|
REPORT DATE: 7/2/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
10,533 |
2.9 |
3,419 |
0.9 |
362,642 |
NON U.S. |
|
36,548 |
10.1 |
7,948 |
2.2 |
|
|
14 |
47,081 |
13.0 |
11,367 |
3.1 |
|
CBT WHEAT-HRW |
U.S. |
|
6,094 |
2.3 |
1,276 |
0.5 |
269,299 |
NON U.S. |
|
11,753 |
4.4 |
362 |
0.1 |
|
|
9 |
17,847 |
6.6 |
1,638 |
0.6 |
|
CBT CORN |
U.S. |
|
9,600 |
0.5 |
1,171 |
0.1 |
1,746,923 |
NON U.S. |
|
67,845 |
3.9 |
3,376 |
0.2 |
|
|
16 |
77,445 |
4.4 |
4,547 |
0.3 |
|
CBT SOYBEANS |
U.S. |
5 |
3,966 |
0.6 |
4,350 |
0.7 |
648,855 |
NON U.S. |
10 |
28,362 |
4.4 |
2,512 |
0.4 |
|
|
15 |
32,328 |
5.0 |
6,862 |
1.1 |
|
CBT SOYBEAN OIL |
U.S. |
|
6,445 |
1.5 |
2,427 |
0.6 |
421,129 |
NON U.S. |
|
36,461 |
8.7 |
3,265 |
0.8 |
|
|
10 |
42,906 |
10.2 |
5,692 |
1.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
1,995 |
0.2 |
5,927 |
0.6 |
933,255 |
NON U.S. |
10 |
3,720 |
0.4 |
4,029 |
0.4 |
|
|
15 |
5,715 |
0.6 |
9,956 |
1.1 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
2,018 |
0.2 |
1,751 |
0.2 |
1,150,605 |
NON U.S. |
|
2,785 |
0.2 |
10,204 |
0.9 |
|
|
5 |
4,803 |
0.4 |
11,955 |
1.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
16,655 |
4.3 |
3,366 |
0.9 |
384,203 |
NON U.S. |
6 |
14,996 |
3.9 |
767 |
0.2 |
|
|
10 |
31,651 |
8.2 |
4,133 |
1.1 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
14,718 |
0.3 |
1,787,023 |
36.4 |
4,908,670 |
NON U.S. |
8 |
67,977 |
1.4 |
894,726 |
18.2 |
|
|
13 |
82,695 |
1.7 |
2,681,749 |
54.6 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
13,623 |
9.2 |
11,938 |
8.1 |
147,381 |
NON U.S. |
|
4,389 |
3.0 |
3,296 |
2.2 |
|
|
6 |
18,012 |
12.2 |
15,234 |
10.3 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,168 |
1.4 |
3,239 |
2.0 |
159,935 |
NON U.S. |
|
1,481 |
0.9 |
34,527 |
21.6 |
|
|
5 |
3,649 |
2.3 |
37,766 |
23.6 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
60 |
0.0 |
86,074 |
24.9 |
345,843 |
NON U.S. |
|
7,730 |
2.2 |
107,771 |
31.2 |
|
|
8 |
7,790 |
2.3 |
193,845 |
56.0 |
|
IFED AECO FIN BASIS |
U.S. |
|
2,546 |
0.3 |
6,486 |
0.9 |
756,304 |
NON U.S. |
|
14,927 |
2.0 |
562,034 |
74.3 |
|
|
8 |
17,473 |
2.3 |
568,520 |
75.2 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
23,552 |
5.9 |
3,241 |
0.8 |
396,524 |
NON U.S. |
|
4,425 |
1.1 |
61,039 |
15.4 |
|
|
9 |
27,977 |
7.1 |
64,280 |
16.2 |
|
IFED HSC FIN BASIS |
U.S. |
|
12,089 |
2.4 |
90,800 |
18.2 |
498,876 |
NON U.S. |
|
1,488 |
0.3 |
13,646 |
2.7 |
|
|
8 |
13,577 |
2.7 |
104,446 |
20.9 |
|
IFED WAHA FIN BASIS |
U.S. |
|
1,095 |
0.3 |
96,435 |
28.2 |
342,487 |
NON U.S. |
|
20,209 |
5.9 |
25,904 |
7.6 |
|
|
6 |
21,304 |
6.2 |
122,339 |
35.7 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
65,278 |
25.3 |
257,755 |
NON U.S. |
|
0 |
0.0 |
72,950 |
28.3 |
|
|
8 |
0 |
0.0 |
138,228 |
53.6 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
17,082 |
3.0 |
121,020 |
21.0 |
576,419 |
NON U.S. |
|
67,315 |
11.7 |
50,442 |
8.8 |
|
|
8 |
84,397 |
14.6 |
171,462 |
