|
REPORT DATE: 3/2/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
10,641 |
2.5 |
191 |
0.0 |
418,842 |
NON U.S. |
|
40,008 |
9.6 |
14,690 |
3.5 |
|
|
16 |
50,649 |
12.1 |
14,881 |
3.6 |
|
CBT WHEAT-HRW |
U.S. |
|
6,332 |
2.8 |
0 |
0.0 |
223,072 |
NON U.S. |
|
17,744 |
8.0 |
7,599 |
3.4 |
|
|
12 |
24,076 |
10.8 |
7,599 |
3.4 |
|
CBT CORN |
U.S. |
|
32,226 |
1.8 |
3,948 |
0.2 |
1,799,033 |
NON U.S. |
|
98,411 |
5.5 |
21,962 |
1.2 |
|
|
16 |
130,637 |
7.3 |
25,910 |
1.4 |
|
CBT SOYBEANS |
U.S. |
|
10,467 |
1.2 |
23,945 |
2.8 |
848,466 |
NON U.S. |
|
61,265 |
7.2 |
26,966 |
3.2 |
|
|
19 |
71,732 |
8.5 |
50,911 |
6.0 |
|
CBT SOYBEAN OIL |
U.S. |
|
5,129 |
1.1 |
2,289 |
0.5 |
475,547 |
NON U.S. |
|
33,502 |
7.0 |
4,380 |
0.9 |
|
|
14 |
38,631 |
8.1 |
6,669 |
1.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
3,296 |
0.3 |
6,537 |
0.5 |
1,228,416 |
NON U.S. |
|
1,744 |
0.1 |
12,344 |
1.0 |
|
|
12 |
5,040 |
0.4 |
18,881 |
1.5 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
3,826 |
0.3 |
0 |
0.0 |
1,145,336 |
NON U.S. |
|
1,072 |
0.1 |
12,465 |
1.1 |
|
|
5 |
4,898 |
0.4 |
12,465 |
1.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
18,845 |
4.3 |
2,348 |
0.5 |
433,803 |
NON U.S. |
|
19,827 |
4.6 |
785 |
0.2 |
|
|
13 |
38,672 |
8.9 |
3,133 |
0.7 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
9,670 |
0.2 |
2,219,337 |
35.7 |
6,210,091 |
NON U.S. |
9 |
67,482 |
1.1 |
1,712,494 |
27.6 |
|
|
14 |
77,152 |
1.2 |
3,931,831 |
63.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
48,402 |
15.3 |
22,899 |
7.2 |
316,575 |
NON U.S. |
|
12,424 |
3.9 |
14,644 |
4.6 |
|
|
7 |
60,826 |
19.2 |
37,543 |
11.9 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
0 |
0.0 |
68,088 |
25.6 |
265,820 |
NON U.S. |
4 |
7,434 |
2.8 |
42,712 |
16.1 |
|
|
8 |
7,434 |
2.8 |
110,800 |
41.7 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
25,163 |
2.6 |
985,525 |
NON U.S. |
|
26,264 |
2.7 |
564,310 |
57.3 |
|
|
7 |
26,264 |
2.7 |
589,473 |
59.8 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
29,010 |
7.9 |
1,431 |
0.4 |
366,956 |
NON U.S. |
|
1,588 |
0.4 |
34,587 |
9.4 |
|
|
7 |
30,598 |
8.3 |
36,018 |
9.8 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
27,506 |
4.3 |
55,262 |
8.6 |
640,391 |
NON U.S. |
5 |
1,853 |
0.3 |
71,959 |
11.2 |
|
|
9 |
29,359 |
4.6 |
127,221 |
19.9 |
|
IFED WAHA FIN BASIS |
U.S. |
|
10,659 |
2.3 |
145,675 |
31.8 |
458,161 |
NON U.S. |
|
9,113 |
2.0 |
53,686 |
11.7 |
|
|
9 |
19,772 |
4.3 |
199,361 |
43.5 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
144,354 |
42.8 |
336,944 |
NON U.S. |
5 |
0 |
0.0 |
89,184 |
26.5 |
|
|
9 |
0 |
0.0 |
233,538 |
69.3 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
