|
REPORT DATE: 6/2/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
8,741 |
2.2 |
1,491 |
0.4 |
400,202 |
NON U.S. |
|
31,468 |
7.9 |
11,528 |
2.9 |
|
|
17 |
40,209 |
10.0 |
13,019 |
3.3 |
|
CBT WHEAT-HRW |
U.S. |
|
5,220 |
2.3 |
0 |
0.0 |
229,286 |
NON U.S. |
|
14,103 |
6.2 |
2,619 |
1.1 |
|
|
11 |
19,323 |
8.4 |
2,619 |
1.1 |
|
CBT CORN |
U.S. |
|
18,261 |
1.2 |
1,247 |
0.1 |
1,518,926 |
NON U.S. |
|
67,521 |
4.4 |
11,096 |
0.7 |
|
|
16 |
85,782 |
5.6 |
12,343 |
0.8 |
|
CBT SOYBEANS |
U.S. |
|
6,063 |
0.7 |
8,268 |
0.9 |
875,645 |
NON U.S. |
|
48,306 |
5.5 |
4,860 |
0.6 |
|
|
18 |
54,369 |
6.2 |
13,128 |
1.5 |
|
CBT SOYBEAN OIL |
U.S. |
|
5,390 |
1.1 |
1,433 |
0.3 |
481,480 |
NON U.S. |
|
34,970 |
7.3 |
1,948 |
0.4 |
|
|
12 |
40,360 |
8.4 |
3,381 |
0.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
4,461 |
0.4 |
3,456 |
0.3 |
1,010,697 |
NON U.S. |
4 |
4,305 |
0.4 |
4,706 |
0.5 |
|
|
9 |
8,766 |
0.9 |
8,162 |
0.8 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
1,841 |
0.2 |
0 |
0.0 |
1,057,197 |
NON U.S. |
|
1,222 |
0.1 |
52,024 |
4.9 |
|
|
6 |
3,063 |
0.3 |
52,024 |
4.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
24,536 |
6.3 |
3,208 |
0.8 |
389,754 |
NON U.S. |
|
21,779 |
5.6 |
1,808 |
0.5 |
|
|
12 |
46,315 |
11.9 |
5,016 |
1.3 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
5,556 |
8.9 |
0 |
0.0 |
62,726 |
NON U.S. |
|
678 |
1.1 |
0 |
0.0 |
|
|
5 |
6,234 |
9.9 |
0 |
0.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
16,312 |
0.3 |
2,205,169 |
36.9 |
5,981,750 |
NON U.S. |
9 |
65,335 |
1.1 |
1,392,431 |
23.3 |
|
|
14 |
81,647 |
1.4 |
3,597,600 |
60.1 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
39,173 |
17.6 |
26,700 |
12.0 |
222,994 |
NON U.S. |
|
10,750 |
4.8 |
6,540 |
2.9 |
|
|
7 |
49,923 |
22.4 |
33,240 |
14.9 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,865 |
1.7 |
10,934 |
6.6 |
164,573 |
NON U.S. |
|
0 |
0.0 |
31,668 |
19.2 |
|
|
5 |
2,865 |
1.7 |
42,602 |
25.9 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
866 |
0.2 |
74,247 |
19.6 |
378,683 |
NON U.S. |
|
13,929 |
3.7 |
75,508 |
19.9 |
|
|
8 |
14,795 |
3.9 |
149,755 |
39.5 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
15,086 |
1.7 |
913,308 |
NON U.S. |
|
18,515 |
2.0 |
657,374 |
72.0 |
|
|
7 |
18,515 |
2.0 |
672,460 |
73.6 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
29,578 |
7.7 |
3,936 |
1.0 |
384,831 |
NON U.S. |
|
4,608 |
1.2 |
38,127 |
9.9 |
|
|
8 |
34,186 |
8.9 |
42,063 |
10.9 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
17,031 |
2.9 |
69,388 |
11.7 |
591,754 |
NON U.S. |
4 |
1,095 |
0.2 |
55,559 |
9.4 |
|
|
8 |
18,126 |
3.1 |
124,947 |
21.1 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
8,695 |
1.9 |
204,843 |
44.2 |
463,364 |
NON U.S. |
6 |
14,765 |
3.2 |
48,697 |
10.5 |
|
|
10 |
23,460 |
5.1 |
253,540 |
54.7 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
608 |
0.2 |
123,477 |
35.1 |
352,088 |
NON U.S. |
6 |
70 |
0.0 |
89,480 |
25.4 |
|
|
10 |
678 |
0.2 |
212,957 |
60.5 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
