|
REPORT DATE: 11/6/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
6,455 |
1.2 |
5,033 |
0.9 |
547,913 |
NON U.S. |
|
45,432 |
8.3 |
14,622 |
2.7 |
|
|
21 |
51,887 |
9.5 |
19,655 |
3.6 |
|
CBT WHEAT-HRW |
U.S. |
|
4,928 |
1.5 |
2,846 |
0.8 |
335,619 |
NON U.S. |
|
12,981 |
3.9 |
4,894 |
1.5 |
|
|
12 |
17,909 |
5.3 |
7,740 |
2.3 |
|
CBT CORN |
U.S. |
5 |
17,947 |
1.0 |
23,741 |
1.4 |
1,711,027 |
NON U.S. |
14 |
79,605 |
4.7 |
15,441 |
0.9 |
|
|
19 |
97,552 |
5.7 |
39,182 |
2.3 |
|
CBT SOYBEANS |
U.S. |
|
9,546 |
1.3 |
5,986 |
0.8 |
749,701 |
NON U.S. |
|
37,042 |
4.9 |
7,964 |
1.1 |
|
|
19 |
46,588 |
6.2 |
13,950 |
1.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,299 |
1.7 |
6,416 |
1.2 |
552,996 |
NON U.S. |
|
39,942 |
7.2 |
5,361 |
1.0 |
|
|
14 |
49,241 |
8.9 |
11,777 |
2.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
10,756 |
1.2 |
2,679 |
0.3 |
925,781 |
NON U.S. |
9 |
7,679 |
0.8 |
5,411 |
0.6 |
|
|
13 |
18,435 |
2.0 |
8,090 |
0.9 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
3,840 |
0.4 |
1,472 |
0.1 |
1,071,364 |
NON U.S. |
|
0 |
0.0 |
8,556 |
0.8 |
|
|
5 |
3,840 |
0.4 |
10,028 |
0.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
15,380 |
3.9 |
5,621 |
1.4 |
389,963 |
NON U.S. |
6 |
12,512 |
3.2 |
1,727 |
0.4 |
|
|
10 |
27,892 |
7.2 |
7,348 |
1.9 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
4 |
15,583 |
0.3 |
1,861,540 |
35.2 |
5,286,103 |
NON U.S. |
8 |
46,117 |
0.9 |
916,833 |
17.3 |
|
|
12 |
61,700 |
1.2 |
2,778,373 |
52.6 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
8,701 |
6.8 |
7,744 |
6.0 |
128,606 |
NON U.S. |
|
3,923 |
3.1 |
2,760 |
2.1 |
|
|
6 |
12,624 |
9.8 |
10,504 |
8.2 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
0 |
0.0 |
83,536 |
27.4 |
304,659 |
NON U.S. |
|
4,012 |
1.3 |
131,038 |
43.0 |
|
|
9 |
4,012 |
1.3 |
214,574 |
70.4 |
|
IFED AECO FIN BASIS |
U.S. |
|
1,359 |
0.2 |
987 |
0.1 |
823,290 |
NON U.S. |
|
27,964 |
3.4 |
611,878 |
74.3 |
|
|
7 |
29,323 |
3.6 |
612,865 |
74.4 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
23,177 |
5.7 |
471 |
0.1 |
405,202 |
NON U.S. |
|
4,651 |
1.1 |
60,961 |
15.0 |
|
|
8 |
27,828 |
6.9 |
61,432 |
15.2 |
|
IFED HSC FIN BASIS |
U.S. |
|
12,783 |
2.4 |
122,073 |
22.6 |
539,053 |
NON U.S. |
|
1,278 |
0.2 |
19,685 |
3.7 |
|
|
8 |
14,061 |
2.6 |
141,758 |
26.3 |
|
IFED WAHA FIN BASIS |
U.S. |
|
2,255 |
0.8 |
65,956 |
22.4 |
294,390 |
NON U.S. |
|
0 |
0.0 |
20,667 |
7.0 |
|
|
7 |
2,255 |
0.8 |
86,623 |
29.4 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
881 |
0.4 |
73,832 |
30.0 |
246,085 |
NON U.S. |
|
0 |
0.0 |
62,086 |
25.2 |
|
|
7 |
881 |
0.4 |
135,918 |
55.2 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
14,645 |
2.7 |
121,468 |
22.5 |
539,743 |
NON U.S. |
|
16,718 |
3.1 |
39,397 |
7.3 |
|
|
8 |
31,363 |
5.8 |
160,865 |
29.8 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
29,872 |
14.2 |
3,823 |
1.8 |
210,700 |
NON U.S. |
|
305 |
0.1 |
7,138 |
3.4 |
|
|
6 |