29.7 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
33,613 |
15.6 |
2,391 |
1.1 |
214,812 |
NON U.S. |
|
90 |
0.0 |
4,953 |
2.3 |
|
|
5 |
33,703 |
15.7 |
7,344 |
3.4 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
8,383 |
3.9 |
9,900 |
4.6 |
213,203 |
NON U.S. |
|
7,284 |
3.4 |
4,480 |
2.1 |
|
|
5 |
15,667 |
7.3 |
14,380 |
6.7 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
2,214 |
1.1 |
16,198 |
8.0 |
202,264 |
NON U.S. |
|
0 |
0.0 |
14,409 |
7.1 |
|
|
5 |
2,214 |
1.1 |
30,607 |
15.1 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
15,493 |
18.4 |
3,319 |
3.9 |
84,307 |
|
5 |
15,493 |
18.4 |
3,319 |
3.9 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
7,711 |
4.3 |
24,787 |
13.8 |
180,097 |
NON U.S. |
|
6,684 |
3.7 |
6,585 |
3.7 |
|
|
6 |
14,395 |
8.0 |
31,372 |
17.4 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
6,197 |
2.4 |
8,701 |
3.4 |
253,538 |
NON U.S. |
|
0 |
0.0 |
11,276 |
4.4 |
|
|
6 |
6,197 |
2.4 |
19,977 |
7.9 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
932 |
0.7 |
11,505 |
8.5 |
135,233 |
NON U.S. |
|
1,467 |
1.1 |
11,659 |
8.6 |
|
|
5 |
2,399 |
1.8 |
23,164 |
17.1 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
4,121 |
2.7 |
14,647 |
9.5 |
154,764 |
NON U.S. |
|
4,995 |
3.2 |
9,369 |
6.1 |
|
|
5 |
9,116 |
5.9 |
24,016 |
15.5 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
13,976 |
5.2 |
101,250 |
37.6 |
269,241 |
NON U.S. |
|
10,888 |
4.0 |
60,645 |
22.5 |
|
|
7 |
24,864 |
9.2 |
161,895 |
60.1 |
|
NYME NATURAL GAS |
U.S. |
5 |
50,741 |
3.9 |
36,628 |
2.8 |
1,304,900 |
NON U.S. |
13 |
69,045 |
5.3 |
56,566 |
4.3 |
|
|
18 |
119,786 |
9.2 |
93,194 |
7.1 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
8,559 |
2.4 |
63,062 |
17.6 |
358,442 |
NON U.S. |
6 |
3,746 |
1.0 |
23,172 |
6.5 |
|
|
10 |
12,305 |
3.4 |
86,234 |
24.1 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
17,063 |
19.7 |
3,893 |
4.5 |
86,612 |
NON U.S. |
|
3,761 |
4.3 |
1,458 |
1.7 |
|
|
6 |
20,824 |
24.0 |
5,351 |
6.2 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,643 |
1.1 |
3,475 |
0.8 |
437,302 |
NON U.S. |
|
29,292 |
6.7 |
513 |
0.1 |
|
|
12 |
33,935 |
7.8 |
3,988 |
0.9 |
|
ICUS COTTON NO. 2 |
U.S. |
|
1,618 |
0.9 |
2,227 |
1.2 |
178,400 |
NON U.S. |
|
17,061 |
9.6 |
5,440 |
3.0 |
|
|
17 |
18,679 |
10.5 |
7,667 |
4.3 |
|
NYME HENRY HUB |
U.S. |
|
7,710 |
0.8 |
276,139 |
29.1 |
949,236 |
NON U.S. |
|
41,892 |
4.4 |
278,853 |
29.4 |
|
|
10 |
49,602 |
5.2 |
554,992 |
58.5 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
32,071 |
23.3 |
4,745 |
3.4 |
137,592 |
NON U.S. |
|
20,513 |
14.9 |
7,963 |
5.8 |
|
|
7 |
52,584 |
38.2 |
12,708 |
9.2 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
7,111 |
0.2 |
14,547 |
0.4 |
3,526,478 |
NON U.S. |
25 |
54,917 |
1.6 |
49,008 |
1.4 |
|
|
30 |
62,028 |
1.8 |
63,555 |
1.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
120,510 |
3.2 |
4,664 |
0.1 |
3,756,647 |
NON U.S. |
28 |
41,299 |
1.1 |
33,325 |
0.9 |
|
