|
REPORT DATE: 9/3/2024 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
21,557 |
5.7 |
3,822 |
1.0 |
380,526 |
NON U.S. |
|
35,368 |
9.3 |
3,489 |
0.9 |
|
|
16 |
56,925 |
15.0 |
7,311 |
1.9 |
|
CBT WHEAT-HRW |
U.S. |
4 |
19,887 |
8.2 |
0 |
0.0 |
243,056 |
NON U.S. |
10 |
25,827 |
10.6 |
898 |
0.4 |
|
|
14 |
45,714 |
18.8 |
898 |
0.4 |
|
CBT CORN |
U.S. |
4 |
75,734 |
5.6 |
9,242 |
0.7 |
1,359,772 |
NON U.S. |
15 |
86,258 |
6.3 |
7,486 |
0.6 |
|
|
19 |
161,992 |
11.9 |
16,728 |
1.2 |
|
CBT SOYBEANS |
U.S. |
|
48,285 |
5.8 |
9,227 |
1.1 |
828,616 |
NON U.S. |
|
51,288 |
6.2 |
7,138 |
0.9 |
|
|
17 |
99,573 |
12.0 |
16,365 |
2.0 |
|
IFED CALIF CARBON ALLOWANCE V2024 |
NON U.S. |
|
8,238 |
4.2 |
45,476 |
23.3 |
194,916 |
|
8 |
8,238 |
4.2 |
45,476 |
23.3 |
|
IFED CALIF CARBON ALL VINTAGE 2025 |
NON U.S. |
|
0 |
0.0 |
31,890 |
43.8 |
72,781 |
|
7 |
0 |
0.0 |
31,890 |
43.8 |
|
IFED RGGI V2024 |
NON U.S. |
|
2,818 |
6.1 |
30,929 |
67.0 |
46,138 |
|
5 |
2,818 |
6.1 |
30,929 |
67.0 |
|
CBT SOYBEAN OIL |
U.S. |
4 |
32,937 |
6.2 |
1,340 |
0.3 |
534,393 |
NON U.S. |
13 |
60,504 |
11.3 |
680 |
0.1 |
|
|
17 |
93,441 |
17.5 |
2,020 |
0.4 |
|
CBT UST BOND |
U.S. |
7 |
27,755 |
1.6 |
4,492 |
0.3 |
1,732,923 |
NON U.S. |
11 |
8,572 |
0.5 |
19,048 |
1.1 |
|
|
18 |
36,327 |
2.1 |
23,540 |
1.4 |
|
CBT ULTRA UST BOND |
U.S. |
|
10,145 |
0.6 |
3,982 |
0.2 |
1,684,223 |
NON U.S. |
|
2,579 |
0.2 |
28,419 |
1.7 |
|
|
8 |
12,724 |
0.8 |
32,401 |
1.9 |
|
NYME NY HARBOR ULSD |
U.S. |
|
21,796 |
5.3 |
241 |
0.1 |
410,334 |
NON U.S. |
|
20,258 |
4.9 |
2,104 |
0.5 |
|
|
14 |
42,054 |
10.2 |
2,345 |
0.6 |
|
NYME NY HARBOR HEATING OIL CAL |
U.S. |
|
5,147 |
40.9 |
12 |
0.1 |
12,591 |
NON U.S. |
|
139 |
1.1 |
85 |
0.7 |
|
|
5 |
5,286 |
42.0 |
97 |
0.8 |
|
IFED NAT GAS ICE LD1 |
U.S. |
6 |
31,499 |
0.5 |
1,984,528 |
28.6 |
6,939,418 |
NON U.S. |
10 |
75,095 |
1.1 |
1,027,078 |
14.8 |
|
|
16 |
106,594 |
1.5 |
3,011,606 |
43.4 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
140,840 |
22.2 |
111,236 |
17.5 |
634,949 |
NON U.S. |
|
66,128 |
10.4 |
6,980 |
1.1 |
|
|
9 |
206,968 |
32.6 |
118,216 |
18.6 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
8,958 |
2.1 |
39,343 |
9.0 |
436,888 |
NON U.S. |
5 |
43,448 |
9.9 |
41 |
0.0 |
|
|
9 |
52,406 |
12.0 |
39,384 |
9.0 |
|
IFED AECO FIN BASIS |
U.S. |
|
302 |
0.0 |
14,735 |
1.6 |
931,829 |
NON U.S. |
|
16,123 |
1.7 |
586,389 |
62.9 |
|
|
7 |
16,425 |
1.8 |
601,124 |
