|
REPORT DATE: 3/3/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
13,374 |
3.1 |
2,131 |
0.5 |
426,357 |
NON U.S. |
|
34,477 |
8.1 |
15,099 |
3.5 |
|
|
20 |
47,851 |
11.2 |
17,230 |
4.0 |
|
CBT WHEAT-HRW |
U.S. |
|
7,077 |
2.8 |
1,810 |
0.7 |
250,643 |
NON U.S. |
|
17,753 |
7.1 |
2,885 |
1.2 |
|
|
13 |
24,830 |
9.9 |
4,695 |
1.9 |
|
CBT CORN |
U.S. |
|
5,633 |
0.4 |
6,624 |
0.4 |
1,501,015 |
NON U.S. |
|
77,960 |
5.2 |
8,722 |
0.6 |
|
|
15 |
83,593 |
5.6 |
15,346 |
1.0 |
|
CBT SOYBEANS |
U.S. |
4 |
1,283 |
0.2 |
4,996 |
0.6 |
787,023 |
NON U.S. |
13 |
51,941 |
6.6 |
836 |
0.1 |
|
|
17 |
53,224 |
6.8 |
5,832 |
0.7 |
|
CBT SOYBEAN OIL |
U.S. |
|
6,210 |
1.4 |
3,667 |
0.8 |
458,102 |
NON U.S. |
|
38,011 |
8.3 |
2,128 |
0.5 |
|
|
12 |
44,221 |
9.7 |
5,795 |
1.3 |
|
CBT U.S. TREASURY BONDS |
U.S. |
6 |
20,363 |
1.7 |
576 |
0.0 |
1,230,954 |
NON U.S. |
12 |
7,712 |
0.6 |
18,623 |
1.5 |
|
|
18 |
28,075 |
2.3 |
19,199 |
1.6 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
3,832 |
0.3 |
2,143 |
0.2 |
1,175,514 |
NON U.S. |
|
6,788 |
0.6 |
7,184 |
0.6 |
|
|
7 |
10,620 |
0.9 |
9,327 |
0.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
22,849 |
5.6 |
4,098 |
1.0 |
411,198 |
NON U.S. |
9 |
19,335 |
4.7 |
947 |
0.2 |
|
|
13 |
42,184 |
10.3 |
5,045 |
1.2 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
15,715 |
0.3 |
1,892,460 |
37.1 |
5,098,015 |
NON U.S. |
9 |
74,592 |
1.5 |
974,478 |
19.1 |
|
|
14 |
90,307 |
1.8 |
2,866,938 |
56.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
28,303 |
14.0 |
43,418 |
21.5 |
202,015 |
NON U.S. |
|
10,301 |
5.1 |
4,694 |
2.3 |
|
|
7 |
38,604 |
19.1 |
48,112 |
23.8 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
1,565 |
0.4 |
73,853 |
20.3 |
363,610 |
NON U.S. |
|
13,535 |
3.7 |
52,768 |
14.5 |
|
|
8 |
15,100 |
4.2 |
126,621 |
34.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
304 |
0.0 |
8,834 |
1.0 |
860,672 |
NON U.S. |
|
23,508 |
2.7 |
584,121 |
67.9 |
|
|
7 |
23,812 |
2.8 |
592,955 |
68.9 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
28,449 |
7.2 |
2,760 |
0.7 |
394,794 |
NON U.S. |
|
5,737 |
1.5 |
34,206 |
8.7 |
|
|
8 |
34,186 |
8.7 |
36,966 |
9.4 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
16,751 |
3.0 |
74,086 |
13.2 |
563,327 |
NON U.S. |
4 |
1,977 |
0.4 |
20,069 |
3.6 |
|
|
8 |
18,728 |
3.3 |
94,155 |
16.7 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
9,030 |
2.0 |
180,544 |
40.2 |
448,984 |
NON U.S. |
4 |
14,326 |
3.2 |
28,549 |
6.4 |
|
|
8 |
23,356 |
5.2 |
209,093 |
46.6 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
304 |
0.1 |
93,408 |
30.8 |
302,908 |
