|
REPORT DATE: 9/3/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
9,157 |
2.6 |
2,264 |
0.6 |
353,963 |
NON U.S. |
|
34,425 |
9.7 |
3,698 |
1.0 |
|
|
19 |
43,582 |
12.3 |
5,962 |
1.7 |
|
CBT WHEAT-HRW |
U.S. |
|
6,609 |
2.3 |
2,615 |
0.9 |
285,852 |
NON U.S. |
|
15,949 |
5.6 |
2,245 |
0.8 |
|
|
11 |
22,558 |
7.9 |
4,860 |
1.7 |
|
CBT CORN |
U.S. |
|
8,092 |
0.5 |
10,537 |
0.7 |
1,571,335 |
NON U.S. |
|
66,847 |
4.3 |
4,800 |
0.3 |
|
|
16 |
74,939 |
4.8 |
15,337 |
1.0 |
|
CBT SOYBEANS |
U.S. |
5 |
7,283 |
1.1 |
4,012 |
0.6 |
642,132 |
NON U.S. |
13 |
35,088 |
5.5 |
6,732 |
1.0 |
|
|
18 |
42,371 |
6.6 |
10,744 |
1.7 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,535 |
2.0 |
1,932 |
0.4 |
485,824 |
NON U.S. |
|
36,026 |
7.4 |
782 |
0.2 |
|
|
12 |
45,561 |
9.4 |
2,714 |
0.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
3,420 |
0.4 |
8,060 |
0.8 |
963,092 |
NON U.S. |
12 |
6,021 |
0.6 |
9,990 |
1.0 |
|
|
17 |
9,441 |
1.0 |
18,050 |
1.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
16,358 |
3.9 |
3,520 |
0.8 |
418,483 |
NON U.S. |
7 |
13,867 |
3.3 |
1,622 |
0.4 |
|
|
11 |
30,225 |
7.2 |
5,142 |
1.2 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
10,901 |
0.2 |
1,858,501 |
37.7 |
4,928,434 |
NON U.S. |
8 |
80,172 |
1.6 |
805,125 |
16.3 |
|
|
13 |
91,073 |
1.8 |
2,663,626 |
54.0 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
14,827 |
10.4 |
18,691 |
13.1 |
143,184 |
NON U.S. |
|
4,339 |
3.0 |
3,832 |
2.7 |
|
|
6 |
19,166 |
13.4 |
22,523 |
15.7 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
1,842 |
1.2 |
4,149 |
2.6 |
156,680 |
NON U.S. |
|
1,343 |
0.9 |
34,172 |
21.8 |
|
|
5 |
3,185 |
2.0 |
38,321 |
24.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
786 |
0.2 |
80,691 |
24.1 |
335,138 |
NON U.S. |
|
8,239 |
2.5 |
89,341 |
26.7 |
|
|
8 |
9,025 |
2.7 |
170,032 |
50.7 |
|
IFED AECO FIN BASIS |
U.S. |
|
1,257 |
0.1 |
11,005 |
1.3 |
853,341 |
NON U.S. |
|
20,156 |
2.4 |
615,863 |
72.2 |
|
|
8 |
21,413 |
2.5 |
626,868 |
73.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
22,104 |
5.5 |
4,539 |
1.1 |
400,862 |
NON U.S. |
|
4,425 |
1.1 |
55,151 |
13.8 |
|
|
9 |
26,529 |
6.6 |
59,690 |
14.9 |
|
IFED HSC FIN BASIS |
U.S. |
|
10,381 |
1.9 |
90,689 |
16.7 |
543,816 |
NON U.S. |
|
1,911 |
0.4 |
16,702 |
3.1 |
|
|
8 |
12,292 |
2.3 |
107,391 |
19.7 |
|
IFED WAHA FIN BASIS |
U.S. |
|
29 |
0.0 |
99,375 |
25.0 |
396,727 |
NON U.S. |
|
18,519 |
4.7 |
28,215 |
7.1 |
|
|
6 |
18,548 |
4.7 |
127,590 |
32.2 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
71,414 |
27.3 |
261,540 |
NON U.S. |
|
0 |
0.0 |
70,813 |
27.1 |
|
|
8 |
0 |
0.0 |
142,227 |
54.4 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
14,955 |
7.8 |
30,735 |
16.0 |
192,649 |
NON U.S. |
|
2,796 |
1.5 |
13,737 |
7.1 |
|
|
7 |
17,751 |
9.2 |
44,472 |
23.1 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
17,947 |
3.0 |
125,344 |
20.6 |
607,058 |
NON U.S. |
|
60,715 |
10.0 |
75,043 |
12.4 |
|
|
8 |
78,662 |
13.0 |
