|
REPORT DATE: 6/4/2024 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
23,920 |
5.5 |
1,260 |
0.3 |
434,569 |
NON U.S. |
|
36,174 |
8.3 |
7,356 |
1.7 |
|
|
16 |
60,094 |
13.8 |
8,616 |
2.0 |
|
CBT WHEAT-HRW |
U.S. |
4 |
15,003 |
5.9 |
430 |
0.2 |
252,601 |
NON U.S. |
7 |
27,503 |
10.9 |
4,781 |
1.9 |
|
|
11 |
42,506 |
16.8 |
5,211 |
2.1 |
|
CBT CORN |
U.S. |
4 |
75,650 |
4.6 |
348 |
0.0 |
1,635,740 |
NON U.S. |
13 |
100,397 |
6.1 |
14,613 |
0.9 |
|
|
17 |
176,047 |
10.8 |
14,961 |
0.9 |
|
CBT SOYBEANS |
U.S. |
|
43,211 |
5.2 |
837 |
0.1 |
835,855 |
NON U.S. |
|
56,972 |
6.8 |
12,594 |
1.5 |
|
|
18 |
100,183 |
12.0 |
13,431 |
1.6 |
|
IFED CALIF CARBON ALLOWANCE V2024 |
NON U.S. |
|
6,959 |
3.2 |
59,902 |
27.7 |
216,153 |
|
8 |
6,959 |
3.2 |
59,902 |
27.7 |
|
IFED CALIF CARBON ALLOWANCE V2025 |
NON U.S. |
|
0 |
0.0 |
13,556 |
35.8 |
37,849 |
|
5 |
0 |
0.0 |
13,556 |
35.8 |
|
CBT SOYBEAN OIL |
U.S. |
4 |
34,442 |
6.0 |
3,386 |
0.6 |
570,856 |
NON U.S. |
11 |
52,822 |
9.3 |
5,060 |
0.9 |
|
|
15 |
87,264 |
15.3 |
8,446 |
1.5 |
|
CBT UST BOND |
U.S. |
6 |
27,310 |
1.7 |
4,621 |
0.3 |
1,643,723 |
NON U.S. |
10 |
1,815 |
0.1 |
33,647 |
2.0 |
|
|
16 |
29,125 |
1.8 |
38,268 |
2.3 |
|
CBT ULTRA UST BOND |
U.S. |
|
7,687 |
0.4 |
3,842 |
0.2 |
1,716,588 |
NON U.S. |
|
819 |
0.0 |
6,551 |
0.4 |
|
|
5 |
8,506 |
0.5 |
10,393 |
0.6 |
|
NYME NY HARBOR ULSD |
U.S. |
|
18,456 |
4.7 |
2,165 |
0.6 |
392,535 |
NON U.S. |
|
20,267 |
5.2 |
2,619 |
0.7 |
|
|
12 |
38,723 |
9.9 |
4,784 |
1.2 |
|
IFED NAT GAS ICE LD1 |
U.S. |
6 |
33,036 |
0.5 |
1,889,844 |
27.0 |
7,005,559 |
NON U.S. |
9 |
76,661 |
1.1 |
1,075,770 |
15.4 |
|
|
15 |
109,697 |
1.6 |
2,965,614 |
42.3 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
118,137 |
17.5 |
152,647 |
22.7 |
673,291 |
NON U.S. |
|
73,876 |
11.0 |
7,359 |
1.1 |
|
|
9 |
192,013 |
28.5 |
160,006 |
23.8 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
15,398 |
3.7 |
40,374 |
9.8 |
411,096 |
NON U.S. |
5 |
41,967 |
10.2 |
100 |
0.0 |
|
|
9 |
57,365 |
14.0 |
40,474 |
9.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
16,375 |
1.7 |
951,961 |
NON U.S. |
|
13,106 |
1.4 |
607,462 |
63.8 |
|
|
7 |
13,106 |
1.4 |
623,837 |
65.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
14,307 |
3.7 |
2,727 |
0.7 |
385,483 |
NON U.S. |
|
9,360 |
2.4 |
986 |
0.3 |
|
|
8 |
23,667 |
6.1 |
3,713 |
1.0 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
77,752 |
9.0 |
10,248 |
1.2 |
865,036 |
NON U.S. |
5 |
42,527 |