30,177 |
14.3 |
10,961 |
5.2 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
1,218 |
0.5 |
12,102 |
4.6 |
265,333 |
NON U.S. |
|
0 |
0.0 |
18,209 |
6.9 |
|
|
6 |
1,218 |
0.5 |
30,311 |
11.4 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
3,340 |
1.7 |
4,595 |
2.3 |
198,570 |
NON U.S. |
|
0 |
0.0 |
15,335 |
7.7 |
|
|
5 |
3,340 |
1.7 |
19,930 |
10.0 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
7,143 |
4.6 |
26,607 |
17.1 |
155,848 |
NON U.S. |
|
6,220 |
4.0 |
8,971 |
5.8 |
|
|
6 |
13,363 |
8.6 |
35,578 |
22.8 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
6,684 |
2.9 |
14,272 |
6.2 |
230,436 |
NON U.S. |
|
0 |
0.0 |
11,533 |
5.0 |
|
|
6 |
6,684 |
2.9 |
25,805 |
11.2 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
1,452 |
1.0 |
11,574 |
7.7 |
150,615 |
NON U.S. |
|
0 |
0.0 |
11,866 |
7.9 |
|
|
5 |
1,452 |
1.0 |
23,440 |
15.6 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
521 |
0.3 |
72,241 |
35.0 |
206,157 |
NON U.S. |
|
120 |
0.1 |
57,559 |
27.9 |
|
|
7 |
641 |
0.3 |
129,800 |
63.0 |
|
NYME NATURAL GAS |
U.S. |
5 |
31,826 |
2.1 |
51,096 |
3.4 |
1,515,475 |
NON U.S. |
13 |
47,523 |
3.1 |
60,380 |
4.0 |
|
|
18 |
79,349 |
5.2 |
111,476 |
7.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
8,537 |
1.8 |
86,645 |
18.6 |
465,607 |
NON U.S. |
|
4,743 |
1.0 |
18,427 |
4.0 |
|
|
8 |
13,280 |
2.9 |
105,072 |
22.6 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
9,592 |
11.8 |
4,107 |
5.0 |
81,576 |
NON U.S. |
|
6,143 |
7.5 |
655 |
0.8 |
|
|
6 |
15,735 |
19.3 |
4,762 |
5.8 |
|
CBT SOYBEAN MEAL |
U.S. |
|
8,628 |
1.7 |
6,745 |
1.3 |
516,768 |
NON U.S. |
|
42,251 |
8.2 |
3,662 |
0.7 |
|
|
15 |
50,879 |
9.8 |
10,407 |
2.0 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,164 |
0.8 |
1,744 |
0.6 |
269,274 |
NON U.S. |
|
19,003 |
7.1 |
5,036 |
1.9 |
|
|
16 |
21,167 |
7.9 |
6,780 |
2.5 |
|
NYME HENRY HUB |
U.S. |
|
13,984 |
1.3 |
304,279 |
28.8 |
1,057,067 |
NON U.S. |
|
47,370 |
4.5 |
326,885 |
30.9 |
|
|
10 |
61,354 |
5.8 |
631,164 |
59.7 |
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
|
26,551 |
16.5 |
3,801 |
2.4 |
160,475 |
NON U.S. |
|
33,281 |
20.7 |
8,198 |
5.1 |
|
|
9 |
59,832 |
37.3 |
11,999 |
7.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
30,336 |
1.2 |
20,570 |
0.8 |
2,474,725 |
NON U.S. |
22 |
58,310 |
2.4 |
37,109 |
1.5 |
|
|
27 |
88,646 |
3.6 |
57,679 |
2.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
9 |
53,465 |
1.3 |
9,409 |
0.2 |
4,259,998 |
NON U.S. |
38 |
43,352 |
1.0 |
86,569 |
2.0 |
|
|
47 |
96,817 |
2.3 |
95,978 |
2.3 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,586 |
0.5 |
27 |
0.0 |
667,290 |
NON U.S. |
|
8,694 |
1.3 |
9,923 |
1.5 |
|
|
6 |
12,280 |
1.8 |
9,950 |
1.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
31,326 |
0.7 |
69,363 |
1.4 |
4,803,768 |
NON U.S. |
26 |
35,593 |
0.7 |
106,029 |
2.2 |
|
|
31 |
66,919 |
1.4 |
175,392 |
3.7 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
248,486 |
