 |
16.2 |
|
|
7 |
13,444 |
3.9 |
132,339 |
38.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
304 |
0.0 |
9,175 |
1.1 |
837,402 |
NON U.S. |
|
20,732 |
2.5 |
583,213 |
69.6 |
|
|
7 |
21,036 |
2.5 |
592,388 |
70.7 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
25,175 |
6.6 |
3,125 |
0.8 |
380,231 |
NON U.S. |
|
6,271 |
1.6 |
38,597 |
10.2 |
|
|
8 |
31,446 |
8.3 |
41,722 |
11.0 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
15,124 |
2.8 |
72,699 |
13.2 |
549,175 |
NON U.S. |
4 |
2,009 |
0.4 |
21,277 |
3.9 |
|
|
8 |
17,133 |
3.1 |
93,976 |
17.1 |
|
IFED WAHA FIN BASIS |
U.S. |
|
7,021 |
1.6 |
172,046 |
40.4 |
425,558 |
NON U.S. |
|
15,018 |
3.5 |
28,581 |
6.7 |
|
|
7 |
22,039 |
5.2 |
200,627 |
47.1 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
304 |
0.1 |
94,020 |
32.0 |
294,047 |
NON U.S. |
|
0 |
0.0 |
58,737 |
20.0 |
|
|
7 |
304 |
0.1 |
152,757 |
51.9 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
11,401 |
5.4 |
54,021 |
25.7 |
209,968 |
NON U.S. |
|
1,020 |
0.5 |
13,208 |
6.3 |
|
|
6 |
12,421 |
5.9 |
67,229 |
32.0 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
15,954 |
2.6 |
148,436 |
24.5 |
605,770 |
NON U.S. |
|
44,964 |
7.4 |
83,455 |
13.8 |
|
|
8 |
60,918 |
10.1 |
231,891 |
38.3 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
9,078 |
3.1 |
1,206 |
0.4 |
292,038 |
NON U.S. |
|
6,555 |
2.2 |
0 |
0.0 |
|
|
5 |
15,633 |
5.4 |
1,206 |
0.4 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
21,019 |
24.0 |
2,226 |
2.5 |
87,613 |
|
6 |
21,019 |
24.0 |
2,226 |
2.5 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
6,856 |
3.6 |
12,440 |
6.6 |
188,598 |
NON U.S. |
|
4,965 |
2.6 |
2,974 |
1.6 |
|
|
5 |
11,821 |
6.3 |
15,414 |
8.2 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
36,506 |
14.5 |
5,136 |
2.0 |
251,352 |
NON U.S. |
|
0 |
0.0 |
8,721 |
3.5 |
|
|
5 |
36,506 |
14.5 |
13,857 |
5.5 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
1,819 |
1.3 |
9,558 |
7.0 |
137,075 |
NON U.S. |
|
180 |
0.1 |
12,690 |
9.3 |
|
|
5 |
1,999 |
1.5 |
22,248 |
16.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
17,322 |
6.3 |
109,604 |
39.6 |
276,711 |
NON U.S. |
|
5,924 |
2.1 |
43,299 |
15.6 |
|
|
6 |
23,246 |
8.4 |
152,903 |
55.3 |
|
IFED REX ZONE 3 BASIS |
U.S. |
|
642 |
0.3 |
11,301 |
5.4 |
207,865 |
NON U.S. |
|
0 |
0.0 |
13,878 |
6.7 |
|
|
5 |
642 |
0.3 |
25,179 |
12.1 |
|
NYME NATURAL GAS |
U.S. |
5 |
69,086 |
4.5 |
42,235 |
2.8 |
1,530,833 |
NON U.S. |
14 |
93,275 |
6.1 |
53,849 |
3.5 |
|
|
19 |
162,361 |
10.6 |
96,084 |
6.3 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