13,433 |
6.9 |
41,999 |
21.7 |
193,840 |
NON U.S. |
|
1,348 |
0.7 |
16,678 |
8.6 |
|
|
7 |
14,781 |
7.6 |
58,677 |
30.3 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
15,209 |
2.5 |
162,243 |
26.4 |
614,040 |
NON U.S. |
5 |
31,506 |
5.1 |
89,033 |
14.5 |
|
|
9 |
46,715 |
7.6 |
251,276 |
40.9 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
2,653 |
1.8 |
20,183 |
13.4 |
150,404 |
NON U.S. |
|
856 |
0.6 |
24,574 |
16.3 |
|
|
6 |
3,509 |
2.3 |
44,757 |
29.8 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
12,808 |
5.2 |
3,508 |
1.4 |
246,771 |
NON U.S. |
|
9,471 |
3.8 |
13,891 |
5.6 |
|
|
7 |
22,279 |
9.0 |
17,399 |
7.1 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
10,163 |
3.8 |
1,698 |
0.6 |
268,622 |
NON U.S. |
|
5,857 |
2.2 |
13,651 |
5.1 |
|
|
6 |
16,020 |
6.0 |
15,349 |
5.7 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
677 |
0.2 |
38,367 |
12.8 |
299,019 |
NON U.S. |
|
12,110 |
4.0 |
21,769 |
7.3 |
|
|
5 |
12,787 |
4.3 |
60,136 |
20.1 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
428 |
0.2 |
18,434 |
7.7 |
238,447 |
NON U.S. |
|
0 |
0.0 |
32,043 |
13.4 |
|
|
5 |
428 |
0.2 |
50,477 |
21.2 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
5,081 |
2.7 |
12,301 |
6.5 |
188,276 |
NON U.S. |
|
568 |
0.3 |
15,966 |
8.5 |
|
|
8 |
5,649 |
3.0 |
28,267 |
15.0 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
33,444 |
12.5 |
8,462 |
3.2 |
266,555 |
NON U.S. |
|
0 |
0.0 |
11,122 |
4.2 |
|
|
8 |
33,444 |
12.5 |
19,584 |
7.3 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
16,750 |
5.8 |
87,574 |
30.3 |
289,051 |
NON U.S. |
|
5,252 |
1.8 |
32,600 |
11.3 |
|
|
6 |
22,002 |
7.6 |
120,174 |
41.6 |
|
NYME NATURAL GAS |
U.S. |
4 |
50,222 |
3.8 |
51,515 |
3.9 |
1,319,253 |
NON U.S. |
15 |
50,815 |
3.9 |
62,372 |
4.7 |
|
|
19 |
101,037 |
7.7 |
113,887 |
8.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
5,247 |
1.8 |
72,374 |
24.7 |
293,000 |
NON U.S. |
6 |
4,311 |
1.5 |
23,708 |
8.1 |
|
|
10 |
9,558 |
3.3 |
96,082 |
32.8 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
23,999 |
19.4 |
12,260 |
9.9 |
123,952 |
NON U.S. |
|
11,161 |
9.0 |
1,248 |
1.0 |
|
|
6 |
35,160 |
28.4 |
13,508 |
10.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
3,735 |
0.8 |
3,721 |
0.8 |
455,449 |
NON U.S. |
|
35,825 |
7.9 |
1,633 |
0.4 |
|
|
14 |
39,560 |
8.7 |
5,354 |
1.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
5,702 |
3.1 |
0 |
0.0 |
185,922 |
NON U.S. |
|
11,651 |
6.3 |
12,180 |
6.6 |
|
|
19 |
17,353 |
9.3 |
12,180 |
6.6 |
|
NYME HENRY HUB |
U.S. |
|
14,606 |
1.9 |
318,791 |
42.3 |
753,191 |
NON U.S. |
|
41,100 |
5.5 |
211,508 |
28.1 |
|
|
11 |
55,706 |
7.4 |
530,299 |
70.4 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
52,846 |
27.3 |
19,438 |
10.1 |
193,240 |
NON U.S. |
|
46,728 |
24.2 |
3,681 |
1.9 |
|
|
9 |
99,574 |
51.5 |
23,119 |
12.0 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
10,220 |
0.5 |
29,205 |
1.3 |
2,226,036 |
NON U.S. |
17 |
9,701 |
0.4 |
77,492 |
3.5 |
|
|
21 |
19,921 |
0.9 |
106,697 |
4.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
