|
REPORT DATE: 11/5/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
10,288 |
2.5 |
4,219 |
1.0 |
411,973 |
NON U.S. |
|
35,336 |
8.6 |
10,486 |
2.5 |
|
|
17 |
45,624 |
11.1 |
14,705 |
3.6 |
|
CBT WHEAT-HRW |
U.S. |
|
6,066 |
1.9 |
1,315 |
0.4 |
314,020 |
NON U.S. |
|
23,184 |
7.4 |
3,959 |
1.3 |
|
|
10 |
29,250 |
9.3 |
5,274 |
1.7 |
|
CBT CORN |
U.S. |
4 |
7,233 |
0.4 |
26,551 |
1.6 |
1,609,336 |
NON U.S. |
12 |
68,992 |
4.3 |
3,728 |
0.2 |
|
|
16 |
76,225 |
4.7 |
30,279 |
1.9 |
|
CBT SOYBEANS |
U.S. |
4 |
10,997 |
1.6 |
6,357 |
0.9 |
704,165 |
NON U.S. |
13 |
51,134 |
7.3 |
3,755 |
0.5 |
|
|
17 |
62,131 |
8.8 |
10,112 |
1.4 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,220 |
1.7 |
3,061 |
0.6 |
543,267 |
NON U.S. |
|
42,127 |
7.8 |
4,931 |
0.9 |
|
|
12 |
51,347 |
9.5 |
7,992 |
1.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
2,154 |
0.2 |
21,923 |
2.2 |
995,426 |
NON U.S. |
8 |
5,845 |
0.6 |
202 |
0.0 |
|
|
13 |
7,999 |
0.8 |
22,125 |
2.2 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
7,679 |
0.7 |
0 |
0.0 |
1,166,151 |
NON U.S. |
|
10,451 |
0.9 |
4,922 |
0.4 |
|
|
5 |
18,130 |
1.6 |
4,922 |
0.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
18,812 |
4.1 |
3,291 |
0.7 |
453,680 |
NON U.S. |
7 |
14,753 |
3.3 |
1,223 |
0.3 |
|
|
11 |
33,565 |
7.4 |
4,514 |
1.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
9,865 |
0.2 |
1,945,845 |
39.1 |
4,978,195 |
NON U.S. |
8 |
69,897 |
1.4 |
934,540 |
18.8 |
|
|
13 |
79,762 |
1.6 |
2,880,385 |
57.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
20,238 |
12.1 |
25,226 |
15.1 |
167,598 |
NON U.S. |
|
4,192 |
2.5 |
6,212 |
3.7 |
|
|
7 |
24,430 |
14.6 |
31,438 |
18.8 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
1,086 |
0.4 |
72,424 |
23.4 |
309,645 |
NON U.S. |
|
9,827 |
3.2 |
68,793 |
22.2 |
|
|
7 |
10,913 |
3.5 |
141,217 |
45.6 |
|
IFED AECO FIN BASIS |
U.S. |
|
397 |
0.0 |
10,197 |
1.2 |
853,316 |
NON U.S. |
|
17,614 |
2.1 |
591,226 |
69.3 |
|
|
7 |
18,011 |
2.1 |
601,423 |
70.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
20,768 |
5.6 |
3,745 |
1.0 |
372,590 |
NON U.S. |
|
5,156 |
1.4 |
41,688 |
11.2 |
|
|
7 |
25,924 |
7.0 |
45,433 |
12.2 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
11,415 |
2.2 |
83,021 |
16.0 |
518,231 |
NON U.S. |
5 |
1,973 |
0.4 |
17,104 |
3.3 |
|
|
9 |
13,388 |
2.6 |
100,125 |
19.3 |
|
IFED WAHA FIN BASIS |
U.S. |
|
2,468 |
0.6 |
133,987 |
34.6 |
387,365 |
NON U.S. |
|
15,981 |
4.1 |
25,544 |
6.6 |
|
|
7 |
18,449 |
4.8 |
159,531 |
41.2 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
62,044 |
26.5 |
233,943 |
NON U.S. |
|
0 |
0.0 |
61,283 |
26.2 |
|
|
8 |
0 |
0.0 |
123,327 |
52.7 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