7,139 |
2.5 |
67,441 |
23.4 |
288,772 |
NON U.S. |
6 |
3,968 |
1.4 |
16,048 |
5.6 |
|
|
10 |
11,107 |
3.8 |
83,489 |
28.9 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
16,849 |
18.0 |
6,001 |
6.4 |
93,747 |
NON U.S. |
|
7,120 |
7.6 |
1,464 |
1.6 |
|
|
7 |
23,969 |
25.6 |
7,465 |
8.0 |
|
CBT SOYBEAN MEAL |
U.S. |
|
3,723 |
0.7 |
4,429 |
0.9 |
499,317 |
NON U.S. |
|
44,482 |
8.9 |
292 |
0.1 |
|
|
16 |
48,205 |
9.7 |
4,721 |
0.9 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,708 |
1.1 |
395 |
0.2 |
250,242 |
NON U.S. |
|
15,477 |
6.2 |
8,116 |
3.2 |
|
|
13 |
18,185 |
7.3 |
8,511 |
3.4 |
|
NYME HENRY HUB |
U.S. |
|
11,803 |
1.6 |
257,405 |
33.9 |
758,405 |
NON U.S. |
|
37,861 |
5.0 |
249,329 |
32.9 |
|
|
11 |
49,664 |
6.5 |
506,734 |
66.8 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
32,650 |
26.7 |
5,019 |
4.1 |
122,195 |
NON U.S. |
|
23,774 |
19.5 |
5,095 |
4.2 |
|
|
9 |
56,424 |
46.2 |
10,114 |
8.3 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
28,067 |
0.7 |
25,377 |
0.7 |
3,883,983 |
NON U.S. |
21 |
35,393 |
0.9 |
75,027 |
1.9 |
|
|
26 |
63,460 |
1.6 |
100,404 |
2.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
9 |
113,965 |
2.8 |
31,172 |
0.8 |
4,074,292 |
NON U.S. |
35 |
62,020 |
1.5 |
44,038 |
1.1 |
|
|
44 |
175,985 |
4.3 |
75,210 |
1.8 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,459 |
0.4 |
7,158 |
0.8 |
934,513 |
NON U.S. |
|
1,651 |
0.2 |
7,056 |
0.8 |
|
|
5 |
5,110 |
0.5 |
14,214 |
1.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
22,454 |
0.5 |
20,971 |
0.5 |
4,596,398 |
NON U.S. |
21 |
74,218 |
1.6 |
99,601 |
2.2 |
|
|
27 |
96,672 |
2.1 |
120,572 |
2.6 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
185,081 |
11.1 |
157,149 |
9.5 |
1,662,784 |
NON U.S. |
26 |
200,532 |
12.1 |
72,064 |
4.3 |
|
|
33 |
385,613 |
23.2 |
229,213 |
13.8 |
|
CME LEAN HOGS |
U.S. |
|
623 |
0.2 |
1,687 |
0.6 |
292,313 |
NON U.S. |
|
16,751 |
5.7 |
2,435 |
0.8 |
|
|
12 |
17,374 |
5.9 |
4,122 |
1.4 |
|
CME LIVE CATTLE |
U.S. |
|
1,404 |
0.4 |
418 |
0.1 |
343,504 |
NON U.S. |
|
21,946 |
6.4 |
171 |
0.0 |
|
|
10 |
23,350 |
6.8 |
589 |
0.2 |
|
CME FEEDER CATTLE |
U.S. |
|
17 |
0.0 |
276 |
0.5 |
56,960 |
NON U.S. |
|
1,455 |
2.6 |
283 |
0.5 |
|
|
7 |
1,472 |
2.6 |
559 |
1.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,871 |
9.7 |
3,961 |
13.4 |
29,598 |
NON U.S. |
|
0 |
0.0 |
2,181 |
7.4 |
|
|
5 |
2,871 |
9.7 |
6,142 |
20.8 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
7,451 |
19.5 |
38,293 |
NON U.S. |
|
0 |
0.0 |
2,498 |
6.5 |
|
|
5 |
0 |
0.0 |
