|
REPORT DATE: 1/2/2024 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
13,082 |
3.6 |
684 |
0.2 |
366,307 |
NON U.S. |
|
27,040 |
7.4 |
3,994 |
1.1 |
|
|
15 |
40,122 |
11.0 |
4,678 |
1.3 |
|
CBT WHEAT-HRW |
U.S. |
|
12,572 |
6.0 |
760 |
0.4 |
211,166 |
NON U.S. |
|
16,481 |
7.8 |
2,283 |
1.1 |
|
|
12 |
29,053 |
13.8 |
3,043 |
1.4 |
|
CBT CORN |
U.S. |
|
50,993 |
3.8 |
0 |
0.0 |
1,330,004 |
NON U.S. |
|
66,952 |
5.0 |
6,255 |
0.5 |
|
|
16 |
117,945 |
8.9 |
6,255 |
0.5 |
|
CBT SOYBEANS |
U.S. |
|
32,131 |
5.0 |
33 |
0.0 |
639,490 |
NON U.S. |
|
36,864 |
5.8 |
3,559 |
0.6 |
|
|
16 |
68,995 |
10.8 |
3,592 |
0.6 |
|
IFED CALIF CARBON ALLOWANCE V2024 |
NON U.S. |
|
5,656 |
2.9 |
64,809 |
32.8 |
197,412 |
|
8 |
5,656 |
2.9 |
64,809 |
32.8 |
|
IFED RGGI V2024 |
NON U.S. |
|
1,764 |
3.7 |
28,763 |
59.9 |
47,982 |
|
5 |
1,764 |
3.7 |
28,763 |
59.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
22,010 |
4.5 |
1,786 |
0.4 |
494,485 |
NON U.S. |
|
38,309 |
7.7 |
1,182 |
0.2 |
|
|
12 |
60,319 |
12.2 |
2,968 |
0.6 |
|
CBT UST BOND |
U.S. |
6 |
27,603 |
1.9 |
3,083 |
0.2 |
1,427,734 |
NON U.S. |
12 |
3,862 |
0.3 |
33,144 |
2.3 |
|
|
18 |
31,465 |
2.2 |
36,227 |
2.5 |
|
CBT ULTRA UST BOND |
U.S. |
|
9,592 |
0.6 |
8,572 |
0.5 |
1,665,202 |
NON U.S. |
|
1,826 |
0.1 |
5,021 |
0.3 |
|
|
7 |
11,418 |
0.7 |
13,593 |
0.8 |
|
NYME NY HARBOR ULSD |
U.S. |
|
14,031 |
4.7 |
1,549 |
0.5 |
300,942 |
NON U.S. |
|
16,472 |
5.5 |
1,524 |
0.5 |
|
|
13 |
30,503 |
10.1 |
3,073 |
1.0 |
|
IFED NAT GAS ICE LD1 |
U.S. |
5 |
23,490 |
0.4 |
1,908,378 |
28.7 |
6,659,928 |
NON U.S. |
9 |
67,628 |
1.0 |
1,049,478 |
15.8 |
|
|
14 |
91,118 |
1.4 |
2,957,856 |
44.4 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
146,797 |
25.7 |
55,131 |
9.6 |
572,283 |
NON U.S. |
|
74,451 |
13.0 |
10,543 |
1.8 |
|
|
9 |
221,248 |
38.7 |
65,674 |
11.5 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
12,981 |
3.2 |
22,029 |
5.4 |
406,137 |
NON U.S. |
|
47,387 |
11.7 |
0 |
0.0 |
|
|
7 |
60,368 |
14.9 |
22,029 |
5.4 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
21,127 |
2.3 |
937,849 |
NON U.S. |
|
14,324 |
1.5 |
533,159 |
56.8 |
|
|
7 |
14,324 |
1.5 |
554,286 |
59.1 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
16,645 |
4.8 |
4,175 |
1.2 |
347,922 |
NON U.S. |
|
8,552 |
2.5 |
2,705 |
0.8 |
|
|
6 |
25,197 |
7.2 |
6,880 |
2.0 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
66,135 |
8.6 |
15,852 |
2.1 |
766,237 |
NON U.S. |
5 |
23,286 |
3.0 |