11,819 |
6.5 |
31,359 |
17.3 |
181,092 |
NON U.S. |
|
2,348 |
1.3 |
11,315 |
6.2 |
|
|
7 |
14,167 |
7.8 |
42,674 |
23.6 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
22,329 |
3.8 |
135,377 |
23.0 |
587,759 |
NON U.S. |
|
54,166 |
9.2 |
68,355 |
11.6 |
|
|
8 |
76,495 |
13.0 |
203,732 |
34.7 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
4,517 |
6.3 |
8,278 |
11.6 |
71,358 |
NON U.S. |
|
429 |
0.6 |
16,376 |
22.9 |
|
|
5 |
4,946 |
6.9 |
24,654 |
34.5 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
14,242 |
6.0 |
3,700 |
1.6 |
237,162 |
NON U.S. |
|
10,293 |
4.3 |
771 |
0.3 |
|
|
5 |
24,535 |
10.3 |
4,471 |
1.9 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
7,186 |
3.2 |
2,682 |
1.2 |
222,275 |
NON U.S. |
|
7,165 |
3.2 |
0 |
0.0 |
|
|
5 |
14,351 |
6.5 |
2,682 |
1.2 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
93 |
0.0 |
17,949 |
8.0 |
223,527 |
NON U.S. |
|
0 |
0.0 |
30,949 |
13.8 |
|
|
5 |
93 |
0.0 |
48,898 |
21.9 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
19,497 |
24.3 |
2,283 |
2.8 |
80,275 |
|
6 |
19,497 |
24.3 |
2,283 |
2.8 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
9,814 |
6.3 |
16,113 |
10.4 |
154,964 |
NON U.S. |
|
7,587 |
4.9 |
1,707 |
1.1 |
|
|
5 |
17,401 |
11.2 |
17,820 |
11.5 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
36,384 |
16.0 |
2,713 |
1.2 |
228,047 |
NON U.S. |
|
0 |
0.0 |
7,741 |
3.4 |
|
|
6 |
36,384 |
16.0 |
10,454 |
4.6 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
675 |
0.5 |
11,245 |
8.8 |
127,232 |
NON U.S. |
|
519 |
0.4 |
14,404 |
11.3 |
|
|
6 |
1,194 |
0.9 |
25,649 |
20.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
13,800 |
5.1 |
110,498 |
40.9 |
270,250 |
NON U.S. |
|
6,292 |
2.3 |
49,683 |
18.4 |
|
|
7 |
20,092 |
7.4 |
160,181 |
59.3 |
|
NYME NATURAL GAS |
U.S. |
5 |
50,229 |
4.3 |
39,876 |
3.4 |
1,175,753 |
NON U.S. |
15 |
63,882 |
5.4 |
52,292 |
4.4 |
|
|
20 |
114,111 |
9.7 |
92,168 |
7.8 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
9,309 |
3.1 |
50,984 |
17.1 |
298,990 |
NON U.S. |
7 |
4,766 |
1.6 |
20,762 |
6.9 |
|
|
11 |
14,075 |
4.7 |
71,746 |
24.0 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
14,258 |
17.4 |
5,645 |
6.9 |
81,833 |
NON U.S. |
|
2,727 |
3.3 |
238 |
0.3 |
|
|
5 |
16,985 |
20.8 |
5,883 |
7.2 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,817 |
1.1 |
5,385 |
1.2 |
442,022 |
NON U.S. |
|
32,684 |
7.4 |
2,695 |
0.6 |
|
|
13 |
37,501 |
8.5 |
8,080 |
1.8 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,143 |
0.9 |
2,588 |
1.0 |
247,699 |
NON U.S. |
|
18,010 |
7.3 |
7,344 |
3.0 |
|
|
17 |
20,153 |
8.1 |
9,932 |
4.0 |
|
NYME HENRY HUB |
U.S. |
|
11,199 |
1.4 |
