|
REPORT DATE: 11/3/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
8,061 |
1.8 |
880 |
0.2 |
459,213 |
NON U.S. |
|
38,222 |
8.3 |
16,079 |
3.5 |
|
|
18 |
46,283 |
10.1 |
16,959 |
3.7 |
|
CBT WHEAT-HRW |
U.S. |
|
6,680 |
2.7 |
0 |
0.0 |
245,752 |
NON U.S. |
|
18,414 |
7.5 |
4,048 |
1.6 |
|
|
10 |
25,094 |
10.2 |
4,048 |
1.6 |
|
CBT CORN |
U.S. |
|
23,274 |
1.4 |
7,760 |
0.5 |
1,703,764 |
NON U.S. |
|
87,628 |
5.1 |
16,888 |
1.0 |
|
|
16 |
110,902 |
6.5 |
24,648 |
1.4 |
|
CBT SOYBEANS |
U.S. |
|
15,337 |
1.7 |
7,818 |
0.9 |
910,994 |
NON U.S. |
|
62,128 |
6.8 |
9,452 |
1.0 |
|
|
20 |
77,465 |
8.5 |
17,270 |
1.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
964 |
0.2 |
379 |
0.1 |
471,871 |
NON U.S. |
|
38,931 |
8.3 |
2,208 |
0.5 |
|
|
12 |
39,895 |
8.5 |
2,587 |
0.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
11,520 |
0.9 |
2,078 |
0.2 |
1,216,994 |
NON U.S. |
8 |
6,032 |
0.5 |
5,292 |
0.4 |
|
|
12 |
17,552 |
1.4 |
7,370 |
0.6 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
0 |
0.0 |
1,678 |
0.2 |
983,196 |
NON U.S. |
|
1,826 |
0.2 |
3,702 |
0.4 |
|
|
5 |
1,826 |
0.2 |
5,380 |
0.5 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
21,458 |
5.2 |
1,821 |
0.4 |
412,412 |
NON U.S. |
|
16,048 |
3.9 |
2,284 |
0.6 |
|
|
12 |
37,506 |
9.1 |
4,105 |
1.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
11,340 |
0.2 |
2,306,830 |
36.1 |
6,382,721 |
NON U.S. |
9 |
67,936 |
1.1 |
1,734,809 |
27.2 |
|
|
14 |
79,276 |
1.2 |
4,041,639 |
63.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
46,550 |
19.5 |
17,087 |
7.1 |
238,992 |
NON U.S. |
|
19,947 |
8.3 |
8,014 |
3.4 |
|
|
8 |
66,497 |
27.8 |
25,101 |
10.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
642 |
0.2 |
64,294 |
19.5 |
330,445 |
NON U.S. |
5 |
10,771 |
3.3 |
54,566 |
16.5 |
|
|
9 |
11,413 |
3.5 |
118,860 |
36.0 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
27,368 |
2.5 |
1,108,719 |
NON U.S. |
|
27,099 |
2.4 |
665,248 |
60.0 |
|
|
7 |
27,099 |
2.4 |
692,616 |
62.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
31,931 |
8.1 |
3,143 |
0.8 |
396,026 |
NON U.S. |
|
1,951 |
0.5 |
33,681 |
8.5 |
|
|
7 |
33,882 |
8.6 |
36,824 |
9.3 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
18,598 |
2.8 |
66,988 |
10.1 |
660,755 |
NON U.S. |
5 |
1,063 |
0.2 |
75,500 |
11.4 |
|
|
9 |
19,661 |
3.0 |
142,488 |
21.6 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
6,748 |
1.3 |
184,956 |
35.8 |
517,200 |
NON U.S. |
6 |
9,670 |
1.9 |
51,506 |
10.0 |
|
|
10 |
16,418 |
3.2 |
236,462 |
45.7 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
142,497 |
42.0 |
338,922 |
NON U.S. |
5 |
0 |
0.0 |
70,189 |
20.7 |
|
|
9 |
0 |
0.0 |
212,686 |
62.8 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
9,473 |
5.2 |
36,004 |
19.7 |
182,392 |
NON U.S. |
|
1,348 |
0.7 |
30,528 |
16.7 |
|
|
7 |
10,821 |
5.9 |
66,532 |
36.5 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
6,406 |
1.0 |
164,464 |
26.8 |
614,394 |
NON U.S. |
5 |
19,411 |
3.2 |
76,443 |
12.4 |
|
|
9 |
25,817 |
4.2 |
240,907 |
