|
REPORT DATE: 7/7/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
7,809 |
1.9 |
1,535 |
0.4 |
410,198 |
NON U.S. |
|
34,494 |
8.4 |
12,078 |
2.9 |
|
|
21 |
42,303 |
10.3 |
13,613 |
3.3 |
|
CBT WHEAT-HRW |
U.S. |
|
5,674 |
2.4 |
0 |
0.0 |
240,418 |
NON U.S. |
|
14,059 |
5.8 |
6,304 |
2.6 |
|
|
11 |
19,733 |
8.2 |
6,304 |
2.6 |
|
CBT CORN |
U.S. |
|
26,239 |
1.8 |
8,725 |
0.6 |
1,489,681 |
NON U.S. |
|
73,825 |
5.0 |
7,722 |
0.5 |
|
|
17 |
100,064 |
6.7 |
16,447 |
1.1 |
|
CBT SOYBEANS |
U.S. |
|
10,713 |
1.3 |
6,423 |
0.8 |
840,495 |
NON U.S. |
|
48,141 |
5.7 |
5,449 |
0.6 |
|
|
17 |
58,854 |
7.0 |
11,872 |
1.4 |
|
CBT SOYBEAN OIL |
U.S. |
|
5,069 |
1.1 |
386 |
0.1 |
444,042 |
NON U.S. |
|
31,731 |
7.1 |
1,237 |
0.3 |
|
|
11 |
36,800 |
8.3 |
1,623 |
0.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
2,375 |
0.2 |
5,192 |
0.5 |
1,021,432 |
NON U.S. |
6 |
4,454 |
0.4 |
4,031 |
0.4 |
|
|
11 |
6,829 |
0.7 |
9,223 |
0.9 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
216 |
0.0 |
1,527 |
0.1 |
1,057,183 |
NON U.S. |
|
2,004 |
0.2 |
49,886 |
4.7 |
|
|
6 |
2,220 |
0.2 |
51,413 |
4.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
24,346 |
6.9 |
3,510 |
1.0 |
351,038 |
NON U.S. |
|
20,034 |
5.7 |
2,434 |
0.7 |
|
|
13 |
44,380 |
12.6 |
5,944 |
1.7 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
5,705 |
9.5 |
0 |
0.0 |
60,271 |
NON U.S. |
|
672 |
1.1 |
0 |
0.0 |
|
|
5 |
6,377 |
10.6 |
0 |
0.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
16,481 |
0.3 |
2,124,688 |
35.5 |
5,992,438 |
NON U.S. |
9 |
66,390 |
1.1 |
1,402,804 |
23.4 |
|
|
14 |
82,871 |
1.4 |
3,527,492 |
58.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
36,198 |
15.5 |
30,546 |
13.1 |
233,190 |
NON U.S. |
|
10,340 |
4.4 |
6,268 |
2.7 |
|
|
7 |
46,538 |
20.0 |
36,814 |
15.8 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,176 |
1.4 |
10,540 |
6.9 |
153,410 |
NON U.S. |
|
0 |
0.0 |
29,833 |
19.4 |
|
|
5 |
2,176 |
1.4 |
40,373 |
26.3 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
1,228 |
0.4 |
70,114 |
20.6 |
339,733 |
NON U.S. |
|
13,194 |
3.9 |
69,174 |
20.4 |
|
|
8 |
14,422 |
4.2 |
139,288 |
41.0 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
23,825 |
2.1 |
1,138,276 |
NON U.S. |
|
19,775 |
1.7 |
662,323 |
58.2 |
|
|
7 |
19,775 |
1.7 |
686,148 |
60.3 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
31,695 |
8.0 |
3,654 |
0.9 |
397,454 |
NON U.S. |
|
5,488 |
1.4 |
34,032 |
8.6 |
|
|
8 |
37,183 |
9.4 |
37,686 |
9.5 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
16,949 |
3.0 |
61,752 |
11.1 |
558,718 |
NON U.S. |
4 |
1,215 |
0.2 |
55,892 |
10.0 |
|
|
8 |
18,164 |
3.3 |
117,644 |
21.1 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
8,398 |
1.8 |
188,516 |
41.0 |
459,997 |
NON U.S. |
6 |
14,663 |
3.2 |
50,193 |
10.9 |
|
|
10 |
23,061 |
5.0 |
238,709 |
51.9 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
608 |
0.2 |
113,543 |
36.2 |
313,311 |
NON U.S. |