4.9 |
38,317 |
4.4 |
|
|
9 |
120,279 |
13.9 |
48,565 |
5.6 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
3,821 |
0.9 |
107,848 |
25.5 |
423,012 |
NON U.S. |
4 |
1,713 |
0.4 |
30,406 |
7.2 |
|
|
8 |
5,534 |
1.3 |
138,254 |
32.7 |
|
IFED CIG ROCKIES BASIS |
U.S. |
|
613 |
0.2 |
181,116 |
48.6 |
372,517 |
NON U.S. |
|
59 |
0.0 |
9,562 |
2.6 |
|
|
5 |
672 |
0.2 |
190,678 |
51.2 |
|
IFED TCO Basis |
U.S. |
4 |
0 |
0.0 |
82,282 |
40.9 |
201,403 |
NON U.S. |
4 |
30 |
0.0 |
26,038 |
12.9 |
|
|
8 |
30 |
0.0 |
108,320 |
53.8 |
|
IFED CG Mainline Basis |
U.S. |
|
0 |
0.0 |
34,826 |
12.7 |
274,223 |
NON U.S. |
|
0 |
0.0 |
20,319 |
7.4 |
|
|
5 |
0 |
0.0 |
55,145 |
20.1 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
5 |
22,630 |
2.6 |
292,744 |
33.5 |
874,207 |
NON U.S. |
5 |
13,099 |
1.5 |
214,149 |
24.5 |
|
|
10 |
35,729 |
4.1 |
506,893 |
58.0 |
|
IFED EP SAN JUAN BASIS |
U.S. |
|
6,644 |
3.1 |
20,957 |
9.8 |
212,926 |
NON U.S. |
|
0 |
0.0 |
3,319 |
1.6 |
|
|
5 |
6,644 |
3.1 |
24,276 |
11.4 |
|
IFED HOUSTON SHIP CHANNEL (INDEX) |
U.S. |
|
112,292 |
18.8 |
0 |
0.0 |
595,928 |
NON U.S. |
|
33,437 |
5.6 |
0 |
0.0 |
|
|
6 |
145,729 |
24.5 |
0 |
0.0 |
|
IFED MICHCON BASIS |
U.S. |
|
0 |
0.0 |
21,680 |
8.5 |
256,457 |
NON U.S. |
|
2,640 |
1.0 |
7,896 |
3.1 |
|
|
5 |
2,640 |
1.0 |
29,576 |
11.5 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
5,111 |
1.7 |
35,183 |
11.4 |
309,573 |
NON U.S. |
|
428 |
0.1 |
24,138 |
7.8 |
|
|
7 |
5,539 |
1.8 |
59,321 |
19.2 |
|
IFED PANHANDLE BASIS |
U.S. |
|
582 |
0.4 |
18,009 |
12.9 |
139,974 |
NON U.S. |
|
1,095 |
0.8 |
7,306 |
5.2 |
|
|
5 |
1,677 |
1.2 |
25,315 |
18.1 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
5 |
7,575 |
1.9 |
210,869 |
52.8 |
399,532 |
NON U.S. |
4 |
0 |
0.0 |
57,587 |
14.4 |
|
|
9 |
7,575 |
1.9 |
268,456 |
67.2 |
|
IFED REX ZONE 3 BASIS |
U.S. |
|
0 |
0.0 |
41,260 |
16.1 |
256,556 |
NON U.S. |
|
612 |
0.2 |
10,408 |
4.1 |
|
|
6 |
612 |
0.2 |
51,668 |
20.1 |
|
NYME NAT GAS NYME |
U.S. |
4 |
62,919 |
4.3 |
43,582 |
3.0 |
1,475,789 |
NON U.S. |
11 |
81,755 |
5.5 |
38,604 |
2.6 |
|
|
15 |
144,674 |
9.8 |
82,186 |
5.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
7,378 |
2.1 |
45,347 |
12.9 |
351,958 |
NON U.S. |
5 |
3,726 |
1.1 |
39,855 |
11.3 |
|
|
9 |
11,104 |
3.2 |
85,202 |
24.2 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
4 |
26,601 |
12.1 |
44,383 |
20.2 |
219,567 |
NON U.S. |
6 |
58,228 |
26.5 |
2,777 |
1.3 |
|
|
10 |
84,829 |
38.6 |
