|
REPORT DATE: 10/1/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
7,418 |
2.0 |
2,994 |
0.8 |
369,530 |
NON U.S. |
|
34,639 |
9.4 |
3,794 |
1.0 |
|
|
16 |
42,057 |
11.4 |
6,788 |
1.8 |
|
CBT WHEAT-HRW |
U.S. |
|
6,125 |
2.0 |
1,521 |
0.5 |
307,958 |
NON U.S. |
|
16,127 |
5.2 |
3,442 |
1.1 |
|
|
11 |
22,252 |
7.2 |
4,963 |
1.6 |
|
CBT CORN |
U.S. |
|
4,335 |
0.3 |
30,765 |
1.9 |
1,602,769 |
NON U.S. |
|
66,750 |
4.2 |
5,574 |
0.3 |
|
|
16 |
71,085 |
4.4 |
36,339 |
2.3 |
|
CBT SOYBEANS |
U.S. |
5 |
12,637 |
1.8 |
3,447 |
0.5 |
713,462 |
NON U.S. |
16 |
42,992 |
6.0 |
8,654 |
1.2 |
|
|
21 |
55,629 |
7.8 |
12,101 |
1.7 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,206 |
1.9 |
2,282 |
0.5 |
488,302 |
NON U.S. |
|
34,848 |
7.1 |
0 |
0.0 |
|
|
12 |
44,054 |
9.0 |
2,282 |
0.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
3,123 |
0.3 |
19,738 |
2.0 |
968,522 |
NON U.S. |
10 |
5,274 |
0.5 |
3,269 |
0.3 |
|
|
15 |
8,397 |
0.9 |
23,007 |
2.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
16,405 |
4.0 |
3,543 |
0.9 |
407,627 |
NON U.S. |
7 |
14,271 |
3.5 |
1,651 |
0.4 |
|
|
11 |
30,676 |
7.5 |
5,194 |
1.3 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
10,612 |
0.2 |
1,898,382 |
37.3 |
5,094,454 |
NON U.S. |
8 |
72,887 |
1.4 |
879,568 |
17.3 |
|
|
13 |
83,499 |
1.6 |
2,777,950 |
54.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
15,816 |
11.8 |
23,471 |
17.5 |
134,000 |
NON U.S. |
|
4,759 |
3.6 |
5,090 |
3.8 |
|
|
7 |
20,575 |
15.4 |
28,561 |
21.3 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
898 |
0.6 |
4,513 |
2.9 |
153,364 |
NON U.S. |
|
181 |
0.1 |
34,584 |
22.6 |
|
|
5 |
1,079 |
0.7 |
39,097 |
25.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
910 |
0.3 |
76,640 |
22.1 |
346,352 |
NON U.S. |
|
8,891 |
2.6 |
81,680 |
23.6 |
|
|
7 |
9,801 |
2.8 |
158,320 |
45.7 |
|
IFED AECO FIN BASIS |
U.S. |
|
866 |
0.1 |
10,355 |
1.2 |
887,254 |
NON U.S. |
|
18,020 |
2.0 |
624,855 |
70.4 |
|
|
8 |
18,886 |
2.1 |
635,210 |
71.6 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
22,026 |
5.4 |
4,539 |
1.1 |
407,134 |
NON U.S. |
|
5,544 |
1.4 |
49,577 |
12.2 |
|
|
9 |
27,570 |
6.8 |
54,116 |
13.3 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
10,041 |
1.9 |
87,845 |
16.4 |
536,426 |
NON U.S. |
5 |
1,911 |
0.4 |
14,905 |
2.8 |
|
|
9 |
11,952 |
2.2 |
102,750 |
19.2 |
|
IFED WAHA FIN BASIS |
U.S. |
|
29 |
0.0 |
144,431 |
33.2 |
435,619 |
NON U.S. |
|
18,518 |
4.3 |
26,609 |
6.1 |
|
|
6 |
18,547 |
4.3 |
171,040 |
39.3 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
67,701 |
26.9 |
251,257 |
NON U.S. |
|
0 |
0.0 |
65,831 |
26.2 |
|
|
8 |
0 |
0.0 |
133,532 |
53.1 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
12,369 |
6.3 |
30,558 |
15.6 |
195,604 |
NON U.S. |
|
2,630 |
1.3 |
13,225 |
6.8 |
|
|
7 |
14,999 |
7.7 |
43,783 |
22.4 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
11,731 |
1.9 |
131,845 |
21.4 |
615,798 |
NON U.S. |
|
54,343 |
8.8 |
74,991 |
12.2 |
|
|
8 |
66,074 |
10.7 |
