|
REPORT DATE: 12/1/2020 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
7,218 |
1.8 |
233 |
0.1 |
395,958 |
NON U.S. |
|
38,732 |
9.8 |
12,456 |
3.1 |
|
|
16 |
45,950 |
11.6 |
12,689 |
3.2 |
|
CBT WHEAT-HRW |
U.S. |
|
5,632 |
2.7 |
0 |
0.0 |
211,611 |
NON U.S. |
|
17,012 |
8.0 |
4,624 |
2.2 |
|
|
11 |
22,644 |
10.7 |
4,624 |
2.2 |
|
CBT CORN |
U.S. |
|
26,095 |
1.6 |
4,899 |
0.3 |
1,670,784 |
NON U.S. |
|
89,151 |
5.3 |
14,680 |
0.9 |
|
|
15 |
115,246 |
6.9 |
19,579 |
1.2 |
|
CBT SOYBEANS |
U.S. |
|
8,214 |
0.9 |
8,543 |
0.9 |
947,968 |
NON U.S. |
|
59,617 |
6.3 |
9,453 |
1.0 |
|
|
19 |
67,831 |
7.2 |
17,996 |
1.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
2,585 |
0.5 |
242 |
0.1 |
476,337 |
NON U.S. |
|
29,548 |
6.2 |
1,841 |
0.4 |
|
|
12 |
32,133 |
6.7 |
2,083 |
0.4 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
10,663 |
0.9 |
3,786 |
0.3 |
1,163,996 |
NON U.S. |
9 |
9,793 |
0.8 |
5,865 |
0.5 |
|
|
14 |
20,456 |
1.8 |
9,651 |
0.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
19,569 |
5.2 |
907 |
0.2 |
373,170 |
NON U.S. |
|
15,990 |
4.3 |
1,716 |
0.5 |
|
|
12 |
35,559 |
9.5 |
2,623 |
0.7 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
10,387 |
0.2 |
2,341,725 |
37.0 |
6,327,585 |
NON U.S. |
9 |
67,006 |
1.1 |
1,722,101 |
27.2 |
|
|
14 |
77,393 |
1.2 |
4,063,826 |
64.2 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
43,111 |
17.6 |
19,332 |
7.9 |
245,100 |
NON U.S. |
|
21,030 |
8.6 |
7,669 |
3.1 |
|
|
7 |
64,141 |
26.2 |
27,001 |
11.0 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
310 |
0.1 |
67,463 |
21.8 |
308,991 |
NON U.S. |
4 |
10,415 |
3.4 |
50,351 |
16.3 |
|
|
8 |
10,725 |
3.5 |
117,814 |
38.1 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
27,003 |
2.4 |
1,108,782 |
NON U.S. |
|
27,469 |
2.5 |
658,825 |
59.4 |
|
|
7 |
27,469 |
2.5 |
685,828 |
61.9 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
32,090 |
8.2 |
2,451 |
0.6 |
392,567 |
NON U.S. |
|
1,830 |
0.5 |
36,191 |
9.2 |
|
|
8 |
33,920 |
8.6 |
38,642 |
9.8 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
18,957 |
2.9 |
62,614 |
9.6 |
648,880 |
NON U.S. |
5 |
1,153 |
0.2 |
73,285 |
11.3 |
|
|
9 |
20,110 |
3.1 |
135,899 |
20.9 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
6,748 |
1.3 |
178,700 |
35.1 |
509,825 |
NON U.S. |
6 |
9,563 |
1.9 |
54,562 |
10.7 |
|
|
10 |
16,311 |
3.2 |
233,262 |
45.8 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
146,460 |
40.7 |
359,807 |
NON U.S. |
5 |
0 |
0.0 |
92,113 |
25.6 |
|
|
9 |
0 |
0.0 |
238,573 |
66.3 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
8,819 |
4.9 |
35,421 |
19.8 |
178,569 |
NON U.S. |
|
1,036 |