13.8 |
198,926 |
11.0 |
1,803,602 |
NON U.S. |
24 |
112,552 |
6.2 |
100,494 |
5.6 |
|
|
32 |
361,038 |
20.0 |
299,420 |
16.6 |
|
CME LEAN HOGS |
U.S. |
|
848 |
0.4 |
1,488 |
0.7 |
220,776 |
NON U.S. |
|
18,739 |
8.5 |
1,203 |
0.5 |
|
|
11 |
19,587 |
8.9 |
2,691 |
1.2 |
|
CME LIVE CATTLE |
U.S. |
|
623 |
0.2 |
991 |
0.3 |
353,057 |
NON U.S. |
|
21,401 |
6.1 |
2,333 |
0.7 |
|
|
10 |
22,024 |
6.2 |
3,324 |
0.9 |
|
CME FEEDER CATTLE |
U.S. |
|
771 |
1.6 |
0 |
0.0 |
49,475 |
NON U.S. |
|
2,153 |
4.4 |
1 |
0.0 |
|
|
6 |
2,924 |
5.9 |
1 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
679 |
1.9 |
1,803 |
5.1 |
35,462 |
NON U.S. |
|
114 |
0.3 |
2,999 |
8.5 |
|
|
5 |
793 |
2.2 |
4,802 |
13.5 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
1,715 |
9.8 |
17,580 |
NON U.S. |
|
0 |
0.0 |
637 |
3.6 |
|
|
5 |
0 |
0.0 |
2,352 |
13.4 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,414 |
2.3 |
6,441 |
10.4 |
61,888 |
NON U.S. |
|
34 |
0.1 |
2,454 |
4.0 |
|
|
7 |
1,448 |
2.3 |
8,895 |
14.4 |
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
|
0 |
0.0 |
17,667 |
32.3 |
54,634 |
NON U.S. |
|
0 |
0.0 |
6,721 |
12.3 |
|
|
7 |
0 |
0.0 |
24,388 |
44.6 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
6,539 |
5.5 |
1,837 |
1.5 |
119,070 |
NON U.S. |
|
396 |
0.3 |
4,814 |
4.0 |
|
|
7 |
6,935 |
5.8 |
6,651 |
5.6 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,521 |
4.0 |
9,635 |
25.1 |
38,366 |
NON U.S. |
|
0 |
0.0 |
3,794 |
9.9 |
|
|
7 |
1,521 |
4.0 |
13,429 |
35.0 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
0 |
0.0 |
6,396 |
13.8 |
46,354 |
NON U.S. |
|
151 |
0.3 |
2,111 |
4.6 |
|
|
5 |
151 |
0.3 |
8,507 |
18.4 |
|
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
|
0 |
0.0 |
4,393 |
23.4 |
18,792 |
NON U.S. |
|
2,919 |
15.5 |
1,237 |
6.6 |
|
|
6 |
2,919 |
15.5 |
5,630 |
30.0 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
533 |
2.5 |
328 |
1.5 |
21,741 |
NON U.S. |
|
63 |
0.3 |
3,623 |
16.7 |
|
|
6 |
596 |
2.7 |
3,951 |
18.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
24,189 |
3.9 |
52,023 |
8.3 |
625,759 |
NON U.S. |
|
17,316 |
2.8 |
4,882 |
0.8 |
|
|
16 |
41,505 |
6.6 |
56,905 |
9.1 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
278 |
1.3 |
5,778 |
27.9 |
20,712 |
NON U.S. |
|
2,938 |
14.2 |
770 |
3.7 |
|
|
5 |
3,216 |
15.5 |
6,548 |
31.6 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
2,112 |
6.0 |
1,443 |
4.1 |
35,105 |
NON U.S. |
|
1,248 |
3.6 |
12,647 |
36.0 |
|
|
6 |
3,360 |
9.6 |
14,090 |
40.1 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
U.S. |
|
0 |
0.0 |
75 |
2.8 |
2,661 |
NON U.S. |
|
37 |
1.4 |
571 |
21.5 |
|
|
5 |
37 |
1.4 |
646 |
24.3 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
23,070 |
11.0 |
39,004 |
18.6 |
209,197 |
NON U.S. |
|
24 |
0.0 |
8,405 |
4.0 |
|
|
5 |
23,094 |
11.0 |
47,409 |
22.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
14,949 |
0.7 |
226,625 |
10.9 |
2,075,239 |
NON U.S. |
|
66,660 |
3.2 |
238,039 |
