From 12d9f9eef26fee6fbf79f8baf8da9ef8b32b6513 Mon Sep 17 00:00:00 2001 From: Robert Carver Date: Thu, 8 Feb 2024 13:33:04 +0000 Subject: [PATCH] Revert "Updating commissions and spreadcosts based on my observations" --- data/futures/csvconfig/instrumentconfig.csv | 160 +++--- data/futures/csvconfig/spreadcosts.csv | 529 ++++++++++---------- 2 files changed, 342 insertions(+), 347 deletions(-) diff --git a/data/futures/csvconfig/instrumentconfig.csv b/data/futures/csvconfig/instrumentconfig.csv index bbd13110fa..1bc1b007e3 100644 --- a/data/futures/csvconfig/instrumentconfig.csv +++ b/data/futures/csvconfig/instrumentconfig.csv @@ -1,23 +1,23 @@ Instrument,Description,Pointsize,Currency,AssetClass,PerBlock,Percentage,PerTrade,Region 30YRCONF,ICE U.S. Conforming 30-year Fixed Mortgage Rate Lock Weighted APR,5000,USD,Bond,0,0,0,US 30YRJUMBO,ICE U.S.Jumbo 30-year Fixed Mortgage Rate Lock Weighted APR,5000,USD,Bond,0,0,0,US -AEX,Netherlands equity index AEX,200,EUR,Equity,3,0,0,EMEA +AEX,Netherlands equity index AEX,200,EUR,Equity,2.8,0,0,EMEA AEX_mini,AEX mini,20,EUR,Equity,0.2,0,0,EMEA ALUMINIUM,NYMEX Aluminum Index,25,USD,Metals,1.5,0,0,US -ALUMINIUM_LME,High-Grade Primary Aluminium,25,USD,Metals,7.3,0,0,EMEA +ALUMINIUM_LME,High-Grade Primary Aluminium,25,USD,Metals,0,0,0,EMEA AMERIBOR-1M,CBOE One-Month AMERIBOR Average Rate Index,50,USD,STIR,0,0,0,US AMERIBOR-3M,CBOE AMERIBOR Term-90,25,USD,STIR,0,0,0,US AMERIBOR-T30,Cboe AMERIBOR Term-30 Futures Index,25,USD,STIR,0,0,0,US AMX,AMX INDEX,50,EUR,Equity,0,0,0,EMEA -ASX,Australian equity index ASX200,25,AUD,Equity,5,0,0,ASIA +ASX,Australian equity index ASX200,25,AUD,Equity,0,0,0,ASIA ATX,ATX - Austrian Traded Index - DTB,10,EUR,Equity,0,0,0,EMEA AUD,AUDUSD currency,100000,USD,FX,2.47,0,0,US +AUD_micro,AUDUSD micro,10000,USD,FX,0.85,0,0,US AUD-ICE,AUD.USD,100000,USD,FX,0,0,0,US AUD-SGX,SGX Australian Dollar in US Dollar Futures,25000,USD,FX,2.85,0,0,ASIA AUDCAD,Australlian dollar CAD,200000,CAD,FX,0,0,0,US AUDJPY,Australlian dollar Yen CME,200000,JPY,FX,85,0,0,US AUDJPY-SGX,SGX Australian Dollar in Japanese Yen Futures,25000,JPY,FX,285,0,0,ASIA -AUD_micro,AUDUSD micro,10000,USD,FX,0.85,0,0,US AUSCASH,30 Day Interbank Cash Rate,2466,AUD,STIR,4.5,0,0,ASIA BARLEY,Barley Futures (ASX),20,AUD,Ags,0,0,0,ASIA BB3M,Three-Month Bloomberg Short-Term Bank Yield,2500,USD,Bond,2.85,0,0,US @@ -34,8 +34,8 @@ BOVESPA,Bovespa Index - USD,1,USD,Equity,0.85,0,0,US BOVESPA-HK,Brazil Bovespa Stock Index HK,5,HKD,Equity,0,0,0,ASIA BRE,BREUSD currency,100000,USD,FX,2.47,0,0,US BRENT,NYMEX Brent Financial Futures Index,1000,USD,OilGas,0.85,0,0,US +BRENT_W,Brent crude summer,1000,USD,OilGas,0,0,0,EMEA BRENT-LAST,Brent Crude Oil - Last Day,1000,USD,OilGas,2.47,0,0,US -BRENT_W,Brent crude summer,1000,USD,OilGas,2.4,0,0,EMEA BRR,CME CF Bitcoin Reference Rate,5,USD,Metals,0,0,0,US BRREUR,CME CF Bitcoin-Euro Reference Rate,5,EUR,Metals,0,0,0,US BTP,Italian 10 year bond BTP,1000,EUR,Bond,2,0,0,EMEA @@ -46,28 +46,28 @@ BUTTER,CME Cash-Settled Butter Futures,200,USD,Ags,0.85,0,0,US BUXL,German Buxl 15 to 30 year bond,1000,EUR,Bond,2,0,0,EMEA CAC,French equity index CAC40,10,EUR,Equity,2,0,0,EMEA CAD,CADUSD currency,100000,USD,FX,2.47,0,0,US -CAD10,Canadian 10 year bond,1000,CAD,Bond,2.4,0,0,US -CAD2,Canadian 2 year bond,1000,CAD,Bond,2.4,0,0,US -CAD5,Canadian 5 year bond,1000,CAD,Bond,2.4,0,0,US +CAD_micro,CADUSD_micro,10000,USD,FX,0.85,0,0,US +CAD10,Canadian 10 year bond,1000,CAD,Bond,2,0,0,US +CAD2,Canadian 2 year bond,1000,CAD,Bond,2,0,0,US +CAD5,Canadian 5 year bond,1000,CAD,Bond,2,0,0,US CADJPY,CAD.JPY,200000,JPY,FX,0,0,0,US CADJPY2,CAD.JPY,200000,JPY,FX,0,0,0,US CADSTIR,Canadian STIR Bank acceptance,2500,CAD,STIR,2,0,0,US -CAD_micro,CADUSD_micro,10000,USD,FX,0.85,0,0,US CAN-ENERGY,S&P TSE CAN Energy Index,200,CAD,Sector,0,0,0,US CAN-FINANCE,S&P TSE CAN Financials Index,200,CAD,Sector,0,0,0,US CAN-GOLD,S&P TSE CAN Gold Index,200,CAD,Sector,0,0,0,US CAN-TECH,S&P TSE CAN Info Tech Index,500,CAD,Sector,0,0,0,US CANNABIS_small,Small Cannabis,100,USD,Ags,0,0,0,US -CANOLA,Rapeseed (Canola) in CAD,20,CAD,Ags,2.4,0,0,US +CANOLA,Rapeseed (Canola) in CAD,20,CAD,Ags,2,0,0,US CETES,91 Day Treasury Bill,1000,MXP,STIR,0,0,0,US CH10,Swiss Federal Long-Term Bonds,1000,CHF,Bond,4,0,0,EMEA CHEESE,Cheese,20000,USD,Ags,0.85,0,0,US CHF,CHFUSD currency,125000,USD,FX,1.5,0,0,US +CHF_micro,CHFUSD micro,12500,USD,FX,0.85,0,0,US CHFJPY,CHFJPY,250000,JPY,FX,85,0,0,US CHFJPY-ICE,CHFJPY,250000,JPY,FX,85,0,0,US -CHF_micro,CHFUSD micro,12500,USD,FX,0.85,0,0,US -CHINA120,CES China 120 Index,50,HKD,Equity,20,0,0,ASIA -CHINAA-CON,MSCI China A 50 Connect Index,25,USD,Equity,2.4,0,0,ASIA +CHINA120,CES China 120 Index,50,HKD,Equity,0,0,0,ASIA +CHINAA-CON,MSCI China A 50 Connect Index,25,USD,Equity,0,0,0,ASIA CLP,Chilean peso,50000000,USD,FX,0.85,0,0,US CNH,SGX US Dollar in offshore Chinese Renminbi (CNH),100000,CNH,FX,11.2,0,0,ASIA CNH-CME,CNHUSD on CME,1000000,USD,FX,0,0,0,US @@ -79,16 +79,16 @@ COAL,ICE Rotterdam