| REPORT DATE: 8/4/2020 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 6,029 | 1.6 | 1,203 | 0.3 | 380,509 | |
| NON U.S. | 32,451 | 8.5 | 18,313 | 4.8 | |||
| 19 | 38,480 | 10.1 | 19,516 | 5.1 | |||
| CBT WHEAT-HRW | U.S. | 7,405 | 2.7 | 0 | 0.0 | 271,336 | |
| NON U.S. | 18,100 | 6.7 | 5,508 | 2.0 | |||
| 11 | 25,505 | 9.4 | 5,508 | 2.0 | |||
| CBT CORN | U.S. | 15,709 | 1.0 | 5,214 | 0.3 | 1,638,917 | |
| NON U.S. | 83,653 | 5.1 | 7,872 | 0.5 | |||
| 18 | 99,362 | 6.1 | 13,086 | 0.8 | |||
| CBT SOYBEANS | U.S. | 11,359 | 1.4 | 6,375 | 0.8 | 835,308 | |
| NON U.S. | 49,477 | 5.9 | 2,972 | 0.4 | |||
| 16 | 60,836 | 7.3 | 9,347 | 1.1 | |||
| CBT SOYBEAN OIL | U.S. | 4,761 | 1.1 | 0 | 0.0 | 435,763 | |
| NON U.S. | 31,874 | 7.3 | 295 | 0.1 | |||
| 11 | 36,635 | 8.4 | 295 | 0.1 | |||
| CBT U.S. TREASURY BONDS | U.S. | 5 | 5,563 | 0.5 | 4,243 | 0.4 | 1,099,313 |
| NON U.S. | 7 | 5,966 | 0.5 | 1,624 | 0.1 | ||
| 12 | 11,529 | 1.0 | 5,867 | 0.5 | |||
| CBT ULTRA U.S. TREASURY BONDS | U.S. | 1,453 | 0.1 | 0 | 0.0 | 1,038,714 | |
| NON U.S. | 1,880 | 0.2 | 48,128 | 4.6 | |||
| 6 | 3,333 | 0.3 | 48,128 | 4.6 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 21,896 | 6.1 | 3,032 | 0.8 | 360,551 | |
| NON U.S. | 19,515 | 5.4 | 1,974 | 0.5 | |||
| 12 | 41,411 | 11.5 | 5,006 | 1.4 | |||
| NYME UP DOWN GC ULSD VS HO SPR | U.S. | 5,354 | 8.8 | 0 | 0.0 | 60,971 | |
| NON U.S. | 600 | 1.0 | 0 | 0.0 | |||
| 5 | 5,954 | 9.8 | 0 | 0.0 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 15,510 | 0.3 | 2,143,359 | 35.6 | 6,022,854 |
| NON U.S. | 8 | 62,401 | 1.0 | 1,488,078 | 24.7 | ||
| 13 | 77,911 | 1.3 | 3,631,437 | 60.3 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 37,260 | 15.6 | 18,354 | 7.7 | 238,751 | |
| NON U.S. | 13,539 | 5.7 | 5,309 | 2.2 | |||
| 7 | 50,799 | 21.3 | 23,663 | 9.9 | |||
| IFED PG&E CITYGATE FIN BASIS | U.S. | 1,774 | 1.1 | 11,214 | 6.9 | 161,389 | |
| NON U.S. | 0 | 0.0 | 29,461 | 18.3 | |||
| 5 | 1,774 | 1.1 | 40,675 | 25.2 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 953 | 0.3 | 72,423 | 21.5 | 336,866 | |
| NON U.S. | 12,233 | 3.6 | 69,276 | 20.6 | |||
| 8 | 13,186 | 3.9 | 141,699 | 42.1 | |||
| IFED AECO FIN BASIS | U.S. | 0 | 0.0 | 26,894 | 2.3 | 1,155,262 | |
| NON U.S. | 20,736 | 1.8 | 662,042 | 57.3 | |||
| 7 | 20,736 | 1.8 | 688,936 | 59.6 | |||
| IFED CHICAGO FIN BASIS | U.S. | 32,877 | 7.9 | 4,928 | 1.2 | 414,795 | |
| NON U.S. | 5,488 | 1.3 | 36,618 | 8.8 | |||
