|
|
REPORT DATE: 9/7/2021 |
||||||
|
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
|
CBT WHEAT-SRW |
U.S. |
|
13,621 |
3.7 |
2,164 |
0.6 |
369,310 |
|
NON U.S. |
|
30,476 |
8.3 |
18,387 |
5.0 |
|
|
|
|
17 |
44,097 |
11.9 |
20,551 |
5.6 |
|
|
|
CBT WHEAT-HRW |
U.S. |
|
4,869 |
2.1 |
0 |
0.0 |
237,015 |
|
NON U.S. |
|
18,879 |
8.0 |
7,815 |
3.3 |
|
|
|
|
12 |
23,748 |
10.0 |
7,815 |
3.3 |
|
|
|
CBT CORN |
U.S. |
|
27,185 |
2.0 |
1,063 |
0.1 |
1,381,035 |
|
NON U.S. |
|
80,731 |
5.8 |
5,188 |
0.4 |
|
|
|
|
13 |
107,916 |
7.8 |
6,251 |
0.5 |
|
|
|
CBT SOYBEANS |
U.S. |
|
10,591 |
1.6 |
22,467 |
3.4 |
663,939 |
|
NON U.S. |
|
34,833 |
5.2 |
13,706 |
2.1 |
|
|
|
|
17 |
45,424 |
6.8 |
36,173 |
5.4 |
|
|
|
IFED CALIF CARBON VINTAGE 2021 |
NON U.S. |
|
7,306 |
5.4 |
24,914 |
18.5 |
134,625 |
|
|
5 |
7,306 |
5.4 |
24,914 |
18.5 |
|
|
|
IFED CALIF CARBON ALLOWANCE V2022 |
NON U.S. |
|
705 |
0.9 |
38,159 |
49.5 |
77,016 |
|
|
5 |
705 |
0.9 |
38,159 |
49.5 |
|
|
|
CBT SOYBEAN OIL |
U.S. |
|
9,963 |
2.5 |
2,179 |
0.5 |
400,430 |
|
NON U.S. |
|
28,544 |
7.1 |
1,765 |
0.4 |
|
|
|
|
13 |
38,507 |
9.6 |
3,944 |
1.0 |
|
|
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
1,453 |
0.1 |
3,072 |
0.3 |
1,212,310 |
|
NON U.S. |
12 |
5,776 |
0.5 |
20,583 |
1.7 |
|
|
|
|
16 |
7,229 |
0.6 |
23,655 |
2.0 |
|
|
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
0 |
0.0 |
1,529 |
0.1 |
1,255,373 |
|
NON U.S. |
|
2,129 |
0.2 |
11,780 |
0.9 |
|
|
|
|
5 |
2,129 |
0.2 |
13,309 |
1.1 |
|
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
16,915 |
4.1 |
1,448 |
0.3 |
415,194 |
|
NON U.S. |
|
18,140 |
4.4 |
1,455 |
0.4 |
|
|
|
|
11 |
35,055 |
8.4 |
2,903 |
0.7 |
|
|
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
9,365 |
0.1 |
2,339,226 |
36.1 |
6,479,648 |
|
NON U.S. |
9 |
91,573 |
1.4 |
1,357,986 |
21.0 |
|
|
|
|
14 |
100,938 |
1.6 |
3,697,212 |
57.1 |
|
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
40,870 |
10.0 |
19,073 |
4.7 |
407,211 |
|
NON U.S. |
|
11,092 |
2.7 |
36,777 |
9.0 |
|
|
|
|
9 |
51,962 |
12.8 |
55,850 |
13.7 |
|
|
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
518 |
0.2 |
81,016 |
32.3 |
251,085 |
|
NON U.S. |
|
7,691 |
3.1 |
23,671 |
9.4 |
|
|
|
|
7 |
8,209 |
3.3 |
104,687 |
41.7 |
|
|
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
22,938 |
2.6 |
878,146 |
|
NON U.S. |
|
32,474 |
3.7 |
436,889 |
49.8 |
|
|
|
|
7 |
32,474 |
3.7 |
459,827 |
52.4 |
|
|
|
IFED CHICAGO FIN BASIS |
U.S. |
|
26,304 |
9.0 |
5,012 |
1.7 |
291,664 |
|
NON U.S. |
|
4,564 |
1.6 |
22,671 |
7.8 |
|
|
|
|
9 |
30,868 |
10.6 |
27,683 |
9.5 |
|
|
|
IFED HSC FIN BASIS |
U.S. |
|
19,823 |
3.6 |
58,987 |
10.7 |
552,253 |
|
NON U.S. |
