|
REPORT DATE: 6/4/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
7,985 |
1.8 |
1,671 |
0.4 |
442,184 |
NON U.S. |
|
38,121 |
8.6 |
12,113 |
2.7 |
|
|
15 |
46,106 |
10.4 |
13,784 |
3.1 |
|
CBT WHEAT-HRW |
U.S. |
|
6,723 |
2.2 |
2,549 |
0.8 |
305,542 |
NON U.S. |
|
22,599 |
7.4 |
4,445 |
1.5 |
|
|
9 |
29,322 |
9.6 |
6,994 |
2.3 |
|
CBT CORN |
U.S. |
|
17,313 |
1.0 |
4,919 |
0.3 |
1,797,358 |
NON U.S. |
|
64,843 |
3.6 |
16,823 |
0.9 |
|
|
15 |
82,156 |
4.6 |
21,742 |
1.2 |
|
CBT SOYBEANS |
U.S. |
5 |
3,924 |
0.5 |
6,945 |
0.9 |
771,623 |
NON U.S. |
12 |
38,522 |
5.0 |
4,742 |
0.6 |
|
|
17 |
42,446 |
5.5 |
11,687 |
1.5 |
|
CBT SOYBEAN OIL |
U.S. |
|
10,705 |
2.1 |
2,193 |
0.4 |
517,399 |
NON U.S. |
|
40,702 |
7.9 |
1,232 |
0.2 |
|
|
10 |
51,407 |
9.9 |
3,425 |
0.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
1,150 |
0.1 |
10,949 |
1.1 |
981,140 |
NON U.S. |
|
8,692 |
0.9 |
8,298 |
0.8 |
|
|
14 |
9,842 |
1.0 |
19,247 |
2.0 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
3,624 |
0.3 |
1,924 |
0.2 |
1,154,524 |
NON U.S. |
|
2,362 |
0.2 |
20,961 |
1.8 |
|
|
8 |
5,986 |
0.5 |
22,885 |
2.0 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
16,143 |
3.9 |
3,228 |
0.8 |
409,788 |
NON U.S. |
6 |
16,718 |
4.1 |
1,538 |
0.4 |
|
|
10 |
32,861 |
8.0 |
4,766 |
1.2 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
3,210 |
7.7 |
30 |
0.1 |
41,535 |
NON U.S. |
|
950 |
2.3 |
0 |
0.0 |
|
|
5 |
4,160 |
10.0 |
30 |
0.1 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
14,758 |
0.3 |
1,765,343 |
35.6 |
4,962,058 |
NON U.S. |
8 |
59,792 |
1.2 |
952,935 |
19.2 |
|
|
13 |
74,550 |
1.5 |
2,718,278 |
54.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
15,660 |
11.2 |
11,364 |
8.1 |
139,666 |
NON U.S. |
|
4,406 |
3.2 |
3,536 |
2.5 |
|
|
6 |
20,066 |
14.4 |
14,900 |
10.7 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,122 |
1.3 |
1,695 |
1.1 |
160,386 |
NON U.S. |
|
1,973 |
1.2 |
30,844 |
19.2 |
|
|
5 |
4,095 |
2.6 |
32,539 |
20.3 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
60 |
0.0 |
86,706 |
24.6 |
352,969 |
NON U.S. |
|
9,690 |
2.7 |
111,839 |
31.7 |
|
|
8 |
9,750 |
2.8 |
198,545 |
56.2 |
|
IFED AECO FIN BASIS |
U.S. |
|
1,629 |
0.2 |
6,973 |
1.0 |
731,074 |
NON U.S. |
|
18,207 |
2.5 |
548,230 |
75.0 |
|
|
8 |
19,836 |
2.7 |
555,203 |
75.9 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
23,480 |
5.8 |
2,843 |
0.7 |
402,075 |
NON U.S. |
|
4,233 |
1.1 |
61,926 |
15.4 |
|
|
9 |
27,713 |
6.9 |
64,769 |
16.1 |
|
IFED HSC FIN BASIS |
U.S. |
|
11,991 |
2.3 |
92,670 |
18.1 |
510,982 |
NON U.S. |
|
1,397 |
