| REPORT DATE: 11/3/2020 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 8,061 | 1.8 | 880 | 0.2 | 459,213 | |
| NON U.S. | 38,222 | 8.3 | 16,079 | 3.5 | |||
| 18 | 46,283 | 10.1 | 16,959 | 3.7 | |||
| CBT WHEAT-HRW | U.S. | 6,680 | 2.7 | 0 | 0.0 | 245,752 | |
| NON U.S. | 18,414 | 7.5 | 4,048 | 1.6 | |||
| 10 | 25,094 | 10.2 | 4,048 | 1.6 | |||
| CBT CORN | U.S. | 23,274 | 1.4 | 7,760 | 0.5 | 1,703,764 | |
| NON U.S. | 87,628 | 5.1 | 16,888 | 1.0 | |||
| 16 | 110,902 | 6.5 | 24,648 | 1.4 | |||
| CBT SOYBEANS | U.S. | 15,337 | 1.7 | 7,818 | 0.9 | 910,994 | |
| NON U.S. | 62,128 | 6.8 | 9,452 | 1.0 | |||
| 20 | 77,465 | 8.5 | 17,270 | 1.9 | |||
| CBT SOYBEAN OIL | U.S. | 964 | 0.2 | 379 | 0.1 | 471,871 | |
| NON U.S. | 38,931 | 8.3 | 2,208 | 0.5 | |||
| 12 | 39,895 | 8.5 | 2,587 | 0.5 | |||
| CBT U.S. TREASURY BONDS | U.S. | 4 | 11,520 | 0.9 | 2,078 | 0.2 | 1,216,994 |
| NON U.S. | 8 | 6,032 | 0.5 | 5,292 | 0.4 | ||
| 12 | 17,552 | 1.4 | 7,370 | 0.6 | |||
| CBT ULTRA U.S. TREASURY BONDS | U.S. | 0 | 0.0 | 1,678 | 0.2 | 983,196 | |
| NON U.S. | 1,826 | 0.2 | 3,702 | 0.4 | |||
| 5 | 1,826 | 0.2 | 5,380 | 0.5 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 21,458 | 5.2 | 1,821 | 0.4 | 412,412 | |
| NON U.S. | 16,048 | 3.9 | 2,284 | 0.6 | |||
| 12 | 37,506 | 9.1 | 4,105 | 1.0 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 11,340 | 0.2 | 2,306,830 | 36.1 | 6,382,721 |
| NON U.S. | 9 | 67,936 | 1.1 | 1,734,809 | 27.2 | ||
| 14 | 79,276 | 1.2 | 4,041,639 | 63.3 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 46,550 | 19.5 | 17,087 | 7.1 | 238,992 | |
| NON U.S. | 19,947 | 8.3 | 8,014 | 3.4 | |||
| 8 | 66,497 | 27.8 | 25,101 | 10.5 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 4 | 642 | 0.2 | 64,294 | 19.5 | 330,445 |
| NON U.S. | 5 | 10,771 | 3.3 | 54,566 | 16.5 | ||
| 9 | 11,413 | 3.5 | 118,860 | 36.0 | |||
| IFED AECO FIN BASIS | U.S. | 0 | 0.0 | 27,368 | 2.5 | 1,108,719 | |
| NON U.S. | 27,099 | 2.4 | 665,248 | 60.0 | |||
| 7 | 27,099 | 2.4 | 692,616 | 62.5 | |||
| IFED CHICAGO FIN BASIS | U.S. | 31,931 | 8.1 | 3,143 | 0.8 | 396,026 | |
| NON U.S. | 1,951 | 0.5 | 33,681 | 8.5 | |||
| 7 | 33,882 | 8.6 | 36,824 | 9.3 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 18,598 | 2.8 | 66,988 | 10.1 | 660,755 |
| NON U.S. | 5 | 1,063 | 0.2 | 75,500 | 11.4 | ||
| 9 | 19,661 | 3.0 | 142,488 | 21.6 | |||
| IFED WAHA FIN BASIS | U.S. | 4 | 6,748 | 1.3 | 184,956 | 35.8 | 517,200 |
| NON U.S. | 6 | 9,670 | 1.9 | 51,506 | 10.0 | ||
| 10 | 16,418 | 3.2 | 236,462 | 45.7 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 4 | 0 | 0.0 | 142,497 | 42.0 | 338,922 |