254,112 |
32.0 |
792,867 |
NON U.S. |
|
39,784 |
5.0 |
251,585 |
31.7 |
|
|
11 |
50,983 |
6.4 |
505,697 |
63.8 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
33,181 |
26.2 |
4,238 |
3.3 |
126,873 |
NON U.S. |
|
16,192 |
12.8 |
7,319 |
5.8 |
|
|
8 |
49,373 |
38.9 |
11,557 |
9.1 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
15,936 |
0.4 |
26,470 |
0.7 |
4,067,371 |
NON U.S. |
21 |
40,826 |
1.0 |
55,937 |
1.4 |
|
|
26 |
56,762 |
1.4 |
82,407 |
2.0 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
114,994 |
2.9 |
14,456 |
0.4 |
3,908,469 |
NON U.S. |
26 |
61,072 |
1.6 |
32,061 |
0.8 |
|
|
33 |
176,066 |
4.5 |
46,517 |
1.2 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
8,052 |
1.0 |
2,502 |
0.3 |
830,856 |
NON U.S. |
|
0 |
0.0 |
9,221 |
1.1 |
|
|
5 |
8,052 |
1.0 |
11,723 |
1.4 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
9,339 |
0.2 |
44,073 |
0.9 |
4,709,756 |
NON U.S. |
21 |
60,311 |
1.3 |
81,635 |
1.7 |
|
|
26 |
69,650 |
1.5 |
125,708 |
2.7 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
231,779 |
12.4 |
144,350 |
7.7 |
1,870,010 |
NON U.S. |
29 |
137,901 |
7.4 |
96,901 |
5.2 |
|
|
35 |
369,680 |
19.8 |
241,251 |
12.9 |
|
CME LEAN HOGS |
U.S. |
|
144 |
0.0 |
913 |
0.3 |
294,009 |
NON U.S. |
|
17,449 |
5.9 |
997 |
0.3 |
|
|
11 |
17,593 |
6.0 |
1,910 |
0.6 |
|
CME LIVE CATTLE |
U.S. |
|
612 |
0.2 |
1,879 |
0.5 |
349,203 |
NON U.S. |
|
21,225 |
6.1 |
36 |
0.0 |
|
|
11 |
21,837 |
6.3 |
1,915 |
0.5 |
|
CME FEEDER CATTLE |
U.S. |
|
399 |
1.0 |
0 |
0.0 |
41,300 |
NON U.S. |
|
1,706 |
4.1 |
2 |
0.0 |
|
|
7 |
2,105 |
5.1 |
2 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
3,369 |
10.0 |
2,741 |
8.1 |
33,646 |
NON U.S. |
|
210 |
0.6 |
3,074 |
9.1 |
|
|
6 |
3,579 |
10.6 |
5,815 |
17.3 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
7,455 |
20.7 |
35,954 |
NON U.S. |
|
0 |
0.0 |
2,305 |
6.4 |
|
|
5 |
0 |
0.0 |
9,760 |
27.1 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
6,021 |
10.0 |
2,666 |
4.4 |
59,947 |
NON U.S. |
|
3,027 |
5.0 |
444 |
0.7 |
|
|
6 |
9,048 |
15.1 |
3,110 |
5.2 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
10,020 |
20.1 |
49,962 |
NON U.S. |
|
0 |
0.0 |
2,834 |
5.7 |
|
|
5 |
0 |
0.0 |
12,854 |
25.7 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,721 |
3.0 |
6,101 |
4.9 |
125,757 |
NON U.S. |
|
3,138 |
2.5 |
3,993 |
3.2 |
|
|
7 |
6,859 |
5.5 |
10,094 |
8.0 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,453 |
6.2 |
8,459 |
21.3 |
39,807 |
NON U.S. |
|
0 |
0.0 |
6,649 |
16.7 |
|
|
6 |
2,453 |
6.2 |
15,108 |
38.0 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
15 |
0.0 |
5,364 |
10.2 |
52,769 |
NON U.S. |
|
759 |
1.4 |
3,597 |
6.8 |
|
|
8 |
774 |
1.5 |