39.2 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
849 |
0.4 |
64,224 |
28.0 |
229,316 |
NON U.S. |
|
0 |
0.0 |
63,451 |
27.7 |
|
|
6 |
849 |
0.4 |
127,675 |
55.7 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
4 |
10,883 |
4.9 |
1,543 |
0.7 |
222,553 |
NON U.S. |
4 |
9,417 |
4.2 |
30,038 |
13.5 |
|
|
8 |
20,300 |
9.1 |
31,581 |
14.2 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
4 |
8,422 |
3.5 |
3,363 |
1.4 |
238,069 |
NON U.S. |
4 |
5,951 |
2.5 |
29,141 |
12.2 |
|
|
8 |
14,373 |
6.0 |
32,504 |
13.7 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
0 |
0.0 |
45,021 |
17.4 |
258,855 |
NON U.S. |
|
9,723 |
3.8 |
15,865 |
6.1 |
|
|
5 |
9,723 |
3.8 |
60,886 |
23.5 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
288 |
0.1 |
21,930 |
10.3 |
212,522 |
NON U.S. |
|
0 |
0.0 |
24,453 |
11.5 |
|
|
5 |
288 |
0.1 |
46,383 |
21.8 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
13,283 |
15.0 |
5,250 |
5.9 |
88,292 |
|
6 |
13,283 |
15.0 |
5,250 |
5.9 |
|
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS |
U.S. |
|
0 |
0.0 |
35,516 |
50.1 |
70,936 |
NON U.S. |
|
1,210 |
1.7 |
30,386 |
42.8 |
|
|
5 |
1,210 |
1.7 |
65,902 |
92.9 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
2,508 |
1.3 |
17,168 |
9.2 |
185,955 |
NON U.S. |
|
1,312 |
0.7 |
42,365 |
22.8 |
|
|
7 |
3,820 |
2.1 |
59,533 |
32.0 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
18,232 |
7.3 |
17,485 |
7.0 |
249,203 |
NON U.S. |
|
0 |
0.0 |
6,958 |
2.8 |
|
|
5 |
18,232 |
7.3 |
24,443 |
9.8 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,002 |
1.6 |
2,228 |
1.8 |
125,583 |
NON U.S. |
|
0 |
0.0 |
10,945 |
8.7 |
|
|
5 |
2,002 |
1.6 |
13,173 |
10.5 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
62,450 |
17.8 |
130,113 |
37.1 |
350,661 |
NON U.S. |
|
3,656 |
1.0 |
22,332 |
6.4 |
|
|
5 |
66,106 |
18.9 |
152,445 |
43.5 |
|
NYME NATURAL GAS |
U.S. |
4 |
29,584 |
2.5 |
43,489 |
3.7 |
1,181,478 |
NON U.S. |
12 |
44,582 |
3.8 |
55,402 |
4.7 |
|
|
16 |
74,166 |
6.3 |
98,891 |
8.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
5,304 |
1.4 |
99,647 |
25.8 |
386,804 |
NON U.S. |
7 |
4,267 |
1.1 |
57,576 |
14.9 |
|
|
11 |
9,571 |
2.5 |
157,223 |
40.6 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
37,002 |
28.7 |
3,360 |
2.6 |
129,020 |
NON U.S. |
|
31,410 |
24.3 |
670 |
0.5 |
|
|
8 |
68,412 |
53.0 |
4,030 |
3.1 |
|
CBT SOYBEAN MEAL |
U.S. |
|
5,157 |
1.2 |
209 |
0.0 |
441,450 |
NON U.S. |
|
40,083 |
9.1 |
1,811 |
0.4 |
|
|
13 |
45,240 |
10.2 |
2,020 |
0.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,705 |
1.1 |
11 |
0.0 |
246,116 |
NON U.S. |
|
23,050 |
9.4 |
8,315 |
3.4 |
|
|
16 |
25,755 |
10.5 |
8,326 |
3.4 |
|
NYME HENRY HUB |
U.S. |
4 |
13,384 |
1.9 |
291,816 |
41.9 |
696,054 |
NON U.S. |
8 |
49,615 |
7.1 |
173,460 |
24.9 |
|
|
12 |
62,999 |
9.1 |
465,276 |
66.8 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
76,623 |
34.7 |
8,088 |
3.7 |
220,960 |
NON U.S. |
|
63,093 |
28.6 |
7,819 |
3.5 |
|
|
11 |
139,716 |
63.2 |
15,907 |
7.2 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
17,614 |
0.9 |
