|
REPORT DATE: 12/3/2019 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
5,681 |
1.6 |
1,134 |
0.3 |
366,477 |
NON U.S. |
|
38,821 |
10.6 |
10,651 |
2.9 |
|
|
18 |
44,502 |
12.1 |
11,785 |
3.2 |
|
CBT WHEAT-HRW |
U.S. |
|
6,611 |
2.5 |
1,052 |
0.4 |
265,571 |
NON U.S. |
|
19,108 |
7.2 |
2,610 |
1.0 |
|
|
12 |
25,719 |
9.7 |
3,662 |
1.4 |
|
CBT CORN |
U.S. |
4 |
4,865 |
0.3 |
16,036 |
1.1 |
1,449,806 |
NON U.S. |
12 |
75,129 |
5.2 |
8,903 |
0.6 |
|
|
16 |
79,994 |
5.5 |
24,939 |
1.7 |
|
CBT SOYBEANS |
U.S. |
4 |
5,109 |
0.6 |
6,229 |
0.7 |
850,064 |
NON U.S. |
14 |
53,341 |
6.3 |
4,237 |
0.5 |
|
|
18 |
58,450 |
6.9 |
10,466 |
1.2 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,690 |
1.8 |
2,955 |
0.5 |
537,439 |
NON U.S. |
|
49,574 |
9.2 |
5,156 |
1.0 |
|
|
12 |
59,264 |
11.0 |
8,111 |
1.5 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
8,395 |
0.8 |
1,698 |
0.2 |
988,226 |
NON U.S. |
7 |
3,919 |
0.4 |
2,478 |
0.3 |
|
|
11 |
12,314 |
1.2 |
4,176 |
0.4 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
5,220 |
0.4 |
0 |
0.0 |
1,214,513 |
NON U.S. |
|
12,753 |
1.1 |
5,039 |
0.4 |
|
|
7 |
17,973 |
1.5 |
5,039 |
0.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
18,338 |
4.4 |
732 |
0.2 |
415,600 |
NON U.S. |
7 |
14,803 |
3.6 |
2,248 |
0.5 |
|
|
11 |
33,141 |
8.0 |
2,980 |
0.7 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
10,416 |
0.2 |
1,927,628 |
39.0 |
4,943,402 |
NON U.S. |
9 |
79,017 |
1.6 |
906,626 |
18.3 |
|
|
14 |
89,433 |
1.8 |
2,834,254 |
57.3 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
16,306 |
8.3 |
22,305 |
11.3 |
196,754 |
NON U.S. |
|
4,363 |
2.2 |
6,258 |
3.2 |
|
|
7 |
20,669 |
10.5 |
28,563 |
14.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
876 |
0.3 |
72,766 |
22.7 |
320,079 |
NON U.S. |
|
12,400 |
3.9 |
67,494 |
21.1 |
|
|
7 |
13,276 |
4.1 |
140,260 |
43.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
304 |
0.0 |
10,050 |
1.2 |
842,225 |
NON U.S. |
|
18,261 |
2.2 |
574,218 |
68.2 |
|
|
7 |
18,565 |
2.2 |
584,268 |
69.4 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
25,198 |
6.4 |
4,241 |
1.1 |
393,611 |
NON U.S. |
|
6,157 |
1.6 |
41,746 |
10.6 |
|
|
7 |
31,355 |
8.0 |
45,987 |
11.7 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
11,655 |
2.2 |
83,514 |
15.6 |
536,969 |
NON U.S. |
5 |
1,971 |
0.4 |
18,154 |
3.4 |
|
|
9 |
13,626 |
2.5 |
101,668 |
18.9 |
|
IFED WAHA FIN BASIS |
U.S. |
|
3,368 |
0.8 |
137,675 |
34.7 |
397,284 |
NON U.S. |
|
15,983 |
4.0 |
25,012 |
6.3 |
|
|
7 |
19,351 |
4.9 |
162,687 |
40.9 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