40,205 |
5.2 |
|
|
9 |
89,421 |
11.7 |
56,057 |
7.3 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
4,123 |
1.0 |
106,199 |
25.7 |
413,093 |
NON U.S. |
4 |
1,186 |
0.3 |
32,187 |
7.8 |
|
|
8 |
5,309 |
1.3 |
138,386 |
33.5 |
|
IFED CIG ROCKIES BASIS |
U.S. |
|
2,201 |
0.6 |
176,384 |
50.8 |
347,053 |
NON U.S. |
|
0 |
0.0 |
14,141 |
4.1 |
|
|
5 |
2,201 |
0.6 |
190,525 |
54.9 |
|
IFED TCO Basis |
U.S. |
|
31 |
0.0 |
75,656 |
41.9 |
180,714 |
NON U.S. |
|
236 |
0.1 |
18,941 |
10.5 |
|
|
7 |
267 |
0.1 |
94,597 |
52.3 |
|
IFED CG Mainline Basis |
U.S. |
|
232 |
0.1 |
41,151 |
16.5 |
248,931 |
NON U.S. |
|
0 |
0.0 |
34,213 |
13.7 |
|
|
5 |
232 |
0.1 |
75,364 |
30.3 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
8,530 |
1.1 |
268,882 |
34.6 |
776,809 |
NON U.S. |
5 |
18,291 |
2.4 |
230,843 |
29.7 |
|
|
9 |
26,821 |
3.5 |
499,725 |
64.3 |
|
IFED HENRY HUB BASIS |
U.S. |
|
2,626 |
1.5 |
18,771 |
11.0 |
169,899 |
NON U.S. |
|
548 |
0.3 |
5,271 |
3.1 |
|
|
6 |
3,174 |
1.9 |
24,042 |
14.2 |
|
IFED HENRY HUB INDEX |
U.S. |
|
1,836 |
0.8 |
20,488 |
9.2 |
223,788 |
NON U.S. |
|
0 |
0.0 |
3,788 |
1.7 |
|
|
5 |
1,836 |
0.8 |
24,276 |
10.8 |
|
IFED HOUSTON SHIP CHANNEL (INDEX) |
U.S. |
|
122,469 |
23.0 |
0 |
0.0 |
532,991 |
NON U.S. |
|
18,071 |
3.4 |
0 |
0.0 |
|
|
5 |
140,540 |
26.4 |
0 |
0.0 |
|
IFED MICHCON BASIS |
U.S. |
|
215 |
0.1 |
28,043 |
10.7 |
262,792 |
NON U.S. |
|
2,264 |
0.9 |
9,202 |
3.5 |
|
|
5 |
2,479 |
0.9 |
37,245 |
14.2 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
4,600 |
1.5 |
57,257 |
18.2 |
314,733 |
NON U.S. |
|
0 |
0.0 |
9,980 |
3.2 |
|
|
7 |
4,600 |
1.5 |
67,237 |
21.4 |
|
IFED NWP SUMAS BASIS |
U.S. |
|
1,645 |
1.8 |
0 |
0.0 |
89,321 |
NON U.S. |
|
23,762 |
26.6 |
242 |
0.3 |
|
|
5 |
25,407 |
28.4 |
242 |
0.3 |
|
IFED PANHANDLE BASIS |
U.S. |
|
1,889 |
1.5 |
17,952 |
14.5 |
124,091 |
NON U.S. |
|
3,263 |
2.6 |
2,412 |
1.9 |
|
|
6 |
5,152 |
4.2 |
20,364 |
16.4 |
|
IFED TRANSCO STATION 85-ZONE 4 BASI |
U.S. |
|
10,078 |
4.7 |
4,880 |
2.3 |
215,151 |
NON U.S. |
|
11,029 |
5.1 |
0 |
0.0 |
|
|
5 |
21,107 |
9.8 |
4,880 |
2.3 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
18,016 |
5.0 |
203,789 |
56.1 |
363,426 |
NON U.S. |
|
0 |
0.0 |
35,120 |
9.7 |
|
|
6 |
18,016 |
5.0 |
238,909 |
65.7 |
|
NYME NAT GAS NYME |
U.S. |
4 |
56,292 |
4.0 |
31,229 |
2.2 |
1,396,907 |
NON U.S. |
11 |
62,013 |
4.4 |
20,597 |
1.5 |
|
|
15 |
118,305 |
8.5 |
51,826 |
3.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
