|
REPORT DATE: 9/4/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
6,904 |
1.5 |
1,523 |
0.3 |
446,974 |
NON U.S. |
|
42,851 |
9.6 |
10,464 |
2.3 |
|
|
20 |
49,755 |
11.1 |
11,987 |
2.7 |
|
CBT WHEAT-HRW |
U.S. |
|
4,751 |
1.9 |
790 |
0.3 |
253,546 |
NON U.S. |
|
13,558 |
5.3 |
3,643 |
1.4 |
|
|
12 |
18,309 |
7.2 |
4,433 |
1.7 |
|
CBT CORN |
U.S. |
4 |
7,108 |
0.4 |
20,190 |
1.2 |
1,655,575 |
NON U.S. |
14 |
80,602 |
4.9 |
9,628 |
0.6 |
|
|
18 |
87,710 |
5.3 |
29,818 |
1.8 |
|
CBT SOYBEANS |
U.S. |
4 |
3,080 |
0.4 |
6,312 |
0.8 |
808,144 |
NON U.S. |
16 |
44,759 |
5.5 |
12,049 |
1.5 |
|
|
20 |
47,839 |
5.9 |
18,361 |
2.3 |
|
CBT SOYBEAN OIL |
U.S. |
|
5,905 |
1.1 |
3,036 |
0.6 |
528,062 |
NON U.S. |
|
33,433 |
6.3 |
786 |
0.1 |
|
|
12 |
39,338 |
7.4 |
3,822 |
0.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
|
6,843 |
0.8 |
34 |
0.0 |
874,614 |
NON U.S. |
|
4,561 |
0.5 |
7,579 |
0.9 |
|
|
12 |
11,404 |
1.3 |
7,613 |
0.9 |
|
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
|
2,048 |
4.6 |
688 |
1.5 |
44,966 |
NON U.S. |
|
219 |
0.5 |
64 |
0.1 |
|
|
5 |
2,267 |
5.0 |
752 |
1.7 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
13,644 |
3.3 |
10,956 |
2.6 |
418,039 |
NON U.S. |
|
13,808 |
3.3 |
1,927 |
0.5 |
|
|
10 |
27,452 |
6.6 |
12,883 |
3.1 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
4 |
17,989 |
0.3 |
1,852,341 |
34.8 |
5,327,115 |
NON U.S. |
7 |
41,216 |
0.8 |
856,915 |
16.1 |
|
|
11 |
59,205 |
1.1 |
2,709,256 |
50.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
7,039 |
5.0 |
8,322 |
5.9 |
141,453 |
NON U.S. |
|
5,580 |
3.9 |
2,778 |
2.0 |
|
|
7 |
12,619 |
8.9 |
11,100 |
7.8 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
0 |
0.0 |
83,729 |
23.0 |
364,309 |
NON U.S. |
|
4,860 |
1.3 |
153,076 |
42.0 |
|
|
9 |
4,860 |
1.3 |
236,805 |
65.0 |
|
IFED AECO FIN BASIS |
U.S. |
|
5,390 |
0.6 |
207 |
0.0 |
857,285 |
NON U.S. |
|
42,385 |
4.9 |
641,435 |
74.8 |
|
|
8 |
47,775 |
5.6 |
641,642 |
74.8 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
26,265 |
5.8 |
554 |
0.1 |
454,623 |
NON U.S. |
|
858 |
0.2 |
66,109 |
14.5 |
|
|
8 |
27,123 |
6.0 |
66,663 |
14.7 |
|
IFED HSC FIN BASIS |
U.S. |
|
4,724 |
0.9 |
89,240 |
16.6 |
537,258 |
NON U.S. |
|
1,000 |
0.2 |
20,362 |
3.8 |
|
|
8 |
5,724 |
1.1 |
109,602 |
20.4 |
|
IFED WAHA FIN BASIS |
U.S. |
|
4,847 |
1.5 |
66,670 |
20.9 |
318,809 |
NON U.S. |
|
0 |
0.0 |
18,037 |
5.7 |
|
|
7 |
4,847 |
1.5 |
84,707 |
26.6 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
61,134 |
26.7 |
228,934 |
NON U.S. |
|
0 |
0.0 |
65,216 |
28.5 |
|
|
7 |
0 |
0.0 |
126,350 |
55.2 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
13,533 |
2.2 |
122,201 |
19.7 |
621,520 |
NON U.S. |
|
15,346 |
2.5 |
41,288 |
6.6 |
|
|
8 |
28,879 |
4.6 |
163,489 |
26.3 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
27,055 |
11.1 |
4,879 |
2.0 |
243,079 |
NON U.S. |
|
305 |
0.1 |
7,467 |
3.1 |
|
|
6 |
27,360 |
11.3 |
12,346 |
