| REPORT DATE: 1/5/2021 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 5,197 | 1.2 | 207 | 0.0 | 418,227 | |
| NON U.S. | 36,458 | 8.7 | 12,429 | 3.0 | |||
| 16 | 41,655 | 10.0 | 12,636 | 3.0 | |||
| CBT WHEAT-HRW | U.S. | 5,627 | 2.6 | 1,000 | 0.5 | 220,143 | |
| NON U.S. | 16,854 | 7.7 | 5,513 | 2.5 | |||
| 11 | 22,481 | 10.2 | 6,513 | 3.0 | |||
| CBT CORN | U.S. | 28,043 | 1.6 | 6,461 | 0.4 | 1,778,403 | |
| NON U.S. | 90,870 | 5.1 | 20,312 | 1.1 | |||
| 17 | 118,913 | 6.7 | 26,773 | 1.5 | |||
| CBT SOYBEANS | U.S. | 8,455 | 0.9 | 19,721 | 2.1 | 926,263 | |
| NON U.S. | 61,952 | 6.7 | 25,935 | 2.8 | |||
| 23 | 70,407 | 7.6 | 45,656 | 4.9 | |||
| CBT SOYBEAN OIL | U.S. | 2,258 | 0.5 | 0 | 0.0 | 469,513 | |
| NON U.S. | 29,546 | 6.3 | 5,590 | 1.2 | |||
| 14 | 31,804 | 6.8 | 5,590 | 1.2 | |||
| CBT U.S. TREASURY BONDS | U.S. | 4 | 8,603 | 0.7 | 7,405 | 0.6 | 1,150,413 |
| NON U.S. | 7 | 6,446 | 0.6 | 4,549 | 0.4 | ||
| 11 | 15,049 | 1.3 | 11,954 | 1.0 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 19,121 | 5.2 | 1,572 | 0.4 | 368,741 | |
| NON U.S. | 15,852 | 4.3 | 849 | 0.2 | |||
| 11 | 34,973 | 9.5 | 2,421 | 0.7 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 10,482 | 0.2 | 2,276,539 | 36.6 | 6,227,975 |
| NON U.S. | 9 | 65,634 | 1.1 | 1,677,660 | 26.9 | ||
| 14 | 76,116 | 1.2 | 3,954,199 | 63.5 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 40,319 | 16.7 | 17,423 | 7.2 | 242,092 | |
| NON U.S. | 20,103 | 8.3 | 7,608 | 3.1 | |||
| 7 | 60,422 | 25.0 | 25,031 | 10.3 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 4 | 0 | 0.0 | 66,120 | 22.8 | 290,135 |
| NON U.S. | 4 | 9,478 | 3.3 | 45,952 | 15.8 | ||
| 8 | 9,478 | 3.3 | 112,072 | 38.6 | |||
| IFED AECO FIN BASIS | U.S. | 0 | 0.0 | 25,676 | 2.5 | 1,033,346 | |
| NON U.S. | 24,078 | 2.3 | 582,063 | 56.3 | |||
| 7 | 24,078 | 2.3 | 607,739 | 58.8 | |||
| IFED CHICAGO FIN BASIS | U.S. | 31,070 | 8.1 | 2,294 | 0.6 | 381,757 | |
| NON U.S. | 1,928 | 0.5 | 34,126 | 8.9 | |||
| 8 | 32,998 | 8.6 | 36,420 | 9.5 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 21,041 | 3.4 | 56,380 | 9.1 | 621,692 |
| NON U.S. | 4 | 1,153 | 0.2 | 71,541 | 11.5 | ||
| 8 | 22,194 | 3.6 | 127,921 | 20.6 | |||
| IFED WAHA FIN BASIS | U.S. | 4,016 | 0.8 | 168,871 | 34.9 | 483,669 | |
| NON U.S. | 9,070 | 1.9 | 53,272 | 11.0 | |||
| 9 | 13,086 | 2.7 | 222,143 | 45.9 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 4 | 0 | 0.0 | 141,471 | 40.3 | 351,289 |
| NON U.S. | 5 | 0 | 0.0 | 91,158 | 25.9 | ||