47,160 |
21.5 |
|
CBT SOYBEAN MEAL |
U.S. |
|
17,931 |
3.8 |
670 |
0.1 |
475,793 |
NON U.S. |
|
41,062 |
8.6 |
2,590 |
0.5 |
|
|
14 |
58,993 |
12.4 |
3,260 |
0.7 |
|
ICUS COTTON NO. 2 |
U.S. |
|
9,091 |
3.9 |
443 |
0.2 |
231,359 |
NON U.S. |
|
28,245 |
12.2 |
13,028 |
5.6 |
|
|
15 |
37,336 |
16.1 |
13,471 |
5.8 |
|
NYME HENRY HUB |
U.S. |
4 |
10,538 |
2.9 |
102,569 |
28.5 |
360,241 |
NON U.S. |
5 |
17,391 |
4.8 |
70,060 |
19.4 |
|
|
9 |
27,929 |
7.8 |
172,629 |
47.9 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
26,058 |
15.6 |
25,564 |
15.3 |
167,345 |
NON U.S. |
7 |
30,563 |
18.3 |
7,970 |
4.8 |
|
|
11 |
56,621 |
33.8 |
33,534 |
20.0 |
|
CBT UST 2Y NOTE |
U.S. |
8 |
13,418 |
0.3 |
28,534 |
0.7 |
3,841,898 |
NON U.S. |
31 |
72,255 |
1.9 |
53,427 |
1.4 |
|
|
39 |
85,673 |
2.2 |
81,961 |
2.1 |
|
CBT UST 10Y NOTE |
U.S. |
7 |
72,489 |
1.6 |
30,829 |
0.7 |
4,413,936 |
NON U.S. |
31 |
46,308 |
1.0 |
99,345 |
2.3 |
|
|
38 |
118,797 |
2.7 |
130,174 |
2.9 |
|
CBT ULTRA UST 10Y |
U.S. |
|
52,401 |
2.6 |
2,421 |
0.1 |
2,026,469 |
NON U.S. |
|
6,899 |
0.3 |
35,267 |
1.7 |
|
|
11 |
59,300 |
2.9 |
37,688 |
1.9 |
|
CBT UST 5Y NOTE |
U.S. |
8 |
52,872 |
0.8 |
48,385 |
0.8 |
6,248,427 |
NON U.S. |
22 |
162,420 |
2.6 |
96,431 |
1.5 |
|
|
30 |
215,292 |
3.4 |
144,816 |
2.3 |
|
CBT FED FUNDS |
U.S. |
6 |
177,013 |
12.8 |
214,806 |
15.5 |
1,386,054 |
NON U.S. |
29 |
174,835 |
12.6 |
138,251 |
10.0 |
|
|
35 |
351,848 |
25.4 |
353,057 |
25.5 |
|
CME EURO SHORT TERM RATE |
U.S. |
4 |
8,450 |
14.4 |
11,319 |
19.3 |
58,511 |
NON U.S. |
12 |
8,360 |
14.3 |
15,839 |
27.1 |
|
|
16 |
16,810 |
28.7 |
27,158 |
46.4 |
|
CME LEAN HOGS |
U.S. |
|
16,527 |
5.9 |
0 |
0.0 |
280,853 |
NON U.S. |
|
27,091 |
9.6 |
8,652 |
3.1 |
|
|
11 |
43,618 |
15.5 |
8,652 |
3.1 |
|
CME LIVE CATTLE |
U.S. |
|
11,536 |
4.0 |
2,997 |
1.0 |
288,856 |
NON U.S. |
|
16,393 |
5.7 |
165 |
0.1 |
|
|
10 |
27,929 |
9.7 |
3,162 |
1.1 |
|
CME FEEDER CATTLE |
U.S. |
|
1,171 |
2.4 |
0 |
0.0 |
48,058 |
NON U.S. |
|
777 |
1.6 |
266 |
0.6 |
|
|
7 |
1,948 |
4.1 |
266 |
0.6 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
929 |
2.2 |
1,014 |
2.4 |
43,077 |
NON U.S. |
|
3,223 |
7.5 |
917 |
2.1 |
|
|
5 |
4,152 |
9.6 |
1,931 |
4.5 |
|
IFED BUTANE OPIS MT BELV NONTET FP |
U.S. |
|
300 |
0.8 |
2,512 |
6.8 |
36,706 |
NON U.S. |
|
867 |
2.4 |
1,755 |
4.8 |
|
|
6 |
1,167 |
3.2 |
4,267 |
11.6 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,618 |
7.9 |
58,611 |
NON U.S. |
|
100 |
0.2 |