5 |
0 |
0.0 |
76,024 |
24.3 |
|
|
9 |
608 |
0.2 |
189,567 |
60.5 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
4 |
9,304 |
5.2 |
39,205 |
21.9 |
178,633 |
NON U.S. |
4 |
1,348 |
0.8 |
17,879 |
10.0 |
|
|
8 |
10,652 |
6.0 |
57,084 |
32.0 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
8,993 |
1.5 |
159,030 |
27.3 |
583,415 |
NON U.S. |
|
27,388 |
4.7 |
85,220 |
14.6 |
|
|
8 |
36,381 |
6.2 |
244,250 |
41.9 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
1,102 |
0.8 |
21,008 |
14.6 |
144,320 |
NON U.S. |
|
612 |
0.4 |
25,002 |
17.3 |
|
|
6 |
1,714 |
1.2 |
46,010 |
31.9 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
9,038 |
4.9 |
3,086 |
1.7 |
183,021 |
NON U.S. |
|
9,133 |
5.0 |
19,489 |
10.6 |
|
|
5 |
18,171 |
9.9 |
22,575 |
12.3 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
7,020 |
3.5 |
1,633 |
0.8 |
203,180 |
NON U.S. |
|
5,247 |
2.6 |
19,497 |
9.6 |
|
|
6 |
12,267 |
6.0 |
21,130 |
10.4 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
947 |
0.3 |
39,382 |
14.1 |
279,442 |
NON U.S. |
|
12,813 |
4.6 |
19,573 |
7.0 |
|
|
5 |
13,760 |
4.9 |
58,955 |
21.1 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
288 |
0.1 |
16,423 |
7.0 |
233,525 |
NON U.S. |
|
0 |
0.0 |
28,703 |
12.3 |
|
|
5 |
288 |
0.1 |
45,126 |
19.3 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
4,520 |
2.7 |
10,955 |
6.5 |
168,140 |
NON U.S. |
|
518 |
0.3 |
17,068 |
10.2 |
|
|
8 |
5,038 |
3.0 |
28,023 |
16.7 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
26,917 |
11.0 |
9,492 |
3.9 |
243,600 |
NON U.S. |
|
0 |
0.0 |
10,079 |
4.1 |
|
|
7 |
26,917 |
11.0 |
19,571 |
8.0 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,036 |
1.5 |
4,928 |
3.7 |
132,410 |
NON U.S. |
|
0 |
0.0 |
11,707 |
8.8 |
|
|
5 |
2,036 |
1.5 |
16,635 |
12.6 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
16,840 |
6.4 |
77,342 |
29.4 |
262,685 |
NON U.S. |
|
4,760 |
1.8 |
26,782 |
10.2 |
|
|
6 |
21,600 |
8.2 |
104,124 |
39.6 |
|
NYME NATURAL GAS |
U.S. |
|
22,355 |
1.7 |
51,097 |
3.9 |
1,310,701 |
NON U.S. |
|
52,957 |
4.0 |
62,942 |
4.8 |
|
|
19 |
75,312 |
5.7 |
114,039 |
8.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
5,339 |
1.8 |
67,695 |
23.2 |
292,159 |
NON U.S. |
6 |
4,165 |
1.4 |
25,765 |
8.8 |
|
|
10 |
9,504 |
3.3 |
93,460 |
32.0 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
23,613 |
19.7 |
8,567 |
7.1 |
119,943 |
NON U.S. |
|
12,875 |
10.7 |
1,965 |
1.6 |
|
|
7 |
36,488 |
30.4 |
10,532 |
8.8 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,154 |
1.0 |
6,540 |
1.5 |
433,050 |
NON U.S. |
|
32,478 |
7.5 |
2,113 |
0.5 |
|
|
14 |
36,632 |
8.5 |
8,653 |
2.0 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,318 |
2.0 |
0 |
0.0 |
168,486 |
NON U.S. |
|
14,624 |
8.7 |
12,344 |
7.3 |
|
|
18 |
17,942 |
10.6 |
12,344 |
7.3 |
|
NYME HENRY HUB |
U.S. |
|
15,178 |
2.0 |
310,879 |
42.0 |
740,549 |
NON U.S. |
|
40,224 |
5.4 |
201,659 |
27.2 |
|
|
11 |
55,402 |
7.5 |