| 9 | 0 | 0.0 | 232,629 | 66.2 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 7,526 | 4.1 | 40,000 | 22.0 | 181,965 | |
| NON U.S. | 774 | 0.4 | 28,009 | 15.4 | |||
| 6 | 8,300 | 4.6 | 68,009 | 37.4 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 4 | 3,567 | 0.6 | 168,770 | 27.2 | 621,599 |
| NON U.S. | 5 | 15,406 | 2.5 | 70,951 | 11.4 | ||
| 9 | 18,973 | 3.1 | 239,721 | 38.6 | |||
| IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS | U.S. | 939 | 0.4 | 64,822 | 29.7 | 217,959 | |
| NON U.S. | 0 | 0.0 | 63,353 | 29.1 | |||
| 6 | 939 | 0.4 | 128,175 | 58.8 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 14,147 | 7.1 | 889 | 0.4 | 198,766 | |
| NON U.S. | 8,992 | 4.5 | 30,421 | 15.3 | |||
| 7 | 23,139 | 11.6 | 31,310 | 15.8 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 4 | 12,476 | 6.0 | 1,974 | 0.9 | 209,471 |
| NON U.S. | 4 | 6,489 | 3.1 | 33,237 | 15.9 | ||
| 8 | 18,965 | 9.1 | 35,211 | 16.8 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 0 | 0.0 | 47,593 | 19.8 | 240,931 | |
| NON U.S. | 8,571 | 3.6 | 13,397 | 5.6 | |||
| 5 | 8,571 | 3.6 | 60,990 | 25.3 | |||
| IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) | U.S. | 184 | 0.2 | 438 | 0.5 | 88,500 | |
| NON U.S. | 10,076 | 11.4 | 13,509 | 15.3 | |||
| 6 | 10,260 | 11.6 | 13,947 | 15.8 | |||
| IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS | U.S. | 0 | 0.0 | 33,761 | 50.2 | 67,284 | |
| NON U.S. | 590 | 0.9 | 29,345 | 43.6 | |||
| 5 | 590 | 0.9 | 63,106 | 93.8 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 1,789 | 1.1 | 13,612 | 8.2 | 166,409 | |
| NON U.S. | 1,312 | 0.8 | 37,532 | 22.6 | |||
| 7 | 3,101 | 1.9 | 51,144 | 30.7 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 13,494 | 5.5 | 23,445 | 9.5 | 245,697 | |
| NON U.S. | 0 | 0.0 | 5,885 | 2.4 | |||
| 5 | 13,494 | 5.5 | 29,330 | 11.9 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 68,141 | 19.6 | 142,077 | 40.8 | 347,943 | |
| NON U.S. | 4,096 | 1.2 | 23,757 | 6.8 | |||
| 5 | 72,237 | 20.8 | 165,834 | 47.7 | |||
| NYME NATURAL GAS | U.S. | 4 | 33,776 | 2.9 | 27,612 | 2.4 | 1,162,745 |
| NON U.S. | 15 | 46,755 | 4.0 | 46,047 | 4.0 | ||
| 19 | 80,531 | 6.9 | 73,659 | 6.3 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 4,452 | 1.2 | 99,863 | 26.9 | 371,909 |
| NON U.S. | 6 | 4,660 | 1.3 | 48,462 | 13.0 | ||
| 10 | 9,112 | 2.5 | 148,325 | 39.9 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 36,791 | 28.1 | 2,259 | 1.7 | 131,095 | |
| NON U.S. | 30,427 | 23.2 | 903 | 0.7 | |||