Coal,1000,USD,OilGas,0,0,0,EMEA COAL-GEORDIE,ICE Coals to Newcastle,1000,USD,OilGas,0,0,0,EMEA COAL-RICH-BAY,ICE Richards Bay Coal,1000,USD,OilGas,0,0,0,EMEA COCOA,Cocoa NY,10,USD,Ags,3,0,0,US -COCOA_LDN,Cocoa London,10,GBP,Ags,1.7,0,0,EMEA +COCOA_LDN,Cocoa London,10,GBP,Ags,0,0,0,EMEA COFFEE,Coffee,375,USD,Ags,3,0,0,US COPPER,Copper,25000,USD,Metals,2.42,0,0,US +COPPER_LME,Grade A Copper - LME,25,USD,Metals,0,0,0,EMEA COPPER-micro,Copper micro,2500,USD,Metals,0.85,0,0,US COPPER-mini,COMEX MINY Copper,12500,USD,Metals,0.85,0,0,US -COPPER_LME,Grade A Copper - LME,25,USD,Metals,7.3,0,0,EMEA CORN,Corn,50,USD,Ags,2.92,0,0,US +CORN_mini,Corn mini,10,USD,Ags,2.9,0,0,US CORN-EURO,Corn,50,EUR,Ags,2,0,0,US CORN-JPN,Corn - Japan,50000,JPY,Ags,0,0,0,ASIA -CORN_mini,Corn mini,10,USD,Ags,2.9,0,0,US CORRA,3 Month CORRA,2500,CAD,STIR,2,0,0,US COTTON,NYMEX Cotton index,50000,USD,Ags,0.85,0,0,US COTTON2,Cotton #2,500,USD,Ags,3,0,0,US @@ -105,8 +105,8 @@ DIVDAX-DIVI2,DAX Dividend Points Index,100,EUR,Equity,0,0,0,EMEA DJSTX-SMALL,Dow Jones STOXX Small 200 Index,50,EUR,Equity,2,0,0,EMEA DJUBS,Dow Jones-UBS Commodity Index,250,EUR,Ags,0,0,0,EMEA DOW,Micro E-Mini Dow Jones Industrial Average Index,0.5,USD,Equity,0.57,0,0,US -DOW_YEN,OSE Dow Jones Industrial Average,100,JPY,Equity,0,0,0,ASIA DOW_mini,Mini Sized Dow Jones Industrial Average $5,5,USD,Equity,0.85,0,0,US +DOW_YEN,OSE Dow Jones Industrial Average,100,JPY,Equity,0,0,0,ASIA DX,US Dollar Index,1000,USD,FX,2.2,0,0,US EDOLLAR,US STIR Eurodollar,2500,USD,Bond,2.11,0,0,US EPRA-EURO,FTSE EPRA-NAREIT Euro Zone,10,EUR,Housing,2,0,0,EMEA @@ -158,11 +158,13 @@ EU-TECH,Dow Jones STOXX 600 Technology,50,EUR,Sector,2,0,0,EMEA EU-TELECOM,Dow Jones STOXX 600 Telecommunications,50,EUR,Sector,0,0,0,EMEA EU-TRAVEL,Dow Jones STOXX 600 Travel & Leisure,50,EUR,Sector,2,0,0,EMEA EU-UTILS,Dow Jones STOXX 600 Utilities,50,EUR,Sector,2,0,0,EMEA -EUA,ECX EU carbon emissions allowance futures,1000,EUR,OilGas,6,0,0,EMEA +EUA,ECX EU carbon emissions allowance futures,1000,EUR,OilGas,3,0,0,EMEA EUIRS10,10 year euro swapnote,1000,EUR,Bond,0,0,0,EMEA EUIRS2,2 Year euro swapnote,1000,EUR,Bond,0,0,0,EMEA EUIRS5,5 year euro swapnote,1000,EUR,Bond,0,0,0,EMEA EUR,EURUSD currency,125000,USD,FX,2.47,0,0,US +EUR_micro,EURUSD micro,12500,USD,FX,0.85,0,0,US +EUR_mini,EURUSD mini,62500,USD,FX,0.85,0,0,US EUR-ICE,EUR.USD,125000,USD,FX,0,0,0,US EURAUD,EURAUD,125000,AUD,FX,2.85,0,0,US EURAUD-ICE,EUR.AUD,125000,AUD,FX,0,0,0,US @@ -177,7 +179,7 @@ EURIBOR-ICE,3 Month EURIBOR Interest Rate,2500,EUR,Bond,0,0,0,EMEA EURINR,EURINR,1000,INR,FX,0,0,0,ASIA EURMXP,EURMXP,10000,MXP,FX,0,0,0,US EURO600,Dow Jones STOXX 600 Index,50,EUR,Equity,2,0,0,EMEA -EURO600-ESG,STOXX Europe 600 ESG-X,100,EUR,Equity,2,0,0,EMEA +EURO600-ESG,STOXX Europe 600 ESG-X,100,EUR,Equity,0,0,0,EMEA EUROFIRST100,FTSEurofirst 80 NEW,10,EUR,Equity,0,0,0,EMEA EUROFIRST80,FTSEurofirst 80 NEW,10,EUR,Equity,0,0,0,EMEA EUROSTX,European equity index EUROSTOXX50,10,EUR,Equity,2,0,0,EMEA @@ -188,9 +190,7 @@ EUROSTX-MID,Euro Stoxx Mid,50,EUR,Equity,2,0,0,EMEA EUROSTX-PRICE,Dow Jones Euro STOXX Price Index,50,EUR,Equity,2,0,0,EMEA EUROSTX-SMALL,Euro Stoxx Small,50,EUR,Equity,2,0,0,EMEA EUROSTX200-LARGE,Dow Jones STOXX Large 200 Index,50,EUR,Sector,2,0,0,EMEA -EUR_micro,EURUSD micro,12500,USD,FX,0.85,0,0,US -EUR_mini,EURUSD mini,62500,USD,FX,0.85,0,0,US -FANG,NYSE FANG index,5,USD,Equity,0.85,0,0,US +FANG,NYSE FANG index,5,USD,Equity,0,0,0,US FED,30 Day Fed Funds,4167,USD,Bond,0.85,0,0,US FEEDCOW,Feeder cattle,500,USD,Ags,2.9,0,0,US FTSE100,FTSE100 Index,10,GBP,Equity,1.7,0,0,EMEA @@ -204,17 +204,18 @@ FTSECHINAH,FTSE China H50,2,USD,Equity,2.85,0,0,ASIA FTSEINDO,FTSE Indonesia Index,5,USD,Equity,1.5,0,0,ASIA FTSETAIWAN,FTSE Taiwan RIC Capped Price Return TWD Index,40,USD,Equity,1.5,0,0,ASIA FTSEVIET,FTSE Vietnam 30 Price Return Index,5,USD,Equity,1.5,0,0,ASIA +GAS_NL,Dutch TTF Natural Gas Futures,1,EUR,OilGas,0,0,0,EMEA +GAS_UK,Natural gas UK,31000,GBP,OilGas,0,0,0,EMEA +GAS_US,Natural gas US,10000,USD,OilGas,2.31,0,0,US +GAS_US_mini,Natural gas US mini,2500,USD,OilGas,1.37,0,0,US GAS-LAST,Natural Gas Last Day Financial Futures Index,10000,USD,OilGas,1.5,0,0,US GAS-PEN,Natural Gas Penultimate Financial Futures Index,10000,USD,OilGas,0.85,0,0,US -GASOIL,ICE-EU Low Sulphur Gasoil,100,USD,OilGas,2.4,0,0,EMEA +GASOIL,ICE-EU Low Sulphur Gasoil,100,USD,OilGas,1.7,0,0,EMEA GASOILINE,RBOB Gasoline US,42000,USD,OilGas,2.37,0,0,US GASOILINE_ICE,ICE NYH RBOB Gasoline,42000,USD,OilGas,0,0,0,EMEA GASOILINE_micro,NYMEX micro Gasoline RBOB Index,4200,USD,OilGas,0.85,0,0,US -GAS_NL,Dutch TTF Natural Gas Futures,744,EUR,OilGas,5,0,0,EMEA -GAS_UK,Natural gas UK,31000,GBP,OilGas,2.4,0,0,EMEA -GAS_US,Natural gas US,10000,USD,OilGas,2.31,0,0,US -GAS_US_mini,Natural gas US mini,2500,USD,OilGas,1.37,0,0,US GBP,GBPUSD currency,62500,USD,FX,2.47,0,0,US +GBP_micro,GBPUSD_micro,6250,USD,FX,0.85,0,0,US GBP-ICE,GBP.USD,62500,USD,FX,0,0,0,US GBPCHF,GBPCHF,125000,CHF,FX,3,0,0,US