| 8 | 38,365 | 9.2 | 41,546 | 10.0 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 16,906 | 2.7 | 78,735 | 12.6 | 622,671 |
| NON U.S. | 5 | 1,393 | 0.2 | 70,400 | 11.3 | ||
| 9 | 18,299 | 2.9 | 149,135 | 24.0 | |||
| IFED WAHA FIN BASIS | U.S. | 4 | 9,413 | 2.0 | 190,905 | 40.1 | 476,161 |
| NON U.S. | 6 | 10,620 | 2.2 | 45,772 | 9.6 | ||
| 10 | 20,033 | 4.2 | 236,677 | 49.7 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 4 | 2,068 | 0.6 | 125,652 | 37.9 | 331,583 |
| NON U.S. | 5 | 0 | 0.0 | 84,157 | 25.4 | ||
| 9 | 2,068 | 0.6 | 209,809 | 63.3 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 4 | 7,596 | 3.8 | 42,630 | 21.4 | 199,282 |
| NON U.S. | 4 | 1,348 | 0.7 | 32,958 | 16.5 | ||
| 8 | 8,944 | 4.5 | 75,588 | 37.9 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 9,400 | 1.5 | 167,658 | 27.2 | 616,620 | |
| NON U.S. | 26,737 | 4.3 | 85,066 | 13.8 | |||
| 8 | 36,137 | 5.9 | 252,724 | 41.0 | |||
| IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS | U.S. | 1,343 | 0.7 | 39,656 | 20.9 | 189,473 | |
| NON U.S. | 124 | 0.1 | 46,919 | 24.8 | |||
| 6 | 1,467 | 0.8 | 86,575 | 45.7 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 13,525 | 6.0 | 3,613 | 1.6 | 223,920 | |
| NON U.S. | 9,133 | 4.1 | 21,251 | 9.5 | |||
| 6 | 22,658 | 10.1 | 24,864 | 11.1 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 9,314 | 3.8 | 2,222 | 0.9 | 245,143 | |
| NON U.S. | 5,247 | 2.1 | 21,259 | 8.7 | |||
| 7 | 14,561 | 5.9 | 23,481 | 9.6 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 1,224 | 0.4 | 45,222 | 15.7 | 287,144 | |
| NON U.S. | 12,996 | 4.5 | 19,727 | 6.9 | |||
| 5 | 14,220 | 5.0 | 64,949 | 22.6 | |||
| IFED NATURAL GAS PIPELINE-TEXOK (BASIS) | U.S. | 288 | 0.1 | 16,330 | 6.8 | 241,076 | |
| NON U.S. | 0 | 0.0 | 28,401 | 11.8 | |||
| 5 | 288 | 0.1 | 44,731 | 18.6 | |||
| IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) | NON U.S. | 15,380 | 16.4 | 1,362 | 1.5 | 93,678 | |
| 5 | 15,380 | 16.4 | 1,362 | 1.5 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 4,947 | 2.7 | 13,111 | 7.0 | 186,002 | |
| NON U.S. | 428 | 0.2 | 20,214 | 10.9 | |||
| 7 | 5,375 | 2.9 | 33,325 | 17.9 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 26,729 | 11.0 | 10,923 | 4.5 | 243,913 | |
| NON U.S. | 0 | 0.0 | 10,079 | 4.1 | |||
| 7 | 26,729 | 11.0 | 21,002 | 8.6 | |||
| IFED TRANSCO ZONE 6 BASIS | U.S. | 2,308 | 1.7 | 5,001 | 3.6 | 138,265 | |
| NON U.S. | 0 | 0.0 | 11,707 | 8.5 | |||
| 5 | 2,308 | 1.7 | 16,708 | 12.1 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 16,662 | 5.9 | 84,486 | 30.0 | 282,023 | |