200,387 |
33.0 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
14,365 |
5.5 |
5,253 |
2.0 |
259,908 |
NON U.S. |
|
7,770 |
3.0 |
2,450 |
0.9 |
|
|
5 |
22,135 |
8.5 |
7,703 |
3.0 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
1,458 |
0.6 |
17,665 |
7.6 |
232,665 |
NON U.S. |
|
0 |
0.0 |
28,355 |
12.2 |
|
|
5 |
1,458 |
0.6 |
46,020 |
19.8 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
17,355 |
19.9 |
2,649 |
3.0 |
87,427 |
|
5 |
17,355 |
19.9 |
2,649 |
3.0 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
9,465 |
5.3 |
19,474 |
10.9 |
178,421 |
NON U.S. |
|
7,898 |
4.4 |
4,500 |
2.5 |
|
|
6 |
17,363 |
9.7 |
23,974 |
13.4 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
26,260 |
10.4 |
7,144 |
2.8 |
252,289 |
NON U.S. |
|
0 |
0.0 |
9,478 |
3.8 |
|
|
6 |
26,260 |
10.4 |
16,622 |
6.6 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
857 |
0.6 |
9,940 |
7.5 |
132,271 |
NON U.S. |
|
909 |
0.7 |
13,199 |
10.0 |
|
|
5 |
1,766 |
1.3 |
23,139 |
17.5 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
3,563 |
2.4 |
15,183 |
10.4 |
146,108 |
NON U.S. |
|
3,287 |
2.2 |
9,513 |
6.5 |
|
|
5 |
6,850 |
4.7 |
24,696 |
16.9 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
14,100 |
5.2 |
106,491 |
39.5 |
269,362 |
NON U.S. |
|
7,756 |
2.9 |
56,064 |
20.8 |
|
|
7 |
21,856 |
8.1 |
162,555 |
60.3 |
|
NYME NATURAL GAS |
U.S. |
5 |
50,709 |
3.9 |
40,838 |
3.1 |
1,314,370 |
NON U.S. |
14 |
70,044 |
5.3 |
54,091 |
4.1 |
|
|
19 |
120,753 |
9.2 |
94,929 |
7.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
8,917 |
2.8 |
53,515 |
16.7 |
320,417 |
NON U.S. |
6 |
4,671 |
1.5 |
20,340 |
6.3 |
|
|
10 |
13,588 |
4.2 |
73,855 |
23.0 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
13,393 |
16.0 |
4,628 |
5.5 |
83,966 |
NON U.S. |
|
4,413 |
5.3 |
1,671 |
2.0 |
|
|
7 |
17,806 |
21.2 |
6,299 |
7.5 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,267 |
1.0 |
4,057 |
0.9 |
442,553 |
NON U.S. |
|
31,036 |
7.0 |
1,499 |
0.3 |
|
|
13 |
35,303 |
8.0 |
5,556 |
1.3 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,676 |
1.2 |
2,910 |
1.3 |
223,107 |
NON U.S. |
|
14,776 |
6.6 |
4,229 |
1.9 |
|
|
16 |
17,452 |
7.8 |
7,139 |
3.2 |
|
NYME HENRY HUB |
U.S. |
|
8,580 |
1.0 |
266,661 |
30.4 |
877,565 |
NON U.S. |
|
42,164 |
4.8 |
257,658 |
29.4 |
|
|
10 |
50,744 |
5.8 |
524,319 |
59.7 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
33,365 |
25.3 |
4,579 |
3.5 |
131,815 |
NON U.S. |
|
18,081 |
13.7 |
7,970 |
6.0 |
|
|
7 |
51,446 |
39.0 |
12,549 |
9.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
16,252 |
0.5 |
21,641 |
0.6 |
3,510,507 |
NON U.S. |
24 |
89,584 |
2.6 |
60,604 |
1.7 |
|
|
29 |
105,836 |
3.0 |
82,245 |
2.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
88,253 |
2.4 |
23,900 |
0.7 |
3,656,744 |
NON U.S. |
28 |
73,956 |
2.0 |
32,447 |
0.9 |
|
|
36 |
162,209 |
4.4 |
56,347 |
1.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
29,024 |
0.7 |
18,614 |
0.4 |
4,162,661 |
NON U.S. |
21 |
