|
|
REPORT DATE: 6/1/2021 |
||||||
|
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
|
CBT WHEAT-SRW |
U.S. |
|
13,221 |
3.3 |
398 |
0.1 |
397,450 |
|
NON U.S. |
|
36,124 |
9.1 |
14,854 |
3.7 |
|
|
|
|
20 |
49,345 |
12.4 |
15,252 |
3.8 |
|
|
|
CBT WHEAT-HRW |
U.S. |
|
5,638 |
2.5 |
0 |
0.0 |
221,164 |
|
NON U.S. |
|
18,085 |
8.2 |
6,723 |
3.0 |
|
|
|
|
11 |
23,723 |
10.7 |
6,723 |
3.0 |
|
|
|
CBT CORN |
U.S. |
|
28,965 |
1.7 |
4,268 |
0.2 |
1,735,715 |
|
NON U.S. |
|
89,954 |
5.2 |
20,072 |
1.2 |
|
|
|
|
14 |
118,919 |
6.9 |
24,340 |
1.4 |
|
|
|
CBT SOYBEANS |
U.S. |
|
11,233 |
1.4 |
24,267 |
3.0 |
807,816 |
|
NON U.S. |
|
47,267 |
5.9 |
22,893 |
2.8 |
|
|
|
|
19 |
58,500 |
7.2 |
47,160 |
5.8 |
|
|
|
CBT SOYBEAN OIL |
U.S. |
|
8,752 |
1.6 |
2,535 |
0.5 |
536,541 |
|
NON U.S. |
|
30,862 |
5.8 |
166 |
0.0 |
|
|
|
|
12 |
39,614 |
7.4 |
2,701 |
0.5 |
|
|
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
3,235 |
0.3 |
1,801 |
0.2 |
1,192,840 |
|
NON U.S. |
12 |
3,139 |
0.3 |
12,777 |
1.1 |
|
|
|
|
16 |
6,374 |
0.5 |
14,578 |
1.2 |
|
|
|
CBT ULTRA U.S. TREASURY BONDS |
U.S. |
|
6,795 |
0.6 |
100 |
0.0 |
1,188,834 |
|
NON U.S. |
|
1,261 |
0.1 |
13,362 |
1.1 |
|
|
|
|
5 |
8,056 |
0.7 |
13,462 |
1.1 |
|
|
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
16,272 |
3.7 |
1,172 |
0.3 |
434,151 |
|
NON U.S. |
|
18,363 |
4.2 |
926 |
0.2 |
|
|
|
|
11 |
34,635 |
8.0 |
2,098 |
0.5 |
|
|
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
5 |
9,136 |
0.1 |
2,174,207 |
35.1 |
6,188,443 |
|
NON U.S. |
9 |
95,416 |
1.5 |
1,547,361 |
25.0 |
|
|
|
|
14 |
104,552 |
1.7 |
3,721,568 |
60.1 |
|
|
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
50,269 |
16.3 |
25,958 |
8.4 |
308,448 |
|
NON U.S. |
|
12,665 |
4.1 |
27,499 |
8.9 |
|
|
|
|
8 |
62,934 |
20.4 |
53,457 |
17.3 |
|
|
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
4 |
0 |
0.0 |
74,628 |
27.5 |
271,505 |
|
NON U.S. |
4 |
8,919 |
3.3 |
34,068 |
12.5 |
|
|
|
|
8 |
8,919 |
3.3 |
108,696 |
40.0 |
|
|
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
22,369 |
2.4 |
923,327 |
|
NON U.S. |
|
30,980 |
3.4 |
491,670 |
53.2 |
|
|
|
|
7 |
30,980 |
3.4 |
514,039 |
55.7 |
|
|
|
IFED CHICAGO FIN BASIS |
U.S. |
|
30,003 |
8.8 |
8,867 |
2.6 |
340,570 |
|
NON U.S. |
|
5,159 |
1.5 |
32,586 |
9.6 |
|
|
|
|
9 |
35,162 |
10.3 |
41,453 |
12.2 |
|
|
|