68,460 |
26.7 |
256,467 |
NON U.S. |
|
0 |
0.0 |
65,378 |
25.5 |
|
|
8 |
0 |
0.0 |
133,838 |
52.2 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
11,605 |
6.2 |
35,663 |
18.9 |
188,540 |
NON U.S. |
|
2,348 |
1.2 |
12,808 |
6.8 |
|
|
7 |
13,953 |
7.4 |
48,471 |
25.7 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
21,379 |
3.5 |
152,252 |
24.9 |
612,093 |
NON U.S. |
|
50,061 |
8.2 |
72,997 |
11.9 |
|
|
8 |
71,440 |
11.7 |
225,249 |
36.8 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
5,033 |
6.4 |
7,612 |
9.7 |
78,744 |
NON U.S. |
|
212 |
0.3 |
16,469 |
20.9 |
|
|
5 |
5,245 |
6.7 |
24,081 |
30.6 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
13,801 |
4.9 |
4,252 |
1.5 |
279,861 |
NON U.S. |
|
10,913 |
3.9 |
771 |
0.3 |
|
|
5 |
24,714 |
8.8 |
5,023 |
1.8 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
7,874 |
2.9 |
2,874 |
1.0 |
274,572 |
NON U.S. |
|
7,785 |
2.8 |
0 |
0.0 |
|
|
5 |
15,659 |
5.7 |
2,874 |
1.0 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
0 |
0.0 |
17,949 |
7.7 |
231,960 |
NON U.S. |
|
0 |
0.0 |
31,553 |
13.6 |
|
|
5 |
0 |
0.0 |
49,502 |
21.3 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
21,560 |
25.2 |
2,283 |
2.7 |
85,441 |
|
6 |
21,560 |
25.2 |
2,283 |
2.7 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
8,107 |
4.9 |
16,993 |
10.3 |
164,625 |
NON U.S. |
|
5,334 |
3.2 |
4,176 |
2.5 |
|
|
5 |
13,441 |
8.2 |
21,169 |
12.9 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
38,155 |
15.7 |
5,421 |
2.2 |
243,021 |
NON U.S. |
|
0 |
0.0 |
9,393 |
3.9 |
|
|
6 |
38,155 |
15.7 |
14,814 |
6.1 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
1,709 |
1.2 |
11,099 |
7.9 |
139,855 |
NON U.S. |
|
550 |
0.4 |
14,180 |
10.1 |
|
|
6 |
2,259 |
1.6 |
25,279 |
18.1 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
14,988 |
5.3 |
112,948 |
39.8 |
284,066 |
NON U.S. |
|
5,924 |
2.1 |
49,683 |
17.5 |
|
|
6 |
20,912 |
7.4 |
162,631 |
57.3 |
|
IFED REX ZONE 3 BASIS |
U.S. |
|
642 |
0.3 |
12,249 |
5.7 |
216,010 |
NON U.S. |
|
0 |
0.0 |
16,358 |
7.6 |
|
|
5 |
642 |
0.3 |
28,607 |
13.2 |
|
NYME NATURAL GAS |
U.S. |
5 |
72,794 |
5.6 |
40,776 |
3.1 |
1,304,990 |
NON U.S. |
16 |
83,495 |
6.4 |
55,996 |
4.3 |
|
|
21 |
156,289 |
12.0 |
96,772 |
7.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
8,586 |
2.8 |
59,826 |
19.8 |
302,295 |
NON U.S. |
6 |
4,563 |
1.5 |
16,827 |
5.6 |
|
|
10 |
13,149 |
4.3 |
76,653 |
25.4 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
14,870 |
17.7 |
6,781 |
8.1 |
83,783 |
NON U.S. |
|
5,188 |
6.2 |
1,673 |
2.0 |
|
|
6 |
20,058 |
23.9 |
8,454 |
10.1 |
|
CBT SOYBEAN MEAL |
