| REPORT DATE: 4/7/2020 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 8,264 | 2.2 | 2,073 | 0.6 | 370,416 | |
| NON U.S. | 29,373 | 7.9 | 9,929 | 2.7 | |||
| 18 | 37,637 | 10.2 | 12,002 | 3.2 | |||
| CBT WHEAT-HRW | U.S. | 5,447 | 2.4 | 1,371 | 0.6 | 226,234 | |
| NON U.S. | 15,417 | 6.8 | 3,578 | 1.6 | |||
| 13 | 20,864 | 9.2 | 4,949 | 2.2 | |||
| CBT CORN | U.S. | 13,172 | 0.9 | 4,193 | 0.3 | 1,430,281 | |
| NON U.S. | 68,403 | 4.8 | 10,683 | 0.7 | |||
| 17 | 81,575 | 5.7 | 14,876 | 1.0 | |||
| CBT SOYBEANS | U.S. | 5 | 3,210 | 0.4 | 12,434 | 1.5 | 821,968 |
| NON U.S. | 13 | 51,355 | 6.2 | 5,752 | 0.7 | ||
| 18 | 54,565 | 6.6 | 18,186 | 2.2 | |||
| CBT SOYBEAN OIL | U.S. | 3,782 | 0.8 | 2,467 | 0.5 | 456,623 | |
| NON U.S. | 38,998 | 8.5 | 6,269 | 1.4 | |||
| 14 | 42,780 | 9.4 | 8,736 | 1.9 | |||
| CBT U.S. TREASURY BONDS | U.S. | 5 | 26,134 | 2.6 | 2,790 | 0.3 | 1,001,494 |
| NON U.S. | 8 | 4,067 | 0.4 | 13,085 | 1.3 | ||
| 13 | 30,201 | 3.0 | 15,875 | 1.6 | |||
| CBT ULTRA U.S. TREASURY BONDS | U.S. | 3,524 | 0.3 | 1,999 | 0.2 | 1,052,353 | |
| NON U.S. | 2,756 | 0.3 | 49,116 | 4.7 | |||
| 9 | 6,280 | 0.6 | 51,115 | 4.9 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 21,749 | 6.1 | 4,850 | 1.4 | 357,444 | |
| NON U.S. | 19,247 | 5.4 | 1,210 | 0.3 | |||
| 11 | 40,996 | 11.5 | 6,060 | 1.7 | |||
| NYME UP DOWN GC ULSD VS HO SPR | U.S. | 4,718 | 10.2 | 45 | 0.1 | 46,271 | |
| NON U.S. | 711 | 1.5 | 0 | 0.0 | |||
| 5 | 5,429 | 11.7 | 45 | 0.1 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 15,378 | 0.3 | 2,236,030 | 39.5 | 5,664,523 |
| NON U.S. | 8 | 66,385 | 1.2 | 1,194,294 | 21.1 | ||
| 13 | 81,763 | 1.4 | 3,430,324 | 60.6 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 33,951 | 15.8 | 41,746 | 19.4 | 214,720 | |
| NON U.S. | 11,238 | 5.2 | 4,156 | 1.9 | |||
| 7 | 45,189 | 21.0 | 45,902 | 21.4 | |||
| IFED PG&E CITYGATE FIN BASIS | U.S. | 2,454 | 1.6 | 6,434 | 4.3 | 149,426 | |
| NON U.S. | 0 | 0.0 | 31,963 | 21.4 | |||
| 5 | 2,454 | 1.6 | 38,397 | 25.7 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 1,711 | 0.5 | 74,045 | 21.2 | 349,051 | |
| NON U.S. | 14,819 | 4.2 | 60,420 | 17.3 | |||
| 8 | 16,530 | 4.7 | 134,465 | 38.5 | |||
| IFED AECO FIN BASIS | U.S. | 304 | 0.0 | 9,150 | 1.0 | 907,870 | |
| NON U.S. | 21,144 | 2.3 | 629,436 | 69.3 | |||
| 7 | 21,448 | 2.4 | 638,586 | 70.3 | |||
| IFED CHICAGO FIN BASIS | U.S. | 28,287 | 7.5 | 2,369 | 0.6 | 376,787 | |
| NON U.S. | 3,669 | 1.0 | 37,267 | 9.9 | |||
| 8 | 31,956 | 8.5 | 39,636 | 10.5 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 17,037 | 3.0 | 70,406 | 12.4 | 567,042 |
| NON U.S. | 4 | 1,125 | 0.2 | 31,951 | 5.6 | ||
| 8 | 18,162 | 3.2 | 102,357 | 18.1 | |||
| IFED WAHA FIN BASIS | U.S. | 4 | 8,668 | 2.0 | 197,624 | 45.3 | 436,197 |
| NON U.S. | 4 | 14,540 | 3.3 | 29,980 | 6.9 | ||
