|
REPORT DATE: 2/2/2021 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
5,385 |
1.2 |
329 |
0.1 |
447,487 |
NON U.S. |
|
39,094 |
8.7 |
15,221 |
3.4 |
|
|
14 |
44,479 |
9.9 |
15,550 |
3.5 |
|
CBT WHEAT-HRW |
U.S. |
|
6,016 |
2.7 |
0 |
0.0 |
223,457 |
NON U.S. |
|
16,966 |
7.6 |
4,932 |
2.2 |
|
|
11 |
22,982 |
10.3 |
4,932 |
2.2 |
|
CBT CORN |
U.S. |
|
26,661 |
1.4 |
3,264 |
0.2 |
1,951,339 |
NON U.S. |
|
90,231 |
4.6 |
19,177 |
1.0 |
|
|
14 |
116,892 |
6.0 |
22,441 |
1.2 |
|
CBT SOYBEANS |
U.S. |
|
7,349 |
0.8 |
27,041 |
2.9 |
922,823 |
NON U.S. |
|
59,769 |
6.5 |
27,162 |
2.9 |
|
|
19 |
67,118 |
7.3 |
54,203 |
5.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
4,101 |
0.9 |
1,999 |
0.4 |
480,390 |
NON U.S. |
|
29,200 |
6.1 |
3,817 |
0.8 |
|
|
15 |
33,301 |
6.9 |
5,816 |
1.2 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
8,390 |
0.7 |
3,611 |
0.3 |
1,182,052 |
NON U.S. |
11 |
6,384 |
0.5 |
13,008 |
1.1 |
|
|
15 |
14,774 |
1.2 |
16,619 |
1.4 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
19,471 |
4.9 |
1,960 |
0.5 |
397,367 |
NON U.S. |
|
18,861 |
4.7 |
633 |
0.2 |
|
|
12 |
38,332 |
9.6 |
2,593 |
0.7 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
9,337 |
0.2 |
2,224,607 |
36.2 |
6,140,338 |
NON U.S. |
9 |
67,935 |
1.1 |
1,711,401 |
27.9 |
|
|
14 |
77,272 |
1.3 |
3,936,008 |
64.1 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
44,081 |
15.6 |
18,720 |
6.6 |
281,678 |
NON U.S. |
|
17,341 |
6.2 |
7,770 |
2.8 |
|
|
7 |
61,422 |
21.8 |
26,490 |
9.4 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
0 |
0.0 |
65,856 |
23.7 |
277,734 |
NON U.S. |
4 |
7,897 |
2.8 |
44,754 |
16.1 |
|
|
8 |
7,897 |
2.8 |
110,610 |
39.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
24,600 |
2.4 |
1,030,883 |
NON U.S. |
|
25,796 |
2.5 |
588,655 |
57.1 |
|
|
7 |
25,796 |
2.5 |
613,255 |
59.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
29,185 |
7.8 |
1,307 |
0.3 |
376,119 |
NON U.S. |
|
1,709 |
0.5 |
32,922 |
8.8 |
|
|
7 |
30,894 |
8.2 |
34,229 |
9.1 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
21,519 |
3.6 |
55,540 |
9.2 |
604,437 |
NON U.S. |
5 |
1,153 |
0.2 |
68,577 |
11.3 |
|
|
9 |
22,672 |
3.8 |
124,117 |
20.5 |
|
IFED WAHA FIN BASIS |
U.S. |
|
4,516 |
0.9 |
156,545 |
32.9 |
475,853 |
NON U.S. |
|
9,113 |
1.9 |
58,180 |
12.2 |
|
|
9 |
13,629 |
2.9 |
214,725 |
45.1 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
141,612 |
41.8 |
339,111 |
NON U.S. |
5 |
0 |
0.0 |
87,176 |
25.7 |
|
|
9 |
0 |
0.0 |
228,788 |
67.5 |
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
6,487 |