NON U.S. |
|
0 |
0.0 |
56,352 |
18.6 |
|
|
7 |
304 |
0.1 |
149,760 |
49.4 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
11,411 |
5.6 |
53,331 |
26.3 |
202,871 |
NON U.S. |
|
1,544 |
0.8 |
13,824 |
6.8 |
|
|
6 |
12,955 |
6.4 |
67,155 |
33.1 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
13,107 |
2.1 |
152,449 |
24.5 |
623,131 |
NON U.S. |
|
41,681 |
6.7 |
89,779 |
14.4 |
|
|
8 |
54,788 |
8.8 |
242,228 |
38.9 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
11,852 |
4.1 |
3,919 |
1.4 |
289,124 |
NON U.S. |
|
10,981 |
3.8 |
0 |
0.0 |
|
|
6 |
22,833 |
7.9 |
3,919 |
1.4 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
8,839 |
3.2 |
1,547 |
0.6 |
276,412 |
NON U.S. |
|
6,764 |
2.4 |
0 |
0.0 |
|
|
6 |
15,603 |
5.6 |
1,547 |
0.6 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
1,104 |
0.4 |
25,970 |
8.8 |
295,387 |
NON U.S. |
|
7,704 |
2.6 |
24,791 |
8.4 |
|
|
5 |
8,808 |
3.0 |
50,761 |
17.2 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
163 |
0.2 |
336 |
0.4 |
93,217 |
NON U.S. |
|
19,858 |
21.3 |
2,168 |
2.3 |
|
|
7 |
20,021 |
21.5 |
2,504 |
2.7 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
6,127 |
3.2 |
12,047 |
6.2 |
193,979 |
NON U.S. |
|
4,852 |
2.5 |
3,759 |
1.9 |
|
|
6 |
10,979 |
5.7 |
15,806 |
8.1 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
36,933 |
14.3 |
6,223 |
2.4 |
257,426 |
NON U.S. |
|
0 |
0.0 |
10,191 |
4.0 |
|
|
6 |
36,933 |
14.3 |
16,414 |
6.4 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,296 |
1.7 |
8,668 |
6.3 |
137,371 |
NON U.S. |
|
93 |
0.1 |
11,707 |
8.5 |
|
|
5 |
2,389 |
1.7 |
20,375 |
14.8 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
17,446 |
6.5 |
105,771 |
39.6 |
267,252 |
NON U.S. |
|
5,924 |
2.2 |
39,968 |
15.0 |
|
|
6 |
23,370 |
8.7 |
145,739 |
54.5 |
|
NYME NATURAL GAS |
U.S. |
4 |
76,109 |
5.3 |
40,917 |
2.8 |
1,443,665 |
NON U.S. |
15 |
88,864 |
6.2 |
55,368 |
3.8 |
|
|
19 |
164,973 |
11.4 |
96,285 |
6.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
7,102 |
2.5 |
63,387 |
22.4 |
282,655 |
NON U.S. |
5 |
3,694 |
1.3 |
15,770 |
5.6 |
|
|
9 |
10,796 |
3.8 |
79,157 |
28.0 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
20,235 |
19.6 |
8,857 |
8.6 |
103,139 |
NON U.S. |
|
6,156 |
6.0 |
1,237 |
1.2 |
|
|
6 |
26,391 |
25.6 |
10,094 |
9.8 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,059 |
0.9 |
6,134 |
1.4 |
449,552 |
NON U.S. |
|
45,106 |
10.0 |
5,325 |
1.2 |
|
|
16 |
49,165 |
10.9 |
11,459 |
2.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,731 |
1.8 |
474 |
0.2 |
201,743 |
NON U.S. |
|
13,792 |
6.8 |
12,152 |
6.0 |
|
|
17 |
17,523 |
8.7 |
12,626 |