GBPCHF-ICE,GBP.CHF,125000,CHF,FX,0,0,0,US @@ -223,13 +224,13 @@ GBPEUR-ICE,GBP,125000,GBP,FX,0,0,0,US GBPINR,GBPINR,1000,INR,FX,0,0,0,ASIA GBPJPY,GBPJPY,125000,JPY,FX,85,0,0,US GBPJPY-ICE,GBP.JPY,125000,JPY,FX,0,0,0,US -GBP_micro,GBPUSD_micro,6250,USD,FX,0.85,0,0,US GICS,S&P-GSCI Index,250,USD,Ags,2.85,0,0,US GICS-EXCESS,S&P GSCI Excess Return Index,100,USD,CommodityIndex,0,0,0,US -GILT,UK 10 year bonds Long Gilt,1000,GBP,Bond,1.7,0,0,EMEA +GILT,UK 10 year bonds Long Gilt,1000,GBP,Bond,0,0,0,EMEA GILT2,Short gilt,1000,GBP,Bond,0,0,0,EMEA GILT5,Medium gilt,1000,GBP,Bond,0,0,0,EMEA GOLD,Gold,100,USD,Metals,2.31,0,0,US +GOLD_micro,Gold micro,10,USD,Metals,0.77,0,0,US GOLD-CHINA,Shanghai Gold Exchange Gold Benchmark PM Price Index - CNH Futures,1000,CNH,Metals,0.85,0,0,US GOLD-CHINA-USD,Shanghai Gold Exchange Gold Benchmark PM Price Index - USD Futures,32.15,USD,Metals,0,0,0,US GOLD-CN-HK,CNH Gold Futures in HK,1000,CNH,Metals,0,0,0,ASIA @@ -237,22 +238,21 @@ GOLD-HK,USD Gold futures in HK,1000,USD,Metals,0,0,0,ASIA GOLD-JPN,Gold (Standard) - Japan,1000,JPY,Metals,0,0,0,ASIA GOLD-JPN_mini,Gold (Mini) - Japan,100,JPY,Metals,0,0,0,ASIA GOLD-mini,Gold mini,50,USD,Metals,0.85,0,0,US -GOLD_micro,Gold micro,10,USD,Metals,0.77,0,0,US -HANG,Hong Kong equity index Hang Seng,50,HKD,Equity,30,0,0,ASIA +HANG,Hong Kong equity index Hang Seng,50,HKD,Equity,0,0,0,ASIA +HANG_mini,Hong Kong equity index Hang Seng mini,10,HKD,Equity,0,0,0,ASIA HANG-DIV,HSI Dividend Point Index,50,HKD,Equity,0,0,0,ASIA -HANG-TECH,Hang Seng TECH Index,50,HKD,Equity,20,0,0,ASIA -HANGENT,Hang Seng China Enterprise Index,50,HKD,Equity,20,0,0,ASIA +HANGTECH,Hang Seng TECH Index,50,HKD,Equity,0,0,0,ASIA +HANGENT,Hang Seng China Enterprise Index,50,HKD,Equity,0,0,0,ASIA +HANGENT_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,0,0,0,ASIA HANGENT-GTR,Hang Seng China Enterprises Gross Total Return Index,50,HKD,Equity,0,0,0,ASIA HANGENT-NTR,Hang Seng China Enterprises Net Total Return Index,50,HKD,Equity,0,0,0,ASIA -HANGENT_mini,Hang Seng China Enterprise Index mini,10,HKD,Equity,0,0,0,ASIA -HANG_mini,Hong Kong equity index Hang Seng mini,10,HKD,Equity,17,0,0,ASIA HEAT-DEG-AMS,Amsterdam Schiphol Heating Degree Day Index,20,GBP,Weather,0,0,0,US HEAT-DEG-LON,London Heating Degree Day Index,20,GBP,Weather,0,0,0,US HEAT-DEG-NY,New York Heating Day Degree Index,20,USD,Weather,0,0,0,US HEATOIL,Heating oil,42000,USD,OilGas,2.37,0,0,US -HEATOIL-ICE,ICE HEATING OIL,42000,USD,OilGas,2.4,0,0,EMEA -HEATOIL-mini,NYMEX MINY Heating Oil Index,21000,USD,OilGas,0.85,0,0,US HEATOIL_micro,Micro NY Harbor ULSD,4200,USD,OilGas,0,0,0,US +HEATOIL-ICE,ICE HEATING OIL,42000,USD,OilGas,0,0,0,EMEA +HEATOIL-mini,NYMEX MINY Heating Oil Index,21000,USD,OilGas,0.85,0,0,US HIBOR,3 Month HIBOR Interest Rate,5000000,HKD,STIR,0,0,0,ASIA HIGHYIELD,iBoxx iShares $ High Yield Corporate Bond Index TR,1000,USD,Bond,0.85,0,0,US HOUSE-BO,Boston Housing Index,250,USD,Housing,0.85,0,0,US @@ -269,52 +269,52 @@ HOUSE-US,Housing Index Composite,250,USD,Housing,0.85,0,0,US HSCEI-DIV,HSCEI Dividend Point Index,50,HKD,Equity,0,0,0,ASIA HUF,Hungarian forint,30000000,USD,FX,0.85,0,0,US HUFEUR,HUFEUR,30000000,EUR,FX,0,0,0,US -IBEX,Spanish equity index IBEX,10,EUR,Equity,3,0,0,EMEA IBEX_mini,IBEX 35 mini,1,EUR,Equity,0,0,0,EMEA +IBEX,Spanish equity index IBEX,10,EUR,Equity,0,0,0,EMEA IG,iBoxx iShares $ Investment Grade Corporate Bond Index TR,1000,USD,Bond,0.85,0,0,US IND-BANK,Nifty Bank,1,INR,Equity,0,0,0,ASIA IND-FIN,NSE Nifty Financial Services Index Futures,1,INR,Equity,0,0,0,ASIA INR,Indian Rupee,500,USD,FX,2.47,0,0,US +INR-micro,Indian Rupee,100,USD,FX,0.85,0,0,US INR-SGX,SGX Indian Rupee in US Dollar Futures,200,USD,FX,4.5,0,0,ASIA INR-SGX1,SGX USD-INR (USD) Futures,1000,USD,FX,0,0,0,ASIA INR-SGX2,SGX USD/INR (USD) Month-end,1000,USD,FX,0,0,0,ASIA -INR-micro,Indian Rupee,100,USD,FX,0.85,0,0,US IPC,Mexico Bolsa (IPC) Index,2,MXP,Equity,0,0,0,US IRON,SGX TSI Iron Ore Futures,100,USD,Metals,3.25,0,0,ASIA IRON-CME,Iron Ore 62% Fe CFR China (TSI) Futures,500,USD,Metals,0,0,0,US IRON-HK,TSI Iron Ore Fines 62% Fe CFR China Index (HKFE),100,USD,Metals,0,0,0,ASIA IRS,Israeli shekel,1000000,USD,FX,0.85,0,0,US JGB,Standardized 6% 10-Year Japanese Government Bond,1000000,JPY,Bond,500,0,0,ASIA -JGB-SGX-mini,SGX Mini JGB Index,100000,JPY,Bond,85,0,0,ASIA JGB-mini,Mini 10 Year JGB,100000,JPY,Bond,85,0,0,ASIA +JGB-SGX-mini,SGX Mini JGB Index,100000,JPY,Bond,85,0,0,ASIA JP-REALESTATE,TSE REIT Index,1000,JPY,Sector,500,0,0,ASIA JPY,JPYUSD currency,12500000,USD,FX,2.47,0,0,US +JPY_micro,USD.JPY,10000,JPY,FX,0,0,0,US +JPY_mini,JPYUSD mini,6250000,USD,FX,0.85,0,0,US JPY-SGX,SGX US Dollar in Japanese Yen Futures (Standard),100000,JPY,FX,300,0,0,ASIA JPY-SGX-TITAN,SGX US Dollar in Japanese Yen Futures (Titan),500000,JPY,FX,360,0,0,ASIA JPYINR,JPYINR,100000,INR,FX,0,0,0,ASIA -JPY_micro,USD.JPY,10000,JPY,FX,0,0,0,US -JPY_mini,JPYUSD mini,6250000,USD,FX,0.85,0,0,US KOSDAQ,KOSDAQ 150 Index,10000,KRW,Equity,2000,0,0,ASIA