0.6 |
28,163 |
15.8 |
|
|
6 |
9,855 |
5.5 |
63,584 |
35.6 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
4,481 |
0.7 |
160,778 |
26.5 |
605,886 |
NON U.S. |
5 |
19,442 |
3.2 |
74,730 |
12.3 |
|
|
9 |
23,923 |
3.9 |
235,508 |
38.9 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
939 |
0.4 |
64,166 |
29.2 |
219,945 |
NON U.S. |
|
0 |
0.0 |
62,384 |
28.4 |
|
|
6 |
939 |
0.4 |
126,550 |
57.5 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
4 |
12,877 |
6.1 |
1,850 |
0.9 |
210,797 |
NON U.S. |
4 |
9,302 |
4.4 |
30,010 |
14.2 |
|
|
8 |
22,179 |
10.5 |
31,860 |
15.1 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
4 |
9,222 |
4.1 |
2,681 |
1.2 |
227,338 |
NON U.S. |
4 |
6,695 |
2.9 |
31,137 |
13.7 |
|
|
8 |
15,917 |
7.0 |
33,818 |
14.9 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
0 |
0.0 |
46,591 |
18.5 |
252,368 |
NON U.S. |
|
9,887 |
3.9 |
14,575 |
5.8 |
|
|
5 |
9,887 |
3.9 |
61,166 |
24.2 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
288 |
0.1 |
20,065 |
9.4 |
213,265 |
NON U.S. |
|
0 |
0.0 |
24,071 |
11.3 |
|
|
5 |
288 |
0.1 |
44,136 |
20.7 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
NON U.S. |
|
13,647 |
15.4 |
8,463 |
9.6 |
88,477 |
|
6 |
13,647 |
15.4 |
8,463 |
9.6 |
|
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS |
U.S. |
|
0 |
0.0 |
34,317 |
49.7 |
69,081 |
NON U.S. |
|
1,210 |
1.8 |
29,696 |
43.0 |
|
|
5 |
1,210 |
1.8 |
64,013 |
92.7 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
2,508 |
1.4 |
15,183 |
8.5 |
178,582 |
NON U.S. |
|
1,312 |
0.7 |
40,742 |
22.8 |
|
|
7 |
3,820 |
2.1 |
55,925 |
31.3 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
16,131 |
6.8 |
19,717 |
8.3 |
237,654 |
NON U.S. |
|
0 |
0.0 |
6,567 |
2.8 |
|
|
5 |
16,131 |
6.8 |
26,284 |
11.1 |
|
IFED TRANSCO ZONE 6 BASIS |
U.S. |
|
1,512 |
1.3 |
1,397 |
1.2 |
115,685 |
NON U.S. |
|
0 |
0.0 |
10,449 |
9.0 |
|
|
5 |
1,512 |
1.3 |
11,846 |
10.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
65,776 |
18.7 |
135,243 |
38.5 |
351,274 |
NON U.S. |
|
4,184 |
1.2 |
18,912 |
5.4 |
|
|
5 |
69,960 |
19.9 |
154,155 |
43.9 |
|
NYME NATURAL GAS |
U.S. |
4 |
28,253 |
2.3 |
37,415 |
3.1 |
1,209,723 |
NON U.S. |
13 |
44,138 |
3.6 |
48,424 |
4.0 |
|
|
17 |
72,391 |
6.0 |
85,839 |
7.1 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
5,518 |
1.4 |
92,426 |
24.2 |
382,268 |
NON U.S. |
6 |
4,638 |
1.2 |
51,485 |
13.5 |
|
|
10 |
10,156 |
2.7 |
143,911 |
37.6 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
39,392 |
29.7 |
2,842 |
2.1 |
132,745 |
NON U.S. |
|
31,920 |
24.0 |
948 |
0.7 |
|
|
8 |
71,312 |
53.7 |
3,790 |
2.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