|
1,713 |
0.3 |
55,001 |
10.0 |
|
|
|
|
7 |
21,536 |
3.9 |
113,988 |
20.6 |
|
|
|
IFED WAHA FIN BASIS |
U.S. |
|
9,398 |
2.4 |
108,192 |
27.1 |
399,629 |
|
NON U.S. |
|
8,755 |
2.2 |
29,756 |
7.4 |
|
|
|
|
8 |
18,153 |
4.5 |
137,948 |
34.5 |
|
|
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
155,726 |
47.8 |
326,082 |
|
NON U.S. |
5 |
0 |
0.0 |
77,914 |
23.9 |
|
|
|
|
9 |
0 |
0.0 |
233,640 |
71.7 |
|
|
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
2,498 |
1.4 |
35,321 |
20.0 |
176,354 |
|
NON U.S. |
|
1,071 |
0.6 |
30,174 |
17.1 |
|
|
|
|
6 |
3,569 |
2.0 |
65,495 |
37.1 |
|
|
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
1,977 |
0.3 |
262,295 |
42.0 |
624,729 |
|
NON U.S. |
|
4,269 |
0.7 |
42,435 |
6.8 |
|
|
|
|
8 |
6,246 |
1.0 |
304,730 |
48.8 |
|
|
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
3,737 |
2.0 |
40,560 |
22.2 |
182,768 |
|
NON U.S. |
|
0 |
0.0 |
40,142 |
22.0 |
|
|
|
|
6 |
3,737 |
2.0 |
80,702 |
44.2 |
|
|
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
6,754 |
6.8 |
3,325 |
3.4 |
98,786 |
|
NON U.S. |
|
6,559 |
6.6 |
9,928 |
10.1 |
|
|
|
|
6 |
13,313 |
13.5 |
13,253 |
13.4 |
|
|
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
5,751 |
4.5 |
3,385 |
2.7 |
126,520 |
|
NON U.S. |
|
8,882 |
7.0 |
12,806 |
10.1 |
|
|
|
|
7 |
14,633 |
11.6 |
16,191 |
12.8 |
|
|
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
797 |
0.4 |
56,346 |
27.1 |
207,950 |
|
NON U.S. |
|
5,046 |
2.4 |
8,597 |
4.1 |
|
|
|
|
6 |
5,843 |
2.8 |
64,943 |
31.2 |
|
|
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
42 |
0.0 |
20,432 |
11.5 |
177,314 |
|
NON U.S. |
|
58 |
0.0 |
11,474 |
6.5 |
|
|
|
|
5 |
100 |
0.1 |
31,906 |
18.0 |
|
|
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
2,789 |
3.3 |
0 |
0.0 |
83,392 |
|
NON U.S. |
|
9,037 |
10.8 |
19,369 |
23.2 |
|
|
|
|
5 |
11,826 |
14.2 |
19,369 |
23.2 |
|
|
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
1,524 |
1.2 |
12,096 |
9.5 |
127,250 |
|
NON U.S. |
|
1,189 |
0.9 |
22,322 |
17.5 |
|
|
|
|
7 |
2,713 |
2.1 |
34,418 |
27.0 |
|
|
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
64,873 |
20.5 |
139,332 |
44.1 |
315,988 |
|
NON U.S. |
|
3,012 |
1.0 |
13,989 |
4.4 |
|
|
|
|
5 |
67,885 |
21.5 |
153,321 |
48.5 |
|
|
|
NYME NATURAL GAS |
U.S. |
4 |
27,058 |
1.8 |
34,880 |
2.4 |
1,466,890 |
|
NON U.S. |
12 |
54,569 |
3.7 |
25,983 |
1.8 |
|
|
|
|
16 |
81,627 |
5.6 |
60,863 |
4.1 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
4,591 |
0.8 |
117,353 |
21.0 |
558,609 |
|
NON U.S. |
9 |
2,631 |
0.5 |
109,681 |
19.6 |
|
|
|
|
13 |
7,222 |
1.3 |
227,034 |
40.6 |
|
|
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
4 |
41,716 |
