|
REPORT DATE: 11/7/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
13,318 |
2.9 |
1,786 |
0.4 |
453,312 |
NON U.S. |
|
24,847 |
5.5 |
2,000 |
0.4 |
|
|
13 |
38,165 |
8.4 |
3,786 |
0.8 |
|
CBT WHEAT-HRW |
U.S. |
|
8,712 |
3.8 |
1,176 |
0.5 |
227,698 |
NON U.S. |
|
14,159 |
6.2 |
2,414 |
1.1 |
|
|
12 |
22,871 |
10.0 |
3,590 |
1.6 |
|
CBT CORN |
U.S. |
|
49,507 |
3.4 |
583 |
0.0 |
1,436,125 |
NON U.S. |
|
63,169 |
4.4 |
2,766 |
0.2 |
|
|
15 |
112,676 |
7.8 |
3,349 |
0.2 |
|
CBT SOYBEANS |
U.S. |
|
43,006 |
5.9 |
3,956 |
0.5 |
722,948 |
NON U.S. |
|
37,253 |
5.2 |
9,959 |
1.4 |
|
|
14 |
80,259 |
11.1 |
13,915 |
1.9 |
|
IFED CALIF CARBON 23 |
NON U.S. |
|
5,371 |
4.2 |
51,089 |
39.9 |
128,186 |
|
8 |
5,371 |
4.2 |
51,089 |
39.9 |
|
IFED CALIF CARBON ALLOWANCE V2024 |
NON U.S. |
|
4,000 |
3.0 |
34,265 |
25.5 |
134,199 |
|
6 |
4,000 |
3.0 |
34,265 |
25.5 |
|
IFED RGGI V2023 |
NON U.S. |
|
2,630 |
4.3 |
27,433 |
45.3 |
60,603 |
|
5 |
2,630 |
4.3 |
27,433 |
45.3 |
|
CBT SOYBEAN OIL |
U.S. |
|
23,743 |
4.7 |
2,258 |
0.4 |
508,680 |
NON U.S. |
|
36,240 |
7.1 |
79 |
0.0 |
|
|
13 |
59,983 |
11.8 |
2,337 |
0.5 |
|
CBT UST BOND |
U.S. |
7 |
28,286 |
2.1 |
10,207 |
0.7 |
1,362,012 |
NON U.S. |
12 |
5,916 |
0.4 |
37,404 |
2.7 |
|
|
19 |
34,202 |
2.5 |
47,611 |
3.5 |
|
CBT ULTRA UST BOND |
U.S. |
|
6,750 |
0.4 |
4,750 |
0.3 |
1,572,983 |
NON U.S. |
|
1,122 |
0.1 |
5,572 |
0.4 |
|
|
6 |
7,872 |
0.5 |
10,322 |
0.7 |
|
NYME NY HARBOR ULSD |
U.S. |
|
11,981 |
3.9 |
4,211 |
1.4 |
306,918 |
NON U.S. |
|
15,466 |
5.0 |
2,134 |
0.7 |
|
|
13 |
27,447 |
8.9 |
6,345 |
2.1 |
|
IFED NAT GAS ICE LD1 |
U.S. |
5 |
25,857 |
0.4 |
1,733,191 |
26.5 |
6,535,703 |
NON U.S. |
9 |
53,606 |
0.8 |
1,181,699 |
18.1 |
|
|
14 |
79,463 |
1.2 |
2,914,890 |
44.6 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
149,178 |
27.0 |
42,817 |
7.7 |
553,500 |
NON U.S. |
|
77,760 |
14.0 |
7,782 |
1.4 |
|
|
9 |
226,938 |
41.0 |
50,599 |
9.1 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
14,923 |
4.0 |
26,079 |
7.1 |
368,708 |
NON U.S. |
|
37,416 |
10.1 |
0 |
0.0 |
|
|
8 |
52,339 |
14.2 |
26,079 |
7.1 |
|
IFED AECO FIN BASIS |
U.S. |
|
0 |
0.0 |
21,326 |
2.3 |
908,379 |
NON U.S. |
|
13,219 |
1.5 |
506,764 |
55.8 |
|
|
7 |
13,219 |
1.5 |
528,090 |
58.1 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
17,650 |