8,961 |
17.0 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
5,964 |
36.5 |
16,322 |
NON U.S. |
|
832 |
5.1 |
1,287 |
7.9 |
|
|
5 |
832 |
5.1 |
7,251 |
44.4 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
859 |
4.0 |
86 |
0.4 |
21,231 |
NON U.S. |
|
141 |
0.7 |
2,163 |
10.2 |
|
|
6 |
1,000 |
4.7 |
2,249 |
10.6 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
14,890 |
2.3 |
73,425 |
11.5 |
641,054 |
NON U.S. |
|
8,852 |
1.4 |
4,920 |
0.8 |
|
|
17 |
23,742 |
3.7 |
78,345 |
12.2 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
3 |
0.0 |
867 |
3.2 |
27,424 |
NON U.S. |
|
0 |
0.0 |
15,066 |
54.9 |
|
|
6 |
3 |
0.0 |
15,933 |
58.1 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
1,775 |
0.8 |
63,459 |
29.7 |
213,480 |
NON U.S. |
|
0 |
0.0 |
23,661 |
11.1 |
|
|
5 |
1,775 |
0.8 |
87,120 |
40.8 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
20,745 |
1.0 |
252,176 |
12.1 |
2,083,893 |
NON U.S. |
|
62,584 |
3.0 |
225,442 |
10.8 |
|
|
22 |
83,329 |
4.0 |
477,618 |
22.9 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
1,692 |
1.0 |
24,608 |
15.3 |
161,245 |
NON U.S. |
|
4,821 |
3.0 |
35,934 |
22.3 |
|
|
8 |
6,513 |
4.0 |
60,542 |
37.5 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
3,780 |
2.3 |
19,454 |
11.9 |
163,706 |
NON U.S. |
|
2,616 |
1.6 |
180 |
0.1 |
|
|
7 |
6,396 |
3.9 |
19,634 |
12.0 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,194 |
1.4 |
2,173 |
1.0 |
221,692 |
NON U.S. |
|
110 |
0.0 |
732 |
0.3 |
|
|
5 |
3,304 |
1.5 |
2,905 |
1.3 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
20 |
0.0 |
24,363 |
15.5 |
156,759 |
NON U.S. |
|
0 |
0.0 |
6,929 |
4.4 |
|
|
6 |
20 |
0.0 |
31,292 |
20.0 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
4,158 |
24.0 |
17,312 |
NON U.S. |
|
0 |
0.0 |
148 |
0.9 |
|
|
5 |
0 |
0.0 |
4,306 |
24.9 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
150 |
0.2 |
31,225 |
48.7 |
64,057 |
NON U.S. |
|
0 |
0.0 |
13,914 |
21.7 |
|
|
5 |
150 |
0.2 |
45,139 |
70.5 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
5,607 |
4.3 |
20,669 |
15.8 |
131,029 |
NON U.S. |
|
0 |
0.0 |
11,129 |
8.5 |
|
|
6 |
5,607 |
4.3 |
31,798 |
24.3 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
135 |
1.6 |
60 |
0.7 |
8,502 |
NON U.S. |
|
264 |
3.1 |
4,990 |
58.7 |
|
|
6 |
399 |
4.7 |
5,050 |
59.4 |
|
ICUS COCOA |
U.S. |
|
1,745 |
0.6 |
249 |
0.1 |
312,190 |
NON U.S. |
|
10,753 |
3.4 |
2,919 |
0.9 |
|
|
11 |
12,498 |
4.0 |
3,168 |
1.0 |
|
NYME PALLADIUM |
U.S. |
4 |
210 |
0.8 |
6,740 |
24.5 |
27,557 |
NON U.S. |
14 |
1,177 |
4.3 |
3,076 |
11.2 |
|
|
18 |
1,387 |
5.0 |
9,816 |
35.6 |
|
NYME PLATINUM |
U.S. |
5 |
1,107 |
1.2 |
23,490 |
25.6 |
91,799 |
NON U.S. |
20 |
4,131 |