U.S. |
|
3,622 |
0.8 |
3,580 |
0.8 |
437,104 |
NON U.S. |
|
39,236 |
9.0 |
915 |
0.2 |
|
|
15 |
42,858 |
9.8 |
4,495 |
1.0 |
|
ICUS COTTON NO. 2 |
U.S. |
|
3,078 |
1.6 |
2,609 |
1.3 |
196,723 |
NON U.S. |
|
12,395 |
6.3 |
11,828 |
6.0 |
|
|
15 |
15,473 |
7.9 |
14,437 |
7.3 |
|
NYME HENRY HUB |
U.S. |
|
13,237 |
1.7 |
249,278 |
32.3 |
771,785 |
NON U.S. |
|
39,095 |
5.1 |
239,920 |
31.1 |
|
|
11 |
52,332 |
6.8 |
489,198 |
63.4 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
35,032 |
27.4 |
4,759 |
3.7 |
127,854 |
NON U.S. |
|
18,145 |
14.2 |
6,090 |
4.8 |
|
|
8 |
53,177 |
41.6 |
10,849 |
8.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
28,583 |
0.8 |
10,561 |
0.3 |
3,548,970 |
NON U.S. |
19 |
40,488 |
1.1 |
53,833 |
1.5 |
|
|
24 |
69,071 |
1.9 |
64,394 |
1.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
96,161 |
2.6 |
19,788 |
0.5 |
3,717,853 |
NON U.S. |
25 |
47,385 |
1.3 |
47,416 |
1.3 |
|
|
32 |
143,546 |
3.9 |
67,204 |
1.8 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,991 |
0.4 |
5,859 |
0.7 |
895,429 |
NON U.S. |
|
0 |
0.0 |
9,390 |
1.0 |
|
|
5 |
3,991 |
0.4 |
15,249 |
1.7 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
10,130 |
0.2 |
46,043 |
1.1 |
4,305,068 |
NON U.S. |
17 |
50,145 |
1.2 |
64,529 |
1.5 |
|
|
22 |
60,275 |
1.4 |
110,572 |
2.6 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
264,178 |
14.3 |
85,341 |
4.6 |
1,842,087 |
NON U.S. |
31 |
176,432 |
9.6 |
80,764 |
4.4 |
|
|
37 |
440,610 |
23.9 |
166,105 |
9.0 |
|
CME LEAN HOGS |
U.S. |
|
345 |
0.1 |
1,098 |
0.4 |
297,770 |
NON U.S. |
|
17,584 |
5.9 |
2,038 |
0.7 |
|
|
12 |
17,929 |
6.0 |
3,136 |
1.1 |
|
CME LIVE CATTLE |
U.S. |
|
726 |
0.2 |
1,933 |
0.5 |
382,583 |
NON U.S. |
|
22,673 |
5.9 |
0 |
0.0 |
|
|
10 |
23,399 |
6.1 |
1,933 |
0.5 |
|
CME FEEDER CATTLE |
U.S. |
|
439 |
0.9 |
0 |
0.0 |
47,327 |
NON U.S. |
|
1,491 |
3.2 |
255 |
0.5 |
|
|
7 |
1,930 |
4.1 |
255 |
0.5 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
3,035 |
9.3 |
3,763 |
11.6 |
32,467 |
NON U.S. |
|
100 |
0.3 |
2,688 |
8.3 |
|
|
6 |
3,135 |
9.7 |
6,451 |
19.9 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
7,300 |
19.2 |
38,066 |
NON U.S. |
|
0 |
0.0 |
2,492 |
6.5 |
|
|
5 |
0 |
0.0 |
9,792 |
25.7 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
6,183 |
11.0 |
2,190 |
3.9 |
56,101 |
NON U.S. |
|
3,211 |
5.7 |
375 |
0.7 |
|
|
7 |
9,394 |
16.7 |
2,565 |
4.6 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
10,396 |
19.2 |
54,196 |
NON U.S. |
|
0 |
0.0 |
2,712 |
5.0 |
|
|
6 |
0 |
0.0 |
13,108 |
24.2 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,237 |
