|
REPORT DATE: 3/5/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
5,384 |
1.1 |
994 |
0.2 |
478,153 |
NON U.S. |
|
39,560 |
8.3 |
7,114 |
1.5 |
|
|
16 |
44,944 |
9.4 |
8,108 |
1.7 |
|
CBT WHEAT-HRW |
U.S. |
|
4,081 |
1.4 |
2,340 |
0.8 |
297,996 |
NON U.S. |
|
14,956 |
5.0 |
589 |
0.2 |
|
|
12 |
19,037 |
6.4 |
2,929 |
1.0 |
|
CBT CORN |
U.S. |
4 |
11,721 |
0.7 |
19,688 |
1.2 |
1,667,797 |
NON U.S. |
12 |
81,785 |
4.9 |
9,958 |
0.6 |
|
|
16 |
93,506 |
5.6 |
29,646 |
1.8 |
|
CBT SOYBEANS |
U.S. |
|
6,649 |
1.0 |
5,372 |
0.8 |
658,689 |
NON U.S. |
|
28,697 |
4.4 |
4,036 |
0.6 |
|
|
16 |
35,346 |
5.4 |
9,408 |
1.4 |
|
CBT SOYBEAN OIL |
U.S. |
|
8,585 |
1.7 |
4,195 |
0.9 |
492,337 |
NON U.S. |
|
34,573 |
7.0 |
1,483 |
0.3 |
|
|
11 |
43,158 |
8.8 |
5,678 |
1.2 |
|
CBT U.S. TREASURY BONDS |
U.S. |
6 |
9,940 |
1.0 |
10,080 |
1.0 |
963,855 |
NON U.S. |
7 |
5,331 |
0.6 |
5,633 |
0.6 |
|
|
13 |
15,271 |
1.6 |
15,713 |
1.6 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
7,981 |
0.7 |
185 |
0.0 |
1,132,104 |
NON U.S. |
|
0 |
0.0 |
13,354 |
1.2 |
|
|
5 |
7,981 |
0.7 |
13,539 |
1.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
16,809 |
3.8 |
3,327 |
0.8 |
441,195 |
NON U.S. |
6 |
13,814 |
3.1 |
286 |
0.1 |
|
|
10 |
30,623 |
6.9 |
3,613 |
0.8 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
3,111 |
9.7 |
120 |
0.4 |
32,188 |
NON U.S. |
|
951 |
3.0 |
0 |
0.0 |
|
|
5 |
4,062 |
12.6 |
120 |
0.4 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
16,116 |
0.3 |
1,864,181 |
37.2 |
5,008,671 |
NON U.S. |
8 |
45,999 |
0.9 |
1,051,278 |
21.0 |
|
|
13 |
62,115 |
1.2 |
2,915,459 |
58.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
12,473 |
9.5 |
6,780 |
5.1 |
131,789 |
NON U.S. |
|
5,108 |
3.9 |
4,658 |
3.5 |
|
|
7 |
17,581 |
13.3 |
11,438 |
8.7 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,262 |
1.8 |
93 |
0.1 |
126,515 |
NON U.S. |
|
3,062 |
2.4 |
26,679 |
21.1 |
|
|
5 |
5,324 |
4.2 |
26,772 |
21.2 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
0 |
0.0 |
96,151 |
29.4 |
327,532 |
NON U.S. |
|
3,069 |
0.9 |
114,866 |
35.1 |
|
|
8 |
3,069 |
0.9 |
211,017 |
64.4 |
|
IFED AECO FIN BASIS |
U.S. |
|
527 |
0.1 |
10,384 |
1.3 |
769,475 |
NON U.S. |
|
10,224 |
1.3 |
593,417 |
77.1 |
|
|
8 |
10,751 |
1.4 |
603,801 |
78.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
22,954 |
6.1 |
2,140 |
0.6 |
375,531 |
NON U.S. |
|
4,233 |
1.1 |
68,503 |
18.2 |
|
|
9 |
27,187 |
7.2 |
70,643 |
18.8 |
|
IFED HSC FIN BASIS |
U.S. |
|
14,621 |
3.2 |
106,393 |
23.3 |
457,074 |
NON U.S. |
|
1,186 |
0.3 |
16,689 |
3.7 |
|
|
8 |
15,807 |
3.5 |
123,082 |
26.9 |
|
IFED WAHA FIN BASIS |
U.S. |
|
1,459 |
0.5 |
85,985 |
29.9 |
287,662 |
NON U.S. |
|
184 |
0.1 |
28,266 |
9.8 |
|
|
7 |
1,643 |
0.6 |
114,251 |
39.7 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
70,999 |
27.3 |
260,446 |
NON U.S. |
|
36 |
0.0 |
72,428 |
27.8 |
|
|
8 |
36 |
0.0 |
143,427 |
55.1 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