69,827 |
2.1 |
16,830 |
0.5 |
3,330,248 |
NON U.S. |
22 |
41,966 |
1.3 |
50,091 |
1.5 |
|
|
28 |
111,793 |
3.4 |
66,921 |
2.0 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,532 |
0.4 |
1,304 |
0.1 |
905,147 |
NON U.S. |
|
2,418 |
0.3 |
14,355 |
1.6 |
|
|
5 |
5,950 |
0.7 |
15,659 |
1.7 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
10,219 |
0.3 |
14,486 |
0.4 |
3,534,431 |
NON U.S. |
16 |
46,363 |
1.3 |
65,792 |
1.9 |
|
|
21 |
56,582 |
1.6 |
80,278 |
2.3 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
133,957 |
8.5 |
273,358 |
17.2 |
1,584,946 |
NON U.S. |
24 |
176,328 |
11.1 |
41,743 |
2.6 |
|
|
29 |
310,285 |
19.6 |
315,101 |
19.9 |
|
CME LEAN HOGS |
NON U.S. |
|
12,348 |
5.7 |
771 |
0.4 |
217,207 |
|
9 |
12,348 |
5.7 |
771 |
0.4 |
|
CME LIVE CATTLE |
U.S. |
|
67 |
0.0 |
37 |
0.0 |
268,330 |
NON U.S. |
|
14,688 |
5.5 |
262 |
0.1 |
|
|
8 |
14,755 |
5.5 |
299 |
0.1 |
|
CME FEEDER CATTLE |
NON U.S. |
|
1,554 |
5.1 |
0 |
0.0 |
30,397 |
|
6 |
1,554 |
5.1 |
0 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
3,248 |
10.9 |
3,454 |
11.6 |
29,889 |
NON U.S. |
|
31 |
0.1 |
2,120 |
7.1 |
|
|
6 |
3,279 |
11.0 |
5,574 |
18.6 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
5,679 |
18.3 |
31,030 |
NON U.S. |
|
0 |
0.0 |
1,914 |
6.2 |
|
|
5 |
0 |
0.0 |
7,593 |
24.5 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,134 |
10.8 |
1,040 |
2.2 |
47,439 |
NON U.S. |
|
2,343 |
4.9 |
42 |
0.1 |
|
|
6 |
7,477 |
15.8 |
1,082 |
2.3 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
75 |
0.2 |
8,399 |
17.8 |
47,153 |
NON U.S. |
|
680 |
1.4 |
2,242 |
4.8 |
|
|
5 |
755 |
1.6 |
10,641 |
22.6 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,107 |
2.2 |
8,380 |
5.9 |
141,062 |
NON U.S. |
|
2,351 |
1.7 |
3,553 |
2.5 |
|
|
6 |
5,458 |
3.9 |
11,933 |
8.5 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,714 |
3.9 |
8,478 |
19.2 |
44,176 |
NON U.S. |
|
0 |
0.0 |
10,012 |
22.7 |
|
|
8 |
1,714 |
3.9 |
18,490 |
41.9 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
54 |
0.1 |
5,510 |
10.3 |
53,533 |
NON U.S. |
|
616 |
1.2 |
1,880 |
3.5 |
|
|
6 |
670 |
1.3 |
7,390 |
13.8 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
524 |
1.4 |
5,841 |
15.5 |
37,593 |
NON U.S. |
|
2,063 |
5.5 |
1,912 |
5.1 |
|
|
6 |
2,587 |
6.9 |
7,753 |
20.6 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,128 |
5.1 |
40 |
0.2 |
22,101 |
NON U.S. |
|
223 |
1.0 |
1,730 |
7.8 |
|
|
5 |
1,351 |
6.1 |
1,770 |
8.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
19,964 |
3.6 |
92,620 |
16.9 |
549,520 |
NON U.S. |
|
5,280 |
1.0 |
9,830 |
1.8 |
|
|
9 |
25,244 |
4.6 |
102,450 |
18.6 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
1,254 |
3.8 |
0 |
0.0 |
33,053 |
NON U.S. |
|
540 |
1.6 |
15,043 |
45.5 |
|
|
7 |
1,794 |
5.4 |
15,043 |
45.5 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
6,700 |
79.1 |
8,466 |
|
5 |
0 |
0.0 |
6,700 |
79.1 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
73,905 |
34.1 |
216,918 |
NON U.S. |
|
0 |
0.0 |
32,361 |
14.9 |
|
|
6 |
0 |
0.0 |