512,538 |
69.2 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
54,268 |
29.2 |
19,581 |
10.5 |
185,979 |
NON U.S. |
|
44,984 |
24.2 |
3,681 |
2.0 |
|
|
9 |
99,252 |
53.4 |
23,262 |
12.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
9,996 |
0.5 |
23,496 |
1.1 |
2,085,770 |
NON U.S. |
19 |
8,970 |
0.4 |
69,673 |
3.3 |
|
|
24 |
18,966 |
0.9 |
93,169 |
4.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
94,156 |
2.7 |
24,519 |
0.7 |
3,428,085 |
NON U.S. |
28 |
64,700 |
1.9 |
99,597 |
2.9 |
|
|
34 |
158,856 |
4.6 |
124,116 |
3.6 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
2,836 |
0.3 |
8,221 |
0.8 |
973,672 |
NON U.S. |
|
0 |
0.0 |
15,314 |
1.6 |
|
|
5 |
2,836 |
0.3 |
23,535 |
2.4 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
7,491 |
0.2 |
30,951 |
0.9 |
3,456,610 |
NON U.S. |
21 |
83,204 |
2.4 |
57,134 |
1.7 |
|
|
26 |
90,695 |
2.6 |
88,085 |
2.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
4 |
165,410 |
9.9 |
210,734 |
12.6 |
1,678,778 |
NON U.S. |
19 |
144,839 |
8.6 |
41,791 |
2.5 |
|
|
23 |
310,249 |
18.5 |
252,525 |
15.0 |
|
CME LEAN HOGS |
NON U.S. |
|
12,190 |
5.3 |
360 |
0.2 |
230,267 |
|
9 |
12,190 |
5.3 |
360 |
0.2 |
|
CME LIVE CATTLE |
NON U.S. |
|
14,835 |
5.5 |
53 |
0.0 |
271,400 |
|
7 |
14,835 |
5.5 |
53 |
0.0 |
|
CME FEEDER CATTLE |
U.S. |
|
87 |
0.2 |
0 |
0.0 |
37,359 |
NON U.S. |
|
1,511 |
4.0 |
2 |
0.0 |
|
|
7 |
1,598 |
4.3 |
2 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
3,196 |
10.6 |
2,962 |
9.8 |
30,244 |
NON U.S. |
|
40 |
0.1 |
1,878 |
6.2 |
|
|
6 |
3,236 |
10.7 |
4,840 |
16.0 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
5,512 |
20.9 |
26,323 |
NON U.S. |
|
0 |
0.0 |
2,109 |
8.0 |
|
|
6 |
0 |
0.0 |
7,621 |
29.0 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,022 |
10.3 |
1,143 |
2.3 |
48,981 |
NON U.S. |
|
1,744 |
3.6 |
70 |
0.1 |
|
|
6 |
6,766 |
13.8 |
1,213 |
2.5 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
75 |
0.2 |
9,543 |
21.0 |
45,388 |
NON U.S. |
|
50 |
0.1 |
2,854 |
6.3 |
|
|
5 |
125 |
0.3 |
12,397 |
27.3 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,238 |
2.5 |
7,141 |
5.6 |
127,494 |
NON U.S. |
|
1,835 |
1.4 |
3,132 |
2.5 |
|
|
6 |
5,073 |
4.0 |
10,273 |
8.1 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,826 |
3.7 |
7,899 |
15.9 |
49,748 |
NON U.S. |
|
0 |
0.0 |
9,968 |
20.0 |
|
|
7 |
1,826 |
3.7 |
17,867 |
35.9 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
99 |
0.2 |
5,167 |
9.1 |
56,780 |
NON U.S. |
|
485 |
0.9 |
1,824 |
3.2 |
|
|
6 |
584 |
1.0 |
6,991 |
12.3 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
693 |
2.1 |
4,505 |
13.6 |
33,026 |
NON U.S. |
|
1,760 |
5.3 |
1,073 |
3.2 |
|
|
6 |
2,453 |
7.4 |
5,578 |
16.9 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
17,987 |
3.5 |
93,216 |
18.3 |
508,379 |
NON U.S. |
|
5,292 |
1.0 |
11,042 |
2.2 |
|
|
9 |
23,279 |
4.6 |
104,258 |
20.5 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
865 |