|
35 |
161,809 |
4.3 |
37,989 |
1.0 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,336 |
0.4 |
2,648 |
0.3 |
756,775 |
NON U.S. |
|
3,240 |
0.4 |
12,575 |
1.7 |
|
|
6 |
6,576 |
0.9 |
15,223 |
2.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
37,275 |
0.8 |
35,749 |
0.8 |
4,440,077 |
NON U.S. |
22 |
30,805 |
0.7 |
72,911 |
1.6 |
|
|
29 |
68,080 |
1.5 |
108,660 |
2.4 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
256,842 |
12.5 |
247,603 |
12.1 |
2,050,441 |
NON U.S. |
30 |
78,433 |
3.8 |
191,070 |
9.3 |
|
|
37 |
335,275 |
16.4 |
438,673 |
21.4 |
|
CME LEAN HOGS |
U.S. |
|
901 |
0.3 |
986 |
0.3 |
297,506 |
NON U.S. |
|
17,633 |
5.9 |
1,403 |
0.5 |
|
|
10 |
18,534 |
6.2 |
2,389 |
0.8 |
|
CME LIVE CATTLE |
U.S. |
|
1,164 |
0.3 |
1,828 |
0.5 |
349,488 |
NON U.S. |
|
21,429 |
6.1 |
2,536 |
0.7 |
|
|
10 |
22,593 |
6.5 |
4,364 |
1.2 |
|
CME FEEDER CATTLE |
U.S. |
|
268 |
0.5 |
133 |
0.3 |
49,579 |
NON U.S. |
|
1,643 |
3.3 |
62 |
0.1 |
|
|
7 |
1,911 |
3.9 |
195 |
0.4 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
1,844 |
4.7 |
2,102 |
5.4 |
38,910 |
NON U.S. |
|
1,150 |
3.0 |
3,868 |
9.9 |
|
|
6 |
2,994 |
7.7 |
5,970 |
15.3 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
182 |
1.3 |
2,207 |
16.2 |
13,661 |
NON U.S. |
|
475 |
3.5 |
210 |
1.5 |
|
|
5 |
657 |
4.8 |
2,417 |
17.7 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
5,865 |
18.4 |
31,895 |
NON U.S. |
|
0 |
0.0 |
1,381 |
4.3 |
|
|
5 |
0 |
0.0 |
7,246 |
22.7 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,375 |
8.8 |
3,636 |
6.0 |
60,871 |
NON U.S. |
|
1,890 |
3.1 |
919 |
1.5 |
|
|
7 |
7,265 |
11.9 |
4,555 |
7.5 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
11,084 |
21.2 |
52,352 |
NON U.S. |
|
0 |
0.0 |
4,363 |
8.3 |
|
|
6 |
0 |
0.0 |
15,447 |
29.5 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
5,308 |
3.9 |
3,361 |
2.5 |
136,354 |
NON U.S. |
|
3,120 |
2.3 |
5,192 |
3.8 |
|
|
7 |
8,428 |
6.2 |
8,553 |
6.3 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
482 |
1.3 |
7,693 |
21.3 |
36,082 |
NON U.S. |
|
0 |
0.0 |
5,741 |
15.9 |
|
|
6 |
482 |
1.3 |
13,434 |
37.2 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
294 |
0.6 |
4,643 |
9.8 |
47,449 |
NON U.S. |
|
698 |
1.5 |
3,597 |
7.6 |
|
|
6 |
992 |
2.1 |
8,240 |
17.4 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,685 |
18.0 |
14,906 |
NON U.S. |
|
1,555 |
10.4 |
565 |
3.8 |
|
|
5 |
1,555 |
10.4 |
3,250 |
21.8 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
775 |
3.4 |
200 |
0.9 |
22,671 |
NON U.S. |
|
154 |
0.7 |
2,760 |
12.2 |
|
|
6 |
929 |
4.1 |
2,960 |
13.1 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
15,725 |
2.3 |
79,576 |
11.7 |
680,966 |
NON U.S. |
|
8,562 |
1.3 |
4,492 |
0.7 |
|
|
17 |
24,287 |
3.6 |
84,068 |
12.3 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
3 |
0.0 |
1,050 |
3.5 |
30,007 |
NON U.S. |
|
0 |
0.0 |
18,353 |
61.2 |
|
|
5 |
3 |
0.0 |
19,403 |
64.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