| NON U.S. | 4,760 | 1.7 | 27,177 | 9.6 | |||
| 6 | 21,422 | 7.6 | 111,663 | 39.6 | |||
| NYME NATURAL GAS | U.S. | 23,266 | 1.8 | 67,839 | 5.3 | 1,290,949 | |
| NON U.S. | 50,891 | 3.9 | 64,481 | 5.0 | |||
| 19 | 74,157 | 5.7 | 132,320 | 10.2 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 6,231 | 2.1 | 65,052 | 22.4 | 290,467 |
| NON U.S. | 5 | 3,173 | 1.1 | 28,228 | 9.7 | ||
| 9 | 9,404 | 3.2 | 93,280 | 32.1 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 26,123 | 21.2 | 6,976 | 5.7 | 123,342 | |
| NON U.S. | 22,382 | 18.1 | 1,573 | 1.3 | |||
| 8 | 48,505 | 39.3 | 8,549 | 6.9 | |||
| CBT SOYBEAN MEAL | U.S. | 4,745 | 1.1 | 4,579 | 1.0 | 436,579 | |
| NON U.S. | 34,787 | 8.0 | 1,174 | 0.3 | |||
| 14 | 39,532 | 9.1 | 5,753 | 1.3 | |||
| ICUS COTTON NO. 2 | U.S. | 4,343 | 2.4 | 0 | 0.0 | 181,232 | |
| NON U.S. | 16,638 | 9.2 | 13,034 | 7.2 | |||
| 18 | 20,981 | 11.6 | 13,034 | 7.2 | |||
| NYME HENRY HUB | U.S. | 4 | 18,594 | 2.6 | 308,706 | 42.7 | 722,450 |
| NON U.S. | 8 | 41,792 | 5.8 | 192,468 | 26.6 | ||
| 12 | 60,386 | 8.4 | 501,174 | 69.4 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 54,245 | 28.7 | 20,438 | 10.8 | 189,335 | |
| NON U.S. | 48,916 | 25.8 | 4,282 | 2.3 | |||
| 8 | 103,161 | 54.5 | 24,720 | 13.1 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 4 | 15,020 | 0.7 | 20,684 | 0.9 | 2,209,759 |
| NON U.S. | 18 | 11,541 | 0.5 | 61,363 | 2.8 | ||
| 22 | 26,561 | 1.2 | 82,047 | 3.7 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 7 | 114,192 | 3.3 | 10,125 | 0.3 | 3,480,234 |
| NON U.S. | 27 | 70,841 | 2.0 | 95,705 | 2.7 | ||
| 34 | 185,033 | 5.3 | 105,830 | 3.0 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 5 | 27,740 | 0.8 | 23,992 | 0.7 | 3,511,951 |
| NON U.S. | 20 | 81,260 | 2.3 | 50,573 | 1.4 | ||
| 25 | 109,000 | 3.1 | 74,565 | 2.1 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 4 | 167,142 | 10.8 | 167,874 | 10.8 | 1,549,273 |
| NON U.S. | 19 | 131,985 | 8.5 | 34,222 | 2.2 | ||
| 23 | 299,127 | 19.3 | 202,096 | 13.0 | |||
| CME LEAN HOGS | U.S. | 136 | 0.1 | 350 | 0.2 | 229,003 | |
| NON U.S. | 12,827 | 5.6 | 2,298 | 1.0 | |||
| 11 | 12,963 | 5.7 | 2,648 | 1.2 | |||
| CME LIVE CATTLE | U.S. | 0 | 0.0 | 189 | 0.1 | 286,440 | |
| NON U.S. | 14,927 | 5.2 | 0 | 0.0 | |||
| 8 | 14,927 | 5.2 | 189 | 0.1 | |||
| CME FEEDER CATTLE | U.S. | 106 | 0.3 | 0 | 0.0 | 41,970 | |
| NON U.S. | 1,441 | 3.4 | 2 | 0.0 | |||