5.1 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
3,578 |
1.7 |
5,893 |
2.8 |
214,246 |
NON U.S. |
|
0 |
0.0 |
16,736 |
7.8 |
|
|
5 |
3,578 |
1.7 |
22,629 |
10.6 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
381 |
0.4 |
412 |
0.4 |
102,001 |
NON U.S. |
|
9,166 |
9.0 |
5,321 |
5.2 |
|
|
5 |
9,547 |
9.4 |
5,733 |
5.6 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
6,896 |
3.9 |
25,542 |
14.5 |
176,495 |
NON U.S. |
|
6,860 |
3.9 |
7,590 |
4.3 |
|
|
6 |
13,756 |
7.8 |
33,132 |
18.8 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
7,650 |
3.2 |
7,786 |
3.2 |
240,346 |
NON U.S. |
|
0 |
0.0 |
10,425 |
4.3 |
|
|
5 |
7,650 |
3.2 |
18,211 |
7.6 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
2,652 |
1.6 |
10,637 |
6.3 |
168,120 |
NON U.S. |
|
0 |
0.0 |
12,178 |
7.2 |
|
|
5 |
2,652 |
1.6 |
22,815 |
13.6 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
7,386 |
5.1 |
10,729 |
7.4 |
145,330 |
NON U.S. |
|
11,223 |
7.7 |
9,045 |
6.2 |
|
|
5 |
18,609 |
12.8 |
19,774 |
13.6 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
1,950 |
1.2 |
57,355 |
34.0 |
168,601 |
NON U.S. |
|
0 |
0.0 |
42,468 |
25.2 |
|
|
7 |
1,950 |
1.2 |
99,823 |
59.2 |
|
NYME NATURAL GAS |
U.S. |
4 |
33,667 |
2.0 |
40,647 |
2.5 |
1,644,728 |
NON U.S. |
13 |
55,363 |
3.4 |
57,656 |
3.5 |
|
|
17 |
89,030 |
5.4 |
98,303 |
6.0 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
7,758 |
1.7 |
80,768 |
17.7 |
456,445 |
NON U.S. |
|
4,653 |
1.0 |
15,457 |
3.4 |
|
|
8 |
12,411 |
2.7 |
96,225 |
21.1 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
8,582 |
11.3 |
3,490 |
4.6 |
76,259 |
NON U.S. |
|
5,600 |
7.3 |
1,048 |
1.4 |
|
|
6 |
14,182 |
18.6 |
4,538 |
6.0 |
|
CBT SOYBEAN MEAL |
U.S. |
|
5,246 |
1.0 |
1,647 |
0.3 |
521,993 |
NON U.S. |
|
36,169 |
6.9 |
931 |
0.2 |
|
|
14 |
41,415 |
7.9 |
2,578 |
0.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
5,142 |
2.0 |
97 |
0.0 |
253,468 |
NON U.S. |
|
18,538 |
7.3 |
6,260 |
2.5 |
|
|
19 |
23,680 |
9.3 |
6,357 |
2.5 |
|
NYME HENRY HUB |
U.S. |
|
12,545 |
1.1 |
336,199 |
30.3 |
1,110,429 |
NON U.S. |
|
47,817 |
4.3 |
343,916 |
31.0 |
|
|
10 |
60,362 |
5.4 |
680,115 |
61.2 |
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
|
23,951 |
14.6 |
5,688 |
3.5 |
164,111 |
NON U.S. |
|
32,998 |
20.1 |
9,185 |
5.6 |
|
|
9 |
56,949 |
34.7 |
14,873 |
9.1 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
25,124 |
1.2 |
21,275 |
1.0 |
2,127,907 |
NON U.S. |
22 |
15,406 |
0.7 |
39,094 |
1.8 |
|
|
29 |
40,530 |
1.9 |
60,369 |
2.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
69,231 |
1.7 |
8,411 |
0.2 |
3,991,152 |
NON U.S. |
33 |
61,416 |
1.5 |
84,801 |
2.1 |
|
|
40 |
130,647 |
3.3 |
93,212 |
2.3 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
4,552 |
0.8 |
0 |
0.0 |
579,786 |
NON U.S. |
|
9,443 |
1.6 |
7,445 |
1.3 |
|
|
5 |
13,995 |
2.4 |
7,445 |
1.3 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
3,104 |
0.1 |
31,105 |
0.7 |
