|
REPORT DATE: 8/6/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
8,515 |
2.1 |
2,478 |
0.6 |
399,820 |
NON U.S. |
|
39,514 |
9.9 |
8,667 |
2.2 |
|
|
16 |
48,029 |
12.0 |
11,145 |
2.8 |
|
CBT WHEAT-HRW |
U.S. |
|
6,908 |
2.4 |
2,324 |
0.8 |
291,051 |
NON U.S. |
|
16,252 |
5.6 |
3,874 |
1.3 |
|
|
9 |
23,160 |
8.0 |
6,198 |
2.1 |
|
CBT CORN |
U.S. |
|
13,697 |
0.8 |
9,403 |
0.5 |
1,814,664 |
NON U.S. |
|
71,148 |
3.9 |
5,457 |
0.3 |
|
|
16 |
84,845 |
4.7 |
14,860 |
0.8 |
|
CBT SOYBEANS |
U.S. |
5 |
5,131 |
0.8 |
3,894 |
0.6 |
633,067 |
NON U.S. |
12 |
29,727 |
4.7 |
5,059 |
0.8 |
|
|
17 |
34,858 |
5.5 |
8,953 |
1.4 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,670 |
2.2 |
2,999 |
0.7 |
448,860 |
NON U.S. |
|
36,375 |
8.1 |
793 |
0.2 |
|
|
11 |
46,045 |
10.3 |
3,792 |
0.8 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
2,481 |
0.3 |
4,648 |
0.5 |
974,970 |
NON U.S. |
10 |
11,920 |
1.2 |
5,438 |
0.6 |
|
|
15 |
14,401 |
1.5 |
10,086 |
1.0 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
2,012 |
0.2 |
1,790 |
0.2 |
1,190,602 |
NON U.S. |
|
2,505 |
0.2 |
6,179 |
0.5 |
|
|
5 |
4,517 |
0.4 |
7,969 |
0.7 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
16,586 |
3.8 |
3,404 |
0.8 |
441,184 |
NON U.S. |
7 |
14,617 |
3.3 |
1,958 |
0.4 |
|
|
11 |
31,203 |
7.1 |
5,362 |
1.2 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
13,580 |
0.3 |
1,795,854 |
36.3 |
4,943,586 |
NON U.S. |
8 |
73,013 |
1.5 |
849,767 |
17.2 |
|
|
13 |
86,593 |
1.8 |
2,645,621 |
53.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
11,894 |
7.9 |
19,217 |
12.7 |
151,240 |
NON U.S. |
|
4,380 |
2.9 |
3,952 |
2.6 |
|
|
6 |
16,274 |
10.8 |
23,169 |
15.3 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,180 |
1.5 |
3,671 |
2.4 |
150,092 |
NON U.S. |
|
1,401 |
0.9 |
33,410 |
22.3 |
|
|
5 |
3,581 |
2.4 |
37,081 |
24.7 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
375 |
0.1 |
83,049 |
25.1 |
330,857 |
NON U.S. |
|
7,628 |
2.3 |
93,234 |
28.2 |
|
|
8 |
8,003 |
2.4 |
176,283 |
53.3 |
|
IFED AECO FIN BASIS |
U.S. |
|
1,810 |
0.2 |
5,717 |
0.7 |
778,104 |
NON U.S. |
|
16,356 |
2.1 |
570,465 |
73.3 |
|
|
8 |
18,166 |
2.3 |
576,182 |
74.0 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
22,108 |
5.9 |
4,734 |
1.3 |
377,522 |
NON U.S. |
|
4,425 |
1.2 |
54,330 |
14.4 |
|
|
9 |
26,533 |
7.0 |
59,064 |
15.6 |
|
IFED HSC FIN BASIS |
U.S. |
|
10,076 |
2.1 |
77,657 |
16.1 |
482,508 |
NON U.S. |
|
1,529 |
0.3 |
12,082 |
2.5 |
|
|
8 |
11,605 |
2.4 |
89,739 |
18.6 |
|
IFED WAHA FIN BASIS |
U.S. |
|
730 |
0.2 |