| NON U.S. | 5 | 0 | 0.0 | 70,189 | 20.7 | ||
| 9 | 0 | 0.0 | 212,686 | 62.8 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 9,473 | 5.2 | 36,004 | 19.7 | 182,392 | |
| NON U.S. | 1,348 | 0.7 | 30,528 | 16.7 | |||
| 7 | 10,821 | 5.9 | 66,532 | 36.5 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 4 | 6,406 | 1.0 | 164,464 | 26.8 | 614,394 |
| NON U.S. | 5 | 19,411 | 3.2 | 76,443 | 12.4 | ||
| 9 | 25,817 | 4.2 | 240,907 | 39.2 | |||
| IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS | U.S. | 849 | 0.4 | 64,224 | 28.0 | 229,316 | |
| NON U.S. | 0 | 0.0 | 63,451 | 27.7 | |||
| 6 | 849 | 0.4 | 127,675 | 55.7 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 4 | 10,883 | 4.9 | 1,543 | 0.7 | 222,553 |
| NON U.S. | 4 | 9,417 | 4.2 | 30,038 | 13.5 | ||
| 8 | 20,300 | 9.1 | 31,581 | 14.2 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 4 | 8,422 | 3.5 | 3,363 | 1.4 | 238,069 |
| NON U.S. | 4 | 5,951 | 2.5 | 29,141 | 12.2 | ||
| 8 | 14,373 | 6.0 | 32,504 | 13.7 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 0 | 0.0 | 45,021 | 17.4 | 258,855 | |
| NON U.S. | 9,723 | 3.8 | 15,865 | 6.1 | |||
| 5 | 9,723 | 3.8 | 60,886 | 23.5 | |||
| IFED NATURAL GAS PIPELINE-TEXOK (BASIS) | U.S. | 288 | 0.1 | 21,930 | 10.3 | 212,522 | |
| NON U.S. | 0 | 0.0 | 24,453 | 11.5 | |||
| 5 | 288 | 0.1 | 46,383 | 21.8 | |||
| IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) | NON U.S. | 13,283 | 15.0 | 5,250 | 5.9 | 88,292 | |
| 6 | 13,283 | 15.0 | 5,250 | 5.9 | |||
| IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS | U.S. | 0 | 0.0 | 35,516 | 50.1 | 70,936 | |
| NON U.S. | 1,210 | 1.7 | 30,386 | 42.8 | |||
| 5 | 1,210 | 1.7 | 65,902 | 92.9 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 2,508 | 1.3 | 17,168 | 9.2 | 185,955 | |
| NON U.S. | 1,312 | 0.7 | 42,365 | 22.8 | |||
| 7 | 3,820 | 2.1 | 59,533 | 32.0 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 18,232 | 7.3 | 17,485 | 7.0 | 249,203 | |
| NON U.S. | 0 | 0.0 | 6,958 | 2.8 | |||
| 5 | 18,232 | 7.3 | 24,443 | 9.8 | |||
| IFED TRANSCO ZONE 6 BASIS | U.S. | 2,002 | 1.6 | 2,228 | 1.8 | 125,583 | |
| NON U.S. | 0 | 0.0 | 10,945 | 8.7 | |||
| 5 | 2,002 | 1.6 | 13,173 | 10.5 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 62,450 | 17.8 | 130,113 | 37.1 | 350,661 | |
| NON U.S. | 3,656 | 1.0 | 22,332 | 6.4 | |||
| 5 | 66,106 | 18.9 | 152,445 | 43.5 | |||
| NYME NATURAL GAS | U.S. | 4 | 29,584 | 2.5 | 43,489 | 3.7 | 1,181,478 |
| NON U.S. | 12 | 44,582 | 3.8 | 55,402 | 4.7 | ||
| 16 | 74,166 | 6.3 | 98,891 | 8.4 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 5,304 | 1.4 | 99,647 | 25.8 | 386,804 |