3,595 |
0.9 |
0 |
0.0 |
418,190 |
NON U.S. |
|
35,390 |
8.5 |
1,509 |
0.4 |
|
|
13 |
38,985 |
9.3 |
1,509 |
0.4 |
|
ICUS COTTON NO. 2 |
U.S. |
|
2,726 |
1.2 |
11 |
0.0 |
218,461 |
NON U.S. |
|
19,691 |
9.0 |
7,125 |
3.3 |
|
|
14 |
22,417 |
10.3 |
7,136 |
3.3 |
|
NYME HENRY HUB |
U.S. |
4 |
13,078 |
1.9 |
284,974 |
42.4 |
672,800 |
NON U.S. |
8 |
49,995 |
7.4 |
161,481 |
24.0 |
|
|
12 |
63,073 |
9.4 |
446,455 |
66.4 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
75,354 |
33.7 |
8,460 |
3.8 |
223,925 |
NON U.S. |
|
64,678 |
28.9 |
7,783 |
3.5 |
|
|
11 |
140,032 |
62.5 |
16,243 |
7.3 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
10,281 |
0.6 |
19,433 |
1.0 |
1,854,536 |
NON U.S. |
14 |
11,595 |
0.6 |
24,729 |
1.3 |
|
|
18 |
21,876 |
1.2 |
44,162 |
2.4 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
103,911 |
3.2 |
4,595 |
0.1 |
3,201,303 |
NON U.S. |
24 |
51,944 |
1.6 |
89,245 |
2.8 |
|
|
29 |
155,855 |
4.9 |
93,840 |
2.9 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
6,297 |
0.7 |
4,892 |
0.5 |
950,027 |
NON U.S. |
|
4,888 |
0.5 |
9,826 |
1.0 |
|
|
8 |
11,185 |
1.2 |
14,718 |
1.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
10,294 |
0.3 |
7,451 |
0.2 |
3,135,711 |
NON U.S. |
18 |
34,479 |
1.1 |
22,551 |
0.7 |
|
|
22 |
44,773 |
1.4 |
30,002 |
1.0 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
121,948 |
12.8 |
67,122 |
7.0 |
954,710 |
NON U.S. |
20 |
81,429 |
8.5 |
31,381 |
3.3 |
|
|
26 |
203,377 |
21.3 |
98,503 |
10.3 |
|
CME LEAN HOGS |
U.S. |
|
156 |
0.1 |
397 |
0.2 |
200,920 |
NON U.S. |
|
12,819 |
6.4 |
5,331 |
2.7 |
|
|
11 |
12,975 |
6.5 |
5,728 |
2.9 |
|
CME LIVE CATTLE |
U.S. |
|
36 |
0.0 |
320 |
0.1 |
276,540 |
NON U.S. |
|
15,274 |
5.5 |
0 |
0.0 |
|
|
8 |
15,310 |
5.5 |
320 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
138 |
0.4 |
0 |
0.0 |
38,655 |
NON U.S. |
|
1,501 |
3.9 |
0 |
0.0 |
|
|
7 |
1,639 |
4.2 |
0 |
0.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
2,029 |
6.0 |
2,580 |
7.7 |
33,686 |
NON U.S. |
|
11 |
0.0 |
2,412 |
7.2 |
|
|
5 |
2,040 |
6.1 |
4,992 |
14.8 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
430 |
1.9 |
3,718 |
16.6 |
22,448 |
NON U.S. |
|
373 |
1.7 |
511 |
2.3 |
|
|
5 |
803 |
3.6 |
4,229 |
18.8 |
|
IFED PROPANE OPIS CONWAY INWELL FP |
U.S. |
|
140 |
2.3 |
365 |
6.0 |
6,083 |
NON U.S. |
|
170 |
2.8 |
726 |
11.9 |
|
|
5 |
310 |
5.1 |
1,091 |
17.9 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,550 |
15.3 |
29,659 |
NON U.S. |
|
0 |
0.0 |
3,581 |
12.1 |
|
|
5 |
0 |
0.0 |
8,131 |
27.4 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
4,983 |
8.0 |
1,919 |
3.1 |
62,137 |