6.3 |
|
NYME HENRY HUB |
U.S. |
|
15,620 |
2.1 |
252,530 |
34.4 |
733,879 |
NON U.S. |
|
37,056 |
5.0 |
236,620 |
32.2 |
|
|
11 |
52,676 |
7.2 |
489,150 |
66.7 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
36,493 |
28.9 |
5,489 |
4.3 |
126,199 |
NON U.S. |
|
24,089 |
19.1 |
5,095 |
4.0 |
|
|
9 |
60,582 |
48.0 |
10,584 |
8.4 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
9,501 |
0.3 |
43,331 |
1.3 |
3,289,006 |
NON U.S. |
20 |
19,046 |
0.6 |
81,025 |
2.5 |
|
|
25 |
28,547 |
0.9 |
124,356 |
3.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
79,588 |
2.0 |
34,961 |
0.9 |
3,913,108 |
NON U.S. |
30 |
68,854 |
1.8 |
38,769 |
1.0 |
|
|
37 |
148,442 |
3.8 |
73,730 |
1.9 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
2,937 |
0.3 |
0 |
0.0 |
896,614 |
NON U.S. |
|
3,591 |
0.4 |
9,768 |
1.1 |
|
|
6 |
6,528 |
0.7 |
9,768 |
1.1 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
34,986 |
0.8 |
42,801 |
0.9 |
4,641,287 |
NON U.S. |
22 |
69,392 |
1.5 |
139,009 |
3.0 |
|
|
27 |
104,378 |
2.2 |
181,810 |
3.9 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
231,556 |
13.4 |
177,969 |
10.3 |
1,731,708 |
NON U.S. |
23 |
189,029 |
10.9 |
72,180 |
4.2 |
|
|
28 |
420,585 |
24.3 |
250,149 |
14.4 |
|
CME LEAN HOGS |
U.S. |
|
713 |
0.2 |
1,453 |
0.5 |
287,058 |
NON U.S. |
|
15,882 |
5.5 |
2,702 |
0.9 |
|
|
12 |
16,595 |
5.8 |
4,155 |
1.4 |
|
CME LIVE CATTLE |
U.S. |
|
1,163 |
0.3 |
495 |
0.1 |
344,960 |
NON U.S. |
|
20,524 |
5.9 |
30 |
0.0 |
|
|
10 |
21,687 |
6.3 |
525 |
0.2 |
|
CME FEEDER CATTLE |
U.S. |
|
27 |
0.1 |
474 |
0.9 |
50,286 |
NON U.S. |
|
1,574 |
3.1 |
303 |
0.6 |
|
|
7 |
1,601 |
3.2 |
777 |
1.5 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
3,025 |
9.6 |
3,313 |
10.5 |
31,460 |
NON U.S. |
|
0 |
0.0 |
2,504 |
8.0 |
|
|
5 |
3,025 |
9.6 |
5,817 |
18.5 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
7,086 |
19.3 |
36,667 |
NON U.S. |
|
0 |
0.0 |
2,383 |
6.5 |
|
|
5 |
0 |
0.0 |
9,469 |
25.8 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
6,977 |
13.1 |
1,842 |
3.5 |
53,237 |
NON U.S. |
|
3,004 |
5.6 |
234 |
0.4 |
|
|
7 |
9,981 |
18.7 |
2,076 |
3.9 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
11,062 |
20.7 |
53,353 |
NON U.S. |
|
0 |
0.0 |
2,426 |
4.5 |
|
|
5 |
0 |
0.0 |
13,488 |
25.3 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
1,839 |
1.3 |
7,861 |
5.5 |
142,417 |
NON U.S. |
|
2,352 |
1.7 |
4,420 |
3.1 |
|
|
6 |
4,191 |
2.9 |
12,281 |
8.6 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
3,244 |
8.1 |
7,156 |
17.8 |
40,110 |
NON U.S. |
|
0 |
0.0 |
6,226 |
15.5 |
|
|
5 |
3,244 |
8.1 |
13,382 |