3,641 |
1.0 |
43,549 |
11.9 |
366,245 |
NON U.S. |
5 |
3,311 |
0.9 |
36,729 |
10.0 |
|
|
9 |
6,952 |
1.9 |
80,278 |
21.9 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
25,197 |
14.0 |
39,305 |
21.9 |
179,878 |
NON U.S. |
|
49,209 |
27.4 |
4,591 |
2.6 |
|
|
9 |
74,406 |
41.4 |
43,896 |
24.4 |
|
CBT SOYBEAN MEAL |
U.S. |
|
17,386 |
4.1 |
171 |
0.0 |
421,504 |
NON U.S. |
|
32,113 |
7.6 |
814 |
0.2 |
|
|
12 |
49,499 |
11.7 |
985 |
0.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
9,958 |
5.0 |
1,954 |
1.0 |
197,450 |
NON U.S. |
|
24,159 |
12.2 |
12,455 |
6.3 |
|
|
14 |
34,117 |
17.3 |
14,409 |
7.3 |
|
NYME HENRY HUB |
U.S. |
4 |
7,082 |
1.9 |
109,653 |
28.7 |
382,555 |
NON U.S. |
5 |
18,492 |
4.8 |
76,802 |
20.1 |
|
|
9 |
25,574 |
6.7 |
186,455 |
48.7 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
31,846 |
24.0 |
16,220 |
12.2 |
132,940 |
NON U.S. |
5 |
22,070 |
16.6 |
6,148 |
4.6 |
|
|
9 |
53,916 |
40.6 |
22,368 |
16.8 |
|
CBT UST 2Y NOTE |
U.S. |
7 |
19,466 |
0.5 |
10,345 |
0.3 |
3,770,545 |
NON U.S. |
27 |
45,065 |
1.2 |
29,187 |
0.8 |
|
|
34 |
64,531 |
1.7 |
39,532 |
1.0 |
|
CBT UST 10Y NOTE |
U.S. |
5 |
65,492 |
1.4 |
22,318 |
0.5 |
4,620,698 |
NON U.S. |
20 |
54,446 |
1.2 |
96,694 |
2.1 |
|
|
25 |
119,938 |
2.6 |
119,012 |
2.6 |
|
CBT ULTRA UST 10Y |
U.S. |
5 |
62,796 |
3.0 |
9,822 |
0.5 |
2,082,311 |
NON U.S. |
6 |
3,249 |
0.2 |
14,457 |
0.7 |
|
|
11 |
66,045 |
3.2 |
24,279 |
1.2 |
|
CBT UST 5Y NOTE |
U.S. |
7 |
54,895 |
0.9 |
43,746 |
0.8 |
5,797,316 |
NON U.S. |
22 |
61,693 |
1.1 |
47,890 |
0.8 |
|
|
29 |
116,588 |
2.0 |
91,636 |
1.6 |
|
CBT FED FUNDS |
U.S. |
4 |
227,902 |
15.3 |
98,638 |
6.6 |
1,484,841 |
NON U.S. |
22 |
198,052 |
13.3 |
113,828 |
7.7 |
|
|
26 |
425,954 |
28.7 |
212,466 |
14.3 |
|
CME EURO SHORT TERM RATE |
U.S. |
|
1,366 |
4.8 |
208 |
0.7 |
28,248 |
NON U.S. |
|
2,943 |
10.4 |
5,884 |
20.8 |
|
|
11 |
4,309 |
15.3 |
6,092 |
21.6 |
|
CME LEAN HOGS |
U.S. |
|
9,146 |
4.7 |
0 |
0.0 |
196,178 |
NON U.S. |
|
17,257 |
8.8 |
2,760 |
1.4 |
|
|
11 |
26,403 |
13.5 |
2,760 |
1.4 |
|
CME LIVE CATTLE |
U.S. |
|
9,704 |
3.6 |
995 |
0.4 |
269,565 |
NON U.S. |
|
16,455 |
6.1 |
240 |
0.1 |
|
|
10 |
26,159 |
9.7 |
1,235 |
0.5 |
|
CME FEEDER CATTLE |
U.S. |
|
515 |
1.0 |
7 |
0.0 |
50,960 |
NON U.S. |
|
1,063 |
2.1 |
928 |
1.8 |
|
|
5 |
1,578 |
3.1 |
935 |
1.8 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
852 |
2.1 |
788 |
1.9 |
41,009 |
NON U.S. |
|
4,501 |
11.0 |
942 |
2.3 |
|
|
6 |