2,059 |
3.5 |
|
|
8 |
100 |
0.2 |
6,677 |
11.4 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,230 |
0.9 |
1,410 |
1.1 |
132,126 |
NON U.S. |
|
3,666 |
2.8 |
1,367 |
1.0 |
|
|
7 |
4,896 |
3.7 |
2,777 |
2.1 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
3 |
0.0 |
1,858 |
5.0 |
37,524 |
NON U.S. |
|
286 |
0.8 |
1,181 |
3.1 |
|
|
8 |
289 |
0.8 |
3,039 |
8.1 |
|
NYME PROPANE |
U.S. |
|
3,386 |
2.0 |
9,371 |
5.7 |
165,288 |
NON U.S. |
|
1,120 |
0.7 |
3,615 |
2.2 |
|
|
9 |
4,506 |
2.7 |
12,986 |
7.9 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
135 |
0.3 |
3,737 |
7.4 |
50,693 |
NON U.S. |
|
1,484 |
2.9 |
1,909 |
3.8 |
|
|
6 |
1,619 |
3.2 |
5,646 |
11.1 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
56 |
0.1 |
2,277 |
4.2 |
54,627 |
NON U.S. |
|
1,520 |
2.8 |
1,652 |
3.0 |
|
|
6 |
1,576 |
2.9 |
3,929 |
7.2 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,695 |
9.5 |
28,244 |
NON U.S. |
|
20 |
0.1 |
1,475 |
5.2 |
|
|
6 |
20 |
0.1 |
4,170 |
14.8 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
510 |
2.6 |
0 |
0.0 |
19,358 |
NON U.S. |
|
434 |
2.2 |
1,869 |
9.7 |
|
|
5 |
944 |
4.9 |
1,869 |
9.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
7,485 |
1.4 |
13,349 |
2.5 |
530,681 |
NON U.S. |
|
1,183 |
0.2 |
7,947 |
1.5 |
|
|
5 |
8,668 |
1.6 |
21,296 |
4.0 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
13,346 |
27.7 |
48,260 |
|
6 |
0 |
0.0 |
13,346 |
27.7 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
8,594 |
47.0 |
18,295 |
|
5 |
0 |
0.0 |
8,594 |
47.0 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
10,572 |
0.6 |
194,127 |
10.7 |
1,814,253 |
NON U.S. |
14 |
43,649 |
2.4 |
135,342 |
7.5 |
|
|
18 |
54,221 |
3.0 |
329,469 |
18.2 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
5 |
8,885 |
6.1 |
17,479 |
11.9 |
146,326 |
NON U.S. |
7 |
17,372 |
11.9 |
7,501 |
5.1 |
|
|
12 |
26,257 |
17.9 |
24,980 |
17.1 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
300 |
0.1 |
38,568 |
12.8 |
300,972 |
NON U.S. |
|
0 |
0.0 |
25,374 |
8.4 |
|
|
6 |
300 |
0.1 |
63,942 |
21.2 |
|
ICUS COCOA |
U.S. |
|
2,986 |
1.9 |
1,030 |
0.7 |
155,918 |
NON U.S. |
|
2,505 |
1.6 |
2,681 |
1.7 |
|
|
9 |
5,491 |
3.5 |
3,711 |
2.4 |
|
NYME PALLADIUM |
U.S. |
5 |
4,583 |
18.4 |
172 |
0.7 |
24,911 |
NON U.S. |
12 |
1,546 |
6.2 |
607 |
2.4 |
|
|
17 |
6,129 |
24.6 |
779 |
3.1 |
|
NYME PLATINUM |
U.S. |
4 |
2,205 |
2.3 |
16,178 |
16.8 |
96,267 |
NON U.S. |
20 |
2,632 |
2.7 |
12,596 |
13.1 |
|
|
24 |
4,837 |
