|
REPORT DATE: 5/5/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
8,088 |
2.3 |
1,330 |
0.4 |
351,496 |
NON U.S. |
|
29,977 |
8.5 |
13,806 |
3.9 |
|
|
19 |
38,065 |
10.8 |
15,136 |
4.3 |
|
CBT WHEAT-HRW |
U.S. |
|
5,231 |
2.4 |
0 |
0.0 |
218,014 |
NON U.S. |
|
16,920 |
7.8 |
3,224 |
1.5 |
|
|
12 |
22,151 |
10.2 |
3,224 |
1.5 |
|
CBT CORN |
U.S. |
|
17,058 |
1.2 |
574 |
0.0 |
1,397,612 |
NON U.S. |
|
65,456 |
4.7 |
8,457 |
0.6 |
|
|
14 |
82,514 |
5.9 |
9,031 |
0.6 |
|
CBT SOYBEANS |
U.S. |
4 |
7,163 |
0.9 |
9,070 |
1.1 |
802,711 |
NON U.S. |
13 |
49,034 |
6.1 |
4,598 |
0.6 |
|
|
17 |
56,197 |
7.0 |
13,668 |
1.7 |
|
CBT SOYBEAN OIL |
U.S. |
|
4,815 |
1.1 |
1,021 |
0.2 |
456,440 |
NON U.S. |
|
35,846 |
7.9 |
1,641 |
0.4 |
|
|
12 |
40,661 |
8.9 |
2,662 |
0.6 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
11,815 |
1.2 |
2,824 |
0.3 |
989,523 |
NON U.S. |
6 |
4,196 |
0.4 |
8,145 |
0.8 |
|
|
11 |
16,011 |
1.6 |
10,969 |
1.1 |
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
1,946 |
0.2 |
3,153 |
0.3 |
1,049,059 |
NON U.S. |
|
499 |
0.0 |
48,630 |
4.6 |
|
|
8 |
2,445 |
0.2 |
51,783 |
4.9 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
22,282 |
6.1 |
5,213 |
1.4 |
365,224 |
NON U.S. |
|
21,020 |
5.8 |
1,462 |
0.4 |
|
|
13 |
43,302 |
11.9 |
6,675 |
1.8 |
|
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
|
5,392 |
10.5 |
0 |
0.0 |
51,520 |
NON U.S. |
|
724 |
1.4 |
0 |
0.0 |
|
|
5 |
6,116 |
11.9 |
0 |
0.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
15,524 |
0.3 |
2,276,722 |
38.1 |
5,970,877 |
NON U.S. |
8 |
61,567 |
1.0 |
1,405,405 |
23.5 |
|
|
13 |
77,091 |
1.3 |
3,682,127 |
61.7 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
33,981 |
14.9 |
49,020 |
21.5 |
227,512 |
NON U.S. |
|
12,256 |
5.4 |
6,502 |
2.9 |
|
|
7 |
46,237 |
20.3 |
55,522 |
24.4 |
|
IFED PG&E CITYGATE FIN BASIS |
U.S. |
|
2,653 |
1.7 |
9,968 |
6.4 |
155,416 |
NON U.S. |
|
0 |
0.0 |
31,141 |
20.0 |
|
|
5 |
2,653 |
1.7 |
41,109 |
26.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
919 |
0.3 |
70,238 |
19.9 |
352,224 |
NON U.S. |
|
13,632 |
3.9 |
68,852 |
19.5 |
|
|
8 |
14,551 |
4.1 |
139,090 |
39.5 |
|
IFED AECO FIN BASIS |
U.S. |
|
304 |
0.0 |
8,346 |
0.9 |
933,105 |
NON U.S. |
|
19,963 |
2.1 |
676,002 |
72.4 |
|
|
7 |
20,267 |
2.2 |
684,348 |
73.3 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
28,483 |
7.7 |
4,235 |
1.1 |
370,122 |
NON U.S. |
|
4,306 |
1.2 |
33,783 |
9.1 |
|
|
7 |
32,789 |
8.9 |
38,018 |
10.3 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
16,393 |
2.9 |
64,025 |
11.3 |
564,394 |
NON U.S. |
4 |
1,095 |
0.2 |
38,299 |
6.8 |
|
|
8 |
17,488 |
3.1 |
102,324 |
18.1 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
8,575 |
1.9 |
201,802 |
45.6 |
442,796 |
NON U.S. |
5 |
14,413 |
3.3 |
38,058 |
8.6 |
|
|
9 |
22,988 |
5.2 |
239,860 |
54.2 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
304 |
0.1 |
99,641 |
32.6 |
305,619 |
NON U.S. |
5 |
0 |
0.0 |
81,102 |
26.5 |
|
|
9 |
304 |
0.1 |
180,743 |
