| REPORT DATE: 2/2/2021 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 5,385 | 1.2 | 329 | 0.1 | 447,487 | |
| NON U.S. | 39,094 | 8.7 | 15,221 | 3.4 | |||
| 14 | 44,479 | 9.9 | 15,550 | 3.5 | |||
| CBT WHEAT-HRW | U.S. | 6,016 | 2.7 | 0 | 0.0 | 223,457 | |
| NON U.S. | 16,966 | 7.6 | 4,932 | 2.2 | |||
| 11 | 22,982 | 10.3 | 4,932 | 2.2 | |||
| CBT CORN | U.S. | 26,661 | 1.4 | 3,264 | 0.2 | 1,951,339 | |
| NON U.S. | 90,231 | 4.6 | 19,177 | 1.0 | |||
| 14 | 116,892 | 6.0 | 22,441 | 1.2 | |||
| CBT SOYBEANS | U.S. | 7,349 | 0.8 | 27,041 | 2.9 | 922,823 | |
| NON U.S. | 59,769 | 6.5 | 27,162 | 2.9 | |||
| 19 | 67,118 | 7.3 | 54,203 | 5.9 | |||
| CBT SOYBEAN OIL | U.S. | 4,101 | 0.9 | 1,999 | 0.4 | 480,390 | |
| NON U.S. | 29,200 | 6.1 | 3,817 | 0.8 | |||
| 15 | 33,301 | 6.9 | 5,816 | 1.2 | |||
| CBT U.S. TREASURY BONDS | U.S. | 4 | 8,390 | 0.7 | 3,611 | 0.3 | 1,182,052 |
| NON U.S. | 11 | 6,384 | 0.5 | 13,008 | 1.1 | ||
| 15 | 14,774 | 1.2 | 16,619 | 1.4 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 19,471 | 4.9 | 1,960 | 0.5 | 397,367 | |
| NON U.S. | 18,861 | 4.7 | 633 | 0.2 | |||
| 12 | 38,332 | 9.6 | 2,593 | 0.7 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 9,337 | 0.2 | 2,224,607 | 36.2 | 6,140,338 |
| NON U.S. | 9 | 67,935 | 1.1 | 1,711,401 | 27.9 | ||
| 14 | 77,272 | 1.3 | 3,936,008 | 64.1 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 44,081 | 15.6 | 18,720 | 6.6 | 281,678 | |
| NON U.S. | 17,341 | 6.2 | 7,770 | 2.8 | |||
| 7 | 61,422 | 21.8 | 26,490 | 9.4 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 4 | 0 | 0.0 | 65,856 | 23.7 | 277,734 |
| NON U.S. | 4 | 7,897 | 2.8 | 44,754 | 16.1 | ||
| 8 | 7,897 | 2.8 | 110,610 | 39.8 | |||
| IFED AECO FIN BASIS | U.S. | 0 | 0.0 | 24,600 | 2.4 | 1,030,883 | |
| NON U.S. | 25,796 | 2.5 | 588,655 | 57.1 | |||
| 7 | 25,796 | 2.5 | 613,255 | 59.5 | |||
| IFED CHICAGO FIN BASIS | U.S. | 29,185 | 7.8 | 1,307 | 0.3 | 376,119 | |
| NON U.S. | 1,709 | 0.5 | 32,922 | 8.8 | |||
| 7 | 30,894 | 8.2 | 34,229 | 9.1 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 21,519 | 3.6 | 55,540 | 9.2 | 604,437 |
| NON U.S. | 5 | 1,153 | 0.2 | 68,577 | 11.3 | ||
| 9 | 22,672 | 3.8 | 124,117 | 20.5 | |||
| IFED WAHA FIN BASIS | U.S. | 4,516 | 0.9 | 156,545 | 32.9 | 475,853 | |
| NON U.S. | 9,113 | 1.9 | 58,180 | 12.2 | |||
| 9 | 13,629 | 2.9 | 214,725 | 45.1 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 4 | 0 | 0.0 | 141,612 | 41.8 | 339,111 |
| NON U.S. | 5 | 0 | 0.0 | 87,176 | 25.7 | ||
| 9 | 0 | 0.0 | 228,788 | 67.5 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 6,487 | 3.3 | 45,231 | 23.3 | 194,445 | |
| NON U.S. | 774 | 0.4 | 29,078 | 15.0 | |||