1,287 |
0.2 |
142,851 |
23.8 |
600,928 |
NON U.S. |
|
52,339 |
8.7 |
54,600 |
9.1 |
|
|
8 |
53,626 |
8.9 |
197,451 |
32.9 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
33,002 |
15.6 |
3,765 |
1.8 |
211,911 |
NON U.S. |
|
0 |
0.0 |
4,795 |
2.3 |
|
|
5 |
33,002 |
15.6 |
8,560 |
4.0 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
8,155 |
5.9 |
7,901 |
5.7 |
139,321 |
NON U.S. |
|
6,428 |
4.6 |
6,049 |
4.3 |
|
|
5 |
14,583 |
10.5 |
13,950 |
10.0 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
678 |
0.4 |
2,974 |
1.6 |
189,421 |
NON U.S. |
|
200 |
0.1 |
14,498 |
7.7 |
|
|
5 |
878 |
0.5 |
17,472 |
9.2 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
10,268 |
14.4 |
4,434 |
6.2 |
71,411 |
|
5 |
10,268 |
14.4 |
4,434 |
6.2 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
7,389 |
4.2 |
29,909 |
17.0 |
176,256 |
NON U.S. |
|
6,379 |
3.6 |
8,086 |
4.6 |
|
|
6 |
13,768 |
7.8 |
37,995 |
21.6 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
7,495 |
3.4 |
5,477 |
2.4 |
223,621 |
NON U.S. |
|
0 |
0.0 |
12,810 |
5.7 |
|
|
6 |
7,495 |
3.4 |
18,287 |
8.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
2,871 |
1.2 |
77,615 |
31.5 |
246,090 |
NON U.S. |
|
14,210 |
5.8 |
53,865 |
21.9 |
|
|
6 |
17,081 |
6.9 |
131,480 |
53.4 |
|
NYME NATURAL GAS |
U.S. |
5 |
31,281 |
2.6 |
50,519 |
4.2 |
1,203,769 |
NON U.S. |
13 |
58,933 |
4.9 |
69,521 |
5.8 |
|
|
18 |
90,214 |
7.5 |
120,040 |
10.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
7,168 |
1.7 |
80,868 |
19.6 |
412,462 |
NON U.S. |
|
3,675 |
0.9 |
23,285 |
5.6 |
|
|
9 |
10,843 |
2.6 |
104,153 |
25.3 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
15,829 |
17.6 |
2,697 |
3.0 |
90,124 |
NON U.S. |
|
3,917 |
4.3 |
582 |
0.6 |
|
|
6 |
19,746 |
21.9 |
3,279 |
3.6 |
|
CBT SOYBEAN MEAL |
U.S. |
|
6,140 |
1.4 |
8,844 |
2.0 |
445,351 |
NON U.S. |
|
34,992 |
7.9 |
1,020 |
0.2 |
|
|
15 |
41,132 |
9.2 |
9,864 |
2.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
1,884 |
0.8 |
2,234 |
1.0 |
223,290 |
NON U.S. |
|
14,723 |
6.6 |
5,999 |
2.7 |
|
|
15 |
16,607 |
7.4 |
8,233 |
3.7 |
|
NYME HENRY HUB |
U.S. |
|
13,694 |
1.3 |
297,082 |
28.8 |
1,031,108 |
NON U.S. |
|
40,397 |
3.9 |
329,067 |
31.9 |
|
|
9 |
54,091 |
5.2 |
626,149 |
60.7 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
28,539 |
20.3 |
2,734 |
1.9 |
140,737 |
NON U.S. |
|
28,127 |
20.0 |
7,052 |
5.0 |
|
|
8 |
56,666 |
40.3 |
9,786 |
7.0 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
18,536 |
0.6 |
57,202 |
2.0 |
2,926,538 |
NON U.S. |
22 |
43,205 |
1.5 |
32,301 |
1.1 |
|
|
28 |
61,741 |
2.1 |
89,503 |
3.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
89,871 |
2.4 |
14,733 |
0.4 |
3,781,543 |
NON U.S. |
28 |
53,048 |
1.4 |
65,327 |
1.7 |
|
|
36 |
142,919 |
3.8 |
80,060 |
2.1 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,586 |
0.5 |
1,414 |
0.2 |
664,646 |
NON U.S. |
|
0 |
0.0 |
15,073 |
2.3 |
|
|
6 |
3,586 |
0.5 |
16,487 |
