|
REPORT DATE: 9/1/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
6,109 |
1.7 |
592 |
0.2 |
367,282 |
NON U.S. |
|
34,318 |
9.3 |
11,707 |
3.2 |
|
|
16 |
40,427 |
11.0 |
12,299 |
3.3 |
|
CBT WHEAT-HRW |
U.S. |
|
7,493 |
3.3 |
0 |
0.0 |
223,722 |
NON U.S. |
|
16,119 |
7.2 |
5,017 |
2.2 |
|
|
10 |
23,612 |
10.6 |
5,017 |
2.2 |
|
CBT CORN |
U.S. |
|
20,465 |
1.5 |
10,488 |
0.8 |
1,381,162 |
NON U.S. |
|
82,945 |
6.0 |
6,817 |
0.5 |
|
|
18 |
103,410 |
7.5 |
17,305 |
1.3 |
|
CBT SOYBEANS |
U.S. |
|
10,652 |
1.2 |
11,385 |
1.3 |
871,449 |
NON U.S. |
|
47,144 |
5.4 |
3,253 |
0.4 |
|
|
16 |
57,796 |
6.6 |
14,638 |
1.7 |
|
CBT SOYBEAN OIL |
U.S. |
|
5,935 |
1.3 |
402 |
0.1 |
455,674 |
NON U.S. |
|
32,914 |
7.2 |
30 |
0.0 |
|
|
11 |
38,849 |
8.5 |
432 |
0.1 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
7,076 |
0.6 |
1,996 |
0.2 |
1,136,086 |
NON U.S. |
|
3,183 |
0.3 |
7,684 |
0.7 |
|
|
10 |
10,259 |
0.9 |
9,680 |
0.9 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
0 |
0.0 |
216 |
0.0 |
1,018,564 |
NON U.S. |
|
2,079 |
0.2 |
4,627 |
0.5 |
|
|
5 |
2,079 |
0.2 |
4,843 |
0.5 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
21,308 |
5.5 |
2,769 |
0.7 |
389,602 |
NON U.S. |
|
18,300 |
4.7 |
1,265 |
0.3 |
|
|
12 |
39,608 |
10.2 |
4,034 |
1.0 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
5,374 |
8.6 |
0 |
0.0 |
62,720 |
NON U.S. |
|
600 |
1.0 |
0 |
0.0 |
|
|
5 |
5,974 |
9.5 |
0 |
0.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
11,641 |
0.2 |
2,203,261 |
35.8 |
6,157,752 |
NON U.S. |
9 |
66,351 |
1.1 |
1,543,040 |
25.1 |
|
|
14 |
77,992 |
1.3 |
3,746,301 |
60.8 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
42,286 |
18.3 |
18,716 |
8.1 |
231,367 |
NON U.S. |
|
17,074 |
7.4 |
5,608 |
2.4 |
|
|
8 |
59,360 |
25.7 |
24,324 |
10.5 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
1,084 |
0.7 |
11,890 |
7.6 |
156,331 |
NON U.S. |
|
0 |
0.0 |
28,361 |
18.1 |
|
|
5 |
1,084 |
0.7 |
40,251 |
25.7 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
1,414 |
0.4 |
72,053 |
21.6 |
333,579 |
NON U.S. |
|
13,602 |
4.1 |
63,819 |
19.1 |
|
|
8 |
15,016 |
4.5 |
135,872 |
40.7 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
29,645 |
2.6 |
1,152,971 |
NON U.S. |
|
21,774 |
1.9 |
670,784 |
58.2 |
|
|
7 |
21,774 |
1.9 |
700,429 |
60.7 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
32,338 |
7.8 |
3,807 |
0.9 |
411,999 |
NON U.S. |
|
4,965 |
1.2 |
36,359 |
8.8 |
|
|
8 |
37,303 |
9.1 |
40,166 |
9.7 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
17,711 |
2.7 |
78,784 |
12.0 |
654,542 |
NON U.S. |
5 |
1,393 |
0.2 |
72,462 |
11.1 |
|
|
9 |
19,104 |
2.9 |
151,246 |
23.1 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
8,771 |
1.8 |
179,244 |
36.1 |
496,536 |
NON U.S. |
6 |
9,746 |
2.0 |
49,478 |
10.0 |
|
|
10 |
18,517 |
3.7 |
228,722 |
46.1 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
608 |
0.2 |
129,208 |
39.7 |
325,465 |
NON U.S. |
5 |
0 |
0.0 |
82,732 |
25.4 |
|
|
9 |
608 |
0.2 |
211,940 |
65.1 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
