| REPORT DATE: 7/7/2020 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 7,809 | 1.9 | 1,535 | 0.4 | 410,198 | |
| NON U.S. | 34,494 | 8.4 | 12,078 | 2.9 | |||
| 21 | 42,303 | 10.3 | 13,613 | 3.3 | |||
| CBT WHEAT-HRW | U.S. | 5,674 | 2.4 | 0 | 0.0 | 240,418 | |
| NON U.S. | 14,059 | 5.8 | 6,304 | 2.6 | |||
| 11 | 19,733 | 8.2 | 6,304 | 2.6 | |||
| CBT CORN | U.S. | 26,239 | 1.8 | 8,725 | 0.6 | 1,489,681 | |
| NON U.S. | 73,825 | 5.0 | 7,722 | 0.5 | |||
| 17 | 100,064 | 6.7 | 16,447 | 1.1 | |||
| CBT SOYBEANS | U.S. | 10,713 | 1.3 | 6,423 | 0.8 | 840,495 | |
| NON U.S. | 48,141 | 5.7 | 5,449 | 0.6 | |||
| 17 | 58,854 | 7.0 | 11,872 | 1.4 | |||
| CBT SOYBEAN OIL | U.S. | 5,069 | 1.1 | 386 | 0.1 | 444,042 | |
| NON U.S. | 31,731 | 7.1 | 1,237 | 0.3 | |||
| 11 | 36,800 | 8.3 | 1,623 | 0.4 | |||
| CBT U.S. TREASURY BONDS | U.S. | 5 | 2,375 | 0.2 | 5,192 | 0.5 | 1,021,432 |
| NON U.S. | 6 | 4,454 | 0.4 | 4,031 | 0.4 | ||
| 11 | 6,829 | 0.7 | 9,223 | 0.9 | |||
| CBT ULTRA U.S. TREASURY BONDS | U.S. | 216 | 0.0 | 1,527 | 0.1 | 1,057,183 | |
| NON U.S. | 2,004 | 0.2 | 49,886 | 4.7 | |||
| 6 | 2,220 | 0.2 | 51,413 | 4.9 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 24,346 | 6.9 | 3,510 | 1.0 | 351,038 | |
| NON U.S. | 20,034 | 5.7 | 2,434 | 0.7 | |||
| 13 | 44,380 | 12.6 | 5,944 | 1.7 | |||
| NYME UP DOWN GC ULSD VS HO SPR | U.S. | 5,705 | 9.5 | 0 | 0.0 | 60,271 | |
| NON U.S. | 672 | 1.1 | 0 | 0.0 | |||
| 5 | 6,377 | 10.6 | 0 | 0.0 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 16,481 | 0.3 | 2,124,688 | 35.5 | 5,992,438 |
| NON U.S. | 9 | 66,390 | 1.1 | 1,402,804 | 23.4 | ||
| 14 | 82,871 | 1.4 | 3,527,492 | 58.9 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 36,198 | 15.5 | 30,546 | 13.1 | 233,190 | |
| NON U.S. | 10,340 | 4.4 | 6,268 | 2.7 | |||
| 7 | 46,538 | 20.0 | 36,814 | 15.8 | |||
| IFED PG&E CITYGATE FIN BASIS | U.S. | 2,176 | 1.4 | 10,540 | 6.9 | 153,410 | |
| NON U.S. | 0 | 0.0 | 29,833 | 19.4 | |||
| 5 | 2,176 | 1.4 | 40,373 | 26.3 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 1,228 | 0.4 | 70,114 | 20.6 | 339,733 | |
| NON U.S. | 13,194 | 3.9 | 69,174 | 20.4 | |||
| 8 | 14,422 | 4.2 | 139,288 | 41.0 | |||
| IFED AECO FIN BASIS | U.S. | 0 | 0.0 | 23,825 | 2.1 | 1,138,276 | |
| NON U.S. | 19,775 | 1.7 | 662,323 | 58.2 | |||
| 7 | 19,775 | 1.7 | 686,148 | 60.3 | |||
| IFED CHICAGO FIN BASIS | U.S. | 31,695 | 8.0 | 3,654 | 0.9 | 397,454 | |
| NON U.S. | 5,488 | 1.4 | 34,032 | 8.6 | |||