5,353 |
13.1 |
1,730 |
4.2 |
|
IFED BUTANE OPIS MT BELV NONTET FP |
U.S. |
|
35 |
0.1 |
1,572 |
5.2 |
30,443 |
NON U.S. |
|
418 |
1.4 |
803 |
2.6 |
|
|
7 |
453 |
1.5 |
2,375 |
7.8 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,416 |
7.6 |
58,380 |
NON U.S. |
|
0 |
0.0 |
1,610 |
2.8 |
|
|
6 |
0 |
0.0 |
6,026 |
10.3 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,804 |
1.5 |
1,410 |
1.2 |
118,870 |
NON U.S. |
|
7,894 |
6.6 |
1,080 |
0.9 |
|
|
7 |
9,698 |
8.2 |
2,490 |
2.1 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
208 |
0.5 |
1,746 |
4.5 |
38,947 |
NON U.S. |
|
483 |
1.2 |
480 |
1.2 |
|
|
7 |
691 |
1.8 |
2,226 |
5.7 |
|
NYME PROPANE |
U.S. |
|
3,767 |
2.6 |
5,645 |
3.9 |
146,234 |
NON U.S. |
|
2,413 |
1.7 |
2,900 |
2.0 |
|
|
9 |
6,180 |
4.2 |
8,545 |
5.8 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
594 |
1.3 |
2,922 |
6.6 |
44,213 |
NON U.S. |
|
945 |
2.1 |
2,288 |
5.2 |
|
|
6 |
1,539 |
3.5 |
5,210 |
11.8 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
32 |
0.1 |
1,702 |
3.7 |
45,669 |
NON U.S. |
|
866 |
1.9 |
1,092 |
2.4 |
|
|
6 |
898 |
2.0 |
2,794 |
6.1 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,472 |
10.1 |
24,408 |
NON U.S. |
|
0 |
0.0 |
1,752 |
7.2 |
|
|
5 |
0 |
0.0 |
4,224 |
17.3 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
793 |
4.0 |
270 |
1.4 |
19,964 |
NON U.S. |
|
814 |
4.1 |
1,588 |
8.0 |
|
|
7 |
1,607 |
8.0 |
1,858 |
9.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
6,185 |
1.1 |
13,678 |
2.4 |
572,387 |
NON U.S. |
|
382 |
0.1 |
8,906 |
1.6 |
|
|
6 |
6,567 |
1.1 |
22,584 |
3.9 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
10,568 |
21.8 |
48,463 |
|
6 |
0 |
0.0 |
10,568 |
21.8 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
14,436 |
0.9 |
195,787 |
12.3 |
1,586,914 |
NON U.S. |
12 |
32,397 |
2.0 |
130,768 |
8.2 |
|
|
16 |
46,833 |
3.0 |
326,555 |
20.6 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
5 |
7,543 |
6.0 |
9,351 |
7.4 |
126,163 |
NON U.S. |
6 |
9,389 |
7.4 |
7,169 |
5.7 |
|
|
11 |
16,932 |
13.4 |
16,520 |
13.1 |
|
NYME WTI HOUSTON ARGUS/WTI TR MO |
U.S. |
|
169 |
0.1 |
6,393 |
2.3 |
283,405 |
NON U.S. |
|
130 |
0.0 |
405 |
0.1 |
|
|
5 |
299 |
0.1 |
6,798 |
2.4 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
54 |
0.0 |
27,554 |
12.7 |
217,685 |
NON U.S. |
|
0 |
0.0 |
26,227 |
12.0 |
|
|
6 |
54 |
0.0 |
53,781 |
24.7 |
|
ICUS COCOA |
U.S. |
|
4,189 |
1.3 |
1,641 |
0.5 |
313,986 |
NON U.S. |
|
2,157 |
0.7 |
8,159 |
2.6 |