2.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
18,056 |
0.4 |
24,223 |
0.6 |
4,203,625 |
NON U.S. |
18 |
25,241 |
0.6 |
104,660 |
2.5 |
|
|
23 |
43,297 |
1.0 |
128,883 |
3.1 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
268,991 |
16.4 |
164,890 |
10.0 |
1,644,146 |
NON U.S. |
21 |
92,536 |
5.6 |
166,111 |
10.1 |
|
|
29 |
361,527 |
22.0 |
331,001 |
20.1 |
|
CME LEAN HOGS |
U.S. |
|
589 |
0.2 |
1,784 |
0.7 |
261,028 |
NON U.S. |
|
18,064 |
6.9 |
1,593 |
0.6 |
|
|
11 |
18,653 |
7.1 |
3,377 |
1.3 |
|
CME LIVE CATTLE |
U.S. |
|
1,081 |
0.3 |
416 |
0.1 |
423,752 |
NON U.S. |
|
25,245 |
6.0 |
0 |
0.0 |
|
|
11 |
26,326 |
6.2 |
416 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
0 |
0.0 |
321 |
0.6 |
55,331 |
NON U.S. |
|
1,344 |
2.4 |
665 |
1.2 |
|
|
6 |
1,344 |
2.4 |
986 |
1.8 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
512 |
1.4 |
2,990 |
8.4 |
35,731 |
NON U.S. |
|
612 |
1.7 |
3,634 |
10.2 |
|
|
6 |
1,124 |
3.1 |
6,624 |
18.5 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
99 |
0.4 |
4,490 |
20.2 |
22,242 |
NON U.S. |
|
35 |
0.2 |
946 |
4.3 |
|
|
6 |
134 |
0.6 |
5,436 |
24.4 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
3,529 |
6.4 |
4,342 |
7.9 |
54,834 |
NON U.S. |
|
645 |
1.2 |
1,710 |
3.1 |
|
|
7 |
4,174 |
7.6 |
6,052 |
11.0 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
14,988 |
27.8 |
53,874 |
NON U.S. |
|
0 |
0.0 |
5,229 |
9.7 |
|
|
6 |
0 |
0.0 |
20,217 |
37.5 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
6,467 |
5.8 |
3,973 |
3.6 |
111,143 |
NON U.S. |
|
1,694 |
1.5 |
4,122 |
3.7 |
|
|
7 |
8,161 |
7.3 |
8,095 |
7.3 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
992 |
2.7 |
8,673 |
24.0 |
36,156 |
NON U.S. |
|
90 |
0.2 |
4,856 |
13.4 |
|
|
7 |
1,082 |
3.0 |
13,529 |
37.4 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
38 |
0.1 |
5,752 |
16.3 |
35,244 |
NON U.S. |
|
117 |
0.3 |
2,890 |
8.2 |
|
|
7 |
155 |
0.4 |
8,642 |
24.5 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
7 |
0.0 |
3,558 |
21.9 |
16,213 |
NON U.S. |
|
2,982 |
18.4 |
269 |
1.7 |
|
|
5 |
2,989 |
18.4 |
3,827 |
23.6 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
418 |
2.5 |
211 |
1.3 |
16,807 |
NON U.S. |
|
37 |
0.2 |
2,962 |
17.6 |
|
|
6 |
455 |
2.7 |
3,173 |
18.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
21,865 |
3.6 |
54,717 |
9.0 |
608,146 |
NON U.S. |
|
12,276 |
2.0 |
2,929 |
0.5 |
|
|
17 |
34,141 |
5.6 |
57,646 |
9.5 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
450 |
1.0 |
705 |
1.6 |
43,431 |
NON U.S. |
|
552 |
1.3 |
23,945 |
55.1 |
|
|
6 |
1,002 |
2.3 |
24,650 |
56.8 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
16,208 |
7.8 |
51,906 |
25.0 |
208,037 |
NON U.S. |
|
0 |
0.0 |
7,290 |
3.5 |
|
|
5 |
16,208 |
7.8 |
59,196 |
28.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
17,740 |
0.9 |
209,984 |
10.2 |
2,067,851 |
NON U.S. |
|
61,377 |
3.0 |
178,079 |
8.6 |
|
|
22 |
79,117 |
3.8 |
388,063 |
18.8 |
|