IFED HSC FIN BASIS |
U.S. |
|
20,685 |
3.2 |
56,144 |
8.6 |
650,575 |
|
NON U.S. |
|
2,218 |
0.3 |
67,309 |
10.3 |
|
|
|
|
7 |
22,903 |
3.5 |
123,453 |
19.0 |
|
|
|
IFED WAHA FIN BASIS |
U.S. |
|
6,217 |
1.3 |
147,463 |
31.7 |
465,569 |
|
NON U.S. |
|
9,495 |
2.0 |
44,274 |
9.5 |
|
|
|
|
8 |
15,712 |
3.4 |
191,737 |
41.2 |
|
|
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
4 |
0 |
0.0 |
172,726 |
48.1 |
359,372 |
|
NON U.S. |
5 |
0 |
0.0 |
78,588 |
21.9 |
|
|
|
|
9 |
0 |
0.0 |
251,314 |
69.9 |
|
|
|
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
|
3,296 |
1.6 |
44,091 |
21.7 |
203,537 |
|
NON U.S. |
|
1,071 |
0.5 |
37,866 |
18.6 |
|
|
|
|
7 |
4,367 |
2.1 |
81,957 |
40.3 |
|
|
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
2,387 |
0.4 |
216,921 |
32.6 |
665,593 |
|
NON U.S. |
|
9,811 |
1.5 |
50,485 |
7.6 |
|
|
|
|
8 |
12,198 |
1.8 |
267,406 |
40.2 |
|
|
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
|
1,937 |
0.9 |
51,784 |
24.1 |
214,969 |
|
NON U.S. |
|
0 |
0.0 |
52,104 |
24.2 |
|
|
|
|
6 |
1,937 |
0.9 |
103,888 |
48.3 |
|
|
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
8,546 |
4.8 |
4,885 |
2.8 |
176,728 |
|
NON U.S. |
|
11,003 |
6.2 |
20,136 |
11.4 |
|
|
|
|
7 |
19,549 |
11.1 |
25,021 |
14.2 |
|
|
|
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) |
U.S. |
|
6,031 |
2.8 |
8,698 |
4.1 |
213,132 |
|
NON U.S. |
|
10,148 |
4.8 |
22,656 |
10.6 |
|
|
|
|
7 |
16,179 |
7.6 |
31,354 |
14.7 |
|
|
|
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) |
U.S. |
|
278 |
0.1 |
51,217 |
23.0 |
222,282 |
|
NON U.S. |
|
7,698 |
3.5 |
11,973 |
5.4 |
|
|
|
|
6 |
7,976 |
3.6 |
63,190 |
28.4 |
|
|
|
IFED NATURAL GAS PIPELINE-MID-CONTINENT POOL PIN (BASIS) |
U.S. |
|
4,438 |
5.4 |
7,118 |
8.6 |
82,417 |
|
NON U.S. |
|
1,039 |
1.3 |
14,828 |
18.0 |
|
|
|
|
5 |
5,477 |
6.6 |
21,946 |
26.6 |
|
|
|
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) |
U.S. |
|
512 |
0.3 |
19,676 |
9.6 |
203,982 |
|
NON U.S. |
|
0 |
0.0 |
19,593 |
9.6 |
|
|
|
|
5 |
512 |
0.3 |
39,269 |
19.3 |
|
|
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
3,220 |
3.5 |
0 |
0.0 |
92,774 |
|
NON U.S. |
|
10,742 |
11.6 |
22,522 |
24.3 |
|
|
|
|
5 |
13,962 |
15.0 |
22,522 |
24.3 |
|
|
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
2,212 |
1.4 |
13,134 |
8.5 |
154,238 |
|
NON U.S. |
|
1,312 |