| 8 | 23,208 | 5.3 | 227,604 | 52.2 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 304 | 0.1 | 93,617 | 30.4 | 308,426 | |
| NON U.S. | 0 | 0.0 | 78,357 | 25.4 | |||
| 8 | 304 | 0.1 | 171,974 | 55.8 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 12,007 | 6.1 | 48,405 | 24.8 | 195,376 | |
| NON U.S. | 1,348 | 0.7 | 13,506 | 6.9 | |||
| 6 | 13,355 | 6.8 | 61,911 | 31.7 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 11,390 | 1.9 | 144,897 | 24.3 | 596,427 | |
| NON U.S. | 34,187 | 5.7 | 83,607 | 14.0 | |||
| 8 | 45,577 | 7.6 | 228,504 | 38.3 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 9,357 | 4.0 | 2,620 | 1.1 | 234,225 | |
| NON U.S. | 6,157 | 2.6 | 5,120 | 2.2 | |||
| 6 | 15,514 | 6.6 | 7,740 | 3.3 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 615 | 0.2 | 24,475 | 8.7 | 281,178 | |
| NON U.S. | 7,194 | 2.6 | 22,677 | 8.1 | |||
| 5 | 7,809 | 2.8 | 47,152 | 16.8 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 6,004 | 3.0 | 12,141 | 6.0 | 201,639 | |
| NON U.S. | 2,097 | 1.0 | 3,130 | 1.6 | |||
| 6 | 8,101 | 4.0 | 15,271 | 7.6 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 33,040 | 13.4 | 11,071 | 4.5 | 246,891 | |
| NON U.S. | 0 | 0.0 | 8,329 | 3.4 | |||
| 6 | 33,040 | 13.4 | 19,400 | 7.9 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 17,322 | 6.6 | 100,660 | 38.6 | 260,966 | |
| NON U.S. | 5,771 | 2.2 | 34,848 | 13.4 | |||
| 6 | 23,093 | 8.8 | 135,508 | 51.9 | |||
| NYME NATURAL GAS | U.S. | 4 | 38,439 | 3.2 | 55,941 | 4.6 | 1,205,583 |
| NON U.S. | 15 | 64,221 | 5.3 | 62,662 | 5.2 | ||
| 19 | 102,660 | 8.5 | 118,603 | 9.8 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 7,681 | 2.8 | 63,934 | 23.3 | 274,693 |
| NON U.S. | 5 | 4,064 | 1.5 | 16,136 | 5.9 | ||
| 9 | 11,745 | 4.3 | 80,070 | 29.1 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 18,770 | 16.8 | 9,861 | 8.8 | 111,753 | |
| NON U.S. | 8,100 | 7.2 | 1,796 | 1.6 | |||
| 6 | 26,870 | 24.0 | 11,657 | 10.4 | |||
| CBT SOYBEAN MEAL | U.S. | 6,325 | 1.6 | 540 | 0.1 | 399,650 | |
| NON U.S. | 42,053 | 10.5 | 3,526 | 0.9 | |||
| 15 | 48,378 | 12.1 | 4,066 | 1.0 | |||
| ICUS COTTON NO. 2 | U.S. | 4 | 2,285 | 1.2 | 894 | 0.5 | 188,501 |
| NON U.S. | 15 | 17,428 | 9.2 | 4,234 | 2.2 | ||
| 19 | 19,713 | 10.5 | 5,128 | 2.7 | |||
| NYME HENRY HUB | U.S. | 13,092 | 1.8 | 270,879 | 37.0 | 732,175 | |
| NON U.S. | 36,742 | 5.0 | 228,202 | 31.2 | |||
| 11 | 49,834 | 6.8 | 499,081 | 68.2 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 35,504 | 23.9 | 12,245 | 8.3 | 148,243 | |
| NON U.S. | 32,207 | 21.7 | 5,127 | 3.5 | |||
| 9 | 67,711 | 45.7 | 17,372 | 11.7 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 4 | 8,179 | 0.3 | 23,885 | 0.9 | 2,670,340 |
| NON U.S. | 20 | 16,360 | 0.6 | 117,862 | 4.4 | ||
| 24 | 24,539 | 0.9 | 141,747 | 5.3 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 8 | 49,045 | 1.5 | 23,221 | 0.7 | 3,218,062 |