64.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
13,143 |
3.5 |
2,187 |
0.6 |
374,733 |
NON U.S. |
|
12,089 |
3.2 |
848 |
0.2 |
|
|
7 |
25,232 |
6.7 |
3,035 |
0.8 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
72,790 |
8.1 |
13,402 |
1.5 |
897,535 |
NON U.S. |
5 |
78,017 |
8.7 |
51,137 |
5.7 |
|
|
9 |
150,807 |
16.8 |
64,539 |
7.2 |
|
IFED WAHA FIN BASIS |
U.S. |
5 |
5,195 |
1.1 |
117,914 |
24.2 |
486,418 |
NON U.S. |
4 |
2,683 |
0.6 |
31,374 |
6.5 |
|
|
9 |
7,878 |
1.6 |
149,288 |
30.7 |
|
IFED CIG ROCKIES BASIS |
U.S. |
|
1,258 |
0.3 |
169,304 |
44.8 |
378,162 |
NON U.S. |
|
320 |
0.1 |
5,880 |
1.6 |
|
|
5 |
1,578 |
0.4 |
175,184 |
46.3 |
|
IFED TCO Basis |
U.S. |
4 |
0 |
0.0 |
79,912 |
40.9 |
195,423 |
NON U.S. |
4 |
0 |
0.0 |
25,606 |
13.1 |
|
|
8 |
0 |
0.0 |
105,518 |
54.0 |
|
IFED CG Mainline Basis |
U.S. |
|
0 |
0.0 |
31,132 |
12.6 |
246,324 |
NON U.S. |
|
0 |
0.0 |
12,501 |
5.1 |
|
|
5 |
0 |
0.0 |
43,633 |
17.7 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
5 |
20,129 |
2.3 |
268,683 |
31.2 |
861,617 |
NON U.S. |
5 |
12,325 |
1.4 |
199,342 |
23.1 |
|
|
10 |
32,454 |
3.8 |
468,025 |
54.3 |
|
IFED EP SAN JUAN BASIS |
U.S. |
|
7,003 |
3.3 |
22,658 |
10.5 |
215,090 |
NON U.S. |
|
0 |
0.0 |
2,266 |
1.1 |
|
|
5 |
7,003 |
3.3 |
24,924 |
11.6 |
|
IFED HENRY HUB BASIS |
U.S. |
|
1,646 |
1.6 |
18,415 |
18.1 |
101,650 |
NON U.S. |
|
1,145 |
1.1 |
7,203 |
7.1 |
|
|
5 |
2,791 |
2.7 |
25,618 |
25.2 |
|
IFED HOUSTON SHIP CHANNEL (INDEX) |
U.S. |
|
101,161 |
15.8 |
0 |
0.0 |
640,728 |
NON U.S. |
|
66,846 |
10.4 |
0 |
0.0 |
|
|
6 |
168,007 |
26.2 |
0 |
0.0 |
|
IFED MICHCON BASIS |
U.S. |
|
31 |
0.0 |
16,271 |
6.1 |
264,764 |
NON U.S. |
|
689 |
0.3 |
7,216 |
2.7 |
|
|
5 |
720 |
0.3 |
23,487 |
8.9 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
4,619 |
1.3 |
33,921 |
9.6 |
353,781 |
NON U.S. |
|
428 |
0.1 |
31,972 |
9.0 |
|
|
7 |
5,047 |
1.4 |
65,893 |
18.6 |
|
IFED ONEOK GAS TRANSPORTATION BASIS |
U.S. |
|
0 |
0.0 |
10,274 |
20.7 |
49,725 |
NON U.S. |
|
1,057 |
2.1 |
5,009 |
10.1 |
|
|
5 |
1,057 |
2.1 |
15,283 |
30.7 |
|
IFED PANHANDLE BASIS |
U.S. |
|
1,093 |
0.8 |
19,865 |
15.0 |
132,604 |
NON U.S. |
|
1,645 |
1.2 |
8,088 |
6.1 |
|
|
6 |
2,738 |
2.1 |
27,953 |
21.1 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
5 |
1,008 |
0.2 |
218,624 |
50.9 |
429,452 |
NON U.S. |
4 |
0 |
0.0 |
76,927 |
17.9 |
|
|
9 |
1,008 |
0.2 |
295,551 |
68.8 |
|
IFED REX ZONE 3 BASIS |
U.S. |
|
90 |
0.0 |
40,498 |
14.6 |