| 8 | 67,218 | 51.3 | 3,162 | 2.4 | |||
| CBT SOYBEAN MEAL | U.S. | 2,717 | 0.7 | 0 | 0.0 | 417,441 | |
| NON U.S. | 37,904 | 9.1 | 3,244 | 0.8 | |||
| 14 | 40,621 | 9.7 | 3,244 | 0.8 | |||
| ICUS COTTON NO. 2 | U.S. | 1,742 | 0.7 | 0 | 0.0 | 237,240 | |
| NON U.S. | 19,621 | 8.3 | 12,075 | 5.1 | |||
| 15 | 21,363 | 9.0 | 12,075 | 5.1 | |||
| NYME HENRY HUB | U.S. | 4 | 12,429 | 1.9 | 270,858 | 41.0 | 660,729 |
| NON U.S. | 8 | 45,659 | 6.9 | 170,421 | 25.8 | ||
| 12 | 58,088 | 8.8 | 441,279 | 66.8 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 92,650 | 35.1 | 10,367 | 3.9 | 263,828 | |
| NON U.S. | 62,338 | 23.6 | 9,283 | 3.5 | |||
| 11 | 154,988 | 58.7 | 19,650 | 7.4 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 4 | 14,973 | 0.8 | 20,591 | 1.1 | 1,928,625 |
| NON U.S. | 19 | 13,887 | 0.7 | 36,843 | 1.9 | ||
| 23 | 28,860 | 1.5 | 57,434 | 3.0 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 6 | 123,926 | 3.8 | 6,255 | 0.2 | 3,221,183 |
| NON U.S. | 32 | 55,702 | 1.7 | 76,760 | 2.4 | ||
| 38 | 179,628 | 5.6 | 83,015 | 2.6 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 2,836 | 0.3 | 5,010 | 0.5 | 1,003,790 | |
| NON U.S. | 0 | 0.0 | 15,472 | 1.5 | |||
| 6 | 2,836 | 0.3 | 20,482 | 2.0 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 4 | 13,806 | 0.4 | 4,949 | 0.2 | 3,198,001 |
| NON U.S. | 20 | 49,211 | 1.5 | 15,824 | 0.5 | ||
| 24 | 63,017 | 2.0 | 20,773 | 0.6 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 6 | 137,562 | 13.8 | 50,802 | 5.1 | 999,325 |
| NON U.S. | 17 | 95,266 | 9.5 | 63,624 | 6.4 | ||
| 23 | 232,828 | 23.3 | 114,426 | 11.5 | |||
| CME LEAN HOGS | U.S. | 79 | 0.0 | 414 | 0.2 | 201,729 | |
| NON U.S. | 13,892 | 6.9 | 5,325 | 2.6 | |||
| 11 | 13,971 | 6.9 | 5,739 | 2.8 | |||
| CME LIVE CATTLE | U.S. | 0 | 0.0 | 635 | 0.2 | 295,130 | |
| NON U.S. | 15,920 | 5.4 | 200 | 0.1 | |||
| 9 | 15,920 | 5.4 | 835 | 0.3 | |||
| CME FEEDER CATTLE | U.S. | 90 | 0.2 | 260 | 0.6 | 42,455 | |
| NON U.S. | 1,437 | 3.4 | 2 | 0.0 | |||
| 7 | 1,527 | 3.6 | 262 | 0.6 | |||
| IFED NAT GASLNE OPIS MT B NONTET FP | U.S. | 408 | 2.1 | 3,276 | 17.0 | 19,299 | |
| NON U.S. | 250 | 1.3 | 1,517 | 7.9 | |||
| 6 | 658 | 3.4 | 4,793 | 24.8 | |||
| IFED PROPANE OPIS CONWAY INWELL FP | U.S. | 210 | 3.3 | 445 | 7.1 | 6,298 | |
| NON U.S. | 215 | 3.4 | 831 | 13.2 | |||
| 5 | 425 | 6.7 | 1,276 | 20.3 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 4,010 | 17.1 | 23,398 | |
| NON U.S. | 0 | 0.0 | 4,020 | 17.2 | |||