| NON U.S. | 24 | 38,345 | 1.2 | 69,948 | 2.2 | ||
| 32 | 87,390 | 2.7 | 93,169 | 2.9 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 2,836 | 0.4 | 11,769 | 1.6 | 759,068 | |
| NON U.S. | 4,748 | 0.6 | 7,065 | 0.9 | |||
| 6 | 7,584 | 1.0 | 18,834 | 2.5 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 5 | 14,784 | 0.4 | 39,048 | 1.0 | 3,760,304 |
| NON U.S. | 20 | 48,712 | 1.3 | 119,906 | 3.2 | ||
| 25 | 63,496 | 1.7 | 158,954 | 4.2 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 6 | 193,170 | 12.3 | 206,829 | 13.2 | 1,567,177 |
| NON U.S. | 21 | 189,622 | 12.1 | 79,134 | 5.0 | ||
| 27 | 382,792 | 24.4 | 285,963 | 18.2 | |||
| CME LEAN HOGS | U.S. | 636 | 0.3 | 1,437 | 0.6 | 227,151 | |
| NON U.S. | 14,585 | 6.4 | 2,494 | 1.1 | |||
| 12 | 15,221 | 6.7 | 3,931 | 1.7 | |||
| CME LIVE CATTLE | U.S. | 736 | 0.3 | 765 | 0.3 | 265,359 | |
| NON U.S. | 16,904 | 6.4 | 133 | 0.1 | |||
| 9 | 17,640 | 6.6 | 898 | 0.3 | |||
| CME FEEDER CATTLE | U.S. | 0 | 0.0 | 414 | 1.2 | 34,230 | |
| NON U.S. | 1,392 | 4.1 | 179 | 0.5 | |||
| 7 | 1,392 | 4.1 | 593 | 1.7 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 6,561 | 17.0 | 38,555 | |
| NON U.S. | 0 | 0.0 | 2,112 | 5.5 | |||
| 5 | 0 | 0.0 | 8,673 | 22.5 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 6,754 | 13.7 | 1,736 | 3.5 | 49,406 | |
| NON U.S. | 2,768 | 5.6 | 54 | 0.1 | |||
| 6 | 9,522 | 19.3 | 1,790 | 3.6 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 0 | 0.0 | 10,200 | 17.8 | 57,423 | |
| NON U.S. | 0 | 0.0 | 2,540 | 4.4 | |||
| 5 | 0 | 0.0 | 12,740 | 22.2 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 2,463 | 1.9 | 7,330 | 5.7 | 129,458 | |
| NON U.S. | 2,424 | 1.9 | 3,939 | 3.0 | |||
| 6 | 4,887 | 3.8 | 11,269 | 8.7 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 2,921 | 7.7 | 6,719 | 17.6 | 38,123 | |
| NON U.S. | 0 | 0.0 | 8,526 | 22.4 | |||
| 5 | 2,921 | 7.7 | 15,245 | 40.0 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 290 | 0.5 | 5,961 | 10.9 | 54,491 | |
| NON U.S. | 938 | 1.7 | 2,152 | 3.9 | |||
| 6 | 1,228 | 2.3 | 8,113 | 14.9 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 605 | 1.5 | 6,468 | 16.1 | 40,207 | |
| NON U.S. | 1,950 | 4.8 | 2,897 | 7.2 | |||
| 6 | 2,555 | 6.4 | 9,365 | 23.3 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 31,049 | 4.8 | 94,122 | 14.5 | 647,309 | |
| NON U.S. | 6,675 | 1.0 | 11,118 | 1.7 | |||
| 17 | 37,724 | 5.8 | 105,240 | 16.3 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 1,182 | 4.1 | 0 | 0.0 | 28,732 | |
| NON U.S. | 180 | 0.6 | 14,971 | 52.1 | |||
| 7 | 1,362 | 4.7 | 14,971 | 52.1 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | NON U.S. | 0 | 0.0 | 8,085 | 74.2 | 10,894 | |
| 5 | 0 | 0.0 | 8,085 | 74.2 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 0 | 0.0 | 76,597 | 32.2 | 238,038 | |
| NON U.S. | 0 | 0.0 | 36,276 | 15.2 | |||