27.0 |
3,758 |
2.4 |
154,390 |
|
NON U.S. |
6 |
27,330 |
17.7 |
4,890 |
3.2 |
|
|
|
|
10 |
69,046 |
44.7 |
8,648 |
5.6 |
|
|
|
CBT SOYBEAN MEAL |
U.S. |
|
7,092 |
2.0 |
2,841 |
0.8 |
359,333 |
|
NON U.S. |
|
27,470 |
7.6 |
1,849 |
0.5 |
|
|
|
|
11 |
34,562 |
9.6 |
4,690 |
1.3 |
|
|
|
ICUS COTTON NO. 2 |
U.S. |
|
2,875 |
1.0 |
181 |
0.1 |
273,868 |
|
NON U.S. |
|
20,105 |
7.3 |
10,140 |
3.7 |
|
|
|
|
16 |
22,980 |
8.4 |
10,321 |
3.8 |
|
|
|
NYME HENRY HUB |
U.S. |
4 |
8,317 |
1.5 |
236,723 |
42.7 |
554,590 |
|
NON U.S. |
8 |
43,841 |
7.9 |
122,893 |
22.2 |
|
|
|
|
12 |
52,158 |
9.4 |
359,616 |
64.8 |
|
|
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
76,383 |
36.4 |
9,165 |
4.4 |
209,766 |
|
NON U.S. |
|
45,120 |
21.5 |
9,943 |
4.7 |
|
|
|
|
10 |
121,503 |
57.9 |
19,108 |
9.1 |
|
|
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
15,442 |
0.8 |
14,439 |
0.7 |
1,951,070 |
|
NON U.S. |
20 |
15,358 |
0.8 |
61,417 |
3.1 |
|
|
|
|
25 |
30,800 |
1.6 |
75,856 |
3.9 |
|
|
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
109,095 |
2.8 |
8,955 |
0.2 |
3,904,836 |
|
NON U.S. |
33 |
78,050 |
2.0 |
110,782 |
2.8 |
|
|
|
|
40 |
187,145 |
4.8 |
119,737 |
3.1 |
|
|
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,084 |
0.2 |
4,424 |
0.3 |
1,446,999 |
|
NON U.S. |
|
525 |
0.0 |
19,048 |
1.3 |
|
|
|
|
8 |
3,609 |
0.2 |
23,472 |
1.6 |
|
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
20,926 |
0.6 |
10,578 |
0.3 |
3,449,352 |
|
NON U.S. |
21 |
42,236 |
1.2 |
45,250 |
1.3 |
|
|
|
|
25 |
63,162 |
1.8 |
55,828 |
1.6 |
|
|
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
211,115 |
21.2 |
140,684 |
14.1 |
995,151 |
|
NON U.S. |
22 |
106,103 |
10.7 |
91,554 |
9.2 |
|
|
|
|
27 |
317,218 |
31.9 |
232,238 |
23.3 |
|
|
|
CME LEAN HOGS |
NON U.S. |
|
15,251 |
5.7 |
3,862 |
1.4 |
269,540 |
|
|
8 |
15,251 |
5.7 |
3,862 |
1.4 |
|
|
|
CME LIVE CATTLE |
NON U.S. |
8 |
18,688 |
6.0 |
340 |
0.1 |
312,252 |
|
|
8 |
18,688 |
6.0 |
340 |
0.1 |
|
|
|
CME FEEDER CATTLE |
NON U.S. |
|
895 |
2.0 |
99 |
0.2 |
45,721 |
|
|
6 |
895 |
2.0 |
99 |
0.2 |
|
|
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
148 |
1.0 |
1,448 |
9.4 |
15,423 |
|
NON U.S. |
|
27 |
0.2 |
1,981 |
12.8 |
|
|
|
|
6 |
175 |
1.1 |
3,429 |
22.2 |
|
|
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
2,547 |
9.5 |
26,822 |
|
NON U.S. |
|
0 |
0.0 |
3,810 |
14.2 |
|
|
|
|
7 |
0 |
0.0 |
6,357 |
23.7 |
|
|
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,768 |
2.8 |
2,624 |
4.2 |
62,828 |
|
NON U.S. |
|
2,657 |
4.2 |
1,409 |
2.2 |
|
|
|
|
6 |
4,425 |
7.0 |
4,033 |
6.4 |
|
|
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
4 |
0 |
0.0 |
10,081 |
20.5 |
