|
REPORT DATE: 12/5/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
15,161 |
3.7 |
2,044 |
0.5 |
405,309 |
NON U.S. |
|
29,787 |
7.3 |
5,542 |
1.4 |
|
|
15 |
44,948 |
11.1 |
7,586 |
1.9 |
|
CBT WHEAT-HRW |
U.S. |
|
9,797 |
4.8 |
667 |
0.3 |
205,431 |
NON U.S. |
|
16,351 |
8.0 |
2,510 |
1.2 |
|
|
12 |
26,148 |
12.7 |
3,177 |
1.5 |
|
CBT CORN |
U.S. |
|
51,891 |
4.1 |
9 |
0.0 |
1,256,256 |
NON U.S. |
|
64,609 |
5.1 |
3,502 |
0.3 |
|
|
15 |
116,500 |
9.3 |
3,511 |
0.3 |
|
CBT SOYBEANS |
U.S. |
|
40,010 |
5.6 |
33 |
0.0 |
715,603 |
NON U.S. |
|
39,614 |
5.5 |
8,792 |
1.2 |
|
|
15 |
79,624 |
11.1 |
8,825 |
1.2 |
|
IFED CALIF CARBON 23 |
NON U.S. |
|
0 |
0.0 |
31,189 |
36.7 |
85,022 |
|
7 |
0 |
0.0 |
31,189 |
36.7 |
|
IFED CALIF CARBON ALLOWANCE V2024 |
NON U.S. |
|
4,303 |
2.4 |
55,425 |
31.0 |
179,078 |
|
8 |
4,303 |
2.4 |
55,425 |
31.0 |
|
IFED RGGI V2023 |
NON U.S. |
|
6,778 |
11.9 |
25,188 |
44.3 |
56,900 |
|
5 |
6,778 |
11.9 |
25,188 |
44.3 |
|
IFED RGGI V2024 |
NON U.S. |
|
2,276 |
8.0 |
12,928 |
45.2 |
28,611 |
|
5 |
2,276 |
8.0 |
12,928 |
45.2 |
|
CBT SOYBEAN OIL |
U.S. |
|
23,728 |
4.9 |
1,952 |
0.4 |
480,969 |
NON U.S. |
|
40,198 |
8.4 |
1,752 |
0.4 |
|
|
13 |
63,926 |
13.3 |
3,704 |
0.8 |
|
CBT UST BOND |
U.S. |
5 |
26,194 |
2.0 |
6,852 |
0.5 |
1,299,431 |
NON U.S. |
13 |
1,972 |
0.2 |
30,601 |
2.4 |
|
|
18 |
28,166 |
2.2 |
37,453 |
2.9 |
|
CBT ULTRA UST BOND |
U.S. |
|
8,562 |
0.5 |
6,350 |
0.4 |
1,583,683 |
NON U.S. |
|
3,324 |
0.2 |
9,253 |
0.6 |
|
|
8 |
11,886 |
0.8 |
15,603 |
1.0 |
|
NYME NY HARBOR ULSD |
U.S. |
|
13,386 |
4.4 |
2,717 |
0.9 |
307,563 |
NON U.S. |
|
16,856 |
5.5 |
1,995 |
0.6 |
|
|
14 |
30,242 |
9.8 |
4,712 |
1.5 |
|
IFED NAT GAS ICE LD1 |
U.S. |
5 |
22,404 |
0.3 |
1,868,173 |
27.9 |
6,691,443 |
NON U.S. |
9 |
46,054 |
0.7 |
1,175,139 |
17.6 |
|
|
14 |
68,458 |
1.0 |
3,043,312 |
45.5 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
157,766 |
28.0 |
65,923 |
11.7 |
563,161 |
NON U.S. |
|
73,834 |
13.1 |
10,382 |
1.8 |
|
|
9 |
231,600 |
41.1 |
76,305 |
13.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
6,576 |
1.8 |
25,523 |
6.8 |
373,530 |
NON U.S. |
|
38,473 |
10.3 |
0 |
0.0 |
|
|
8 |
45,049 |
12.1 |
25,523 |
6.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
21,127 |
2.3 |
911,665 |
NON U.S. |
|
13,177 |
1.4 |
517,606 |
56.8 |
|
|
7 |
13,177 |
1.4 |
538,733 |
59.1 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
16,476 |
4.9 |
4,175 |
1.2 |
334,275 |
NON U.S. |
|