| 6 | 0 | 0.0 | 112,873 | 47.4 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 28,328 | 1.2 | 323,674 | 13.8 | 2,342,227 |
| NON U.S. | 20 | 100,641 | 4.3 | 284,069 | 12.1 | ||
| 24 | 128,969 | 5.5 | 607,743 | 25.9 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 2,228 | 1.3 | 26,603 | 15.7 | 169,482 |
| NON U.S. | 8 | 7,407 | 4.4 | 48,450 | 28.6 | ||
| 12 | 9,635 | 5.7 | 75,053 | 44.3 | |||
| NYME WTI-BRENT CALENDAR | U.S. | 750 | 0.6 | 12,888 | 10.4 | 124,220 | |
| NON U.S. | 1,330 | 1.1 | 180 | 0.1 | |||
| 5 | 2,080 | 1.7 | 13,068 | 10.5 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 0 | 0.0 | 47,079 | 23.2 | 202,972 | |
| NON U.S. | 0 | 0.0 | 8,837 | 4.4 | |||
| 7 | 0 | 0.0 | 55,916 | 27.5 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 37,654 | 47.3 | 79,689 | |
| NON U.S. | 0 | 0.0 | 18,897 | 23.7 | |||
| 6 | 0 | 0.0 | 56,551 | 71.0 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 4 | 4,813 | 3.6 | 20,504 | 15.3 | 134,152 |
| NON U.S. | 5 | 180 | 0.1 | 19,857 | 14.8 | ||
| 9 | 4,993 | 3.7 | 40,361 | 30.1 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 580 | 8.0 | 0 | 0.0 | 7,213 | |
| NON U.S. | 267 | 3.7 | 4,482 | 62.1 | |||
| 5 | 847 | 11.7 | 4,482 | 62.1 | |||
| ICUS COCOA | U.S. | 1,909 | 0.9 | 0 | 0.0 | 214,059 | |
| NON U.S. | 9,295 | 4.3 | 304 | 0.1 | |||
| 9 | 11,204 | 5.2 | 304 | 0.1 | |||
| NYME PALLADIUM | U.S. | 0 | 0.0 | 1,883 | 24.2 | 7,769 | |
| NON U.S. | 1,439 | 18.5 | 771 | 9.9 | |||
| 14 | 1,439 | 18.5 | 2,654 | 34.2 | |||
| NYME PLATINUM | U.S. | 4 | 59 | 0.1 | 10,941 | 20.2 | 54,044 |
| NON U.S. | 18 | 3,703 | 6.9 | 7,931 | 14.7 | ||
| 22 | 3,762 | 7.0 | 18,872 | 34.9 | |||
| ICUS SUGAR NO. 11 | U.S. | 8,071 | 0.8 | 1,414 | 0.1 | 1,019,129 | |
| NON U.S. | 50,520 | 5.0 | 49,891 | 4.9 | |||
| 17 | 58,591 | 5.7 | 51,305 | 5.0 | |||
| ICUS COFFEE C | U.S. | 2,655 | 1.1 | 1,377 | 0.6 | 240,509 | |
| NON U.S. | 9,454 | 3.9 | 20,309 | 8.4 | |||
| 23 | 12,109 | 5.0 | 21,686 | 9.0 | |||
| CMX SILVER | U.S. | 4 | 2,094 | 1.5 | 28,935 | 20.8 | 138,974 |
| NON U.S. | 21 | 10,961 | 7.9 | 40,963 | 29.5 | ||
| 25 | 13,055 | 9.4 | 69,898 | 50.3 | |||
| CMX COPPER-GRADE #1 | U.S. | 3,475 | 1.9 | 915 | 0.5 | 185,408 | |
| NON U.S. | 9,426 | 5.1 | 290 | 0.2 | |||
| 14 | 12,901 | 7.0 | 1,205 | 0.6 | |||
| CMX GOLD | U.S. | 4 | 9,897 | 2.1 | 106,036 | 22.1 | 480,050 |
| NON U.S. | 28 | 37,792 | 7.9 | 116,777 | 24.3 | ||
| 32 | 47,689 | 9.9 | 222,813 | 46.4 | |||
| CME CANADIAN DOLLAR | U.S. | 773 | 0.7 | 4,954 | 4.2 | 117,523 | |
| NON U.S. | 6,372 | 5.4 | 5,182 | 4.4 | |||
| 6 | 7,145 | 6.1 | 10,136 | 8.6 | |||
| CME MEXICAN PESO | NON U.S. | 6,282 | 6.2 | 29,497 | 28.9 | 102,137 | |
| 6 | 6,282 | 6.2 | 29,497 | 28.9 | |||
| CME BRITISH POUND STERLING | U.S. | 26,394 | 17.6 | 4,219 | 2.8 | 150,318 | |
| NON U.S. | 11,472 | 7.6 | 179 | 0.1 | |||
| 5 | 37,866 | 25.2 | 4,398 | 2.9 | |||
| CME JAPANESE YEN | U.S. | 849 | 0.7 | 16,164 | 13.6 | 118,595 | |