277,402 |
NON U.S. |
|
244 |
0.1 |
9,748 |
3.5 |
|
|
6 |
334 |
0.1 |
50,246 |
18.1 |
|
NYME NAT GAS NYME |
U.S. |
5 |
55,897 |
3.6 |
54,827 |
3.5 |
1,558,349 |
NON U.S. |
11 |
84,609 |
5.4 |
33,493 |
2.1 |
|
|
16 |
140,506 |
9.0 |
88,320 |
5.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
7,551 |
2.1 |
41,452 |
11.7 |
354,617 |
NON U.S. |
6 |
3,450 |
1.0 |
41,603 |
11.7 |
|
|
10 |
11,001 |
3.1 |
83,055 |
23.4 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
4 |
25,055 |
12.2 |
40,469 |
19.6 |
205,979 |
NON U.S. |
7 |
56,523 |
27.4 |
2,266 |
1.1 |
|
|
11 |
81,578 |
39.6 |
42,735 |
20.7 |
|
CBT SOYBEAN MEAL |
U.S. |
|
24,660 |
4.7 |
7,052 |
1.3 |
522,847 |
NON U.S. |
|
44,200 |
8.5 |
1,135 |
0.2 |
|
|
14 |
68,860 |
13.2 |
8,187 |
1.6 |
|
ICUS COTTON NO. 2 |
U.S. |
4 |
12,893 |
5.6 |
2,628 |
1.1 |
228,948 |
NON U.S. |
13 |
25,620 |
11.2 |
4,431 |
1.9 |
|
|
17 |
38,513 |
16.8 |
7,059 |
3.1 |
|
NYME HENRY HUB |
U.S. |
4 |
12,140 |
3.7 |
98,981 |
29.9 |
331,102 |
NON U.S. |
5 |
16,324 |
4.9 |
64,817 |
19.6 |
|
|
9 |
28,464 |
8.6 |
163,798 |
49.5 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
25,161 |
16.0 |
28,321 |
18.0 |
157,642 |
NON U.S. |
6 |
27,745 |
17.6 |
3,958 |
2.5 |
|
|
10 |
52,906 |
33.6 |
32,279 |
20.5 |
|
CBT UST 2Y NOTE |
U.S. |
7 |
29,577 |
0.7 |
12,283 |
0.3 |
4,224,887 |
NON U.S. |
39 |
73,683 |
1.7 |
26,409 |
0.6 |
|
|
46 |
103,260 |
2.4 |
38,692 |
0.9 |
|
CBT UST 10Y NOTE |
U.S. |
7 |
124,380 |
2.6 |
32,906 |
0.7 |
4,805,543 |
NON U.S. |
27 |
142,827 |
3.0 |
97,691 |
2.0 |
|
|
34 |
267,207 |
5.6 |
130,597 |
2.7 |
|
CBT ULTRA UST 10Y |
U.S. |
|
38,092 |
1.8 |
5,800 |
0.3 |
2,113,485 |
NON U.S. |
|
3,698 |
0.2 |
39,498 |
1.9 |
|
|
12 |
41,790 |
2.0 |
45,298 |
2.1 |
|
CBT UST 5Y NOTE |
U.S. |
8 |
59,397 |
0.9 |
39,728 |
0.6 |
6,440,182 |
NON U.S. |
21 |
95,422 |
1.5 |
70,973 |
1.1 |
|
|
29 |
154,819 |
2.4 |
110,701 |
1.7 |
|
CBT FED FUNDS |
U.S. |
7 |
196,476 |
11.9 |
173,478 |
10.5 |
1,654,890 |
NON U.S. |
35 |
200,623 |
12.1 |
109,826 |
6.6 |
|
|
42 |
397,099 |
24.0 |
283,304 |
17.1 |
|
CME EURO SHORT TERM RATE |
U.S. |
5 |
6,457 |
10.0 |
10,507 |
16.3 |
64,421 |
NON U.S. |
11 |
4,878 |
7.6 |
18,624 |
28.9 |
|
|
16 |
11,335 |
17.6 |
29,131 |
45.2 |
|
CME LEAN HOGS |
U.S. |
|
26,205 |
10.4 |
874 |
0.3 |
252,510 |
NON U.S. |
|
25,797 |
10.2 |
5,670 |
2.2 |
|
|
12 |
52,002 |
20.6 |
6,544 |
2.6 |
|
CME LIVE CATTLE |
U.S. |
|
20,484 |
6.9 |
2,599 |
0.9 |
296,405 |
NON U.S. |
|