11.5 |
|
|
25 |
81,609 |
3.9 |
464,664 |
22.4 |
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
|
9,101 |
5.5 |
40,505 |
24.4 |
165,848 |
NON U.S. |
|
13,628 |
8.2 |
33,239 |
20.0 |
|
|
10 |
22,729 |
13.7 |
73,744 |
44.5 |
|
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
|
17,632 |
13.8 |
20,655 |
16.1 |
128,071 |
NON U.S. |
|
5,544 |
4.3 |
450 |
0.4 |
|
|
6 |
23,176 |
18.1 |
21,105 |
16.5 |
|
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
|
762 |
3.6 |
621 |
3.0 |
21,043 |
NON U.S. |
|
766 |
3.6 |
478 |
2.3 |
|
|
5 |
1,528 |
7.3 |
1,099 |
5.2 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
6,622 |
3.3 |
3,474 |
1.7 |
201,467 |
NON U.S. |
|
691 |
0.3 |
258 |
0.1 |
|
|
5 |
7,313 |
3.6 |
3,732 |
1.9 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
195 |
0.5 |
10,532 |
24.6 |
42,850 |
NON U.S. |
|
0 |
0.0 |
1,739 |
4.1 |
|
|
5 |
195 |
0.5 |
12,271 |
28.6 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
22,730 |
15.0 |
34,834 |
22.9 |
151,927 |
NON U.S. |
|
0 |
0.0 |
8,662 |
5.7 |
|
|
6 |
22,730 |
15.0 |
43,496 |
28.6 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
570 |
5.2 |
75 |
0.7 |
10,896 |
NON U.S. |
|
435 |
4.0 |
3,598 |
33.0 |
|
|
6 |
1,005 |
9.2 |
3,673 |
33.7 |
|
ICUS COCOA |
U.S. |
|
4,425 |
1.7 |
2,526 |
1.0 |
259,654 |
NON U.S. |
|
8,797 |
3.4 |
2,761 |
1.1 |
|
|
10 |
13,222 |
5.1 |
5,287 |
2.0 |
|
NYME PALLADIUM |
U.S. |
4 |
1,027 |
3.7 |
7,912 |
28.4 |
27,859 |
NON U.S. |
14 |
1,469 |
5.3 |
3,364 |
12.1 |
|
|
18 |
2,496 |
9.0 |
11,276 |
40.5 |
|
NYME PLATINUM |
U.S. |
5 |
1,591 |
2.1 |
12,155 |
16.3 |
74,364 |
NON U.S. |
17 |
2,892 |
3.9 |
9,802 |
13.2 |
|
|
22 |
4,483 |
6.0 |
21,957 |
29.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
15,382 |
2.0 |
1,867 |
0.2 |
773,056 |
NON U.S. |
|
45,884 |
5.9 |
6,935 |
0.9 |
|
|
10 |
61,266 |
7.9 |
8,802 |
1.1 |
|
ICUS COFFEE C |
U.S. |
|
4,086 |
1.5 |
4,474 |
1.6 |
278,081 |
NON U.S. |
|
11,220 |
4.0 |
1,082 |
0.4 |
|
|
19 |
15,306 |
5.5 |
5,556 |
2.0 |
|
CMX SILVER |
U.S. |
5 |
8,653 |
4.1 |
35,746 |
16.7 |
213,566 |
NON U.S. |
21 |
11,421 |
5.3 |
30,984 |
14.5 |
|
|
26 |
20,074 |
9.4 |
66,730 |
31.2 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
6,209 |
2.5 |
1,644 |
0.7 |
247,313 |
NON U.S. |
13 |
12,362 |
5.0 |
3,503 |
1.4 |
|
|
17 |
18,571 |
7.5 |
5,147 |
2.1 |
|
CMX GOLD |
U.S. |
5 |
12,812 |
2.6 |
65,015 |
13.1 |
494,911 |
NON U.S. |
27 |
53,289 |
10.8 |
61,629 |
12.5 |
|
|
32 |
66,101 |
13.4 |
126,644 |
25.6 |
|
CME CANADIAN DOLLAR |
U.S. |
|
2,060 |
1.8 |
245 |
0.2 |
116,284 |
NON U.S. |
|
78 |
0.1 |
4,631 |
4.0 |
|
|
5 |
2,138 |
1.8 |
4,876 |
4.2 |
|
CME MEXICAN PESO |
U.S. |
|
5,649 |
3.1 |
0 |
0.0 |
184,085 |
NON U.S. |
|
3,499 |
1.9 |
84,299 |
45.8 |
|
|
9 |
9,148 |
5.0 |
84,299 |
45.8 |
|
CME BRITISH POUND STERLING |
U.S. |
|
481 |
0.2 |
18,853 |
8.3 |
227,514 |
NON U.S. |
|
5,223 |
2.3 |
4,470 |
2.0 |
|
|
6 |
5,704 |
2.5 |
23,323 |
10.3 |
|
CME JAPANESE YEN |
U.S. |
|
14,396 |