8,088 |
4.2 |
38,854 |
20.3 |
191,203 |
NON U.S. |
|
1,378 |
0.7 |
32,595 |
17.0 |
|
|
7 |
9,466 |
5.0 |
71,449 |
37.4 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
8,751 |
1.4 |
182,238 |
29.3 |
622,165 |
NON U.S. |
5 |
25,437 |
4.1 |
79,676 |
12.8 |
|
|
9 |
34,188 |
5.5 |
261,914 |
42.1 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
940 |
0.4 |
65,253 |
28.4 |
229,504 |
NON U.S. |
|
0 |
0.0 |
59,662 |
26.0 |
|
|
6 |
940 |
0.4 |
124,915 |
54.4 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
10,644 |
4.8 |
4,194 |
1.9 |
219,471 |
NON U.S. |
|
8,885 |
4.0 |
23,515 |
10.7 |
|
|
7 |
19,529 |
8.9 |
27,709 |
12.6 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
8,811 |
3.8 |
2,369 |
1.0 |
230,358 |
NON U.S. |
|
4,937 |
2.1 |
23,557 |
10.2 |
|
|
7 |
13,748 |
6.0 |
25,926 |
11.3 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
603 |
0.2 |
45,477 |
16.5 |
275,222 |
NON U.S. |
|
11,792 |
4.3 |
18,213 |
6.6 |
|
|
5 |
12,395 |
4.5 |
63,690 |
23.1 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
288 |
0.1 |
24,277 |
10.5 |
232,010 |
NON U.S. |
|
0 |
0.0 |
26,632 |
11.5 |
|
|
5 |
288 |
0.1 |
50,909 |
21.9 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
15,081 |
16.8 |
1,268 |
1.4 |
89,551 |
|
5 |
15,081 |
16.8 |
1,268 |
1.4 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
5,479 |
2.9 |
15,090 |
7.9 |
190,135 |
NON U.S. |
|
1,007 |
0.5 |
31,118 |
16.4 |
|
|
6 |
6,486 |
3.4 |
46,208 |
24.3 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
24,477 |
10.4 |
11,121 |
4.7 |
234,708 |
NON U.S. |
|
0 |
0.0 |
9,037 |
3.9 |
|
|
7 |
24,477 |
10.4 |
20,158 |
8.6 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,275 |
1.8 |
3,833 |
3.0 |
127,189 |
NON U.S. |
|
0 |
0.0 |
11,707 |
9.2 |
|
|
5 |
2,275 |
1.8 |
15,540 |
12.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
16,352 |
5.9 |
86,591 |
31.0 |
279,392 |
NON U.S. |
|
4,388 |
1.6 |
23,854 |
8.5 |
|
|
6 |
20,740 |
7.4 |
110,445 |
39.5 |
|
NYME NATURAL GAS |
U.S. |
|
23,180 |
1.8 |
60,057 |
4.8 |
1,261,289 |
NON U.S. |
|
45,872 |
3.6 |
69,114 |
5.5 |
|
|
16 |
69,052 |
5.5 |
129,171 |
10.2 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
6,342 |
2.0 |
73,393 |
23.3 |
315,424 |
NON U.S. |
7 |
4,181 |
1.3 |
35,570 |
11.3 |
|
|
11 |
10,523 |
3.3 |
108,963 |
34.5 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
28,115 |
23.6 |
5,204 |
4.4 |
119,295 |
NON U.S. |
|
19,299 |
16.2 |
747 |
0.6 |
|
|
7 |
47,414 |
39.7 |
5,951 |
5.0 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,656 |
1.0 |
1,731 |
0.4 |
445,510 |
NON U.S. |
|
36,105 |
8.1 |
934 |
0.2 |
|
|
14 |
40,761 |
9.1 |
2,665 |
0.6 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,537 |
1.7 |
80 |
0.0 |
209,578 |
NON U.S. |
|
18,687 |
8.9 |
12,678 |
6.0 |
|
|
17 |
22,224 |
10.6 |
12,758 |
6.1 |
|
NYME HENRY HUB |
U.S. |
4 |
16,621 |
2.3 |
303,136 |
42.1 |
719,563 |
NON U.S. |
8 |
39,878 |
5.5 |
185,214 |
25.7 |
|
|
12 |
56,499 |
7.9 |
488,350 |
67.9 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
57,716 |