| NON U.S. | 7 | 4,267 | 1.1 | 57,576 | 14.9 | ||
| 11 | 9,571 | 2.5 | 157,223 | 40.6 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 37,002 | 28.7 | 3,360 | 2.6 | 129,020 | |
| NON U.S. | 31,410 | 24.3 | 670 | 0.5 | |||
| 8 | 68,412 | 53.0 | 4,030 | 3.1 | |||
| CBT SOYBEAN MEAL | U.S. | 5,157 | 1.2 | 209 | 0.0 | 441,450 | |
| NON U.S. | 40,083 | 9.1 | 1,811 | 0.4 | |||
| 13 | 45,240 | 10.2 | 2,020 | 0.5 | |||
| ICUS COTTON NO. 2 | U.S. | 2,705 | 1.1 | 11 | 0.0 | 246,116 | |
| NON U.S. | 23,050 | 9.4 | 8,315 | 3.4 | |||
| 16 | 25,755 | 10.5 | 8,326 | 3.4 | |||
| NYME HENRY HUB | U.S. | 4 | 13,384 | 1.9 | 291,816 | 41.9 | 696,054 |
| NON U.S. | 8 | 49,615 | 7.1 | 173,460 | 24.9 | ||
| 12 | 62,999 | 9.1 | 465,276 | 66.8 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 76,623 | 34.7 | 8,088 | 3.7 | 220,960 | |
| NON U.S. | 63,093 | 28.6 | 7,819 | 3.5 | |||
| 11 | 139,716 | 63.2 | 15,907 | 7.2 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 4 | 17,614 | 0.9 | 16,324 | 0.8 | 1,966,212 |
| NON U.S. | 15 | 9,809 | 0.5 | 18,770 | 1.0 | ||
| 19 | 27,423 | 1.4 | 35,094 | 1.8 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 5 | 98,641 | 3.2 | 7,653 | 0.2 | 3,077,241 |
| NON U.S. | 27 | 41,103 | 1.3 | 77,664 | 2.5 | ||
| 32 | 139,744 | 4.5 | 85,317 | 2.8 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 7,319 | 0.8 | 5,006 | 0.5 | 923,000 | |
| NON U.S. | 3,000 | 0.3 | 12,358 | 1.3 | |||
| 7 | 10,319 | 1.1 | 17,364 | 1.9 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 4 | 10,461 | 0.3 | 6,450 | 0.2 | 3,118,607 |
| NON U.S. | 20 | 32,795 | 1.1 | 30,573 | 1.0 | ||
| 24 | 43,256 | 1.4 | 37,023 | 1.2 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 6 | 116,852 | 11.0 | 104,316 | 9.8 | 1,064,184 |
| NON U.S. | 20 | 77,833 | 7.3 | 29,344 | 2.8 | ||
| 26 | 194,685 | 18.3 | 133,660 | 12.6 | |||
| CME LEAN HOGS | U.S. | 157 | 0.1 | 104 | 0.0 | 215,871 | |
| NON U.S. | 12,917 | 6.0 | 4,890 | 2.3 | |||
| 11 | 13,074 | 6.1 | 4,994 | 2.3 | |||
| CME LIVE CATTLE | U.S. | 0 | 0.0 | 238 | 0.1 | 274,781 | |
| NON U.S. | 15,539 | 5.7 | 0 | 0.0 | |||
| 8 | 15,539 | 5.7 | 238 | 0.1 | |||
| CME FEEDER CATTLE | U.S. | 164 | 0.4 | 0 | 0.0 | 41,054 | |
| NON U.S. | 1,214 | 3.0 | 118 | 0.3 | |||
| 7 | 1,378 | 3.4 | 118 | 0.3 | |||
| IFED ETHANE, MT. BELV-ENTERPRISE | U.S. | 2,089 | 7.2 | 3,014 | 10.4 | 28,963 | |
| NON U.S. | 11 | 0.0 | 2,362 | 8.2 | |||
| 5 | 2,100 | 7.3 | 5,376 | 18.6 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 4,500 | 16.6 | 27,177 | |
| NON U.S. | 0 | 0.0 | 3,516 | 12.9 | |||