8,281 |
2.5 |
2,705 |
0.8 |
|
|
6 |
24,757 |
7.4 |
6,880 |
2.1 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
55,433 |
8.5 |
15,497 |
2.4 |
655,145 |
NON U.S. |
5 |
16,609 |
2.5 |
41,592 |
6.3 |
|
|
9 |
72,042 |
11.0 |
57,089 |
8.7 |
|
IFED WAHA FIN BASIS |
U.S. |
|
4,457 |
1.2 |
97,427 |
25.3 |
384,551 |
NON U.S. |
|
1,186 |
0.3 |
24,960 |
6.5 |
|
|
7 |
5,643 |
1.5 |
122,387 |
31.8 |
|
IFED CIG ROCKIES BASIS |
U.S. |
|
2,437 |
0.8 |
175,193 |
54.3 |
322,895 |
NON U.S. |
|
8 |
0.0 |
14,589 |
4.5 |
|
|
6 |
2,445 |
0.8 |
189,782 |
58.8 |
|
IFED TCO Basis |
U.S. |
|
0 |
0.0 |
76,595 |
44.6 |
171,648 |
NON U.S. |
|
326 |
0.2 |
16,837 |
9.8 |
|
|
7 |
326 |
0.2 |
93,432 |
54.4 |
|
IFED CG Mainline Basis |
U.S. |
|
477 |
0.2 |
40,175 |
18.1 |
221,439 |
NON U.S. |
|
0 |
0.0 |
33,969 |
15.3 |
|
|
5 |
477 |
0.2 |
74,144 |
33.5 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
8,381 |
1.2 |
253,456 |
35.1 |
721,300 |
NON U.S. |
5 |
18,381 |
2.5 |
221,003 |
30.6 |
|
|
9 |
26,762 |
3.7 |
474,459 |
65.8 |
|
IFED EP SAN JUAN BASIS |
U.S. |
|
4,846 |
2.5 |
22,436 |
11.6 |
193,006 |
NON U.S. |
|
120 |
0.1 |
4,653 |
2.4 |
|
|
5 |
4,966 |
2.6 |
27,089 |
14.0 |
|
IFED HENRY HUB BASIS |
U.S. |
|
3,842 |
4.5 |
19,360 |
22.5 |
86,172 |
NON U.S. |
|
0 |
0.0 |
4,574 |
5.3 |
|
|
5 |
3,842 |
4.5 |
23,934 |
27.8 |
|
IFED HOUSTON SHIP CHANNEL (INDEX) |
U.S. |
|
111,821 |
23.4 |
0 |
0.0 |
478,072 |
NON U.S. |
|
14,150 |
3.0 |
0 |
0.0 |
|
|
5 |
125,971 |
26.3 |
0 |
0.0 |
|
IFED MICHCON BASIS |
U.S. |
|
180 |
0.1 |
26,696 |
10.9 |
245,123 |
NON U.S. |
|
2,050 |
0.8 |
8,834 |
3.6 |
|
|
5 |
2,230 |
0.9 |
35,530 |
14.5 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
4,696 |
1.9 |
55,880 |
22.0 |
253,686 |
NON U.S. |
|
0 |
0.0 |
7,124 |
2.8 |
|
|
6 |
4,696 |
1.9 |
63,004 |
24.8 |
|
IFED ONEOK GAS TRANSPORTATION BASIS |
U.S. |
|
0 |
0.0 |
10,096 |
22.9 |
44,008 |
NON U.S. |
|
2,546 |
5.8 |
2,981 |
6.8 |
|
|
5 |
2,546 |
5.8 |
13,077 |
29.7 |
|
IFED PANHANDLE BASIS |
U.S. |
|
1,889 |
1.6 |
18,170 |
15.7 |
115,559 |
NON U.S. |
|
3,263 |
2.8 |
2,501 |
2.2 |
|
|
6 |
5,152 |
4.5 |
20,671 |
17.9 |
|
IFED TRANSCO STATION 85-ZONE 4 BASI |
U.S. |
|
10,078 |
5.1 |
5,004 |
2.5 |
197,635 |
NON U.S. |
|
10,212 |
5.2 |
0 |
0.0 |
|
|
5 |
20,290 |
10.3 |
5,004 |
2.5 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
18,230 |
5.3 |
199,123 |
58.0 |
343,074 |
NON U.S. |
|
0 |
0.0 |
30,536 |
8.9 |
|
|
6 |
18,230 |
5.3 |
229,659 |
66.9 |
|
NYME NAT GAS NYME |