33.4 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
120 |
0.2 |
5,832 |
10.9 |
53,581 |
NON U.S. |
|
707 |
1.3 |
2,579 |
4.8 |
|
|
6 |
827 |
1.5 |
8,411 |
15.7 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
515 |
1.9 |
5,800 |
20.9 |
27,758 |
NON U.S. |
|
2,219 |
8.0 |
1,182 |
4.3 |
|
|
6 |
2,734 |
9.8 |
6,982 |
25.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
19,117 |
3.1 |
90,453 |
14.8 |
612,975 |
NON U.S. |
|
4,886 |
0.8 |
12,135 |
2.0 |
|
|
16 |
24,003 |
3.9 |
102,588 |
16.7 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
0 |
0.0 |
634 |
2.3 |
27,581 |
NON U.S. |
|
90 |
0.3 |
16,480 |
59.8 |
|
|
7 |
90 |
0.3 |
17,114 |
62.0 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
90 |
0.8 |
9,116 |
76.0 |
11,987 |
|
6 |
90 |
0.8 |
9,116 |
76.0 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
71,760 |
31.1 |
230,670 |
NON U.S. |
|
0 |
0.0 |
30,766 |
13.3 |
|
|
6 |
0 |
0.0 |
102,526 |
44.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
43,865 |
2.0 |
269,255 |
12.3 |
2,196,089 |
NON U.S. |
18 |
65,105 |
3.0 |
227,804 |
10.4 |
|
|
22 |
108,970 |
5.0 |
497,059 |
22.6 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
2,064 |
1.3 |
17,636 |
11.2 |
157,649 |
NON U.S. |
|
6,057 |
3.8 |
46,158 |
29.3 |
|
|
11 |
8,121 |
5.2 |
63,794 |
40.5 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
785 |
0.5 |
17,273 |
11.9 |
145,287 |
NON U.S. |
|
1,392 |
1.0 |
180 |
0.1 |
|
|
6 |
2,177 |
1.5 |
17,453 |
12.0 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
0 |
0.0 |
21,170 |
12.9 |
163,959 |
NON U.S. |
|
0 |
0.0 |
5,503 |
3.4 |
|
|
6 |
0 |
0.0 |
26,673 |
16.3 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
33,016 |
44.7 |
73,837 |
NON U.S. |
|
0 |
0.0 |
18,467 |
25.0 |
|
|
5 |
0 |
0.0 |
51,483 |
69.7 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
3,432 |
2.6 |
17,166 |
13.1 |
130,822 |
NON U.S. |
|
0 |
0.0 |
10,761 |
8.2 |
|
|
5 |
3,432 |
2.6 |
27,927 |
21.3 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
125 |
1.8 |
6,991 |
NON U.S. |
|
267 |
3.8 |
5,067 |
72.5 |
|
|
5 |
267 |
3.8 |
5,192 |
74.3 |
|
ICUS COCOA |
U.S. |
|
3,846 |
1.2 |
0 |
0.0 |
331,028 |
NON U.S. |
|
6,645 |
2.0 |
457 |
0.1 |
|
|
8 |
10,491 |
3.2 |
457 |
0.1 |
|
NYME PALLADIUM |
U.S. |
|
204 |
1.6 |
2,863 |
21.9 |
13,055 |
NON U.S. |
|
934 |
7.2 |
944 |
7.2 |
|
|
15 |
1,138 |
8.7 |
3,807 |
29.2 |
|
NYME PLATINUM |
U.S. |
5 |
776 |
0.9 |
18,628 |
22.7 |
82,051 |
NON U.S. |
18 |
5,282 |
6.4 |
19,362 |
23.6 |
|
|
23 |
6,058 |
7.4 |
37,990 |
46.3 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
15,894 |
1.4 |
2,564 |
0.2 |
1,142,524 |
NON U.S. |
|