|
|
9 |
6,346 |
2.0 |
9,800 |
3.1 |
|
NYME PALLADIUM |
U.S. |
4 |
1,943 |
11.9 |
227 |
1.4 |
16,345 |
NON U.S. |
11 |
1,045 |
6.4 |
610 |
3.7 |
|
|
15 |
2,988 |
18.3 |
837 |
5.1 |
|
NYME PLATINUM |
U.S. |
|
1,279 |
1.7 |
18,420 |
24.9 |
73,883 |
NON U.S. |
|
3,486 |
4.7 |
10,717 |
14.5 |
|
|
19 |
4,765 |
6.4 |
29,137 |
39.4 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
16,632 |
2.0 |
26,198 |
3.2 |
826,270 |
NON U.S. |
|
49,093 |
5.9 |
61,491 |
7.4 |
|
|
12 |
65,725 |
8.0 |
87,689 |
10.6 |
|
ICUS COFFEE C |
U.S. |
|
7,328 |
3.3 |
314 |
0.1 |
223,299 |
NON U.S. |
|
12,637 |
5.7 |
15,480 |
6.9 |
|
|
22 |
19,965 |
8.9 |
15,794 |
7.1 |
|
CMX SILVER |
U.S. |
4 |
5,337 |
4.0 |
27,541 |
20.4 |
134,725 |
NON U.S. |
15 |
8,957 |
6.6 |
32,739 |
24.3 |
|
|
19 |
14,294 |
10.6 |
60,280 |
44.7 |
|
CMX COPPER- #1 |
U.S. |
|
11,508 |
6.0 |
1,074 |
0.6 |
190,752 |
NON U.S. |
|
12,600 |
6.6 |
1,088 |
0.6 |
|
|
13 |
24,108 |
12.6 |
2,162 |
1.1 |
|
CMX GOLD |
U.S. |
4 |
18,857 |
3.8 |
66,380 |
13.3 |
500,364 |
NON U.S. |
25 |
30,396 |
6.1 |
87,380 |
17.5 |
|
|
29 |
49,253 |
9.8 |
153,760 |
30.7 |
|
CME CANADIAN DOLLAR |
U.S. |
|
44,036 |
23.9 |
2,496 |
1.4 |
184,476 |
NON U.S. |
|
4,055 |
2.2 |
1,605 |
0.9 |
|
|
6 |
48,091 |
26.1 |
4,101 |
2.2 |
|
CME MEXICAN PESO |
NON U.S. |
|
397 |
0.1 |
9,841 |
3.7 |
268,627 |
|
7 |
397 |
0.1 |
9,841 |
3.7 |
|
CME BRITISH POUND |
U.S. |
|
20,055 |
11.3 |
8,353 |
4.7 |
177,770 |
NON U.S. |
|
4,064 |
2.3 |
1,187 |
0.7 |
|
|
7 |
24,119 |
13.6 |
9,540 |
5.4 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
151,612 |
21.1 |
718,885 |
NON U.S. |
|
10,961 |
1.5 |
16,544 |
2.3 |
|
|
13 |
10,961 |
1.5 |
168,156 |
23.4 |
|
CME BRAZILIAN REAL |
NON U.S. |
8 |
1,413 |
2.2 |
6,485 |
10.0 |
65,029 |
|
8 |
1,413 |
2.2 |
6,485 |
10.0 |
|
NYME GASOLINE RBOB |
U.S. |
|
8,563 |
2.6 |
3,092 |
0.9 |
333,793 |
NON U.S. |
|
10,824 |
3.2 |
2,104 |
0.6 |
|
|
11 |
19,387 |
5.8 |
5,196 |
1.6 |
|
E VIX FUTURES |
U.S. |
|
824 |
0.2 |
1,058 |
0.3 |
335,960 |
NON U.S. |
|
30,463 |
9.1 |
13,806 |
4.1 |
|
|
8 |
31,287 |
9.3 |
14,864 |
4.4 |
|
CBT DJIA x $5 |
U.S. |
4 |
4,605 |
4.5 |
422 |
0.4 |
103,364 |
NON U.S. |
8 |
1,270 |
1.2 |
36,530 |
35.3 |
|
|
12 |
5,875 |
5.7 |
36,952 |
35.7 |
|
CBT DOW JONES U.S. REAL ESTATE IDX |
U.S. |
|
2,412 |
4.6 |
0 |
0.0 |
52,886 |
NON U.S. |
|
0 |
0.0 |
22,956 |
43.4 |
|
|
6 |
2,412 |
4.6 |
22,956 |
43.4 |
|
CME BITCOIN |
NON U.S. |
|
534 |
2.3 |
1,722 |
7.3 |
23,579 |
|
5 |
534 |
2.3 |