2.5 |
0 |
0.0 |
34,672 |
NON U.S. |
|
0 |
0.0 |
18,026 |
52.0 |
|
|
7 |
865 |
2.5 |
18,026 |
52.0 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
5,815 |
73.6 |
7,905 |
|
5 |
0 |
0.0 |
5,815 |
73.6 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
75 |
0.0 |
78,270 |
36.8 |
212,664 |
NON U.S. |
|
0 |
0.0 |
30,692 |
14.4 |
|
|
6 |
75 |
0.0 |
108,962 |
51.2 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
40,783 |
2.1 |
270,691 |
13.7 |
1,972,049 |
NON U.S. |
21 |
56,019 |
2.8 |
238,470 |
12.1 |
|
|
25 |
96,802 |
4.9 |
509,161 |
25.8 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
5,035 |
3.3 |
20,126 |
13.2 |
151,918 |
NON U.S. |
8 |
7,278 |
4.8 |
30,334 |
20.0 |
|
|
12 |
12,313 |
8.1 |
50,460 |
33.2 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
4,576 |
2.1 |
1,880 |
0.8 |
222,406 |
NON U.S. |
|
729 |
0.3 |
1,019 |
0.5 |
|
|
6 |
5,305 |
2.4 |
2,899 |
1.3 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
360 |
0.2 |
38,433 |
22.3 |
172,283 |
NON U.S. |
|
0 |
0.0 |
5,302 |
3.1 |
|
|
7 |
360 |
0.2 |
43,735 |
25.4 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
32,478 |
44.8 |
72,550 |
NON U.S. |
|
0 |
0.0 |
18,099 |
24.9 |
|
|
6 |
0 |
0.0 |
50,577 |
69.7 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
3,453 |
3.1 |
20,053 |
17.8 |
112,965 |
NON U.S. |
5 |
180 |
0.2 |
16,807 |
14.9 |
|
|
9 |
3,633 |
3.2 |
36,860 |
32.6 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
330 |
6.0 |
0 |
0.0 |
5,497 |
NON U.S. |
|
285 |
5.2 |
3,990 |
72.6 |
|
|
5 |
615 |
11.2 |
3,990 |
72.6 |
|
ICUS COCOA |
U.S. |
|
4,336 |
2.0 |
172 |
0.1 |
221,776 |
NON U.S. |
|
5,886 |
2.7 |
504 |
0.2 |
|
|
9 |
10,222 |
4.6 |
676 |
0.3 |
|
NYME PALLADIUM |
U.S. |
|
0 |
0.0 |
1,194 |
16.5 |
7,225 |
NON U.S. |
|
1,051 |
14.5 |
470 |
6.5 |
|
|
14 |
1,051 |
14.5 |
1,664 |
23.0 |
|
NYME PLATINUM |
U.S. |
4 |
125 |
0.3 |
10,688 |
21.7 |
49,143 |
NON U.S. |
17 |
3,404 |
6.9 |
5,063 |
10.3 |
|
|
21 |
3,529 |
7.2 |
15,751 |
32.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,560 |
2.1 |
1,361 |
0.1 |
924,622 |
NON U.S. |
|
48,439 |
5.2 |
41,151 |
4.5 |
|
|
15 |
67,999 |
7.4 |
42,512 |
4.6 |
|
ICUS COFFEE C |
U.S. |
|
3,784 |
1.4 |
1,809 |
0.7 |
268,312 |
NON U.S. |
|
11,759 |
4.4 |
19,281 |
7.2 |
|
|
26 |
15,543 |
5.8 |
21,090 |
7.9 |
|
CMX SILVER |
U.S. |
4 |
2,748 |
1.6 |
31,295 |
18.5 |
169,513 |
NON U.S. |
20 |
7,916 |
4.7 |
36,704 |
21.7 |
|
|
24 |
10,664 |
6.3 |
67,999 |
40.1 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,115 |
2.0 |
278 |
0.1 |
206,843 |
NON U.S. |
|
8,709 |
4.2 |
1,632 |
0.8 |
|
|
14 |
12,824 |
6.2 |
1,910 |
0.9 |
|
CMX GOLD |
U.S. |
4 |
12,999 |
2.3 |
90,646 |
15.8 |
572,776 |
NON U.S. |
32 |
36,546 |
6.4 |
117,069 |
20.4 |
|
|
36 |
49,545 |
8.6 |
207,715 |
36.3 |
|
CME CANADIAN DOLLAR |
U.S. |
|
229 |
0.2 |
9,227 |
7.6 |
121,226 |
NON U.S. |
|
3 |
0.0 |
3,615 |
3.0 |
|
|
5 |
232 |
0.2 |
12,842 |
10.6 |
|
CME BRITISH POUND STERLING |
U.S. |
|