NYME WTI CRUDE OIL CALENDAR |
U.S. |
|
7,969 |
5.4 |
31,645 |
21.5 |
146,916 |
NON U.S. |
|
8,284 |
5.6 |
30,337 |
20.6 |
|
|
8 |
16,253 |
11.1 |
61,982 |
42.2 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
17,497 |
13.6 |
20,179 |
15.6 |
129,003 |
NON U.S. |
|
6,012 |
4.7 |
180 |
0.1 |
|
|
6 |
23,509 |
18.2 |
20,359 |
15.8 |
|
NYME BRENT (ICE) CALENDAR |
U.S. |
|
684 |
3.5 |
569 |
2.9 |
19,310 |
NON U.S. |
|
246 |
1.3 |
2,406 |
12.5 |
|
|
5 |
930 |
4.8 |
2,975 |
15.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
7,532 |
4.0 |
3,052 |
1.6 |
187,368 |
NON U.S. |
|
695 |
0.4 |
390 |
0.2 |
|
|
6 |
8,227 |
4.4 |
3,442 |
1.8 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
8,982 |
24.2 |
37,128 |
NON U.S. |
|
0 |
0.0 |
1,320 |
3.6 |
|
|
5 |
0 |
0.0 |
10,302 |
27.7 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
14,845 |
10.9 |
32,510 |
23.8 |
136,597 |
NON U.S. |
|
0 |
0.0 |
8,512 |
6.2 |
|
|
6 |
14,845 |
10.9 |
41,022 |
30.0 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
165 |
0.9 |
135 |
0.8 |
17,890 |
NON U.S. |
|
270 |
1.5 |
10,910 |
61.0 |
|
|
6 |
435 |
2.4 |
11,045 |
61.7 |
|
ICUS COCOA |
U.S. |
|
1,420 |
0.6 |
84 |
0.0 |
244,590 |
NON U.S. |
|
7,893 |
3.2 |
1,322 |
0.5 |
|
|
12 |
9,313 |
3.8 |
1,406 |
0.6 |
|
NYME PALLADIUM |
U.S. |
|
1,348 |
5.1 |
9,312 |
35.2 |
26,465 |
NON U.S. |
|
768 |
2.9 |
1,773 |
6.7 |
|
|
15 |
2,116 |
8.0 |
11,085 |
41.9 |
|
NYME PLATINUM |
U.S. |
5 |
1,664 |
2.1 |
13,530 |
17.5 |
77,483 |
NON U.S. |
17 |
3,115 |
4.0 |
12,507 |
16.1 |
|
|
22 |
4,779 |
6.2 |
26,037 |
33.6 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
15,309 |
1.9 |
4,796 |
0.6 |
825,365 |
NON U.S. |
|
51,517 |
6.2 |
6,188 |
0.7 |
|
|
12 |
66,826 |
8.1 |
10,984 |
1.3 |
|
ICUS COFFEE C |
U.S. |
|
2,857 |
0.9 |
2,699 |
0.9 |
315,146 |
NON U.S. |
|
14,193 |
4.5 |
870 |
0.3 |
|
|
19 |
17,050 |
5.4 |
3,569 |
1.1 |
|
CMX SILVER |
U.S. |
5 |
4,979 |
2.6 |
36,622 |
19.3 |
190,024 |
NON U.S. |
21 |
11,083 |
5.8 |
40,201 |
21.2 |
|
|
26 |
16,062 |
8.5 |
76,823 |
40.4 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
5,901 |
2.3 |
1,016 |
0.4 |
255,162 |
NON U.S. |
15 |
11,350 |
4.4 |
1,634 |
0.6 |
|
|
19 |
17,251 |
6.8 |
2,650 |
1.0 |
|
CMX GOLD |
U.S. |
5 |
16,948 |
3.6 |
78,176 |
16.6 |
471,311 |
NON U.S. |
29 |
26,778 |
5.7 |
80,978 |
17.2 |
|
|
34 |
43,726 |
9.3 |
159,154 |
33.8 |
|
CME CANADIAN DOLLAR |
U.S. |
|
5,827 |
4.0 |
525 |
0.4 |
146,552 |
NON U.S. |
|
7,115 |
4.9 |
6,517 |
4.4 |
|
|
6 |
12,942 |
8.8 |
7,042 |
4.8 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,125 |
0.5 |
46,789 |
19.0 |
246,641 |
|
11 |
1,125 |
0.5 |
46,789 |
19.0 |
|
CME BRITISH POUND STERLING |
U.S. |
|
20,463 |
10.6 |
3,786 |
2.0 |
193,497 |
NON U.S. |
|
1,746 |
0.9 |
16,336 |
8.4 |
|
|
7 |
22,209 |
11.5 |
20,122 |
10.4 |
|
CME JAPANESE YEN |
U.S. |
|
3,302 |
1.6 |
34,646 |
16.7 |
207,083 |
NON U.S. |
|
5,624 |
2.7 |
7,105 |
3.4 |
|
|
6 |
8,926 |
4.3 |
41,751 |