3.3 |
45,231 |
23.3 |
194,445 |
NON U.S. |
|
774 |
0.4 |
29,078 |
15.0 |
|
|
7 |
7,261 |
3.7 |
74,309 |
38.2 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
8,911 |
1.4 |
184,825 |
28.8 |
642,165 |
NON U.S. |
5 |
16,182 |
2.5 |
71,573 |
11.1 |
|
|
9 |
25,093 |
3.9 |
256,398 |
39.9 |
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
1,727 |
0.8 |
60,738 |
28.5 |
213,365 |
NON U.S. |
|
0 |
0.0 |
60,325 |
28.3 |
|
|
6 |
1,727 |
0.8 |
121,063 |
56.7 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
11,717 |
6.0 |
1,170 |
0.6 |
193,926 |
NON U.S. |
|
8,589 |
4.4 |
28,400 |
14.6 |
|
|
7 |
20,306 |
10.5 |
29,570 |
15.2 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
10,753 |
5.3 |
1,685 |
0.8 |
201,618 |
NON U.S. |
|
6,139 |
3.0 |
32,510 |
16.1 |
|
|
7 |
16,892 |
8.4 |
34,195 |
17.0 |
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
90 |
0.0 |
45,980 |
19.7 |
233,257 |
NON U.S. |
|
8,391 |
3.6 |
12,767 |
5.5 |
|
|
5 |
8,481 |
3.6 |
58,747 |
25.2 |
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
716 |
0.3 |
17,966 |
8.4 |
214,858 |
NON U.S. |
|
0 |
0.0 |
20,941 |
9.7 |
|
|
5 |
716 |
0.3 |
38,907 |
18.1 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
184 |
0.2 |
403 |
0.4 |
101,345 |
NON U.S. |
|
9,747 |
9.6 |
25,020 |
24.7 |
|
|
6 |
9,931 |
9.8 |
25,423 |
25.1 |
|
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS |
U.S. |
|
0 |
0.0 |
33,365 |
51.1 |
65,343 |
NON U.S. |
|
310 |
0.5 |
28,508 |
43.6 |
|
|
5 |
310 |
0.5 |
61,873 |
94.7 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
2,542 |
1.5 |
17,518 |
10.4 |
167,710 |
NON U.S. |
|
1,312 |
0.8 |
36,389 |
21.7 |
|
|
7 |
3,854 |
2.3 |
53,907 |
32.1 |
|
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
|
11,708 |
4.8 |
17,588 |
7.2 |
243,250 |
NON U.S. |
|
0 |
0.0 |
5,444 |
2.2 |
|
|
5 |
11,708 |
4.8 |
23,032 |
9.5 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
72,135 |
20.5 |
149,224 |
42.4 |
351,581 |
NON U.S. |
|
4,052 |
1.2 |
22,672 |
6.4 |
|
|
5 |
76,187 |
21.7 |
171,896 |
48.9 |
|
NYME NATURAL GAS |
U.S. |
4 |
37,436 |
3.3 |
29,131 |
2.6 |
1,134,240 |
NON U.S. |
13 |
44,587 |
3.9 |
43,845 |
3.9 |
|
|
17 |
82,023 |
7.2 |
72,976 |
6.4 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
3,951 |
1.1 |
99,511 |
27.0 |
369,050 |
NON U.S. |
6 |
3,815 |
1.0 |
48,944 |
13.3 |
|
|
10 |
7,766 |
2.1 |
148,455 |
40.2 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
35,307 |
26.7 |
4,294 |
3.3 |
132,122 |
NON U.S. |
|
31,667 |
24.0 |
1,508 |
1.1 |
|
|
8 |
66,974 |
50.7 |
5,802 |
4.4 |
|
CBT SOYBEAN MEAL |
U.S. |
|
4,321 |