5.0 |
28,774 |
29.9 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,820 |
2.2 |
9,775 |
1.1 |
881,990 |
NON U.S. |
|
53,177 |
6.0 |
38,971 |
4.4 |
|
|
12 |
72,997 |
8.3 |
48,746 |
5.5 |
|
ICUS COFFEE C |
U.S. |
|
5,471 |
2.2 |
3,881 |
1.5 |
250,691 |
NON U.S. |
|
13,092 |
5.2 |
36,431 |
14.5 |
|
|
24 |
18,563 |
7.4 |
40,312 |
16.1 |
|
CMX SILVER |
U.S. |
5 |
4,958 |
2.8 |
40,665 |
22.6 |
179,854 |
NON U.S. |
20 |
7,682 |
4.3 |
43,789 |
24.3 |
|
|
25 |
12,640 |
7.0 |
84,454 |
47.0 |
|
CMX COPPER- #1 |
U.S. |
4 |
26,598 |
9.4 |
9,863 |
3.5 |
283,719 |
NON U.S. |
12 |
15,516 |
5.5 |
3,270 |
1.2 |
|
|
16 |
42,114 |
14.8 |
13,133 |
4.6 |
|
CMX GOLD |
U.S. |
5 |
13,892 |
3.1 |
108,358 |
24.2 |
447,488 |
NON U.S. |
24 |
18,556 |
4.1 |
90,993 |
20.3 |
|
|
29 |
32,448 |
7.3 |
199,351 |
44.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
76,470 |
28.8 |
0 |
0.0 |
265,761 |
NON U.S. |
|
557 |
0.2 |
2,528 |
1.0 |
|
|
8 |
77,027 |
29.0 |
2,528 |
1.0 |
|
CME SWISS FRANC |
U.S. |
|
6,253 |
6.3 |
743 |
0.8 |
98,815 |
NON U.S. |
|
641 |
0.6 |
1,750 |
1.8 |
|
|
6 |
6,894 |
7.0 |
2,493 |
2.5 |
|
CME MEXICAN PESO |
U.S. |
|
0 |
0.0 |
13,116 |
5.0 |
264,788 |
NON U.S. |
|
7,401 |
2.8 |
10,206 |
3.9 |
|
|
10 |
7,401 |
2.8 |
23,322 |
8.8 |
|
CME BRITISH POUND |
U.S. |
4 |
54,940 |
20.5 |
16,976 |
6.3 |
267,750 |
NON U.S. |
5 |
151 |
0.1 |
4,982 |
1.9 |
|
|
9 |
55,091 |
20.6 |
21,958 |
8.2 |
|
CME JAPANESE YEN |
U.S. |
4 |
79,100 |
26.1 |
10,018 |
3.3 |
303,009 |
NON U.S. |
7 |
5,430 |
1.8 |
10,676 |
3.5 |
|
|
11 |
84,530 |
27.9 |
20,694 |
6.8 |
|
CME EURO FX |
U.S. |
4 |
8,202 |
1.2 |
138,604 |
20.6 |
671,736 |
NON U.S. |
10 |
4,451 |
0.7 |
6,298 |
0.9 |
|
|
14 |
12,653 |
1.9 |
144,902 |
21.6 |
|
NYME GASOLINE RBOB |
U.S. |
|
10,191 |
2.7 |
2,116 |
0.6 |
378,249 |
NON U.S. |
|
13,851 |
3.7 |
2,855 |
0.8 |
|
|
10 |
24,042 |
6.4 |
4,971 |
1.3 |
|
CME NZ DOLLAR |
U.S. |
4 |
5,515 |
10.1 |
6,001 |
11.0 |
54,758 |
NON U.S. |
4 |
245 |
0.4 |
6,688 |
12.2 |
|
|
8 |
5,760 |
10.5 |
12,689 |
23.2 |
|
E VIX FUTURES |
U.S. |
|
1,701 |
0.4 |
1,650 |
0.4 |
420,389 |
NON U.S. |
|
24,912 |
5.9 |
14,334 |
3.4 |
|
|
11 |
26,613 |
6.3 |
15,984 |
3.8 |
|
CBT DJIA x $5 |
U.S. |
4 |
2,006 |
2.0 |
11 |
0.0 |
100,634 |
NON U.S. |
7 |
2,169 |
2.2 |
49,995 |
49.7 |
|
|
11 |
4,175 |
4.1 |
50,006 |
49.7 |
|
CBT DOW JONES U.S. REAL ESTATE IDX |
U.S. |
|
1,833 |
3.5 |
0 |
0.0 |
52,172 |
NON U.S. |
|
522 |
1.0 |
17,257 |
33.1 |
|
|
5 |
2,355 |
4.5 |
17,257 |
