| REPORT DATE: 3/3/2020 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 13,374 | 3.1 | 2,131 | 0.5 | 426,357 | |
| NON U.S. | 34,477 | 8.1 | 15,099 | 3.5 | |||
| 20 | 47,851 | 11.2 | 17,230 | 4.0 | |||
| CBT WHEAT-HRW | U.S. | 7,077 | 2.8 | 1,810 | 0.7 | 250,643 | |
| NON U.S. | 17,753 | 7.1 | 2,885 | 1.2 | |||
| 13 | 24,830 | 9.9 | 4,695 | 1.9 | |||
| CBT CORN | U.S. | 5,633 | 0.4 | 6,624 | 0.4 | 1,501,015 | |
| NON U.S. | 77,960 | 5.2 | 8,722 | 0.6 | |||
| 15 | 83,593 | 5.6 | 15,346 | 1.0 | |||
| CBT SOYBEANS | U.S. | 4 | 1,283 | 0.2 | 4,996 | 0.6 | 787,023 |
| NON U.S. | 13 | 51,941 | 6.6 | 836 | 0.1 | ||
| 17 | 53,224 | 6.8 | 5,832 | 0.7 | |||
| CBT SOYBEAN OIL | U.S. | 6,210 | 1.4 | 3,667 | 0.8 | 458,102 | |
| NON U.S. | 38,011 | 8.3 | 2,128 | 0.5 | |||
| 12 | 44,221 | 9.7 | 5,795 | 1.3 | |||
| CBT U.S. TREASURY BONDS | U.S. | 6 | 20,363 | 1.7 | 576 | 0.0 | 1,230,954 |
| NON U.S. | 12 | 7,712 | 0.6 | 18,623 | 1.5 | ||
| 18 | 28,075 | 2.3 | 19,199 | 1.6 | |||
| CBT ULTRA U.S. TREASURY BONDS | U.S. | 3,832 | 0.3 | 2,143 | 0.2 | 1,175,514 | |
| NON U.S. | 6,788 | 0.6 | 7,184 | 0.6 | |||
| 7 | 10,620 | 0.9 | 9,327 | 0.8 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 4 | 22,849 | 5.6 | 4,098 | 1.0 | 411,198 |
| NON U.S. | 9 | 19,335 | 4.7 | 947 | 0.2 | ||
| 13 | 42,184 | 10.3 | 5,045 | 1.2 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 15,715 | 0.3 | 1,892,460 | 37.1 | 5,098,015 |
| NON U.S. | 9 | 74,592 | 1.5 | 974,478 | 19.1 | ||
| 14 | 90,307 | 1.8 | 2,866,938 | 56.2 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 28,303 | 14.0 | 43,418 | 21.5 | 202,015 | |
| NON U.S. | 10,301 | 5.1 | 4,694 | 2.3 | |||
| 7 | 38,604 | 19.1 | 48,112 | 23.8 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 1,565 | 0.4 | 73,853 | 20.3 | 363,610 | |
| NON U.S. | 13,535 | 3.7 | 52,768 | 14.5 | |||
| 8 | 15,100 | 4.2 | 126,621 | 34.8 | |||
| IFED AECO FIN BASIS | U.S. | 304 | 0.0 | 8,834 | 1.0 | 860,672 | |
| NON U.S. | 23,508 | 2.7 | 584,121 | 67.9 | |||
| 7 | 23,812 | 2.8 | 592,955 | 68.9 | |||
| IFED CHICAGO FIN BASIS | U.S. | 28,449 | 7.2 | 2,760 | 0.7 | 394,794 | |
| NON U.S. | 5,737 | 1.5 | 34,206 | 8.7 | |||
| 8 | 34,186 | 8.7 | 36,966 | 9.4 | |||
| IFED HSC FIN BASIS | U.S. | 4 | 16,751 | 3.0 | 74,086 | 13.2 | 563,327 |
| NON U.S. | 4 | 1,977 | 0.4 | 20,069 | 3.6 | ||
| 8 | 18,728 | 3.3 | 94,155 | 16.7 | |||
| IFED WAHA FIN BASIS | U.S. | 4 | 9,030 | 2.0 | 180,544 | 40.2 | 448,984 |
| NON U.S. | 4 | 14,326 | 3.2 | 28,549 | 6.4 | ||
| 8 | 23,356 | 5.2 | 209,093 | 46.6 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 304 | 0.1 | 93,408 | 30.8 | 302,908 | |
| NON U.S. | 0 | 0.0 | 56,352 | 18.6 | |||
| 7 | 304 | 0.1 | 149,760 | 49.4 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 11,411 | 5.6 | 53,331 | 26.3 | 202,871 | |
| NON U.S. | 1,544 | 0.8 | 13,824 | 6.8 | |||
| 6 | 12,955 | 6.4 | 67,155 | 33.1 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 13,107 | 2.1 | 152,449 | 24.5 | 623,131 | |
| NON U.S. | 41,681 | 6.7 | 89,779 | 14.4 | |||
| 8 | 54,788 | 8.8 | 242,228 | 38.9 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 11,852 | 4.1 | 3,919 | 1.4 | 289,124 | |
| NON U.S. | 10,981 | 3.8 | 0 | 0.0 | |||