1.1 |
913 |
0.2 |
403,763 |
NON U.S. |
|
35,924 |
8.9 |
5,125 |
1.3 |
|
|
14 |
40,245 |
10.0 |
6,038 |
1.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
1,532 |
0.6 |
0 |
0.0 |
249,388 |
NON U.S. |
|
19,192 |
7.7 |
9,937 |
4.0 |
|
|
14 |
20,724 |
8.3 |
9,937 |
4.0 |
|
NYME HENRY HUB |
U.S. |
4 |
11,930 |
1.9 |
262,251 |
41.0 |
639,411 |
NON U.S. |
8 |
46,299 |
7.2 |
165,442 |
25.9 |
|
|
12 |
58,229 |
9.1 |
427,693 |
66.9 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
94,701 |
34.6 |
10,782 |
3.9 |
273,941 |
NON U.S. |
|
61,457 |
22.4 |
9,612 |
3.5 |
|
|
11 |
156,158 |
57.0 |
20,394 |
7.4 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
32,762 |
1.5 |
28,525 |
1.3 |
2,171,672 |
NON U.S. |
19 |
29,297 |
1.3 |
61,110 |
2.8 |
|
|
23 |
62,059 |
2.9 |
89,635 |
4.1 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
100,296 |
2.8 |
10,971 |
0.3 |
3,570,188 |
NON U.S. |
37 |
35,878 |
1.0 |
144,020 |
4.0 |
|
|
43 |
136,174 |
3.8 |
154,991 |
4.3 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
2,836 |
0.2 |
6,386 |
0.5 |
1,166,311 |
NON U.S. |
|
4,961 |
0.4 |
16,859 |
1.4 |
|
|
7 |
7,797 |
0.7 |
23,245 |
2.0 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
12,654 |
0.4 |
4,534 |
0.1 |
3,537,674 |
NON U.S. |
20 |
38,109 |
1.1 |
53,512 |
1.5 |
|
|
24 |
50,763 |
1.4 |
58,046 |
1.6 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
157,526 |
14.9 |
74,767 |
7.1 |
1,053,727 |
NON U.S. |
16 |
98,412 |
9.3 |
53,912 |
5.1 |
|
|
21 |
255,938 |
24.3 |
128,679 |
12.2 |
|
CME LEAN HOGS |
NON U.S. |
|
14,744 |
6.5 |
6,600 |
2.9 |
227,431 |
|
10 |
14,744 |
6.5 |
6,600 |
2.9 |
|
CME LIVE CATTLE |
NON U.S. |
8 |
19,957 |
6.1 |
200 |
0.1 |
326,813 |
|
8 |
19,957 |
6.1 |
200 |
0.1 |
|
CME FEEDER CATTLE |
NON U.S. |
|
1,230 |
3.1 |
74 |
0.2 |
39,968 |
|
6 |
1,230 |
3.1 |
74 |
0.2 |
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
740 |
4.2 |
3,319 |
19.0 |
17,485 |
NON U.S. |
|
65 |
0.4 |
2,152 |
12.3 |
|
|
6 |
805 |
4.6 |
5,471 |
31.3 |
|
IFED PROPANE OPIS CONWAY INWELL FP |
U.S. |
|
305 |
5.1 |
510 |
8.6 |
5,959 |
NON U.S. |
|
170 |
2.9 |
1,049 |
17.6 |
|
|
5 |
475 |
8.0 |
1,559 |
26.2 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,420 |
18.2 |
24,223 |
NON U.S. |
|
0 |
0.0 |
4,750 |
19.6 |
|
|
6 |
0 |
0.0 |
9,170 |
37.9 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
3,679 |
6.8 |
1,908 |
3.5 |
53,767 |
NON U.S. |
|
3,294 |
6.1 |
1,555 |
2.9 |
|
|
8 |
6,973 |
13.0 |
3,463 |
6.4 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
4 |
0 |
0.0 |
11,672 |
18.3 |
63,786 |
NON U.S. |
4 |
0 |