90,177 |
26.8 |
336,295 |
NON U.S. |
|
20,479 |
6.1 |
28,063 |
8.3 |
|
|
6 |
21,209 |
6.3 |
118,240 |
35.2 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
64,329 |
25.5 |
251,932 |
NON U.S. |
|
0 |
0.0 |
70,116 |
27.8 |
|
|
8 |
0 |
0.0 |
134,445 |
53.4 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
14,660 |
8.8 |
23,048 |
13.8 |
166,440 |
NON U.S. |
|
0 |
0.0 |
12,970 |
7.8 |
|
|
5 |
14,660 |
8.8 |
36,018 |
21.6 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
19,599 |
3.5 |
127,681 |
22.5 |
566,403 |
NON U.S. |
|
60,522 |
10.7 |
59,660 |
10.5 |
|
|
8 |
80,121 |
14.1 |
187,341 |
33.1 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
12,751 |
6.9 |
5,989 |
3.2 |
185,499 |
NON U.S. |
|
7,740 |
4.2 |
3,110 |
1.7 |
|
|
5 |
20,491 |
11.0 |
9,099 |
4.9 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
611 |
0.2 |
23,739 |
9.1 |
262,107 |
NON U.S. |
|
61 |
0.0 |
26,220 |
10.0 |
|
|
5 |
672 |
0.3 |
49,959 |
19.1 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
1,580 |
0.8 |
14,014 |
7.2 |
195,110 |
NON U.S. |
|
0 |
0.0 |
24,455 |
12.5 |
|
|
5 |
1,580 |
0.8 |
38,469 |
19.7 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
16,747 |
20.0 |
2,649 |
3.2 |
83,922 |
|
5 |
16,747 |
20.0 |
2,649 |
3.2 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
8,646 |
5.3 |
20,426 |
12.4 |
164,479 |
NON U.S. |
|
7,445 |
4.5 |
4,530 |
2.8 |
|
|
6 |
16,091 |
9.8 |
24,956 |
15.2 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
5,678 |
2.4 |
7,765 |
3.3 |
236,237 |
NON U.S. |
|
0 |
0.0 |
9,478 |
4.0 |
|
|
6 |
5,678 |
2.4 |
17,243 |
7.3 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
487 |
0.4 |
10,207 |
8.2 |
124,476 |
NON U.S. |
|
909 |
0.7 |
12,988 |
10.4 |
|
|
5 |
1,396 |
1.1 |
23,195 |
18.6 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
3,563 |
2.5 |
14,027 |
9.9 |
142,019 |
NON U.S. |
|
3,166 |
2.2 |
9,544 |
6.7 |
|
|
5 |
6,729 |
4.7 |
23,571 |
16.6 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
13,976 |
5.4 |
100,884 |
39.2 |
257,171 |
NON U.S. |
|
7,756 |
3.0 |
56,001 |
21.8 |
|
|
7 |
21,732 |
8.5 |
156,885 |
61.0 |
|
NYME NATURAL GAS |
U.S. |
6 |
63,445 |
4.6 |
46,721 |
3.4 |
1,375,412 |
NON U.S. |
16 |
78,691 |
5.7 |
59,385 |
4.3 |
|
|
22 |
142,136 |
10.3 |
106,106 |
7.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
8,741 |
2.6 |
58,425 |
17.6 |
331,920 |
NON U.S. |
6 |
3,765 |
1.1 |
21,489 |
6.5 |
|
|
10 |
12,506 |
3.8 |
79,914 |
24.1 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
15,162 |
18.0 |
3,940 |
4.7 |
84,017 |
NON U.S. |
|
3,291 |
3.9 |