5.3 |
4,423 |
1.3 |
333,488 |
NON U.S. |
|
7,708 |
2.3 |
3,046 |
0.9 |
|
|
6 |
25,358 |
7.6 |
7,469 |
2.2 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
60,582 |
9.3 |
17,053 |
2.6 |
649,207 |
NON U.S. |
5 |
16,945 |
2.6 |
43,906 |
6.8 |
|
|
9 |
77,527 |
11.9 |
60,959 |
9.4 |
|
IFED WAHA FIN BASIS |
U.S. |
|
4,243 |
1.1 |
104,674 |
26.4 |
395,995 |
NON U.S. |
|
1,186 |
0.3 |
26,340 |
6.7 |
|
|
7 |
5,429 |
1.4 |
131,014 |
33.1 |
|
IFED CIG ROCKIES BASIS |
U.S. |
|
3,178 |
0.9 |
186,919 |
54.7 |
341,648 |
NON U.S. |
|
349 |
0.1 |
16,310 |
4.8 |
|
|
7 |
3,527 |
1.0 |
203,229 |
59.5 |
|
IFED TCO Basis |
U.S. |
|
0 |
0.0 |
76,465 |
42.0 |
181,957 |
NON U.S. |
|
574 |
0.3 |
16,722 |
9.2 |
|
|
7 |
574 |
0.3 |
93,187 |
51.2 |
|
IFED CG Mainline Basis |
U.S. |
|
400 |
0.2 |
40,675 |
17.7 |
230,225 |
NON U.S. |
|
0 |
0.0 |
34,394 |
14.9 |
|
|
5 |
400 |
0.2 |
75,069 |
32.6 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
8,598 |
1.2 |
245,743 |
34.5 |
713,167 |
NON U.S. |
5 |
18,135 |
2.5 |
209,735 |
29.4 |
|
|
9 |
26,733 |
3.7 |
455,478 |
63.9 |
|
IFED HOUSTON SHIP CHANNEL (INDEX) |
U.S. |
|
121,880 |
24.5 |
244 |
0.0 |
497,853 |
NON U.S. |
|
15,260 |
3.1 |
0 |
0.0 |
|
|
5 |
137,140 |
27.5 |
244 |
0.0 |
|
IFED MICHCON BASIS |
U.S. |
|
180 |
0.1 |
28,684 |
11.1 |
259,194 |
NON U.S. |
|
2,081 |
0.8 |
8,708 |
3.4 |
|
|
6 |
2,261 |
0.9 |
37,392 |
14.4 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
4,687 |
1.8 |
61,339 |
22.9 |
267,621 |
NON U.S. |
|
0 |
0.0 |
5,137 |
1.9 |
|
|
5 |
4,687 |
1.8 |
66,476 |
24.8 |
|
IFED NWP SUMAS BASIS |
U.S. |
|
2,351 |
2.9 |
0 |
0.0 |
80,545 |
NON U.S. |
|
20,905 |
26.0 |
242 |
0.3 |
|
|
5 |
23,256 |
28.9 |
242 |
0.3 |
|
IFED ONEOK GAS TRANSPORTATION BASIS |
U.S. |
|
0 |
0.0 |
11,164 |
25.2 |
44,216 |
NON U.S. |
|
2,947 |
6.7 |
3,055 |
6.9 |
|
|
5 |
2,947 |
6.7 |
14,219 |
32.2 |
|
IFED PANHANDLE BASIS |
U.S. |
|
1,951 |
1.7 |
18,885 |
16.0 |
117,808 |
NON U.S. |
|
2,961 |
2.5 |
2,994 |
2.5 |
|
|
6 |
4,912 |
4.2 |
21,879 |
18.6 |
|
IFED TRANSCO STATION 85-ZONE 4 BASI |
U.S. |
|
13,866 |
6.7 |
5,293 |
2.6 |
206,594 |
NON U.S. |
|
10,197 |
4.9 |
0 |
0.0 |
|
|
5 |
24,063 |
11.6 |
5,293 |
2.6 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
18,230 |
5.2 |
203,796 |
58.6 |
347,551 |
NON U.S. |
|
0 |
0.0 |
28,089 |
8.1 |
|
|
6 |