4.5 |
25,365 |
27.6 |
|
|
25 |
5,238 |
5.7 |
48,855 |
53.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
10,345 |
1.1 |
5,483 |
0.6 |
978,065 |
NON U.S. |
|
55,291 |
5.7 |
2,273 |
0.2 |
|
|
13 |
65,636 |
6.7 |
7,756 |
0.8 |
|
ICUS COFFEE C |
U.S. |
|
1,906 |
0.6 |
1,590 |
0.5 |
310,965 |
NON U.S. |
|
15,508 |
5.0 |
6,076 |
2.0 |
|
|
21 |
17,414 |
5.6 |
7,666 |
2.5 |
|
CMX SILVER |
U.S. |
4 |
5,121 |
2.3 |
33,569 |
14.8 |
227,509 |
NON U.S. |
23 |
12,502 |
5.5 |
54,480 |
23.9 |
|
|
27 |
17,623 |
7.7 |
88,049 |
38.7 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,428 |
1.4 |
733 |
0.3 |
239,147 |
NON U.S. |
|
13,072 |
5.5 |
2,218 |
0.9 |
|
|
18 |
16,500 |
6.9 |
2,951 |
1.2 |
|
CMX GOLD |
U.S. |
4 |
6,678 |
1.0 |
114,626 |
16.6 |
690,181 |
NON U.S. |
32 |
68,001 |
9.9 |
162,723 |
23.6 |
|
|
36 |
74,679 |
10.8 |
277,349 |
40.2 |
|
CME CANADIAN DOLLAR |
U.S. |
|
0 |
0.0 |
64,933 |
33.7 |
192,882 |
NON U.S. |
|
2,099 |
1.1 |
7,434 |
3.9 |
|
|
5 |
2,099 |
1.1 |
72,367 |
37.5 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,266 |
0.4 |
62,671 |
21.0 |
299,034 |
|
10 |
1,266 |
0.4 |
62,671 |
21.0 |
|
CME BRITISH POUND STERLING |
U.S. |
|
4,613 |
2.2 |
3,218 |
1.6 |
206,317 |
NON U.S. |
|
766 |
0.4 |
10,734 |
5.2 |
|
|
6 |
5,379 |
2.6 |
13,952 |
6.8 |
|
CME JAPANESE YEN |
U.S. |
|
34,983 |
19.8 |
0 |
0.0 |
177,106 |
NON U.S. |
|
11,361 |
6.4 |
476 |
0.3 |
|
|
5 |
46,344 |
26.2 |
476 |
0.3 |
|
CME EURO FX |
U.S. |
|
1,789 |
0.3 |
40,366 |
7.2 |
563,336 |
NON U.S. |
|
20,075 |
3.6 |
4,954 |
0.9 |
|
|
13 |
21,864 |
3.9 |
45,320 |
8.0 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
5,135 |
1.3 |
3,588 |
0.9 |
386,638 |
NON U.S. |
8 |
13,872 |
3.6 |
4,449 |
1.2 |
|
|
12 |
19,007 |
4.9 |
8,037 |
2.1 |
|
E VIX FUTURES |
U.S. |
|
6,358 |
1.3 |
4,668 |
1.0 |
491,051 |
NON U.S. |
|
44,709 |
9.1 |
2,955 |
0.6 |
|
|
7 |
51,067 |
10.4 |
7,623 |
1.6 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
|
817 |
0.7 |
4,231 |
3.7 |
115,129 |
NON U.S. |
|
0 |
0.0 |
30,813 |
26.8 |
|
|
9 |
817 |
0.7 |
35,044 |
30.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,157,163 |
9.6 |
1,607,932 |
13.3 |
12,045,863 |
NON U.S. |
33 |
1,082,439 |
9.0 |
948,539 |
7.9 |
|
|
40 |
2,239,602 |
18.6 |
2,556,471 |
21.2 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
1,449 |
0.9 |
11,559 |
7.0 |
164,296 |
NON U.S. |
4 |
1,005 |
0.6 |
5,604 |
3.4 |
|
|
8 |
2,454 |
1.5 |
17,163 |
10.4 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
7,962 |
3.0 |
10,841 |
4.1 |
264,296 |
NON U.S. |
5 |
159 |
0.1 |
4,165 |
1.6 |
|
|
9 |
8,121 |
3.1 |
15,006 |
5.7 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
0 |
0.0 |
1,040 |
13.0 |
7,984 |
NON U.S. |
|
1,611 |