19,642 |
6.6 |
1,029 |
0.3 |
|
|
11 |
40,126 |
13.5 |
3,628 |
1.2 |
|
CME FEEDER CATTLE |
U.S. |
|
1,363 |
2.7 |
118 |
0.2 |
49,951 |
NON U.S. |
|
986 |
2.0 |
362 |
0.7 |
|
|
10 |
2,349 |
4.7 |
480 |
1.0 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
754 |
1.5 |
1,048 |
2.1 |
50,934 |
NON U.S. |
|
2,256 |
4.4 |
1,093 |
2.1 |
|
|
5 |
3,010 |
5.9 |
2,141 |
4.2 |
|
IFED BUTANE OPIS MT BELV NONTET FP |
U.S. |
|
249 |
0.6 |
2,252 |
5.8 |
38,835 |
NON U.S. |
|
827 |
2.1 |
1,554 |
4.0 |
|
|
6 |
1,076 |
2.8 |
3,806 |
9.8 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
5,103 |
8.5 |
59,723 |
NON U.S. |
|
100 |
0.2 |
1,277 |
2.1 |
|
|
7 |
100 |
0.2 |
6,380 |
10.7 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
2,967 |
2.3 |
1,421 |
1.1 |
128,657 |
NON U.S. |
|
1,774 |
1.4 |
1,428 |
1.1 |
|
|
8 |
4,741 |
3.7 |
2,849 |
2.2 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
25 |
0.1 |
1,699 |
5.7 |
29,952 |
NON U.S. |
|
197 |
0.7 |
1,401 |
4.7 |
|
|
8 |
222 |
0.7 |
3,100 |
10.3 |
|
NYME PROPANE |
U.S. |
4 |
2,393 |
1.4 |
7,978 |
4.7 |
168,410 |
NON U.S. |
6 |
2,007 |
1.2 |
3,278 |
1.9 |
|
|
10 |
4,400 |
2.6 |
11,256 |
6.7 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
236 |
0.4 |
1,952 |
3.0 |
65,552 |
NON U.S. |
|
821 |
1.3 |
1,890 |
2.9 |
|
|
6 |
1,057 |
1.6 |
3,842 |
5.9 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
20 |
0.1 |
2,522 |
8.7 |
29,075 |
NON U.S. |
|
0 |
0.0 |
1,451 |
5.0 |
|
|
6 |
20 |
0.1 |
3,973 |
13.7 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
474 |
1.9 |
0 |
0.0 |
24,324 |
NON U.S. |
|
541 |
2.2 |
1,387 |
5.7 |
|
|
5 |
1,015 |
4.2 |
1,387 |
5.7 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
7,149 |
1.2 |
20,968 |
3.5 |
600,494 |
NON U.S. |
|
1,982 |
0.3 |
11,254 |
1.9 |
|
|
6 |
9,131 |
1.5 |
32,222 |
5.4 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
0 |
0.0 |
225 |
0.4 |
54,199 |
NON U.S. |
|
0 |
0.0 |
12,469 |
23.0 |
|
|
7 |
0 |
0.0 |
12,694 |
23.4 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
0 |
0.0 |
5,979 |
42.3 |
14,121 |
|
5 |
0 |
0.0 |
5,979 |
42.3 |
|
NYME WTI-PHYSICAL |
U.S. |
5 |
9,870 |
0.6 |
196,235 |
11.4 |
1,727,524 |
NON U.S. |
15 |
42,045 |
2.4 |
134,612 |
7.8 |
|
|
20 |
51,915 |
3.0 |
330,847 |
19.2 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
5 |
9,409 |
7.1 |
9,413 |
7.1 |
132,232 |
NON U.S. |
7 |
18,636 |
14.1 |
5,738 |
4.3 |
|
|
12 |
28,045 |
21.2 |
15,151 |
11.5 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