| 6 | 22,833 | 7.9 | 3,919 | 1.4 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 8,839 | 3.2 | 1,547 | 0.6 | 276,412 | |
| NON U.S. | 6,764 | 2.4 | 0 | 0.0 | |||
| 6 | 15,603 | 5.6 | 1,547 | 0.6 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 1,104 | 0.4 | 25,970 | 8.8 | 295,387 | |
| NON U.S. | 7,704 | 2.6 | 24,791 | 8.4 | |||
| 5 | 8,808 | 3.0 | 50,761 | 17.2 | |||
| IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) | U.S. | 163 | 0.2 | 336 | 0.4 | 93,217 | |
| NON U.S. | 19,858 | 21.3 | 2,168 | 2.3 | |||
| 7 | 20,021 | 21.5 | 2,504 | 2.7 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 6,127 | 3.2 | 12,047 | 6.2 | 193,979 | |
| NON U.S. | 4,852 | 2.5 | 3,759 | 1.9 | |||
| 6 | 10,979 | 5.7 | 15,806 | 8.1 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 36,933 | 14.3 | 6,223 | 2.4 | 257,426 | |
| NON U.S. | 0 | 0.0 | 10,191 | 4.0 | |||
| 6 | 36,933 | 14.3 | 16,414 | 6.4 | |||
| IFED TRANSCO ZONE 6 BASIS | U.S. | 2,296 | 1.7 | 8,668 | 6.3 | 137,371 | |
| NON U.S. | 93 | 0.1 | 11,707 | 8.5 | |||
| 5 | 2,389 | 1.7 | 20,375 | 14.8 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 17,446 | 6.5 | 105,771 | 39.6 | 267,252 | |
| NON U.S. | 5,924 | 2.2 | 39,968 | 15.0 | |||
| 6 | 23,370 | 8.7 | 145,739 | 54.5 | |||
| NYME NATURAL GAS | U.S. | 4 | 76,109 | 5.3 | 40,917 | 2.8 | 1,443,665 |
| NON U.S. | 15 | 88,864 | 6.2 | 55,368 | 3.8 | ||
| 19 | 164,973 | 11.4 | 96,285 | 6.7 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 7,102 | 2.5 | 63,387 | 22.4 | 282,655 |
| NON U.S. | 5 | 3,694 | 1.3 | 15,770 | 5.6 | ||
| 9 | 10,796 | 3.8 | 79,157 | 28.0 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 20,235 | 19.6 | 8,857 | 8.6 | 103,139 | |
| NON U.S. | 6,156 | 6.0 | 1,237 | 1.2 | |||
| 6 | 26,391 | 25.6 | 10,094 | 9.8 | |||
| CBT SOYBEAN MEAL | U.S. | 4,059 | 0.9 | 6,134 | 1.4 | 449,552 | |
| NON U.S. | 45,106 | 10.0 | 5,325 | 1.2 | |||
| 16 | 49,165 | 10.9 | 11,459 | 2.5 | |||
| ICUS COTTON NO. 2 | U.S. | 3,731 | 1.8 | 474 | 0.2 | 201,743 | |
| NON U.S. | 13,792 | 6.8 | 12,152 | 6.0 | |||
| 17 | 17,523 | 8.7 | 12,626 | 6.3 | |||
| NYME HENRY HUB | U.S. | 15,620 | 2.1 | 252,530 | 34.4 | 733,879 | |
| NON U.S. | 37,056 | 5.0 | 236,620 | 32.2 | |||
| 11 | 52,676 | 7.2 | 489,150 | 66.7 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 36,493 | 28.9 | 5,489 | 4.3 | 126,199 | |
| NON U.S. | 24,089 | 19.1 | 5,095 | 4.0 | |||
| 9 | 60,582 | 48.0 | 10,584 | 8.4 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 5 | 9,501 | 0.3 | 43,331 | 1.3 | 3,289,006 |
| NON U.S. | 20 | 19,046 | 0.6 | 81,025 | 2.5 | ||
| 25 | 28,547 | 0.9 | 124,356 | 3.8 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 7 | 79,588 | 2.0 | 34,961 | 0.9 | 3,913,108 |
| NON U.S. | 30 | 68,854 | 1.8 | 38,769 | 1.0 | ||
| 37 | 148,442 | 3.8 | 73,730 | 1.9 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 2,937 | 0.3 | 0 | 0.0 | 896,614 | |
| NON U.S. | 3,591 | 0.4 | 9,768 | 1.1 | |||
| 6 | 6,528 | 0.7 | 9,768 | 1.1 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 5 | 34,986 | 0.8 | 42,801 | 0.9 | 4,641,287 |
| NON U.S. | 22 | 69,392 | 1.5 | 139,009 | 3.0 | ||