| 7 | 7,261 | 3.7 | 74,309 | 38.2 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 4 | 8,911 | 1.4 | 184,825 | 28.8 | 642,165 |
| NON U.S. | 5 | 16,182 | 2.5 | 71,573 | 11.1 | ||
| 9 | 25,093 | 3.9 | 256,398 | 39.9 | |||
| IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS | U.S. | 1,727 | 0.8 | 60,738 | 28.5 | 213,365 | |
| NON U.S. | 0 | 0.0 | 60,325 | 28.3 | |||
| 6 | 1,727 | 0.8 | 121,063 | 56.7 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 11,717 | 6.0 | 1,170 | 0.6 | 193,926 | |
| NON U.S. | 8,589 | 4.4 | 28,400 | 14.6 | |||
| 7 | 20,306 | 10.5 | 29,570 | 15.2 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 10,753 | 5.3 | 1,685 | 0.8 | 201,618 | |
| NON U.S. | 6,139 | 3.0 | 32,510 | 16.1 | |||
| 7 | 16,892 | 8.4 | 34,195 | 17.0 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 90 | 0.0 | 45,980 | 19.7 | 233,257 | |
| NON U.S. | 8,391 | 3.6 | 12,767 | 5.5 | |||
| 5 | 8,481 | 3.6 | 58,747 | 25.2 | |||
| IFED NATURAL GAS PIPELINE-TEXOK (BASIS) | U.S. | 716 | 0.3 | 17,966 | 8.4 | 214,858 | |
| NON U.S. | 0 | 0.0 | 20,941 | 9.7 | |||
| 5 | 716 | 0.3 | 38,907 | 18.1 | |||
| IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) | U.S. | 184 | 0.2 | 403 | 0.4 | 101,345 | |
| NON U.S. | 9,747 | 9.6 | 25,020 | 24.7 | |||
| 6 | 9,931 | 9.8 | 25,423 | 25.1 | |||
| IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS | U.S. | 0 | 0.0 | 33,365 | 51.1 | 65,343 | |
| NON U.S. | 310 | 0.5 | 28,508 | 43.6 | |||
| 5 | 310 | 0.5 | 61,873 | 94.7 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 2,542 | 1.5 | 17,518 | 10.4 | 167,710 | |
| NON U.S. | 1,312 | 0.8 | 36,389 | 21.7 | |||
| 7 | 3,854 | 2.3 | 53,907 | 32.1 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 11,708 | 4.8 | 17,588 | 7.2 | 243,250 | |
| NON U.S. | 0 | 0.0 | 5,444 | 2.2 | |||
| 5 | 11,708 | 4.8 | 23,032 | 9.5 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 72,135 | 20.5 | 149,224 | 42.4 | 351,581 | |
| NON U.S. | 4,052 | 1.2 | 22,672 | 6.4 | |||
| 5 | 76,187 | 21.7 | 171,896 | 48.9 | |||
| NYME NATURAL GAS | U.S. | 4 | 37,436 | 3.3 | 29,131 | 2.6 | 1,134,240 |
| NON U.S. | 13 | 44,587 | 3.9 | 43,845 | 3.9 | ||
| 17 | 82,023 | 7.2 | 72,976 | 6.4 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 3,951 | 1.1 | 99,511 | 27.0 | 369,050 |
| NON U.S. | 6 | 3,815 | 1.0 | 48,944 | 13.3 | ||
| 10 | 7,766 | 2.1 | 148,455 | 40.2 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 35,307 | 26.7 | 4,294 | 3.3 | 132,122 | |
| NON U.S. | 31,667 | 24.0 | 1,508 | 1.1 | |||
| 8 | 66,974 | 50.7 | 5,802 | 4.4 | |||
| CBT SOYBEAN MEAL | U.S. | 4,321 | 1.1 | 913 | 0.2 | 403,763 | |