0.3 |
14,633 |
2.9 |
|
|
8 |
13,388 |
2.6 |
107,303 |
21.0 |
|
IFED WAHA FIN BASIS |
U.S. |
|
1,095 |
0.3 |
90,766 |
26.1 |
347,253 |
NON U.S. |
|
7,911 |
2.3 |
30,009 |
8.6 |
|
|
7 |
9,006 |
2.6 |
120,775 |
34.8 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
68,739 |
25.8 |
266,030 |
NON U.S. |
|
0 |
0.0 |
74,200 |
27.9 |
|
|
8 |
0 |
0.0 |
142,939 |
53.7 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
18,485 |
3.1 |
112,523 |
19.1 |
588,200 |
NON U.S. |
|
63,962 |
10.9 |
53,332 |
9.1 |
|
|
8 |
82,447 |
14.0 |
165,855 |
28.2 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
32,827 |
15.0 |
2,722 |
1.2 |
219,292 |
NON U.S. |
|
90 |
0.0 |
3,423 |
1.6 |
|
|
5 |
32,917 |
15.0 |
6,145 |
2.8 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
10,608 |
4.9 |
9,462 |
4.4 |
215,248 |
NON U.S. |
|
7,284 |
3.4 |
5,257 |
2.4 |
|
|
5 |
17,892 |
8.3 |
14,719 |
6.8 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
2,695 |
1.3 |
10,539 |
5.2 |
202,866 |
NON U.S. |
|
0 |
0.0 |
16,227 |
8.0 |
|
|
5 |
2,695 |
1.3 |
26,766 |
13.2 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
15,403 |
19.2 |
3,867 |
4.8 |
80,022 |
|
5 |
15,403 |
19.2 |
3,867 |
4.8 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
8,225 |
4.3 |
25,533 |
13.4 |
190,072 |
NON U.S. |
|
6,502 |
3.4 |
7,066 |
3.7 |
|
|
6 |
14,727 |
7.7 |
32,599 |
17.2 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
7,667 |
2.9 |
10,257 |
3.8 |
267,617 |
NON U.S. |
|
0 |
0.0 |
12,146 |
4.5 |
|
|
6 |
7,667 |
2.9 |
22,403 |
8.4 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
1,214 |
0.9 |
11,041 |
7.9 |
140,061 |
NON U.S. |
|
825 |
0.6 |
11,508 |
8.2 |
|
|
5 |
2,039 |
1.5 |
22,549 |
16.1 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
4,915 |
3.1 |
14,883 |
9.4 |
159,153 |
NON U.S. |
|
5,775 |
3.6 |
9,369 |
5.9 |
|
|
5 |
10,690 |
6.7 |
24,252 |
15.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
10,326 |
3.8 |
99,764 |
36.8 |
270,855 |
NON U.S. |
|
12,387 |
4.6 |
62,459 |
23.1 |
|
|
7 |
22,713 |
8.4 |
162,223 |
59.9 |
|
NYME NATURAL GAS |
U.S. |
5 |
41,015 |
3.1 |
41,674 |
3.2 |
1,314,121 |
NON U.S. |
10 |
66,026 |
5.0 |
64,014 |
4.9 |
|
|
15 |
107,041 |
8.1 |
105,688 |
8.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
7,769 |
2.2 |
62,666 |
17.5 |
358,714 |
NON U.S. |
6 |
3,547 |
1.0 |
25,169 |
7.0 |
|
|
10 |
11,316 |
3.2 |
87,835 |
24.5 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
16,687 |
19.2 |
4,077 |
4.7 |
86,898 |
NON U.S. |
|
3,719 |
4.3 |
1,165 |
1.3 |
|
|
5 |
20,406 |
23.5 |
5,242 |
6.0 |
|
CBT SOYBEAN MEAL |
U.S. |
|