53,064 |
1.3 |
77,094 |
1.9 |
|
|
25 |
82,088 |
2.0 |
95,708 |
2.3 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
223,936 |
11.7 |
211,189 |
11.0 |
1,920,961 |
NON U.S. |
29 |
145,592 |
7.6 |
116,065 |
6.0 |
|
|
36 |
369,528 |
19.2 |
327,254 |
17.0 |
|
CME LEAN HOGS |
U.S. |
|
686 |
0.3 |
786 |
0.3 |
271,877 |
NON U.S. |
|
17,640 |
6.5 |
267 |
0.1 |
|
|
10 |
18,326 |
6.7 |
1,053 |
0.4 |
|
CME LIVE CATTLE |
U.S. |
|
1,006 |
0.3 |
2,157 |
0.6 |
343,125 |
NON U.S. |
|
20,189 |
5.9 |
959 |
0.3 |
|
|
11 |
21,195 |
6.2 |
3,116 |
0.9 |
|
CME FEEDER CATTLE |
U.S. |
|
467 |
1.0 |
67 |
0.1 |
48,067 |
NON U.S. |
|
1,905 |
4.0 |
5 |
0.0 |
|
|
7 |
2,372 |
4.9 |
72 |
0.1 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,746 |
7.1 |
2,756 |
7.1 |
38,660 |
NON U.S. |
|
530 |
1.4 |
3,751 |
9.7 |
|
|
6 |
3,276 |
8.5 |
6,507 |
16.8 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
5 |
0.0 |
5,925 |
15.8 |
37,555 |
NON U.S. |
|
0 |
0.0 |
1,440 |
3.8 |
|
|
5 |
5 |
0.0 |
7,365 |
19.6 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,133 |
7.6 |
2,795 |
4.1 |
67,854 |
NON U.S. |
|
2,024 |
3.0 |
716 |
1.1 |
|
|
6 |
7,157 |
10.5 |
3,511 |
5.2 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
10,146 |
22.6 |
44,952 |
NON U.S. |
|
0 |
0.0 |
3,397 |
7.6 |
|
|
5 |
0 |
0.0 |
13,543 |
30.1 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
6,147 |
4.1 |
6,204 |
4.2 |
148,419 |
NON U.S. |
|
3,581 |
2.4 |
5,429 |
3.7 |
|
|
7 |
9,728 |
6.6 |
11,633 |
7.8 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,051 |
5.5 |
9,698 |
25.9 |
37,398 |
NON U.S. |
|
0 |
0.0 |
6,674 |
17.8 |
|
|
5 |
2,051 |
5.5 |
16,372 |
43.8 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
329 |
0.6 |
5,073 |
10.0 |
50,900 |
NON U.S. |
|
742 |
1.5 |
3,054 |
6.0 |
|
|
6 |
1,071 |
2.1 |
8,127 |
16.0 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,478 |
19.6 |
12,617 |
NON U.S. |
|
1,239 |
9.8 |
676 |
5.4 |
|
|
5 |
1,239 |
9.8 |
3,154 |
25.0 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,116 |
5.0 |
107 |
0.5 |
22,535 |
NON U.S. |
|
235 |
1.0 |
2,538 |
11.3 |
|
|
6 |
1,351 |
6.0 |
2,645 |
11.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
14,886 |
2.3 |
79,897 |
12.2 |
652,802 |
NON U.S. |
|
7,588 |
1.2 |
2,506 |
0.4 |
|
|
16 |
22,474 |
3.4 |
82,403 |
12.6 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
9 |
0.0 |
957 |
3.4 |
28,209 |
NON U.S. |
|
0 |
0.0 |
19,298 |
68.4 |
|
|
6 |
9 |
0.0 |
20,255 |
71.8 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
4,695 |
2.2 |
61,388 |
28.4 |
216,501 |
NON U.S. |
|
0 |
0.0 |
16,187 |
7.5 |
|
|
5 |
4,695 |
2.2 |
77,575 |
35.8 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
28,663 |
1.4 |
229,341 |
11.0 |
2,082,415 |
NON U.S. |
|
57,704 |
2.8 |
213,339 |
10.2 |
|
|
21 |
86,367 |
4.1 |
442,680 |
21.3 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
3,486 |
2.2 |
28,292 |
18.1 |
156,391 |
NON U.S. |
|
6,459 |
4.1 |
36,789 |
23.5 |
|
|
10 |
9,945 |
6.4 |
65,081 |