NON U.S. |
|
2,911 |
4.7 |
645 |
1.0 |
|
|
7 |
7,894 |
12.7 |
2,564 |
4.1 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
5 |
0.0 |
9,319 |
19.7 |
47,189 |
NON U.S. |
|
0 |
0.0 |
6,020 |
12.8 |
|
|
7 |
5 |
0.0 |
15,339 |
32.5 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,046 |
2.9 |
7,109 |
5.1 |
138,416 |
NON U.S. |
|
1,311 |
0.9 |
6,064 |
4.4 |
|
|
6 |
5,357 |
3.9 |
13,173 |
9.5 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,629 |
3.0 |
7,380 |
13.6 |
54,367 |
NON U.S. |
|
0 |
0.0 |
11,036 |
20.3 |
|
|
8 |
1,629 |
3.0 |
18,416 |
33.9 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
62 |
0.1 |
4,966 |
8.3 |
59,875 |
NON U.S. |
|
205 |
0.3 |
3,798 |
6.3 |
|
|
7 |
267 |
0.4 |
8,764 |
14.6 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
814 |
2.8 |
3,640 |
12.6 |
28,992 |
NON U.S. |
|
912 |
3.1 |
2,796 |
9.6 |
|
|
7 |
1,726 |
6.0 |
6,436 |
22.2 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,645 |
8.1 |
325 |
1.6 |
20,301 |
NON U.S. |
|
133 |
0.7 |
1,969 |
9.7 |
|
|
5 |
1,778 |
8.8 |
2,294 |
11.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
22,355 |
5.1 |
65,100 |
15.0 |
434,333 |
NON U.S. |
|
5,552 |
1.3 |
8,629 |
2.0 |
|
|
7 |
27,907 |
6.4 |
73,729 |
17.0 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
3,781 |
6.0 |
648 |
1.0 |
63,191 |
NON U.S. |
|
1,008 |
1.6 |
335 |
0.5 |
|
|
5 |
4,789 |
7.6 |
983 |
1.6 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
180 |
0.4 |
270 |
0.6 |
48,059 |
NON U.S. |
|
0 |
0.0 |
17,672 |
36.8 |
|
|
7 |
180 |
0.4 |
17,942 |
37.3 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
U.S. |
|
0 |
0.0 |
210 |
1.1 |
18,854 |
NON U.S. |
|
0 |
0.0 |
12,963 |
68.8 |
|
|
6 |
0 |
0.0 |
13,173 |
69.9 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
45,445 |
24.0 |
78,364 |
41.3 |
189,723 |
NON U.S. |
|
0 |
0.0 |
25,361 |
13.4 |
|
|
5 |
45,445 |
24.0 |
103,725 |
54.7 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
17,768 |
0.8 |
310,238 |
14.6 |
2,122,605 |
NON U.S. |
17 |
45,613 |
2.1 |
219,308 |
10.3 |
|
|
21 |
63,381 |
3.0 |
529,546 |
24.9 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
9,369 |
6.3 |
18,807 |
12.7 |
148,210 |
NON U.S. |
8 |
7,237 |
4.9 |
34,986 |
23.6 |
|
|
12 |
16,606 |
11.2 |
53,793 |
36.3 |
|
NYME WTI-BRENT CALENDAR |
U.S. |
|
1,210 |
1.6 |
6,270 |
8.4 |
74,324 |
NON U.S. |
|
1,372 |
1.8 |
0 |
0.0 |
|
|
6 |
2,582 |
3.5 |
6,270 |
8.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
2,530 |
1.7 |
1,494 |
1.0 |
152,041 |
NON U.S. |
|
314 |
0.2 |
370 |
0.2 |
|
|
6 |
2,844 |
1.9 |
1,864 |
1.2 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
630 |
0.5 |
22,856 |
19.1 |
119,856 |