19,263 |
10.7 |
2,546 |
1.4 |
180,696 |
NON U.S. |
|
5,277 |
2.9 |
53 |
0.0 |
|
|
6 |
24,540 |
13.6 |
2,599 |
1.4 |
|
CME JAPANESE YEN |
U.S. |
|
933 |
0.7 |
37,561 |
27.2 |
138,313 |
NON U.S. |
|
3,729 |
2.7 |
1,782 |
1.3 |
|
|
6 |
4,662 |
3.4 |
39,343 |
28.4 |
|
CME EURO FX |
U.S. |
|
9,712 |
1.6 |
121,394 |
20.5 |
593,341 |
NON U.S. |
|
18,049 |
3.0 |
7,632 |
1.3 |
|
|
11 |
27,761 |
4.7 |
129,026 |
21.7 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
5,481 |
1.6 |
2,512 |
0.7 |
344,855 |
NON U.S. |
|
9,341 |
2.7 |
1,295 |
0.4 |
|
|
11 |
14,822 |
4.3 |
3,807 |
1.1 |
|
E VIX FUTURES |
U.S. |
|
703 |
0.3 |
210 |
0.1 |
271,999 |
NON U.S. |
|
5,319 |
2.0 |
7,768 |
2.9 |
|
|
8 |
6,022 |
2.2 |
7,978 |
2.9 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
4,042 |
5.6 |
1,362 |
1.9 |
71,687 |
NON U.S. |
5 |
6,494 |
9.1 |
345 |
0.5 |
|
|
10 |
10,536 |
14.7 |
1,707 |
2.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,079,581 |
10.9 |
899,268 |
9.1 |
9,884,505 |
NON U.S. |
34 |
1,184,335 |
12.0 |
843,739 |
8.5 |
|
|
41 |
2,263,916 |
22.9 |
1,743,007 |
17.6 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
5,550 |
3.7 |
25,170 |
16.7 |
150,934 |
NON U.S. |
5 |
7,001 |
4.6 |
4,477 |
3.0 |
|
|
9 |
12,551 |
8.3 |
29,647 |
19.6 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
232 |
0.1 |
38,314 |
18.6 |
205,909 |
NON U.S. |
10 |
13,445 |
6.5 |
16,522 |
8.0 |
|
|
14 |
13,677 |
6.6 |
54,836 |
26.6 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
60,980 |
2.3 |
13,360 |
0.5 |
2,618,026 |
NON U.S. |
23 |
62,083 |
2.4 |
108,539 |
4.1 |
|
|
29 |
123,063 |
4.7 |
121,899 |
4.7 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
0 |
0.0 |
7,692 |
52.7 |
14,597 |
|
5 |
0 |
0.0 |
7,692 |
52.7 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
51,126 |
22.6 |
13,630 |
6.0 |
225,991 |
NON U.S. |
|
54,232 |
24.0 |
19,396 |
8.6 |
|
|
9 |
105,358 |
46.6 |
33,026 |
14.6 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
4,112 |
11.8 |
0 |
0.0 |
34,804 |
NON U.S. |
|
5,305 |
15.2 |
0 |
0.0 |
|
|
6 |
9,417 |
27.1 |
0 |
0.0 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
0 |
0.0 |
3,249 |
1.5 |
212,535 |
NON U.S. |
|
6,936 |
3.3 |
19,696 |
9.3 |
|
|
15 |
6,936 |
3.3 |
22,945 |
10.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
8 |
8,964 |
1.7 |
7,353 |
1.4 |
529,222 |
NON U.S. |
16 |
12,856 |
2.4 |
20,265 |
3.8 |
|
|
24 |
21,820 |
4.1 |
27,618 |
5.2 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
1,388 |
0.3 |
5,553 |
1.3 |
442,417 |
NON U.S. |
5 |
2,898 |
0.7 |
47,837 |
10.8 |
|
|
9 |
4,286 |
1.0 |
53,390 |
12.1 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
4 |
4,634 |
0.4 |
0 |
0.0 |
1,203,655 |
NON U.S. |
10 |
9,572 |
0.8 |
63,957 |
5.3 |
|
|
14 |
14,206 |
1.2 |
63,957 |
5.3 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
1,160 |
0.7 |
7,543 |
4.8 |
156,077 |
NON U.S. |
7 |
8,417 |
5.4 |
37,344 |
23.9 |
|
|
11 |
9,577 |
6.1 |
44,887 |
28.8 |
|