0.9 |
30,735 |
19.9 |
|
|
|
|
7 |
3,524 |
2.3 |
43,869 |
28.4 |
|
|
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
68,617 |
20.1 |
138,362 |
40.5 |
341,675 |
|
NON U.S. |
|
3,556 |
1.0 |
18,436 |
5.4 |
|
|
|
|
5 |
72,173 |
21.1 |
156,798 |
45.9 |
|
|
|
NYME NATURAL GAS |
U.S. |
4 |
24,177 |
1.9 |
30,966 |
2.5 |
1,240,729 |
|
NON U.S. |
12 |
51,450 |
4.1 |
32,590 |
2.6 |
|
|
|
|
16 |
75,627 |
6.1 |
63,556 |
5.1 |
|
|
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
4,012 |
1.0 |
93,661 |
24.0 |
390,090 |
|
NON U.S. |
7 |
3,625 |
0.9 |
50,625 |
13.0 |
|
|
|
|
11 |
7,637 |
2.0 |
144,286 |
37.0 |
|
|
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
41,593 |
32.4 |
3,558 |
2.8 |
128,401 |
|
NON U.S. |
|
26,730 |
20.8 |
1,496 |
1.2 |
|
|
|
|
8 |
68,323 |
53.2 |
5,054 |
3.9 |
|
|
|
CBT SOYBEAN MEAL |
U.S. |
|
4,801 |
1.2 |
0 |
0.0 |
400,535 |
|
NON U.S. |
|
34,463 |
8.6 |
2,975 |
0.7 |
|
|
|
|
13 |
39,264 |
9.8 |
2,975 |
0.7 |
|
|
|
ICUS COTTON NO. 2 |
U.S. |
|
1,993 |
0.9 |
0 |
0.0 |
230,311 |
|
NON U.S. |
|
22,506 |
9.8 |
12,660 |
5.5 |
|
|
|
|
14 |
24,499 |
10.6 |
12,660 |
5.5 |
|
|
|
NYME HENRY HUB |
U.S. |
4 |
6,185 |
1.1 |
249,302 |
42.7 |
584,445 |
|
NON U.S. |
8 |
42,814 |
7.3 |
136,765 |
23.4 |
|
|
|
|
12 |
48,999 |
8.4 |
386,067 |
66.1 |
|
|
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
|
81,537 |
34.8 |
8,466 |
3.6 |
234,340 |
|
NON U.S. |
|
55,807 |
23.8 |
9,426 |
4.0 |
|
|
|
|
10 |
137,344 |
58.6 |
17,892 |
7.6 |
|
|
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
19,928 |
0.9 |
5,344 |
0.2 |
2,255,784 |
|
NON U.S. |
21 |
36,598 |
1.6 |
73,710 |
3.3 |
|
|
|
|
25 |
56,526 |
2.5 |
79,054 |
3.5 |
|
|
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
72,086 |
1.6 |
10,210 |
0.2 |
4,376,087 |
|
NON U.S. |
34 |
63,270 |
1.4 |
93,511 |
2.1 |
|
|
|
|
40 |
135,356 |
3.1 |
103,721 |
2.4 |
|
|
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
3,084 |
0.2 |
3,213 |
0.2 |
1,659,205 |
|
NON U.S. |
|
9,885 |
0.6 |
16,599 |
1.0 |
|
|
|
|
8 |
12,969 |
0.8 |
19,812 |
1.2 |
|
|
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
|
11,618 |
0.3 |
11,346 |
0.3 |
3,500,881 |
|
NON U.S. |
|
46,403 |
1.3 |
37,966 |
1.1 |
|
|
|
|
29 |
58,021 |
1.7 |
49,312 |
1.4 |
|
|
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
252,210 |
25.0 |
68,128 |
6.8 |
1,007,796 |
|