16,324 |
0.8 |
1,966,212 |
NON U.S. |
15 |
9,809 |
0.5 |
18,770 |
1.0 |
|
|
19 |
27,423 |
1.4 |
35,094 |
1.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
98,641 |
3.2 |
7,653 |
0.2 |
3,077,241 |
NON U.S. |
27 |
41,103 |
1.3 |
77,664 |
2.5 |
|
|
32 |
139,744 |
4.5 |
85,317 |
2.8 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
7,319 |
0.8 |
5,006 |
0.5 |
923,000 |
NON U.S. |
|
3,000 |
0.3 |
12,358 |
1.3 |
|
|
7 |
10,319 |
1.1 |
17,364 |
1.9 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
10,461 |
0.3 |
6,450 |
0.2 |
3,118,607 |
NON U.S. |
20 |
32,795 |
1.1 |
30,573 |
1.0 |
|
|
24 |
43,256 |
1.4 |
37,023 |
1.2 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
116,852 |
11.0 |
104,316 |
9.8 |
1,064,184 |
NON U.S. |
20 |
77,833 |
7.3 |
29,344 |
2.8 |
|
|
26 |
194,685 |
18.3 |
133,660 |
12.6 |
|
CME LEAN HOGS |
U.S. |
|
157 |
0.1 |
104 |
0.0 |
215,871 |
NON U.S. |
|
12,917 |
6.0 |
4,890 |
2.3 |
|
|
11 |
13,074 |
6.1 |
4,994 |
2.3 |
|
CME LIVE CATTLE |
U.S. |
|
0 |
0.0 |
238 |
0.1 |
274,781 |
NON U.S. |
|
15,539 |
5.7 |
0 |
0.0 |
|
|
8 |
15,539 |
5.7 |
238 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
164 |
0.4 |
0 |
0.0 |
41,054 |
NON U.S. |
|
1,214 |
3.0 |
118 |
0.3 |
|
|
7 |
1,378 |
3.4 |
118 |
0.3 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,089 |
7.2 |
3,014 |
10.4 |
28,963 |
NON U.S. |
|
11 |
0.0 |
2,362 |
8.2 |
|
|
5 |
2,100 |
7.3 |
5,376 |
18.6 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,500 |
16.6 |
27,177 |
NON U.S. |
|
0 |
0.0 |
3,516 |
12.9 |
|
|
5 |
0 |
0.0 |
8,016 |
29.5 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,115 |
8.9 |
1,891 |
3.3 |
57,593 |
NON U.S. |
|
2,752 |
4.8 |
654 |
1.1 |
|
|
7 |
7,867 |
13.7 |
2,545 |
4.4 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
38 |
0.1 |
8,629 |
17.1 |
50,333 |
NON U.S. |
|
5 |
0.0 |
5,616 |
11.2 |
|
|
7 |
43 |
0.1 |
14,245 |
28.3 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,989 |
2.8 |
6,857 |
4.7 |
144,778 |
NON U.S. |
|
1,352 |
0.9 |
5,529 |
3.8 |
|
|
6 |
5,341 |
3.7 |
12,386 |
8.6 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,670 |
2.9 |
8,339 |
14.4 |
58,003 |
NON U.S. |
|
0 |
0.0 |
11,715 |
20.2 |
|
|
8 |
1,670 |
2.9 |
20,054 |
34.6 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
156 |
0.2 |
4,493 |
7.2 |
62,465 |
NON U.S. |
|
139 |
0.2 |
3,751 |
6.0 |
|
|
7 |
295 |
0.5 |
8,244 |
13.2 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
874 |
3.0 |
3,093 |
10.7 |
28,850 |
NON U.S. |
|
1,221 |
4.2 |
2,770 |
9.6 |
|
|
6 |
2,095 |
7.3 |
5,863 |
20.3 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,556 |
6.8 |
238 |
1.0 |
22,805 |
NON U.S. |
|
82 |
0.4 |
2,130 |
9.3 |
|
|
5 |
1,638 |
7.2 |
2,368 |
10.4 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
20,948 |
4.8 |
69,967 |
15.9 |
438,665 |
NON U.S. |
|
4,642 |
1.1 |
10,226 |
2.3 |
|
|
9 |
25,590 |
5.8 |
80,193 |
18.3 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
1,290 |
2.0 |
1,037 |
1.6 |
66,029 |
NON U.S. |
|
987 |
1.5 |
346 |
0.5 |
|
|
5 |
2,277 |
3.4 |
1,383 |