18,230 |
5.2 |
231,885 |
66.7 |
|
NYME NAT GAS NYME |
U.S. |
4 |
38,113 |
3.1 |
39,484 |
3.2 |
1,243,268 |
NON U.S. |
11 |
59,111 |
4.8 |
17,194 |
1.4 |
|
|
15 |
97,224 |
7.8 |
56,678 |
4.6 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
4,327 |
1.2 |
44,628 |
12.3 |
363,985 |
NON U.S. |
7 |
3,277 |
0.9 |
47,149 |
13.0 |
|
|
11 |
7,604 |
2.1 |
91,777 |
25.2 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
29,408 |
17.0 |
31,203 |
18.1 |
172,739 |
NON U.S. |
|
53,568 |
31.0 |
4,152 |
2.4 |
|
|
10 |
82,976 |
48.0 |
35,355 |
20.5 |
|
CBT SOYBEAN MEAL |
U.S. |
|
16,391 |
3.1 |
6 |
0.0 |
530,616 |
NON U.S. |
|
32,788 |
6.2 |
910 |
0.2 |
|
|
11 |
49,179 |
9.3 |
916 |
0.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
7,025 |
3.0 |
1,186 |
0.5 |
231,985 |
NON U.S. |
|
21,885 |
9.4 |
8,663 |
3.7 |
|
|
15 |
28,910 |
12.5 |
9,849 |
4.2 |
|
NYME HENRY HUB |
U.S. |
4 |
7,160 |
1.8 |
120,464 |
29.8 |
404,603 |
NON U.S. |
6 |
20,732 |
5.1 |
86,876 |
21.5 |
|
|
10 |
27,892 |
6.9 |
207,340 |
51.2 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
30,440 |
23.5 |
14,773 |
11.4 |
129,796 |
NON U.S. |
6 |
27,084 |
20.9 |
10,387 |
8.0 |
|
|
10 |
57,524 |
44.3 |
25,160 |
19.4 |
|
CBT UST 2Y NOTE |
U.S. |
7 |
31,589 |
0.8 |
7,872 |
0.2 |
4,157,941 |
NON U.S. |
30 |
51,875 |
1.2 |
23,719 |
0.6 |
|
|
37 |
83,464 |
2.0 |
31,591 |
0.8 |
|
CBT UST 10Y NOTE |
U.S. |
6 |
46,203 |
1.0 |
28,257 |
0.6 |
4,626,236 |
NON U.S. |
23 |
22,833 |
0.5 |
44,724 |
1.0 |
|
|
29 |
69,036 |
1.5 |
72,981 |
1.6 |
|
CBT ULTRA UST 10Y |
U.S. |
5 |
61,841 |
3.1 |
10,410 |
0.5 |
2,011,801 |
NON U.S. |
6 |
6,018 |
0.3 |
16,262 |
0.8 |
|
|
11 |
67,859 |
3.4 |
26,672 |
1.3 |
|
CBT UST 5Y NOTE |
U.S. |
7 |
48,628 |
0.8 |
62,730 |
1.0 |
6,019,834 |
NON U.S. |
23 |
87,508 |
1.5 |
68,570 |
1.1 |
|
|
30 |
136,136 |
2.3 |
131,300 |
2.2 |
|
CBT FED FUNDS |
U.S. |
6 |
240,057 |
13.9 |
162,655 |
9.4 |
1,730,207 |
NON U.S. |
26 |
171,577 |
9.9 |
158,663 |
9.2 |
|
|
32 |
411,634 |
23.8 |
321,318 |
18.6 |
|
CME EURO SHORT TERM RATE |
U.S. |
|
1,445 |
5.2 |
138 |
0.5 |
27,763 |
NON U.S. |
|
2,462 |
8.9 |
6,430 |
23.2 |
|
|
7 |
3,907 |
14.1 |
6,568 |
23.7 |
|
CME LEAN HOGS |
U.S. |
|
8,774 |
4.6 |
0 |
0.0 |
190,827 |
NON U.S. |
|
17,182 |
9.0 |
2,613 |
1.4 |
|
|
11 |
25,956 |
13.6 |
2,613 |
1.4 |
|
CME LIVE CATTLE |
U.S. |