59.1 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
12,577 |
6.7 |
40,686 |
21.7 |
187,520 |
NON U.S. |
|
1,348 |
0.7 |
15,666 |
8.4 |
|
|
7 |
13,925 |
7.4 |
56,352 |
30.1 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
13,279 |
2.2 |
145,452 |
24.6 |
591,684 |
NON U.S. |
5 |
33,029 |
5.6 |
87,525 |
14.8 |
|
|
9 |
46,308 |
7.8 |
232,977 |
39.4 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
2,593 |
1.8 |
18,876 |
13.0 |
144,889 |
NON U.S. |
|
856 |
0.6 |
24,634 |
17.0 |
|
|
6 |
3,449 |
2.4 |
43,510 |
30.0 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
12,268 |
5.8 |
3,208 |
1.5 |
211,927 |
NON U.S. |
|
9,561 |
4.5 |
10,770 |
5.1 |
|
|
6 |
21,829 |
10.3 |
13,978 |
6.6 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
9,385 |
4.1 |
858 |
0.4 |
230,605 |
NON U.S. |
|
5,857 |
2.5 |
10,530 |
4.6 |
|
|
6 |
15,242 |
6.6 |
11,388 |
4.9 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
461 |
0.2 |
38,397 |
13.4 |
286,626 |
NON U.S. |
|
9,235 |
3.2 |
21,709 |
7.6 |
|
|
5 |
9,696 |
3.4 |
60,106 |
21.0 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
0 |
0.0 |
16,518 |
7.4 |
222,409 |
NON U.S. |
|
0 |
0.0 |
31,892 |
14.3 |
|
|
5 |
0 |
0.0 |
48,410 |
21.8 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
6,331 |
3.6 |
12,186 |
7.0 |
174,756 |
NON U.S. |
|
596 |
0.3 |
11,393 |
6.5 |
|
|
7 |
6,927 |
4.0 |
23,579 |
13.5 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
30,917 |
12.0 |
12,130 |
4.7 |
258,115 |
NON U.S. |
|
0 |
0.0 |
8,554 |
3.3 |
|
|
7 |
30,917 |
12.0 |
20,684 |
8.0 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
17,322 |
6.9 |
90,064 |
35.9 |
251,170 |
NON U.S. |
|
5,492 |
2.2 |
29,151 |
11.6 |
|
|
6 |
22,814 |
9.1 |
119,215 |
47.5 |
|
NYME NATURAL GAS |
U.S. |
|
37,354 |
3.1 |
54,754 |
4.5 |
1,210,773 |
NON U.S. |
|
50,411 |
4.2 |
62,692 |
5.2 |
|
|
18 |
87,765 |
7.2 |
117,446 |
9.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
6,779 |
2.5 |
69,346 |
25.1 |
276,032 |
NON U.S. |
6 |
4,356 |
1.6 |
23,489 |
8.5 |
|
|
10 |
11,135 |
4.0 |
92,835 |
33.6 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
21,513 |
18.5 |
11,015 |
9.5 |
116,187 |
NON U.S. |
|
9,277 |
8.0 |
1,424 |
1.2 |
|
|
6 |
30,790 |
26.5 |
12,439 |
10.7 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,628 |
1.1 |
889 |
0.2 |
414,481 |
NON U.S. |
|
38,477 |
9.3 |
1,045 |
0.3 |
|
|
14 |
43,105 |
10.4 |
1,934 |
0.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
6,143 |
3.5 |
620 |
0.4 |
176,253 |
NON U.S. |
|
12,106 |
6.9 |
11,569 |
6.6 |
|
|
18 |
18,249 |
10.4 |
12,189 |
6.9 |
|
NYME HENRY HUB |
U.S. |
|
13,804 |
1.9 |
264,821 |
36.6 |
724,227 |
NON U.S. |
|
41,098 |
5.7 |
220,703 |
30.5 |
|
|
11 |
54,902 |
7.6 |
485,524 |
67.0 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
36,537 |
23.0 |
10,394 |
6.5 |
158,745 |
NON U.S. |
|
35,896 |
22.6 |
5,098 |
3.2 |
|
|
9 |
72,433 |
45.6 |
15,492 |
9.8 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
26,643 |
1.1 |
20,573 |
0.9 |
2,406,883 |
NON U.S. |
16 |
13,264 |