7,559 |
1.6 |
3,565 |
0.7 |
486,652 |
NON U.S. |
|
30,899 |
6.3 |
1,417 |
0.3 |
|
|
13 |
38,458 |
7.9 |
4,982 |
1.0 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,474 |
1.7 |
1,167 |
0.6 |
208,314 |
NON U.S. |
|
17,634 |
8.5 |
7,390 |
3.5 |
|
|
16 |
21,108 |
10.1 |
8,557 |
4.1 |
|
NYME HENRY HUB |
U.S. |
|
8,737 |
0.9 |
277,204 |
28.8 |
961,984 |
NON U.S. |
|
38,616 |
4.0 |
292,580 |
30.4 |
|
|
10 |
47,353 |
4.9 |
569,784 |
59.2 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
28,477 |
21.1 |
4,811 |
3.6 |
135,223 |
NON U.S. |
|
22,576 |
16.7 |
7,544 |
5.6 |
|
|
7 |
51,053 |
37.8 |
12,355 |
9.1 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
14,947 |
0.4 |
23,455 |
0.7 |
3,581,553 |
NON U.S. |
28 |
47,818 |
1.3 |
58,346 |
1.6 |
|
|
34 |
62,765 |
1.8 |
81,801 |
2.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
101,752 |
2.6 |
22,134 |
0.6 |
3,934,810 |
NON U.S. |
31 |
60,142 |
1.5 |
46,795 |
1.2 |
|
|
39 |
161,894 |
4.1 |
68,929 |
1.8 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,336 |
0.5 |
169 |
0.0 |
729,092 |
NON U.S. |
|
4,122 |
0.6 |
16,041 |
2.2 |
|
|
7 |
7,458 |
1.0 |
16,210 |
2.2 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
15,145 |
0.3 |
50,669 |
1.1 |
4,646,931 |
NON U.S. |
23 |
31,606 |
0.7 |
92,858 |
2.0 |
|
|
30 |
46,751 |
1.0 |
143,527 |
3.1 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
301,675 |
13.9 |
200,577 |
9.3 |
2,165,934 |
NON U.S. |
24 |
98,625 |
4.6 |
145,052 |
6.7 |
|
|
32 |
400,300 |
18.5 |
345,629 |
16.0 |
|
CME LEAN HOGS |
U.S. |
|
671 |
0.2 |
820 |
0.3 |
311,705 |
NON U.S. |
|
21,088 |
6.8 |
2,996 |
1.0 |
|
|
10 |
21,759 |
7.0 |
3,816 |
1.2 |
|
CME LIVE CATTLE |
U.S. |
|
1,376 |
0.4 |
1,876 |
0.5 |
373,198 |
NON U.S. |
|
23,978 |
6.4 |
0 |
0.0 |
|
|
10 |
25,354 |
6.8 |
1,876 |
0.5 |
|
CME FEEDER CATTLE |
U.S. |
|
0 |
0.0 |
364 |
0.7 |
49,518 |
NON U.S. |
|
1,679 |
3.4 |
697 |
1.4 |
|
|
6 |
1,679 |
3.4 |
1,061 |
2.1 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
1,654 |
4.4 |
2,231 |
5.9 |
37,920 |
NON U.S. |
|
1,150 |
3.0 |
3,350 |
8.8 |
|
|
6 |
2,804 |
7.4 |
5,581 |
14.7 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
6,100 |
17.6 |
34,652 |
NON U.S. |
|
5 |
0.0 |
1,479 |
4.3 |
|
|
6 |
5 |
0.0 |
7,579 |
21.9 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,063 |
7.8 |
3,650 |
5.6 |
65,045 |
NON U.S. |
|
1,963 |
3.0 |
1,061 |
1.6 |
|
|
7 |
7,026 |
10.8 |
4,711 |
7.2 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
12,167 |
21.7 |
56,012 |
NON U.S. |
|
0 |
0.0 |
4,725 |
8.4 |
|
|
6 |
0 |
0.0 |
16,892 |