|
9,325 |
3.2 |
0 |
0.0 |
294,449 |
NON U.S. |
|
15,983 |
5.4 |
0 |
0.0 |
|
|
9 |
25,308 |
8.6 |
0 |
0.0 |
|
CME FEEDER CATTLE |
U.S. |
|
598 |
1.2 |
14 |
0.0 |
50,962 |
NON U.S. |
|
745 |
1.5 |
576 |
1.1 |
|
|
5 |
1,343 |
2.6 |
590 |
1.2 |
|
IFED ETHANE, MT. BELV-ENTERPRISE |
U.S. |
|
139 |
0.5 |
1,226 |
4.3 |
28,797 |
NON U.S. |
|
1,890 |
6.6 |
547 |
1.9 |
|
|
5 |
2,029 |
7.0 |
1,773 |
6.2 |
|
IFED BUTANE OPIS MT BELV NONTET FP |
U.S. |
|
45 |
0.1 |
1,333 |
4.4 |
30,507 |
NON U.S. |
|
102 |
0.3 |
564 |
1.8 |
|
|
6 |
147 |
0.5 |
1,897 |
6.2 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
4,519 |
7.7 |
59,055 |
NON U.S. |
|
0 |
0.0 |
1,587 |
2.7 |
|
|
5 |
0 |
0.0 |
6,106 |
10.3 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,412 |
1.2 |
1,134 |
1.0 |
118,794 |
NON U.S. |
|
7,187 |
6.0 |
427 |
0.4 |
|
|
7 |
8,599 |
7.2 |
1,561 |
1.3 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
49 |
0.1 |
1,473 |
2.9 |
51,607 |
NON U.S. |
|
426 |
0.8 |
1,135 |
2.2 |
|
|
7 |
475 |
0.9 |
2,608 |
5.1 |
|
NYME PROPANE |
U.S. |
|
3,313 |
2.2 |
4,201 |
2.8 |
151,982 |
NON U.S. |
|
1,830 |
1.2 |
1,781 |
1.2 |
|
|
8 |
5,143 |
3.4 |
5,982 |
3.9 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
380 |
0.8 |
3,815 |
8.1 |
47,238 |
NON U.S. |
|
959 |
2.0 |
2,805 |
5.9 |
|
|
7 |
1,339 |
2.8 |
6,620 |
14.0 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
245 |
0.4 |
1,849 |
3.0 |
61,635 |
NON U.S. |
|
1,061 |
1.7 |
1,082 |
1.8 |
|
|
7 |
1,306 |
2.1 |
2,931 |
4.8 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,616 |
9.4 |
27,977 |
NON U.S. |
|
98 |
0.4 |
1,877 |
6.7 |
|
|
6 |
98 |
0.4 |
4,493 |
16.1 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
817 |
3.1 |
270 |
1.0 |
26,784 |
NON U.S. |
|
812 |
3.0 |
1,501 |
5.6 |
|
|
6 |
1,629 |
6.1 |
1,771 |
6.6 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
7,253 |
1.2 |
10,144 |
1.7 |
596,499 |
NON U.S. |
|
1,943 |
0.3 |
9,049 |
1.5 |
|
|
7 |
9,196 |
1.5 |
19,193 |
3.2 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
0 |
0.0 |
9,810 |
15.3 |
64,275 |
|
6 |
0 |
0.0 |
9,810 |
15.3 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
14,630 |
0.9 |
201,973 |
12.0 |
1,688,562 |
NON U.S. |
14 |
34,608 |
2.0 |
130,479 |
7.7 |
|
|
18 |
49,238 |
2.9 |
332,452 |
19.7 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