49,250 |
|
NON U.S. |
5 |
0 |
0.0 |
9,194 |
18.7 |
|
|
|
|
9 |
0 |
0.0 |
19,275 |
39.1 |
|
|
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
4 |
2,582 |
2.1 |
7,593 |
6.1 |
124,296 |
|
NON U.S. |
6 |
1,225 |
1.0 |
6,269 |
5.0 |
|
|
|
|
10 |
3,807 |
3.1 |
13,862 |
11.2 |
|
|
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
0 |
0.0 |
7,653 |
16.0 |
47,811 |
|
NON U.S. |
|
0 |
0.0 |
7,483 |
15.7 |
|
|
|
|
8 |
0 |
0.0 |
15,136 |
31.7 |
|
|
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
1,126 |
2.0 |
5,574 |
10.1 |
55,056 |
|
NON U.S. |
|
218 |
0.4 |
3,782 |
6.9 |
|
|
|
|
8 |
1,344 |
2.4 |
9,356 |
17.0 |
|
|
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
463 |
1.6 |
3,985 |
13.4 |
29,792 |
|
NON U.S. |
|
0 |
0.0 |
4,123 |
13.8 |
|
|
|
|
6 |
463 |
1.6 |
8,108 |
27.2 |
|
|
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
850 |
3.6 |
96 |
0.4 |
23,352 |
|
NON U.S. |
|
157 |
0.7 |
2,347 |
10.1 |
|
|
|
|
6 |
1,007 |
4.3 |
2,443 |
10.5 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
8,359 |
1.6 |
61,338 |
11.5 |
533,544 |
|
NON U.S. |
|
6,691 |
1.3 |
8,686 |
1.6 |
|
|
|
|
9 |
15,050 |
2.8 |
70,024 |
13.1 |
|
|
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
16,944 |
33.6 |
50,452 |
|
|
6 |
0 |
0.0 |
16,944 |
33.6 |
|
|
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
8,922 |
65.6 |
13,596 |
|
|
6 |
0 |
0.0 |
8,922 |
65.6 |
|
|
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
11,510 |
8.4 |
54,374 |
39.7 |
137,032 |
|
NON U.S. |
|
0 |
0.0 |
26,857 |
19.6 |
|
|
|
|
7 |
11,510 |
8.4 |
81,231 |
59.3 |
|
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
4,589 |
0.2 |
273,813 |
13.0 |
2,107,706 |
|
NON U.S. |
12 |
50,054 |
2.4 |
194,710 |
9.2 |
|
|
|
|
16 |
54,643 |
2.6 |
468,523 |
22.2 |
|
|
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
7,903 |
5.9 |
19,788 |
14.8 |
133,678 |
|
NON U.S. |
7 |
6,191 |
4.6 |
15,742 |
11.8 |
|
|
|
|
11 |
14,094 |
10.5 |
35,530 |
26.6 |
|
|
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
2,974 |
1.5 |
1,162 |
0.6 |
193,619 |
|
NON U.S. |
|
495 |
0.3 |
148 |
0.1 |
|
|
|
|
5 |
3,469 |
1.8 |
1,310 |
0.7 |
|
|
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
2,243 |
5.0 |
18,165 |
40.9 |
44,420 |
|
NON U.S. |
|
0 |
0.0 |
11,434 |
25.7 |
|
|
|
|
5 |
2,243 |
5.0 |
29,599 |
66.6 |
|
|
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
1,365 |
1.8 |
9,918 |
13.1 |
75,440 |
|
NON U.S. |
|
90 |
0.1 |
2,928 |
3.9 |
|
|
|
|
7 |
1,455 |
1.9 |
12,846 |
17.0 |
|
|
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
75 |
0.8 |
9,076 |
|
NON U.S. |
|
0 |
0.0 |
4,720 |
52.0 |
|
|
|
|
5 |
0 |
0.0 |
4,795 |
52.8 |
|
|
|
ICUS COCOA |
U.S. |
|
2,402 |