0.0 |
10,676 |
16.7 |
|
|
8 |
0 |
0.0 |
22,348 |
35.0 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
3,841 |
2.7 |
9,759 |
6.9 |
140,987 |
NON U.S. |
|
1,312 |
0.9 |
8,077 |
5.7 |
|
|
8 |
5,153 |
3.7 |
17,836 |
12.7 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,309 |
2.6 |
6,885 |
13.4 |
51,291 |
NON U.S. |
|
0 |
0.0 |
10,508 |
20.5 |
|
|
7 |
1,309 |
2.6 |
17,393 |
33.9 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
4 |
0 |
0.0 |
6,798 |
12.8 |
52,916 |
NON U.S. |
4 |
118 |
0.2 |
4,642 |
8.8 |
|
|
8 |
118 |
0.2 |
11,440 |
21.6 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
602 |
2.1 |
3,746 |
13.4 |
28,034 |
NON U.S. |
|
330 |
1.2 |
3,874 |
13.8 |
|
|
7 |
932 |
3.3 |
7,620 |
27.2 |
|
NYME MT BELV ISO-BUTANE 5 DEC |
U.S. |
|
126 |
2.2 |
1,018 |
17.8 |
5,714 |
NON U.S. |
|
0 |
0.0 |
1,258 |
22.0 |
|
|
5 |
126 |
2.2 |
2,276 |
39.8 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
1,507 |
9.7 |
269 |
1.7 |
15,546 |
NON U.S. |
|
60 |
0.4 |
3,495 |
22.5 |
|
|
7 |
1,567 |
10.1 |
3,764 |
24.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
20,658 |
4.1 |
75,953 |
14.9 |
509,520 |
NON U.S. |
|
5,761 |
1.1 |
9,248 |
1.8 |
|
|
8 |
26,419 |
5.2 |
85,201 |
16.7 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
105 |
0.2 |
75 |
0.2 |
49,545 |
NON U.S. |
|
0 |
0.0 |
17,795 |
35.9 |
|
|
7 |
105 |
0.2 |
17,870 |
36.1 |
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
U.S. |
|
0 |
0.0 |
158 |
0.7 |
21,153 |
NON U.S. |
|
0 |
0.0 |
11,769 |
55.6 |
|
|
6 |
0 |
0.0 |
11,927 |
56.4 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
36,229 |
18.9 |
70,582 |
36.9 |
191,265 |
NON U.S. |
|
7 |
0.0 |
37,219 |
19.5 |
|
|
7 |
36,236 |
18.9 |
107,801 |
56.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
20,227 |
0.8 |
302,833 |
12.7 |
2,389,677 |
NON U.S. |
18 |
48,735 |
2.0 |
231,345 |
9.7 |
|
|
22 |
68,962 |
2.9 |
534,178 |
22.4 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
11,394 |
8.1 |
16,304 |
11.6 |
140,436 |
NON U.S. |
7 |
4,221 |
3.0 |
30,630 |
21.8 |
|
|
11 |
15,615 |
11.1 |
46,934 |
33.4 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
3,215 |
1.9 |
2,271 |
1.4 |
167,552 |
NON U.S. |
|
175 |
0.1 |
454 |
0.3 |
|
|
6 |
3,390 |
2.0 |
2,725 |
1.6 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
405 |
0.3 |
21,526 |
15.6 |
137,959 |
NON U.S. |
|
0 |
0.0 |
3,765 |
2.7 |
|
|
5 |
405 |
0.3 |
25,291 |
18.3 |
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
0 |
0.0 |
18,459 |
33.1 |
55,748 |
NON U.S. |
|
0 |
0.0 |
13,328 |
23.9 |
|
|
5 |
0 |
0.0 |
31,787 |