7,809 |
5.3 |
18,483 |
12.5 |
147,533 |
NON U.S. |
6 |
10,730 |
7.3 |
7,986 |
5.4 |
|
|
10 |
18,539 |
12.6 |
26,469 |
17.9 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
169 |
0.1 |
23,140 |
10.6 |
217,738 |
NON U.S. |
|
0 |
0.0 |
24,422 |
11.2 |
|
|
6 |
169 |
0.1 |
47,562 |
21.8 |
|
ICUS COCOA |
U.S. |
|
3,846 |
1.2 |
1,373 |
0.4 |
308,201 |
NON U.S. |
|
3,379 |
1.1 |
11,155 |
3.6 |
|
|
10 |
7,225 |
2.3 |
12,528 |
4.1 |
|
NYME PALLADIUM |
U.S. |
4 |
2,605 |
10.3 |
474 |
1.9 |
25,310 |
NON U.S. |
13 |
1,958 |
7.7 |
87 |
0.3 |
|
|
17 |
4,563 |
18.0 |
561 |
2.2 |
|
NYME PLATINUM |
U.S. |
|
2,110 |
2.9 |
14,503 |
19.7 |
73,613 |
NON U.S. |
|
3,275 |
4.4 |
4,456 |
6.1 |
|
|
21 |
5,385 |
7.3 |
18,959 |
25.8 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,217 |
2.2 |
18,170 |
2.1 |
879,489 |
NON U.S. |
|
39,972 |
4.5 |
67,490 |
7.7 |
|
|
12 |
59,189 |
6.7 |
85,660 |
9.7 |
|
ICUS COFFEE C |
U.S. |
|
8,079 |
4.0 |
62 |
0.0 |
201,099 |
NON U.S. |
|
10,254 |
5.1 |
9,379 |
4.7 |
|
|
19 |
18,333 |
9.1 |
9,441 |
4.7 |
|
CMX SILVER |
U.S. |
4 |
3,883 |
3.0 |
23,950 |
18.3 |
131,073 |
NON U.S. |
19 |
10,197 |
7.8 |
26,678 |
20.4 |
|
|
23 |
14,080 |
10.7 |
50,628 |
38.6 |
|
CMX COPPER- #1 |
U.S. |
|
11,963 |
5.6 |
1,288 |
0.6 |
213,615 |
NON U.S. |
|
13,385 |
6.3 |
1,483 |
0.7 |
|
|
15 |
25,348 |
11.9 |
2,771 |
1.3 |
|
CMX GOLD |
U.S. |
4 |
17,992 |
3.7 |
57,673 |
11.9 |
484,347 |
NON U.S. |
26 |
34,051 |
7.0 |
85,057 |
17.6 |
|
|
30 |
52,043 |
10.7 |
142,730 |
29.5 |
|
CME CANADIAN DOLLAR |
U.S. |
|
74,050 |
37.0 |
19,357 |
9.7 |
200,364 |
NON U.S. |
|
7,095 |
3.5 |
31 |
0.0 |
|
|
7 |
81,145 |
40.5 |
19,388 |
9.7 |
|
CME MEXICAN PESO |
U.S. |
|
0 |
0.0 |
2,312 |
1.1 |
216,534 |
NON U.S. |
|
285 |
0.1 |
5,718 |
2.6 |
|
|
8 |
285 |
0.1 |
8,030 |
3.7 |
|
CME BRITISH POUND |
U.S. |
|
38,202 |
18.0 |
3,724 |
1.8 |
212,730 |
NON U.S. |
|
2,125 |
1.0 |
2,747 |
1.3 |
|
|
5 |
40,327 |
19.0 |
6,471 |
3.0 |
|
CME JAPANESE YEN |
U.S. |
|
57,555 |
22.2 |
115 |
0.0 |
259,698 |
NON U.S. |
|
3,134 |
1.2 |
684 |
0.3 |
|
|
8 |
60,689 |
23.4 |
799 |
0.3 |
|
CME EURO FX |
U.S. |
|
15 |
0.0 |
180,747 |
25.9 |
697,624 |
NON U.S. |
|
14,438 |
2.1 |
5,524 |
0.8 |
|
|
14 |
14,453 |
2.1 |
186,271 |
26.7 |
|
CME BRAZILIAN REAL |
NON U.S. |
|
1,111 |
1.8 |
17,760 |
28.8 |
61,594 |
|
7 |
1,111 |
1.8 |