9,949 |
26.0 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
6,282 |
11.8 |
1,017 |
1.9 |
53,285 |
NON U.S. |
|
3,153 |
5.9 |
246 |
0.5 |
|
|
7 |
9,435 |
17.7 |
1,263 |
2.4 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
9,692 |
19.3 |
50,260 |
NON U.S. |
|
0 |
0.0 |
2,316 |
4.6 |
|
|
5 |
0 |
0.0 |
12,008 |
23.9 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
2,330 |
1.7 |
7,522 |
5.5 |
137,040 |
NON U.S. |
|
2,591 |
1.9 |
4,445 |
3.2 |
|
|
6 |
4,921 |
3.6 |
11,967 |
8.7 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,768 |
7.2 |
7,070 |
18.4 |
38,413 |
NON U.S. |
|
0 |
0.0 |
6,195 |
16.1 |
|
|
5 |
2,768 |
7.2 |
13,265 |
34.5 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
120 |
0.2 |
6,542 |
13.5 |
48,449 |
NON U.S. |
|
629 |
1.3 |
2,641 |
5.5 |
|
|
6 |
749 |
1.5 |
9,183 |
19.0 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
63 |
0.4 |
5,527 |
32.9 |
16,777 |
NON U.S. |
|
1,938 |
11.6 |
1,143 |
6.8 |
|
|
5 |
2,001 |
11.9 |
6,670 |
39.8 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
19,235 |
3.0 |
89,856 |
14.0 |
640,339 |
NON U.S. |
|
5,554 |
0.9 |
11,818 |
1.8 |
|
|
9 |
24,789 |
3.9 |
101,674 |
15.9 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
0 |
0.0 |
730 |
3.1 |
23,908 |
NON U.S. |
|
0 |
0.0 |
11,814 |
49.4 |
|
|
6 |
0 |
0.0 |
12,544 |
52.5 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
5,064 |
51.9 |
9,752 |
|
5 |
0 |
0.0 |
5,064 |
51.9 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
71,172 |
31.2 |
227,809 |
NON U.S. |
|
0 |
0.0 |
29,301 |
12.9 |
|
|
5 |
0 |
0.0 |
100,473 |
44.1 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
34,206 |
1.5 |
284,315 |
12.5 |
2,271,741 |
NON U.S. |
20 |
69,989 |
3.1 |
246,225 |
10.8 |
|
|
24 |
104,195 |
4.6 |
530,540 |
23.4 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
2,359 |
1.5 |
18,645 |
11.7 |
158,991 |
NON U.S. |
|
6,739 |
4.2 |
48,146 |
30.3 |
|
|
11 |
9,098 |
5.7 |
66,791 |
42.0 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
770 |
0.5 |
19,880 |
13.2 |
150,084 |
NON U.S. |
|
1,450 |
1.0 |
180 |
0.1 |
|
|
6 |
2,220 |
1.5 |
20,060 |
13.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,775 |
1.6 |
1,632 |
0.7 |
239,631 |
NON U.S. |
|
78 |
0.0 |
904 |
0.4 |
|
|
5 |
3,853 |
1.6 |
2,536 |
1.1 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
0 |
0.0 |
22,300 |
13.2 |
169,000 |
NON U.S. |
|
0 |
0.0 |
5,720 |
3.4 |
|
|
6 |
0 |
0.0 |
28,020 |
16.6 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
3,432 |
2.7 |
18,453 |
14.3 |
128,659 |
NON U.S. |
|
0 |
0.0 |
10,970 |
8.5 |
|
|
5 |