28.9 |
17,089 |
8.5 |
200,008 |
NON U.S. |
|
55,701 |
27.8 |
5,673 |
2.8 |
|
|
10 |
113,417 |
56.7 |
22,762 |
11.4 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
12,974 |
0.6 |
18,917 |
0.9 |
2,047,506 |
NON U.S. |
20 |
10,605 |
0.5 |
34,485 |
1.7 |
|
|
25 |
23,579 |
1.2 |
53,402 |
2.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
108,471 |
3.2 |
6,707 |
0.2 |
3,363,599 |
NON U.S. |
27 |
56,918 |
1.7 |
106,398 |
3.2 |
|
|
32 |
165,389 |
4.9 |
113,105 |
3.4 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
6,433 |
0.2 |
7,151 |
0.2 |
3,246,416 |
NON U.S. |
18 |
58,507 |
1.8 |
29,650 |
0.9 |
|
|
22 |
64,940 |
2.0 |
36,801 |
1.1 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
4 |
158,487 |
11.6 |
132,928 |
9.8 |
1,360,904 |
NON U.S. |
20 |
107,591 |
7.9 |
38,484 |
2.8 |
|
|
24 |
266,078 |
19.6 |
171,412 |
12.6 |
|
CME LEAN HOGS |
U.S. |
|
35 |
0.0 |
173 |
0.1 |
217,948 |
NON U.S. |
|
13,498 |
6.2 |
3,375 |
1.5 |
|
|
11 |
13,533 |
6.2 |
3,548 |
1.6 |
|
CME LIVE CATTLE |
NON U.S. |
|
15,515 |
5.2 |
405 |
0.1 |
296,230 |
|
7 |
15,515 |
5.2 |
405 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
138 |
0.3 |
40 |
0.1 |
43,417 |
NON U.S. |
|
1,394 |
3.2 |
0 |
0.0 |
|
|
7 |
1,532 |
3.5 |
40 |
0.1 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,690 |
7.8 |
3,702 |
10.7 |
34,490 |
NON U.S. |
|
30 |
0.1 |
2,817 |
8.2 |
|
|
6 |
2,720 |
7.9 |
6,519 |
18.9 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
5,180 |
16.8 |
30,814 |
NON U.S. |
|
0 |
0.0 |
2,153 |
7.0 |
|
|
6 |
0 |
0.0 |
7,333 |
23.8 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
4,604 |
7.6 |
1,379 |
2.3 |
60,842 |
NON U.S. |
|
1,452 |
2.4 |
211 |
0.3 |
|
|
6 |
6,056 |
10.0 |
1,590 |
2.6 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
85 |
0.2 |
10,130 |
21.6 |
46,797 |
NON U.S. |
|
20 |
0.0 |
4,714 |
10.1 |
|
|
7 |
105 |
0.2 |
14,844 |
31.7 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,215 |
3.1 |
6,450 |
4.7 |
137,521 |
NON U.S. |
|
1,240 |
0.9 |
4,688 |
3.4 |
|
|
6 |
5,455 |
4.0 |
11,138 |
8.1 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,310 |
2.1 |
9,588 |
15.7 |
61,248 |
NON U.S. |
|
0 |
0.0 |
12,324 |
20.1 |
|
|
8 |
1,310 |
2.1 |
21,912 |
35.8 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
416 |
0.7 |
3,490 |
6.0 |
58,136 |
NON U.S. |
|
331 |
0.6 |
3,472 |
6.0 |
|
|
7 |
747 |
1.3 |
6,962 |
12.0 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
1,221 |
3.6 |
4,934 |
14.6 |
33,782 |
NON U.S. |
|
1,692 |
5.0 |
3,183 |
9.4 |
|
|
6 |
2,913 |
8.6 |
8,117 |
24.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
21,463 |
4.7 |
82,536 |
18.2 |
454,533 |
NON U.S. |
|
4,915 |
1.1 |
10,803 |
2.4 |
|
|
10 |
26,378 |
5.8 |
93,339 |
20.5 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
807 |
2.2 |
0 |
0.0 |
36,877 |
NON U.S. |
|
0 |
0.0 |
14,145 |
38.4 |
|
|
7 |
807 |
2.2 |
14,145 |
38.4 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
225 |
2.2 |
6,720 |
66.1 |
10,160 |
|
6 |
225 |
2.2 |
6,720 |
66.1 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