| 7 | 1,547 | 3.7 | 2 | 0.0 | |||
| IFED ETHANE, MT. BELV-ENTERPRISE | U.S. | 2,545 | 8.4 | 3,177 | 10.5 | 30,194 | |
| NON U.S. | 20 | 0.1 | 2,607 | 8.6 | |||
| 6 | 2,565 | 8.5 | 5,784 | 19.2 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 4,880 | 20.5 | 23,822 | |
| NON U.S. | 0 | 0.0 | 2,023 | 8.5 | |||
| 6 | 0 | 0.0 | 6,903 | 29.0 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 4,661 | 9.7 | 1,207 | 2.5 | 48,230 | |
| NON U.S. | 1,591 | 3.3 | 55 | 0.1 | |||
| 6 | 6,252 | 13.0 | 1,262 | 2.6 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 100 | 0.2 | 10,191 | 22.8 | 44,625 | |
| NON U.S. | 0 | 0.0 | 3,703 | 8.3 | |||
| 7 | 100 | 0.2 | 13,894 | 31.1 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 3,973 | 2.9 | 7,710 | 5.7 | 136,035 | |
| NON U.S. | 1,467 | 1.1 | 3,313 | 2.4 | |||
| 6 | 5,440 | 4.0 | 11,023 | 8.1 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 1,493 | 2.6 | 9,262 | 16.4 | 56,549 | |
| NON U.S. | 0 | 0.0 | 11,665 | 20.6 | |||
| 7 | 1,493 | 2.6 | 20,927 | 37.0 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 135 | 0.2 | 4,641 | 8.3 | 55,990 | |
| NON U.S. | 330 | 0.6 | 2,564 | 4.6 | |||
| 6 | 465 | 0.8 | 7,205 | 12.9 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 1,265 | 3.7 | 4,976 | 14.7 | 33,843 | |
| NON U.S. | 2,497 | 7.4 | 1,807 | 5.3 | |||
| 6 | 3,762 | 11.1 | 6,783 | 20.0 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 18,605 | 4.0 | 89,415 | 19.0 | 470,979 | |
| NON U.S. | 5,412 | 1.1 | 11,523 | 2.4 | |||
| 10 | 24,017 | 5.1 | 100,938 | 21.4 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 926 | 2.9 | 0 | 0.0 | 31,768 | |
| NON U.S. | 0 | 0.0 | 15,842 | 49.9 | |||
| 7 | 926 | 2.9 | 15,842 | 49.9 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | NON U.S. | 240 | 2.3 | 7,925 | 76.9 | 10,300 | |
| 6 | 240 | 2.3 | 7,925 | 76.9 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 58,228 | 29.4 | 73,686 | 37.2 | 198,206 | |
| NON U.S. | 0 | 0.0 | 29,648 | 15.0 | |||
| 6 | 58,228 | 29.4 | 103,334 | 52.1 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 24,939 | 1.2 | 272,797 | 13.4 | 2,032,921 |
| NON U.S. | 21 | 51,393 | 2.5 | 242,283 | 11.9 | ||
| 25 | 76,332 | 3.8 | 515,080 | 25.3 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 3,233 | 2.2 | 19,766 | 13.6 | 145,368 |
| NON U.S. | 8 | 7,196 | 5.0 | 35,436 | 24.4 | ||
| 12 | 10,429 | 7.2 | 55,202 | 38.0 | |||
| NYME BRENT CRUDE OIL LAST DAY | U.S. | 4,006 | 1.9 | 896 | 0.4 | 209,232 | |
| NON U.S. | 1,416 | 0.7 | 1,054 | 0.5 | |||