3.1 |
6,234 |
4.5 |
138,150 |
NON U.S. |
|
3,053 |
2.2 |
4,389 |
3.2 |
|
|
7 |
7,290 |
5.3 |
10,623 |
7.7 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,618 |
6.9 |
7,463 |
19.7 |
37,845 |
NON U.S. |
|
0 |
0.0 |
6,331 |
16.7 |
|
|
6 |
2,618 |
6.9 |
13,794 |
36.4 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
59 |
0.1 |
6,018 |
12.1 |
49,545 |
NON U.S. |
|
731 |
1.5 |
3,250 |
6.6 |
|
|
8 |
790 |
1.6 |
9,268 |
18.7 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
5,716 |
31.5 |
18,140 |
NON U.S. |
|
1,721 |
9.5 |
1,473 |
8.1 |
|
|
6 |
1,721 |
9.5 |
7,189 |
39.6 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
899 |
4.7 |
156 |
0.8 |
18,996 |
NON U.S. |
|
159 |
0.8 |
2,000 |
10.5 |
|
|
6 |
1,058 |
5.6 |
2,156 |
11.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
17,627 |
2.9 |
74,203 |
12.3 |
604,877 |
NON U.S. |
|
4,350 |
0.7 |
6,596 |
1.1 |
|
|
15 |
21,977 |
3.6 |
80,799 |
13.4 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
0 |
0.0 |
867 |
3.6 |
24,256 |
NON U.S. |
|
0 |
0.0 |
13,649 |
56.3 |
|
|
6 |
0 |
0.0 |
14,516 |
59.8 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
5,886 |
55.3 |
10,641 |
|
5 |
0 |
0.0 |
5,886 |
55.3 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
120 |
0.1 |
65,072 |
30.8 |
211,261 |
NON U.S. |
|
0 |
0.0 |
24,756 |
11.7 |
|
|
5 |
120 |
0.1 |
89,828 |
42.5 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
|
19,707 |
0.9 |
255,295 |
11.8 |
2,163,757 |
NON U.S. |
|
56,052 |
2.6 |
230,608 |
10.7 |
|
|
22 |
75,759 |
3.5 |
485,903 |
22.5 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
|
1,041 |
0.6 |
21,843 |
13.4 |
162,884 |
NON U.S. |
|
3,932 |
2.4 |
45,215 |
27.8 |
|
|
9 |
4,973 |
3.1 |
67,058 |
41.2 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
2,370 |
1.4 |
19,474 |
11.7 |
166,149 |
NON U.S. |
|
2,124 |
1.3 |
180 |
0.1 |
|
|
7 |
4,494 |
2.7 |
19,654 |
11.8 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
4,083 |
2.0 |
1,522 |
0.7 |
204,378 |
NON U.S. |
|
675 |
0.3 |
714 |
0.3 |
|
|
5 |
4,758 |
2.3 |
2,236 |
1.1 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
0 |
0.0 |
23,570 |
14.4 |
163,168 |
NON U.S. |
|
0 |
0.0 |
7,134 |
4.4 |
|
|
6 |
0 |
0.0 |
30,704 |
18.8 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
3,396 |
2.7 |
18,645 |
14.7 |
126,768 |
NON U.S. |
|
0 |
0.0 |
11,457 |
9.0 |
|
|
5 |
3,396 |
2.7 |
30,102 |
23.7 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
135 |
2.0 |
45 |
0.7 |
6,868 |
NON U.S. |
|
264 |
3.8 |
3,745 |
54.5 |
|
|
6 |
399 |
5.8 |
3,790 |
55.2 |
|
ICUS COCOA |
U.S. |
|
2,634 |
0.8 |
206 |
0.1 |