| NON U.S. | 35,924 | 8.9 | 5,125 | 1.3 | |||
| 14 | 40,245 | 10.0 | 6,038 | 1.5 | |||
| ICUS COTTON NO. 2 | U.S. | 1,532 | 0.6 | 0 | 0.0 | 249,388 | |
| NON U.S. | 19,192 | 7.7 | 9,937 | 4.0 | |||
| 14 | 20,724 | 8.3 | 9,937 | 4.0 | |||
| NYME HENRY HUB | U.S. | 4 | 11,930 | 1.9 | 262,251 | 41.0 | 639,411 |
| NON U.S. | 8 | 46,299 | 7.2 | 165,442 | 25.9 | ||
| 12 | 58,229 | 9.1 | 427,693 | 66.9 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 94,701 | 34.6 | 10,782 | 3.9 | 273,941 | |
| NON U.S. | 61,457 | 22.4 | 9,612 | 3.5 | |||
| 11 | 156,158 | 57.0 | 20,394 | 7.4 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 4 | 32,762 | 1.5 | 28,525 | 1.3 | 2,171,672 |
| NON U.S. | 19 | 29,297 | 1.3 | 61,110 | 2.8 | ||
| 23 | 62,059 | 2.9 | 89,635 | 4.1 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 6 | 100,296 | 2.8 | 10,971 | 0.3 | 3,570,188 |
| NON U.S. | 37 | 35,878 | 1.0 | 144,020 | 4.0 | ||
| 43 | 136,174 | 3.8 | 154,991 | 4.3 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 2,836 | 0.2 | 6,386 | 0.5 | 1,166,311 | |
| NON U.S. | 4,961 | 0.4 | 16,859 | 1.4 | |||
| 7 | 7,797 | 0.7 | 23,245 | 2.0 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 4 | 12,654 | 0.4 | 4,534 | 0.1 | 3,537,674 |
| NON U.S. | 20 | 38,109 | 1.1 | 53,512 | 1.5 | ||
| 24 | 50,763 | 1.4 | 58,046 | 1.6 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 5 | 157,526 | 14.9 | 74,767 | 7.1 | 1,053,727 |
| NON U.S. | 16 | 98,412 | 9.3 | 53,912 | 5.1 | ||
| 21 | 255,938 | 24.3 | 128,679 | 12.2 | |||
| CME LEAN HOGS | NON U.S. | 14,744 | 6.5 | 6,600 | 2.9 | 227,431 | |
| 10 | 14,744 | 6.5 | 6,600 | 2.9 | |||
| CME LIVE CATTLE | NON U.S. | 8 | 19,957 | 6.1 | 200 | 0.1 | 326,813 |
| 8 | 19,957 | 6.1 | 200 | 0.1 | |||
| CME FEEDER CATTLE | NON U.S. | 1,230 | 3.1 | 74 | 0.2 | 39,968 | |
| 6 | 1,230 | 3.1 | 74 | 0.2 | |||
| IFED NAT GASLNE OPIS MT B NONTET FP | U.S. | 740 | 4.2 | 3,319 | 19.0 | 17,485 | |
| NON U.S. | 65 | 0.4 | 2,152 | 12.3 | |||
| 6 | 805 | 4.6 | 5,471 | 31.3 | |||
| IFED PROPANE OPIS CONWAY INWELL FP | U.S. | 305 | 5.1 | 510 | 8.6 | 5,959 | |
| NON U.S. | 170 | 2.9 | 1,049 | 17.6 | |||
| 5 | 475 | 8.0 | 1,559 | 26.2 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 4,420 | 18.2 | 24,223 | |
| NON U.S. | 0 | 0.0 | 4,750 | 19.6 | |||
| 6 | 0 | 0.0 | 9,170 | 37.9 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 3,679 | 6.8 | 1,908 | 3.5 | 53,767 | |
| NON U.S. | 3,294 | 6.1 | 1,555 | 2.9 | |||
| 8 | 6,973 | 13.0 | 3,463 | 6.4 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 4 | 0 | 0.0 | 11,672 | 18.3 | 63,786 |
| NON U.S. | 4 | 0 | 0.0 | 10,676 | 16.7 | ||