U.S. |
4 |
51,518 |
3.8 |
40,027 |
3.0 |
1,339,392 |
NON U.S. |
11 |
66,414 |
5.0 |
23,208 |
1.7 |
|
|
15 |
117,932 |
8.8 |
63,235 |
4.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
4,216 |
1.1 |
42,536 |
11.6 |
368,102 |
NON U.S. |
6 |
3,658 |
1.0 |
41,838 |
11.4 |
|
|
10 |
7,874 |
2.1 |
84,374 |
22.9 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
28,500 |
15.6 |
38,745 |
21.2 |
182,962 |
NON U.S. |
|
52,179 |
28.5 |
3,453 |
1.9 |
|
|
9 |
80,679 |
44.1 |
42,198 |
23.1 |
|
CBT SOYBEAN MEAL |
U.S. |
|
17,478 |
3.4 |
0 |
0.0 |
518,896 |
NON U.S. |
|
31,422 |
6.1 |
1,002 |
0.2 |
|
|
11 |
48,900 |
9.4 |
1,002 |
0.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
8,818 |
4.5 |
969 |
0.5 |
196,836 |
NON U.S. |
|
21,686 |
11.0 |
11,348 |
5.8 |
|
|
15 |
30,504 |
15.5 |
12,317 |
6.3 |
|
NYME HENRY HUB |
U.S. |
4 |
7,297 |
1.8 |
112,886 |
28.5 |
396,784 |
NON U.S. |
5 |
17,636 |
4.4 |
81,909 |
20.6 |
|
|
9 |
24,933 |
6.3 |
194,795 |
49.1 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
30,225 |
23.6 |
16,867 |
13.2 |
128,254 |
NON U.S. |
5 |
24,131 |
18.8 |
8,409 |
6.6 |
|
|
9 |
54,356 |
42.4 |
25,276 |
19.7 |
|
CBT UST 2Y NOTE |
U.S. |
8 |
26,796 |
0.7 |
11,081 |
0.3 |
4,111,534 |
NON U.S. |
28 |
73,507 |
1.8 |
36,594 |
0.9 |
|
|
36 |
100,303 |
2.4 |
47,675 |
1.2 |
|
CBT UST 10Y NOTE |
U.S. |
6 |
58,477 |
1.3 |
34,411 |
0.8 |
4,536,418 |
NON U.S. |
22 |
42,993 |
0.9 |
47,840 |
1.1 |
|
|
28 |
101,470 |
2.2 |
82,251 |
1.8 |
|
CBT ULTRA UST 10Y |
U.S. |
5 |
65,453 |
3.3 |
10,965 |
0.6 |
1,991,409 |
NON U.S. |
6 |
3,894 |
0.2 |
18,910 |
0.9 |
|
|
11 |
69,347 |
3.5 |
29,875 |
1.5 |
|
CBT UST 5Y NOTE |
U.S. |
6 |
50,086 |
0.9 |
41,331 |
0.7 |
5,775,249 |
NON U.S. |
23 |
73,617 |
1.3 |
49,705 |
0.9 |
|
|
29 |
123,703 |
2.1 |
91,036 |
1.6 |
|
CBT FED FUNDS |
U.S. |
6 |
269,865 |
18.2 |
123,023 |
8.3 |
1,482,072 |
NON U.S. |
22 |
187,661 |
12.7 |
91,008 |
6.1 |
|
|
28 |
457,526 |
30.9 |
214,031 |
14.4 |
|
CME EURO SHORT TERM RATE |
U.S. |
|
1,646 |
5.3 |
138 |
0.4 |
31,214 |
NON U.S. |
|
1,891 |
6.1 |
5,747 |
18.4 |
|
|
8 |
3,537 |
11.3 |
5,885 |
18.9 |
|
CME LEAN HOGS |
U.S. |
|
9,208 |
4.8 |
66 |
0.0 |
192,668 |
NON U.S. |
|
17,215 |
8.9 |
2,458 |
1.3 |
|
|
11 |
26,423 |
13.7 |
2,524 |
1.3 |
|
CME LIVE CATTLE |
U.S. |
|
10,013 |
3.8 |
0 |
0.0 |
265,444 |
NON U.S. |
|
16,600 |
6.3 |
0 |
0.0 |
|
|
9 |
26,613 |
10.0 |
0 |
0.0 |
|
CME FEEDER CATTLE |
U.S. |
|
529 |
1.0 |
19 |
0.0 |
51,599 |
NON U.S. |
|
1,270 |