14,745 |
0.7 |
222,054 |
10.9 |
2,031,169 |
NON U.S. |
|
61,000 |
3.0 |
221,001 |
10.9 |
|
|
20 |
75,745 |
3.7 |
443,055 |
21.8 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
4,832 |
2.9 |
32,025 |
19.5 |
163,975 |
NON U.S. |
|
8,686 |
5.3 |
38,760 |
23.6 |
|
|
10 |
13,518 |
8.2 |
70,785 |
43.2 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
8,400 |
5.2 |
19,044 |
11.8 |
160,849 |
NON U.S. |
|
4,464 |
2.8 |
180 |
0.1 |
|
|
7 |
12,864 |
8.0 |
19,224 |
12.0 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
10,859 |
4.7 |
2,613 |
1.1 |
231,159 |
NON U.S. |
|
414 |
0.2 |
148 |
0.1 |
|
|
5 |
11,273 |
4.9 |
2,761 |
1.2 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
640 |
0.4 |
15,926 |
10.5 |
151,288 |
NON U.S. |
|
0 |
0.0 |
7,204 |
4.8 |
|
|
6 |
640 |
0.4 |
23,130 |
15.3 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
5,935 |
22.0 |
27,008 |
NON U.S. |
|
0 |
0.0 |
734 |
2.7 |
|
|
5 |
0 |
0.0 |
6,669 |
24.7 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
14,202 |
11.1 |
24,672 |
19.3 |
127,905 |
NON U.S. |
|
10 |
0.0 |
9,793 |
7.7 |
|
|
6 |
14,212 |
11.1 |
34,465 |
26.9 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
150 |
1.1 |
135 |
1.0 |
13,050 |
NON U.S. |
|
132 |
1.0 |
8,522 |
65.3 |
|
|
6 |
282 |
2.2 |
8,657 |
66.3 |
|
ICUS COCOA |
U.S. |
|
2,376 |
0.9 |
0 |
0.0 |
269,419 |
NON U.S. |
|
8,257 |
3.1 |
652 |
0.2 |
|
|
10 |
10,633 |
3.9 |
652 |
0.2 |
|
NYME PALLADIUM |
U.S. |
4 |
114 |
0.5 |
7,879 |
32.7 |
24,091 |
NON U.S. |
15 |
512 |
2.1 |
2,864 |
11.9 |
|
|
19 |
626 |
2.6 |
10,743 |
44.6 |
|
NYME PLATINUM |
U.S. |
5 |
1,175 |
1.5 |
11,729 |
14.6 |
80,391 |
NON U.S. |
18 |
2,453 |
3.1 |
11,909 |
14.8 |
|
|
23 |
3,628 |
4.5 |
23,638 |
29.4 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
9,894 |
1.2 |
3,467 |
0.4 |
851,542 |
NON U.S. |
|
47,271 |
5.6 |
4,141 |
0.5 |
|
|
11 |
57,165 |
6.7 |
7,608 |
0.9 |
|
ICUS COFFEE C |
U.S. |
|
2,048 |
0.8 |
957 |
0.4 |
258,485 |
NON U.S. |
|
12,187 |
4.7 |
1,030 |
0.4 |
|
|
17 |
14,235 |
5.5 |
1,987 |
0.8 |
|
CMX SILVER |
U.S. |
4 |
4,645 |
2.1 |
32,134 |
14.5 |
221,224 |
NON U.S. |
26 |
11,617 |
5.3 |
48,545 |
21.9 |
|
|
30 |
16,262 |
7.4 |
80,679 |
36.5 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,145 |
1.2 |
106 |
0.0 |
254,342 |
NON U.S. |
|
13,239 |
5.2 |
1,449 |
0.6 |
|
|
14 |
16,384 |
6.4 |
1,555 |
0.6 |
|
CMX GOLD |
U.S. |
5 |
10,178 |
1.7 |
117,400 |
19.4 |
605,949 |
NON U.S. |
28 |
33,859 |
5.6 |
139,318 |
23.0 |
|
|
33 |
44,037 |
7.3 |
256,718 |
42.4 |
|
CME CANADIAN DOLLAR |
U.S. |
|
1,147 |
0.7 |
47,585 |
30.1 |
157,998 |
NON U.S. |
|
4,383 |
2.8 |
5,295 |
3.4 |
|
|
5 |
5,530 |
3.5 |
52,880 |
33.5 |
|
CME MEXICAN PESO |
NON U.S. |
|
931 |
0.4 |
91,162 |
38.6 |
236,052 |
|
8 |
931 |
0.4 |
91,162 |
38.6 |
|
CME BRITISH POUND STERLING |
U.S. |
|
50,356 |
22.4 |
2,495 |
1.1 |
224,591 |
NON U.S. |
|
5,170 |
2.3 |
988 |
0.4 |
|
|
6 |
55,526 |
24.7 |
3,483 |
1.6 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