5,981 |
3.1 |
43,888 |
22.6 |
193,939 |
NON U.S. |
|
860 |
0.4 |
32,147 |
16.6 |
|
|
7 |
6,841 |
3.5 |
76,035 |
39.2 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
6,022 |
0.9 |
197,341 |
29.7 |
663,667 |
NON U.S. |
5 |
13,078 |
2.0 |
67,143 |
10.1 |
|
|
9 |
19,100 |
2.9 |
264,484 |
39.9 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
2,031 |
0.9 |
58,294 |
27.1 |
215,067 |
NON U.S. |
|
0 |
0.0 |
59,526 |
27.7 |
|
|
6 |
2,031 |
0.9 |
117,820 |
54.8 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
10,468 |
6.1 |
889 |
0.5 |
171,288 |
NON U.S. |
|
10,047 |
5.9 |
27,475 |
16.0 |
|
|
8 |
20,515 |
12.0 |
28,364 |
16.6 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
7,684 |
4.1 |
1,778 |
0.9 |
189,372 |
NON U.S. |
|
6,986 |
3.7 |
29,854 |
15.8 |
|
|
7 |
14,670 |
7.7 |
31,632 |
16.7 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
62 |
0.0 |
46,492 |
20.2 |
229,667 |
NON U.S. |
|
8,083 |
3.5 |
11,932 |
5.2 |
|
|
5 |
8,145 |
3.5 |
58,424 |
25.4 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
716 |
0.3 |
18,457 |
8.9 |
208,094 |
NON U.S. |
|
0 |
0.0 |
19,425 |
9.3 |
|
|
5 |
716 |
0.3 |
37,882 |
18.2 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
184 |
0.2 |
290 |
0.3 |
99,385 |
NON U.S. |
|
9,017 |
9.1 |
24,355 |
24.5 |
|
|
6 |
9,201 |
9.3 |
24,645 |
24.8 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
2,295 |
1.4 |
17,009 |
10.2 |
166,597 |
NON U.S. |
|
1,312 |
0.8 |
34,162 |
20.5 |
|
|
7 |
3,607 |
2.2 |
51,171 |
30.7 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
10,007 |
4.1 |
19,212 |
7.8 |
244,800 |
NON U.S. |
|
0 |
0.0 |
8,484 |
3.5 |
|
|
6 |
10,007 |
4.1 |
27,696 |
11.3 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
71,861 |
20.6 |
146,904 |
42.1 |
349,239 |
NON U.S. |
|
3,992 |
1.1 |
21,754 |
6.2 |
|
|
5 |
75,853 |
21.7 |
168,658 |
48.3 |
|
IFED REX ZONE 3 BASIS |
U.S. |
|
31 |
0.0 |
19,256 |
9.1 |
210,707 |
NON U.S. |
|
0 |
0.0 |
8,557 |
4.1 |
|
|
5 |
31 |
0.0 |
27,813 |
13.2 |
|
NYME NATURAL GAS |
U.S. |
4 |
38,477 |
3.2 |
29,904 |
2.5 |
1,205,198 |
NON U.S. |
13 |
47,396 |
3.9 |
44,490 |
3.7 |
|
|
17 |
85,873 |
7.1 |
74,394 |
6.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
4,177 |
1.2 |
93,298 |
26.2 |
355,618 |
NON U.S. |
6 |
3,680 |
1.0 |
45,416 |
12.8 |
|
|
10 |
7,857 |
2.2 |
138,714 |
39.0 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
37,673 |
27.1 |
3,258 |
2.3 |
138,760 |
NON U.S. |
|
31,688 |
22.8 |
1,328 |
1.0 |
|
|
8 |
69,361 |
50.0 |
4,586 |
3.3 |
|
CBT SOYBEAN MEAL |
U.S. |
|
5,674 |
1.4 |
0 |
0.0 |
402,730 |
NON U.S. |
|
36,475 |
9.1 |
5,404 |
1.3 |
|
|
14 |
42,149 |
10.5 |
5,404 |
1.3 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,493 |