2.5 |
1,176 |
2.3 |
|
|
5 |
1,799 |
3.5 |
1,195 |
2.3 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
214 |
0.6 |
835 |
2.5 |
33,310 |
NON U.S. |
|
4,081 |
12.3 |
774 |
2.3 |
|
|
6 |
4,295 |
12.9 |
1,609 |
4.8 |
|
IFED BUTANE OPIS MT BELV NONTET FP |
U.S. |
|
45 |
0.2 |
1,462 |
5.5 |
26,526 |
NON U.S. |
|
209 |
0.8 |
624 |
2.4 |
|
|
6 |
254 |
1.0 |
2,086 |
7.9 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,155 |
7.2 |
57,447 |
NON U.S. |
|
0 |
0.0 |
1,545 |
2.7 |
|
|
5 |
0 |
0.0 |
5,700 |
9.9 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,270 |
1.1 |
1,245 |
1.1 |
112,019 |
NON U.S. |
|
7,084 |
6.3 |
498 |
0.4 |
|
|
7 |
8,354 |
7.5 |
1,743 |
1.6 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
18 |
0.0 |
1,583 |
3.5 |
45,589 |
NON U.S. |
|
426 |
0.9 |
815 |
1.8 |
|
|
8 |
444 |
1.0 |
2,398 |
5.3 |
|
NYME PROPANE |
U.S. |
|
3,357 |
2.4 |
4,556 |
3.3 |
137,123 |
NON U.S. |
|
1,993 |
1.5 |
2,238 |
1.6 |
|
|
8 |
5,350 |
3.9 |
6,794 |
5.0 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
292 |
0.6 |
3,711 |
7.8 |
47,511 |
NON U.S. |
|
978 |
2.1 |
2,158 |
4.5 |
|
|
7 |
1,270 |
2.7 |
5,869 |
12.4 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
151 |
0.3 |
1,834 |
3.4 |
54,603 |
NON U.S. |
|
922 |
1.7 |
1,212 |
2.2 |
|
|
7 |
1,073 |
2.0 |
3,046 |
5.6 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,539 |
9.4 |
27,001 |
NON U.S. |
|
28 |
0.1 |
1,891 |
7.0 |
|
|
6 |
28 |
0.1 |
4,430 |
16.4 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
785 |
3.2 |
270 |
1.1 |
24,314 |
NON U.S. |
|
736 |
3.0 |
1,716 |
7.1 |
|
|
6 |
1,521 |
6.3 |
1,986 |
8.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
4,720 |
0.8 |
11,182 |
1.9 |
594,106 |
NON U.S. |
|
486 |
0.1 |
9,064 |
1.5 |
|
|
6 |
5,206 |
0.9 |
20,246 |
3.4 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
10,312 |
17.9 |
57,504 |
|
6 |
0 |
0.0 |
10,312 |
17.9 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
16,711 |
1.0 |
201,699 |
12.2 |
1,650,437 |
NON U.S. |
12 |
37,892 |
2.3 |
131,702 |
8.0 |
|
|
16 |
54,603 |
3.3 |
333,401 |
20.2 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
7,378 |
5.4 |
11,677 |
8.6 |
135,684 |
NON U.S. |
6 |
9,858 |
7.3 |
7,170 |
5.3 |
|
|
10 |
17,236 |
12.7 |
18,847 |
13.9 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
838 |
0.3 |
5,431 |
1.9 |
285,959 |
NON U.S. |
|
180 |
0.1 |
180 |
0.1 |
|
|
5 |
1,018 |
0.4 |
5,611 |
2.0 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
99 |
0.0 |