| 5 | 0 | 0.0 | 8,016 | 29.5 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 5,115 | 8.9 | 1,891 | 3.3 | 57,593 | |
| NON U.S. | 2,752 | 4.8 | 654 | 1.1 | |||
| 7 | 7,867 | 13.7 | 2,545 | 4.4 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 38 | 0.1 | 8,629 | 17.1 | 50,333 | |
| NON U.S. | 5 | 0.0 | 5,616 | 11.2 | |||
| 7 | 43 | 0.1 | 14,245 | 28.3 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 3,989 | 2.8 | 6,857 | 4.7 | 144,778 | |
| NON U.S. | 1,352 | 0.9 | 5,529 | 3.8 | |||
| 6 | 5,341 | 3.7 | 12,386 | 8.6 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 1,670 | 2.9 | 8,339 | 14.4 | 58,003 | |
| NON U.S. | 0 | 0.0 | 11,715 | 20.2 | |||
| 8 | 1,670 | 2.9 | 20,054 | 34.6 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 156 | 0.2 | 4,493 | 7.2 | 62,465 | |
| NON U.S. | 139 | 0.2 | 3,751 | 6.0 | |||
| 7 | 295 | 0.5 | 8,244 | 13.2 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 874 | 3.0 | 3,093 | 10.7 | 28,850 | |
| NON U.S. | 1,221 | 4.2 | 2,770 | 9.6 | |||
| 6 | 2,095 | 7.3 | 5,863 | 20.3 | |||
| NYME CONWAY PROPANE (OPIS) | U.S. | 1,556 | 6.8 | 238 | 1.0 | 22,805 | |
| NON U.S. | 82 | 0.4 | 2,130 | 9.3 | |||
| 5 | 1,638 | 7.2 | 2,368 | 10.4 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 20,948 | 4.8 | 69,967 | 15.9 | 438,665 | |
| NON U.S. | 4,642 | 1.1 | 10,226 | 2.3 | |||
| 9 | 25,590 | 5.8 | 80,193 | 18.3 | |||
| IFED WTI CRUDE OIL 1ST LINE | U.S. | 1,290 | 2.0 | 1,037 | 1.6 | 66,029 | |
| NON U.S. | 987 | 1.5 | 346 | 0.5 | |||
| 5 | 2,277 | 3.4 | 1,383 | 2.1 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 579 | 1.3 | 0 | 0.0 | 45,810 | |
| NON U.S. | 0 | 0.0 | 16,808 | 36.7 | |||
| 7 | 579 | 1.3 | 16,808 | 36.7 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | NON U.S. | 15 | 0.1 | 13,036 | 71.8 | 18,167 | |
| 6 | 15 | 0.1 | 13,036 | 71.8 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 49,406 | 25.1 | 72,729 | 36.9 | 197,185 | |
| NON U.S. | 0 | 0.0 | 29,249 | 14.8 | |||
| 6 | 49,406 | 25.1 | 101,978 | 51.7 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 20,879 | 1.0 | 284,552 | 14.1 | 2,013,491 |
| NON U.S. | 17 | 52,665 | 2.6 | 201,167 | 10.0 | ||
| 21 | 73,544 | 3.7 | 485,719 | 24.1 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 3,669 | 2.7 | 20,658 | 15.0 | 137,539 |
| NON U.S. | 8 | 6,333 | 4.6 | 35,892 | 26.1 | ||
| 12 | 10,002 | 7.3 | 56,550 | 41.1 | |||
| NYME WTI-BRENT CALENDAR | U.S. | 1,220 | 1.6 | 7,922 | 10.5 | 75,167 | |
| NON U.S. | 1,602 | 2.1 | 0 | 0.0 | |||
| 6 | 2,822 | 3.8 | 7,922 | 10.5 | |||
| NYME BRENT CRUDE OIL LAST DAY | U.S. | 2,467 | 1.6 | 1,273 | 0.8 | 150,077 | |