206,836 |
33.6 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
15,234 |
5.6 |
4,556 |
1.7 |
270,735 |
NON U.S. |
|
10,383 |
3.8 |
2,054 |
0.8 |
|
|
5 |
25,617 |
9.5 |
6,610 |
2.4 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
558 |
0.2 |
18,136 |
7.5 |
243,160 |
NON U.S. |
|
0 |
0.0 |
26,371 |
10.8 |
|
|
5 |
558 |
0.2 |
44,507 |
18.3 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
3 |
0.0 |
550 |
0.7 |
84,445 |
NON U.S. |
|
16,561 |
19.6 |
2,401 |
2.8 |
|
|
6 |
16,564 |
19.6 |
2,951 |
3.5 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
8,656 |
4.6 |
19,886 |
10.7 |
186,389 |
NON U.S. |
|
8,203 |
4.4 |
3,529 |
1.9 |
|
|
6 |
16,859 |
9.0 |
23,415 |
12.6 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
33,704 |
13.5 |
5,224 |
2.1 |
249,040 |
NON U.S. |
|
0 |
0.0 |
8,608 |
3.5 |
|
|
6 |
33,704 |
13.5 |
13,832 |
5.6 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
551 |
0.4 |
10,157 |
7.7 |
131,200 |
NON U.S. |
|
1,254 |
1.0 |
14,415 |
11.0 |
|
|
6 |
1,805 |
1.4 |
24,572 |
18.7 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
14,100 |
5.2 |
110,087 |
40.6 |
271,352 |
NON U.S. |
|
7,656 |
2.8 |
54,345 |
20.0 |
|
|
7 |
21,756 |
8.0 |
164,432 |
60.6 |
|
NYME NATURAL GAS |
U.S. |
5 |
35,508 |
3.0 |
43,486 |
3.7 |
1,179,297 |
NON U.S. |
14 |
71,879 |
6.1 |
56,053 |
4.8 |
|
|
19 |
107,387 |
9.1 |
99,539 |
8.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
8,381 |
2.7 |
61,805 |
19.9 |
311,113 |
NON U.S. |
6 |
4,233 |
1.4 |
20,946 |
6.7 |
|
|
10 |
12,614 |
4.1 |
82,751 |
26.6 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
14,429 |
16.3 |
5,300 |
6.0 |
88,368 |
NON U.S. |
|
3,418 |
3.9 |
419 |
0.5 |
|
|
6 |
17,847 |
20.2 |
5,719 |
6.5 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,533 |
1.1 |
4,617 |
1.1 |
418,560 |
NON U.S. |
|
30,378 |
7.3 |
1,459 |
0.3 |
|
|
13 |
34,911 |
8.3 |
6,076 |
1.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
1,701 |
0.7 |
2,715 |
1.2 |
234,958 |
NON U.S. |
|
15,792 |
6.7 |
5,121 |
2.2 |
|
|
15 |
17,493 |
7.4 |
7,836 |
3.3 |
|
NYME HENRY HUB |
U.S. |
|
12,819 |
1.5 |
263,179 |
31.1 |
846,779 |
NON U.S. |
|
37,261 |
4.4 |
262,751 |
31.0 |
|
|
10 |
50,080 |
5.9 |
525,930 |
62.1 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
32,809 |
24.3 |
4,828 |
3.6 |
135,006 |
NON U.S. |
|
17,563 |
13.0 |
7,796 |
5.8 |
|
|
7 |
50,372 |
37.3 |
12,624 |
9.4 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
7,694 |
0.2 |
22,183 |
0.6 |
3,709,981 |
NON U.S. |
18 |
32,312 |
0.9 |
59,158 |
1.6 |
|
|
23 |
40,006 |
1.1 |
81,341 |
2.2 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
108,670 |
3.0 |
11,524 |
0.3 |
3,600,495 |
NON U.S. |
27 |
61,778 |
1.7 |
35,208 |
1.0 |
|
|
34 |
170,448 |
4.7 |
46,732 |
1.3 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
8,215 |
1.0 |
4,055 |
0.5 |
817,083 |
NON U.S. |
|
3,930 |
0.5 |
18,749 |
2.3 |
|
|
8 |
12,145 |
1.5 |
22,804 |
2.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
9,291 |
0.2 |
27,482 |
0.7 |