2.1 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
579 |
1.3 |
0 |
0.0 |
45,810 |
NON U.S. |
|
0 |
0.0 |
16,808 |
36.7 |
|
|
7 |
579 |
1.3 |
16,808 |
36.7 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
15 |
0.1 |
13,036 |
71.8 |
18,167 |
|
6 |
15 |
0.1 |
13,036 |
71.8 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
49,406 |
25.1 |
72,729 |
36.9 |
197,185 |
NON U.S. |
|
0 |
0.0 |
29,249 |
14.8 |
|
|
6 |
49,406 |
25.1 |
101,978 |
51.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
20,879 |
1.0 |
284,552 |
14.1 |
2,013,491 |
NON U.S. |
17 |
52,665 |
2.6 |
201,167 |
10.0 |
|
|
21 |
73,544 |
3.7 |
485,719 |
24.1 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
3,669 |
2.7 |
20,658 |
15.0 |
137,539 |
NON U.S. |
8 |
6,333 |
4.6 |
35,892 |
26.1 |
|
|
12 |
10,002 |
7.3 |
56,550 |
41.1 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
1,220 |
1.6 |
7,922 |
10.5 |
75,167 |
NON U.S. |
|
1,602 |
2.1 |
0 |
0.0 |
|
|
6 |
2,822 |
3.8 |
7,922 |
10.5 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
2,467 |
1.6 |
1,273 |
0.8 |
150,077 |
NON U.S. |
|
424 |
0.3 |
363 |
0.2 |
|
|
6 |
2,891 |
1.9 |
1,636 |
1.1 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
585 |
0.4 |
25,719 |
17.8 |
144,619 |
NON U.S. |
|
0 |
0.0 |
2,906 |
2.0 |
|
|
6 |
585 |
0.4 |
28,625 |
19.8 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
31,710 |
47.8 |
66,313 |
NON U.S. |
|
0 |
0.0 |
15,308 |
23.1 |
|
|
6 |
0 |
0.0 |
47,018 |
70.9 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
3,884 |
4.8 |
15,218 |
18.7 |
81,238 |
NON U.S. |
5 |
180 |
0.2 |
11,629 |
14.3 |
|
|
9 |
4,064 |
5.0 |
26,847 |
33.0 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
30 |
0.7 |
0 |
0.0 |
4,446 |
NON U.S. |
|
1 |
0.0 |
2,946 |
66.3 |
|
|
5 |
31 |
0.7 |
2,946 |
66.3 |
|
ICUS COCOA |
U.S. |
|
5,295 |
2.6 |
263 |
0.1 |
201,324 |
NON U.S. |
|
5,975 |
3.0 |
243 |
0.1 |
|
|
8 |
11,270 |
5.6 |
506 |
0.3 |
|
NYME PALLADIUM |
U.S. |
4 |
136 |
1.3 |
2,819 |
27.7 |
10,169 |
NON U.S. |
8 |
997 |
9.8 |
526 |
5.2 |
|
|
12 |
1,133 |
11.1 |
3,345 |
32.9 |
|
NYME PLATINUM |
U.S. |
4 |
228 |
0.4 |
13,893 |
27.2 |
51,034 |
NON U.S. |
17 |
3,315 |
6.5 |
4,332 |
8.5 |
|
|
21 |
3,543 |
6.9 |
18,225 |
35.7 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,181 |
1.9 |
5,273 |
0.5 |
1,035,002 |
NON U.S. |
|
54,131 |
5.2 |
58,091 |
5.6 |
|
|
16 |
73,312 |
7.1 |
63,364 |
6.1 |
|
ICUS COFFEE C |
U.S. |
|
2,866 |
1.0 |
879 |
0.3 |
285,632 |
NON U.S. |
|
11,147 |
3.9 |
31,674 |
11.1 |
|
|
27 |
14,013 |
4.9 |
32,553 |
11.4 |
|
CMX SILVER |
U.S. |
4 |
3,944 |
2.6 |
34,110 |
22.3 |
153,267 |
NON U.S. |
22 |
7,149 |
4.7 |
30,327 |
19.8 |
|
|
26 |
11,093 |
7.2 |
64,437 |
42.0 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,280 |
1.8 |
0 |
0.0 |
233,351 |
NON U.S. |
|
10,728 |
4.6 |
139 |
0.1 |
|
|
15 |
15,008 |
6.4 |
139 |
0.1 |
|
CMX GOLD |
U.S. |
4 |
12,265 |
2.3 |
83,344 |
15.3 |
544,774 |
NON U.S. |
29 |
39,313 |
7.2 |
104,393 |
19.2 |
|
|
33 |
51,578 |
9.5 |
187,737 |
34.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
0 |
0.0 |
11,640 |
9.3 |