1,826 |
2.2 |
|
|
6 |
18,453 |
22.0 |
5,766 |
6.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
6,092 |
1.4 |
5,862 |
1.3 |
445,322 |
NON U.S. |
|
29,543 |
6.6 |
69 |
0.0 |
|
|
12 |
35,635 |
8.0 |
5,931 |
1.3 |
|
ICUS COTTON NO. 2 |
U.S. |
|
1,779 |
0.9 |
3,136 |
1.5 |
206,644 |
NON U.S. |
|
15,009 |
7.3 |
5,228 |
2.5 |
|
|
15 |
16,788 |
8.1 |
8,364 |
4.0 |
|
NYME HENRY HUB |
U.S. |
|
7,771 |
0.9 |
272,352 |
29.8 |
912,996 |
NON U.S. |
|
42,257 |
4.6 |
271,975 |
29.8 |
|
|
10 |
50,028 |
5.5 |
544,327 |
59.6 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
30,695 |
22.6 |
5,240 |
3.9 |
135,740 |
NON U.S. |
|
19,267 |
14.2 |
8,046 |
5.9 |
|
|
7 |
49,962 |
36.8 |
13,286 |
9.8 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
16,098 |
0.4 |
7,693 |
0.2 |
3,957,517 |
NON U.S. |
28 |
84,525 |
2.1 |
45,132 |
1.1 |
|
|
33 |
100,623 |
2.5 |
52,825 |
1.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
117,338 |
2.9 |
18,662 |
0.5 |
4,010,311 |
NON U.S. |
30 |
46,573 |
1.2 |
49,398 |
1.2 |
|
|
38 |
163,911 |
4.1 |
68,060 |
1.7 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,337 |
0.4 |
2,634 |
0.3 |
787,192 |
NON U.S. |
|
4,297 |
0.5 |
13,987 |
1.8 |
|
|
6 |
7,634 |
1.0 |
16,621 |
2.1 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
35,399 |
0.8 |
28,934 |
0.6 |
4,679,299 |
NON U.S. |
24 |
50,053 |
1.1 |
79,431 |
1.7 |
|
|
29 |
85,452 |
1.8 |
108,365 |
2.3 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
219,671 |
11.4 |
284,956 |
14.8 |
1,931,564 |
NON U.S. |
24 |
113,241 |
5.9 |
117,325 |
6.1 |
|
|
31 |
332,912 |
17.2 |
402,281 |
20.8 |
|
CME LEAN HOGS |
U.S. |
|
1,452 |
0.5 |
797 |
0.3 |
266,909 |
NON U.S. |
|
17,270 |
6.5 |
690 |
0.3 |
|
|
11 |
18,722 |
7.0 |
1,487 |
0.6 |
|
CME LIVE CATTLE |
U.S. |
|
530 |
0.2 |
2,112 |
0.7 |
314,504 |
NON U.S. |
|
20,035 |
6.4 |
0 |
0.0 |
|
|
11 |
20,565 |
6.5 |
2,112 |
0.7 |
|
CME FEEDER CATTLE |
U.S. |
|
181 |
0.4 |
93 |
0.2 |
47,956 |
NON U.S. |
|
1,744 |
3.6 |
0 |
0.0 |
|
|
6 |
1,925 |
4.0 |
93 |
0.2 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,696 |
7.5 |
2,261 |
6.3 |
36,084 |
NON U.S. |
|
830 |
2.3 |
3,815 |
10.6 |
|
|
6 |
3,526 |
9.8 |
6,076 |
16.8 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
17 |
0.1 |
2,241 |
16.0 |
13,981 |
NON U.S. |
|
445 |
3.2 |
200 |
1.4 |
|
|
5 |
462 |
3.3 |
2,441 |
17.5 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
5 |
0.0 |
5,695 |
16.9 |
33,743 |
NON U.S. |
|
0 |
0.0 |
1,475 |
4.4 |
|
|
5 |
5 |
0.0 |
7,170 |
21.2 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,100 |
8.3 |