1.5 |
850 |
0.4 |
240,280 |
NON U.S. |
|
20,501 |
8.5 |
12,921 |
5.4 |
|
|
14 |
23,994 |
10.0 |
13,771 |
5.7 |
|
NYME HENRY HUB |
U.S. |
4 |
10,341 |
1.7 |
266,277 |
42.8 |
622,757 |
NON U.S. |
8 |
45,699 |
7.3 |
158,203 |
25.4 |
|
|
12 |
56,040 |
9.0 |
424,480 |
68.2 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
95,670 |
34.2 |
7,607 |
2.7 |
279,955 |
NON U.S. |
|
61,519 |
22.0 |
10,546 |
3.8 |
|
|
11 |
157,189 |
56.1 |
18,153 |
6.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
19,535 |
0.9 |
11,363 |
0.5 |
2,281,368 |
NON U.S. |
14 |
29,612 |
1.3 |
148,908 |
6.5 |
|
|
18 |
49,147 |
2.2 |
160,271 |
7.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
54,519 |
1.5 |
9,214 |
0.3 |
3,556,876 |
NON U.S. |
31 |
45,867 |
1.3 |
82,970 |
2.3 |
|
|
37 |
100,386 |
2.8 |
92,184 |
2.6 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,242 |
0.3 |
7,859 |
0.6 |
1,269,560 |
NON U.S. |
|
10,028 |
0.8 |
10,632 |
0.8 |
|
|
8 |
13,270 |
1.0 |
18,491 |
1.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
13,370 |
0.4 |
23,210 |
0.7 |
3,500,914 |
NON U.S. |
21 |
55,126 |
1.6 |
29,257 |
0.8 |
|
|
25 |
68,496 |
2.0 |
52,467 |
1.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
181,562 |
18.4 |
51,573 |
5.2 |
985,434 |
NON U.S. |
18 |
70,549 |
7.2 |
60,036 |
6.1 |
|
|
23 |
252,111 |
25.6 |
111,609 |
11.3 |
|
CME LEAN HOGS |
NON U.S. |
|
14,212 |
5.4 |
6,846 |
2.6 |
263,683 |
|
9 |
14,212 |
5.4 |
6,846 |
2.6 |
|
CME LIVE CATTLE |
NON U.S. |
8 |
19,261 |
5.8 |
640 |
0.2 |
334,771 |
|
8 |
19,261 |
5.8 |
640 |
0.2 |
|
CME FEEDER CATTLE |
NON U.S. |
|
1,182 |
2.8 |
105 |
0.2 |
42,375 |
|
6 |
1,182 |
2.8 |
105 |
0.2 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
690 |
3.7 |
3,112 |
16.5 |
18,819 |
NON U.S. |
|
47 |
0.2 |
3,137 |
16.7 |
|
|
6 |
737 |
3.9 |
6,249 |
33.2 |
|
IFED PROPANE OPIS CONWAY INWELL FP |
U.S. |
|
295 |
5.1 |
330 |
5.7 |
5,751 |
NON U.S. |
|
225 |
3.9 |
1,302 |
22.6 |
|
|
5 |
520 |
9.0 |
1,632 |
28.4 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
3,945 |
20.0 |
19,714 |
NON U.S. |
|
0 |
0.0 |
4,850 |
24.6 |
|
|
6 |
0 |
0.0 |
8,795 |
44.6 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
3,326 |
6.2 |
2,744 |
5.1 |
53,650 |
NON U.S. |
|
2,914 |
5.4 |
2,258 |
4.2 |
|
|
8 |
6,240 |
11.6 |
5,002 |
9.3 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
4 |
0 |
0.0 |
12,378 |
20.8 |
59,494 |
NON U.S. |
5 |
0 |
0.0 |
10,516 |
17.7 |
|
|
9 |
0 |
0.0 |
22,894 |
38.5 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,544 |
2.5 |
10,886 |
7.8 |
140,408 |
NON U.S. |
|
1,123 |
0.8 |
8,683 |
6.2 |
|
|
8 |
4,667 |
3.3 |
19,569 |
13.9 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