4,277,516 |
NON U.S. |
22 |
50,174 |
1.2 |
76,126 |
1.8 |
|
|
28 |
53,278 |
1.2 |
107,231 |
2.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
9 |
294,708 |
16.1 |
232,249 |
12.7 |
1,825,371 |
NON U.S. |
23 |
133,319 |
7.3 |
109,934 |
6.0 |
|
|
32 |
428,027 |
23.4 |
342,183 |
18.7 |
|
CME LEAN HOGS |
U.S. |
|
203 |
0.1 |
820 |
0.4 |
233,019 |
NON U.S. |
|
21,371 |
9.2 |
1,430 |
0.6 |
|
|
11 |
21,574 |
9.3 |
2,250 |
1.0 |
|
CME LIVE CATTLE |
U.S. |
|
716 |
0.2 |
694 |
0.2 |
305,289 |
NON U.S. |
|
19,845 |
6.5 |
361 |
0.1 |
|
|
10 |
20,561 |
6.7 |
1,055 |
0.3 |
|
CME FEEDER CATTLE |
U.S. |
|
500 |
1.0 |
0 |
0.0 |
48,434 |
NON U.S. |
|
2,409 |
5.0 |
0 |
0.0 |
|
|
5 |
2,909 |
6.0 |
0 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
695 |
1.7 |
2,395 |
6.0 |
40,179 |
NON U.S. |
|
90 |
0.2 |
2,355 |
5.9 |
|
|
5 |
785 |
2.0 |
4,750 |
11.8 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
2,365 |
10.7 |
22,015 |
NON U.S. |
|
10 |
0.0 |
666 |
3.0 |
|
|
5 |
10 |
0.0 |
3,031 |
13.8 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,534 |
2.1 |
7,396 |
10.0 |
74,293 |
NON U.S. |
|
359 |
0.5 |
2,556 |
3.4 |
|
|
7 |
1,893 |
2.5 |
9,952 |
13.4 |
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
|
0 |
0.0 |
18,354 |
37.0 |
49,553 |
NON U.S. |
|
0 |
0.0 |
5,043 |
10.2 |
|
|
7 |
0 |
0.0 |
23,397 |
47.2 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
6,763 |
5.4 |
2,296 |
1.8 |
124,229 |
NON U.S. |
|
454 |
0.4 |
4,975 |
4.0 |
|
|
7 |
7,217 |
5.8 |
7,271 |
5.9 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,759 |
4.2 |
10,212 |
24.2 |
42,251 |
NON U.S. |
|
0 |
0.0 |
3,814 |
9.0 |
|
|
7 |
1,759 |
4.2 |
14,026 |
33.2 |
|
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
|
0 |
0.0 |
4,680 |
28.7 |
16,334 |
NON U.S. |
|
458 |
2.8 |
1,001 |
6.1 |
|
|
6 |
458 |
2.8 |
5,681 |
34.8 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
493 |
2.1 |
337 |
1.5 |
22,942 |
NON U.S. |
|
5 |
0.0 |
3,980 |
17.3 |
|
|
6 |
498 |
2.2 |
4,317 |
18.8 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
21,676 |
3.5 |
58,444 |
9.3 |
626,318 |
NON U.S. |
|
6,677 |
1.1 |
7,414 |
1.2 |
|
|
16 |
28,353 |
4.5 |
65,858 |
10.5 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
1,857 |
5.0 |
2,181 |
5.9 |
37,170 |
NON U.S. |
|
1,226 |
3.3 |
9,921 |
26.7 |
|
|
6 |
3,083 |
8.3 |
12,102 |
32.6 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
U.S. |
|
0 |
0.0 |
225 |
5.3 |
4,252 |
NON U.S. |
|
111 |
2.6 |
1,236 |
29.1 |
|
|
5 |
111 |
2.6 |
1,461 |
34.4 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
12,180 |
5.7 |
34,950 |
16.4 |
212,869 |
NON U.S. |
|
0 |
0.0 |
8,558 |
4.0 |
|
|
5 |
12,180 |
5.7 |
43,508 |
20.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
15,703 |
0.7 |
279,955 |
12.2 |
2,303,047 |
NON U.S. |
24 |
59,676 |
2.6 |
258,084 |
11.2 |
|
|
28 |
75,379 |
3.3 |
538,039 |
23.4 |
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
|
9,734 |
6.0 |
37,728 |
23.4 |
161,382 |