4,173,004 |
NON U.S. |
20 |
28,233 |
0.7 |
87,407 |
2.1 |
|
|
25 |
37,524 |
0.9 |
114,889 |
2.8 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
258,888 |
13.1 |
240,472 |
12.2 |
1,969,608 |
NON U.S. |
25 |
135,095 |
6.9 |
110,939 |
5.6 |
|
|
33 |
393,983 |
20.0 |
351,411 |
17.8 |
|
CME LEAN HOGS |
U.S. |
|
815 |
0.3 |
1,532 |
0.6 |
266,578 |
NON U.S. |
|
16,980 |
6.4 |
1,121 |
0.4 |
|
|
11 |
17,795 |
6.7 |
2,653 |
1.0 |
|
CME LIVE CATTLE |
U.S. |
|
414 |
0.1 |
1,876 |
0.6 |
313,045 |
NON U.S. |
|
19,377 |
6.2 |
87 |
0.0 |
|
|
11 |
19,791 |
6.3 |
1,963 |
0.6 |
|
CME FEEDER CATTLE |
U.S. |
|
379 |
0.9 |
70 |
0.2 |
41,773 |
NON U.S. |
|
1,978 |
4.7 |
220 |
0.5 |
|
|
7 |
2,357 |
5.6 |
290 |
0.7 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
3,210 |
8.6 |
3,026 |
8.1 |
37,526 |
NON U.S. |
|
300 |
0.8 |
3,772 |
10.1 |
|
|
7 |
3,510 |
9.4 |
6,798 |
18.1 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
169 |
1.0 |
2,399 |
14.1 |
17,017 |
NON U.S. |
|
200 |
1.2 |
213 |
1.3 |
|
|
5 |
369 |
2.2 |
2,612 |
15.3 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
6,425 |
16.7 |
38,414 |
NON U.S. |
|
0 |
0.0 |
2,454 |
6.4 |
|
|
5 |
0 |
0.0 |
8,879 |
23.1 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,337 |
7.8 |
2,718 |
4.0 |
68,676 |
NON U.S. |
|
2,981 |
4.3 |
429 |
0.6 |
|
|
6 |
8,318 |
12.1 |
3,147 |
4.6 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
9,668 |
22.0 |
43,966 |
NON U.S. |
|
0 |
0.0 |
3,078 |
7.0 |
|
|
5 |
0 |
0.0 |
12,746 |
29.0 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,651 |
3.2 |
5,936 |
4.1 |
146,321 |
NON U.S. |
|
3,352 |
2.3 |
5,590 |
3.8 |
|
|
7 |
8,003 |
5.5 |
11,526 |
7.9 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,357 |
5.7 |
9,479 |
23.0 |
41,252 |
NON U.S. |
|
0 |
0.0 |
6,863 |
16.6 |
|
|
6 |
2,357 |
5.7 |
16,342 |
39.6 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
78 |
0.1 |
4,511 |
8.7 |
52,008 |
NON U.S. |
|
758 |
1.5 |
3,870 |
7.4 |
|
|
8 |
836 |
1.6 |
8,381 |
16.1 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
4,362 |
30.1 |
14,505 |
NON U.S. |
|
792 |
5.5 |
1,712 |
11.8 |
|
|
5 |
792 |
5.5 |
6,074 |
41.9 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,071 |
4.9 |
66 |
0.3 |
21,858 |
NON U.S. |
|
203 |
0.9 |
2,385 |
10.9 |
|
|
6 |
1,274 |
5.8 |
2,451 |
11.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
16,462 |
2.6 |
78,159 |
12.2 |
638,237 |
NON U.S. |
|
8,260 |
1.3 |
2,025 |
0.3 |
|
|
16 |
24,722 |
3.9 |
80,184 |
12.6 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
6 |
0.0 |
957 |
3.4 |
28,068 |
NON U.S. |
|
0 |
0.0 |
17,883 |
63.7 |
|
|
6 |
6 |
0.0 |
18,840 |
67.1 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
3,120 |
1.5 |
62,636 |
29.6 |
211,593 |
NON U.S. |
|
0 |
0.0 |
19,571 |
9.2 |
|
|
5 |
3,120 |
1.5 |
82,207 |
38.9 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
27,484 |
1.3 |
257,900 |
12.4 |
2,085,676 |
NON U.S. |
|
64,590 |
3.1 |
227,320 |
10.9 |
|
|
21 |
92,074 |
4.4 |
485,220 |