909 |
1.9 |
6,529 |
13.8 |
47,369 |
NON U.S. |
|
0 |
0.0 |
9,896 |
20.9 |
|
|
7 |
909 |
1.9 |
16,425 |
34.7 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
4 |
0 |
0.0 |
7,706 |
14.4 |
53,384 |
NON U.S. |
4 |
22 |
0.0 |
5,627 |
10.5 |
|
|
8 |
22 |
0.0 |
13,333 |
25.0 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
621 |
2.1 |
4,290 |
14.6 |
29,305 |
NON U.S. |
|
207 |
0.7 |
4,168 |
14.2 |
|
|
7 |
828 |
2.8 |
8,458 |
28.9 |
|
NYME MT BELV ISO-BUTANE 5 DEC |
U.S. |
|
126 |
2.0 |
1,081 |
17.6 |
6,159 |
NON U.S. |
|
0 |
0.0 |
1,132 |
18.4 |
|
|
5 |
126 |
2.0 |
2,213 |
35.9 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,208 |
8.4 |
254 |
1.8 |
14,311 |
NON U.S. |
|
60 |
0.4 |
3,382 |
23.6 |
|
|
6 |
1,268 |
8.9 |
3,636 |
25.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
21,169 |
4.0 |
75,270 |
14.3 |
528,080 |
NON U.S. |
|
5,243 |
1.0 |
8,248 |
1.6 |
|
|
7 |
26,412 |
5.0 |
83,518 |
15.8 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
30 |
0.0 |
75 |
0.1 |
64,652 |
NON U.S. |
|
0 |
0.0 |
23,124 |
35.8 |
|
|
7 |
30 |
0.0 |
23,199 |
35.9 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
U.S. |
|
0 |
0.0 |
132 |
0.6 |
21,533 |
NON U.S. |
|
0 |
0.0 |
14,263 |
66.2 |
|
|
7 |
0 |
0.0 |
14,395 |
66.9 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
33,041 |
18.1 |
64,791 |
35.5 |
182,538 |
NON U.S. |
|
6 |
0.0 |
35,028 |
19.2 |
|
|
7 |
33,047 |
18.1 |
99,819 |
54.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
10,919 |
0.4 |
297,315 |
11.9 |
2,491,831 |
NON U.S. |
15 |
48,013 |
1.9 |
237,346 |
9.5 |
|
|
19 |
58,932 |
2.4 |
534,661 |
21.5 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
10,794 |
7.2 |
16,623 |
11.0 |
150,784 |
NON U.S. |
8 |
8,592 |
5.7 |
31,321 |
20.8 |
|
|
12 |
19,386 |
12.9 |
47,944 |
31.8 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
4,866 |
2.5 |
2,964 |
1.5 |
194,005 |
NON U.S. |
|
676 |
0.3 |
385 |
0.2 |
|
|
6 |
5,542 |
2.9 |
3,349 |
1.7 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
285 |
0.2 |
20,523 |
14.7 |
140,018 |
NON U.S. |
|
0 |
0.0 |
3,370 |
2.4 |
|
|
5 |
285 |
0.2 |
23,893 |
17.1 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
4,038 |
7.1 |
23,961 |
41.9 |
57,197 |
NON U.S. |
|
0 |
0.0 |
14,251 |
24.9 |
|
|
6 |
4,038 |
7.1 |
38,212 |
66.8 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
2,456 |
2.6 |
8,824 |
9.5 |
93,011 |
NON U.S. |
|
360 |
0.4 |
6,807 |
7.3 |
|
|
7 |
2,816 |
3.0 |
15,631 |
16.8 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
225 |
1.7 |
13,330 |
NON U.S. |
|
60 |
0.5 |
5,407 |
40.6 |
|
|
5 |
60 |
0.5 |
5,632 |
42.3 |
|
ICUS COCOA |
U.S. |
|
1,081 |
0.5 |
0 |
0.0 |
206,316 |
NON U.S. |
|
4,803 |
2.3 |