250 |
0.1 |
3,041 |
0.8 |
363,337 |
NON U.S. |
|
0 |
0.0 |
1,270 |
0.3 |
|
|
5 |
250 |
0.1 |
4,311 |
1.2 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
300 |
0.1 |
61,331 |
19.4 |
315,893 |
NON U.S. |
|
0 |
0.0 |
23,045 |
7.3 |
|
|
6 |
300 |
0.1 |
84,376 |
26.7 |
|
ICUS COCOA |
U.S. |
|
1,409 |
1.0 |
3,558 |
2.6 |
138,428 |
NON U.S. |
|
1,965 |
1.4 |
2,781 |
2.0 |
|
|
10 |
3,374 |
2.4 |
6,339 |
4.6 |
|
NYME PALLADIUM |
U.S. |
4 |
5,200 |
23.5 |
0 |
0.0 |
22,098 |
NON U.S. |
14 |
1,360 |
6.2 |
591 |
2.7 |
|
|
18 |
6,560 |
29.7 |
591 |
2.7 |
|
NYME PLATINUM |
U.S. |
5 |
2,110 |
2.4 |
16,505 |
18.9 |
87,185 |
NON U.S. |
18 |
4,077 |
4.7 |
7,170 |
8.2 |
|
|
23 |
6,187 |
7.1 |
23,675 |
27.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
30,080 |
3.6 |
5,756 |
0.7 |
831,823 |
NON U.S. |
|
54,002 |
6.5 |
46,569 |
5.6 |
|
|
15 |
84,082 |
10.1 |
52,325 |
6.3 |
|
ICUS COFFEE C |
U.S. |
4 |
4,486 |
2.3 |
807 |
0.4 |
196,203 |
NON U.S. |
20 |
12,141 |
6.2 |
35,646 |
18.2 |
|
|
24 |
16,627 |
8.5 |
36,453 |
18.6 |
|
CMX SILVER |
U.S. |
5 |
5,731 |
4.4 |
30,274 |
23.1 |
130,928 |
NON U.S. |
15 |
5,617 |
4.3 |
42,793 |
32.7 |
|
|
20 |
11,348 |
8.7 |
73,067 |
55.8 |
|
CMX COPPER- #1 |
U.S. |
4 |
22,648 |
11.2 |
10,046 |
5.0 |
201,953 |
NON U.S. |
16 |
12,091 |
6.0 |
2,266 |
1.1 |
|
|
20 |
34,739 |
17.2 |
12,312 |
6.1 |
|
CMX GOLD |
U.S. |
5 |
12,727 |
2.5 |
128,814 |
25.2 |
511,136 |
NON U.S. |
24 |
21,175 |
4.1 |
103,769 |
20.3 |
|
|
29 |
33,902 |
6.6 |
232,583 |
45.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
88,726 |
34.7 |
19,101 |
7.5 |
255,897 |
NON U.S. |
|
3,032 |
1.2 |
2,394 |
0.9 |
|
|
9 |
91,758 |
35.9 |
21,495 |
8.4 |
|
CME MEXICAN PESO |
U.S. |
|
0 |
0.0 |
15,232 |
8.9 |
171,000 |
NON U.S. |
|
9,902 |
5.8 |
53,959 |
31.6 |
|
|
8 |
9,902 |
5.8 |
69,191 |
40.5 |
|
CME BRITISH POUND |
U.S. |
|
5,505 |
1.9 |
49,175 |
17.2 |
285,461 |
NON U.S. |
|
2,452 |
0.9 |
5,142 |
1.8 |
|
|
8 |
7,957 |
2.8 |
54,317 |
19.0 |
|
CME JAPANESE YEN |
U.S. |
|
98,293 |
30.1 |
26,258 |
8.0 |
326,795 |
NON U.S. |
|
4,601 |
1.4 |
5,967 |
1.8 |
|
|
9 |
102,894 |
31.5 |
32,225 |
9.9 |
|
CME EURO FX |
U.S. |
5 |
12,530 |
1.7 |
188,005 |
25.4 |
740,311 |
NON U.S. |
10 |
5,688 |
0.8 |
3,470 |
0.5 |
|
|
15 |
18,218 |
2.5 |
191,475 |
25.9 |
|
NYME GASOLINE RBOB |
U.S. |
4 |
11,164 |
3.3 |
766 |
0.2 |
336,620 |
NON U.S. |
11 |
13,515 |
4.0 |
1,302 |
0.4 |
|
|
15 |
24,679 |
7.3 |
2,068 |
0.6 |
|
CME NZ DOLLAR |