3,434 |
5.6 |
61,394 |
NON U.S. |
|
2,009 |
3.3 |
757 |
1.2 |
|
|
6 |
7,109 |
11.6 |
4,191 |
6.8 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
10,825 |
20.2 |
53,459 |
NON U.S. |
|
0 |
0.0 |
3,881 |
7.3 |
|
|
5 |
0 |
0.0 |
14,706 |
27.5 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
5,629 |
4.5 |
4,907 |
3.9 |
126,088 |
NON U.S. |
|
2,833 |
2.2 |
4,730 |
3.8 |
|
|
7 |
8,462 |
6.7 |
9,637 |
7.6 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,548 |
4.2 |
8,050 |
21.7 |
37,057 |
NON U.S. |
|
0 |
0.0 |
6,509 |
17.6 |
|
|
5 |
1,548 |
4.2 |
14,559 |
39.3 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
341 |
0.7 |
3,836 |
7.6 |
50,209 |
NON U.S. |
|
736 |
1.5 |
3,592 |
7.2 |
|
|
6 |
1,077 |
2.1 |
7,428 |
14.8 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,539 |
18.1 |
14,044 |
NON U.S. |
|
1,385 |
9.9 |
749 |
5.3 |
|
|
5 |
1,385 |
9.9 |
3,288 |
23.4 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
989 |
4.5 |
129 |
0.6 |
22,143 |
NON U.S. |
|
60 |
0.3 |
2,789 |
12.6 |
|
|
6 |
1,049 |
4.7 |
2,918 |
13.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
14,443 |
2.2 |
84,233 |
12.7 |
662,349 |
NON U.S. |
|
8,752 |
1.3 |
6,315 |
1.0 |
|
|
15 |
23,195 |
3.5 |
90,548 |
13.7 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
3 |
0.0 |
1,128 |
3.9 |
28,698 |
NON U.S. |
|
0 |
0.0 |
17,896 |
62.4 |
|
|
5 |
3 |
0.0 |
19,024 |
66.3 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
6,260 |
2.8 |
58,605 |
26.6 |
219,941 |
NON U.S. |
|
0 |
0.0 |
16,977 |
7.7 |
|
|
5 |
6,260 |
2.8 |
75,582 |
34.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
23,531 |
1.1 |
226,048 |
10.9 |
2,070,210 |
NON U.S. |
|
70,315 |
3.4 |
229,265 |
11.1 |
|
|
22 |
93,846 |
4.5 |
455,313 |
22.0 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
4,268 |
2.6 |
29,953 |
18.0 |
166,158 |
NON U.S. |
|
6,494 |
3.9 |
35,828 |
21.6 |
|
|
9 |
10,762 |
6.5 |
65,781 |
39.6 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
7,470 |
4.8 |
19,214 |
12.3 |
156,068 |
NON U.S. |
|
4,212 |
2.7 |
180 |
0.1 |
|
|
7 |
11,682 |
7.5 |
19,394 |
12.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
7,223 |
3.2 |
6,717 |
3.0 |
227,539 |
NON U.S. |
|
454 |
0.2 |
517 |
0.2 |
|
|
6 |
7,677 |
3.4 |
7,234 |
3.2 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
340 |
0.2 |
14,431 |
8.9 |
161,294 |
NON U.S. |
|
60 |
0.0 |
7,139 |
4.4 |
|
|
5 |
400 |
0.2 |
21,570 |
13.4 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
5,717 |
22.6 |
25,300 |
NON U.S. |
|
0 |
0.0 |
586 |
2.3 |
|
|
5 |
0 |
0.0 |
6,303 |