| 8 | 37,183 | 9.4 | 37,686 | 9.5 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 16,949 | 3.0 | 61,752 | 11.1 | 558,718 |
| NON U.S. | 4 | 1,215 | 0.2 | 55,892 | 10.0 | ||
| 8 | 18,164 | 3.3 | 117,644 | 21.1 | |||
| IFED WAHA FIN BASIS | U.S. | 4 | 8,398 | 1.8 | 188,516 | 41.0 | 459,997 |
| NON U.S. | 6 | 14,663 | 3.2 | 50,193 | 10.9 | ||
| 10 | 23,061 | 5.0 | 238,709 | 51.9 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 4 | 608 | 0.2 | 113,543 | 36.2 | 313,311 |
| NON U.S. | 5 | 0 | 0.0 | 76,024 | 24.3 | ||
| 9 | 608 | 0.2 | 189,567 | 60.5 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 4 | 9,304 | 5.2 | 39,205 | 21.9 | 178,633 |
| NON U.S. | 4 | 1,348 | 0.8 | 17,879 | 10.0 | ||
| 8 | 10,652 | 6.0 | 57,084 | 32.0 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 8,993 | 1.5 | 159,030 | 27.3 | 583,415 | |
| NON U.S. | 27,388 | 4.7 | 85,220 | 14.6 | |||
| 8 | 36,381 | 6.2 | 244,250 | 41.9 | |||
| IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS | U.S. | 1,102 | 0.8 | 21,008 | 14.6 | 144,320 | |
| NON U.S. | 612 | 0.4 | 25,002 | 17.3 | |||
| 6 | 1,714 | 1.2 | 46,010 | 31.9 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 9,038 | 4.9 | 3,086 | 1.7 | 183,021 | |
| NON U.S. | 9,133 | 5.0 | 19,489 | 10.6 | |||
| 5 | 18,171 | 9.9 | 22,575 | 12.3 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 7,020 | 3.5 | 1,633 | 0.8 | 203,180 | |
| NON U.S. | 5,247 | 2.6 | 19,497 | 9.6 | |||
| 6 | 12,267 | 6.0 | 21,130 | 10.4 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 947 | 0.3 | 39,382 | 14.1 | 279,442 | |
| NON U.S. | 12,813 | 4.6 | 19,573 | 7.0 | |||
| 5 | 13,760 | 4.9 | 58,955 | 21.1 | |||
| IFED NATURAL GAS PIPELINE-TEXOK (BASIS) | U.S. | 288 | 0.1 | 16,423 | 7.0 | 233,525 | |
| NON U.S. | 0 | 0.0 | 28,703 | 12.3 | |||
| 5 | 288 | 0.1 | 45,126 | 19.3 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 4,520 | 2.7 | 10,955 | 6.5 | 168,140 | |
| NON U.S. | 518 | 0.3 | 17,068 | 10.2 | |||
| 8 | 5,038 | 3.0 | 28,023 | 16.7 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 26,917 | 11.0 | 9,492 | 3.9 | 243,600 | |
| NON U.S. | 0 | 0.0 | 10,079 | 4.1 | |||
| 7 | 26,917 | 11.0 | 19,571 | 8.0 | |||
| IFED TRANSCO ZONE 6 BASIS | U.S. | 2,036 | 1.5 | 4,928 | 3.7 | 132,410 | |
| NON U.S. | 0 | 0.0 | 11,707 | 8.8 | |||
| 5 | 2,036 | 1.5 | 16,635 | 12.6 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 16,840 | 6.4 | 77,342 | 29.4 | 262,685 | |
| NON U.S. | 4,760 | 1.8 | 26,782 | 10.2 | |||
| 6 | 21,600 | 8.2 | 104,124 | 39.6 | |||