33.1 |
|
CME BITCOIN |
NON U.S. |
|
727 |
2.3 |
1,773 |
5.7 |
31,086 |
|
6 |
727 |
2.3 |
1,773 |
5.7 |
|
CME SOFR-3M |
U.S. |
19 |
1,040,393 |
9.8 |
824,838 |
7.8 |
10,635,546 |
NON U.S. |
91 |
1,041,912 |
9.8 |
630,931 |
5.9 |
|
|
110 |
2,082,305 |
19.6 |
1,455,769 |
13.7 |
|
CME SOFR-1M |
U.S. |
9 |
77,144 |
10.3 |
62,990 |
8.4 |
752,094 |
NON U.S. |
32 |
122,973 |
16.4 |
69,581 |
9.3 |
|
|
41 |
200,117 |
26.6 |
132,571 |
17.6 |
|
CME E-MINI S&P 500 |
U.S. |
10 |
80,570 |
3.7 |
132,387 |
6.1 |
2,160,026 |
NON U.S. |
20 |
84,688 |
3.9 |
296,900 |
13.7 |
|
|
30 |
165,258 |
7.7 |
429,287 |
19.9 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
214 |
1.4 |
12,203 |
80.6 |
15,133 |
|
5 |
214 |
1.4 |
12,203 |
80.6 |
|
CME E-MINI S&P REAL ESTATE INDEX |
NON U.S. |
|
392 |
2.8 |
8,968 |
64.5 |
13,911 |
|
5 |
392 |
2.8 |
8,968 |
64.5 |
|
CME ADJUSTED INT RATE S&P 500 TOTL |
U.S. |
|
34,796 |
6.7 |
41,717 |
8.0 |
521,975 |
NON U.S. |
|
71,351 |
13.7 |
110,404 |
21.2 |
|
|
12 |
106,147 |
20.3 |
152,121 |
29.1 |
|
CMX ALUMINUM MWP |
U.S. |
|
6,261 |
30.3 |
515 |
2.5 |
20,675 |
NON U.S. |
|
2,384 |
11.5 |
227 |
1.1 |
|
|
7 |
8,645 |
41.8 |
742 |
3.6 |
|
CMX ALUMINIUM EURO PREM DUTY-PAID |
U.S. |
|
1,313 |
6.8 |
580 |
3.0 |
19,203 |
NON U.S. |
|
2,711 |
14.1 |
0 |
0.0 |
|
|
5 |
4,024 |
21.0 |
580 |
3.0 |
|
CME NASDAQ MINI |
U.S. |
5 |
18,500 |
7.5 |
6,757 |
2.7 |
246,536 |
NON U.S. |
11 |
7,596 |
3.1 |
22,634 |
9.2 |
|
|
16 |
26,096 |
10.6 |
29,391 |
11.9 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
78,553 |
39.3 |
12,976 |
6.5 |
199,796 |
NON U.S. |
|
11,531 |
5.8 |
2 |
0.0 |
|
|
6 |
90,084 |
45.1 |
12,978 |
6.5 |
|
CME RUSSELL E-MINI |
U.S. |
8 |
23,601 |
5.0 |
2,157 |
0.5 |
469,252 |
NON U.S. |
14 |
39,226 |
8.4 |
11,978 |
2.6 |
|
|
22 |
62,827 |
13.4 |
14,135 |
3.0 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
NON U.S. |
|
2,994 |
6.0 |
2,866 |
5.7 |
49,947 |
|
5 |
2,994 |
6.0 |
2,866 |
5.7 |
|
ICUS MSCI EAFE |
U.S. |
6 |
15,264 |
3.7 |
15,394 |
3.7 |
413,770 |
NON U.S. |
4 |
291 |
0.1 |
80,238 |
19.4 |
|
|
10 |
15,555 |
3.8 |
95,632 |
23.1 |
|
ICUS MSCI EM INDEX |
U.S. |
7 |
25,236 |
2.5 |
13,005 |
1.3 |
1,029,152 |
NON U.S. |
12 |
26,892 |
2.6 |
73,384 |
7.1 |
|
|
19 |
52,128 |
5.1 |
86,389 |
8.4 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
1,996 |
0.8 |
25,436 |
10.2 |
250,249 |
NON U.S. |
|
12,344 |
4.9 |
31,476 |
12.6 |
|
|
11 |
14,340 |
5.7 |
56,912 |
22.7 |
|
CME S&P 500 QUARTERLY DIVIDEND IND |
|