41.6 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
6,240 |
4.3 |
19,474 |
13.5 |
143,878 |
NON U.S. |
|
3,600 |
2.5 |
180 |
0.1 |
|
|
7 |
9,840 |
6.8 |
19,654 |
13.7 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,751 |
1.7 |
5,280 |
2.4 |
221,298 |
NON U.S. |
|
416 |
0.2 |
440 |
0.2 |
|
|
6 |
4,167 |
1.9 |
5,720 |
2.6 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
195 |
0.1 |
14,846 |
10.0 |
148,997 |
NON U.S. |
|
30 |
0.0 |
7,149 |
4.8 |
|
|
5 |
225 |
0.2 |
21,995 |
14.8 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
5,029 |
23.1 |
21,794 |
NON U.S. |
|
0 |
0.0 |
441 |
2.0 |
|
|
5 |
0 |
0.0 |
5,470 |
25.1 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
690 |
1.1 |
30,011 |
48.0 |
62,544 |
NON U.S. |
|
0 |
0.0 |
13,224 |
21.1 |
|
|
5 |
690 |
1.1 |
43,235 |
69.1 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
10,113 |
7.7 |
21,862 |
16.7 |
130,777 |
NON U.S. |
|
0 |
0.0 |
9,189 |
7.0 |
|
|
6 |
10,113 |
7.7 |
31,051 |
23.7 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
135 |
1.3 |
90 |
0.9 |
10,347 |
NON U.S. |
|
252 |
2.4 |
6,507 |
62.9 |
|
|
6 |
387 |
3.7 |
6,597 |
63.8 |
|
ICUS COCOA |
U.S. |
|
1,338 |
0.5 |
432 |
0.2 |
275,878 |
NON U.S. |
|
8,005 |
2.9 |
512 |
0.2 |
|
|
11 |
9,343 |
3.4 |
944 |
0.3 |
|
NYME PALLADIUM |
U.S. |
4 |
214 |
1.0 |
6,896 |
33.6 |
20,518 |
NON U.S. |
13 |
665 |
3.2 |
2,630 |
12.8 |
|
|
17 |
879 |
4.3 |
9,526 |
46.4 |
|
NYME PLATINUM |
U.S. |
5 |
1,213 |
1.4 |
21,883 |
24.7 |
88,697 |
NON U.S. |
19 |
3,238 |
3.7 |
19,885 |
22.4 |
|
|
24 |
4,451 |
5.0 |
41,768 |
47.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
9,442 |
0.9 |
5,504 |
0.5 |
1,088,400 |
NON U.S. |
|
54,492 |
5.0 |
5,023 |
0.5 |
|
|
12 |
63,934 |
5.9 |
10,527 |
1.0 |
|
ICUS COFFEE C |
U.S. |
|
2,435 |
0.9 |
1,014 |
0.4 |
270,058 |
NON U.S. |
|
13,139 |
4.9 |
1,168 |
0.4 |
|
|
20 |
15,574 |
5.8 |
2,182 |
0.8 |
|
CMX SILVER |
U.S. |
5 |
6,141 |
2.7 |
43,845 |
19.4 |
225,688 |
NON U.S. |
23 |
12,859 |
5.7 |
54,399 |
24.1 |
|
|
28 |
19,000 |
8.4 |
98,244 |
43.5 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,305 |
1.3 |
107 |
0.0 |
260,040 |
NON U.S. |
|
10,903 |
4.2 |
901 |
0.3 |
|
|
14 |
14,208 |
5.5 |
1,008 |
0.4 |
|
CMX GOLD |
U.S. |
5 |
14,599 |
2.3 |
120,312 |
19.0 |
634,358 |
NON U.S. |
30 |
45,966 |
7.2 |
160,924 |
25.4 |
|
|
35 |
60,565 |
9.5 |
281,236 |
44.3 |
|
CME CANADIAN DOLLAR |
U.S. |
|
1,885 |
1.1 |
50,933 |
30.4 |
167,396 |
NON U.S. |
|
6,583 |
3.9 |
2,005 |
1.2 |
|
|
5 |
8,468 |
5.1 |
52,938 |
31.6 |
|
CME MEXICAN PESO |
NON U.S. |
|
2,295 |
1.2 |
88,214 |
47.0 |
187,869 |
|
5 |
2,295 |
1.2 |
88,214 |
47.0 |
|
CME BRITISH POUND STERLING |
U.S. |
|
93,581 |
34.4 |
2,495 |
0.9 |
272,396 |
NON U.S. |
|
1,845 |
0.7 |
2,202 |
0.8 |
|
|
7 |
95,426 |
35.0 |
4,697 |
1.7 |
|
CME JAPANESE YEN |
U.S. |
|
411 |
0.3 |
23,476 |
14.9 |
157,788 |
NON U.S. |
|
2,248 |
1.4 |
5,860 |
3.7 |
|
|
5 |
2,659 |
1.7 |
29,336 |
18.6 |
|
CME EURO FX |
U.S. |
|
180 |
0.0 |
14,240 |
2.6 |