| 6 | 0 | 0.0 | 8,030 | 34.3 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 3,922 | 7.2 | 1,763 | 3.3 | 54,144 | |
| NON U.S. | 2,853 | 5.3 | 1,053 | 1.9 | |||
| 8 | 6,775 | 12.5 | 2,816 | 5.2 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 4 | 0 | 0.0 | 9,354 | 18.3 | 51,114 |
| NON U.S. | 4 | 0 | 0.0 | 8,485 | 16.6 | ||
| 8 | 0 | 0.0 | 17,839 | 34.9 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 3,375 | 2.5 | 9,969 | 7.3 | 136,404 | |
| NON U.S. | 1,704 | 1.2 | 7,336 | 5.4 | |||
| 7 | 5,079 | 3.7 | 17,305 | 12.7 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 1,715 | 3.2 | 6,782 | 12.7 | 53,360 | |
| NON U.S. | 0 | 0.0 | 11,085 | 20.8 | |||
| 7 | 1,715 | 3.2 | 17,867 | 33.5 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 4 | 12 | 0.0 | 5,440 | 10.2 | 53,527 |
| NON U.S. | 4 | 63 | 0.1 | 4,292 | 8.0 | ||
| 8 | 75 | 0.1 | 9,732 | 18.2 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 669 | 2.4 | 3,846 | 13.8 | 27,951 | |
| NON U.S. | 523 | 1.9 | 3,650 | 13.1 | |||
| 7 | 1,192 | 4.3 | 7,496 | 26.8 | |||
| NYME CONWAY PROPANE (OPIS) | U.S. | 1,427 | 8.5 | 256 | 1.5 | 16,877 | |
| NON U.S. | 165 | 1.0 | 2,112 | 12.5 | |||
| 6 | 1,592 | 9.4 | 2,368 | 14.0 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 22,463 | 4.6 | 78,060 | 16.1 | 484,799 | |
| NON U.S. | 5,262 | 1.1 | 8,803 | 1.8 | |||
| 8 | 27,725 | 5.7 | 86,863 | 17.9 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 180 | 0.4 | 75 | 0.2 | 45,002 | |
| NON U.S. | 0 | 0.0 | 16,407 | 36.5 | |||
| 7 | 180 | 0.4 | 16,482 | 36.6 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | U.S. | 0 | 0.0 | 184 | 1.0 | 19,107 | |
| NON U.S. | 0 | 0.0 | 11,533 | 60.4 | |||
| 6 | 0 | 0.0 | 11,717 | 61.3 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 39,512 | 20.3 | 80,416 | 41.3 | 194,701 | |
| NON U.S. | 8 | 0.0 | 38,617 | 19.8 | |||
| 7 | 39,520 | 20.3 | 119,033 | 61.1 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 15,391 | 0.7 | 312,144 | 14.4 | 2,169,541 |
| NON U.S. | 16 | 42,612 | 2.0 | 226,094 | 10.4 | ||
| 20 | 58,003 | 2.7 | 538,238 | 24.8 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 12,560 | 8.6 | 18,076 | 12.3 | 146,482 |
| NON U.S. | 7 | 4,374 | 3.0 | 31,954 | 21.8 | ||
| 11 | 16,934 | 11.6 | 50,030 | 34.2 | |||
| NYME WTI-BRENT CALENDAR | U.S. | 1,200 | 1.8 | 4,768 | 7.1 | 67,430 | |
| NON U.S. | 960 | 1.4 | 0 | 0.0 | |||
| 5 | 2,160 | 3.2 | 4,768 | 7.1 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 0 | 0.0 | 23,653 | 18.1 | 130,538 | |