3,432 |
2.7 |
29,423 |
22.9 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
75 |
1.2 |
45 |
0.7 |
6,426 |
NON U.S. |
|
264 |
4.1 |
3,301 |
51.4 |
|
|
6 |
339 |
5.3 |
3,346 |
52.1 |
|
ICUS COCOA |
U.S. |
|
2,509 |
0.7 |
221 |
0.1 |
347,313 |
NON U.S. |
|
8,036 |
2.3 |
947 |
0.3 |
|
|
9 |
10,545 |
3.0 |
1,168 |
0.3 |
|
NYME PALLADIUM |
U.S. |
|
577 |
2.5 |
4,193 |
18.1 |
23,178 |
NON U.S. |
|
847 |
3.7 |
1,788 |
7.7 |
|
|
15 |
1,424 |
6.1 |
5,981 |
25.8 |
|
NYME PLATINUM |
U.S. |
5 |
842 |
0.8 |
27,957 |
27.6 |
101,276 |
NON U.S. |
20 |
3,881 |
3.8 |
29,246 |
28.9 |
|
|
25 |
4,723 |
4.7 |
57,203 |
56.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
17,000 |
1.4 |
782 |
0.1 |
1,199,329 |
NON U.S. |
|
57,880 |
4.8 |
41,746 |
3.5 |
|
|
14 |
74,880 |
6.2 |
42,528 |
3.5 |
|
ICUS COFFEE C |
U.S. |
|
4,379 |
1.4 |
2,531 |
0.8 |
316,796 |
NON U.S. |
|
13,195 |
4.2 |
14,169 |
4.5 |
|
|
25 |
17,574 |
5.5 |
16,700 |
5.3 |
|
CMX SILVER |
U.S. |
4 |
3,417 |
1.5 |
39,706 |
17.7 |
224,936 |
NON U.S. |
24 |
11,998 |
5.3 |
59,306 |
26.4 |
|
|
28 |
15,415 |
6.9 |
99,012 |
44.0 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
4,058 |
1.5 |
54 |
0.0 |
264,032 |
NON U.S. |
14 |
12,812 |
4.9 |
774 |
0.3 |
|
|
18 |
16,870 |
6.4 |
828 |
0.3 |
|
CMX GOLD |
U.S. |
5 |
5,248 |
0.8 |
111,072 |
17.0 |
654,572 |
NON U.S. |
34 |
76,478 |
11.7 |
181,807 |
27.8 |
|
|
39 |
81,726 |
12.5 |
292,879 |
44.7 |
|
CME CANADIAN DOLLAR |
U.S. |
|
190 |
0.1 |
28,682 |
16.5 |
174,000 |
NON U.S. |
|
11,177 |
6.4 |
1,327 |
0.8 |
|
|
6 |
11,367 |
6.5 |
30,009 |
17.2 |
|
CME MEXICAN PESO |
NON U.S. |
|
3,645 |
1.2 |
88,588 |
28.7 |
308,894 |
|
7 |
3,645 |
1.2 |
88,588 |
28.7 |
|
CME BRITISH POUND STERLING |
U.S. |
|
764 |
0.4 |
6,939 |
3.3 |
208,165 |
NON U.S. |
|
5,072 |
2.4 |
556 |
0.3 |
|
|
6 |
5,836 |
2.8 |
7,495 |
3.6 |
|
CME JAPANESE YEN |
U.S. |
|
38,252 |
20.1 |
672 |
0.4 |
190,079 |
NON U.S. |
|
4,907 |
2.6 |
7,835 |
4.1 |
|
|
5 |
43,159 |
22.7 |
8,507 |
4.5 |
|
CME EURO FX |
U.S. |
|
1,202 |
0.2 |
7,971 |
1.3 |
594,698 |
NON U.S. |
|
24,346 |
4.1 |
10,052 |
1.7 |
|
|
13 |
25,548 |
4.3 |
18,023 |
3.0 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
4,989 |
1.3 |
1,451 |
0.4 |
375,730 |
NON U.S. |
|
13,484 |
3.6 |
2,814 |
0.7 |
|
|
13 |
18,473 |
4.9 |
4,265 |
1.1 |
|
E VIX FUTURES |
U.S. |
|
4,550 |
1.1 |
5,337 |
1.2 |
428,263 |
NON U.S. |
|
37,237 |
8.7 |
4,424 |
1.0 |
|
|
9 |
41,787 |
9.8 |
9,761 |
2.3 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
1,318 |
1.3 |
11,478 |
11.2 |
102,581 |
NON U.S. |
8 |
0 |
0.0 |
20,053 |
19.5 |
|