| 8 | 0 | 0.0 | 22,348 | 35.0 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 3,841 | 2.7 | 9,759 | 6.9 | 140,987 | |
| NON U.S. | 1,312 | 0.9 | 8,077 | 5.7 | |||
| 8 | 5,153 | 3.7 | 17,836 | 12.7 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 1,309 | 2.6 | 6,885 | 13.4 | 51,291 | |
| NON U.S. | 0 | 0.0 | 10,508 | 20.5 | |||
| 7 | 1,309 | 2.6 | 17,393 | 33.9 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 4 | 0 | 0.0 | 6,798 | 12.8 | 52,916 |
| NON U.S. | 4 | 118 | 0.2 | 4,642 | 8.8 | ||
| 8 | 118 | 0.2 | 11,440 | 21.6 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 602 | 2.1 | 3,746 | 13.4 | 28,034 | |
| NON U.S. | 330 | 1.2 | 3,874 | 13.8 | |||
| 7 | 932 | 3.3 | 7,620 | 27.2 | |||
| NYME MT BELV ISO-BUTANE 5 DEC | U.S. | 126 | 2.2 | 1,018 | 17.8 | 5,714 | |
| NON U.S. | 0 | 0.0 | 1,258 | 22.0 | |||
| 5 | 126 | 2.2 | 2,276 | 39.8 | |||
| NYME CONWAY PROPANE (OPIS) | U.S. | 1,507 | 9.7 | 269 | 1.7 | 15,546 | |
| NON U.S. | 60 | 0.4 | 3,495 | 22.5 | |||
| 7 | 1,567 | 10.1 | 3,764 | 24.2 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 20,658 | 4.1 | 75,953 | 14.9 | 509,520 | |
| NON U.S. | 5,761 | 1.1 | 9,248 | 1.8 | |||
| 8 | 26,419 | 5.2 | 85,201 | 16.7 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 105 | 0.2 | 75 | 0.2 | 49,545 | |
| NON U.S. | 0 | 0.0 | 17,795 | 35.9 | |||
| 7 | 105 | 0.2 | 17,870 | 36.1 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | U.S. | 0 | 0.0 | 158 | 0.7 | 21,153 | |
| NON U.S. | 0 | 0.0 | 11,769 | 55.6 | |||
| 6 | 0 | 0.0 | 11,927 | 56.4 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 36,229 | 18.9 | 70,582 | 36.9 | 191,265 | |
| NON U.S. | 7 | 0.0 | 37,219 | 19.5 | |||
| 7 | 36,236 | 18.9 | 107,801 | 56.4 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 20,227 | 0.8 | 302,833 | 12.7 | 2,389,677 |
| NON U.S. | 18 | 48,735 | 2.0 | 231,345 | 9.7 | ||
| 22 | 68,962 | 2.9 | 534,178 | 22.4 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 11,394 | 8.1 | 16,304 | 11.6 | 140,436 |
| NON U.S. | 7 | 4,221 | 3.0 | 30,630 | 21.8 | ||
| 11 | 15,615 | 11.1 | 46,934 | 33.4 | |||
| NYME BRENT CRUDE OIL LAST DAY | U.S. | 3,215 | 1.9 | 2,271 | 1.4 | 167,552 | |
| NON U.S. | 175 | 0.1 | 454 | 0.3 | |||
| 6 | 3,390 | 2.0 | 2,725 | 1.6 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 405 | 0.3 | 21,526 | 15.6 | 137,959 | |
| NON U.S. | 0 | 0.0 | 3,765 | 2.7 | |||
| 5 | 405 | 0.3 | 25,291 | 18.3 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 18,459 | 33.1 | 55,748 | |
| NON U.S. | 0 | 0.0 | 13,328 | 23.9 | |||
| 5 | 0 | 0.0 | 31,787 | 57.0 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 1,760 | 2.0 | 11,518 | 13.0 | 88,345 | |
| NON U.S. | 0 | 0.0 | 7,561 | 8.6 | |||