| NYME NATURAL GAS | U.S. | 22,355 | 1.7 | 51,097 | 3.9 | 1,310,701 | |
| NON U.S. | 52,957 | 4.0 | 62,942 | 4.8 | |||
| 19 | 75,312 | 5.7 | 114,039 | 8.7 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 5,339 | 1.8 | 67,695 | 23.2 | 292,159 |
| NON U.S. | 6 | 4,165 | 1.4 | 25,765 | 8.8 | ||
| 10 | 9,504 | 3.3 | 93,460 | 32.0 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 23,613 | 19.7 | 8,567 | 7.1 | 119,943 | |
| NON U.S. | 12,875 | 10.7 | 1,965 | 1.6 | |||
| 7 | 36,488 | 30.4 | 10,532 | 8.8 | |||
| CBT SOYBEAN MEAL | U.S. | 4,154 | 1.0 | 6,540 | 1.5 | 433,050 | |
| NON U.S. | 32,478 | 7.5 | 2,113 | 0.5 | |||
| 14 | 36,632 | 8.5 | 8,653 | 2.0 | |||
| ICUS COTTON NO. 2 | U.S. | 3,318 | 2.0 | 0 | 0.0 | 168,486 | |
| NON U.S. | 14,624 | 8.7 | 12,344 | 7.3 | |||
| 18 | 17,942 | 10.6 | 12,344 | 7.3 | |||
| NYME HENRY HUB | U.S. | 15,178 | 2.0 | 310,879 | 42.0 | 740,549 | |
| NON U.S. | 40,224 | 5.4 | 201,659 | 27.2 | |||
| 11 | 55,402 | 7.5 | 512,538 | 69.2 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 54,268 | 29.2 | 19,581 | 10.5 | 185,979 | |
| NON U.S. | 44,984 | 24.2 | 3,681 | 2.0 | |||
| 9 | 99,252 | 53.4 | 23,262 | 12.5 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 5 | 9,996 | 0.5 | 23,496 | 1.1 | 2,085,770 |
| NON U.S. | 19 | 8,970 | 0.4 | 69,673 | 3.3 | ||
| 24 | 18,966 | 0.9 | 93,169 | 4.5 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 6 | 94,156 | 2.7 | 24,519 | 0.7 | 3,428,085 |
| NON U.S. | 28 | 64,700 | 1.9 | 99,597 | 2.9 | ||
| 34 | 158,856 | 4.6 | 124,116 | 3.6 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 2,836 | 0.3 | 8,221 | 0.8 | 973,672 | |
| NON U.S. | 0 | 0.0 | 15,314 | 1.6 | |||
| 5 | 2,836 | 0.3 | 23,535 | 2.4 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 5 | 7,491 | 0.2 | 30,951 | 0.9 | 3,456,610 |
| NON U.S. | 21 | 83,204 | 2.4 | 57,134 | 1.7 | ||
| 26 | 90,695 | 2.6 | 88,085 | 2.5 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 4 | 165,410 | 9.9 | 210,734 | 12.6 | 1,678,778 |
| NON U.S. | 19 | 144,839 | 8.6 | 41,791 | 2.5 | ||
| 23 | 310,249 | 18.5 | 252,525 | 15.0 | |||
| CME LEAN HOGS | NON U.S. | 12,190 | 5.3 | 360 | 0.2 | 230,267 | |
| 9 | 12,190 | 5.3 | 360 | 0.2 | |||
| CME LIVE CATTLE | NON U.S. | 14,835 | 5.5 | 53 | 0.0 | 271,400 | |
| 7 | 14,835 | 5.5 | 53 | 0.0 | |||
| CME FEEDER CATTLE | U.S. | 87 | 0.2 | 0 | 0.0 | 37,359 | |
| NON U.S. | 1,511 | 4.0 | 2 | 0.0 | |||
| 7 | 1,598 | 4.3 | 2 | 0.0 | |||
| IFED ETHANE, MT. BELV-ENTERPRISE | U.S. | 3,196 | 10.6 | 2,962 | 9.8 | 30,244 | |