NON U.S. |
|
14,992 |
9.3 |
26,966 |
16.7 |
|
|
10 |
24,726 |
15.3 |
64,694 |
40.1 |
|
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
|
762 |
4.3 |
657 |
3.7 |
17,688 |
NON U.S. |
|
1,102 |
6.2 |
682 |
3.9 |
|
|
5 |
1,864 |
10.5 |
1,339 |
7.6 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
8,275 |
4.8 |
4,870 |
2.8 |
173,473 |
NON U.S. |
|
1,132 |
0.7 |
851 |
0.5 |
|
|
7 |
9,407 |
5.4 |
5,721 |
3.3 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
310 |
0.8 |
8,957 |
22.4 |
40,046 |
NON U.S. |
|
0 |
0.0 |
2,108 |
5.3 |
|
|
5 |
310 |
0.8 |
11,065 |
27.6 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
7,800 |
4.6 |
35,581 |
21.1 |
168,714 |
NON U.S. |
|
24 |
0.0 |
8,996 |
5.3 |
|
|
6 |
7,824 |
4.6 |
44,577 |
26.4 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
570 |
4.1 |
240 |
1.7 |
13,821 |
NON U.S. |
|
605 |
4.4 |
3,209 |
23.2 |
|
|
6 |
1,175 |
8.5 |
3,449 |
25.0 |
|
ICUS COCOA |
U.S. |
|
3,637 |
1.5 |
1,354 |
0.6 |
240,378 |
NON U.S. |
|
5,617 |
2.3 |
1,642 |
0.7 |
|
|
11 |
9,254 |
3.8 |
2,996 |
1.2 |
|
NYME PALLADIUM |
U.S. |
4 |
63 |
0.4 |
3,492 |
19.4 |
17,993 |
NON U.S. |
12 |
1,378 |
7.7 |
3,225 |
17.9 |
|
|
16 |
1,441 |
8.0 |
6,717 |
37.3 |
|
NYME PLATINUM |
U.S. |
4 |
5,111 |
5.7 |
2,536 |
2.8 |
89,546 |
NON U.S. |
17 |
3,759 |
4.2 |
4,951 |
5.5 |
|
|
21 |
8,870 |
9.9 |
7,487 |
8.4 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
16,026 |
1.6 |
9,372 |
0.9 |
1,010,628 |
NON U.S. |
|
53,649 |
5.3 |
6,818 |
0.7 |
|
|
12 |
69,675 |
6.9 |
16,190 |
1.6 |
|
ICUS COFFEE C |
U.S. |
|
2,936 |
0.9 |
3,295 |
1.1 |
313,014 |
NON U.S. |
|
13,449 |
4.3 |
773 |
0.2 |
|
|
21 |
16,385 |
5.2 |
4,068 |
1.3 |
|
CMX SILVER |
U.S. |
5 |
4,027 |
1.9 |
18,554 |
8.7 |
212,391 |
NON U.S. |
25 |
7,586 |
3.6 |
21,659 |
10.2 |
|
|
30 |
11,613 |
5.5 |
40,213 |
18.9 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
4,661 |
2.0 |
381 |
0.2 |
238,426 |
NON U.S. |
14 |
11,365 |
4.8 |
3,035 |
1.3 |
|
|
18 |
16,026 |
6.7 |
3,416 |
1.4 |
|
CMX GOLD |
U.S. |
5 |
9,386 |
2.0 |
25,770 |
5.4 |
473,118 |
NON U.S. |
28 |
43,721 |
9.2 |
51,031 |
10.8 |
|
|
33 |
53,107 |
11.2 |
76,801 |
16.2 |
|
CME CANADIAN DOLLAR |
U.S. |
|
16,626 |
11.0 |
490 |
0.3 |
151,238 |
NON U.S. |
|
9,499 |
6.3 |
931 |
0.6 |
|
|
9 |
26,125 |
17.3 |
1,421 |
0.9 |
|
CME MEXICAN PESO |
NON U.S. |
|
0 |
0.0 |
43,019 |
19.5 |
220,430 |
|
8 |
0 |
0.0 |
43,019 |
19.5 |
|
CME BRITISH POUND STERLING |
U.S. |
|
42,171 |
16.1 |
3,222 |
1.2 |
261,700 |
NON U.S. |
|
8,271 |
3.2 |
1,634 |
0.6 |
|
|
5 |
50,442 |
19.3 |
4,856 |
1.9 |
|
CME JAPANESE YEN |
U.S. |
|
10,679 |
5.8 |
881 |
0.5 |
185,347 |
NON U.S. |
|
13,325 |
7.2 |
2,287 |
1.2 |
|
|
6 |
24,004 |
13.0 |
3,168 |
1.7 |
|
CME EURO FX |
U.S. |
|
16,159 |
3.1 |
2,076 |
0.4 |
527,579 |
NON U.S. |
|
26,002 |
4.9 |
11,296 |
2.1 |
|
|
17 |
42,161 |
8.0 |
13,372 |
2.5 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
7,305 |
1.6 |
12,521 |
2.8 |
446,937 |