| 7 | 5,422 | 2.6 | 1,950 | 0.9 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 645 | 0.4 | 34,897 | 19.8 | 176,485 | |
| NON U.S. | 0 | 0.0 | 4,441 | 2.5 | |||
| 7 | 645 | 0.4 | 39,338 | 22.3 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 37,616 | 49.8 | 75,539 | |
| NON U.S. | 0 | 0.0 | 17,011 | 22.5 | |||
| 6 | 0 | 0.0 | 54,627 | 72.3 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 4 | 4,360 | 3.9 | 19,407 | 17.2 | 112,897 |
| NON U.S. | 5 | 180 | 0.2 | 15,399 | 13.6 | ||
| 9 | 4,540 | 4.0 | 34,806 | 30.8 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 210 | 3.7 | 0 | 0.0 | 5,605 | |
| NON U.S. | 194 | 3.5 | 3,319 | 59.2 | |||
| 5 | 404 | 7.2 | 3,319 | 59.2 | |||
| ICUS COCOA | U.S. | 5,359 | 2.4 | 241 | 0.1 | 225,539 | |
| NON U.S. | 5,828 | 2.6 | 503 | 0.2 | |||
| 9 | 11,187 | 5.0 | 744 | 0.3 | |||
| NYME PALLADIUM | U.S. | 0 | 0.0 | 1,761 | 17.2 | 10,240 | |
| NON U.S. | 915 | 8.9 | 593 | 5.8 | |||
| 12 | 915 | 8.9 | 2,354 | 23.0 | |||
| NYME PLATINUM | U.S. | 4 | 222 | 0.4 | 12,120 | 21.8 | 55,647 |
| NON U.S. | 16 | 3,039 | 5.5 | 5,713 | 10.3 | ||
| 20 | 3,261 | 5.9 | 17,833 | 32.0 | |||
| ICUS SUGAR NO. 11 | U.S. | 19,541 | 2.0 | 897 | 0.1 | 989,827 | |
| NON U.S. | 53,252 | 5.4 | 45,496 | 4.6 | |||
| 15 | 72,793 | 7.4 | 46,393 | 4.7 | |||
| ICUS COFFEE C | U.S. | 3,704 | 1.4 | 1,638 | 0.6 | 270,383 | |
| NON U.S. | 10,461 | 3.9 | 22,016 | 8.1 | |||
| 24 | 14,165 | 5.2 | 23,654 | 8.7 | |||
| CMX SILVER | U.S. | 4 | 3,600 | 1.8 | 29,992 | 14.6 | 205,527 |
| NON U.S. | 21 | 7,350 | 3.6 | 36,204 | 17.6 | ||
| 25 | 10,950 | 5.3 | 66,196 | 32.2 | |||
| CMX COPPER-GRADE #1 | U.S. | 3,846 | 1.7 | 180 | 0.1 | 232,022 | |
| NON U.S. | 8,315 | 3.6 | 1,548 | 0.7 | |||
| 14 | 12,161 | 5.2 | 1,728 | 0.7 | |||
| CMX GOLD | U.S. | 4 | 12,012 | 2.1 | 80,197 | 14.3 | 561,837 |
| NON U.S. | 30 | 47,259 | 8.4 | 110,835 | 19.7 | ||
| 34 | 59,271 | 10.5 | 191,032 | 34.0 | |||
| CME CANADIAN DOLLAR | U.S. | 553 | 0.4 | 30,199 | 22.0 | 137,101 | |
| NON U.S. | 3 | 0.0 | 6,249 | 4.6 | |||
| 6 | 556 | 0.4 | 36,448 | 26.6 | |||
| CME JAPANESE YEN | U.S. | 115 | 0.1 | 46,731 | 29.6 | 157,968 | |
| NON U.S. | 3,532 | 2.2 | 6,603 | 4.2 | |||
| 7 | 3,647 | 2.3 | 53,334 | 33.8 | |||
| CME EURO FX | U.S. | 595 | 0.1 | 196,851 | 27.9 | 704,875 | |
| NON U.S. | 19,904 | 2.8 | 9,983 | 1.4 | |||
| 15 | 20,499 | 2.9 | 206,834 | 29.3 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 4,915 | 1.5 | 2,670 | 0.8 | 333,182 | |