1.0 |
1,034 |
0.4 |
230,120 |
|
NON U.S. |
|
4,257 |
1.8 |
8,255 |
3.6 |
|
|
|
|
7 |
6,659 |
2.9 |
9,289 |
4.0 |
|
|
|
NYME PALLADIUM |
U.S. |
|
0 |
0.0 |
1,210 |
14.2 |
8,522 |
|
NON U.S. |
|
568 |
6.7 |
349 |
4.1 |
|
|
|
|
12 |
568 |
6.7 |
1,559 |
18.3 |
|
|
|
NYME PLATINUM |
U.S. |
5 |
503 |
0.7 |
16,730 |
24.2 |
69,024 |
|
NON U.S. |
12 |
2,898 |
4.2 |
5,987 |
8.7 |
|
|
|
|
17 |
3,401 |
4.9 |
22,717 |
32.9 |
|
|
|
ICUS SUGAR NO. 11 |
U.S. |
|
5,942 |
0.6 |
25,502 |
2.4 |
1,052,962 |
|
NON U.S. |
|
45,469 |
4.3 |
92,100 |
8.7 |
|
|
|
|
15 |
51,411 |
4.9 |
117,602 |
11.2 |
|
|
|
ICUS COFFEE C |
U.S. |
|
2,432 |
0.9 |
3,222 |
1.1 |
284,987 |
|
NON U.S. |
|
9,678 |
3.4 |
34,063 |
12.0 |
|
|
|
|
24 |
12,110 |
4.2 |
37,285 |
13.1 |
|
|
|
CMX SILVER |
U.S. |
5 |
3,878 |
2.8 |
31,275 |
22.5 |
139,187 |
|
NON U.S. |
22 |
8,948 |
6.4 |
29,171 |
21.0 |
|
|
|
|
27 |
12,826 |
9.2 |
60,446 |
43.4 |
|
|
|
CMX COPPER-GRADE #1 |
U.S. |
|
5,251 |
2.8 |
179 |
0.1 |
190,379 |
|
NON U.S. |
|
9,466 |
5.0 |
132 |
0.1 |
|
|
|
|
13 |
14,717 |
7.7 |
311 |
0.2 |
|
|
|
CMX GOLD |
U.S. |
5 |
12,276 |
2.4 |
53,560 |
10.6 |
506,772 |
|
NON U.S. |
32 |
44,954 |
8.9 |
135,628 |
26.8 |
|
|
|
|
37 |
57,230 |
11.3 |
189,188 |
37.3 |
|
|
|
CME RUSSIAN RUBLE |
NON U.S. |
|
234 |
0.4 |
13,831 |
26.2 |
52,717 |
|
|
5 |
234 |
0.4 |
13,831 |
26.2 |
|
|
|
CME CANADIAN DOLLAR |
U.S. |
|
486 |
0.3 |
48,015 |
28.2 |
170,506 |
|
NON U.S. |
|
5,354 |
3.1 |
1,657 |
1.0 |
|
|
|
|
5 |
5,840 |
3.4 |
49,672 |
29.1 |
|
|
|
CME MEXICAN PESO |
NON U.S. |
|
717 |
0.4 |
84,029 |
46.5 |
180,540 |
|
|
9 |
717 |
0.4 |
84,029 |
46.5 |
|
|
|
CME BRITISH POUND STERLING |
U.S. |
|
42,353 |
21.0 |
5,536 |
2.7 |
201,389 |
|
NON U.S. |
|
3,075 |
1.5 |
10,022 |
5.0 |
|
|
|
|
8 |
45,428 |
22.6 |
15,558 |
7.7 |
|
|
|
CME EURO FX |
U.S. |
|
382 |
0.1 |
105,219 |
15.1 |
696,734 |
|
NON U.S. |
|
22,206 |
3.2 |
46,089 |
6.6 |
|
|
|
|
18 |
22,588 |
3.2 |
151,308 |
21.7 |
|
|
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
4,758 |
1.4 |
3,014 |
0.9 |
330,263 |
|
NON U.S. |
|
14,870 |
4.5 |
2,103 |
0.6 |
|
|
|
|
10 |
19,628 |
5.9 |
5,117 |
1.5 |
|
|
|
E VIX FUTURES |
U.S. |
|
377 |
0.1 |
1,361 |
0.4 |
323,430 |
|
NON U.S. |
|
43,825 |
13.6 |
5,328 |
1.6 |
|
|
|
|
7 |
44,202 |
13.7 |
6,689 |
2.1 |
|
|
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
7,624 |
7.1 |
0 |
0.0 |
106,780 |
|
NON U.S. |
5 |
456 |
0.4 |
15,374 |
14.4 |
|
|
|
|
9 |
8,080 |
7.6 |
15,374 |
14.4 |
|
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,931,114 |
15.1 |
303,611 |
2.4 |
12,802,360 |
|
NON U.S. |
33 |
1,090,577 |
8.5 |
773,583 |
6.0 |
|
|
|
|
41 |
3,021,691 |
23.6 |
1,077,194 |
8.4 |
|
|
|