NON U.S. |
|
0 |
0.0 |
2,260 |
1.9 |
|
|
5 |
630 |
0.5 |
25,116 |
21.0 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
29,508 |
47.7 |
61,812 |
NON U.S. |
|
0 |
0.0 |
14,136 |
22.9 |
|
|
6 |
0 |
0.0 |
43,644 |
70.6 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
4 |
3,511 |
4.6 |
13,972 |
18.3 |
76,329 |
NON U.S. |
4 |
180 |
0.2 |
10,594 |
13.9 |
|
|
8 |
3,691 |
4.8 |
24,566 |
32.2 |
|
ICUS COCOA |
U.S. |
|
5,216 |
2.5 |
332 |
0.2 |
207,044 |
NON U.S. |
|
4,131 |
2.0 |
188 |
0.1 |
|
|
8 |
9,347 |
4.5 |
520 |
0.3 |
|
NYME PALLADIUM |
U.S. |
4 |
134 |
1.4 |
3,195 |
32.4 |
9,867 |
NON U.S. |
8 |
812 |
8.2 |
590 |
6.0 |
|
|
12 |
946 |
9.6 |
3,785 |
38.4 |
|
NYME PLATINUM |
U.S. |
4 |
208 |
0.4 |
18,200 |
31.4 |
57,970 |
NON U.S. |
16 |
3,762 |
6.5 |
6,531 |
11.3 |
|
|
20 |
3,970 |
6.8 |
24,731 |
42.7 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
17,683 |
1.6 |
7,004 |
0.6 |
1,081,320 |
NON U.S. |
|
50,649 |
4.7 |
62,801 |
5.8 |
|
|
16 |
68,332 |
6.3 |
69,805 |
6.5 |
|
ICUS COFFEE C |
U.S. |
|
2,651 |
1.0 |
252 |
0.1 |
260,940 |
NON U.S. |
|
10,287 |
3.9 |
27,545 |
10.6 |
|
|
25 |
12,938 |
5.0 |
27,797 |
10.7 |
|
CMX SILVER |
U.S. |
4 |
4,448 |
2.9 |
37,233 |
24.4 |
152,372 |
NON U.S. |
20 |
9,723 |
6.4 |
29,526 |
19.4 |
|
|
24 |
14,171 |
9.3 |
66,759 |
43.8 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,159 |
1.7 |
0 |
0.0 |
240,738 |
NON U.S. |
|
12,097 |
5.0 |
1,136 |
0.5 |
|
|
16 |
16,256 |
6.8 |
1,136 |
0.5 |
|
CMX GOLD |
U.S. |
4 |
11,848 |
2.2 |
88,063 |
16.4 |
538,042 |
NON U.S. |
30 |
47,438 |
8.8 |
109,381 |
20.3 |
|
|
34 |
59,286 |
11.0 |
197,444 |
36.7 |
|
CME BRITISH POUND STERLING |
U.S. |
|
6,693 |
4.6 |
5,268 |
3.6 |
146,966 |
NON U.S. |
|
1,222 |
0.8 |
2,620 |
1.8 |
|
|
6 |
7,915 |
5.4 |
7,888 |
5.4 |
|
CME JAPANESE YEN |
U.S. |
|
1,581 |
0.9 |
68,950 |
37.1 |
185,873 |
NON U.S. |
|
3,694 |
2.0 |
13,578 |
7.3 |
|
|
5 |
5,275 |
2.8 |
82,528 |
44.4 |
|
CME EURO FX |
U.S. |
|
1,712 |
0.3 |
196,138 |
30.0 |
654,257 |
NON U.S. |
|
38,304 |
5.9 |
6,687 |
1.0 |
|
|
18 |
40,016 |
6.1 |
202,825 |
31.0 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
4,400 |
1.1 |
2,996 |
0.8 |
391,505 |
NON U.S. |
|
9,742 |
2.5 |
1,818 |
0.5 |
|
|
11 |
14,142 |
3.6 |
4,814 |
1.2 |
|
E VIX FUTURES |
U.S. |
|
0 |
0.0 |
1,501 |
0.5 |
280,441 |
NON U.S. |
|
27,318 |
9.7 |
5,540 |
2.0 |
|
|
7 |
27,318 |
9.7 |
7,041 |
2.5 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
9,646 |
10.3 |
877 |
0.9 |
94,068 |
NON U.S. |
6 |
8,863 |
9.4 |
3,764 |
4.0 |
|
|
11 |
18,509 |
19.7 |
4,641 |
4.9 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,398,451 |
14.1 |
477,692 |
4.8 |