30.2 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,904 |
3.5 |
4,065 |
2.9 |
139,889 |
NON U.S. |
|
2,574 |
1.8 |
5,948 |
4.3 |
|
|
7 |
7,478 |
5.3 |
10,013 |
7.2 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
621 |
1.7 |
7,518 |
20.9 |
35,903 |
NON U.S. |
|
65 |
0.2 |
5,825 |
16.2 |
|
|
6 |
686 |
1.9 |
13,343 |
37.2 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
175 |
0.4 |
4,351 |
9.9 |
43,857 |
NON U.S. |
|
554 |
1.3 |
3,666 |
8.4 |
|
|
6 |
729 |
1.7 |
8,017 |
18.3 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,949 |
20.2 |
14,590 |
NON U.S. |
|
1,727 |
11.8 |
422 |
2.9 |
|
|
5 |
1,727 |
11.8 |
3,371 |
23.1 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
582 |
3.1 |
225 |
1.2 |
18,780 |
NON U.S. |
|
9 |
0.0 |
2,800 |
14.9 |
|
|
6 |
591 |
3.1 |
3,025 |
16.1 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
13,626 |
2.1 |
70,724 |
10.8 |
653,817 |
NON U.S. |
|
8,535 |
1.3 |
3,018 |
0.5 |
|
|
17 |
22,161 |
3.4 |
73,742 |
11.3 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
0 |
0.0 |
999 |
2.8 |
35,473 |
NON U.S. |
|
0 |
0.0 |
22,795 |
64.3 |
|
|
5 |
0 |
0.0 |
23,794 |
67.1 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
9,390 |
4.2 |
59,839 |
27.0 |
221,814 |
NON U.S. |
|
0 |
0.0 |
9,744 |
4.4 |
|
|
5 |
9,390 |
4.2 |
69,583 |
31.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
19,214 |
0.9 |
224,340 |
10.8 |
2,078,407 |
NON U.S. |
|
66,472 |
3.2 |
229,054 |
11.0 |
|
|
20 |
85,686 |
4.1 |
453,394 |
21.8 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
5,477 |
3.2 |
35,111 |
20.2 |
173,562 |
NON U.S. |
|
8,977 |
5.2 |
40,971 |
23.6 |
|
|
10 |
14,454 |
8.3 |
76,082 |
43.8 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
8,970 |
5.2 |
19,064 |
11.1 |
171,502 |
NON U.S. |
|
4,956 |
2.9 |
180 |
0.1 |
|
|
7 |
13,926 |
8.1 |
19,244 |
11.2 |
|
NYME BRENT (ICE) CALENDAR |
U.S. |
|
683 |
2.7 |
342 |
1.4 |
24,926 |
NON U.S. |
|
82 |
0.3 |
1,767 |
7.1 |
|
|
5 |
765 |
3.1 |
2,109 |
8.5 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
11,346 |
4.7 |
1,997 |
0.8 |
241,404 |
NON U.S. |
|
446 |
0.2 |
258 |
0.1 |
|
|
5 |
11,792 |
4.9 |
2,255 |
0.9 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
37 |
0.1 |
6,155 |
20.7 |
29,678 |
NON U.S. |
|
0 |
0.0 |
882 |
3.0 |
|
|
5 |
37 |
0.1 |
7,037 |
23.7 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
16,263 |
13.2 |
26,219 |
21.2 |
123,646 |
NON U.S. |
|
0 |
0.0 |
8,380 |
6.8 |
|
|
6 |
16,263 |
13.2 |
34,599 |
28.0 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
225 |
1.5 |
135 |
0.9 |
14,830 |
NON U.S. |
|
90 |
0.6 |
9,870 |
66.6 |
|
|