| NON U.S. | 0 | 0.0 | 3,925 | 3.0 | |||
| 5 | 0 | 0.0 | 27,578 | 21.1 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 27,486 | 46.9 | 58,632 | |
| NON U.S. | 0 | 0.0 | 13,974 | 23.8 | |||
| 6 | 0 | 0.0 | 41,460 | 70.7 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 2,543 | 3.2 | 14,698 | 18.5 | 79,425 | |
| NON U.S. | 0 | 0.0 | 8,125 | 10.2 | |||
| 7 | 2,543 | 3.2 | 22,823 | 28.7 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 0 | 0.0 | 255 | 5.1 | 5,045 | |
| NON U.S. | 0 | 0.0 | 3,355 | 66.5 | |||
| 5 | 0 | 0.0 | 3,610 | 71.6 | |||
| ICUS COCOA | U.S. | 5,820 | 2.6 | 188 | 0.1 | 223,489 | |
| NON U.S. | 5,221 | 2.3 | 773 | 0.3 | |||
| 9 | 11,041 | 4.9 | 961 | 0.4 | |||
| NYME PALLADIUM | U.S. | 4 | 70 | 0.7 | 3,223 | 33.3 | 9,676 |
| NON U.S. | 10 | 846 | 8.7 | 647 | 6.7 | ||
| 14 | 916 | 9.5 | 3,870 | 40.0 | |||
| NYME PLATINUM | U.S. | 4 | 232 | 0.4 | 19,436 | 31.8 | 61,185 |
| NON U.S. | 18 | 3,937 | 6.4 | 7,412 | 12.1 | ||
| 22 | 4,169 | 6.8 | 26,848 | 43.9 | |||
| ICUS SUGAR NO. 11 | U.S. | 17,835 | 1.6 | 7,930 | 0.7 | 1,089,003 | |
| NON U.S. | 50,777 | 4.7 | 64,425 | 5.9 | |||
| 17 | 68,612 | 6.3 | 72,355 | 6.6 | |||
| ICUS COFFEE C | U.S. | 2,608 | 1.0 | 305 | 0.1 | 262,961 | |
| NON U.S. | 10,236 | 3.9 | 25,962 | 9.9 | |||
| 25 | 12,844 | 4.9 | 26,267 | 10.0 | |||
| CMX SILVER | U.S. | 4 | 3,774 | 2.1 | 40,289 | 22.9 | 176,005 |
| NON U.S. | 21 | 7,451 | 4.2 | 34,459 | 19.6 | ||
| 25 | 11,225 | 6.4 | 74,748 | 42.5 | |||
| CMX COPPER-GRADE #1 | U.S. | 3,544 | 1.4 | 10 | 0.0 | 256,942 | |
| NON U.S. | 11,692 | 4.6 | 908 | 0.4 | |||
| 18 | 15,236 | 5.9 | 918 | 0.4 | |||
| CMX GOLD | U.S. | 4 | 11,379 | 2.0 | 87,169 | 15.3 | 568,888 |
| NON U.S. | 32 | 37,967 | 6.7 | 119,699 | 21.0 | ||
| 36 | 49,346 | 8.7 | 206,868 | 36.4 | |||
| CME CANADIAN DOLLAR | U.S. | 0 | 0.0 | 9,209 | 5.9 | 156,124 | |
| NON U.S. | 0 | 0.0 | 6,464 | 4.1 | |||
| 5 | 0 | 0.0 | 15,673 | 10.0 | |||
| CME MEXICAN PESO | NON U.S. | 505 | 0.4 | 34,199 | 24.2 | 141,291 | |
| 6 | 505 | 0.4 | 34,199 | 24.2 | |||
| CME BRITISH POUND STERLING | U.S. | 0 | 0.0 | 14,737 | 10.3 | 143,209 | |
| NON U.S. | 2,256 | 1.6 | 1,056 | 0.7 | |||
| 5 | 2,256 | 1.6 | 15,793 | 11.0 | |||
| CME JAPANESE YEN | U.S. | 0 | 0.0 | 11,729 | 5.7 | 206,963 | |
| NON U.S. | 4,068 | 2.0 | 5,392 | 2.6 | |||
| 5 | 4,068 | 2.0 | 17,121 | 8.3 | |||
| CME EURO FX | U.S. | 3,428 | 0.5 | 131,972 | 19.6 | 673,532 | |
| NON U.S. | 24,971 | 3.7 | 24,750 | 3.7 | |||