546,954 |
NON U.S. |
|
25,066 |
4.6 |
11,998 |
2.2 |
|
|
17 |
25,246 |
4.6 |
26,238 |
4.8 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
7,216 |
1.9 |
3,615 |
0.9 |
386,775 |
NON U.S. |
|
13,459 |
3.5 |
5,333 |
1.4 |
|
|
12 |
20,675 |
5.3 |
8,948 |
2.3 |
|
E VIX FUTURES |
U.S. |
|
2,192 |
0.6 |
3,849 |
1.1 |
355,249 |
NON U.S. |
|
8,779 |
2.5 |
8,255 |
2.3 |
|
|
6 |
10,971 |
3.1 |
12,104 |
3.4 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
1,208 |
1.5 |
2,199 |
2.7 |
81,037 |
NON U.S. |
9 |
1,922 |
2.4 |
8,916 |
11.0 |
|
|
14 |
3,130 |
3.9 |
11,115 |
13.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,105,996 |
8.4 |
1,632,840 |
12.4 |
13,213,901 |
NON U.S. |
32 |
970,024 |
7.3 |
912,761 |
6.9 |
|
|
40 |
2,076,020 |
15.7 |
2,545,601 |
19.3 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
4,446 |
3.8 |
8,124 |
7.0 |
116,277 |
NON U.S. |
4 |
826 |
0.7 |
3,350 |
2.9 |
|
|
8 |
5,272 |
4.5 |
11,474 |
9.9 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
5,326 |
4.0 |
6,791 |
5.1 |
132,887 |
NON U.S. |
5 |
3,547 |
2.7 |
2,464 |
1.9 |
|
|
9 |
8,873 |
6.7 |
9,255 |
7.0 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
43,649 |
1.7 |
22,719 |
0.9 |
2,619,124 |
NON U.S. |
22 |
80,804 |
3.1 |
58,869 |
2.2 |
|
|
28 |
124,453 |
4.8 |
81,588 |
3.1 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
867 |
5.0 |
0 |
0.0 |
17,319 |
NON U.S. |
|
1,965 |
11.3 |
5,436 |
31.4 |
|
|
5 |
2,832 |
16.4 |
5,436 |
31.4 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
700 |
4.5 |
15,445 |
NON U.S. |
|
2,663 |
17.2 |
1,942 |
12.6 |
|
|
5 |
2,663 |
17.2 |
2,642 |
17.1 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
3,000 |
1.2 |
35,099 |
14.4 |
244,480 |
NON U.S. |
|
25,750 |
10.5 |
23,114 |
9.5 |
|
|
5 |
28,750 |
11.8 |
58,213 |
23.8 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
855 |
0.4 |
4,901 |
2.4 |
200,086 |
NON U.S. |
14 |
21,817 |
10.9 |
2,519 |
1.3 |
|
|
18 |
22,672 |
11.3 |
7,420 |
3.7 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
31,632 |
18.2 |
434 |
0.2 |
174,021 |
NON U.S. |
|
8,407 |
4.8 |
6,096 |
3.5 |
|
|
5 |
40,039 |
23.0 |
6,530 |
3.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
3,143 |
0.7 |
8,393 |
1.8 |
461,893 |
NON U.S. |
11 |
18,000 |
3.9 |
9,426 |
2.0 |
|
|
17 |
21,143 |
4.6 |
17,819 |
3.9 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
3,339 |
1.0 |
0 |
0.0 |
325,004 |
NON U.S. |
4 |
972 |
0.3 |
2,141 |
0.7 |
|
|
8 |
4,311 |
1.3 |
2,141 |
0.7 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
5,431 |
0.5 |
3,939 |
0.3 |
1,198,331 |
NON U.S. |
13 |
32,208 |
2.7 |
77,217 |
6.4 |
|
|
17 |
37,639 |
3.1 |
81,156 |
6.8 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
3,491 |
3.0 |
5,189 |
4.4 |
118,074 |
NON U.S. |
|
55,538 |
47.0 |
30,285 |
25.6 |
|
|
7 |
59,029 |
50.0 |
35,474 |
30.0 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
3,689 |
11.8 |
0 |
0.0 |
31,305 |
NON U.S. |
|
1,500 |
4.8 |
0 |
0.0 |
|
|
5 |
5,189 |
16.6 |
0 |
0.0 |
|