NON U.S. |
21 |
58,967 |
5.9 |
86,625 |
8.6 |
|
|
|
|
26 |
311,177 |
30.9 |
154,753 |
15.4 |
|
|
|
CME LEAN HOGS |
NON U.S. |
|
15,179 |
5.1 |
6,015 |
2.0 |
297,232 |
|
|
9 |
15,179 |
5.1 |
6,015 |
2.0 |
|
|
|
CME LIVE CATTLE |
NON U.S. |
8 |
19,783 |
6.4 |
639 |
0.2 |
307,484 |
|
|
8 |
19,783 |
6.4 |
639 |
0.2 |
|
|
|
CME FEEDER CATTLE |
NON U.S. |
|
871 |
2.1 |
140 |
0.3 |
41,418 |
|
|
6 |
871 |
2.1 |
140 |
0.3 |
|
|
|
IFED NAT GASLNE OPIS MT B NONTET FP |
U.S. |
|
200 |
1.1 |
2,367 |
12.5 |
18,943 |
|
NON U.S. |
|
67 |
0.4 |
3,177 |
16.8 |
|
|
|
|
6 |
267 |
1.4 |
5,544 |
29.3 |
|
|
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
3,877 |
12.1 |
31,925 |
|
NON U.S. |
|
0 |
0.0 |
4,670 |
14.6 |
|
|
|
|
6 |
0 |
0.0 |
8,547 |
26.8 |
|
|
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
4,085 |
6.0 |
2,589 |
3.8 |
68,616 |
|
NON U.S. |
|
3,096 |
4.5 |
1,719 |
2.5 |
|
|
|
|
8 |
7,181 |
10.5 |
4,308 |
6.3 |
|
|
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
0 |
0.0 |
11,365 |
21.7 |
52,381 |
|
NON U.S. |
|
0 |
0.0 |
9,469 |
18.1 |
|
|
|
|
8 |
0 |
0.0 |
20,834 |
39.8 |
|
|
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
2,268 |
1.7 |
10,567 |
7.9 |
132,949 |
|
NON U.S. |
|
1,075 |
0.8 |
11,920 |
9.0 |
|
|
|
|
8 |
3,343 |
2.5 |
22,487 |
16.9 |
|
|
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
35 |
0.1 |
7,033 |
16.2 |
43,451 |
|
NON U.S. |
|
0 |
0.0 |
7,837 |
18.0 |
|
|
|
|
7 |
35 |
0.1 |
14,870 |
34.2 |
|
|
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
287 |
0.5 |
6,435 |
12.2 |
52,603 |
|
NON U.S. |
|
549 |
1.0 |
4,313 |
8.2 |
|
|
|
|
7 |
836 |
1.6 |
10,748 |
20.4 |
|
|
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
547 |
1.9 |
4,274 |
14.8 |
28,916 |
|
NON U.S. |
|
219 |
0.8 |
4,424 |
15.3 |
|
|
|
|
7 |
766 |
2.6 |
8,698 |
30.1 |
|
|
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
862 |
4.6 |
186 |
1.0 |
18,713 |
|
NON U.S. |
|
150 |
0.8 |
2,618 |
14.0 |
|
|
|
|
6 |
1,012 |
5.4 |
2,804 |
15.0 |
|
|
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
13,455 |
2.5 |
74,643 |
14.1 |
528,809 |
|
NON U.S. |
|
4,981 |
0.9 |
7,246 |
1.4 |
|
|
|
|
9 |
18,436 |
3.5 |
81,889 |
15.5 |
|
|
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
15,379 |
26.4 |
58,181 |
|
|
5 |
0 |
0.0 |
15,379 |
26.4 |
|
|
|
IFED CRUDE DIFF-TMX SW 1A INDEX |
NON U.S. |
|