1,454 |
0.7 |
|
|
9 |
5,884 |
2.9 |
1,454 |
0.7 |
|
NYME PALLADIUM |
U.S. |
4 |
98 |
1.0 |
2,487 |
25.9 |
9,611 |
NON U.S. |
8 |
700 |
7.3 |
347 |
3.6 |
|
|
12 |
798 |
8.3 |
2,834 |
29.5 |
|
NYME PLATINUM |
U.S. |
4 |
250 |
0.3 |
19,472 |
26.8 |
72,681 |
NON U.S. |
19 |
3,178 |
4.4 |
7,756 |
10.7 |
|
|
23 |
3,428 |
4.7 |
27,228 |
37.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
12,274 |
1.2 |
18,864 |
1.9 |
1,009,386 |
NON U.S. |
|
52,039 |
5.2 |
59,923 |
5.9 |
|
|
16 |
64,313 |
6.4 |
78,787 |
7.8 |
|
ICUS COFFEE C |
U.S. |
|
4,278 |
1.6 |
438 |
0.2 |
265,524 |
NON U.S. |
|
11,726 |
4.4 |
25,751 |
9.7 |
|
|
22 |
16,004 |
6.0 |
26,189 |
9.9 |
|
CMX SILVER |
U.S. |
4 |
4,096 |
2.6 |
38,073 |
24.0 |
158,349 |
NON U.S. |
20 |
9,656 |
6.1 |
29,905 |
18.9 |
|
|
24 |
13,752 |
8.7 |
67,978 |
42.9 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,893 |
1.5 |
103 |
0.0 |
251,989 |
NON U.S. |
|
12,005 |
4.8 |
1,665 |
0.7 |
|
|
14 |
15,898 |
6.3 |
1,768 |
0.7 |
|
CMX GOLD |
U.S. |
5 |
11,997 |
2.6 |
71,626 |
15.3 |
467,008 |
NON U.S. |
32 |
39,784 |
8.5 |
102,971 |
22.0 |
|
|
37 |
51,781 |
11.1 |
174,597 |
37.4 |
|
CME SWISS FRANC |
U.S. |
|
4,826 |
9.2 |
0 |
0.0 |
52,707 |
NON U.S. |
|
2,983 |
5.7 |
1,548 |
2.9 |
|
|
5 |
7,809 |
14.8 |
1,548 |
2.9 |
|
CME MEXICAN PESO |
NON U.S. |
9 |
1,700 |
1.1 |
34,673 |
21.7 |
159,755 |
|
9 |
1,700 |
1.1 |
34,673 |
21.7 |
|
CME BRITISH POUND STERLING |
U.S. |
|
378 |
0.2 |
23,220 |
13.7 |
169,363 |
NON U.S. |
|
2,326 |
1.4 |
5,899 |
3.5 |
|
|
8 |
2,704 |
1.6 |
29,119 |
17.2 |
|
CME EURO FX |
U.S. |
|
19,277 |
2.8 |
137,391 |
19.7 |
698,229 |
NON U.S. |
|
24,701 |
3.5 |
40,784 |
5.8 |
|
|
19 |
43,978 |
6.3 |
178,175 |
25.5 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
6,582 |
1.6 |
3,270 |
0.8 |
409,863 |
NON U.S. |
|
12,717 |
3.1 |
3,693 |
0.9 |
|
|
11 |
19,299 |
4.7 |
6,963 |
1.7 |
|
E VIX FUTURES |
U.S. |
|
828 |
0.2 |
1,830 |
0.5 |
386,381 |
NON U.S. |
|
52,529 |
13.6 |
4,311 |
1.1 |
|
|
8 |
53,357 |
13.8 |
6,141 |
1.6 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
5,639 |
6.3 |
304 |
0.3 |
89,395 |
NON U.S. |
7 |
3,892 |
4.4 |
5,372 |
6.0 |
|
|
11 |
9,531 |
10.7 |
5,676 |
6.3 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
6 |
1,701,612 |
14.9 |
469,763 |
4.1 |
11,453,608 |
NON U.S. |
33 |
991,631 |
8.7 |
860,895 |
7.5 |
|
|
39 |
2,693,243 |
23.5 |
1,330,658 |
11.6 |
|
CME 3-MONTH SOFR |
U.S. |
5 |
70,824 |
14.3 |
119,553 |
24.1 |
495,267 |
NON U.S. |
16 |
46,983 |
9.5 |
43,577 |
8.8 |
|
|
21 |
117,807 |
23.8 |
163,130 |
32.9 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
21,494 |
10.2 |
39,706 |
18.9 |
209,765 |
NON U.S. |
10 |
4,251 |
2.0 |
18,750 |
8.9 |