28,563 |
13.3 |
214,025 |
NON U.S. |
|
0 |
0.0 |
27,587 |
12.9 |
|
|
6 |
99 |
0.0 |
56,150 |
26.2 |
|
ICUS COCOA |
U.S. |
|
3,274 |
1.2 |
611 |
0.2 |
281,714 |
NON U.S. |
|
2,469 |
0.9 |
8,824 |
3.1 |
|
|
9 |
5,743 |
2.0 |
9,435 |
3.3 |
|
NYME PALLADIUM |
U.S. |
4 |
2,527 |
11.9 |
323 |
1.5 |
21,271 |
NON U.S. |
13 |
2,006 |
9.4 |
42 |
0.2 |
|
|
17 |
4,533 |
21.3 |
365 |
1.7 |
|
NYME PLATINUM |
U.S. |
4 |
1,655 |
2.2 |
15,742 |
20.8 |
75,508 |
NON U.S. |
18 |
4,693 |
6.2 |
4,728 |
6.3 |
|
|
22 |
6,348 |
8.4 |
20,470 |
27.1 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
25,208 |
3.0 |
22,699 |
2.7 |
853,428 |
NON U.S. |
|
42,504 |
5.0 |
63,551 |
7.4 |
|
|
11 |
67,712 |
7.9 |
86,250 |
10.1 |
|
ICUS COFFEE C |
U.S. |
|
8,714 |
4.2 |
51 |
0.0 |
208,686 |
NON U.S. |
|
10,096 |
4.8 |
9,369 |
4.5 |
|
|
18 |
18,810 |
9.0 |
9,420 |
4.5 |
|
CMX SILVER |
U.S. |
4 |
5,966 |
4.3 |
26,108 |
18.7 |
139,753 |
NON U.S. |
16 |
9,155 |
6.6 |
35,402 |
25.3 |
|
|
20 |
15,121 |
10.8 |
61,510 |
44.0 |
|
CMX COPPER- #1 |
U.S. |
|
11,816 |
6.7 |
1,211 |
0.7 |
176,373 |
NON U.S. |
|
13,265 |
7.5 |
1,703 |
1.0 |
|
|
14 |
25,081 |
14.2 |
2,914 |
1.7 |
|
CMX GOLD |
U.S. |
4 |
21,948 |
4.5 |
68,254 |
14.0 |
487,469 |
NON U.S. |
26 |
27,729 |
5.7 |
90,208 |
18.5 |
|
|
30 |
49,677 |
10.2 |
158,462 |
32.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
74,000 |
37.4 |
18,578 |
9.4 |
197,791 |
NON U.S. |
|
6,988 |
3.5 |
1,172 |
0.6 |
|
|
6 |
80,988 |
40.9 |
19,750 |
10.0 |
|
CME MEXICAN PESO |
U.S. |
|
0 |
0.0 |
2,312 |
0.9 |
257,053 |
NON U.S. |
|
7 |
0.0 |
6,195 |
2.4 |
|
|
8 |
7 |
0.0 |
8,507 |
3.3 |
|
CME BRITISH POUND |
U.S. |
|
25,840 |
11.8 |
8,844 |
4.0 |
218,873 |
NON U.S. |
|
2,135 |
1.0 |
4,523 |
2.1 |
|
|
5 |
27,975 |
12.8 |
13,367 |
6.1 |
|
CME JAPANESE YEN |
U.S. |
|
57,506 |
21.5 |
153 |
0.1 |
267,482 |
NON U.S. |
|
2,561 |
1.0 |
447 |
0.2 |
|
|
8 |
60,067 |
22.5 |
600 |
0.2 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
183,541 |
24.3 |
756,615 |
NON U.S. |
|
14,807 |
2.0 |
6,448 |
0.9 |
|
|
15 |
14,807 |
2.0 |
189,989 |
25.1 |
|
NYME GASOLINE RBOB |
U.S. |
|
9,293 |
2.7 |
3,520 |
1.0 |
341,351 |
NON U.S. |
|
11,176 |
3.3 |
2,200 |
0.6 |
|
|
13 |
20,469 |
6.0 |
5,720 |
1.7 |
|
CME NZ DOLLAR |
U.S. |
|
17,450 |
31.9 |
0 |
0.0 |
54,732 |
NON U.S. |
|
2,879 |
5.3 |
580 |
1.1 |
|
|
5 |
20,329 |
37.1 |
580 |
1.1 |
|
E VIX FUTURES |
U.S. |
|
1,919 |
0.5 |
3,335 |
0.8 |
406,711 |
NON U.S. |
|
32,199 |
7.9 |
11,419 |
2.8 |
|
|