48,871 |
4.3 |
43,015 |
3.8 |
|
|
15 |
64,765 |
5.7 |
45,579 |
4.0 |
|
ICUS COFFEE C |
U.S. |
|
3,768 |
1.4 |
1,945 |
0.7 |
278,744 |
NON U.S. |
|
13,168 |
4.7 |
15,544 |
5.6 |
|
|
24 |
16,936 |
6.1 |
17,489 |
6.3 |
|
CMX SILVER |
U.S. |
4 |
3,236 |
1.6 |
30,280 |
15.4 |
196,909 |
NON U.S. |
23 |
12,180 |
6.2 |
54,846 |
27.9 |
|
|
27 |
15,416 |
7.8 |
85,126 |
43.2 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,379 |
1.4 |
56 |
0.0 |
242,931 |
NON U.S. |
|
11,569 |
4.8 |
1,756 |
0.7 |
|
|
13 |
14,948 |
6.2 |
1,812 |
0.7 |
|
CMX GOLD |
U.S. |
4 |
6,533 |
0.9 |
114,898 |
16.6 |
691,985 |
NON U.S. |
34 |
70,765 |
10.2 |
178,983 |
25.9 |
|
|
38 |
77,298 |
11.2 |
293,881 |
42.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
6,199 |
3.9 |
1,577 |
1.0 |
160,511 |
NON U.S. |
|
8,414 |
5.2 |
739 |
0.5 |
|
|
5 |
14,613 |
9.1 |
2,316 |
1.4 |
|
CME MEXICAN PESO |
NON U.S. |
|
6,742 |
2.9 |
86,672 |
37.1 |
233,892 |
|
9 |
6,742 |
2.9 |
86,672 |
37.1 |
|
CME BRITISH POUND STERLING |
U.S. |
|
1,028 |
0.5 |
5,409 |
2.5 |
214,672 |
NON U.S. |
|
9,229 |
4.3 |
848 |
0.4 |
|
|
6 |
10,257 |
4.8 |
6,257 |
2.9 |
|
CME JAPANESE YEN |
U.S. |
|
60,308 |
30.4 |
2,650 |
1.3 |
198,404 |
NON U.S. |
|
4,890 |
2.5 |
8,074 |
4.1 |
|
|
6 |
65,198 |
32.9 |
10,724 |
5.4 |
|
CME EURO FX |
U.S. |
|
21,651 |
3.4 |
32,061 |
5.0 |
640,357 |
NON U.S. |
|
21,797 |
3.4 |
12,819 |
2.0 |
|
|
17 |
43,448 |
6.8 |
44,880 |
7.0 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
6,990 |
1.8 |
2,805 |
0.7 |
382,309 |
NON U.S. |
|
12,989 |
3.4 |
2,123 |
0.6 |
|
|
11 |
19,979 |
5.2 |
4,928 |
1.3 |
|
CME NEW ZEALAND DOLLAR |
U.S. |
|
13,634 |
21.7 |
50 |
0.1 |
62,847 |
NON U.S. |
|
4,596 |
7.3 |
314 |
0.5 |
|
|
6 |
18,230 |
29.0 |
364 |
0.6 |
|
E VIX FUTURES |
U.S. |
4 |
5,038 |
1.1 |
5,056 |
1.1 |
451,311 |
NON U.S. |
5 |
21,908 |
4.9 |
9,260 |
2.1 |
|
|
9 |
26,946 |
6.0 |
14,316 |
3.2 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
1,473 |
1.6 |
11,583 |
12.9 |
89,696 |
NON U.S. |
7 |
1,837 |
2.0 |
14,729 |
16.4 |
|
|
12 |
3,310 |
3.7 |
26,312 |
29.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
629,477 |
5.3 |
1,859,649 |
15.7 |
11,821,031 |
NON U.S. |
37 |
904,571 |
7.7 |
960,746 |
8.1 |
|
|
44 |
1,534,048 |
13.0 |
2,820,395 |
23.9 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
1,852 |
0.9 |
27,215 |
13.0 |
209,585 |
NON U.S. |
6 |
5,800 |
2.8 |
9,770 |
4.7 |
|
|
10 |
7,652 |
3.7 |
36,985 |
17.6 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
8,620 |
2.8 |
47,326 |
15.5 |
306,314 |
NON U.S. |
5 |
4,464 |
1.5 |
15,059 |
4.9 |
|
|
9 |
13,084 |
4.3 |
62,385 |
20.4 |
|