6 |
315 |
2.1 |
10,005 |
67.5 |
|
ICUS COCOA |
U.S. |
|
1,704 |
0.6 |
48 |
0.0 |
266,249 |
NON U.S. |
|
6,601 |
2.5 |
603 |
0.2 |
|
|
10 |
8,305 |
3.1 |
651 |
0.2 |
|
NYME PALLADIUM |
U.S. |
4 |
162 |
0.9 |
7,587 |
40.5 |
18,724 |
NON U.S. |
15 |
856 |
4.6 |
1,779 |
9.5 |
|
|
19 |
1,018 |
5.4 |
9,366 |
50.0 |
|
NYME PLATINUM |
U.S. |
5 |
1,728 |
2.1 |
12,122 |
14.5 |
83,492 |
NON U.S. |
19 |
3,770 |
4.5 |
10,865 |
13.0 |
|
|
24 |
5,498 |
6.6 |
22,987 |
27.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
12,321 |
1.2 |
6,733 |
0.7 |
1,025,985 |
NON U.S. |
|
50,429 |
4.9 |
5,694 |
0.6 |
|
|
12 |
62,750 |
6.1 |
12,427 |
1.2 |
|
ICUS COFFEE C |
U.S. |
|
2,323 |
0.7 |
1,782 |
0.6 |
319,356 |
NON U.S. |
|
15,471 |
4.8 |
3,360 |
1.1 |
|
|
17 |
17,794 |
5.6 |
5,142 |
1.6 |
|
CMX SILVER |
U.S. |
4 |
7,219 |
3.3 |
14,819 |
6.9 |
216,145 |
NON U.S. |
21 |
14,058 |
6.5 |
41,617 |
19.3 |
|
|
25 |
21,277 |
9.8 |
56,436 |
26.1 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
4,826 |
1.7 |
1,422 |
0.5 |
281,813 |
NON U.S. |
12 |
11,105 |
3.9 |
2,315 |
0.8 |
|
|
16 |
15,931 |
5.7 |
3,737 |
1.3 |
|
CMX GOLD |
U.S. |
5 |
8,163 |
1.7 |
73,069 |
15.2 |
481,495 |
NON U.S. |
28 |
27,341 |
5.7 |
103,463 |
21.5 |
|
|
33 |
35,504 |
7.4 |
176,532 |
36.7 |
|
CME MEXICAN PESO |
NON U.S. |
|
2,501 |
1.0 |
72,239 |
29.8 |
242,090 |
|
7 |
2,501 |
1.0 |
72,239 |
29.8 |
|
CME BRITISH POUND STERLING |
U.S. |
|
52,497 |
23.8 |
2,537 |
1.1 |
220,728 |
NON U.S. |
|
12,963 |
5.9 |
320 |
0.1 |
|
|
5 |
65,460 |
29.7 |
2,857 |
1.3 |
|
CME JAPANESE YEN |
U.S. |
|
5,088 |
3.0 |
1,916 |
1.1 |
167,810 |
NON U.S. |
|
2,889 |
1.7 |
5,909 |
3.5 |
|
|
5 |
7,977 |
4.8 |
7,825 |
4.7 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
5,170 |
1.0 |
517,428 |
NON U.S. |
|
19,573 |
3.8 |
23,149 |
4.5 |
|
|
16 |
19,573 |
3.8 |
28,319 |
5.5 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
5,915 |
1.6 |
1,547 |
0.4 |
370,843 |
NON U.S. |
9 |
13,259 |
3.6 |
1,484 |
0.4 |
|
|
13 |
19,174 |
5.2 |
3,031 |
0.8 |
|
E VIX FUTURES |
U.S. |
|
723 |
0.2 |
2,195 |
0.6 |
385,854 |
NON U.S. |
|
13,915 |
3.6 |
4,848 |
1.3 |
|
|
10 |
14,638 |
3.8 |
7,043 |
1.8 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
534 |
0.7 |
3,867 |
4.9 |
78,412 |
NON U.S. |
6 |
5,919 |
7.5 |
3,531 |
4.5 |
|
|
10 |
6,453 |
8.2 |
7,398 |
9.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,050,250 |
8.0 |
1,702,341 |
12.9 |
13,198,799 |
NON U.S. |
33 |
994,537 |
7.5 |
1,053,369 |
8.0 |
|
|
41 |
2,044,787 |
15.5 |
2,755,710 |
20.9 |
|
CME 3-MONTH SOFR |
U.S. |
|
6,415 |
8.6 |
11,312 |
15.2 |