CME 3-MONTH SOFR |
U.S. |
6 |
170,022 |
22.5 |
128,936 |
17.1 |
755,818 |
|
NON U.S. |
19 |
104,976 |
13.9 |
46,619 |
6.2 |
|
|
|
|
25 |
274,998 |
36.4 |
175,555 |
23.2 |
|
|
|
CME 1-MONTH SOFR |
U.S. |
4 |
27,602 |
21.7 |
14,846 |
11.7 |
127,287 |
|
NON U.S. |
6 |
4,463 |
3.5 |
4,343 |
3.4 |
|
|
|
|
10 |
32,065 |
25.2 |
19,189 |
15.1 |
|
|
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
0 |
0.0 |
1,634 |
4.9 |
33,392 |
|
NON U.S. |
|
6,794 |
20.3 |
4,586 |
13.7 |
|
|
|
|
6 |
6,794 |
20.3 |
6,220 |
18.6 |
|
|
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
466 |
1.6 |
28,484 |
|
NON U.S. |
|
1,058 |
3.7 |
14,636 |
51.4 |
|
|
|
|
6 |
1,058 |
3.7 |
15,102 |
53.0 |
|
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
38,805 |
1.4 |
115,466 |
4.1 |
2,827,555 |
|
NON U.S. |
23 |
99,628 |
3.5 |
256,332 |
9.1 |
|
|
|
|
30 |
138,433 |
4.9 |
371,798 |
13.1 |
|
|
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
280 |
0.8 |
0 |
0.0 |
34,161 |
|
NON U.S. |
|
6,805 |
19.9 |
18,426 |
53.9 |
|
|
|
|
6 |
7,085 |
20.7 |
18,426 |
53.9 |
|
|
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
364 |
1.4 |
1,489 |
5.7 |
25,898 |
|
NON U.S. |
|
0 |
0.0 |
12,135 |
46.9 |
|
|
|
|
6 |
364 |
1.4 |
13,624 |
52.6 |
|
|
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,024 |
4.3 |
23,823 |
|
NON U.S. |
|
0 |
0.0 |
2,911 |
12.2 |
|
|
|
|
5 |
0 |
0.0 |
3,935 |
16.5 |
|
|
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
3,140 |
2.7 |
7,600 |
6.5 |
117,010 |
|
NON U.S. |
|
19,240 |
16.4 |
57,718 |
49.3 |
|
|
|
|
8 |
22,380 |
19.1 |
65,318 |
55.8 |
|
|
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
11,681 |
5.0 |
1,614 |
0.7 |
234,329 |
|
NON U.S. |
9 |
17,225 |
7.4 |
7,785 |
3.3 |
|
|
|
|
13 |
28,906 |
12.3 |
9,399 |
4.0 |
|
|
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
8,328 |
4.8 |
0 |
0.0 |
173,484 |
|
NON U.S. |
|
5,841 |
3.4 |
40 |
0.0 |
|
|
|
|
5 |
14,169 |
8.2 |
40 |
0.0 |
|
|
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
30,307 |
6.7 |
1,657 |
0.4 |
453,868 |
|
NON U.S. |
11 |
42,765 |
9.4 |
2,438 |
0.5 |
|
|
|
|
17 |
73,072 |
16.1 |
4,095 |
0.9 |
|
|
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,832 |
0.7 |
8,365 |
2.0 |
413,055 |
|
NON U.S. |
4 |
2,444 |
0.6 |
52,353 |
12.7 |
|
|
|
|
8 |
5,276 |
1.3 |
60,718 |
14.7 |
|
|
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
3,888 |
0.4 |
1,286 |
0.1 |
1,044,700 |
|
NON U.S. |
8 |
9,541 |
0.9 |
75,245 |
7.2 |
|
|
|
|
13 |
13,429 |
1.3 |
76,531 |
7.3 |
|
|
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
5 |
506 |
0.2 |
22,283 |
9.4 |
236,889 |
|
NON U.S. |
12 |
6,857 |
2.9 |
37,122 |
15.7 |
|
|
|
|
17 |
7,363 |
3.1 |
59,405 |
25.1 |
|
|