|
|
14 |
25,745 |
12.3 |
58,456 |
27.9 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
NON U.S. |
|
4,469 |
34.5 |
1,448 |
11.2 |
12,967 |
|
5 |
4,469 |
34.5 |
1,448 |
11.2 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
0 |
0.0 |
13,801 |
48.0 |
28,728 |
|
5 |
0 |
0.0 |
13,801 |
48.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
38,411 |
1.4 |
88,676 |
3.2 |
2,767,213 |
NON U.S. |
25 |
87,084 |
3.1 |
275,073 |
9.9 |
|
|
32 |
125,495 |
4.5 |
363,749 |
13.1 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
956 |
1.8 |
51,811 |
NON U.S. |
|
344 |
0.7 |
18,239 |
35.2 |
|
|
5 |
344 |
0.7 |
19,195 |
37.0 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
309 |
1.4 |
8,131 |
38.0 |
21,395 |
|
5 |
309 |
1.4 |
8,131 |
38.0 |
|
CME E-MINI S&P MATERIALS INDEX |
NON U.S. |
|
927 |
10.0 |
4,882 |
52.8 |
9,248 |
|
5 |
927 |
10.0 |
4,882 |
52.8 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
690 |
7.5 |
7,165 |
77.7 |
9,220 |
|
5 |
690 |
7.5 |
7,165 |
77.7 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,090 |
6.1 |
17,964 |
NON U.S. |
|
2,766 |
15.4 |
393 |
2.2 |
|
|
5 |
2,766 |
15.4 |
1,483 |
8.3 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
4 |
12,449 |
9.9 |
14,018 |
11.1 |
125,938 |
NON U.S. |
6 |
17,740 |
14.1 |
37,764 |
30.0 |
|
|
10 |
30,189 |
24.0 |
51,782 |
41.1 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
1,022 |
0.4 |
1,760 |
0.7 |
244,016 |
NON U.S. |
|
33,750 |
13.8 |
7,139 |
2.9 |
|
|
18 |
34,772 |
14.2 |
8,899 |
3.6 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
3,800 |
2.5 |
830 |
0.6 |
149,904 |
NON U.S. |
|
470 |
0.3 |
3,621 |
2.4 |
|
|
5 |
4,270 |
2.8 |
4,451 |
3.0 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
19,242 |
3.4 |
493 |
0.1 |
565,395 |
NON U.S. |
14 |
42,157 |
7.5 |
29,023 |
5.1 |
|
|
20 |
61,399 |
10.9 |
29,516 |
5.2 |
|
CME EMINI RUSSELL 1000 VALUE INDEX |
U.S. |
|
0 |
0.0 |
952 |
5.5 |
17,431 |
NON U.S. |
|
4,519 |
25.9 |
4,556 |
26.1 |
|
|
5 |
4,519 |
25.9 |
5,508 |
31.6 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
6 |
2,716 |
0.6 |
7,680 |
1.8 |
433,954 |
NON U.S. |
4 |
2,166 |
0.5 |
38,111 |
8.8 |
|
|
10 |
4,882 |
1.1 |
45,791 |
10.6 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
7,134 |
0.6 |
2,246 |
0.2 |
1,214,100 |
NON U.S. |
10 |
17,377 |
1.4 |
127,508 |
10.5 |
|
|
15 |
24,511 |
2.0 |
129,754 |
10.7 |
|
CME E-MINI S&P 400 STOCK INDEX |
U.S. |
|
847 |
1.7 |
0 |
0.0 |
49,634 |
NON U.S. |
|
246 |
0.5 |
3,417 |
6.9 |
|
|
5 |
1,093 |
2.2 |
3,417 |
6.9 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
360 |
0.2 |
11,876 |
7.1 |
168,435 |
NON U.S. |
9 |
8,291 |
4.9 |
32,912 |
19.5 |
|
|
13 |
8,651 |
5.1 |
44,788 |
26.6 |
|