0.6 |
71,503 |
3.0 |
|
|
20 |
39,907 |
1.7 |
92,076 |
3.8 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
67,738 |
2.0 |
7,698 |
0.2 |
3,385,230 |
NON U.S. |
24 |
42,298 |
1.2 |
39,021 |
1.2 |
|
|
30 |
110,036 |
3.3 |
46,719 |
1.4 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
4,082 |
0.5 |
0 |
0.0 |
870,705 |
NON U.S. |
|
5,633 |
0.6 |
6,814 |
0.8 |
|
|
5 |
9,715 |
1.1 |
6,814 |
0.8 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
11,044 |
0.3 |
33,737 |
0.9 |
3,617,662 |
NON U.S. |
18 |
48,349 |
1.3 |
83,598 |
2.3 |
|
|
23 |
59,393 |
1.6 |
117,335 |
3.2 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
158,626 |
9.9 |
201,520 |
12.6 |
1,595,563 |
NON U.S. |
22 |
182,374 |
11.4 |
75,972 |
4.8 |
|
|
28 |
341,000 |
21.4 |
277,492 |
17.4 |
|
CME LEAN HOGS |
U.S. |
|
0 |
0.0 |
247 |
0.1 |
206,073 |
NON U.S. |
|
11,192 |
5.4 |
504 |
0.2 |
|
|
10 |
11,192 |
5.4 |
751 |
0.4 |
|
CME LIVE CATTLE |
U.S. |
|
0 |
0.0 |
306 |
0.1 |
273,107 |
NON U.S. |
|
14,719 |
5.4 |
281 |
0.1 |
|
|
8 |
14,719 |
5.4 |
587 |
0.2 |
|
CME FEEDER CATTLE |
U.S. |
|
0 |
0.0 |
218 |
0.7 |
31,756 |
NON U.S. |
|
1,536 |
4.8 |
4 |
0.0 |
|
|
7 |
1,536 |
4.8 |
222 |
0.7 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
6,059 |
16.8 |
36,139 |
NON U.S. |
|
0 |
0.0 |
1,992 |
5.5 |
|
|
5 |
0 |
0.0 |
8,051 |
22.3 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
5,569 |
11.1 |
958 |
1.9 |
50,101 |
NON U.S. |
|
2,572 |
5.1 |
48 |
0.1 |
|
|
6 |
8,141 |
16.2 |
1,006 |
2.0 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
8,796 |
15.8 |
55,684 |
NON U.S. |
|
85 |
0.2 |
2,411 |
4.3 |
|
|
5 |
85 |
0.2 |
11,207 |
20.1 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,044 |
2.3 |
7,706 |
5.9 |
130,027 |
NON U.S. |
|
2,598 |
2.0 |
3,296 |
2.5 |
|
|
6 |
5,642 |
4.3 |
11,002 |
8.5 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,726 |
7.2 |
7,616 |
20.1 |
37,843 |
NON U.S. |
|
0 |
0.0 |
8,714 |
23.0 |
|
|
5 |
2,726 |
7.2 |
16,330 |
43.2 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
125 |
0.2 |
4,762 |
8.9 |
53,798 |
NON U.S. |
|
704 |
1.3 |
2,049 |
3.8 |
|
|
6 |
829 |
1.5 |
6,811 |
12.7 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
851 |
2.3 |
5,886 |
16.0 |
36,768 |
NON U.S. |
|
1,949 |
5.3 |
2,756 |
7.5 |
|
|
6 |
2,800 |
7.6 |
8,642 |
23.5 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,086 |
5.2 |
65 |
0.3 |
20,795 |
NON U.S. |
|
239 |
1.1 |
1,504 |
7.2 |
|
|
5 |
1,325 |
6.4 |
1,569 |
7.5 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
25,174 |
4.1 |
91,994 |
14.8 |
620,127 |
NON U.S. |
|
5,368 |
0.9 |
15,133 |
2.4 |
|
|
10 |
30,542 |
4.9 |
107,127 |
17.3 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
1,263 |
4.9 |
0 |
0.0 |
25,943 |
NON U.S. |
|
540 |
2.1 |
15,557 |
60.0 |
|
|
7 |
1,803 |
6.9 |
15,557 |
60.0 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
8,041 |
78.9 |
10,194 |
|
5 |
0 |
0.0 |
8,041 |
78.9 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
77,137 |
33.4 |
231,074 |
NON U.S. |
|
0 |