23.3 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
2,745 |
1.7 |
25,405 |
16.2 |
156,957 |
NON U.S. |
|
6,117 |
3.9 |
41,739 |
26.6 |
|
|
10 |
8,862 |
5.6 |
67,144 |
42.8 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
5,010 |
3.3 |
19,284 |
12.7 |
151,372 |
NON U.S. |
|
3,108 |
2.1 |
180 |
0.1 |
|
|
7 |
8,118 |
5.4 |
19,464 |
12.9 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,821 |
1.8 |
2,166 |
1.0 |
218,257 |
NON U.S. |
|
996 |
0.5 |
788 |
0.4 |
|
|
7 |
4,817 |
2.2 |
2,954 |
1.4 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
0 |
0.0 |
18,136 |
12.2 |
149,017 |
NON U.S. |
|
0 |
0.0 |
7,264 |
4.9 |
|
|
5 |
0 |
0.0 |
25,400 |
17.0 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
4,536 |
23.8 |
19,055 |
NON U.S. |
|
0 |
0.0 |
293 |
1.5 |
|
|
5 |
0 |
0.0 |
4,829 |
25.3 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
420 |
0.7 |
29,770 |
48.4 |
61,515 |
NON U.S. |
|
0 |
0.0 |
12,774 |
20.8 |
|
|
5 |
420 |
0.7 |
42,544 |
69.2 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
7,698 |
5.9 |
20,596 |
15.8 |
130,135 |
NON U.S. |
|
0 |
0.0 |
8,543 |
6.6 |
|
|
6 |
7,698 |
5.9 |
29,139 |
22.4 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
NON U.S. |
|
492 |
5.3 |
6,085 |
65.7 |
9,256 |
|
5 |
492 |
5.3 |
6,085 |
65.7 |
|
ICUS COCOA |
U.S. |
|
2,498 |
0.8 |
6 |
0.0 |
304,738 |
NON U.S. |
|
10,354 |
3.4 |
366 |
0.1 |
|
|
9 |
12,852 |
4.2 |
372 |
0.1 |
|
NYME PALLADIUM |
U.S. |
4 |
175 |
0.7 |
6,806 |
28.8 |
23,624 |
NON U.S. |
13 |
503 |
2.1 |
2,980 |
12.6 |
|
|
17 |
678 |
2.9 |
9,786 |
41.4 |
|
NYME PLATINUM |
U.S. |
5 |
1,228 |
1.4 |
20,284 |
23.8 |
85,115 |
NON U.S. |
20 |
4,008 |
4.7 |
22,709 |
26.7 |
|
|
25 |
5,236 |
6.2 |
42,993 |
50.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
12,701 |
1.4 |
5,518 |
0.6 |
880,474 |
NON U.S. |
|
50,100 |
5.7 |
2,110 |
0.2 |
|
|
12 |
62,801 |
7.1 |
7,628 |
0.9 |
|
ICUS COFFEE C |
U.S. |
|
2,473 |
0.9 |
810 |
0.3 |
264,751 |
NON U.S. |
|
12,854 |
4.9 |
4,057 |
1.5 |
|
|
19 |
15,327 |
5.8 |
4,867 |
1.8 |
|
CMX SILVER |
U.S. |
4 |
5,795 |
2.7 |
39,971 |
18.8 |
212,266 |
NON U.S. |
24 |
12,253 |
5.8 |
52,972 |
25.0 |
|
|
28 |
18,048 |
8.5 |
92,943 |
43.8 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,187 |
1.3 |
134 |
0.1 |
242,951 |
NON U.S. |
|
11,294 |
4.6 |
1,362 |
0.6 |
|
|
14 |
14,481 |
6.0 |
1,496 |
0.6 |
|
CMX GOLD |
U.S. |
4 |
12,837 |
2.1 |
107,275 |
17.7 |
604,885 |
NON U.S. |
28 |
60,699 |
10.0 |
157,286 |
26.0 |
|
|
32 |
73,536 |
12.2 |
264,561 |
43.7 |
|
CME MEXICAN PESO |
NON U.S. |
|
800 |
0.4 |
60,853 |
28.2 |
215,614 |
|
7 |
800 |
0.4 |
60,853 |
28.2 |
|
CME BRITISH POUND STERLING |
U.S. |
|
61,098 |
25.6 |
3,147 |
1.3 |
238,392 |
NON U.S. |
|
1,866 |
0.8 |
1,315 |
0.6 |
|
|
6 |
62,964 |
26.4 |
4,462 |
1.9 |
|
CME JAPANESE YEN |
U.S. |
|
6,735 |
4.4 |
1,891 |
1.2 |
151,860 |
NON U.S. |
|
8,335 |
5.5 |
270 |
0.2 |
|
|
5 |
15,070 |
9.9 |
2,161 |
1.4 |
|
CME EURO FX |
U.S. |
|
1 |
0.0 |
4,660 |
0.9 |
511,934 |
NON U.S. |
|
16,518 |
3.2 |
4,971 |