11,679 |
2.2 |
520,970 |
NON U.S. |
|
22,159 |
4.3 |
11,398 |
2.2 |
|
|
18 |
22,159 |
4.3 |
23,077 |
4.4 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
6,506 |
1.7 |
2,472 |
0.7 |
372,638 |
NON U.S. |
10 |
13,041 |
3.5 |
2,294 |
0.6 |
|
|
14 |
19,547 |
5.2 |
4,766 |
1.3 |
|
E VIX FUTURES |
U.S. |
|
125 |
0.0 |
1,904 |
0.5 |
416,468 |
NON U.S. |
|
33,313 |
8.0 |
2,480 |
0.6 |
|
|
8 |
33,438 |
8.0 |
4,384 |
1.1 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
872 |
1.0 |
2,867 |
3.4 |
85,063 |
NON U.S. |
7 |
1,935 |
2.3 |
15,801 |
18.6 |
|
|
11 |
2,807 |
3.3 |
18,668 |
21.9 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,154,665 |
9.0 |
1,575,602 |
12.2 |
12,898,895 |
NON U.S. |
29 |
1,021,197 |
7.9 |
841,996 |
6.5 |
|
|
37 |
2,175,862 |
16.9 |
2,417,598 |
18.7 |
|
CME 3-MONTH SOFR |
U.S. |
|
6,450 |
11.2 |
4,189 |
7.3 |
57,660 |
NON U.S. |
|
721 |
1.3 |
892 |
1.5 |
|
|
8 |
7,171 |
12.4 |
5,081 |
8.8 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
5,391 |
7.6 |
7,351 |
10.4 |
70,795 |
NON U.S. |
4 |
970 |
1.4 |
5,375 |
7.6 |
|
|
8 |
6,361 |
9.0 |
12,726 |
18.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
23,409 |
0.9 |
10,071 |
0.4 |
2,545,506 |
NON U.S. |
20 |
63,851 |
2.5 |
93,094 |
3.7 |
|
|
25 |
87,260 |
3.4 |
103,165 |
4.1 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
1,000 |
0.5 |
33,699 |
15.6 |
216,280 |
NON U.S. |
|
25,750 |
11.9 |
21,864 |
10.1 |
|
|
5 |
26,750 |
12.4 |
55,563 |
25.7 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
1,715 |
8.8 |
0 |
0.0 |
19,531 |
NON U.S. |
|
589 |
3.0 |
49 |
0.3 |
|
|
5 |
2,304 |
11.8 |
49 |
0.3 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
1,664 |
0.8 |
1,780 |
0.9 |
209,069 |
NON U.S. |
9 |
3,963 |
1.9 |
5,152 |
2.5 |
|
|
13 |
5,627 |
2.7 |
6,932 |
3.3 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
9,389 |
5.8 |
1,593 |
1.0 |
162,186 |
NON U.S. |
|
1,135 |
0.7 |
2,976 |
1.8 |
|
|
6 |
10,524 |
6.5 |
4,569 |
2.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
4 |
4,134 |
1.0 |
10,049 |
2.4 |
414,369 |
NON U.S. |
11 |
14,544 |
3.5 |
13,225 |
3.2 |
|
|
15 |
18,678 |
4.5 |
23,274 |
5.6 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
NON U.S. |
|
2,309 |
4.2 |
275 |
0.5 |
55,355 |
|
5 |
2,309 |
4.2 |
275 |
0.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,693 |
0.9 |
0 |
0.0 |
314,259 |
NON U.S. |
5 |
876 |
0.3 |
7,095 |
2.3 |
|
|
9 |
3,569 |
1.1 |
7,095 |
2.3 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
4,183 |
0.3 |
0 |
0.0 |
1,239,926 |
NON U.S. |
12 |
14,430 |
1.2 |
56,724 |
4.6 |
|
|
16 |
18,613 |
1.5 |
56,724 |
4.6 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
2,650 |
2.2 |
5,240 |
4.4 |
119,897 |
NON U.S. |
|
54,733 |
45.7 |
29,230 |
24.4 |
|
|
7 |
57,383 |
47.9 |
34,470 |
28.7 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
2,742 |
11.2 |
0 |
0.0 |
24,494 |
NON U.S. |
|
1,615 |
6.6 |
0 |
0.0 |
|
|
5 |
4,357 |
17.8 |
0 |
0.0 |
|
|
|
|
|
|
|
|
|