10 |
34,118 |
8.4 |
14,754 |
3.6 |
|
CBT DJIA x $5 |
U.S. |
|
1,819 |
1.9 |
1,043 |
1.1 |
94,870 |
NON U.S. |
|
8,876 |
9.4 |
11,555 |
12.2 |
|
|
9 |
10,695 |
11.3 |
12,598 |
13.3 |
|
CBT DOW JONES U.S. REAL ESTATE IDX |
U.S. |
|
2,509 |
5.8 |
0 |
0.0 |
43,267 |
NON U.S. |
|
0 |
0.0 |
22,373 |
51.7 |
|
|
5 |
2,509 |
5.8 |
22,373 |
51.7 |
|
CME BITCOIN |
NON U.S. |
|
207 |
0.9 |
2,408 |
10.5 |
23,035 |
|
5 |
207 |
0.9 |
2,408 |
10.5 |
|
CME SOFR-3M |
U.S. |
20 |
763,997 |
7.0 |
1,276,074 |
11.6 |
10,972,383 |
NON U.S. |
79 |
1,107,346 |
10.1 |
853,766 |
7.8 |
|
|
99 |
1,871,343 |
17.1 |
2,129,840 |
19.4 |
|
CME SOFR-1M |
U.S. |
9 |
51,381 |
5.9 |
71,188 |
8.2 |
865,357 |
NON U.S. |
33 |
119,629 |
13.8 |
105,972 |
12.2 |
|
|
42 |
171,010 |
19.8 |
177,160 |
20.5 |
|
ICUS CANOLA |
U.S. |
|
498 |
0.2 |
0 |
0.0 |
271,839 |
NON U.S. |
|
2,218 |
0.8 |
1,808 |
0.7 |
|
|
7 |
2,716 |
1.0 |
1,808 |
0.7 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
2,189 |
9.2 |
0 |
0.0 |
23,829 |
NON U.S. |
|
514 |
2.2 |
10,661 |
44.7 |
|
|
8 |
2,703 |
11.3 |
10,661 |
44.7 |
|
CME E-MINI S&P 500 |
U.S. |
9 |
96,536 |
4.2 |
12,532 |
0.5 |
2,314,400 |
NON U.S. |
24 |
106,053 |
4.6 |
204,771 |
8.8 |
|
|
33 |
202,589 |
8.8 |
217,303 |
9.4 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
650 |
1.8 |
36,227 |
NON U.S. |
|
336 |
0.9 |
20,827 |
57.5 |
|
|
5 |
336 |
0.9 |
21,477 |
59.3 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
229 |
1.7 |
764 |
5.7 |
13,306 |
NON U.S. |
|
2,193 |
16.5 |
7,458 |
56.0 |
|
|
6 |
2,422 |
18.2 |
8,222 |
61.8 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
U.S. |
|
1,513 |
8.0 |
0 |
0.0 |
18,836 |
NON U.S. |
|
550 |
2.9 |
10,852 |
57.6 |
|
|
6 |
2,063 |
11.0 |
10,852 |
57.6 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
0 |
0.0 |
758 |
4.8 |
15,722 |
NON U.S. |
|
284 |
1.8 |
11,977 |
76.2 |
|
|
7 |
284 |
1.8 |
12,735 |
81.0 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
3,096 |
8.4 |
0 |
0.0 |
36,710 |
NON U.S. |
|
8,844 |
24.1 |
8,767 |
23.9 |
|
|
7 |
11,940 |
32.5 |
8,767 |
23.9 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
0 |
0.0 |
28,996 |
52.6 |
55,106 |
NON U.S. |
|
3,198 |
5.8 |
2,500 |
4.5 |
|
|
5 |
3,198 |
5.8 |
31,496 |
57.2 |
|
CME E-MINI S&P COMMUNICATION INDEX |
U.S. |
|
0 |
0.0 |
333 |
4.2 |
7,839 |
NON U.S. |
|
251 |
3.2 |
3,493 |
44.6 |
|
|
6 |
251 |
3.2 |
3,826 |
48.8 |
|
CME E-MINI S&P REAL ESTATE INDEX |
NON U.S. |
|
0 |
0.0 |
4,808 |
63.6 |
7,564 |
|
5 |
|