U.S. |
|
7,252 |
11.4 |
13,940 |
21.9 |
63,566 |
NON U.S. |
|
507 |
0.8 |
2,816 |
4.4 |
|
|
7 |
7,759 |
12.2 |
16,756 |
26.4 |
|
E VIX FUTURES |
U.S. |
5 |
2,066 |
0.5 |
1,442 |
0.4 |
380,203 |
NON U.S. |
6 |
18,574 |
4.9 |
6,492 |
1.7 |
|
|
11 |
20,640 |
5.4 |
7,934 |
2.1 |
|
CME SO AFRICAN RAND |
U.S. |
|
0 |
0.0 |
3,600 |
6.5 |
55,565 |
NON U.S. |
|
334 |
0.6 |
7,075 |
12.7 |
|
|
5 |
334 |
0.6 |
10,675 |
19.2 |
|
CBT DJIA x $5 |
U.S. |
|
1,320 |
1.5 |
0 |
0.0 |
85,167 |
NON U.S. |
|
3,351 |
3.9 |
18,594 |
21.8 |
|
|
10 |
4,671 |
5.5 |
18,594 |
21.8 |
|
CBT DOW JONES U.S. REAL ESTATE IDX |
U.S. |
|
2,022 |
3.1 |
0 |
0.0 |
65,094 |
NON U.S. |
|
0 |
0.0 |
29,820 |
45.8 |
|
|
6 |
2,022 |
3.1 |
29,820 |
45.8 |
|
CME BITCOIN |
NON U.S. |
|
495 |
1.8 |
1,641 |
6.1 |
26,859 |
|
5 |
495 |
1.8 |
1,641 |
6.1 |
|
CME SOFR-3M |
U.S. |
18 |
783,828 |
7.0 |
1,370,147 |
12.2 |
11,250,775 |
NON U.S. |
91 |
990,545 |
8.8 |
827,405 |
7.4 |
|
|
109 |
1,774,373 |
15.8 |
2,197,552 |
19.5 |
|
CME SOFR-1M |
U.S. |
9 |
104,029 |
9.6 |
92,081 |
8.5 |
1,082,354 |
NON U.S. |
35 |
136,628 |
12.6 |
96,722 |
8.9 |
|
|
44 |
240,657 |
22.2 |
188,803 |
17.4 |
|
ICUS CANOLA |
U.S. |
|
0 |
0.0 |
77 |
0.0 |
304,139 |
NON U.S. |
|
992 |
0.3 |
344 |
0.1 |
|
|
5 |
992 |
0.3 |
421 |
0.1 |
|
CME E-MINI S&P 500 |
U.S. |
8 |
62,203 |
3.0 |
111,327 |
5.3 |
2,106,791 |
NON U.S. |
22 |
27,399 |
1.3 |
273,889 |
13.0 |
|
|
30 |
89,602 |
4.3 |
385,216 |
18.3 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
319 |
2.1 |
0 |
0.0 |
15,092 |
NON U.S. |
|
0 |
0.0 |
7,342 |
48.6 |
|
|
6 |
319 |
2.1 |
7,342 |
48.6 |
|
CME ADJUSTED INT RATE S&P 500 TOTL |
U.S. |
|
33,792 |
5.9 |
42,885 |
7.5 |
573,040 |
NON U.S. |
|
70,591 |
12.3 |
126,257 |
22.0 |
|
|
13 |
104,383 |
18.2 |
169,142 |
29.5 |
|
CMX ALUMINUM MWP |
U.S. |
|
6,145 |
24.0 |
462 |
1.8 |
25,600 |
NON U.S. |
|
2,988 |
11.7 |
170 |
0.7 |
|
|
8 |
9,133 |
35.7 |
632 |
2.5 |
|
CMX ALUMINIUM EURO PREM DUTY-PAID |
U.S. |
|
1,401 |
7.0 |
752 |
3.8 |
19,942 |
NON U.S. |
|
2,636 |
13.2 |
0 |
0.0 |
|
|
5 |
4,037 |
20.2 |
752 |
3.8 |
|
CME NASDAQ MINI |
U.S. |
6 |
16,264 |
6.4 |
8,249 |
3.2 |
254,089 |
NON U.S. |
9 |
1,057 |
0.4 |
23,967 |
9.4 |
|
|
15 |
17,321 |
6.8 |
32,216 |
12.7 |
|
CBT BBG COMMODITY |
U.S. |
4 |
262 |
0.1 |
61,948 |
33.8 |
183,529 |
NON U.S. |
4 |
153,309 |
83.5 |
0 |
0.0 |
|
|
8 |
153,571 |
83.7 |
61,948 |
33.8 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
4 |
45,124 |
|