360 |
2.0 |
9,721 |
55.0 |
17,663 |
|
|
6 |
360 |
2.0 |
9,721 |
55.0 |
|
|
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
21,983 |
14.1 |
59,737 |
38.3 |
155,939 |
|
NON U.S. |
|
0 |
0.0 |
26,005 |
16.7 |
|
|
|
|
6 |
21,983 |
14.1 |
85,742 |
55.0 |
|
|
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
5,232 |
0.2 |
289,295 |
11.5 |
2,507,073 |
|
NON U.S. |
15 |
50,122 |
2.0 |
222,085 |
8.9 |
|
|
|
|
19 |
55,354 |
2.2 |
511,380 |
20.4 |
|
|
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
10,835 |
7.5 |
16,611 |
11.5 |
144,473 |
|
NON U.S. |
7 |
6,053 |
4.2 |
22,140 |
15.3 |
|
|
|
|
11 |
16,888 |
11.7 |
38,751 |
26.8 |
|
|
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
2,578 |
1.3 |
2,157 |
1.1 |
191,149 |
|
NON U.S. |
|
892 |
0.5 |
325 |
0.2 |
|
|
|
|
6 |
3,470 |
1.8 |
2,482 |
1.3 |
|
|
|
NYME WTI MIDLAND ARGUS VS FINANCIAL |
U.S. |
|
3,444 |
6.8 |
22,273 |
43.7 |
50,950 |
|
NON U.S. |
|
0 |
0.0 |
12,270 |
24.1 |
|
|
|
|
5 |
3,444 |
6.8 |
34,543 |
67.8 |
|
|
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
2,383 |
2.6 |
8,123 |
8.8 |
91,944 |
|
NON U.S. |
|
180 |
0.2 |
4,710 |
5.1 |
|
|
|
|
7 |
2,563 |
2.8 |
12,833 |
14.0 |
|
|
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
0 |
0.0 |
150 |
1.1 |
13,368 |
|
NON U.S. |
|
0 |
0.0 |
6,171 |
46.2 |
|
|
|
|
5 |
0 |
0.0 |
6,321 |
47.3 |
|
|
|
ICUS COCOA |
U.S. |
|
1,295 |
0.6 |
0 |
0.0 |
209,338 |
|
NON U.S. |
|
4,518 |
2.2 |
6,245 |
3.0 |
|
|
|
|
8 |
5,813 |
2.8 |
6,245 |
3.0 |
|
|
|
NYME PALLADIUM |
U.S. |
4 |
6 |
0.1 |
2,032 |
19.2 |
10,608 |
|
NON U.S. |
11 |
685 |
6.5 |
460 |
4.3 |
|
|
|
|
15 |
691 |
6.5 |
2,492 |
23.5 |
|
|
|
NYME PLATINUM |
U.S. |
5 |
236 |
0.3 |
19,541 |
28.9 |
67,551 |
|
NON U.S. |
17 |
2,748 |
4.1 |
8,013 |
11.9 |
|
|
|
|
22 |
2,984 |
4.4 |
27,554 |
40.8 |
|
|
|
ICUS SUGAR NO. 11 |
U.S. |
|
3,330 |
0.3 |
22,698 |
2.2 |
1,024,776 |
|
NON U.S. |
|
57,758 |
5.6 |
100,912 |
9.8 |
|
|
|
|
16 |
61,088 |
6.0 |
123,610 |
12.1 |
|
|
|
ICUS COFFEE C |
U.S. |
|
3,002 |
1.0 |
2,351 |
0.8 |
288,472 |
|
NON U.S. |
|
11,738 |
4.1 |
34,343 |
11.9 |
|
|
|
|
26 |
14,740 |
5.1 |
36,694 |
12.7 |
|
|
|
CMX SILVER |
U.S. |
5 |
4,392 |
2.4 |
43,954 |
24.1 |
182,312 |
|
NON U.S. |
23 |
11,003 |
6.0 |
30,311 |
16.6 |
|
|
|
|
28 |
15,395 |
8.4 |
74,265 |
40.7 |
|
|
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,378 |