| NON U.S. | 40 | 0.1 | 1,878 | 6.2 | |||
| 6 | 3,236 | 10.7 | 4,840 | 16.0 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 5,512 | 20.9 | 26,323 | |
| NON U.S. | 0 | 0.0 | 2,109 | 8.0 | |||
| 6 | 0 | 0.0 | 7,621 | 29.0 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 5,022 | 10.3 | 1,143 | 2.3 | 48,981 | |
| NON U.S. | 1,744 | 3.6 | 70 | 0.1 | |||
| 6 | 6,766 | 13.8 | 1,213 | 2.5 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 75 | 0.2 | 9,543 | 21.0 | 45,388 | |
| NON U.S. | 50 | 0.1 | 2,854 | 6.3 | |||
| 5 | 125 | 0.3 | 12,397 | 27.3 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 3,238 | 2.5 | 7,141 | 5.6 | 127,494 | |
| NON U.S. | 1,835 | 1.4 | 3,132 | 2.5 | |||
| 6 | 5,073 | 4.0 | 10,273 | 8.1 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 1,826 | 3.7 | 7,899 | 15.9 | 49,748 | |
| NON U.S. | 0 | 0.0 | 9,968 | 20.0 | |||
| 7 | 1,826 | 3.7 | 17,867 | 35.9 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 99 | 0.2 | 5,167 | 9.1 | 56,780 | |
| NON U.S. | 485 | 0.9 | 1,824 | 3.2 | |||
| 6 | 584 | 1.0 | 6,991 | 12.3 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 693 | 2.1 | 4,505 | 13.6 | 33,026 | |
| NON U.S. | 1,760 | 5.3 | 1,073 | 3.2 | |||
| 6 | 2,453 | 7.4 | 5,578 | 16.9 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 17,987 | 3.5 | 93,216 | 18.3 | 508,379 | |
| NON U.S. | 5,292 | 1.0 | 11,042 | 2.2 | |||
| 9 | 23,279 | 4.6 | 104,258 | 20.5 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 865 | 2.5 | 0 | 0.0 | 34,672 | |
| NON U.S. | 0 | 0.0 | 18,026 | 52.0 | |||
| 7 | 865 | 2.5 | 18,026 | 52.0 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | NON U.S. | 0 | 0.0 | 5,815 | 73.6 | 7,905 | |
| 5 | 0 | 0.0 | 5,815 | 73.6 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 75 | 0.0 | 78,270 | 36.8 | 212,664 | |
| NON U.S. | 0 | 0.0 | 30,692 | 14.4 | |||
| 6 | 75 | 0.0 | 108,962 | 51.2 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 40,783 | 2.1 | 270,691 | 13.7 | 1,972,049 |
| NON U.S. | 21 | 56,019 | 2.8 | 238,470 | 12.1 | ||
| 25 | 96,802 | 4.9 | 509,161 | 25.8 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 5,035 | 3.3 | 20,126 | 13.2 | 151,918 |
| NON U.S. | 8 | 7,278 | 4.8 | 30,334 | 20.0 | ||
| 12 | 12,313 | 8.1 | 50,460 | 33.2 | |||
| NYME BRENT CRUDE OIL LAST DAY | U.S. | 4,576 | 2.1 | 1,880 | 0.8 | 222,406 | |
| NON U.S. | 729 | 0.3 | 1,019 | 0.5 | |||
| 6 | 5,305 | 2.4 | 2,899 | 1.3 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 360 | 0.2 | 38,433 | 22.3 | 172,283 | |