322,897 |
NON U.S. |
|
7,939 |
2.5 |
1,694 |
0.5 |
|
|
10 |
10,573 |
3.3 |
1,900 |
0.6 |
|
NYME PALLADIUM |
U.S. |
4 |
198 |
0.8 |
7,029 |
27.5 |
25,563 |
NON U.S. |
15 |
1,085 |
4.2 |
3,264 |
12.8 |
|
|
19 |
1,283 |
5.0 |
10,293 |
40.3 |
|
NYME PLATINUM |
U.S. |
5 |
973 |
1.1 |
22,479 |
24.7 |
90,939 |
NON U.S. |
21 |
4,016 |
4.4 |
26,850 |
29.5 |
|
|
26 |
4,989 |
5.5 |
49,329 |
54.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
11,799 |
1.2 |
3,786 |
0.4 |
1,004,980 |
NON U.S. |
|
61,017 |
6.1 |
5,178 |
0.5 |
|
|
15 |
72,816 |
7.2 |
8,964 |
0.9 |
|
ICUS COFFEE C |
U.S. |
|
3,649 |
1.3 |
883 |
0.3 |
283,874 |
NON U.S. |
|
13,157 |
4.6 |
11,401 |
4.0 |
|
|
20 |
16,806 |
5.9 |
12,284 |
4.3 |
|
CMX SILVER |
U.S. |
4 |
3,938 |
1.9 |
35,756 |
17.4 |
205,807 |
NON U.S. |
21 |
11,460 |
5.6 |
55,339 |
26.9 |
|
|
25 |
15,398 |
7.5 |
91,095 |
44.3 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,330 |
1.5 |
0 |
0.0 |
215,424 |
NON U.S. |
|
11,959 |
5.6 |
786 |
0.4 |
|
|
16 |
15,289 |
7.1 |
786 |
0.4 |
|
CMX GOLD |
U.S. |
4 |
6,587 |
0.9 |
107,121 |
15.3 |
701,016 |
NON U.S. |
32 |
104,855 |
15.0 |
209,545 |
29.9 |
|
|
36 |
111,442 |
15.9 |
316,666 |
45.2 |
|
CME CANADIAN DOLLAR |
U.S. |
|
6,652 |
3.6 |
48,581 |
26.4 |
184,060 |
NON U.S. |
|
4,373 |
2.4 |
6,140 |
3.3 |
|
|
5 |
11,025 |
6.0 |
54,721 |
29.7 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,198 |
0.4 |
59,651 |
20.5 |
290,980 |
|
8 |
1,198 |
0.4 |
59,651 |
20.5 |
|
CME BRITISH POUND STERLING |
U.S. |
|
1,056 |
0.4 |
14,087 |
6.0 |
236,714 |
NON U.S. |
|
1,279 |
0.5 |
16,656 |
7.0 |
|
|
7 |
2,335 |
1.0 |
30,743 |
13.0 |
|
CME JAPANESE YEN |
U.S. |
|
40,092 |
18.7 |
1,227 |
0.6 |
214,223 |
NON U.S. |
|
11,074 |
5.2 |
857 |
0.4 |
|
|
5 |
51,166 |
23.9 |
2,084 |
1.0 |
|
CME EURO FX |
U.S. |
|
5,365 |
0.9 |
41,266 |
7.0 |
590,124 |
NON U.S. |
|
22,607 |
3.8 |
4,265 |
0.7 |
|
|
13 |
27,972 |
4.7 |
45,531 |
7.7 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
3,958 |
1.1 |
3,615 |
1.0 |
361,944 |
NON U.S. |
|
15,478 |
4.3 |
5,851 |
1.6 |
|
|
13 |
19,436 |
5.4 |
9,466 |
2.6 |
|
E VIX FUTURES |
U.S. |
|
7,194 |
1.5 |
4,751 |
1.0 |
483,774 |
NON U.S. |
|
52,751 |
10.9 |
1,837 |
0.4 |
|
|
7 |
59,945 |
12.4 |
6,588 |
1.4 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
|
870 |
0.9 |
4,057 |
4.0 |
101,933 |
NON U.S. |
|
0 |
0.0 |
17,824 |
17.5 |
|
|
10 |
870 |
0.9 |
21,881 |
21.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,056,187 |
8.6 |
1,542,183 |
12.6 |
12,276,044 |
NON U.S. |
37 |
1,045,554 |
8.5 |
1,004,468 |
8.2 |
|
|
44 |
2,101,741 |
17.1 |
2,546,651 |