124,892 |
NON U.S. |
|
668 |
0.5 |
2,841 |
2.3 |
|
|
5 |
668 |
0.5 |
14,481 |
11.6 |
|
CME BRITISH POUND STERLING |
U.S. |
|
10,887 |
7.8 |
2,905 |
2.1 |
140,437 |
NON U.S. |
|
4,720 |
3.4 |
3,106 |
2.2 |
|
|
7 |
15,607 |
11.1 |
6,011 |
4.3 |
|
CME EURO FX |
U.S. |
|
306 |
0.0 |
193,877 |
30.9 |
627,754 |
NON U.S. |
|
29,723 |
4.7 |
4,641 |
0.7 |
|
|
17 |
30,029 |
4.8 |
198,518 |
31.6 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
3,808 |
1.0 |
2,210 |
0.6 |
377,907 |
NON U.S. |
|
10,439 |
2.8 |
1,517 |
0.4 |
|
|
10 |
14,247 |
3.8 |
3,727 |
1.0 |
|
E VIX FUTURES |
U.S. |
|
114 |
0.0 |
3,278 |
1.2 |
283,355 |
NON U.S. |
|
31,152 |
11.0 |
5,868 |
2.1 |
|
|
7 |
31,266 |
11.0 |
9,146 |
3.2 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
7,025 |
7.9 |
4,835 |
5.4 |
89,194 |
NON U.S. |
6 |
9,781 |
11.0 |
3,771 |
4.2 |
|
|
11 |
16,806 |
18.8 |
8,606 |
9.6 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,488,111 |
15.5 |
527,845 |
5.5 |
9,596,590 |
NON U.S. |
37 |
885,804 |
9.2 |
1,018,781 |
10.6 |
|
|
44 |
2,373,915 |
24.7 |
1,546,626 |
16.1 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
26,619 |
8.0 |
88,352 |
26.7 |
331,132 |
NON U.S. |
10 |
14,618 |
4.4 |
6,322 |
1.9 |
|
|
14 |
41,237 |
12.5 |
94,674 |
28.6 |
|
CME 1-MONTH SOFR |
U.S. |
|
1,213 |
1.0 |
27,578 |
21.9 |
126,194 |
NON U.S. |
|
12,285 |
9.7 |
7,373 |
5.8 |
|
|
10 |
13,498 |
10.7 |
34,951 |
27.7 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
38,189 |
1.6 |
73,275 |
3.0 |
2,410,740 |
NON U.S. |
26 |
41,104 |
1.7 |
152,339 |
6.3 |
|
|
33 |
79,293 |
3.3 |
225,614 |
9.4 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
1,205 |
15.9 |
3,499 |
46.1 |
7,593 |
|
5 |
1,205 |
15.9 |
3,499 |
46.1 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,889 |
13.7 |
13,748 |
NON U.S. |
|
0 |
0.0 |
4,730 |
34.4 |
|
|
6 |
0 |
0.0 |
6,619 |
48.1 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
21,134 |
12.3 |
16,510 |
9.6 |
172,044 |
NON U.S. |
|
33,643 |
19.6 |
16,548 |
9.6 |
|
|
9 |
54,777 |
31.8 |
33,058 |
19.2 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
4,285 |
13.1 |
0 |
0.0 |
32,829 |
NON U.S. |
|
3,821 |
11.6 |
0 |
0.0 |
|
|
5 |
8,106 |
24.7 |
0 |
0.0 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
2,912 |
1.3 |
0 |
0.0 |
222,955 |
NON U.S. |
|
9,026 |
4.0 |
9,677 |
4.3 |
|
|
15 |
11,938 |
5.4 |
9,677 |
4.3 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
12,442 |
2.3 |
1,177 |
0.2 |
529,570 |
NON U.S. |
15 |
33,102 |
6.3 |
3,552 |
0.7 |
|
|
21 |
45,544 |
8.6 |
4,729 |
0.9 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
1,083 |
0.2 |
7,762 |
1.8 |
439,315 |
NON U.S. |
4 |
3,876 |
0.9 |
12,151 |
2.8 |
|
|
8 |
4,959 |
1.1 |
19,913 |
4.5 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
3,829 |
0.3 |
10,213 |
0.8 |
1,242,737 |
NON U.S. |
10 |
25,707 |
2.1 |
62,123 |
5.0 |
|
|
15 |
29,536 |
2.4 |
72,336 |
5.8 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
362 |
0.2 |
8,224 |
4.0 |
207,924 |
NON U.S. |
8 |
13,095 |
6.3 |
45,807 |
22.0 |
|
|
12 |
13,457 |
6.5 |
54,031 |
26.0 |
|