| 16 | 28,399 | 4.2 | 156,722 | 23.3 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 4,188 | 1.0 | 1,936 | 0.5 | 414,977 | |
| NON U.S. | 9,822 | 2.4 | 4,523 | 1.1 | |||
| 10 | 14,010 | 3.4 | 6,459 | 1.6 | |||
| E VIX FUTURES | U.S. | 453 | 0.2 | 2,344 | 0.8 | 296,826 | |
| NON U.S. | 31,037 | 10.5 | 3,183 | 1.1 | |||
| 9 | 31,490 | 10.6 | 5,527 | 1.9 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5 | 5,664 | 7.0 | 37 | 0.0 | 81,200 |
| NON U.S. | 7 | 4,046 | 5.0 | 4,002 | 4.9 | ||
| 12 | 9,710 | 12.0 | 4,039 | 5.0 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 6 | 1,559,326 | 16.8 | 425,939 | 4.6 | 9,297,056 |
| NON U.S. | 32 | 870,931 | 9.4 | 1,155,721 | 12.4 | ||
| 38 | 2,430,257 | 26.1 | 1,581,660 | 17.0 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 29,732 | 6.3 | 115,398 | 24.6 | 469,591 |
| NON U.S. | 12 | 14,476 | 3.1 | 18,570 | 4.0 | ||
| 16 | 44,208 | 9.4 | 133,968 | 28.5 | |||
| CME 1-MONTH SOFR | U.S. | 5,897 | 3.7 | 45,323 | 28.2 | 160,885 | |
| NON U.S. | 11,378 | 7.1 | 6,623 | 4.1 | |||
| 10 | 17,275 | 10.7 | 51,946 | 32.3 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 8 | 37,765 | 1.5 | 51,139 | 2.0 | 2,553,480 |
| NON U.S. | 21 | 49,569 | 1.9 | 267,170 | 10.5 | ||
| 29 | 87,334 | 3.4 | 318,309 | 12.5 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 8,300 | 6.7 | 16,349 | 13.1 | 124,747 | |
| NON U.S. | 23,998 | 19.2 | 37,142 | 29.8 | |||
| 10 | 32,298 | 25.9 | 53,491 | 42.9 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 4 | 606 | 0.3 | 650 | 0.3 | 220,898 |
| NON U.S. | 12 | 26,785 | 12.1 | 13,087 | 5.9 | ||
| 16 | 27,391 | 12.4 | 13,737 | 6.2 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 6 | 5,106 | 1.0 | 5,269 | 1.0 | 526,292 |
| NON U.S. | 14 | 36,585 | 7.0 | 38,057 | 7.2 | ||
| 20 | 41,691 | 7.9 | 43,326 | 8.2 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 6 | 1,188 | 0.3 | 8,109 | 1.9 | 425,217 |
| NON U.S. | 4 | 6,904 | 1.6 | 29,259 | 6.9 | ||
| 10 | 8,092 | 1.9 | 37,368 | 8.8 | |||
| ICUS MSCI EMERGING MKTS INDEX | U.S. | 5 | 7,103 | 0.6 | 2,135 | 0.2 | 1,224,578 |
| NON U.S. | 10 | 18,203 | 1.5 | 102,875 | 8.4 | ||
| 15 | 25,306 | 2.1 | 105,010 | 8.6 | |||
| CME E-MINI S&P 400 STOCK INDEX | U.S. | 1,122 | 2.2 | 0 | 0.0 | 52,173 | |
| NON U.S. | 219 | 0.4 | 3,120 | 6.0 | |||
| 6 | 1,341 | 2.6 | 3,120 | 6.0 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 5 | 460 | 0.3 | 9,425 | 6.1 | 154,169 |
| NON U.S. | 9 | 9,240 | 6.0 | 36,598 | 23.7 | ||
| 14 | 9,700 | 6.3 | 46,023 | 29.9 | |||