17,760 |
28.8 |
|
NYME GASOLINE RBOB |
U.S. |
|
9,088 |
2.9 |
3,344 |
1.1 |
317,633 |
NON U.S. |
|
10,923 |
3.4 |
1,396 |
0.4 |
|
|
9 |
20,011 |
6.3 |
4,740 |
1.5 |
|
CME NZ DOLLAR |
U.S. |
|
16,341 |
32.0 |
0 |
0.0 |
51,001 |
NON U.S. |
|
4,084 |
8.0 |
354 |
0.7 |
|
|
5 |
20,425 |
40.0 |
354 |
0.7 |
|
E VIX FUTURES |
U.S. |
|
2,233 |
0.6 |
6,532 |
1.7 |
374,777 |
NON U.S. |
|
28,672 |
7.7 |
5,570 |
1.5 |
|
|
9 |
30,905 |
8.2 |
12,102 |
3.2 |
|
CBT DJIA x $5 |
U.S. |
4 |
2,319 |
2.2 |
711 |
0.7 |
103,306 |
NON U.S. |
7 |
12,729 |
12.3 |
5,784 |
5.6 |
|
|
11 |
15,048 |
14.6 |
6,495 |
6.3 |
|
CBT DOW JONES U.S. REAL ESTATE IDX |
U.S. |
|
2,557 |
6.3 |
0 |
0.0 |
40,688 |
NON U.S. |
|
0 |
0.0 |
16,554 |
40.7 |
|
|
5 |
2,557 |
6.3 |
16,554 |
40.7 |
|
CME BITCOIN |
NON U.S. |
|
164 |
0.8 |
2,555 |
11.7 |
21,749 |
|
5 |
164 |
0.8 |
2,555 |
11.7 |
|
CME SOFR-3M |
U.S. |
20 |
775,360 |
7.3 |
1,210,661 |
11.4 |
10,599,743 |
NON U.S. |
82 |
1,060,088 |
10.0 |
825,763 |
7.8 |
|
|
102 |
1,835,448 |
17.3 |
2,036,424 |
19.2 |
|
CME SOFR-1M |
U.S. |
10 |
131,884 |
16.6 |
95,338 |
12.0 |
795,095 |
NON U.S. |
34 |
121,780 |
15.3 |
114,788 |
14.4 |
|
|
44 |
253,664 |
31.9 |
210,126 |
26.4 |
|
ICUS CANOLA |
U.S. |
|
405 |
0.1 |
0 |
0.0 |
275,435 |
NON U.S. |
|
2,673 |
1.0 |
2,120 |
0.8 |
|
|
7 |
3,078 |
1.1 |
2,120 |
0.8 |
|
CME E-MINI S&P CONSU STAPLES INDEX |
U.S. |
|
1,919 |
8.4 |
0 |
0.0 |
22,911 |
NON U.S. |
|
514 |
2.2 |
9,932 |
43.4 |
|
|
7 |
2,433 |
10.6 |
9,932 |
43.4 |
|
CME E-MINI S&P 500 |
U.S. |
9 |
95,505 |
4.4 |
19,161 |
0.9 |
2,177,947 |
NON U.S. |
21 |
66,331 |
3.0 |
154,580 |
7.1 |
|
|
30 |
161,836 |
7.4 |
173,741 |
8.0 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
650 |
1.8 |
36,665 |
NON U.S. |
|
2,650 |
7.2 |
20,670 |
56.4 |
|
|
6 |
2,650 |
7.2 |
21,320 |
58.1 |
|
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
|
0 |
0.0 |
533 |
4.1 |
12,956 |
NON U.S. |
|
2,193 |
16.9 |
6,496 |
50.1 |
|
|
5 |
2,193 |
16.9 |
7,029 |
54.3 |
|
CME E-MINI S&P INDUSTRIAL INDEX |
U.S. |
|
1,513 |
10.1 |
0 |
0.0 |
15,045 |
NON U.S. |
|
321 |
2.1 |
10,677 |
71.0 |
|
|
5 |
1,834 |
12.2 |
10,677 |
71.0 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
0 |
0.0 |
758 |
4.9 |
15,497 |
NON U.S. |
|
205 |
1.3 |
12,723 |
82.1 |
|
|
7 |
205 |
1.3 |
13,481 |