57,898 |
28.4 |
72,201 |
35.5 |
203,593 |
NON U.S. |
|
0 |
0.0 |
29,672 |
14.6 |
|
|
6 |
57,898 |
28.4 |
101,873 |
50.0 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
28,390 |
1.4 |
278,893 |
13.5 |
2,064,137 |
NON U.S. |
18 |
47,297 |
2.3 |
231,551 |
11.2 |
|
|
22 |
75,687 |
3.7 |
510,444 |
24.7 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
3,164 |
2.2 |
20,619 |
14.4 |
142,833 |
NON U.S. |
8 |
7,650 |
5.4 |
35,586 |
24.9 |
|
|
12 |
10,814 |
7.6 |
56,205 |
39.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,523 |
1.7 |
1,198 |
0.6 |
202,271 |
NON U.S. |
|
811 |
0.4 |
955 |
0.5 |
|
|
6 |
4,334 |
2.1 |
2,153 |
1.1 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
645 |
0.4 |
29,807 |
18.5 |
161,422 |
NON U.S. |
|
0 |
0.0 |
3,624 |
2.2 |
|
|
7 |
645 |
0.4 |
33,431 |
20.7 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
35,434 |
49.0 |
72,267 |
NON U.S. |
|
0 |
0.0 |
16,493 |
22.8 |
|
|
6 |
0 |
0.0 |
51,927 |
71.9 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
3,999 |
4.3 |
19,374 |
20.7 |
93,484 |
NON U.S. |
5 |
180 |
0.2 |
14,091 |
15.1 |
|
|
9 |
4,179 |
4.5 |
33,465 |
35.8 |
|
ICUS COCOA |
U.S. |
|
5,306 |
2.5 |
294 |
0.1 |
213,471 |
NON U.S. |
|
5,898 |
2.8 |
503 |
0.2 |
|
|
8 |
11,204 |
5.2 |
797 |
0.4 |
|
NYME PALLADIUM |
U.S. |
|
0 |
0.0 |
2,183 |
22.5 |
9,698 |
NON U.S. |
|
893 |
9.2 |
467 |
4.8 |
|
|
11 |
893 |
9.2 |
2,650 |
27.3 |
|
NYME PLATINUM |
U.S. |
4 |
245 |
0.4 |
14,309 |
23.6 |
60,538 |
NON U.S. |
16 |
3,278 |
5.4 |
5,527 |
9.1 |
|
|
20 |
3,523 |
5.8 |
19,836 |
32.8 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
20,014 |
1.9 |
3,376 |
0.3 |
1,075,405 |
NON U.S. |
|
54,045 |
5.0 |
56,553 |
5.3 |
|
|
16 |
74,059 |
6.9 |
59,929 |
5.6 |
|
ICUS COFFEE C |
U.S. |
|
4,950 |
1.9 |
1,739 |
0.7 |
264,785 |
NON U.S. |
|
11,006 |
4.2 |
24,687 |
9.3 |
|
|
26 |
15,956 |
6.0 |
26,426 |
10.0 |
|
CMX SILVER |
U.S. |
4 |
4,433 |
2.7 |
33,297 |
20.0 |
166,449 |
NON U.S. |
20 |
7,775 |
4.7 |
28,571 |
17.2 |
|
|
24 |
12,208 |
7.3 |
61,868 |
37.2 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,298 |
1.8 |
160 |
0.1 |
233,226 |
NON U.S. |
|
9,356 |
4.0 |
2,337 |
1.0 |
|
|
14 |
13,654 |
5.9 |
2,497 |
1.1 |
|
CMX GOLD |
U.S. |
4 |
12,371 |
2.3 |
87,209 |
15.9 |
547,704 |
NON U.S. |
29 |
46,024 |
8.4 |
95,369 |
17.4 |
|
|
33 |
58,395 |
10.7 |
182,578 |
33.3 |
|
CME CANADIAN DOLLAR |
U.S. |
|
1,903 |
1.4 |
28,180 |
20.1 |
140,520 |
NON U.S. |
|
3 |
0.0 |
4,170 |
3.0 |
|
|
5 |
1,906 |
1.4 |
32,350 |
23.0 |
|
CME BRITISH POUND STERLING |
U.S. |
|
2,785 |
1.5 |
38,445 |
20.6 |
186,588 |
NON U.S. |
|
2,132 |
1.1 |
4,368 |
2.3 |
|
|
5 |
4,917 |
2.6 |
42,813 |
22.9 |
|
CME JAPANESE YEN |
U.S. |
|
105 |
0.1 |
45,504 |
31.2 |
145,922 |
NON U.S. |
|
3,587 |
2.5 |
3,687 |
2.5 |
|
|
7 |
3,692 |
2.5 |
49,191 |
33.7 |
|
CME EURO FX |
U.S. |
|
1,059 |
0.2 |
213,434 |
30.6 |
698,211 |
NON U.S. |
|
25,488 |
3.7 |
10,809 |
1.5 |
|
|
15 |
26,547 |
3.8 |
224,243 |
32.1 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
4,171 |
1.2 |
3,550 |