KOSPI,Korean equity index KOSPI,250000,KRW,Equity,0,0.0004,0,ASIA -KOSPI300,KOSPI300 Index,50000,KRW,Equity,0,0,0,ASIA KOSPI_mini,KOSPI mini,50000,KRW,Equity,8500,0,0,ASIA -KR10,Korean 10 year bond,1000000,KRW,Bond,0,4.00E-05,0,ASIA -KR3,Korean 3 year bond,1000000,KRW,Bond,0,4.00E-05,0,ASIA +KOSPI300,KOSPI300 Index,50000,KRW,Equity,0,0,0,ASIA +KR10,Korean 10 year bond,1000000,KRW,Bond,0,4E-05,0,ASIA +KR3,Korean 3 year bond,1000000,KRW,Bond,0,4E-05,0,ASIA KRW,KRWUSD SGX,125000,USD,FX,4.5,0,0,ASIA -KRWJPY,SGX Korean Won in Japanese Yen Futures,25000,JPY,FX,285,0,0,ASIA +KRWJPY,SGX Korean Won in Japanese Yen Futures,25000000,JPY,FX,285,0,0,ASIA KRWUSD,Korean Won,125000000,USD,FX,0.85,0,0,US -KRWUSD_mini,SGX Korean Won in US Dollar Futures (Mini),25000,USD,FX,1.15,0,0,ASIA -LEAD_LME,Lead - LME,25,USD,Metals,7.3,0,0,EMEA +KRWUSD_mini,SGX Korean Won in US Dollar Futures (Mini),25000,USD,FX,2.85,0,0,ASIA +LEAD_LME,Lead - LME,25,USD,Metals,0,0,0,EMEA LEANHOG,Lean hogs,400,USD,Ags,2.9,0,0,US LIBOR1,1 Month LIBOR (Int. Rate),2500,USD,Bond,0.85,0,0,US LIVECOW,Live cattle,400,USD,Ags,2.9,0,0,US LUMBER,Random Length Lumber,110,USD,Ags,3,0,0,US LUMBER-new,Random Length Lumber - mini,27.5,USD,Ags,3,0,0,US MARS-ARGUS,Mars (Argus) vs. WTI Trade Month Futures,1000,USD,OilGas,0,0,0,US -MIB,FTSE MIB INDEX,5,EUR,Equity,3,0,0,EMEA -MIB-DIVI,FTSE MIB Dividend Index,5,EUR,Equity,0,0,0,EMEA +MIB,FTSE MIB INDEX,5,EUR,Equity,0,0,0,EMEA MIB_micro,FTSE MIB INDEX Micro,0.2,EUR,Equity,0,0,0,EMEA MIB_mini,FTSE MIB INDEX Mini,1,EUR,Equity,0,0,0,EMEA +MIB-DIVI,FTSE MIB Dividend Index,5,EUR,Equity,0,0,0,EMEA MID-DAX,Midcap DAX,1,EUR,Equity,2,0,0,EMEA MILK,Milk class III,2000,USD,Ags,1.5,0,0,US MILKDRY,NON FAT DRY MILK INDEX,440,USD,Ags,0.85,0,0,US @@ -325,12 +325,12 @@ MSCIASIAEXJP,The MSCI All Countries Asia ex Japan Net Total Return,100,USD,Equit MSCIBRAZIL,The MSCI Brazil Net Total Return,100,USD,Equity,0,0,0,EMEA MSCICHINA,MSCI China Free Net Total Return (USD) Index,50,USD,Equity,0,0,0,EMEA MSCICHINANET,MSCI China Free Net Total Return (USD) Index (HKFE),50,USD,Equity,0,0,0,ASIA -MSCIEAFA,MSCI EAFA Index,50,USD,Equity,2.4,0,0,US +MSCIEAFA,MSCI EAFA Index,50,USD,Equity,0,0,0,US MSCIEAFA-TOT,MSCI EAFE Net Total Return Index,20,USD,Equity,0,0,0,US MSCIEM,MSCI EM Net Total Return Index,100,USD,Equity,0,0,0,EMEA -MSCIEM-LIFFE,MSCI EMERGING MARKETS INDEX (CBOE),50,USD,Equity,0.85,0,0,US +MSCIEM-LIFFE,MSCI EMERGING MARKETS INDEX (CBOE),50,USD,Equity,0,0,0,US MSCIEMASIA,MSCI Emerging Markets Asia Net Total Return,100,USD,Equity,0,0,0,US -MSCIEURONET,MSCI Europe Net Return EUR Index,100,EUR,Equity,2,0,0,EMEA +MSCIEURONET,MSCI Europe Net Return EUR Index,100,EUR,Equity,0,0,0,EMEA MSCIEURONET-ICE,The MSCI Europe Financials Net Total Return,100,EUR,Equity,0,0,0,EMEA MSCIEUROPE,MSCI Europe NTR,100,USD,Equity,0,0,0,EMEA MSCIEUROPE-ICE,The MSCI Europe Net Total Return,10,USD,Equity,0,0,0,EMEA @@ -343,32 +343,32 @@ MSCIPACIFIC,The MSCI Pacific ex Japan Net Total Return,10,USD,Equity,0,0,0,EMEA MSCIPANEURO-LIFFE,MSCI Pan-Euro Index,20,EUR,Equity,0,0,0,US MSCIRUSSIA,MSCI Russia Index,10,USD,Equity,2,0,0,EMEA MSCISING,MSCI Singapore Free Index,100,SGD,Equity,4,0,0,ASIA -MSCITAIWAN,MSCI Taiwan (USD) Index - HKFE,100,USD,Equity,2.4,0,0,ASIA +MSCITAIWAN,MSCI Taiwan (USD) Index - HKFE,100,USD,Equity,0,0,0,ASIA MSCIUSA,MSCI USA index,50,USD,Equity,0,0,0,US MSCIWORLD,MSCI World Index,10,USD,Equity,3,0,0,EMEA MSCIWORLD-MINVOL,The MSCI World Minimum Volatility Net Total Return,10,USD,Equity,0,0,0,EMEA -MSCIWORLDNET-EUR,MSCI World Net EUR Index 1,100,EUR,Equity,2,0,0,EMEA +MSCIWORLDNET-EUR,MSCI World Net EUR Index 1,100,EUR,Equity,0,0,0,EMEA MSCIWORLDNET-ICE,The MSCI World Net Total Return,10,USD,Equity,0,0,0,EMEA -MSCIWORLDNET-USD,MSCI World NETR USD Index,10,USD,Equity,2.4,0,0,EMEA +MSCIWORLDNET-USD,MSCI World NETR USD Index,10,USD,Equity,0,0,0,EMEA MUMMY,TSE Mothers Index,1000,JPY,Equity,50,0,0,ASIA MXP,MEXUSD currency,500000,USD,FX,2.47,0,0,US NASBIO-mini,CME E-Mini NASDAQ Biotechnology,50,USD,Sector,0.85,0,0,US NASDAQ,US equity index Nasdaq,20,USD,Equity,2.05,0,0,US NASDAQ_micro,NASDAQ micro,2,USD,Equity,0.57,0,0,US NASDAQ_mini,E-mini NASDAQ Composite,20,USD,Equity,0,0,0,US -NICKEL_LME,Nickel - LME,6,USD,Metals,7.05,0,0,EMEA +NICKEL_LME,Nickel - LME,6,USD,Metals,0,0,0,EMEA NIFTY,CNX Nifty Index,2,USD,Equity,2.85,0,0,ASIA NIFTY-IN,Nifty 50 india,1,INR,Equity,0,0,0,ASIA NIKKEI,Nikkei 225 Mini,100,JPY,Equity,40,0,0,ASIA +NIKKEI_large,Nikkei 225 full size,1000,JPY,Equity,0,0,0,ASIA NIKKEI-CME,Dollar Denominated Nikkei 225 Index,5,USD,Equity,0,0,0,US NIKKEI-JPY,Yen Denominated Nikkei 225 Index,500,JPY,Equity,0.85,0,0,US NIKKEI-JPY_mini,E-mini Yen Denominated Nikkei 225 Index,100,JPY,Equity,0,0,0,US NIKKEI-SGX,SGX: Nikkei 225,500,JPY,Equity,0,0,0,ASIA +NIKKEI-SGX_mini,SGX: NIKKEI 225 Mini,100,JPY,Equity,0,0,0,ASIA NIKKEI-SGX-DIV,Nikkei Stock Average Dividend Point Index,10000,JPY,Equity,0,0,0,ASIA NIKKEI-SGX-USD,SGX: USD Nikkei 225 