57.0 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
1,760 |
2.0 |
11,518 |
13.0 |
88,345 |
NON U.S. |
|
0 |
0.0 |
7,561 |
8.6 |
|
|
7 |
1,760 |
2.0 |
19,079 |
21.6 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
240 |
3.8 |
6,265 |
NON U.S. |
|
0 |
0.0 |
4,625 |
73.8 |
|
|
5 |
0 |
0.0 |
4,865 |
77.7 |
|
ICUS COCOA |
U.S. |
|
6,034 |
2.6 |
0 |
0.0 |
231,768 |
NON U.S. |
|
5,447 |
2.4 |
1,117 |
0.5 |
|
|
8 |
11,481 |
5.0 |
1,117 |
0.5 |
|
NYME PALLADIUM |
U.S. |
4 |
199 |
2.1 |
2,721 |
28.5 |
9,533 |
NON U.S. |
10 |
1,145 |
12.0 |
457 |
4.8 |
|
|
14 |
1,344 |
14.1 |
3,178 |
33.3 |
|
NYME PLATINUM |
U.S. |
4 |
222 |
0.3 |
20,089 |
31.0 |
64,701 |
NON U.S. |
17 |
3,866 |
6.0 |
7,325 |
11.3 |
|
|
21 |
4,088 |
6.3 |
27,414 |
42.4 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
17,236 |
1.6 |
8,770 |
0.8 |
1,107,089 |
NON U.S. |
|
51,885 |
4.7 |
67,228 |
6.1 |
|
|
16 |
69,121 |
6.2 |
75,998 |
6.9 |
|
ICUS COFFEE C |
U.S. |
|
3,206 |
1.2 |
41 |
0.0 |
276,108 |
NON U.S. |
|
11,231 |
4.1 |
25,535 |
9.2 |
|
|
23 |
14,437 |
5.2 |
25,576 |
9.3 |
|
CMX SILVER |
U.S. |
4 |
3,886 |
2.2 |
42,608 |
23.7 |
179,786 |
NON U.S. |
22 |
8,097 |
4.5 |
32,645 |
18.2 |
|
|
26 |
11,983 |
6.7 |
75,253 |
41.9 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
3,687 |
1.4 |
133 |
0.1 |
257,036 |
NON U.S. |
|
9,735 |
3.8 |
1,629 |
0.6 |
|
|
14 |
13,422 |
5.2 |
1,762 |
0.7 |
|
CMX GOLD |
U.S. |
5 |
14,195 |
2.7 |
85,971 |
16.5 |
520,011 |
NON U.S. |
30 |
37,468 |
7.2 |
112,560 |
21.6 |
|
|
35 |
51,663 |
9.9 |
198,531 |
38.2 |
|
CME CANADIAN DOLLAR |
U.S. |
|
23 |
0.0 |
8,258 |
5.2 |
158,155 |
NON U.S. |
|
0 |
0.0 |
4,932 |
3.1 |
|
|
5 |
23 |
0.0 |
13,190 |
8.3 |
|
CME SWISS FRANC |
U.S. |
|
991 |
1.9 |
0 |
0.0 |
50,832 |
NON U.S. |
|
1,492 |
2.9 |
1,548 |
3.0 |
|
|
5 |
2,483 |
4.9 |
1,548 |
3.0 |
|
CME MEXICAN PESO |
NON U.S. |
|
505 |
0.3 |
34,950 |
23.2 |
150,781 |
|
6 |
505 |
0.3 |
34,950 |
23.2 |
|
CME BRITISH POUND STERLING |
U.S. |
|
481 |
0.3 |
14,885 |
9.2 |
161,100 |
NON U.S. |
|
2,509 |
1.6 |
2,656 |
1.6 |
|
|
6 |
2,990 |
1.9 |
17,541 |
10.9 |
|
CME JAPANESE YEN |
U.S. |
|
7 |
0.0 |
6,445 |
3.4 |
190,948 |
NON U.S. |
|
7,709 |
4.0 |
985 |
0.5 |
|
|
5 |
7,716 |
4.0 |
7,430 |
3.9 |
|
CME EURO FX |
U.S. |
|
7,936 |
1.2 |
130,396 |
19.3 |
675,520 |
NON U.S. |
|
28,591 |
4.2 |
37,772 |
5.6 |
|
|
19 |
36,527 |
5.4 |
168,168 |
24.9 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
6,777 |
1.7 |
2,883 |
0.7 |
405,796 |
NON U.S. |
|
11,081 |
2.7 |
3,113 |
0.8 |
|
|
11 |
17,858 |
4.4 |
5,996 |
1.5 |
|
E VIX FUTURES |
U.S. |
|
1,617 |