24.9 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
840 |
1.3 |
29,666 |
47.1 |
63,013 |
NON U.S. |
|
0 |
0.0 |
13,089 |
20.8 |
|
|
5 |
840 |
1.3 |
42,755 |
67.9 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
12,333 |
8.8 |
23,163 |
16.4 |
140,901 |
NON U.S. |
|
0 |
0.0 |
9,793 |
7.0 |
|
|
6 |
12,333 |
8.8 |
32,956 |
23.4 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
150 |
1.3 |
90 |
0.8 |
11,606 |
NON U.S. |
|
282 |
2.4 |
7,347 |
63.3 |
|
|
6 |
432 |
3.7 |
7,437 |
64.1 |
|
ICUS COCOA |
U.S. |
|
1,918 |
0.7 |
496 |
0.2 |
261,796 |
NON U.S. |
|
8,194 |
3.1 |
1,507 |
0.6 |
|
|
10 |
10,112 |
3.9 |
2,003 |
0.8 |
|
NYME PALLADIUM |
U.S. |
4 |
130 |
0.5 |
6,669 |
27.8 |
24,019 |
NON U.S. |
14 |
1,100 |
4.6 |
2,676 |
11.1 |
|
|
18 |
1,230 |
5.1 |
9,345 |
38.9 |
|
NYME PLATINUM |
U.S. |
5 |
1,163 |
1.5 |
16,365 |
21.6 |
75,607 |
NON U.S. |
19 |
3,254 |
4.3 |
17,267 |
22.8 |
|
|
24 |
4,417 |
5.8 |
33,632 |
44.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
9,784 |
1.0 |
3,881 |
0.4 |
985,687 |
NON U.S. |
|
53,346 |
5.4 |
4,851 |
0.5 |
|
|
11 |
63,130 |
6.4 |
8,732 |
0.9 |
|
ICUS COFFEE C |
U.S. |
|
2,475 |
0.8 |
1,164 |
0.4 |
291,752 |
NON U.S. |
|
14,766 |
5.1 |
2,629 |
0.9 |
|
|
19 |
17,241 |
5.9 |
3,793 |
1.3 |
|
CMX SILVER |
U.S. |
4 |
5,344 |
2.2 |
37,658 |
15.7 |
239,290 |
NON U.S. |
23 |
10,547 |
4.4 |
53,689 |
22.4 |
|
|
27 |
15,891 |
6.6 |
91,347 |
38.2 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,965 |
1.3 |
222 |
0.1 |
303,764 |
NON U.S. |
|
12,635 |
4.2 |
2,038 |
0.7 |
|
|
15 |
16,600 |
5.5 |
2,260 |
0.7 |
|
CMX GOLD |
U.S. |
5 |
10,512 |
1.8 |
92,899 |
15.5 |
600,317 |
NON U.S. |
29 |
33,206 |
5.5 |
165,675 |
27.6 |
|
|
34 |
43,718 |
7.3 |
258,574 |
43.1 |
|
CME CANADIAN DOLLAR |
U.S. |
|
1,606 |
0.9 |
64,171 |
37.2 |
172,657 |
NON U.S. |
|
7,066 |
4.1 |
1,592 |
0.9 |
|
|
5 |
8,672 |
5.0 |
65,763 |
38.1 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,875 |
0.8 |
88,829 |
39.9 |
222,394 |
|
8 |
1,875 |
0.8 |
88,829 |
39.9 |
|
CME BRITISH POUND STERLING |
U.S. |
|
91,053 |
30.7 |
2,536 |
0.9 |
296,904 |
NON U.S. |
|
5,148 |
1.7 |
2,223 |
0.7 |
|
|
7 |
96,201 |
32.4 |
4,759 |
1.6 |
|
CME EURO FX |
U.S. |
|
1,692 |
0.3 |
10,760 |
2.0 |
545,453 |
NON U.S. |
|
25,415 |
4.7 |
11,277 |
2.1 |
|
|
17 |
27,107 |
5.0 |
22,037 |
4.0 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
7,350 |
1.8 |
3,135 |
0.8 |
409,307 |
NON U.S. |
8 |
13,262 |
3.2 |
5,383 |
1.3 |
|
|
12 |
20,612 |
5.0 |
8,518 |
2.1 |
|
E VIX FUTURES |
U.S. |
|
875 |
0.2 |
3,565 |
0.8 |
430,300 |
NON U.S. |