| NON U.S. | 424 | 0.3 | 363 | 0.2 | |||
| 6 | 2,891 | 1.9 | 1,636 | 1.1 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 585 | 0.4 | 25,719 | 17.8 | 144,619 | |
| NON U.S. | 0 | 0.0 | 2,906 | 2.0 | |||
| 6 | 585 | 0.4 | 28,625 | 19.8 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 31,710 | 47.8 | 66,313 | |
| NON U.S. | 0 | 0.0 | 15,308 | 23.1 | |||
| 6 | 0 | 0.0 | 47,018 | 70.9 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 4 | 3,884 | 4.8 | 15,218 | 18.7 | 81,238 |
| NON U.S. | 5 | 180 | 0.2 | 11,629 | 14.3 | ||
| 9 | 4,064 | 5.0 | 26,847 | 33.0 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 30 | 0.7 | 0 | 0.0 | 4,446 | |
| NON U.S. | 1 | 0.0 | 2,946 | 66.3 | |||
| 5 | 31 | 0.7 | 2,946 | 66.3 | |||
| ICUS COCOA | U.S. | 5,295 | 2.6 | 263 | 0.1 | 201,324 | |
| NON U.S. | 5,975 | 3.0 | 243 | 0.1 | |||
| 8 | 11,270 | 5.6 | 506 | 0.3 | |||
| NYME PALLADIUM | U.S. | 4 | 136 | 1.3 | 2,819 | 27.7 | 10,169 |
| NON U.S. | 8 | 997 | 9.8 | 526 | 5.2 | ||
| 12 | 1,133 | 11.1 | 3,345 | 32.9 | |||
| NYME PLATINUM | U.S. | 4 | 228 | 0.4 | 13,893 | 27.2 | 51,034 |
| NON U.S. | 17 | 3,315 | 6.5 | 4,332 | 8.5 | ||
| 21 | 3,543 | 6.9 | 18,225 | 35.7 | |||
| ICUS SUGAR NO. 11 | U.S. | 19,181 | 1.9 | 5,273 | 0.5 | 1,035,002 | |
| NON U.S. | 54,131 | 5.2 | 58,091 | 5.6 | |||
| 16 | 73,312 | 7.1 | 63,364 | 6.1 | |||
| ICUS COFFEE C | U.S. | 2,866 | 1.0 | 879 | 0.3 | 285,632 | |
| NON U.S. | 11,147 | 3.9 | 31,674 | 11.1 | |||
| 27 | 14,013 | 4.9 | 32,553 | 11.4 | |||
| CMX SILVER | U.S. | 4 | 3,944 | 2.6 | 34,110 | 22.3 | 153,267 |
| NON U.S. | 22 | 7,149 | 4.7 | 30,327 | 19.8 | ||
| 26 | 11,093 | 7.2 | 64,437 | 42.0 | |||
| CMX COPPER-GRADE #1 | U.S. | 4,280 | 1.8 | 0 | 0.0 | 233,351 | |
| NON U.S. | 10,728 | 4.6 | 139 | 0.1 | |||
| 15 | 15,008 | 6.4 | 139 | 0.1 | |||
| CMX GOLD | U.S. | 4 | 12,265 | 2.3 | 83,344 | 15.3 | 544,774 |
| NON U.S. | 29 | 39,313 | 7.2 | 104,393 | 19.2 | ||
| 33 | 51,578 | 9.5 | 187,737 | 34.5 | |||
| CME CANADIAN DOLLAR | U.S. | 0 | 0.0 | 11,640 | 9.3 | 124,892 | |
| NON U.S. | 668 | 0.5 | 2,841 | 2.3 | |||
| 5 | 668 | 0.5 | 14,481 | 11.6 | |||
| CME BRITISH POUND STERLING | U.S. | 10,887 | 7.8 | 2,905 | 2.1 | 140,437 | |
| NON U.S. | 4,720 | 3.4 | 3,106 | 2.2 | |||
| 7 | 15,607 | 11.1 | 6,011 | 4.3 | |||
| CME EURO FX | U.S. | 306 | 0.0 | 193,877 | 30.9 | 627,754 | |
| NON U.S. | 29,723 | 4.7 | 4,641 | 0.7 | |||
| 17 | 30,029 | 4.8 | 198,518 | 31.6 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 3,808 | 1.0 | 2,210 | 0.6 | 377,907 | |
| NON U.S. | 10,439 | 2.8 | 1,517 | 0.4 | |||