1.0 |
|
|
14 |
16,519 |
3.2 |
9,631 |
1.9 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
5,783 |
1.7 |
3,743 |
1.1 |
339,363 |
NON U.S. |
|
14,257 |
4.2 |
4,521 |
1.3 |
|
|
11 |
20,040 |
5.9 |
8,264 |
2.4 |
|
E VIX FUTURES |
U.S. |
|
4,032 |
0.9 |
4,266 |
1.0 |
429,251 |
NON U.S. |
|
23,055 |
5.4 |
1,546 |
0.4 |
|
|
7 |
27,087 |
6.3 |
5,812 |
1.4 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
780 |
0.8 |
4,299 |
4.2 |
103,486 |
NON U.S. |
8 |
0 |
0.0 |
35,551 |
34.4 |
|
|
13 |
780 |
0.8 |
39,850 |
38.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,093,415 |
9.1 |
1,619,563 |
13.5 |
12,004,288 |
NON U.S. |
34 |
1,157,158 |
9.6 |
829,165 |
6.9 |
|
|
42 |
2,250,573 |
18.7 |
2,448,728 |
20.4 |
|
CME 3-MONTH SOFR |
U.S. |
|
1,449 |
1.0 |
9,799 |
6.6 |
149,515 |
NON U.S. |
|
1,005 |
0.7 |
4,211 |
2.8 |
|
|
7 |
2,454 |
1.6 |
14,010 |
9.4 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
5,824 |
2.4 |
6,052 |
2.5 |
240,619 |
NON U.S. |
5 |
2,662 |
1.1 |
2,413 |
1.0 |
|
|
9 |
8,486 |
3.5 |
8,465 |
3.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
12,308 |
0.5 |
30,313 |
1.2 |
2,477,294 |
NON U.S. |
19 |
81,476 |
3.3 |
127,201 |
5.1 |
|
|
25 |
93,784 |
3.8 |
157,514 |
6.4 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
567 |
3.7 |
0 |
0.0 |
15,386 |
NON U.S. |
|
357 |
2.3 |
7,042 |
45.8 |
|
|
7 |
924 |
6.0 |
7,042 |
45.8 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
3,206 |
39.5 |
3,546 |
43.7 |
8,113 |
|
5 |
3,206 |
39.5 |
3,546 |
43.7 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,200 |
9.8 |
12,279 |
NON U.S. |
|
3,606 |
29.4 |
500 |
4.1 |
|
|
5 |
3,606 |
29.4 |
1,700 |
13.8 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
4,000 |
1.6 |
37,203 |
14.8 |
252,193 |
NON U.S. |
|
26,460 |
10.5 |
15,250 |
6.0 |
|
|
6 |
30,460 |
12.1 |
52,453 |
20.8 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
101 |
0.0 |
2,901 |
1.4 |
206,517 |
NON U.S. |
|
11,796 |
5.7 |
6,859 |
3.3 |
|
|
16 |
11,897 |
5.8 |
9,760 |
4.7 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
7 |
3,217 |
0.7 |
7,752 |
1.8 |
441,168 |
NON U.S. |
12 |
14,927 |
3.4 |
32,903 |
7.5 |
|
|
19 |
18,144 |
4.1 |
40,655 |
9.2 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,514 |
0.7 |
0 |
0.0 |
350,418 |
NON U.S. |
4 |
2,724 |
0.8 |
10,610 |
3.0 |
|
|
8 |
5,238 |
1.5 |
10,610 |
3.0 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
4,955 |
0.4 |
0 |
0.0 |
1,229,136 |
NON U.S. |
11 |
16,523 |
1.3 |
79,770 |
6.5 |
|
|
15 |
21,478 |
1.7 |
79,770 |
6.5 |
|
CME EURO FX/JAPANESE YEN XRATE |
NON U.S. |
|
4,947 |
21.5 |
2,901 |
12.6 |
23,033 |
|
5 |
4,947 |
21.5 |
2,901 |
12.6 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
3,341 |
2.9 |
5,414 |
4.6 |
117,202 |
NON U.S. |
|
55,079 |
47.0 |
29,023 |
24.8 |
|
|
7 |
58,420 |
49.8 |
34,437 |
29.4 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
3,589 |
12.0 |
0 |
0.0 |
29,922 |
NON U.S. |
|
1,366 |
4.6 |
0 |
0.0 |
|
|
5 |
4,955 |
16.6 |
0 |
0.0 |
|
|
|
|
|
|
|
|
|