| NON U.S. | 0 | 0.0 | 5,302 | 3.1 | |||
| 7 | 360 | 0.2 | 43,735 | 25.4 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 32,478 | 44.8 | 72,550 | |
| NON U.S. | 0 | 0.0 | 18,099 | 24.9 | |||
| 6 | 0 | 0.0 | 50,577 | 69.7 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 4 | 3,453 | 3.1 | 20,053 | 17.8 | 112,965 |
| NON U.S. | 5 | 180 | 0.2 | 16,807 | 14.9 | ||
| 9 | 3,633 | 3.2 | 36,860 | 32.6 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 330 | 6.0 | 0 | 0.0 | 5,497 | |
| NON U.S. | 285 | 5.2 | 3,990 | 72.6 | |||
| 5 | 615 | 11.2 | 3,990 | 72.6 | |||
| ICUS COCOA | U.S. | 4,336 | 2.0 | 172 | 0.1 | 221,776 | |
| NON U.S. | 5,886 | 2.7 | 504 | 0.2 | |||
| 9 | 10,222 | 4.6 | 676 | 0.3 | |||
| NYME PALLADIUM | U.S. | 0 | 0.0 | 1,194 | 16.5 | 7,225 | |
| NON U.S. | 1,051 | 14.5 | 470 | 6.5 | |||
| 14 | 1,051 | 14.5 | 1,664 | 23.0 | |||
| NYME PLATINUM | U.S. | 4 | 125 | 0.3 | 10,688 | 21.7 | 49,143 |
| NON U.S. | 17 | 3,404 | 6.9 | 5,063 | 10.3 | ||
| 21 | 3,529 | 7.2 | 15,751 | 32.1 | |||
| ICUS SUGAR NO. 11 | U.S. | 19,560 | 2.1 | 1,361 | 0.1 | 924,622 | |
| NON U.S. | 48,439 | 5.2 | 41,151 | 4.5 | |||
| 15 | 67,999 | 7.4 | 42,512 | 4.6 | |||
| ICUS COFFEE C | U.S. | 3,784 | 1.4 | 1,809 | 0.7 | 268,312 | |
| NON U.S. | 11,759 | 4.4 | 19,281 | 7.2 | |||
| 26 | 15,543 | 5.8 | 21,090 | 7.9 | |||
| CMX SILVER | U.S. | 4 | 2,748 | 1.6 | 31,295 | 18.5 | 169,513 |
| NON U.S. | 20 | 7,916 | 4.7 | 36,704 | 21.7 | ||
| 24 | 10,664 | 6.3 | 67,999 | 40.1 | |||
| CMX COPPER-GRADE #1 | U.S. | 4,115 | 2.0 | 278 | 0.1 | 206,843 | |
| NON U.S. | 8,709 | 4.2 | 1,632 | 0.8 | |||
| 14 | 12,824 | 6.2 | 1,910 | 0.9 | |||
| CMX GOLD | U.S. | 4 | 12,999 | 2.3 | 90,646 | 15.8 | 572,776 |
| NON U.S. | 32 | 36,546 | 6.4 | 117,069 | 20.4 | ||
| 36 | 49,545 | 8.6 | 207,715 | 36.3 | |||
| CME CANADIAN DOLLAR | U.S. | 229 | 0.2 | 9,227 | 7.6 | 121,226 | |
| NON U.S. | 3 | 0.0 | 3,615 | 3.0 | |||
| 5 | 232 | 0.2 | 12,842 | 10.6 | |||
| CME BRITISH POUND STERLING | U.S. | 19,263 | 10.7 | 2,546 | 1.4 | 180,696 | |
| NON U.S. | 5,277 | 2.9 | 53 | 0.0 | |||
| 6 | 24,540 | 13.6 | 2,599 | 1.4 | |||
| CME JAPANESE YEN | U.S. | 933 | 0.7 | 37,561 | 27.2 | 138,313 | |
| NON U.S. | 3,729 | 2.7 | 1,782 | 1.3 | |||
| 6 | 4,662 | 3.4 | 39,343 | 28.4 | |||
| CME EURO FX | U.S. | 9,712 | 1.6 | 121,394 | 20.5 | 593,341 | |
| NON U.S. | 18,049 | 3.0 | 7,632 | 1.3 | |||
| 11 | 27,761 | 4.7 | 129,026 | 21.7 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 5,481 | 1.6 | 2,512 | 0.7 | 344,855 | |