1,722 |
7.3 |
|
CME SOFR-3M |
U.S. |
20 |
546,558 |
5.5 |
1,075,489 |
10.9 |
9,854,055 |
NON U.S. |
79 |
968,208 |
9.8 |
565,146 |
5.7 |
|
|
99 |
1,514,766 |
15.4 |
1,640,635 |
16.6 |
|
CME SOFR-1M |
U.S. |
9 |
59,572 |
7.0 |
66,023 |
7.7 |
854,481 |
NON U.S. |
33 |
114,878 |
13.4 |
66,286 |
7.8 |
|
|
42 |
174,450 |
20.4 |
132,309 |
15.5 |
|
ICUS CANOLA |
NON U.S. |
|
2,226 |
1.0 |
1,511 |
0.6 |
233,307 |
|
5 |
2,226 |
1.0 |
1,511 |
0.6 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
874 |
4.6 |
0 |
0.0 |
18,800 |
NON U.S. |
|
2,508 |
13.3 |
5,091 |
27.1 |
|
|
6 |
3,382 |
18.0 |
5,091 |
27.1 |
|
CME E-MINI S&P 500 |
U.S. |
8 |
91,823 |
4.1 |
69,758 |
3.1 |
2,221,215 |
NON U.S. |
22 |
64,225 |
2.9 |
266,644 |
12.0 |
|
|
30 |
156,048 |
7.0 |
336,402 |
15.1 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
NON U.S. |
|
1,382 |
7.2 |
6,069 |
31.5 |
19,275 |
|
5 |
1,382 |
7.2 |
6,069 |
31.5 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
209 |
1.9 |
5,383 |
48.9 |
11,017 |
|
5 |
209 |
1.9 |
5,383 |
48.9 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
898 |
3.4 |
0 |
0.0 |
26,321 |
NON U.S. |
|
0 |
0.0 |
9,427 |
35.8 |
|
|
5 |
898 |
3.4 |
9,427 |
35.8 |
|
CME ADJUSTED INT RATE S&P 500 TOTL |
U.S. |
|
24,050 |
6.3 |
56,151 |
14.8 |
380,406 |
NON U.S. |
|
37,743 |
9.9 |
90,477 |
23.8 |
|
|
9 |
61,793 |
16.2 |
146,628 |
38.5 |
|
CMX ALUMINUM MWP |
U.S. |
|
8,628 |
28.7 |
93 |
0.3 |
30,070 |
NON U.S. |
|
3,433 |
11.4 |
0 |
0.0 |
|
|
5 |
12,061 |
40.1 |
93 |
0.3 |
|
CME NASDAQ MINI |
U.S. |
5 |
20,482 |
7.5 |
1,933 |
0.7 |
272,832 |
NON U.S. |
9 |
19,232 |
7.0 |
63,347 |
23.2 |
|
|
14 |
39,714 |
14.6 |
65,280 |
23.9 |
|
CME RUSSELL E-MINI |
U.S. |
8 |
25,453 |
4.9 |
7,092 |
1.4 |
516,339 |
NON U.S. |
18 |
30,609 |
5.9 |
47,057 |
9.1 |
|
|
26 |
56,062 |
10.9 |
54,149 |
10.5 |
|
ICUS MSCI EAFE |
U.S. |
6 |
22,284 |
5.2 |
15,134 |
3.5 |
432,683 |
NON U.S. |
5 |
391 |
0.1 |
64,771 |
15.0 |
|
|
11 |
22,675 |
5.2 |
79,905 |
18.5 |
|
ICUS MSCI EM INDEX |
U.S. |
6 |
27,080 |
2.5 |
11,637 |
1.1 |
1,085,958 |
NON U.S. |
12 |
40,514 |
3.7 |
95,551 |
8.8 |
|
|
18 |
67,594 |
6.2 |
107,188 |
9.9 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
727 |
0.4 |
21,955 |
11.4 |
192,881 |
NON U.S. |
|
3,954 |
2.0 |
27,388 |
14.2 |
|
|
13 |
4,681 |
2.4 |
49,343 |
25.6 |
|
CME S&P 500 QUARTERLY DIVIDEND IND |
U.S. |
|
2,496 |
5.1 |
0 |
0.0 |
49,345 |
NON U.S. |
|
200 |
0.4 |
10,535 |
21.3 |
|
|
5 |
2,696 |
5.5 |
10,535 |
21.3 |
|