9,911,764 |
NON U.S. |
37 |
985,040 |
9.9 |
1,344,842 |
13.6 |
|
|
45 |
2,383,491 |
24.0 |
1,822,534 |
18.4 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
39,166 |
7.8 |
114,144 |
22.7 |
503,653 |
NON U.S. |
12 |
17,776 |
3.5 |
12,680 |
2.5 |
|
|
16 |
56,942 |
11.3 |
126,824 |
25.2 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
3,704 |
2.3 |
38,271 |
24.0 |
159,594 |
NON U.S. |
6 |
8,314 |
5.2 |
8,376 |
5.2 |
|
|
10 |
12,018 |
7.5 |
46,647 |
29.2 |
|
CME S&P 500 STOCK INDEX |
U.S. |
|
0 |
0.0 |
3,700 |
11.4 |
32,505 |
NON U.S. |
|
1,100 |
3.4 |
3,940 |
12.1 |
|
|
5 |
1,100 |
3.4 |
7,640 |
23.5 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
NON U.S. |
|
3,525 |
29.7 |
3,459 |
29.1 |
11,881 |
|
5 |
3,525 |
29.7 |
3,459 |
29.1 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
0 |
0.0 |
7,808 |
41.4 |
18,855 |
|
5 |
0 |
0.0 |
7,808 |
41.4 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
48,919 |
1.9 |
57,370 |
2.2 |
2,617,521 |
NON U.S. |
21 |
52,439 |
2.0 |
216,553 |
8.3 |
|
|
28 |
101,358 |
3.9 |
273,923 |
10.5 |
|
CME E-MINI S&P FINANCIAL INDEX |
NON U.S. |
|
526 |
2.2 |
8,397 |
34.8 |
24,161 |
|
5 |
526 |
2.2 |
8,397 |
34.8 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
1,105 |
12.2 |
3,859 |
42.6 |
9,062 |
|
5 |
1,105 |
12.2 |
3,859 |
42.6 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,889 |
11.7 |
16,077 |
NON U.S. |
|
678 |
4.2 |
2,114 |
13.1 |
|
|
6 |
678 |
4.2 |
4,003 |
24.9 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
21,134 |
12.0 |
16,510 |
9.4 |
175,844 |
NON U.S. |
|
33,643 |
19.1 |
20,098 |
11.4 |
|
|
9 |
54,777 |
31.2 |
36,608 |
20.8 |
|
CMX ALUMINUM MW US TR PLATTS |
U.S. |
|
4,104 |
12.1 |
0 |
0.0 |
33,872 |
NON U.S. |
|
3,978 |
11.7 |
0 |
0.0 |
|
|
5 |
8,082 |
23.9 |
0 |
0.0 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
5,690 |
2.3 |
197 |
0.1 |
245,965 |
NON U.S. |
|
8,787 |
3.6 |
18,246 |
7.4 |
|
|
15 |
14,477 |
5.9 |
18,443 |
7.5 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
17,262 |
3.1 |
558 |
0.1 |
553,764 |
NON U.S. |
15 |
24,067 |
4.3 |
7,800 |
1.4 |
|
|
20 |
41,329 |
7.5 |
8,358 |
1.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
812 |
0.2 |
8,402 |
1.9 |
431,572 |
NON U.S. |
5 |
6,905 |
1.6 |
15,578 |
3.6 |
|
|
9 |
7,717 |
1.8 |
23,980 |
5.6 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
3,538 |
0.3 |
20,015 |
1.5 |
1,310,520 |
NON U.S. |
11 |
37,611 |
2.9 |
50,776 |
3.9 |
|
|
16 |
41,149 |
3.1 |
70,791 |
5.4 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
360 |
0.2 |
9,658 |
4.6 |
211,858 |
NON U.S. |
8 |
13,018 |
6.1 |
46,331 |
21.9 |
|
|
12 |
13,378 |
6.3 |
55,989 |
26.4 |
|