106,266 |
49.0 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
52,411 |
2.5 |
274,778 |
12.9 |
2,127,664 |
NON U.S. |
19 |
58,649 |
2.8 |
249,258 |
11.7 |
|
|
23 |
111,060 |
5.2 |
524,036 |
24.6 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
3,352 |
2.1 |
21,944 |
14.1 |
156,023 |
NON U.S. |
8 |
6,530 |
4.2 |
35,591 |
22.8 |
|
|
12 |
9,882 |
6.3 |
57,535 |
36.9 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
610 |
0.6 |
15,197 |
14.0 |
108,320 |
NON U.S. |
|
1,208 |
1.1 |
60 |
0.1 |
|
|
6 |
1,818 |
1.7 |
15,257 |
14.1 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,181 |
1.5 |
4,410 |
2.1 |
213,905 |
NON U.S. |
|
1,077 |
0.5 |
1,015 |
0.5 |
|
|
7 |
4,258 |
2.0 |
5,425 |
2.5 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
0 |
0.0 |
40,659 |
22.3 |
182,082 |
NON U.S. |
|
0 |
0.0 |
5,359 |
2.9 |
|
|
6 |
0 |
0.0 |
46,018 |
25.3 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
32,040 |
44.2 |
72,449 |
NON U.S. |
|
0 |
0.0 |
18,355 |
25.3 |
|
|
5 |
0 |
0.0 |
50,395 |
69.6 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
4,664 |
4.0 |
18,261 |
15.7 |
116,484 |
NON U.S. |
5 |
180 |
0.2 |
17,165 |
14.7 |
|
|
9 |
4,844 |
4.2 |
35,426 |
30.4 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
180 |
3.8 |
0 |
0.0 |
4,754 |
NON U.S. |
|
246 |
5.2 |
3,516 |
74.0 |
|
|
5 |
426 |
9.0 |
3,516 |
74.0 |
|
ICUS COCOA |
U.S. |
|
4,517 |
1.9 |
0 |
0.0 |
238,810 |
NON U.S. |
|
7,177 |
3.0 |
319 |
0.1 |
|
|
9 |
11,694 |
4.9 |
319 |
0.1 |
|
NYME PALLADIUM |
U.S. |
|
3 |
0.0 |
1,213 |
17.9 |
6,793 |
NON U.S. |
|
1,003 |
14.8 |
406 |
6.0 |
|
|
11 |
1,006 |
14.8 |
1,619 |
23.8 |
|
NYME PLATINUM |
U.S. |
4 |
210 |
0.4 |
12,755 |
24.2 |
52,788 |
NON U.S. |
17 |
3,167 |
6.0 |
6,627 |
12.6 |
|
|
21 |
3,377 |
6.4 |
19,382 |
36.7 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
14,129 |
1.4 |
684 |
0.1 |
996,216 |
NON U.S. |
|
48,006 |
4.8 |
44,686 |
4.5 |
|
|
15 |
62,135 |
6.2 |
45,370 |
4.6 |
|
ICUS COFFEE C |
U.S. |
|
3,585 |
1.3 |
2,477 |
0.9 |
274,252 |
NON U.S. |
|
10,462 |
3.8 |
18,711 |
6.8 |
|
|
25 |
14,047 |
5.1 |
21,188 |
7.7 |
|
CMX SILVER |
U.S. |
4 |
3,167 |
1.9 |
37,340 |
22.0 |
169,670 |
NON U.S. |
21 |
6,921 |
4.1 |
39,561 |
23.3 |
|
|
25 |
10,088 |
5.9 |
76,901 |
45.3 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,471 |
1.9 |
6 |
0.0 |
182,043 |
NON U.S. |
|
8,663 |
4.8 |
68 |
0.0 |
|
|
13 |
12,134 |
6.7 |
74 |
0.0 |
|
CMX GOLD |
U.S. |
4 |
12,155 |
2.6 |
79,830 |
16.8 |
475,745 |
NON U.S. |
32 |
41,240 |
8.7 |
107,891 |
22.7 |
|
|
36 |
53,395 |
11.2 |
187,721 |
39.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
448 |
0.3 |
9,949 |
7.7 |
128,476 |
NON U.S. |
|
3,653 |
2.8 |
5,572 |
4.3 |
|
|
5 |
4,101 |
3.2 |
15,521 |
12.1 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,680 |
1.4 |
30,804 |
25.1 |
122,614 |
|
5 |
1,680 |
1.4 |
30,804 |
25.1 |
|
CME BRITISH POUND STERLING |
U.S. |
|
46,500 |
24.5 |
3,534 |
1.9 |
190,138 |
NON U.S. |
|
11,683 |
6.1 |
606 |
0.3 |
|
|
6 |
58,183 |
30.6 |
4,140 |
2.2 |
|
CME JAPANESE YEN |
U.S. |
|
3,380 |
2.1 |