20.7 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
1,474 |
0.8 |
16,523 |
9.2 |
180,085 |
NON U.S. |
5 |
681 |
0.4 |
7,521 |
4.2 |
|
|
9 |
2,155 |
1.2 |
24,044 |
13.4 |
|
CME 1-MONTH SOFR |
U.S. |
5 |
8,715 |
2.7 |
9,865 |
3.0 |
327,427 |
NON U.S. |
8 |
999 |
0.3 |
10,785 |
3.3 |
|
|
13 |
9,714 |
3.0 |
20,650 |
6.3 |
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
821 |
7.6 |
10,861 |
NON U.S. |
|
720 |
6.6 |
6,652 |
61.2 |
|
|
6 |
720 |
6.6 |
7,473 |
68.8 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8 |
37,382 |
1.3 |
34,454 |
1.2 |
2,893,602 |
NON U.S. |
21 |
117,461 |
4.1 |
157,830 |
5.5 |
|
|
29 |
154,843 |
5.4 |
192,284 |
6.6 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
619 |
2.3 |
0 |
0.0 |
27,316 |
NON U.S. |
|
357 |
1.3 |
12,249 |
44.8 |
|
|
7 |
976 |
3.6 |
12,249 |
44.8 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
U.S. |
|
0 |
0.0 |
1,210 |
10.2 |
11,837 |
NON U.S. |
|
3,206 |
27.1 |
4,760 |
40.2 |
|
|
6 |
3,206 |
27.1 |
5,970 |
50.4 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
11,000 |
4.1 |
40,075 |
14.8 |
270,522 |
NON U.S. |
|
50,460 |
18.7 |
19,907 |
7.4 |
|
|
8 |
61,460 |
22.7 |
59,982 |
22.2 |
|
CME E-MINI S&P COMMUNICATION INDEX |
NON U.S. |
|
9,523 |
84.8 |
7,945 |
70.7 |
11,233 |
|
5 |
9,523 |
84.8 |
7,945 |
70.7 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
2,638 |
10.4 |
90 |
0.4 |
25,429 |
NON U.S. |
|
3,304 |
13.0 |
0 |
0.0 |
|
|
5 |
5,942 |
23.4 |
90 |
0.4 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
410 |
0.2 |
3,092 |
1.5 |
210,730 |
NON U.S. |
|
12,640 |
6.0 |
6,799 |
3.2 |
|
|
19 |
13,050 |
6.2 |
9,891 |
4.7 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
4,362 |
0.9 |
8,900 |
1.9 |
478,609 |
NON U.S. |
13 |
17,673 |
3.7 |
32,011 |
6.7 |
|
|
19 |
22,035 |
4.6 |
40,911 |
8.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
4,145 |
1.1 |
2,032 |
0.5 |
386,469 |
NON U.S. |
5 |
2,885 |
0.7 |
26,124 |
6.8 |
|
|
10 |
7,030 |
1.8 |
28,156 |
7.3 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
5,152 |
0.4 |
22,336 |
1.5 |
1,444,959 |
NON U.S. |
15 |
18,663 |
1.3 |
95,880 |
6.6 |
|
|
20 |
23,815 |
1.6 |
118,216 |
8.2 |
|
CME EURO FX/JAPANESE YEN XRATE |
NON U.S. |
|
4,807 |
20.3 |
2,508 |
10.6 |
23,734 |
|
5 |
4,807 |
20.3 |
2,508 |
10.6 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
3,178 |
2.4 |
6,083 |
4.7 |
129,750 |
NON U.S. |
4 |
50,006 |
38.5 |
27,929 |
21.5 |
|
|
8 |
53,184 |
41.0 |
34,012 |
26.2 |
|
NYME GULF JET NY HEAT OIL SPR |
U.S. |
|
2,149 |
13.6 |
0 |
0.0 |
15,829 |
NON U.S. |
|
931 |
5.9 |
0 |
0.0 |
|
|
5 |
3,080 |
19.5 |
0 |
0.0 |
|