|
13 |
1,318 |
1.3 |
31,531 |
30.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,018,056 |
8.7 |
1,416,030 |
12.0 |
11,763,387 |
NON U.S. |
30 |
1,174,365 |
10.0 |
1,070,938 |
9.1 |
|
|
38 |
2,192,421 |
18.6 |
2,486,968 |
21.1 |
|
CME 3-MONTH SOFR |
U.S. |
|
180 |
0.1 |
19,315 |
12.6 |
153,145 |
NON U.S. |
|
185 |
0.1 |
10,956 |
7.2 |
|
|
8 |
365 |
0.2 |
30,271 |
19.8 |
|
CME 1-MONTH SOFR |
U.S. |
|
12,628 |
7.1 |
16,281 |
9.2 |
177,293 |
NON U.S. |
|
0 |
0.0 |
12,780 |
7.2 |
|
|
8 |
12,628 |
7.1 |
29,061 |
16.4 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
42,494 |
1.6 |
68,517 |
2.5 |
2,697,443 |
NON U.S. |
24 |
54,113 |
2.0 |
331,020 |
12.3 |
|
|
31 |
96,607 |
3.6 |
399,537 |
14.8 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
395 |
1.2 |
0 |
0.0 |
31,832 |
NON U.S. |
|
299 |
0.9 |
13,838 |
43.5 |
|
|
6 |
694 |
2.2 |
13,838 |
43.5 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
285 |
2.6 |
0 |
0.0 |
10,970 |
NON U.S. |
|
640 |
5.8 |
5,652 |
51.5 |
|
|
5 |
925 |
8.4 |
5,652 |
51.5 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
552 |
4.0 |
0 |
0.0 |
13,737 |
NON U.S. |
|
938 |
6.8 |
5,223 |
38.0 |
|
|
7 |
1,490 |
10.8 |
5,223 |
38.0 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
28,501 |
10.7 |
32,820 |
12.3 |
267,201 |
NON U.S. |
|
61,087 |
22.9 |
20,331 |
7.6 |
|
|
8 |
89,588 |
33.5 |
53,151 |
19.9 |
|
CME E-MINI S&P COMMUNICATION INDEX |
U.S. |
|
1,000 |
11.1 |
0 |
0.0 |
9,017 |
NON U.S. |
|
5,677 |
63.0 |
3,174 |
35.2 |
|
|
5 |
6,677 |
74.0 |
3,174 |
35.2 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
3,091 |
12.1 |
54 |
0.2 |
25,642 |
NON U.S. |
|
3,888 |
15.2 |
0 |
0.0 |
|
|
5 |
6,979 |
27.2 |
54 |
0.2 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
206 |
0.1 |
5,438 |
2.7 |
204,786 |
NON U.S. |
16 |
7,168 |
3.5 |
12,854 |
6.3 |
|
|
20 |
7,374 |
3.6 |
18,292 |
8.9 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
4,974 |
1.0 |
14,455 |
2.9 |
496,419 |
NON U.S. |
14 |
17,773 |
3.6 |
52,562 |
10.6 |
|
|
20 |
22,747 |
4.6 |
67,017 |
13.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
4,600 |
1.2 |
2,031 |
0.5 |
374,896 |
NON U.S. |
5 |
897 |
0.2 |
22,442 |
6.0 |
|
|
10 |
5,497 |
1.5 |
24,473 |
6.5 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
6 |
17,937 |
1.2 |
4,579 |
0.3 |
1,552,303 |
NON U.S. |
15 |
16,294 |
1.0 |
164,917 |
10.6 |
|
|
21 |
34,231 |
2.2 |
169,496 |
10.9 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
655 |
0.7 |
5,673 |
6.2 |
91,360 |
NON U.S. |
4 |
7,970 |
8.7 |
21,116 |
23.1 |
|
|
8 |
8,625 |
9.4 |
26,789 |
29.3 |
|