28,406 |
17.9 |
158,743 |
NON U.S. |
|
7,712 |
4.9 |
3,382 |
2.1 |
|
|
6 |
11,092 |
7.0 |
31,788 |
20.0 |
|
CME EURO FX |
U.S. |
|
10,457 |
1.8 |
97,261 |
16.7 |
583,384 |
NON U.S. |
|
21,413 |
3.7 |
20,547 |
3.5 |
|
|
12 |
31,870 |
5.5 |
117,808 |
20.2 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
3,130 |
0.9 |
2,530 |
0.7 |
363,377 |
NON U.S. |
|
11,043 |
3.0 |
2,335 |
0.6 |
|
|
11 |
14,173 |
3.9 |
4,865 |
1.3 |
|
E VIX FUTURES |
U.S. |
|
507 |
0.2 |
1,019 |
0.4 |
237,479 |
NON U.S. |
|
2,624 |
1.1 |
10,506 |
4.4 |
|
|
7 |
3,131 |
1.3 |
11,525 |
4.9 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
5,711 |
7.3 |
1,309 |
1.7 |
78,116 |
NON U.S. |
6 |
5,410 |
6.9 |
449 |
0.6 |
|
|
11 |
11,121 |
14.2 |
1,758 |
2.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,136,368 |
10.3 |
863,687 |
7.8 |
11,015,495 |
NON U.S. |
36 |
1,111,806 |
10.1 |
886,749 |
8.1 |
|
|
43 |
2,248,174 |
20.4 |
1,750,436 |
15.9 |
|
CME 3-MONTH SOFR |
U.S. |
5 |
7,124 |
4.1 |
30,101 |
17.4 |
173,013 |
NON U.S. |
5 |
2,078 |
1.2 |
7,597 |
4.4 |
|
|
10 |
9,202 |
5.3 |
37,698 |
21.8 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
2,737 |
1.3 |
33,853 |
15.7 |
215,648 |
NON U.S. |
9 |
5,393 |
2.5 |
15,699 |
7.3 |
|
|
13 |
8,130 |
3.8 |
49,552 |
23.0 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
0 |
0.0 |
279 |
1.9 |
14,580 |
NON U.S. |
|
1,751 |
12.0 |
2,741 |
18.8 |
|
|
5 |
1,751 |
12.0 |
3,020 |
20.7 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
0 |
0.0 |
4,449 |
35.0 |
12,695 |
|
5 |
0 |
0.0 |
4,449 |
35.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
90,288 |
2.8 |
1,735 |
0.1 |
3,215,453 |
NON U.S. |
22 |
187,738 |
5.8 |
89,598 |
2.8 |
|
|
28 |
278,026 |
8.6 |
91,333 |
2.8 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
1,005 |
12.6 |
3,914 |
49.3 |
7,946 |
|
5 |
1,005 |
12.6 |
3,914 |
49.3 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
38,983 |
17.4 |
31,064 |
13.8 |
224,367 |
NON U.S. |
|
43,559 |
19.4 |
7,500 |
3.3 |
|
|
8 |
82,542 |
36.8 |
38,564 |
17.2 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
3,671 |
11.4 |
0 |
0.0 |
32,218 |
NON U.S. |
|
5,710 |
17.7 |
0 |
0.0 |
|
|
7 |
9,381 |
29.1 |
0 |
0.0 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
4,195 |
2.0 |
1,954 |
0.9 |
209,734 |
NON U.S. |
|
15,926 |
7.6 |
7,790 |
3.7 |
|
|
15 |
20,121 |
9.6 |
9,744 |
4.6 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
7 |
17,604 |
3.1 |
1,011 |
0.2 |
570,574 |
NON U.S. |
15 |
21,796 |
3.8 |
8,749 |
1.5 |
|
|
22 |
39,400 |
6.9 |
9,760 |
1.7 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
2,301 |
0.5 |
5,297 |
1.1 |
466,731 |
NON U.S. |
5 |
1,866 |
0.4 |
36,920 |
7.9 |
|
|
10 |
4,167 |
0.9 |
42,217 |
9.0 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
4 |
8,898 |
0.8 |
0 |
0.0 |
1,156,937 |
NON U.S. |
14 |
20,880 |
1.8 |
8,798 |
0.8 |
|
|
18 |
29,778 |
2.6 |
8,798 |
0.8 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
1,354 |
0.9 |
8,908 |
6.1 |
145,991 |
NON U.S. |
7 |
10,692 |
7.3 |
32,503 |
22.3 |
|
|
11 |
12,046 |
8.3 |
41,411 |
28.4 |
|