Index,5,USD,Equity,0,0,0,ASIA -NIKKEI-SGX_mini,SGX: NIKKEI 225 Mini,100,JPY,Equity,0,0,0,ASIA NIKKEI400,JPX-Nikkei Index 400,100,JPY,Equity,50,0,0,ASIA -NIKKEI_large,Nikkei 225 full size,1000,JPY,Equity,0,0,0,ASIA NOK,NOKUSD currency,2000000,USD,FX,1.5,0,0,US NZD,NZDUSD currency,100000,USD,FX,2.47,0,0,US OAT,French 10 year bond OAT,1000,EUR,Bond,2,0,0,EMEA @@ -376,7 +376,7 @@ OAT5,Mid-Term Euro-OAT,1000,EUR,Bond,0,0,0,EMEA OATIES,Oat Futures,50,USD,Ags,1.5,0,0,US OJ,Orange Juice (FCOJ-A),150,USD,Ags,3,0,0,US OMX,OMX Helsinki 25 Index,10,EUR,Equity,2,0,0,EMEA -OMX-SWE,OMX Index [Sweden],100,SEK,Equity,20,0,0,EMEA +OMX-SWE,OMX Index [Sweden],100,SEK,Equity,0,0,0,EMEA OMXESG,OMXS30 ESG Responsible Index,100,SEK,Equity,0,0,0,EMEA OMXSB,OMXSB Share Index,100,SEK,Equity,0,0,0,EMEA PALLAD,Palladium,100,USD,Metals,2.31,0,0,US @@ -388,19 +388,19 @@ PLN,Polish zloty,500000,USD,FX,0.85,0,0,US PLZEUR,Polish zloty EURO,500000,EUR,FX,0.85,0,0,US PRECIOUS_small,Small precious metals,100,USD,Metals,0,0,0,US R1000,E-Mini Russell 1000 Value Index Futures,50,USD,Equity,1.5,0,0,US -R1000GROWTH-mini,E-mini Russell 1000 Growth Index Futures,50,USD,Equity,0.85,0,0,US R1000_mini,E-mini Russell 1000 Index Futures,50,USD,Equity,0.85,0,0,US +R1000GROWTH-mini,E-mini Russell 1000 Growth Index Futures,50,USD,Equity,0.85,0,0,US RAPESEED,European Rapeseed Future,50,EUR,Ags,2,0,0,EMEA REDWHEAT,Hard Red Winter Wheat -KCBOT-,50,USD,Ags,2.9,0,0,US RICE,Rough Rice,2000,USD,Ags,1.5,0,0,US -ROBUSTA,Robusta Coffee,10,USD,Ags,3.1,0,0,EMEA -RUBBER,TSR 20 Rubber,50,USD,Other,2.85,0,0,ASIA -RUBBER-RSS,Ribbed Smoked Sheet (RSS) No.3 Rubber,5000,JPY,Other,500,0,0,ASIA +ROBUSTA,Robusta Coffee,10,USD,Ags,3,0,0,EMEA +RUBBER,TSR 20 Rubber,50,USD,Other,3,0,0,ASIA +RUBBER-RSS,Ribbed Smoked Sheet (RSS) No.3 Rubber,5000,JPY,Other,0,0,0,ASIA RUR,RURUSD currency,2500000,USD,FX,1.5,0,0,US RUSSELL,Micro E-Mini Russell 2000 Index,5,USD,Equity,0.57,0,0,US +RUSSELL_mini,E-Mini Russell 2000 Index,50,USD,Equity,0.85,0,0,US RUSSELL-GROWTH,Russell 2000 Growth Index,50,USD,Equity,0,0,0,US RUSSELL-VALUE,Russell 2000 Value Index,50,USD,Equity,0,0,0,US -RUSSELL_mini,E-Mini Russell 2000 Index,50,USD,Equity,0.85,0,0,US SARONA,Three Month SaronA,2500,CHF,Bond,0,0,0,EMEA SEK,SEKUSD currency,2000000,USD,FX,1.5,0,0,US SGD,SGX US Dollar in Singapore Dollar Futures (Full-Sized),100000,SGD,FX,3.5,0,0,ASIA @@ -426,10 +426,10 @@ SOYMEAL,Soybean Meal,100,USD,Ags,1.5,0,0,US SOYOIL,Soybean oil,600,USD,Ags,2.92,0,0,US SP400,E-mini S&P Midcap 400 Futures,100,USD,Equity,1.5,0,0,US SP500,US equity index S&P500,50,USD,Equity,2.05,0,0,US -SP500-GROWTH,S&P 500 / Citigroup Growth Index,250,USD,Equity,0.85,0,0,US -SP500-VALUE,S&P 500 / Citigroup Value Index,250,USD,Equity,0,0,0,US SP500_micro,S&P 500 micro,5,USD,Equity,0.57,0,0,US SP500_mini,E-mini S&P 500 ESG,500,USD,Equity,0,0,0,US +SP500-GROWTH,S&P 500 / Citigroup Growth Index,250,USD,Equity,0.85,0,0,US +SP500-VALUE,S&P 500 / Citigroup Value Index,250,USD,Equity,0,0,0,US SP600-SMALL,E-Mini S&P SmallCap 600 Futures,100,USD,Equity,0.85,0,0,US SPI200,ASX SPI200 Index,25,AUD,Equity,5,0,0,ASIA SS-AIA-GROUP,AIA GROUP LTD (SEHK),1000,HKD,SingleStock,0,0,0,ASIA @@ -487,18 +487,18 @@ SS-XIAOMI,XIAOMI CORP-CLASS B (SEHK),1000,HKD,SingleStock,0,0,0,ASIA SS-YES-BANK,YES BANK LTD,25,USD,SingleStock,0,0,0,ASIA SS-ZUR-INSR,ZURICH INSURANCE GROUP AG,10,CHF,SingleStock,0,0,0,EMEA STEEL,Hot-Rolled Coil Steel Index,20,USD,Metals,0.85,0,0,US +SUGAR_WHITE,White sugar,50,USD,Ags,0,0,0,EMEA SUGAR11,Sugar #11,1120,USD,Ags,3,0,0,US -SUGAR16,Sugar #16,1120,USD,Ags,3.1,0,0,US -SUGAR_WHITE,White sugar,50,USD,Ags,3.1,0,0,EMEA +SUGAR16,Sugar #16,1120,USD,Ags,0,0,0,US SWISSLEAD,Swiss Leader Index (PREIS_INDEX),10,CHF,Equity,4,0,0,EMEA TECDAX,TECDAX,10,EUR,Equity,0,0,0,EMEA TECH60_small,Small Technology 60,100,USD,Equity,0,0,0,US THB,SGX Thai baht in US Dollar Futures,1000,USD,FX,3,0,0,ASIA -TIN_LME,Tin - LME,5,USD,Metals,6.05,0,0,EMEA +TIN_LME,Tin - LME,5,USD,Metals,0,0,0,EMEA TOPIX,Japan Mini Topix,1000,JPY,Equity,50,0,0,ASIA -TOPIX30,Topix Core30,1000,JPY,Equity,50,0,0,ASIA TOPIX_Large,TOPIX full size,10000,JPY,Equity,0,0,0,ASIA -TSE60,S&P Canada 60 Index Futures (Old TSE60),200,CAD,Equity,2.4,0,0,US +TOPIX30,Topix Core30,1000,JPY,Equity,50,0,0,ASIA +TSE60,S&P Canada 60 Index Futures (Old TSE60),200,CAD,Equity,0,0,0,US TSX,Canadian equity index TSX composite,5,CAD,Equity,0,0,0,US TWD,SGX Taiwan Dollar in US Dollar Futures (Full-Sized),3000,USD,FX,2.1,0,0,ASIA TWD-mini,SGX Taiwan Dollar in US Dollar Futures (Mini),100000,USD,FX,1.75,0,0,ASIA @@ -529,11 +529,11 @@ US-TECH,Technology Select Sector Index -,100,USD,Sector,1.5,0,0,US US-UTILS,Utilities Select Sector Index,100,USD,Sector,1.5,0,0,US US10,US 10 year bond note,1000,USD,Bond,1.51,0,0,US US10U,Ultra 10-Year US Treasury Note,1000,USD,Bond,1.62,0,0,US -US10Y_micro,10 Year Micro Treasury Yield,1000,USD,Bond,0.25,0,0,US +US10Y_micro,10 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US US10Y_small,Small 10YR US