6.9 |
753 |
0.4 |
209,453 |
NON U.S. |
|
15,419 |
7.4 |
0 |
0.0 |
|
|
5 |
29,815 |
14.2 |
753 |
0.4 |
|
CME EURO FX |
U.S. |
|
13,067 |
2.6 |
5,112 |
1.0 |
510,193 |
NON U.S. |
|
20,358 |
4.0 |
13,253 |
2.6 |
|
|
17 |
33,425 |
6.6 |
18,365 |
3.6 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
5,587 |
1.4 |
8,469 |
2.1 |
395,548 |
NON U.S. |
|
13,847 |
3.5 |
1,916 |
0.5 |
|
|
13 |
19,434 |
4.9 |
10,385 |
2.6 |
|
E VIX FUTURES |
U.S. |
|
96 |
0.0 |
450 |
0.1 |
479,813 |
NON U.S. |
|
11,478 |
2.4 |
19,817 |
4.1 |
|
|
9 |
11,574 |
2.4 |
20,267 |
4.2 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
1,688 |
2.0 |
1,945 |
2.3 |
83,163 |
NON U.S. |
8 |
3,428 |
4.1 |
18,820 |
22.6 |
|
|
13 |
5,116 |
6.2 |
20,765 |
25.0 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
2,312,801 |
16.0 |
848,966 |
5.9 |
14,441,220 |
NON U.S. |
36 |
863,601 |
6.0 |
974,809 |
6.8 |
|
|
43 |
3,176,402 |
22.0 |
1,823,775 |
12.6 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
647 |
4.8 |
1,612 |
12.0 |
13,426 |
NON U.S. |
|
0 |
0.0 |
2,235 |
16.6 |
|
|
5 |
647 |
4.8 |
3,847 |
28.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
15,661 |
0.5 |
155,681 |
5.3 |
2,940,426 |
NON U.S. |
27 |
99,654 |
3.4 |
86,134 |
2.9 |
|
|
33 |
115,315 |
3.9 |
241,815 |
8.2 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
0 |
0.0 |
956 |
6.3 |
15,274 |
NON U.S. |
|
4,087 |
26.8 |
1,833 |
12.0 |
|
|
6 |
4,087 |
26.8 |
2,789 |
18.3 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
U.S. |
|
0 |
0.0 |
859 |
5.2 |
16,627 |
NON U.S. |
|
2,325 |
14.0 |
1,301 |
7.8 |
|
|
5 |
2,325 |
14.0 |
2,160 |
13.0 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
4,894 |
31.1 |
15,760 |
NON U.S. |
|
375 |
2.4 |
3,028 |
19.2 |
|
|
5 |
375 |
2.4 |
7,922 |
50.3 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
9,000 |
4.1 |
25,400 |
11.6 |
219,007 |
NON U.S. |
|
43,156 |
19.7 |
41,250 |
18.8 |
|
|
6 |
52,156 |
23.8 |
66,650 |
30.4 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
9,810 |
4.0 |
4,520 |
1.9 |
243,313 |
NON U.S. |
14 |
905 |
0.4 |
10,674 |
4.4 |
|
|
18 |
10,715 |
4.4 |
15,194 |
6.2 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
8,626 |
1.8 |
1,673 |
0.4 |
472,437 |
NON U.S. |
13 |
19,684 |
4.2 |
13,844 |
2.9 |
|
|
19 |
28,310 |
6.0 |
15,517 |
3.3 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
|
544 |
0.9 |
0 |
0.0 |
58,001 |
NON U.S. |
|
2,236 |
3.9 |
1,380 |
2.4 |
|
|
7 |
2,780 |
4.8 |
1,380 |
2.4 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
422 |
0.2 |
267 |
0.1 |
279,825 |
NON U.S. |
|
564 |
0.2 |
18,606 |
6.6 |
|
|
7 |
986 |
0.4 |
18,873 |
6.7 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
5,423 |
0.4 |
1,695 |
0.1 |
1,210,213 |
NON U.S. |
14 |
35,098 |
2.9 |
49,785 |
4.1 |
|
|
18 |
40,521 |
3.3 |
51,480 |
4.3 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
720 |
0.6 |
1,604 |
1.4 |
115,974 |
NON U.S. |
|
49,982 |
43.1 |
21,298 |
18.4 |
|
|
5 |
50,702 |
43.7 |
22,902 |
19.7 |
|