| 7 | 1,760 | 2.0 | 19,079 | 21.6 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 0 | 0.0 | 240 | 3.8 | 6,265 | |
| NON U.S. | 0 | 0.0 | 4,625 | 73.8 | |||
| 5 | 0 | 0.0 | 4,865 | 77.7 | |||
| ICUS COCOA | U.S. | 6,034 | 2.6 | 0 | 0.0 | 231,768 | |
| NON U.S. | 5,447 | 2.4 | 1,117 | 0.5 | |||
| 8 | 11,481 | 5.0 | 1,117 | 0.5 | |||
| NYME PALLADIUM | U.S. | 4 | 199 | 2.1 | 2,721 | 28.5 | 9,533 |
| NON U.S. | 10 | 1,145 | 12.0 | 457 | 4.8 | ||
| 14 | 1,344 | 14.1 | 3,178 | 33.3 | |||
| NYME PLATINUM | U.S. | 4 | 222 | 0.3 | 20,089 | 31.0 | 64,701 |
| NON U.S. | 17 | 3,866 | 6.0 | 7,325 | 11.3 | ||
| 21 | 4,088 | 6.3 | 27,414 | 42.4 | |||
| ICUS SUGAR NO. 11 | U.S. | 17,236 | 1.6 | 8,770 | 0.8 | 1,107,089 | |
| NON U.S. | 51,885 | 4.7 | 67,228 | 6.1 | |||
| 16 | 69,121 | 6.2 | 75,998 | 6.9 | |||
| ICUS COFFEE C | U.S. | 3,206 | 1.2 | 41 | 0.0 | 276,108 | |
| NON U.S. | 11,231 | 4.1 | 25,535 | 9.2 | |||
| 23 | 14,437 | 5.2 | 25,576 | 9.3 | |||
| CMX SILVER | U.S. | 4 | 3,886 | 2.2 | 42,608 | 23.7 | 179,786 |
| NON U.S. | 22 | 8,097 | 4.5 | 32,645 | 18.2 | ||
| 26 | 11,983 | 6.7 | 75,253 | 41.9 | |||
| CMX COPPER-GRADE #1 | U.S. | 3,687 | 1.4 | 133 | 0.1 | 257,036 | |
| NON U.S. | 9,735 | 3.8 | 1,629 | 0.6 | |||
| 14 | 13,422 | 5.2 | 1,762 | 0.7 | |||
| CMX GOLD | U.S. | 5 | 14,195 | 2.7 | 85,971 | 16.5 | 520,011 |
| NON U.S. | 30 | 37,468 | 7.2 | 112,560 | 21.6 | ||
| 35 | 51,663 | 9.9 | 198,531 | 38.2 | |||
| CME CANADIAN DOLLAR | U.S. | 23 | 0.0 | 8,258 | 5.2 | 158,155 | |
| NON U.S. | 0 | 0.0 | 4,932 | 3.1 | |||
| 5 | 23 | 0.0 | 13,190 | 8.3 | |||
| CME SWISS FRANC | U.S. | 991 | 1.9 | 0 | 0.0 | 50,832 | |
| NON U.S. | 1,492 | 2.9 | 1,548 | 3.0 | |||
| 5 | 2,483 | 4.9 | 1,548 | 3.0 | |||
| CME MEXICAN PESO | NON U.S. | 505 | 0.3 | 34,950 | 23.2 | 150,781 | |
| 6 | 505 | 0.3 | 34,950 | 23.2 | |||
| CME BRITISH POUND STERLING | U.S. | 481 | 0.3 | 14,885 | 9.2 | 161,100 | |
| NON U.S. | 2,509 | 1.6 | 2,656 | 1.6 | |||
| 6 | 2,990 | 1.9 | 17,541 | 10.9 | |||
| CME JAPANESE YEN | U.S. | 7 | 0.0 | 6,445 | 3.4 | 190,948 | |
| NON U.S. | 7,709 | 4.0 | 985 | 0.5 | |||
| 5 | 7,716 | 4.0 | 7,430 | 3.9 | |||
| CME EURO FX | U.S. | 7,936 | 1.2 | 130,396 | 19.3 | 675,520 | |
| NON U.S. | 28,591 | 4.2 | 37,772 | 5.6 | |||
| 19 | 36,527 | 5.4 | 168,168 | 24.9 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 6,777 | 1.7 | 2,883 | 0.7 | 405,796 | |
| NON U.S. | 11,081 | 2.7 | 3,113 | 0.8 | |||
| 11 | 17,858 | 4.4 | 5,996 | 1.5 | |||
| E VIX FUTURES | U.S. | 1,617 | 0.5 | 2,823 | 0.9 | 318,219 | |
| NON U.S. | 36,273 | 11.4 | 3,059 | 1.0 | |||
| 8 | 37,890 | 11.9 | 5,882 | 1.8 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 4 | 5,526 | 5.5 | 0 | 0.0 | 99,778 |