0.5 |
2,823 |
0.9 |
318,219 |
NON U.S. |
|
36,273 |
11.4 |
3,059 |
1.0 |
|
|
8 |
37,890 |
11.9 |
5,882 |
1.8 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
5,526 |
5.5 |
0 |
0.0 |
99,778 |
NON U.S. |
8 |
4,380 |
4.4 |
4,858 |
4.9 |
|
|
12 |
9,906 |
9.9 |
4,858 |
4.9 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
1,845,045 |
17.0 |
424,688 |
3.9 |
10,843,374 |
NON U.S. |
34 |
917,955 |
8.5 |
1,074,041 |
9.9 |
|
|
41 |
2,763,000 |
25.5 |
1,498,729 |
13.8 |
|
CME 3-MONTH SOFR |
U.S. |
4 |
63,089 |
13.4 |
118,149 |
25.1 |
470,065 |
NON U.S. |
12 |
14,799 |
3.1 |
22,257 |
4.7 |
|
|
16 |
77,888 |
16.6 |
140,406 |
29.9 |
|
CME 1-MONTH SOFR |
U.S. |
4 |
29,534 |
14.5 |
29,377 |
14.4 |
204,014 |
NON U.S. |
8 |
1,869 |
0.9 |
12,131 |
5.9 |
|
|
12 |
31,403 |
15.4 |
41,508 |
20.3 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8 |
42,309 |
1.6 |
86,623 |
3.3 |
2,640,747 |
NON U.S. |
22 |
75,397 |
2.9 |
257,092 |
9.7 |
|
|
30 |
117,706 |
4.5 |
343,715 |
13.0 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
956 |
2.1 |
44,694 |
NON U.S. |
|
494 |
1.1 |
15,660 |
35.0 |
|
|
5 |
494 |
1.1 |
16,616 |
37.2 |
|
CME E-MINI S&P MATERIALS INDEX |
NON U.S. |
|
926 |
10.3 |
3,281 |
36.4 |
9,012 |
|
5 |
926 |
10.3 |
3,281 |
36.4 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
645 |
7.1 |
7,315 |
80.8 |
9,052 |
|
5 |
645 |
7.1 |
7,315 |
80.8 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
10,571 |
8.5 |
15,120 |
12.2 |
124,040 |
NON U.S. |
|
20,720 |
16.7 |
36,264 |
29.2 |
|
|
9 |
31,291 |
25.2 |
51,384 |
41.4 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
|
354 |
0.2 |
802 |
0.3 |
234,732 |
NON U.S. |
|
17,376 |
7.4 |
9,963 |
4.2 |
|
|
17 |
17,730 |
7.6 |
10,765 |
4.6 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
3,492 |
2.4 |
820 |
0.6 |
142,644 |
NON U.S. |
|
0 |
0.0 |
2,538 |
1.8 |
|
|
5 |
3,492 |
2.4 |
3,358 |
2.4 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
9,989 |
1.8 |
977 |
0.2 |
556,076 |
NON U.S. |
16 |
38,295 |
6.9 |
31,713 |
5.7 |
|
|
21 |
48,284 |
8.7 |
32,690 |
5.9 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
6 |
1,665 |
0.4 |
7,751 |
1.8 |
422,576 |
NON U.S. |
4 |
4,012 |
0.9 |
35,817 |
8.5 |
|
|
10 |
5,677 |
1.3 |
43,568 |
10.3 |
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
7,966 |
0.6 |
2,240 |
0.2 |
1,261,374 |
NON U.S. |
11 |
18,706 |
1.5 |
123,116 |
9.8 |
|
|
16 |
26,672 |
2.1 |
125,356 |
9.9 |
|
CME E-MINI S&P 400 STOCK INDEX |
U.S. |
|
872 |
1.7 |
0 |
0.0 |
52,267 |
NON U.S. |
|
239 |
0.5 |
3,175 |
6.1 |
|
|
5 |
1,111 |
2.1 |
3,175 |
6.1 |
|
|