NON U.S. |
|
13,650 |
3.1 |
2,779 |
0.6 |
|
|
14 |
20,955 |
4.7 |
15,300 |
3.4 |
|
E VIX FUTURES |
U.S. |
|
2,836 |
0.6 |
400 |
0.1 |
500,107 |
NON U.S. |
|
32,303 |
6.5 |
6,080 |
1.2 |
|
|
9 |
35,139 |
7.0 |
6,480 |
1.3 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
1,570 |
1.5 |
2,746 |
2.6 |
106,292 |
NON U.S. |
7 |
796 |
0.7 |
20,792 |
19.6 |
|
|
12 |
2,366 |
2.2 |
23,538 |
22.1 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,301,711 |
16.1 |
917,073 |
6.4 |
14,276,081 |
NON U.S. |
36 |
838,190 |
5.9 |
1,009,224 |
7.1 |
|
|
44 |
3,139,901 |
22.0 |
1,926,297 |
13.5 |
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
606 |
2.9 |
21,006 |
NON U.S. |
|
7,365 |
35.1 |
1,892 |
9.0 |
|
|
6 |
7,365 |
35.1 |
2,498 |
11.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
14,193 |
0.5 |
88,464 |
3.1 |
2,893,316 |
NON U.S. |
24 |
55,927 |
1.9 |
158,038 |
5.5 |
|
|
31 |
70,120 |
2.4 |
246,502 |
8.5 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
727 |
2.4 |
41 |
0.1 |
30,599 |
NON U.S. |
|
1,017 |
3.3 |
3,330 |
10.9 |
|
|
7 |
1,744 |
5.7 |
3,371 |
11.0 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
0 |
0.0 |
828 |
6.9 |
12,059 |
NON U.S. |
|
284 |
2.4 |
3,573 |
29.6 |
|
|
6 |
284 |
2.4 |
4,401 |
36.5 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
263 |
1.6 |
1,250 |
7.4 |
16,880 |
NON U.S. |
|
2,636 |
15.6 |
2,061 |
12.2 |
|
|
5 |
2,899 |
17.2 |
3,311 |
19.6 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
7,470 |
22.4 |
33,317 |
NON U.S. |
|
6,922 |
20.8 |
1,791 |
5.4 |
|
|
5 |
6,922 |
20.8 |
9,261 |
27.8 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
5,000 |
3.1 |
17,850 |
11.0 |
162,015 |
NON U.S. |
|
16,561 |
10.2 |
20,553 |
12.7 |
|
|
6 |
21,561 |
13.3 |
38,403 |
23.7 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
7,386 |
2.8 |
4,732 |
1.8 |
266,283 |
NON U.S. |
10 |
6,356 |
2.4 |
15,642 |
5.9 |
|
|
14 |
13,742 |
5.2 |
20,374 |
7.7 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
1,506 |
1.0 |
1,282 |
0.8 |
156,234 |
NON U.S. |
|
7,088 |
4.5 |
595 |
0.4 |
|
|
5 |
8,594 |
5.5 |
1,877 |
1.2 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
12,150 |
2.2 |
5,957 |
1.1 |
547,017 |
NON U.S. |
10 |
16,897 |
3.1 |
10,521 |
1.9 |
|
|
16 |
29,047 |
5.3 |
16,478 |
3.0 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
|
0 |
0.0 |
593 |
1.1 |
54,889 |
NON U.S. |
|
2,016 |
3.7 |
1,688 |
3.1 |
|
|
7 |
2,016 |
3.7 |
2,281 |
4.2 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
358 |
0.1 |
231 |
0.1 |
295,053 |
NON U.S. |
|
2,183 |
0.7 |
19,095 |
6.5 |
|
|
9 |
2,541 |
0.9 |
19,326 |
6.6 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
3,379 |
0.3 |
584 |
0.1 |
1,047,783 |
NON U.S. |
13 |
23,271 |
2.2 |
19,573 |
1.9 |
|
|
18 |
26,650 |
2.5 |
20,157 |
1.9 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
660 |
0.6 |
1,844 |
1.6 |
113,695 |
NON U.S. |
|
47,438 |
41.7 |
26,478 |
23.3 |
|
|
6 |
48,098 |
42.3 |
28,322 |
24.9 |
|