| NON U.S. | 8 | 4,380 | 4.4 | 4,858 | 4.9 | ||
| 12 | 9,906 | 9.9 | 4,858 | 4.9 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 7 | 1,845,045 | 17.0 | 424,688 | 3.9 | 10,843,374 |
| NON U.S. | 34 | 917,955 | 8.5 | 1,074,041 | 9.9 | ||
| 41 | 2,763,000 | 25.5 | 1,498,729 | 13.8 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 63,089 | 13.4 | 118,149 | 25.1 | 470,065 |
| NON U.S. | 12 | 14,799 | 3.1 | 22,257 | 4.7 | ||
| 16 | 77,888 | 16.6 | 140,406 | 29.9 | |||
| CME 1-MONTH SOFR | U.S. | 4 | 29,534 | 14.5 | 29,377 | 14.4 | 204,014 |
| NON U.S. | 8 | 1,869 | 0.9 | 12,131 | 5.9 | ||
| 12 | 31,403 | 15.4 | 41,508 | 20.3 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 8 | 42,309 | 1.6 | 86,623 | 3.3 | 2,640,747 |
| NON U.S. | 22 | 75,397 | 2.9 | 257,092 | 9.7 | ||
| 30 | 117,706 | 4.5 | 343,715 | 13.0 | |||
| CME E-MINI S&P FINANCIAL INDEX | U.S. | 0 | 0.0 | 956 | 2.1 | 44,694 | |
| NON U.S. | 494 | 1.1 | 15,660 | 35.0 | |||
| 5 | 494 | 1.1 | 16,616 | 37.2 | |||
| CME E-MINI S&P MATERIALS INDEX | NON U.S. | 926 | 10.3 | 3,281 | 36.4 | 9,012 | |
| 5 | 926 | 10.3 | 3,281 | 36.4 | |||
| CME E-MINI S&P TECHNOLOGY INDEX | NON U.S. | 645 | 7.1 | 7,315 | 80.8 | 9,052 | |
| 5 | 645 | 7.1 | 7,315 | 80.8 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 10,571 | 8.5 | 15,120 | 12.2 | 124,040 | |
| NON U.S. | 20,720 | 16.7 | 36,264 | 29.2 | |||
| 9 | 31,291 | 25.2 | 51,384 | 41.4 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 354 | 0.2 | 802 | 0.3 | 234,732 | |
| NON U.S. | 17,376 | 7.4 | 9,963 | 4.2 | |||
| 17 | 17,730 | 7.6 | 10,765 | 4.6 | |||
| CME AUSTRALIAN DOLLAR | U.S. | 3,492 | 2.4 | 820 | 0.6 | 142,644 | |
| NON U.S. | 0 | 0.0 | 2,538 | 1.8 | |||
| 5 | 3,492 | 2.4 | 3,358 | 2.4 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 5 | 9,989 | 1.8 | 977 | 0.2 | 556,076 |
| NON U.S. | 16 | 38,295 | 6.9 | 31,713 | 5.7 | ||
| 21 | 48,284 | 8.7 | 32,690 | 5.9 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 6 | 1,665 | 0.4 | 7,751 | 1.8 | 422,576 |
| NON U.S. | 4 | 4,012 | 0.9 | 35,817 | 8.5 | ||
| 10 | 5,677 | 1.3 | 43,568 | 10.3 | |||
| ICUS MSCI EMERGING MKTS INDEX | U.S. | 5 | 7,966 | 0.6 | 2,240 | 0.2 | 1,261,374 |
| NON U.S. | 11 | 18,706 | 1.5 | 123,116 | 9.8 | ||
| 16 | 26,672 | 2.1 | 125,356 | 9.9 | |||
| CME E-MINI S&P 400 STOCK INDEX | U.S. | 872 | 1.7 | 0 | 0.0 | 52,267 | |
| NON U.S. | 239 | 0.5 | 3,175 | 6.1 | |||
| 5 | 1,111 | 2.1 | 3,175 | 6.1 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 5 | 460 | 0.3 | 11,774 | 7.0 | 169,145 |
| NON U.S. | 9 | 8,186 | 4.8 | 36,007 | 21.3 | ||
| 14 | 8,646 | 5.1 | 47,781 | 28.2 | |||