Treasury Yield,100,USD,Bond,0,0,0,US US2,US 2 year bond note,2000,USD,Bond,1.51,0,0,US US20,US 20 year bond,1000,USD,Bond,1.67,0,0,US -US20-new,Ultra 20-Year U.S. Treasury Bond,1000,USD,Bond,1.5,0,0,US +US20-new,Ultra 20-Year U.S. Treasury Bond,1000,USD,Bond,0,0,0,US US2Y_micro,2 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US US2Y_small,Small 2YR US Treasury Yield,100,USD,Bond,0,0,0,US US3,US 3 year bond note,2000,USD,Bond,1.5,0,0,US @@ -542,6 +542,7 @@ US30Y_micro,30 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US US30Y_small,Small 30YR US Treasury Yield,100,USD,Bond,0,0,0,US US5,US 5 year bond note,1000,USD,Bond,1.51,0,0,US US5Y_micro,5 Year Micro Treasury Yield,1000,USD,Bond,0,0,0,US +USD_small,Small US dollar,100,USD,FX,0,0,0,US USDCAD_micro,USDCAD_micro,10000,CAD,FX,0,0,0,US USDCHF_micro,USDCHF_micro,10000,CHF,FX,0,0,0,US USDCNH-CME,USDCNME on CME,100000,CNH,FX,0,0,0,US @@ -550,23 +551,22 @@ USDCNH-SGX_mini,SGX USD-CNH Futures (Mini),25000,CNH,FX,0,0,0,ASIA USDINR,USDINR,1000,INR,FX,0,0,0,ASIA USDKRW,USDKRW,10000,KRW,FX,1500,0,0,ASIA USDMXP,USDMXP,10000,MXP,FX,0,0,0,US -USD_small,Small US dollar,100,USD,FX,0,0,0,US USIRS10,US 10 year swap,1000,USD,Bond,1.5,0,0,US -USIRS10ERIS,10-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US USIRS10_ICE,"Ten year dollar swapnote, ICE",1000,USD,Bond,0,0,0,EMEA +USIRS10ERIS,10-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US USIRS12ERIS,12-Year Eris Swap Futures,1000,USD,Bond,0,0,0,US USIRS15ERIS,15-Year Eris Swap Futures,1000,USD,Bond,0,0,0,US USIRS2,2-Year Deliverable Interest Rate Swap Futures,1000,USD,Bond,0.85,0,0,US +USIRS2_ICE,"Two year dollar swapnote, ICE",1000,USD,Bond,0,0,0,EMEA USIRS20ERIS,20-Year Eris Swap Futures,1000,USD,Bond,0,0,0,US USIRS2ERIS,2-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US -USIRS2_ICE,"Two year dollar swapnote, ICE",1000,USD,Bond,0,0,0,EMEA USIRS30,30-Year Deliverable Interest Rate Swap Futures,1000,USD,Bond,0.85,0,0,US USIRS3ERIS,3-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US USIRS4ERIS,4-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US USIRS5,US 5 year swap,1000,USD,Bond,1.5,0,0,US +USIRS5_ICE,"Five year dollar swapnote, ICE",1000,USD,Bond,0,0,0,EMEA USIRS5ERIS,5-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US USIRS5ERIS_SOFR,5-Year Eris SOFR Swap Futures,1000,USD,Bond,0.85,0,0,US -USIRS5_ICE,"Five year dollar swapnote, ICE",1000,USD,Bond,0,0,0,EMEA USIRS7ERIS,7-Year Eris Swap Futures,1000,USD,Bond,0.85,0,0,US V2X,Vol European equity V2X,100,EUR,Vol,2,0,0,EMEA VHANG,Hang Seng Volatility Index,5000,HKD,Vol,0,0,0,ASIA @@ -576,12 +576,12 @@ VNKI,Nikkei 225 Volatility Index,10000,JPY,Vol,400,0,0,ASIA VOLQ,NASDAQ-100 Volatility Index,100,USD,Vol,0,0,0,US WATER-CALI,The Nasdaq Veles California Water Index,10,USD,Weather,0,0,0,US WHEAT,Wheat,50,USD,Ags,2.92,0,0,US -WHEAT-ASX,WHEAT FUTURES,20,AUD,Ags,0,0,0,ASIA WHEAT_ICE,Wheat ICE,100,GBP,Ags,0,0,0,EMEA WHEAT_mini,Wheat mini,10,USD,Ags,2.9,0,0,US +WHEAT-ASX,WHEAT FUTURES,20,AUD,Ags,0,0,0,ASIA WHEY,CME DRY WHEY INDEX,440,USD,Ags,3,0,0,US WTI_small,Small US Crude Oil,100,USD,OilGas,2.85,0,0,US YENEUR,YENEUR currency,125000,JPY,FX,85,0,0,US YENEUR-ICE,EUR.JPY,125000,JPY,FX,0,0,0,US ZAR,South African Rand,500000,USD,FX,2.5,0,0,US -ZINC_LME,Zinc - LME,25,USD,Metals,7.3,0,0,EMEA +ZINC_LME,Zinc - LME,25,USD,Metals,0,0,0,EMEA diff --git a/data/futures/csvconfig/spreadcosts.csv b/data/futures/csvconfig/spreadcosts.csv index f2f82a0c89..94acff1915 100644 --- a/data/futures/csvconfig/spreadcosts.csv +++ b/data/futures/csvconfig/spreadcosts.csv @@ -1,42 +1,38 @@ Instrument,SpreadCost -30YRCONF,0.022 -30YRJUMBO,0 AEX,0.063 AEX_mini,2.4 -ALUMINIUM,1.4 -ALUMINIUM_LME,1 +ALUMINIUM,1.8 +ALUMINIUM_LME,0 AMERIBOR-1M,0 AMERIBOR-3M,0 AMERIBOR-T30,0 AMX,0 -ASX,0.57 -ATX,9.1 -AUD,3.30E-05 -AUD-ICE,0.00018 -AUD-SGX,0.0005 -AUDCAD,0.0003 +ASX,0 +ATX,0 +AUD,3.3E-05 +AUD-ICE,0 +AUD-SGX,0.00015 +AUDCAD,0 AUDJPY,0.015 -AUDJPY-SGX,0.022 -AUD_micro,6.00E-05 +AUDJPY-SGX,0.015 +AUD_micro,9.1E-05 AUSCASH,0.005 BARLEY,0 -BB3M,0.029 -BBCOMM,0.069 -BEL20,12 -BITCOIN,9.3 -BITCOIN-BAKKT,170 +BB3M,0.0069 +BBCOMM,0.1 +BEL20,9 +BITCOIN,20 +BITCOIN-BAKKT,0 BOBL,0.0051 BONO,0.07 BONO-MEFF,0 -BONO10,0 -BONO3,0 -BOVESPA,180 +BOVESPA,110 BOVESPA-HK,0 -BRE,3.10E-05 +BRE,3.5E-05 BRENT,0 -BRENT-LAST,0.011 -BRENT_W,0.01 -BRR,12 +BRENT-LAST,0.018 +BRENT_W,0 +BRR,0 BRREUR,0 BTP,0.0063 BTP3,0.0051 @@ -45,103 +41,103 @@ BUND,0.0052 BUTTER,1.5 BUXL,0.015 CAC,0.44 -CAD,3.00E-05 +CAD,3E-05 CAD10,0.0056 CAD2,0.0025 CAD5,0.0054 -CADJPY,0.04 -CADJPY2,0.06 +CADJPY,0 +CADJPY2,0 CADSTIR,0.0041 -CAD_micro,5.10E-05 +CAD_micro,5.1E-05 CAN-ENERGY,0 CAN-FINANCE,0 CAN-GOLD,0 CAN-TECH,0 CANNABIS_small,0 -CANOLA,0.95 -CETES,0 -CH10,0.35 -CHEESE,0.0039 -CHF,5.80E-05 +CANOLA,2 +CH10,0.25 +CHEESE,0.0059 +CHF,5.8E-05 CHFJPY,0.022 CHFJPY-ICE,0.022 CHF_micro,0.00011 CHINA120,0 -CHINAA-CON,0.2 -CLP,7.80E-05 -CNH,0.00015 +CHINAA-CON,0 +CLP,1.6E-05 +CNH,0.00023 CNH-CME,0 CNH-CME_micro,0 -CNH-HK,9.70E-05 +CNH-HK,0 CNH-onshore,0.00015 CNHEUR,0 COAL,0 COAL-GEORDIE,0 COAL-RICH-BAY,0 -COCOA,0.8 -COCOA_LDN,1 -COFFEE,0.061 +COCOA,0.5 +COCOA_LDN,0 +COFFEE,0.1 COPPER,0.00043 -COPPER-micro,0.00048 -COPPER-mini,0.0024 -COPPER_LME,1.5 +COPPER-micro,0.0007 +COPPER-mini,0.0035 +COPPER_LME,0 CORN,0.16 -CORN-EURO,0.23 -CORN-JPN,880 -CORN_mini,0.15 -CORRA,0.0046 +CORN-EURO,0.12 +CORN-JPN,0 +CORN_mini,0.2 +CORRA,0.008 COTTON,0.75 -COTTON2,0.024 +COTTON2,0.078 CRUDE_ICE,0 CRUDE_W,0.012 -CRUDE_W_micro,0.012 +CRUDE_W_micro,0.017 CRUDE_W_mini,0.03 CRYPTO_small,0 -CZK,9.40E-05 -DAX,0.81 -DIVDAX,0.26 +CZK,9.4E-05 +DAX,1.4 +DIVDAX,0.175 DIVDAX-DIVI,0 DIVDAX-DIVI2,0 DJSTX-SMALL,0.21 -DJUBS,0.29 +DJUBS,0 DOW,0.82 -DOW_YEN,29 +DOW_YEN,0 DOW_mini,0.75 -DX,0.0039 +DX,0.1 EDOLLAR,0.0025 EPRA-EURO,0 EPRA-EUROPE,3.2 ETHANOL,1 -ETHER-micro,1.2 -ETHEREUM,0.81 -ETHRREUR,4.5 +ETHER-micro,1.8 +ETHEREUM,1 +ETHRR,0 +ETHRREUR,0 EU-AUTO,0.22 -EU-BANKS,0.03 -EU-BANKS-DIVI,0.042 -EU-BANKS2,0.035 +EU-BANKS,0.029 +EU-BANKS-DIVI,0.12 +EU-BANKS2,0 EU-BASIC,0.26 EU-CHEM,0.4 EU-CONSTRUCTION,0.23 EU-DIV30,0.68 -EU-DIV30-DVP,0.3 -EU-DIV50,0.32 -EU-DJ-AUTO,0.29 -EU-DJ-BASIC,0.17 -EU-DJ-CHEM,1.4 -EU-DJ-CONSTRUCTION,0.27 -EU-DJ-FINANCE,0.57 -EU-DJ-FOOD,0.27 -EU-DJ-HEALTH,0.56 -EU-DJ-HOUSE,0.6 +EU-DIV30-DVP,0 +EU-DIV50,0.1 +EU-DJ-AUTO,0 +EU-DJ-BASIC,0 +EU-DJ-CHEM,15.55 +EU-DJ-CONSTRUCTION,0 +EU-DJ-FINANCE,6.25 +EU-DJ-FOOD,1.55 +EU-DJ-HEALTH,4.4 +EU-DJ-HOUSE,0 EU-DJ-INDUSTRY,0.6 -EU-DJ-INDUSTRY2,0.17 -EU-DJ-INSURE,0.19 -EU-DJ-MEDIA,0.3 +EU-DJ-INDUSTRY2,0 +EU-DJ-INSURE,0.35 +EU-DJ-MEDIA,2.85 EU-DJ-OIL,0.26 -EU-DJ-RETAIL,0.55 -EU-DJ-TECH,0.37 +EU-DJ-RETAIL,2.1 +EU-DJ-TECH,0.35 EU-DJ-TELECOM,0.15 -EU-DJ-TRAVEL,0.3 +EU-DJ-TRAVEL,0 EU-DJ-UTIL,0.18 EU-ESG,0 EU-FINANCE,0.2 @@ -151,172 +147,171 @@ EU-HOUSE,0.35 EU-INSURE,0.12 EU-MEDIA,0.14 EU-MID,0.2 -EU-OIL,0.092 +EU-OIL,0.14 EU-REALESTATE,0.1 EU-RETAIL,0.15 EU-TECH,0.27 -EU-TELECOM,0.074 +EU-TELECOM,0 EU-TRAVEL,0.2 EU-UTILS,0.16 -EUA,0.088 +EUA,0.25 EUIRS10,0 EUIRS2,0 EUIRS5,0 -EUR,2.90E-05 -EUR-ICE,7.30E-05 +EUR,2.9E-05 +EUR-ICE,0 EURAUD,0.00018 -EURAUD-ICE,0.00023 +EURAUD-ICE,0 EURCAD,0.00017 -EURCAD-ICE,0.00095 +EURCAD-ICE,0 EURCHF,0.00011 -EURCHF-ICE,0.00013 -EURCZK,8.30E-05 -EURHUF,6.20E-06 -EURIBOR,3 +EURCHF-ICE,0 +EURCZK,0 +EURHUF,0 +EURIBOR,49 EURIBOR-ICE,0 EURINR,0 EURMXP,0 -EURO600,0.056 -EURO600-ESG,0.056 +EURO600,0.057 +EURO600-ESG,0 EUROFIRST100,0 EUROFIRST80,0 EUROSTX,0.48 EUROSTX-CORE,0 -EUROSTX-DJ,1.6 -EUROSTX-LARGE,0.16 -EUROSTX-MID,0.21 +EUROSTX-DJ,0 +EUROSTX-LARGE,0.15 +EUROSTX-MID,1.2 EUROSTX-PRICE,0.15 EUROSTX-SMALL,0.16 EUROSTX200-LARGE,0.14 -EUR_micro,6.00E-05 -EUR_mini,6.20E-05 -FANG,0.94 +EUR_micro,9.1E-05 +EUR_mini,9.2E-05 +FANG,0 FED,0.003 FEEDCOW,0.04 -FTSE100,0.21 +FTSE100,0.1 FTSE100-DIV,0 -FTSE250,9.5 +FTSE250,0 FTSEAFRICA40,0 FTSECHINAA,1 -FTSECHINAA-CSOP,0.019 -FTSECHINAA-IS,0.02 +FTSECHINAA-CSOP,0 +FTSECHINAA-IS,0 FTSECHINAH,13 FTSEINDO,5.4 FTSETAIWAN,0.14 -FTSEVIET,11 -GAS-LAST,0.0025 -GAS-PEN,0.0018 -GASOIL,0.21 -GASOILINE,0.00045 +FTSEVIET,8.2 +GAS-LAST,0.0073 +GAS-PEN,0.0052 +GASOIL,0.1 +GASOILINE,0.00073 GASOILINE_ICE,0 -GASOILINE_micro,0.039 -GAS_NL,0.02 -GAS_UK,0.0015 -GAS_US,0.0011 -GAS_US_mini,0.0029 -GBP,6.10E-05 -GBP-ICE,0.00022 +GASOILINE_micro,0.037 +GAS_NL,0 +GAS_UK,0 +GAS_US,0.0019 +GAS_US_mini,0.005 +GBP,6.1E-05 +GBP-ICE,0 GBPCHF,0.00021 -GBPCHF-ICE,0.00036 -GBPEUR,6.40E-05 -GBPEUR-ICE,0.00043 +GBPCHF-ICE,0 +GBPEUR,6.4E-05 +GBPEUR-ICE,0 GBPINR,0 GBPJPY,0.024 -GBPJPY-ICE,0.029 -GBP_micro,9.00E-05 -GICS,0.72 +GBPJPY-ICE,0 +GBP_micro,9E-05 +GICS,0.56 GICS-EXCESS,0 -GILT,0.005 +GILT,0 GILT2,0 GILT5,0 GOLD,0.068 GOLD-CHINA,7.45 -GOLD-CHINA-USD,7000 +GOLD-CHINA-USD,0 GOLD-CN-HK,0 GOLD-HK,0 -GOLD-JPN,1.3 -GOLD-JPN_mini,1.5 -GOLD-mini,0.27 -GOLD_micro,0.085 -HANG,1.5 -HANG-DIV,30 -HANG-TECH,0.52 -HANGENT,1 +GOLD-JPN,0 +GOLD-JPN_mini,0 +GOLD-mini,0.24 +GOLD_micro,0.088 +HANG,0 +HANG-DIV,0 +HANGTECH,0 +HANGENT,0 HANGENT-GTR,0 HANGENT-NTR,0 -HANGENT_mini,0.75 -HANG_mini,1.1 -HEAT-DEG-AMS,13 -HEAT-DEG-LON,13 +HANGENT_mini,0 +HANG_mini,0 +HEAT-DEG-AMS,0 +HEAT-DEG-LON,0 HEAT-DEG-NY,0 HEATOIL,0.00077 HEATOIL-ICE,0 HEATOIL-mini,0.0325 HEATOIL_micro,0 -HIBOR,0.05 -HIGHYIELD,0.038 +HIBOR,0 +HIGHYIELD,0.02 HOUSE-BO,3.4 HOUSE-CG,3 -HOUSE-DC,2.2 +HOUSE-DC,0 HOUSE-DN,3 -HOUSE-LA,2.8 -HOUSE-LV,2.6 -HOUSE-MI,2.4 -HOUSE-NY,2.3 +HOUSE-LA,4.3 +HOUSE-LV,3.9 +HOUSE-MI,4.1 +HOUSE-NY,3.6 HOUSE-SD,2.45 HOUSE-SF,1.95 HOUSE-US,2.4 -HSCEI-DIV,8.9 -HUF,6.50E-06 -HUFEUR,6.20E-06 -IBEX,1.9 -IBEX_mini,2.6 -IG,0.038 +HSCEI-DIV,0 +HUF,6.5E-06 +HUFEUR,0 +IBEX_mini,0 +IBXEX,0 +IG,0.02 IND-BANK,0 IND-FIN,0 INR,0.015 INR-SGX,0.01 INR-SGX1,0 -INR-SGX2,0.31 +INR-SGX2,0 INR-micro,0.12 IPC,0 -IRON,0.051 -IRON-CME,0.082 -IRON-HK,0 +IRON,0.066 +IRON-CME,0 IRS,0.00068 JGB,0.005 -JGB-SGX-mini,0.014 +JGB-SGX-mini,0.01 JGB-mini,0.5 -JP-REALESTATE,1.4 -JPY,2.70E-07 -JPY-SGX,0.05 -JPY-SGX-TITAN,3.7 +JP-REALESTATE,1.6 +JPY,2.7E-07 +JPY-SGX,0.01 +JPY-SGX-TITAN,0.01 JPYINR,0 -JPY_micro,0.13 -JPY_mini,1.40E-06 +JPY_micro,0 +JPY_mini,1.2E-06 KOSDAQ,0.15 KOSPI,0.026 -KOSPI300,0.52 -KOSPI_mini,0.032 +KOSPI300,0 +KOSPI_mini,0.017 KR10,0.0065 KR3,0.005 KRW,0.00015 KRWJPY,0 -KRWUSD,1.00E-06 -KRWUSD_mini,0.00023 -LEAD_LME,1.8 +KRWUSD,1.6E-06 +KRWUSD_mini,0.00017 +LEAD_LME,0 LEANHOG,0.026 -LIBOR1,0.049 +LIBOR1,0.01 LIVECOW,0.018 -LUMBER,1.7 -LUMBER-new,1.4 +LUMBER,2.1 +LUMBER-new,9.1 MARS-ARGUS,0 -MIB,5 -MIB-DIVI,16 -MIB_micro,3.8 -MIB_mini,6.1 -MID-DAX,38 -MILK,0.031 +MIB,0 +MIB-DIVI,0 +MIB_micro,0 +MIB_mini,0 +MID-DAX,23 +MILK,0.051 MILKDRY,1.3 MILKWET,0.19 MILLWHEAT,0.12 @@ -325,102 +320,102 @@ MSCIASIAEXJP,0 MSCIBRAZIL,0 MSCICHINA,0 MSCICHINANET,0 -MSCIEAFA,0.084 +MSCIEAFA,0 MSCIEAFA-TOT,0 MSCIEM,0 -MSCIEM-LIFFE,0.055 -MSCIEMASIA,0.25 -MSCIEURONET,0.068 +MSCIEM-LIFFE,0 +MSCIEMASIA,0 +MSCIEURONET,0 MSCIEURONET-ICE,0 MSCIEUROPE,0 MSCIEUROPE-ICE,0 -MSCIEUROPE-LIFFE,3.9 +MSCIEUROPE-LIFFE,0 MSCIINDO,0 -MSCIJAPAN,3.1 -MSCIJAPAN-LIFFE,4.1 -MSCILATIN,12 +MSCIJAPAN,0 +MSCIJAPAN-LIFFE,0 +MSCILATIN,0 MSCIPACIFIC,0 MSCIPANEURO-LIFFE,0 MSCIRUSSIA,1.5 MSCISING,0.036 -MSCITAIWAN,0.073 +MSCITAIWAN,0 MSCIUSA,0 MSCIWORLD,1.1 MSCIWORLD-MINVOL,0 -MSCIWORLDNET-EUR,0.077 +MSCIWORLDNET-EUR,0 MSCIWORLDNET-ICE,0 -MSCIWORLDNET-USD,1.1 +MSCIWORLDNET-USD,0 MUMMY,0.5 -MXP,5.50E-06 +MXP,5.5E-06 NASBIO-mini,1.3 -NASDAQ,0.23 -NASDAQ_micro,0.35 +NASDAQ,0.35 +NASDAQ_micro,0.24 NASDAQ_mini,0 NICKEL_LME,0 NIFTY,0.97 NIFTY-IN,0 NIKKEI,2.5 -NIKKEI-CME,3.9 +NIKKEI-CME,0 NIKKEI-JPY,2100 NIKKEI-JPY_mini,0 NIKKEI-SGX,0 NIKKEI-SGX-DIV,0 -NIKKEI-SGX-USD,22 +NIKKEI-SGX-USD,0 NIKKEI-SGX_mini,0 NIKKEI400,3.1 -NIKKEI_large,5.6 -NOK,3.60E-05 -NZD,4.20E-05 +NIKKEI_large,0 +NOK,3.6E-05 +NZD,4.2E-05 OAT,0.0072 OAT5,0 -OATIES,1.2 -OJ,0.68 -OMX,25 -OMX-SWE,0.14 -OMXESG,0.38 +OATIES,1.8 +OJ,1.075 +OMX,51 +OMX-SWE,0 +OMXESG,0 OMXSB,0 -PALLAD,1.3 +PALLAD,2.4 PIPELINE,0 PLAT,0.23 -PLAT-JPN,2.1 -PLAT-JPN_mini,5 +PLAT-JPN,0 +PLAT-JPN_mini,0 PLN,0.00014 -PLZEUR,0.0062 +PLZEUR,0.0005 PRECIOUS_small,0 -R1000,0.28 -R1000GROWTH-mini,0.58 +R1000,0.4 +R1000GROWTH-mini,0.4 R1000_mini,0.45 RAPESEED,0.27 REDWHEAT,0.3 -RICE,0.038 -ROBUSTA,0.84 +RICE,0.022 +ROBUSTA,0.5 RUBBER,0.1 -RUBBER-RSS,0.17 -RUR,0.0041 -RUSSELL,0.072 +RUBBER-RSS,0.48 +RUR,0.00015 +RUSSELL,0.11 RUSSELL-GROWTH,0 RUSSELL-VALUE,0 RUSSELL_mini,0.094 SARONA,0 -SEK,3.00E-05 +SEK,3E-05 SGD,0.00014 SGD_mini,0.00018 -SGX,52 +SGX,5 SHATZ,0.0025 SILVER,0.004 -SILVER-mini,0.018 +SILVER-mini,0.0125 SING-REALESTATE,0 SMALL75,0 SMI,0.77 -SMI-DIV,3 -SMI-MID,4.6 +SMI-DIV,0 +SMI-MID,3.2 SMIETF,0 SOFR,0.003 -SOFR1,0.0045 +SOFR1,0.0025 SONIA,0 SONIA1,0 SONIA3,0 -SOYBEAN,0.17 +SOYBEAN,0.25 SOYBEAN_mini,0.35 SOYMEAL,0.091 SOYOIL,0.015 @@ -428,10 +423,10 @@ SP400,0.25 SP500,0.13 SP500-GROWTH,0 SP500-VALUE,0 -SP500_micro,0.14 -SP500_mini,0.059 +SP500_micro,0.19 +SP500_mini,0 SP600-SMALL,0 -SPI200,0.57 +SPI200,1 SS-AIA-GROUP,0 SS-ALIBABA-HLDS,0 SS-ASML,0 @@ -486,69 +481,70 @@ SS-WUXI-BIOLOGICS,0 SS-XIAOMI,0 SS-YES-BANK,0 SS-ZUR-INSR,0 -STEEL,8.1 +STEEL,5.4 +STERLING3,0.0025 SUGAR11,0.005 -SUGAR16,0.6 -SUGAR_WHITE,0.2 -SWISSLEAD,7 -TECDAX,1.9 +SUGAR16,0 +SUGAR_WHITE,0 +SWISSLEAD,3.3 +TECDAX,0 TECH60_small,0 -THB,0.011 -TIN_LME,12000 -TOPIX,1.6 -TOPIX30,1.5 -TOPIX_Large,0.27 -TSE60,0.061 +THB,0.08 +TIN_LME,0 +TOPIX,0.18 +TOPIX30,0 +TOPIX_Large,0 +TSE60,0 TSX,0 TWD,0.0093 TWD-mini,0.00015 UMBS-20,0 -UMBS-25,0.13 -UMBS-30,0.054 -UMBS-35,0.054 -UMBS-40,0.052 -UMBS-45,0.054 -UMBS-50,0.049 +UMBS-25,0 +UMBS-30,0 +UMBS-35,0 +UMBS-40,0 +UMBS-45,0 +UMBS-50,0 URANIUM,0 -US-BIOTECH,2.6 -US-DISCRETE,0.38 -US-ENERGY,0.28 -US-FINANCE,0.11 +US-BIOTECH,0 +US-DISCRETE,0.48 +US-ENERGY,0.3 +US-FINANCE,0.12 US-HEALTH,0.3 -US-INDUSTRY,0.21 -US-INSURE,1.3 +US-INDUSTRY,0.3 +US-INSURE,0 US-MATERIAL,0.3 -US-OILGAS,1.8 -US-PROPERTY,0.088 -US-REALESTATE,0.098 -US-REGBANK,0.5 -US-RETAIL,1.8 -US-SEMICONDUCTOR,1.9 -US-STAPLES,0.16 +US-OILGAS,0 +US-PROPERTY,0.094 +US-REALESTATE,0.1 +US-REGBANK,0 +US-RETAIL,0 +US-SEMICONDUCTOR,0 +US-STAPLES,0.17 US-TECH,0.35 -US-UTILS,0.17 +US-UTILS,0.25 US10,0.008 US10U,0.0081 -US10Y_micro,0.00088 +US10Y_micro,0 US10Y_small,0 US2,0.002 US20,0.016 US20-new,0.072 -US2Y_micro,0.0045 +US2Y_micro,0 US2Y_small,0 US3,0.0033 US30,0.016 -US30Y_micro,0.0042 +US30Y_micro,0 US30Y_small,0 US5,0.0039 -US5Y_micro,1.3 -USDCAD_micro,0.0017 -USDCHF_micro,0.0012 -USDCNH-CME,0.0005 -USDCNH-HK,0.00036 -USDCNH-SGX_mini,0.00053 +US5Y_micro,0 +USDCAD_micro,0 +USDCHF_micro,0 +USDCNH-CME,0 +USDCNH-HK,0 +USDCNH-SGX_mini,0 USDINR,0 -USDKRW,1.6 +USDKRW,0.11 USDMXP,0 USD_small,0 USIRS10,0.027 @@ -565,23 +561,22 @@ USIRS3ERIS,0 USIRS4ERIS,0 USIRS5,0.017 USIRS5ERIS,0.012 -USIRS5ERIS_SOFR,0.012 USIRS5_ICE,0 USIRS7ERIS,0 V2X,0.026 VHANG,0 VIX,0.025 -VIX_mini,0.033 -VNKI,0.28 +VIX_mini,0.032 +VNKI,0.44 VOLQ,0 -WATER-CALI,4 -WHEAT,0.23 +WATER-CALI,0 +WHEAT,0.37 WHEAT-ASX,0 -WHEAT_ICE,0.7 -WHEAT_mini,0.3 -WHEY,1.1 +WHEAT_ICE,0 +WHEAT_mini,0.5 +WHEY,0.59 WTI_small,0 YENEUR,0.011 -YENEUR-ICE,1.9 -ZAR,2.30E-05 -ZINC_LME,1.8 +YENEUR-ICE,0 +ZAR,9.5E-05 +ZINC_LME,0