20.2 |
1,023 |
12.8 |
|
|
6 |
1,611 |
20.2 |
2,063 |
25.8 |
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
821 |
8.2 |
9,961 |
NON U.S. |
|
50 |
0.5 |
6,470 |
65.0 |
|
|
6 |
50 |
0.5 |
7,291 |
73.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
23,077 |
0.9 |
22,321 |
0.8 |
2,677,630 |
NON U.S. |
21 |
103,551 |
3.9 |
129,201 |
4.8 |
|
|
27 |
126,628 |
4.7 |
151,522 |
5.7 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
825 |
3.7 |
0 |
0.0 |
22,022 |
NON U.S. |
|
357 |
1.6 |
10,836 |
49.2 |
|
|
7 |
1,182 |
5.4 |
10,836 |
49.2 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
U.S. |
|
0 |
0.0 |
1,275 |
12.9 |
9,905 |
NON U.S. |
|
3,206 |
32.4 |
4,760 |
48.1 |
|
|
6 |
3,206 |
32.4 |
6,035 |
60.9 |
|
CME E-MINI S&P MATERIALS INDEX |
U.S. |
|
0 |
0.0 |
229 |
1.9 |
12,375 |
NON U.S. |
|
9,315 |
75.3 |
6,529 |
52.8 |
|
|
5 |
9,315 |
75.3 |
6,758 |
54.6 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
473 |
3.7 |
12,796 |
NON U.S. |
|
2,206 |
17.2 |
500 |
3.9 |
|
|
5 |
2,206 |
17.2 |
973 |
7.6 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
5,000 |
1.9 |
39,203 |
14.9 |
263,993 |
NON U.S. |
|
30,460 |
11.5 |
16,750 |
6.3 |
|
|
7 |
35,460 |
13.4 |
55,953 |
21.2 |
|
CME E-MINI S&P COMMUNICATION INDEX |
U.S. |
|
234 |
2.4 |
0 |
0.0 |
9,572 |
NON U.S. |
|
8,023 |
83.8 |
2,445 |
25.5 |
|
|
5 |
8,257 |
86.3 |
2,445 |
25.5 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
0 |
0.0 |
3,471 |
1.5 |
226,851 |
NON U.S. |
|
11,097 |
4.9 |
7,259 |
3.2 |
|
|
15 |
11,097 |
4.9 |
10,730 |
4.7 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
25,769 |
16.0 |
112 |
0.1 |
161,411 |
NON U.S. |
|
1,149 |
0.7 |
10,860 |
6.7 |
|
|
5 |
26,918 |
16.7 |
10,972 |
6.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
7 |
4,321 |
0.9 |
7,976 |
1.7 |
460,918 |
NON U.S. |
12 |
13,738 |
3.0 |
28,109 |
6.1 |
|
|
19 |
18,059 |
3.9 |
36,085 |
7.8 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
2,841 |
0.8 |
2,024 |
0.6 |
351,886 |
NON U.S. |
6 |
2,991 |
0.8 |
18,402 |
5.2 |
|
|
11 |
5,832 |
1.7 |
20,426 |
5.8 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
4,506 |
0.3 |
18,656 |
1.4 |
1,376,942 |
NON U.S. |
13 |
17,645 |
1.3 |
79,164 |
5.7 |
|
|
18 |
22,151 |
1.6 |
97,820 |
7.1 |
|
CME EURO FX/JAPANESE YEN XRATE |
NON U.S. |
|
4,873 |
22.3 |
2,302 |
10.5 |
21,866 |
|
5 |
4,873 |
22.3 |
2,302 |
10.5 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
3,076 |
2.5 |
5,734 |
4.7 |
120,740 |
NON U.S. |
|
51,256 |
42.5 |
25,629 |
21.2 |
|
|
7 |
54,332 |
45.0 |
31,363 |
26.0 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
2,579 |
13.9 |
0 |
0.0 |
18,508 |
NON U.S. |
|
1,091 |
5.9 |
0 |
0.0 |
|
|
5 |
3,670 |
19.8 |
0 |
0.0 |
|