1.9 |
158 |
0.1 |
232,824 |
|
NON U.S. |
|
10,691 |
4.6 |
721 |
0.3 |
|
|
|
|
15 |
15,069 |
6.5 |
879 |
0.4 |
|
|
|
CMX GOLD |
U.S. |
4 |
12,589 |
2.6 |
47,132 |
9.6 |
489,198 |
|
NON U.S. |
34 |
37,019 |
7.6 |
119,178 |
24.4 |
|
|
|
|
38 |
49,608 |
10.1 |
166,310 |
34.0 |
|
|
|
CME CANADIAN DOLLAR |
U.S. |
|
0 |
0.0 |
45,042 |
19.7 |
228,957 |
|
NON U.S. |
|
1,401 |
0.6 |
2,514 |
1.1 |
|
|
|
|
6 |
1,401 |
0.6 |
47,556 |
20.8 |
|
|
|
CME MEXICAN PESO |
NON U.S. |
|
1,607 |
1.0 |
48,916 |
30.7 |
159,507 |
|
|
7 |
1,607 |
1.0 |
48,916 |
30.7 |
|
|
|
CME BRITISH POUND STERLING |
U.S. |
|
399 |
0.2 |
9,943 |
5.7 |
174,502 |
|
NON U.S. |
|
0 |
0.0 |
3,406 |
2.0 |
|
|
|
|
5 |
399 |
0.2 |
13,349 |
7.6 |
|
|
|
CME JAPANESE YEN |
U.S. |
|
26,668 |
16.5 |
373 |
0.2 |
162,091 |
|
NON U.S. |
|
3,937 |
2.4 |
149 |
0.1 |
|
|
|
|
6 |
30,605 |
18.9 |
522 |
0.3 |
|
|
|
CME EURO FX |
U.S. |
|
100 |
0.0 |
106,798 |
14.4 |
742,079 |
|
NON U.S. |
|
16,688 |
2.2 |
67,272 |
9.1 |
|
|
|
|
19 |
16,788 |
2.3 |
174,070 |
23.5 |
|
|
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
|
3,355 |
0.8 |
3,455 |
0.8 |
409,479 |
|
NON U.S. |
|
14,139 |
3.5 |
3,438 |
0.8 |
|
|
|
|
11 |
17,494 |
4.3 |
6,893 |
1.7 |
|
|
|
E VIX FUTURES |
U.S. |
|
0 |
0.0 |
603 |
0.2 |
334,983 |
|
NON U.S. |
|
43,772 |
13.1 |
3,754 |
1.1 |
|
|
|
|
5 |
43,772 |
13.1 |
4,357 |
1.3 |
|
|
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
5,849 |
5.7 |
237 |
0.2 |
103,242 |
|
NON U.S. |
8 |
780 |
0.8 |
10,072 |
9.8 |
|
|
|
|
13 |
6,629 |
6.4 |
10,309 |
10.0 |
|
|
|
CME 3-MONTH EURODOLLARS |
U.S. |
9 |
1,465,489 |
10.9 |
499,069 |
3.7 |
13,412,453 |
|
NON U.S. |
36 |
1,100,157 |
8.2 |
726,621 |
5.4 |
|
|
|
|
45 |
2,565,646 |
19.1 |
1,225,690 |
9.1 |
|
|
|
CME 3-MONTH SOFR |
U.S. |
5 |
71,262 |
12.5 |
147,943 |
26.0 |
568,753 |
|
NON U.S. |
16 |
46,831 |
8.2 |
40,872 |
7.2 |
|
|
|
|
21 |
118,093 |
20.8 |
188,815 |
33.2 |
|
|
|
CME 1-MONTH SOFR |
U.S. |
4 |
10,240 |
5.7 |
37,947 |
21.1 |
179,624 |
|
NON U.S. |
8 |
1,866 |
1.0 |
13,428 |
7.5 |
|
|
|
|
12 |
12,106 |
6.7 |
51,375 |
28.6 |
|
|
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
0 |
0.0 |
1,583 |
10.5 |
15,117 |
|
NON U.S. |
|
1,575 |
10.4 |
4,042 |
26.7 |
|
|
|
|
5 |
1,575 |
10.4 |
5,625 |
37.2 |
|
|
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
2,386 |
7.3 |
22,363 |