|
25,988 |
6.0 |
2,864 |
0.7 |
|
|
9 |
26,863 |
6.2 |
6,429 |
1.5 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
935 |
1.0 |
2,282 |
2.3 |
98,257 |
NON U.S. |
8 |
1,895 |
1.9 |
20,969 |
21.3 |
|
|
12 |
2,830 |
2.9 |
23,251 |
23.7 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,197,065 |
8.9 |
1,443,860 |
10.8 |
13,415,080 |
NON U.S. |
30 |
1,078,953 |
8.0 |
929,023 |
6.9 |
|
|
38 |
2,276,018 |
17.0 |
2,372,883 |
17.7 |
|
CME 3-MONTH SOFR |
U.S. |
|
5,040 |
6.0 |
6,256 |
7.5 |
83,497 |
NON U.S. |
|
726 |
0.9 |
2,202 |
2.6 |
|
|
7 |
5,766 |
6.9 |
8,458 |
10.1 |
|
CME 1-MONTH SOFR |
U.S. |
|
5,916 |
5.0 |
8,774 |
7.5 |
117,208 |
NON U.S. |
|
4,719 |
4.0 |
1,996 |
1.7 |
|
|
7 |
10,635 |
9.1 |
10,770 |
9.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
14,013 |
0.5 |
21,422 |
0.8 |
2,602,448 |
NON U.S. |
23 |
82,925 |
3.2 |
86,749 |
3.3 |
|
|
30 |
96,938 |
3.7 |
108,171 |
4.2 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
450 |
2.4 |
0 |
0.0 |
19,022 |
NON U.S. |
|
1,965 |
10.3 |
6,129 |
32.2 |
|
|
6 |
2,415 |
12.7 |
6,129 |
32.2 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
540 |
9.3 |
1,856 |
32.0 |
5,809 |
|
5 |
540 |
9.3 |
1,856 |
32.0 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
1,000 |
0.5 |
33,249 |
15.0 |
222,030 |
NON U.S. |
|
25,750 |
11.6 |
23,114 |
10.4 |
|
|
5 |
26,750 |
12.0 |
56,363 |
25.4 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
569 |
0.3 |
3,055 |
1.5 |
204,915 |
NON U.S. |
|
6,778 |
3.3 |
3,316 |
1.6 |
|
|
15 |
7,347 |
3.6 |
6,371 |
3.1 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
25,416 |
14.3 |
485 |
0.3 |
178,023 |
NON U.S. |
|
2,973 |
1.7 |
811 |
0.5 |
|
|
6 |
28,389 |
15.9 |
1,296 |
0.7 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
2,367 |
0.5 |
8,664 |
1.9 |
453,751 |
NON U.S. |
14 |
16,777 |
3.7 |
14,710 |
3.2 |
|
|
20 |
19,144 |
4.2 |
23,374 |
5.2 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,669 |
0.8 |
0 |
0.0 |
344,683 |
NON U.S. |
5 |
1,734 |
0.5 |
6,031 |
1.7 |
|
|
9 |
4,403 |
1.3 |
6,031 |
1.7 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
5,627 |
0.4 |
0 |
0.0 |
1,257,665 |
NON U.S. |
11 |
17,431 |
1.4 |
48,788 |
3.9 |
|
|
15 |
23,058 |
1.8 |
48,788 |
3.9 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
3,427 |
2.9 |
5,284 |
4.4 |
118,827 |
NON U.S. |
|
54,955 |
46.2 |
28,195 |
23.7 |
|
|
7 |
58,382 |
49.1 |
33,479 |
28.2 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
3,127 |
12.1 |
0 |
0.0 |
25,932 |
NON U.S. |
|
1,415 |
5.5 |
0 |
0.0 |
|
|
5 |
4,542 |
17.5 |
0 |
0.0 |
|