| NON U.S. | 9,341 | 2.7 | 1,295 | 0.4 | |||
| 11 | 14,822 | 4.3 | 3,807 | 1.1 | |||
| E VIX FUTURES | U.S. | 703 | 0.3 | 210 | 0.1 | 271,999 | |
| NON U.S. | 5,319 | 2.0 | 7,768 | 2.9 | |||
| 8 | 6,022 | 2.2 | 7,978 | 2.9 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5 | 4,042 | 5.6 | 1,362 | 1.9 | 71,687 |
| NON U.S. | 5 | 6,494 | 9.1 | 345 | 0.5 | ||
| 10 | 10,536 | 14.7 | 1,707 | 2.4 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 7 | 1,079,581 | 10.9 | 899,268 | 9.1 | 9,884,505 |
| NON U.S. | 34 | 1,184,335 | 12.0 | 843,739 | 8.5 | ||
| 41 | 2,263,916 | 22.9 | 1,743,007 | 17.6 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 5,550 | 3.7 | 25,170 | 16.7 | 150,934 |
| NON U.S. | 5 | 7,001 | 4.6 | 4,477 | 3.0 | ||
| 9 | 12,551 | 8.3 | 29,647 | 19.6 | |||
| CME 1-MONTH SOFR | U.S. | 4 | 232 | 0.1 | 38,314 | 18.6 | 205,909 |
| NON U.S. | 10 | 13,445 | 6.5 | 16,522 | 8.0 | ||
| 14 | 13,677 | 6.6 | 54,836 | 26.6 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 6 | 60,980 | 2.3 | 13,360 | 0.5 | 2,618,026 |
| NON U.S. | 23 | 62,083 | 2.4 | 108,539 | 4.1 | ||
| 29 | 123,063 | 4.7 | 121,899 | 4.7 | |||
| CME E-MINI S&P INDUSTRIAL INDEX | NON U.S. | 0 | 0.0 | 7,692 | 52.7 | 14,597 | |
| 5 | 0 | 0.0 | 7,692 | 52.7 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 51,126 | 22.6 | 13,630 | 6.0 | 225,991 | |
| NON U.S. | 54,232 | 24.0 | 19,396 | 8.6 | |||
| 9 | 105,358 | 46.6 | 33,026 | 14.6 | |||
| CMX ALUMINUM MW US TR PLATTS | U.S. | 4,112 | 11.8 | 0 | 0.0 | 34,804 | |
| NON U.S. | 5,305 | 15.2 | 0 | 0.0 | |||
| 6 | 9,417 | 27.1 | 0 | 0.0 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 0 | 0.0 | 3,249 | 1.5 | 212,535 | |
| NON U.S. | 6,936 | 3.3 | 19,696 | 9.3 | |||
| 15 | 6,936 | 3.3 | 22,945 | 10.8 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 8 | 8,964 | 1.7 | 7,353 | 1.4 | 529,222 |
| NON U.S. | 16 | 12,856 | 2.4 | 20,265 | 3.8 | ||
| 24 | 21,820 | 4.1 | 27,618 | 5.2 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 4 | 1,388 | 0.3 | 5,553 | 1.3 | 442,417 |
| NON U.S. | 5 | 2,898 | 0.7 | 47,837 | 10.8 | ||
| 9 | 4,286 | 1.0 | 53,390 | 12.1 | |||
| ICUS MSCI EMERGING MKTS INDEX | U.S. | 4 | 4,634 | 0.4 | 0 | 0.0 | 1,203,655 |
| NON U.S. | 10 | 9,572 | 0.8 | 63,957 | 5.3 | ||
| 14 | 14,206 | 1.2 | 63,957 | 5.3 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 4 | 1,160 | 0.7 | 7,543 | 4.8 | 156,077 |
| NON U.S. | 7 | 8,417 | 5.4 | 37,344 | 23.9 | ||
| 11 | 9,577 | 6.1 | 44,887 | 28.8 | |||