0.0 |
34,718 |
15.0 |
|
|
6 |
0 |
0.0 |
111,855 |
48.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
57,597 |
2.6 |
288,498 |
12.9 |
2,243,871 |
NON U.S. |
20 |
75,451 |
3.4 |
289,220 |
12.9 |
|
|
24 |
133,048 |
5.9 |
577,718 |
25.7 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
4,987 |
2.8 |
35,098 |
19.9 |
176,143 |
NON U.S. |
8 |
7,990 |
4.5 |
48,259 |
27.4 |
|
|
12 |
12,977 |
7.4 |
83,357 |
47.3 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
680 |
0.6 |
11,446 |
9.8 |
116,415 |
NON U.S. |
|
1,270 |
1.1 |
120 |
0.1 |
|
|
5 |
1,950 |
1.7 |
11,566 |
9.9 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,339 |
1.5 |
4,247 |
1.9 |
226,547 |
NON U.S. |
|
626 |
0.3 |
1,216 |
0.5 |
|
|
5 |
3,965 |
1.8 |
5,463 |
2.4 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
0 |
0.0 |
43,184 |
22.0 |
195,949 |
NON U.S. |
|
0 |
0.0 |
8,005 |
4.1 |
|
|
7 |
0 |
0.0 |
51,189 |
26.1 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
35,642 |
45.9 |
77,698 |
NON U.S. |
|
0 |
0.0 |
19,381 |
24.9 |
|
|
6 |
0 |
0.0 |
55,023 |
70.8 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
4,548 |
3.6 |
18,840 |
15.1 |
124,803 |
NON U.S. |
5 |
180 |
0.1 |
18,793 |
15.1 |
|
|
9 |
4,728 |
3.8 |
37,633 |
30.2 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
380 |
6.8 |
0 |
0.0 |
5,579 |
NON U.S. |
|
246 |
4.4 |
3,621 |
64.9 |
|
|
5 |
626 |
11.2 |
3,621 |
64.9 |
|
ICUS COCOA |
U.S. |
|
2,101 |
1.0 |
186 |
0.1 |
215,841 |
NON U.S. |
|
6,270 |
2.9 |
305 |
0.1 |
|
|
8 |
8,371 |
3.9 |
491 |
0.2 |
|
NYME PALLADIUM |
U.S. |
|
119 |
1.6 |
1,727 |
22.7 |
7,623 |
NON U.S. |
|
1,431 |
18.8 |
624 |
8.2 |
|
|
13 |
1,550 |
20.3 |
2,351 |
30.8 |
|
NYME PLATINUM |
U.S. |
4 |
215 |
0.4 |
11,345 |
22.5 |
50,327 |
NON U.S. |
17 |
3,477 |
6.9 |
5,218 |
10.4 |
|
|
21 |
3,692 |
7.3 |
16,563 |
32.9 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
12,212 |
1.3 |
589 |
0.1 |
923,784 |
NON U.S. |
|
50,184 |
5.4 |
42,780 |
4.6 |
|
|
14 |
62,396 |
6.8 |
43,369 |
4.7 |
|
ICUS COFFEE C |
U.S. |
|
2,052 |
0.9 |
1,216 |
0.5 |
236,168 |
NON U.S. |
|
9,665 |
4.1 |
15,755 |
6.7 |
|
|
24 |
11,717 |
5.0 |
16,971 |
7.2 |
|
CMX SILVER |
U.S. |
4 |
3,319 |
2.5 |
32,274 |
24.3 |
132,573 |
NON U.S. |
20 |
8,618 |
6.5 |
32,202 |
24.3 |
|
|
24 |
11,937 |
9.0 |
64,476 |
48.6 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,061 |
1.9 |
141 |
0.1 |
162,899 |
NON U.S. |
|
9,204 |
5.7 |
594 |
0.4 |
|
|
14 |
12,265 |
7.5 |
735 |
0.5 |
|
CMX GOLD |
U.S. |
4 |
10,319 |
2.1 |
108,208 |
22.1 |
490,343 |
NON U.S. |
31 |
36,411 |
7.4 |
117,509 |
24.0 |
|
|
35 |
46,730 |
9.5 |
225,717 |
46.0 |
|
CME RUSSIAN RUBLE |
NON U.S. |
|
228 |
0.9 |
16,770 |
67.3 |
24,904 |
|
5 |
228 |
0.9 |
16,770 |
67.3 |
|
CME CANADIAN DOLLAR |
U.S. |
|
1,016 |
0.9 |
701 |
0.6 |
119,300 |
NON U.S. |
|
5,124 |
4.3 |
5,299 |
4.4 |
|
|
6 |
6,140 |
5.1 |
6,000 |
5.0 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,469 |
1.5 |
32,909 |
32.8 |
100,220 |
|
6 |
1,469 |
1.5 |
32,909 |
32.8 |
|
CME BRITISH POUND STERLING |