68.8 |
32,488 |
|
|
5 |
2,386 |
7.3 |
22,363 |
68.8 |
|
|
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
15,565 |
0.6 |
126,251 |
4.6 |
2,767,524 |
|
NON U.S. |
24 |
75,220 |
2.7 |
256,769 |
9.3 |
|
|
|
|
31 |
90,785 |
3.3 |
383,020 |
13.8 |
|
|
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
647 |
4.7 |
5,764 |
41.4 |
13,910 |
|
NON U.S. |
|
0 |
0.0 |
2,581 |
18.6 |
|
|
|
|
6 |
647 |
4.7 |
8,345 |
60.0 |
|
|
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
329 |
3.3 |
5,971 |
59.2 |
10,091 |
|
|
5 |
329 |
3.3 |
5,971 |
59.2 |
|
|
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
1,966 |
14.8 |
13,287 |
|
NON U.S. |
|
2,621 |
19.7 |
1,894 |
14.3 |
|
|
|
|
5 |
2,621 |
19.7 |
3,860 |
29.1 |
|
|
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
3,276 |
2.9 |
7,600 |
6.6 |
114,851 |
|
NON U.S. |
|
21,440 |
18.7 |
61,217 |
53.3 |
|
|
|
|
8 |
24,716 |
21.5 |
68,817 |
59.9 |
|
|
|
CME E-MINI S&P REAL ESTATE INDEX |
U.S. |
|
0 |
0.0 |
1,382 |
12.3 |
11,234 |
|
NON U.S. |
|
0 |
0.0 |
1,646 |
14.7 |
|
|
|
|
5 |
0 |
0.0 |
3,028 |
27.0 |
|
|
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
4,150 |
1.7 |
809 |
0.3 |
238,373 |
|
NON U.S. |
17 |
19,776 |
8.3 |
10,660 |
4.5 |
|
|
|
|
21 |
23,926 |
10.0 |
11,469 |
4.8 |
|
|
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
7 |
30,583 |
6.7 |
9 |
0.0 |
456,497 |
|
NON U.S. |
14 |
32,205 |
7.1 |
7,674 |
1.7 |
|
|
|
|
21 |
62,788 |
13.8 |
7,683 |
1.7 |
|
|
|
CME EMINI RUSSELL 1000 VALUE INDEX |
U.S. |
|
0 |
0.0 |
539 |
1.7 |
32,360 |
|
NON U.S. |
|
5,657 |
17.5 |
7,516 |
23.2 |
|
|
|
|
5 |
5,657 |
17.5 |
8,055 |
24.9 |
|
|
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
2,101 |
0.5 |
7,311 |
1.8 |
402,474 |
|
NON U.S. |
5 |
892 |
0.2 |
48,849 |
12.1 |
|
|
|
|
9 |
2,993 |
0.7 |
56,160 |
14.0 |
|
|
|
ICUS MSCI EMERGING MKTS INDEX |
U.S. |
5 |
4,587 |
0.4 |
2,412 |
0.2 |
1,079,554 |
|
NON U.S. |
11 |
12,202 |
1.1 |
127,941 |
11.9 |
|
|
|
|
16 |
16,789 |
1.6 |
130,353 |
12.1 |
|
|
|
CME E-MINI S&P 400 STOCK INDEX |
U.S. |
|
702 |
1.6 |
1 |
0.0 |
44,581 |
|
NON U.S. |
|
208 |
0.5 |
3,082 |
6.9 |
|
|
|
|
7 |
910 |
2.0 |
3,083 |
6.9 |
|
|
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
4 |
506 |
0.3 |
19,865 |
10.0 |
198,673 |
|
NON U.S. |
9 |
6,932 |
3.5 |
38,059 |
19.2 |
|
|
|
|
13 |
7,438 |
3.7 |
57,924 |
29.2 |
|
|