20.2 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
19,136 |
3.5 |
541,753 |
NON U.S. |
|
31,612 |
5.8 |
13,697 |
2.5 |
|
|
16 |
31,612 |
5.8 |
32,833 |
6.1 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
6,515 |
1.7 |
5,846 |
1.5 |
394,647 |
NON U.S. |
|
10,405 |
2.6 |
178 |
0.0 |
|
|
9 |
16,920 |
4.3 |
6,024 |
1.5 |
|
E VIX FUTURES |
U.S. |
|
350 |
0.1 |
974 |
0.3 |
341,448 |
NON U.S. |
|
4,673 |
1.4 |
12,190 |
3.6 |
|
|
7 |
5,023 |
1.5 |
13,164 |
3.9 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
2,612 |
2.9 |
2,041 |
2.3 |
88,817 |
NON U.S. |
7 |
1,167 |
1.3 |
5,553 |
6.3 |
|
|
11 |
3,779 |
4.3 |
7,594 |
8.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,185,004 |
9.4 |
1,076,665 |
8.5 |
12,665,700 |
NON U.S. |
33 |
830,754 |
6.6 |
898,203 |
7.1 |
|
|
41 |
2,015,758 |
15.9 |
1,974,868 |
15.6 |
|
CME 3-MONTH SOFR |
U.S. |
|
3,272 |
5.5 |
11,933 |
20.0 |
59,715 |
NON U.S. |
|
26 |
0.0 |
498 |
0.8 |
|
|
5 |
3,298 |
5.5 |
12,431 |
20.8 |
|
CME 1-MONTH SOFR |
U.S. |
|
4,065 |
6.4 |
7,011 |
11.0 |
63,463 |
NON U.S. |
|
800 |
1.3 |
1,817 |
2.9 |
|
|
7 |
4,865 |
7.7 |
8,828 |
13.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
11,548 |
0.4 |
74,003 |
2.8 |
2,623,571 |
NON U.S. |
20 |
114,077 |
4.3 |
130,103 |
5.0 |
|
|
26 |
125,625 |
4.8 |
204,106 |
7.8 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
1,073 |
6.1 |
17,666 |
NON U.S. |
|
618 |
3.5 |
2,367 |
13.4 |
|
|
6 |
618 |
3.5 |
3,440 |
19.5 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
6,000 |
2.3 |
32,000 |
12.1 |
265,239 |
NON U.S. |
|
46,061 |
17.4 |
57,156 |
21.5 |
|
|
6 |
52,061 |
19.6 |
89,156 |
33.6 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
1,763 |
0.8 |
5,769 |
2.5 |
232,670 |
NON U.S. |
14 |
16,439 |
7.1 |
3,116 |
1.3 |
|
|
18 |
18,202 |
7.8 |
8,885 |
3.8 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
9,442 |
6.7 |
2,978 |
2.1 |
141,773 |
NON U.S. |
|
3,076 |
2.2 |
5,378 |
3.8 |
|
|
5 |
12,518 |
8.8 |
8,356 |
5.9 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
10,680 |
2.1 |
2,406 |
0.5 |
513,085 |
NON U.S. |
11 |
30,697 |
6.0 |
5,471 |
1.1 |
|
|
17 |
41,377 |
8.1 |
7,877 |
1.5 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
|
0 |
0.0 |
379 |
0.4 |
87,241 |
NON U.S. |
|
5,277 |
6.0 |
82 |
0.1 |
|
|
7 |
5,277 |
6.0 |
461 |
0.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
1,206 |
0.4 |
0 |
0.0 |
309,532 |
NON U.S. |
|
2,577 |
0.8 |
29,309 |
9.5 |
|
|
7 |
3,783 |
1.2 |
29,309 |
9.5 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
|
2,105 |
0.2 |
0 |
0.0 |
1,365,338 |
NON U.S. |
|
18,764 |
1.4 |
59,143 |
4.3 |
|
|
16 |
20,869 |
1.5 |
59,143 |
4.3 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
616 |
0.7 |
3,069 |
3.7 |
82,296 |
NON U.S. |
|
32,758 |
39.8 |
16,474 |
20.0 |
|
|
5 |
33,374 |
40.6 |
19,543 |
23.7 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
2,186 |
8.7 |
309 |
1.2 |
25,055 |
NON U.S. |
|
1,160 |
4.6 |
0 |
0.0 |
|
|
5 |
3,346 |
13.4 |
309 |
1.2 |
|