| 10 | 14,247 | 3.8 | 3,727 | 1.0 | |||
| E VIX FUTURES | U.S. | 114 | 0.0 | 3,278 | 1.2 | 283,355 | |
| NON U.S. | 31,152 | 11.0 | 5,868 | 2.1 | |||
| 7 | 31,266 | 11.0 | 9,146 | 3.2 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5 | 7,025 | 7.9 | 4,835 | 5.4 | 89,194 |
| NON U.S. | 6 | 9,781 | 11.0 | 3,771 | 4.2 | ||
| 11 | 16,806 | 18.8 | 8,606 | 9.6 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 7 | 1,488,111 | 15.5 | 527,845 | 5.5 | 9,596,590 |
| NON U.S. | 37 | 885,804 | 9.2 | 1,018,781 | 10.6 | ||
| 44 | 2,373,915 | 24.7 | 1,546,626 | 16.1 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 26,619 | 8.0 | 88,352 | 26.7 | 331,132 |
| NON U.S. | 10 | 14,618 | 4.4 | 6,322 | 1.9 | ||
| 14 | 41,237 | 12.5 | 94,674 | 28.6 | |||
| CME 1-MONTH SOFR | U.S. | 1,213 | 1.0 | 27,578 | 21.9 | 126,194 | |
| NON U.S. | 12,285 | 9.7 | 7,373 | 5.8 | |||
| 10 | 13,498 | 10.7 | 34,951 | 27.7 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 7 | 38,189 | 1.6 | 73,275 | 3.0 | 2,410,740 |
| NON U.S. | 26 | 41,104 | 1.7 | 152,339 | 6.3 | ||
| 33 | 79,293 | 3.3 | 225,614 | 9.4 | |||
| CME E-MINI S&P TECHNOLOGY INDEX | NON U.S. | 1,205 | 15.9 | 3,499 | 46.1 | 7,593 | |
| 5 | 1,205 | 15.9 | 3,499 | 46.1 | |||
| CME E-MINI S&P UTILITIES INDEX | U.S. | 0 | 0.0 | 1,889 | 13.7 | 13,748 | |
| NON U.S. | 0 | 0.0 | 4,730 | 34.4 | |||
| 6 | 0 | 0.0 | 6,619 | 48.1 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 21,134 | 12.3 | 16,510 | 9.6 | 172,044 | |
| NON U.S. | 33,643 | 19.6 | 16,548 | 9.6 | |||
| 9 | 54,777 | 31.8 | 33,058 | 19.2 | |||
| CMX ALUMINUM MW US TR PLATTS | U.S. | 4,285 | 13.1 | 0 | 0.0 | 32,829 | |
| NON U.S. | 3,821 | 11.6 | 0 | 0.0 | |||
| 5 | 8,106 | 24.7 | 0 | 0.0 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 2,912 | 1.3 | 0 | 0.0 | 222,955 | |
| NON U.S. | 9,026 | 4.0 | 9,677 | 4.3 | |||
| 15 | 11,938 | 5.4 | 9,677 | 4.3 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 6 | 12,442 | 2.3 | 1,177 | 0.2 | 529,570 |
| NON U.S. | 15 | 33,102 | 6.3 | 3,552 | 0.7 | ||
| 21 | 45,544 | 8.6 | 4,729 | 0.9 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 4 | 1,083 | 0.2 | 7,762 | 1.8 | 439,315 |
| NON U.S. | 4 | 3,876 | 0.9 | 12,151 | 2.8 | ||
| 8 | 4,959 | 1.1 | 19,913 | 4.5 | |||
| ICUS MSCI EMERGING MKTS INDEX | U.S. | 5 | 3,829 | 0.3 | 10,213 | 0.8 | 1,242,737 |
| NON U.S. | 10 | 25,707 | 2.1 | 62,123 | 5.0 | ||
| 15 | 29,536 | 2.4 | 72,336 | 5.8 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 4 | 362 | 0.2 | 8,224 | 4.0 | 207,924 |
| NON U.S. | 8 | 13,095 | 6.3 | 45,807 | 22.0 | ||
| 12 | 13,457 | 6.5 | 54,031 | 26.0 | |||