| NON U.S. | 10,237 | 8.6 | 3,325 | 2.8 | |||
| 6 | 11,086 | 9.3 | 19,489 | 16.4 | |||
| CME EURO FX | U.S. | 0 | 0.0 | 110,807 | 20.0 | 554,697 | |
| NON U.S. | 21,147 | 3.8 | 19,652 | 3.5 | |||
| 14 | 21,147 | 3.8 | 130,459 | 23.5 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 4 | 5,705 | 1.6 | 4,007 | 1.1 | 367,672 |
| NON U.S. | 8 | 12,194 | 3.3 | 3,392 | 0.9 | ||
| 12 | 17,899 | 4.9 | 7,399 | 2.0 | |||
| E VIX FUTURES | U.S. | 2,535 | 1.0 | 4,341 | 1.7 | 250,688 | |
| NON U.S. | 3,698 | 1.5 | 13,854 | 5.5 | |||
| 8 | 6,233 | 2.5 | 18,195 | 7.3 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5 | 2,792 | 5.2 | 1,610 | 3.0 | 53,991 |
| NON U.S. | 5 | 3,628 | 6.7 | 449 | 0.8 | ||
| 10 | 6,420 | 11.9 | 2,059 | 3.8 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 7 | 1,007,043 | 9.3 | 1,099,898 | 10.1 | 10,840,100 |
| NON U.S. | 32 | 1,394,403 | 12.9 | 756,980 | 7.0 | ||
| 39 | 2,401,446 | 22.2 | 1,856,878 | 17.1 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 1,668 | 1.0 | 29,995 | 18.9 | 159,093 |
| NON U.S. | 4 | 3,456 | 2.2 | 8,074 | 5.1 | ||
| 8 | 5,124 | 3.2 | 38,069 | 23.9 | |||
| CME 1-MONTH SOFR | U.S. | 4 | 7,912 | 2.5 | 43,801 | 13.8 | 316,356 |
| NON U.S. | 10 | 9,293 | 2.9 | 16,030 | 5.1 | ||
| 14 | 17,205 | 5.4 | 59,831 | 18.9 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 7 | 73,286 | 2.1 | 14,851 | 0.4 | 3,447,518 |
| NON U.S. | 25 | 163,031 | 4.7 | 112,046 | 3.3 | ||
| 32 | 236,317 | 6.9 | 126,897 | 3.7 | |||
| CME E-MINI S&P TECHNOLOGY INDEX | U.S. | 0 | 0.0 | 455 | 4.8 | 9,394 | |
| NON U.S. | 743 | 7.9 | 3,679 | 39.2 | |||
| 5 | 743 | 7.9 | 4,134 | 44.0 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 7,300 | 3.7 | 32,850 | 16.7 | 196,284 | |
| NON U.S. | 48,663 | 24.8 | 7,500 | 3.8 | |||
| 8 | 55,963 | 28.5 | 40,350 | 20.6 | |||
| CMX ALUMINUM MW US TR PLATTS | U.S. | 4,072 | 14.3 | 119 | 0.4 | 28,444 | |
| NON U.S. | 3,518 | 12.4 | 0 | 0.0 | |||
| 5 | 7,590 | 26.7 | 119 | 0.4 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 5 | 3,537 | 1.9 | 3,874 | 2.1 | 183,367 |
| NON U.S. | 9 | 7,819 | 4.3 | 1,531 | 0.8 | ||
| 14 | 11,356 | 6.2 | 5,405 | 2.9 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 6 | 16,853 | 3.0 | 2,886 | 0.5 | 561,385 |
| NON U.S. | 16 | 21,041 | 3.7 | 23,292 | 4.1 | ||
| 22 | 37,894 | 6.8 | 26,178 | 4.7 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 5 | 3,000 | 0.6 | 2,773 | 0.5 | 532,899 |
| NON U.S. | 4 | 591 | 0.1 | 50,357 | 9.4 | ||
| 9 | 3,591 | 0.7 | 53,130 | 10.0 | |||
| ICUS MSCI EMERGING MKTS MINI INDEX | U.S. | 4,504 | 0.3 | 74 | 0.0 | 1,305,767 | |
| NON U.S. | 16,626 | 1.3 | 18,839 | 1.4 | |||
| 18 | 21,130 | 1.6 | 18,913 | 1.4 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 4 | 1,225 | 0.8 | 7,932 | 5.3 | 149,989 |
| NON U.S. | 6 | 13,289 | 8.9 | 29,048 | 19.4 | ||
| 10 | 14,514 | 9.7 | 36,980 | 24.7 | |||