74,450 |
NON U.S. |
|
888 |
1.2 |
2,192 |
2.9 |
|
|
7 |
7,303 |
9.8 |
13,504 |
18.1 |
|
CME 1-MONTH SOFR |
U.S. |
|
7,671 |
9.9 |
6,009 |
7.8 |
77,193 |
NON U.S. |
|
1,934 |
2.5 |
1,609 |
2.1 |
|
|
7 |
9,605 |
12.4 |
7,618 |
9.9 |
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
1,500 |
10.3 |
14,595 |
NON U.S. |
|
3,021 |
20.7 |
3,177 |
21.8 |
|
|
5 |
3,021 |
20.7 |
4,677 |
32.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
14,349 |
0.5 |
86,832 |
3.2 |
2,714,128 |
NON U.S. |
20 |
145,467 |
5.4 |
132,852 |
4.9 |
|
|
26 |
159,816 |
5.9 |
219,684 |
8.1 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
800 |
2.9 |
0 |
0.0 |
27,200 |
NON U.S. |
|
2,404 |
8.8 |
9,398 |
34.6 |
|
|
6 |
3,204 |
11.8 |
9,398 |
34.6 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
510 |
3.0 |
16,777 |
NON U.S. |
|
1,847 |
11.0 |
608 |
3.6 |
|
|
5 |
1,847 |
11.0 |
1,118 |
6.7 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
7,000 |
3.0 |
29,580 |
12.8 |
231,090 |
NON U.S. |
|
30,750 |
13.3 |
40,744 |
17.6 |
|
|
6 |
37,750 |
16.3 |
70,324 |
30.4 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
1,898 |
8.6 |
0 |
0.0 |
22,098 |
NON U.S. |
|
657 |
3.0 |
114 |
0.5 |
|
|
5 |
2,555 |
11.6 |
114 |
0.5 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
3,279 |
1.5 |
1,982 |
0.9 |
222,720 |
NON U.S. |
10 |
13,935 |
6.3 |
2,505 |
1.1 |
|
|
14 |
17,214 |
7.7 |
4,487 |
2.0 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
10,875 |
6.4 |
1,170 |
0.7 |
170,251 |
NON U.S. |
|
6,389 |
3.8 |
2,642 |
1.6 |
|
|
5 |
17,264 |
10.1 |
3,812 |
2.2 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
6,727 |
1.6 |
1,290 |
0.3 |
421,937 |
NON U.S. |
14 |
19,538 |
4.6 |
6,668 |
1.6 |
|
|
19 |
26,265 |
6.2 |
7,958 |
1.9 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
|
0 |
0.0 |
200 |
0.3 |
76,132 |
NON U.S. |
|
2,431 |
3.2 |
1 |
0.0 |
|
|
6 |
2,431 |
3.2 |
201 |
0.3 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,256 |
0.7 |
0 |
0.0 |
333,060 |
NON U.S. |
4 |
1,516 |
0.5 |
9,553 |
2.9 |
|
|
8 |
3,772 |
1.1 |
9,553 |
2.9 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
2,772 |
0.2 |
179 |
0.0 |
1,268,910 |
NON U.S. |
14 |
14,939 |
1.2 |
90,845 |
7.2 |
|
|
18 |
17,711 |
1.4 |
91,024 |
7.2 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
863 |
0.8 |
3,412 |
3.1 |
109,996 |
NON U.S. |
|
52,347 |
47.6 |
26,864 |
24.4 |
|
|
7 |
53,210 |
48.4 |
30,276 |
27.5 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
2,661 |
9.1 |
0 |
0.0 |
29,291 |
NON U.S. |
|
1,740 |
5.9 |
0 |
0.0 |
|
|
5 |
4,401 |
15.0 |
0 |
0.0 |
|
|
|
|
|
|
|
|
|