1.0 |
354,426 |
NON U.S. |
|
10,355 |
2.9 |
1,194 |
0.3 |
|
|
12 |
14,526 |
4.1 |
4,744 |
1.3 |
|
E VIX FUTURES |
U.S. |
|
209 |
0.1 |
1,673 |
0.6 |
300,778 |
NON U.S. |
|
9,122 |
3.0 |
5,441 |
1.8 |
|
|
9 |
9,331 |
3.1 |
7,114 |
2.4 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
4,516 |
5.5 |
1,512 |
1.8 |
82,005 |
NON U.S. |
4 |
3,891 |
4.7 |
2,423 |
3.0 |
|
|
9 |
8,407 |
10.3 |
3,935 |
4.8 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,127,899 |
11.2 |
669,637 |
6.7 |
10,034,536 |
NON U.S. |
34 |
1,029,240 |
10.3 |
1,094,922 |
10.9 |
|
|
41 |
2,157,139 |
21.5 |
1,764,559 |
17.6 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
7,301 |
3.6 |
54,295 |
27.1 |
200,510 |
NON U.S. |
5 |
8,653 |
4.3 |
5,556 |
2.8 |
|
|
9 |
15,954 |
8.0 |
59,851 |
29.8 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
1,301 |
1.0 |
25,377 |
20.1 |
126,339 |
NON U.S. |
10 |
7,602 |
6.0 |
4,245 |
3.4 |
|
|
14 |
8,903 |
7.0 |
29,622 |
23.4 |
|
CME S&P 500 STOCK INDEX |
U.S. |
|
1,250 |
3.8 |
3,650 |
11.2 |
32,514 |
NON U.S. |
|
0 |
0.0 |
5,174 |
15.9 |
|
|
6 |
1,250 |
3.8 |
8,824 |
27.1 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
NON U.S. |
|
235 |
2.5 |
2,124 |
22.5 |
9,433 |
|
5 |
235 |
2.5 |
2,124 |
22.5 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
0 |
0.0 |
3,706 |
22.5 |
16,448 |
|
5 |
0 |
0.0 |
3,706 |
22.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
53,123 |
1.9 |
15,069 |
0.5 |
2,789,621 |
NON U.S. |
23 |
67,398 |
2.4 |
120,239 |
4.3 |
|
|
29 |
120,521 |
4.3 |
135,308 |
4.9 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
412 |
4.1 |
3,284 |
32.3 |
10,165 |
|
5 |
412 |
4.1 |
3,284 |
32.3 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
0 |
0.0 |
301 |
3.7 |
8,229 |
NON U.S. |
|
523 |
6.4 |
3,365 |
40.9 |
|
|
6 |
523 |
6.4 |
3,666 |
44.5 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
54,581 |
23.6 |
13,630 |
5.9 |
231,370 |
NON U.S. |
|
54,956 |
23.8 |
20,120 |
8.7 |
|
|
9 |
109,537 |
47.3 |
33,750 |
14.6 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
4,093 |
12.8 |
0 |
0.0 |
31,915 |
NON U.S. |
|
5,954 |
18.7 |
0 |
0.0 |
|
|
6 |
10,047 |
31.5 |
0 |
0.0 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
1,195 |
0.5 |
1,995 |
0.8 |
245,148 |
NON U.S. |
15 |
9,147 |
3.7 |
15,332 |
6.3 |
|
|
19 |
10,342 |
4.2 |
17,327 |
7.1 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
8 |
12,693 |
2.5 |
5,330 |
1.1 |
502,015 |
NON U.S. |
16 |
13,921 |
2.8 |
16,922 |
3.4 |
|
|
24 |
26,614 |
5.3 |
22,252 |
4.4 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
2,027 |
0.5 |
5,978 |
1.3 |
447,818 |
NON U.S. |
5 |
4,073 |
0.9 |
52,644 |
11.8 |
|
|
10 |
6,100 |
1.4 |
58,622 |
13.1 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
6 |
4,306 |
0.4 |
1,235 |
0.1 |
1,210,880 |
NON U.S. |
11 |
5,296 |
0.4 |
62,507 |
5.2 |
|
|
17 |
9,602 |
0.8 |
63,742 |
5.3 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
1,320 |
0.7 |
7,250 |
3.9 |
184,763 |
NON U.S. |
7 |
11,563 |
6.3 |
39,307 |
21.3 |
|
|
11 |
12,883 |
7.0 |
46,557 |
25.2 |
|