U.S. |
|
36,765 |
22.8 |
3,521 |
2.2 |
161,083 |
NON U.S. |
|
12,694 |
7.9 |
330 |
0.2 |
|
|
6 |
49,459 |
30.7 |
3,851 |
2.4 |
|
CME JAPANESE YEN |
U.S. |
|
1,553 |
1.0 |
32,949 |
21.7 |
152,042 |
NON U.S. |
|
8,346 |
5.5 |
5,591 |
3.7 |
|
|
6 |
9,899 |
6.5 |
38,540 |
25.3 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
101,124 |
18.7 |
541,624 |
NON U.S. |
|
23,054 |
4.3 |
19,168 |
3.5 |
|
|
13 |
23,054 |
4.3 |
120,292 |
22.2 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
5,759 |
1.6 |
3,031 |
0.8 |
366,628 |
NON U.S. |
|
10,403 |
2.8 |
1,274 |
0.3 |
|
|
11 |
16,162 |
4.4 |
4,305 |
1.2 |
|
E VIX FUTURES |
U.S. |
|
120 |
0.1 |
2,886 |
1.3 |
220,455 |
NON U.S. |
|
2,713 |
1.2 |
18,948 |
8.6 |
|
|
7 |
2,833 |
1.3 |
21,834 |
9.9 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
5,620 |
8.5 |
1,537 |
2.3 |
66,467 |
NON U.S. |
5 |
4,136 |
6.2 |
449 |
0.7 |
|
|
9 |
9,756 |
14.7 |
1,986 |
3.0 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,043,022 |
9.7 |
1,013,735 |
9.4 |
10,771,315 |
NON U.S. |
32 |
1,206,883 |
11.2 |
820,222 |
7.6 |
|
|
39 |
2,249,905 |
20.9 |
1,833,957 |
17.0 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
6,411 |
4.0 |
32,822 |
20.4 |
160,848 |
NON U.S. |
5 |
1,349 |
0.8 |
8,268 |
5.1 |
|
|
9 |
7,760 |
4.8 |
41,090 |
25.5 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
7,296 |
2.9 |
27,676 |
10.9 |
254,069 |
NON U.S. |
10 |
6,781 |
2.7 |
16,680 |
6.6 |
|
|
14 |
14,077 |
5.5 |
44,356 |
17.5 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
687 |
6.1 |
4,513 |
40.4 |
11,177 |
|
5 |
687 |
6.1 |
4,513 |
40.4 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
82,095 |
2.5 |
10,534 |
0.3 |
3,245,239 |
NON U.S. |
22 |
167,997 |
5.2 |
68,650 |
2.1 |
|
|
28 |
250,092 |
7.7 |
79,184 |
2.4 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
36,314 |
16.5 |
31,064 |
14.1 |
219,698 |
NON U.S. |
|
43,559 |
19.8 |
7,500 |
3.4 |
|
|
8 |
79,873 |
36.4 |
38,564 |
17.6 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
3,818 |
12.4 |
67 |
0.2 |
30,745 |
NON U.S. |
|
5,915 |
19.2 |
0 |
0.0 |
|
|
7 |
9,733 |
31.7 |
67 |
0.2 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
3,950 |
2.1 |
2,331 |
1.3 |
184,505 |
NON U.S. |
|
14,641 |
7.9 |
7,057 |
3.8 |
|
|
14 |
18,591 |
10.1 |
9,388 |
5.1 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
7 |
16,529 |
3.2 |
4,604 |
0.9 |
520,425 |
NON U.S. |
14 |
18,934 |
3.6 |
8,265 |
1.6 |
|
|
21 |
35,463 |
6.8 |
12,869 |
2.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
5 |
2,271 |
0.5 |
4,496 |
0.9 |
503,934 |
NON U.S. |
5 |
1,478 |
0.3 |
47,098 |
9.3 |
|
|
10 |
3,749 |
0.7 |
51,594 |
10.2 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
9,543 |
0.8 |
355 |
0.0 |
1,209,149 |
NON U.S. |
13 |
15,751 |
1.3 |
15,740 |
1.3 |
|
|
18 |
25,294 |
2.1 |
16,095 |
1.3 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
1,232 |
0.9 |
8,863 |
6.2 |
144,070 |
NON U.S. |
7 |
13,359 |
9.3 |
29,755 |
20.7 |
|
|
11 |
14,591 |
10.1 |
38,618 |
26.8 |
|