87.0 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
2,765 |
9.0 |
0 |
0.0 |
30,808 |
NON U.S. |
|
8,854 |
28.7 |
7,785 |
25.3 |
|
|
7 |
11,619 |
37.7 |
7,785 |
25.3 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
0 |
0.0 |
28,996 |
52.6 |
55,106 |
NON U.S. |
|
3,198 |
5.8 |
2,500 |
4.5 |
|
|
5 |
3,198 |
5.8 |
31,496 |
57.2 |
|
CME E-MINI S&P COMMUNICATION INDEX |
U.S. |
|
0 |
0.0 |
333 |
4.3 |
7,751 |
NON U.S. |
|
214 |
2.8 |
3,790 |
48.9 |
|
|
6 |
214 |
2.8 |
4,123 |
53.2 |
|
CME E-MINI S&P REAL ESTATE INDEX |
NON U.S. |
|
0 |
0.0 |
4,430 |
59.1 |
7,502 |
|
5 |
0 |
0.0 |
4,430 |
59.1 |
|
CME ADJUSTED INT RATE S&P 500 TOTL |
U.S. |
|
23,550 |
5.9 |
69,837 |
17.6 |
397,260 |
NON U.S. |
|
48,463 |
12.2 |
99,635 |
25.1 |
|
|
9 |
72,013 |
18.1 |
169,472 |
42.7 |
|
CME THREE-MONTH BLOOMBERG ST BANK |
U.S. |
|
0 |
0.0 |
1,954 |
65.5 |
2,982 |
NON U.S. |
|
33 |
1.1 |
152 |
5.1 |
|
|
5 |
33 |
1.1 |
2,106 |
70.6 |
|
CMX ALUMINUM MWP |
U.S. |
|
9,300 |
32.3 |
0 |
0.0 |
28,788 |
NON U.S. |
|
3,504 |
12.2 |
0 |
0.0 |
|
|
5 |
12,804 |
44.5 |
0 |
0.0 |
|
CME NASDAQ MINI |
U.S. |
5 |
15,545 |
5.8 |
1,212 |
0.5 |
268,597 |
NON U.S. |
15 |
18,608 |
6.9 |
29,137 |
10.8 |
|
|
20 |
34,153 |
12.7 |
30,349 |
11.3 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
66,276 |
34.4 |
0 |
0.0 |
192,496 |
NON U.S. |
|
21,612 |
11.2 |
770 |
0.4 |
|
|
5 |
87,888 |
45.7 |
770 |
0.4 |
|
CME RUSSELL E-MINI |
U.S. |
8 |
25,154 |
4.6 |
4,909 |
0.9 |
546,859 |
NON U.S. |
17 |
32,866 |
6.0 |
12,864 |
2.4 |
|
|
25 |
58,020 |
10.6 |
17,773 |
3.3 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
NON U.S. |
|
1,505 |
2.6 |
2,696 |
4.6 |
57,996 |
|
5 |
1,505 |
2.6 |
2,696 |
4.6 |
|
ICUS MSCI EAFE |
U.S. |
7 |
16,139 |
4.0 |
14,250 |
3.6 |
400,042 |
NON U.S. |
6 |
775 |
0.2 |
60,188 |
15.0 |
|
|
13 |
16,914 |
4.2 |
74,438 |
18.6 |
|
ICUS MSCI EM INDEX |
U.S. |
6 |
23,045 |
2.3 |
24,799 |
2.5 |
1,008,373 |
NON U.S. |
11 |
16,371 |
1.6 |
65,874 |
6.5 |
|
|
17 |
39,416 |
3.9 |
90,673 |
9.0 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
527 |
0.2 |
24,032 |
9.4 |
255,852 |
NON U.S. |
|
14,918 |
5.8 |
43,106 |
16.8 |
|
|
14 |
15,445 |
6.0 |
67,138 |
26.2 |
|
CME S&P 500 QUARTERLY DIVIDEND IND |
U.S. |
|
4,606 |
10.3 |
0 |
0.0 |
44,855 |
NON U.S. |
|
976 |
2.2 |
14,195 |
31.6 |
|
|
5 |
5,582 |
12.4 |
14,195 |
31.6 |
|