| NON U.S. | 9,794 | 2.9 | 1,503 | 0.5 | |||
| 11 | 14,709 | 4.4 | 4,173 | 1.3 | |||
| E VIX FUTURES | U.S. | 308 | 0.1 | 1,114 | 0.4 | 277,065 | |
| NON U.S. | 6,179 | 2.2 | 7,970 | 2.9 | |||
| 9 | 6,487 | 2.3 | 9,084 | 3.3 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5 | 4,430 | 4.9 | 1,353 | 1.5 | 90,307 |
| NON U.S. | 5 | 3,922 | 4.3 | 4,797 | 5.3 | ||
| 10 | 8,352 | 9.2 | 6,150 | 6.8 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 7 | 992,872 | 10.3 | 858,820 | 8.9 | 9,667,488 |
| NON U.S. | 34 | 1,069,578 | 11.1 | 994,785 | 10.3 | ||
| 41 | 2,062,450 | 21.3 | 1,853,605 | 19.2 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 6,176 | 3.6 | 25,798 | 15.0 | 172,529 |
| NON U.S. | 5 | 7,238 | 4.2 | 4,843 | 2.8 | ||
| 9 | 13,414 | 7.8 | 30,641 | 17.8 | |||
| CME 1-MONTH SOFR | U.S. | 4 | 2,308 | 1.5 | 29,265 | 19.1 | 153,242 |
| NON U.S. | 10 | 13,606 | 8.9 | 7,827 | 5.1 | ||
| 14 | 15,914 | 10.4 | 37,092 | 24.2 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 6 | 58,057 | 2.2 | 14,618 | 0.5 | 2,676,398 |
| NON U.S. | 24 | 61,164 | 2.3 | 113,472 | 4.2 | ||
| 30 | 119,221 | 4.5 | 128,090 | 4.8 | |||
| CME E-MINI S&P INDUSTRIAL INDEX | NON U.S. | 412 | 5.3 | 2,283 | 29.5 | 7,749 | |
| 5 | 412 | 5.3 | 2,283 | 29.5 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 54,581 | 23.6 | 13,630 | 5.9 | 231,370 | |
| NON U.S. | 54,956 | 23.8 | 20,120 | 8.7 | |||
| 9 | 109,537 | 47.3 | 33,750 | 14.6 | |||
| CMX ALUMINUM MW US TR PLATTS | U.S. | 4,117 | 12.1 | 0 | 0.0 | 33,924 | |
| NON U.S. | 4,905 | 14.5 | 0 | 0.0 | |||
| 6 | 9,022 | 26.6 | 0 | 0.0 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 0 | 0.0 | 3,178 | 1.4 | 228,566 | |
| NON U.S. | 8,636 | 3.8 | 14,447 | 6.3 | |||
| 14 | 8,636 | 3.8 | 17,625 | 7.7 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 8 | 13,947 | 2.7 | 5,633 | 1.1 | 509,290 |
| NON U.S. | 15 | 16,224 | 3.2 | 17,895 | 3.5 | ||
| 23 | 30,171 | 5.9 | 23,528 | 4.6 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 4 | 1,359 | 0.3 | 5,571 | 1.2 | 451,362 |
| NON U.S. | 6 | 3,234 | 0.7 | 49,073 | 10.9 | ||
| 10 | 4,593 | 1.0 | 54,644 | 12.1 | |||
| ICUS MSCI EMERGING MKTS INDEX | U.S. | 5 | 3,880 | 0.3 | 753 | 0.1 | 1,181,165 |
| NON U.S. | 12 | 5,670 | 0.5 | 61,557 | 5.2 | ||
| 17 | 9,550 | 0.8 | 62,310 | 5.3 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 4 | 1,205 | 0.7 | 7,220 | 4.5 | 161,505 |
| NON U.S. | 7 | 9,193 | 5.7 | 36,503 | 22.6 | ||
| 11 | 10,398 | 6.4 | 43,723 | 27.1 | |||