CME S&P 500 STOCK INDEX |
U.S. |
|
0 |
0.0 |
2,300 |
3.1 |
74,667 |
NON U.S. |
|
13,786 |
18.5 |
1,416 |
1.9 |
|
|
6 |
13,786 |
18.5 |
3,716 |
5.0 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
0 |
0.0 |
438 |
3.3 |
13,435 |
NON U.S. |
|
257 |
1.9 |
971 |
7.2 |
|
|
5 |
257 |
1.9 |
1,409 |
10.5 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
2,131 |
12.7 |
11,674 |
69.6 |
16,781 |
|
6 |
2,131 |
12.7 |
11,674 |
69.6 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8 |
24,782 |
0.8 |
90,317 |
2.9 |
3,065,867 |
NON U.S. |
29 |
68,784 |
2.2 |
270,956 |
8.8 |
|
|
37 |
93,566 |
3.1 |
361,273 |
11.8 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
395 |
1.4 |
0 |
0.0 |
28,305 |
NON U.S. |
|
350 |
1.2 |
13,899 |
49.1 |
|
|
6 |
745 |
2.6 |
13,899 |
49.1 |
|
CME E-MINI S&P MATERIALS INDEX |
U.S. |
|
1,344 |
16.2 |
0 |
0.0 |
8,301 |
NON U.S. |
|
2,293 |
27.6 |
2,916 |
35.1 |
|
|
5 |
3,637 |
43.8 |
2,916 |
35.1 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
0 |
0.0 |
947 |
8.5 |
11,117 |
NON U.S. |
|
401 |
3.6 |
5,476 |
49.3 |
|
|
5 |
401 |
3.6 |
6,423 |
57.8 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
2,511 |
15.7 |
16,040 |
NON U.S. |
|
1,138 |
7.1 |
4,961 |
30.9 |
|
|
6 |
1,138 |
7.1 |
7,472 |
46.6 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
16,093 |
5.9 |
36,763 |
13.5 |
272,752 |
NON U.S. |
|
62,884 |
23.1 |
18,750 |
6.9 |
|
|
7 |
78,977 |
29.0 |
55,513 |
20.4 |
|
CME E-MINI S&P COMMUNICATION INDEX |
U.S. |
|
1,000 |
10.6 |
0 |
0.0 |
9,390 |
NON U.S. |
|
5,827 |
62.1 |
3,174 |
33.8 |
|
|
5 |
6,827 |
72.7 |
3,174 |
33.8 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
3,278 |
11.8 |
53 |
0.2 |
27,879 |
NON U.S. |
|
3,496 |
12.5 |
2 |
0.0 |
|
|
5 |
6,774 |
24.3 |
55 |
0.2 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
292 |
0.1 |
6,456 |
3.0 |
216,843 |
NON U.S. |
|
7,693 |
3.5 |
12,593 |
5.8 |
|
|
18 |
7,985 |
3.7 |
19,049 |
8.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
8,059 |
1.7 |
12,654 |
2.7 |
468,213 |
NON U.S. |
14 |
18,823 |
4.0 |
40,545 |
8.7 |
|
|
20 |
26,882 |
5.7 |
53,199 |
11.4 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
2,184 |
0.6 |
2,741 |
0.7 |
388,064 |
NON U.S. |
6 |
536 |
0.1 |
15,338 |
4.0 |
|
|
11 |
2,720 |
0.7 |
18,079 |
4.7 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
6 |
14,357 |
0.9 |
4,556 |
0.3 |
1,535,141 |
NON U.S. |
16 |
14,803 |
1.0 |
171,161 |
11.1 |
|
|
22 |
29,160 |
1.9 |
175,717 |
11.4 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
606 |
0.4 |
5,822 |
4.2 |
137,717 |
NON U.S. |
4 |
10,015 |
7.3 |
25,246 |
18.3 |
|
|
8 |
10,621 |
7.7 |
31,068 |
22.6 |
|