| 27 | 104,378 | 2.2 | 181,810 | 3.9 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 5 | 231,556 | 13.4 | 177,969 | 10.3 | 1,731,708 |
| NON U.S. | 23 | 189,029 | 10.9 | 72,180 | 4.2 | ||
| 28 | 420,585 | 24.3 | 250,149 | 14.4 | |||
| CME LEAN HOGS | U.S. | 713 | 0.2 | 1,453 | 0.5 | 287,058 | |
| NON U.S. | 15,882 | 5.5 | 2,702 | 0.9 | |||
| 12 | 16,595 | 5.8 | 4,155 | 1.4 | |||
| CME LIVE CATTLE | U.S. | 1,163 | 0.3 | 495 | 0.1 | 344,960 | |
| NON U.S. | 20,524 | 5.9 | 30 | 0.0 | |||
| 10 | 21,687 | 6.3 | 525 | 0.2 | |||
| CME FEEDER CATTLE | U.S. | 27 | 0.1 | 474 | 0.9 | 50,286 | |
| NON U.S. | 1,574 | 3.1 | 303 | 0.6 | |||
| 7 | 1,601 | 3.2 | 777 | 1.5 | |||
| IFED ETHANE, MT. BELV-ENTERPRISE | U.S. | 3,025 | 9.6 | 3,313 | 10.5 | 31,460 | |
| NON U.S. | 0 | 0.0 | 2,504 | 8.0 | |||
| 5 | 3,025 | 9.6 | 5,817 | 18.5 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 7,086 | 19.3 | 36,667 | |
| NON U.S. | 0 | 0.0 | 2,383 | 6.5 | |||
| 5 | 0 | 0.0 | 9,469 | 25.8 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 6,977 | 13.1 | 1,842 | 3.5 | 53,237 | |
| NON U.S. | 3,004 | 5.6 | 234 | 0.4 | |||
| 7 | 9,981 | 18.7 | 2,076 | 3.9 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 0 | 0.0 | 11,062 | 20.7 | 53,353 | |
| NON U.S. | 0 | 0.0 | 2,426 | 4.5 | |||
| 5 | 0 | 0.0 | 13,488 | 25.3 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 1,839 | 1.3 | 7,861 | 5.5 | 142,417 | |
| NON U.S. | 2,352 | 1.7 | 4,420 | 3.1 | |||
| 6 | 4,191 | 2.9 | 12,281 | 8.6 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 3,244 | 8.1 | 7,156 | 17.8 | 40,110 | |
| NON U.S. | 0 | 0.0 | 6,226 | 15.5 | |||
| 5 | 3,244 | 8.1 | 13,382 | 33.4 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 120 | 0.2 | 5,832 | 10.9 | 53,581 | |
| NON U.S. | 707 | 1.3 | 2,579 | 4.8 | |||
| 6 | 827 | 1.5 | 8,411 | 15.7 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 515 | 1.9 | 5,800 | 20.9 | 27,758 | |
| NON U.S. | 2,219 | 8.0 | 1,182 | 4.3 | |||
| 6 | 2,734 | 9.8 | 6,982 | 25.2 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 19,117 | 3.1 | 90,453 | 14.8 | 612,975 | |
| NON U.S. | 4,886 | 0.8 | 12,135 | 2.0 | |||
| 16 | 24,003 | 3.9 | 102,588 | 16.7 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 0 | 0.0 | 634 | 2.3 | 27,581 | |
| NON U.S. | 90 | 0.3 | 16,480 | 59.8 | |||
| 7 | 90 | 0.3 | 17,114 | 62.0 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | NON U.S. | 90 | 0.8 | 9,116 | 76.0 | 11,987 | |
| 6 | 90 | 0.8 | 9,116 | 76.0 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 0 | 0.0 | 71,760 | 31.1 | 230,670 | |
| NON U.S. | 0 | 0.0 | 30,766 | 13.3 | |||
| 6 | 0 | 0.0 | 102,526 | 44.4 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 43,865 | 2.0 | 269,255 | 12.3 | 2,196,089 |
| NON U.S. | 18 | 65,105 | 3.0 | 227,804 | 10.4 | ||
| 22 | 108,970 | 5.0 | 497,059 | 22.6 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 2,064 | 1.3 | 17,636 | 11.2 | 157,649 | |
| NON U.S. | 6,057 | 3.8 | 46,158 | 29.3 | |||
| 11 | 8,121 | 5.2 | 63,794 | 40.5 | |||
| NYME WTI-BRENT CALENDAR | U.S. | 785 | 0.5 | 17,273 | 11.9 | 145,287 | |
| NON U.S. | 1,392 | 1.0 | 180 | 0.1 | |||
| 6 | 2,177 | 1.5 | 17,453 | 12.0 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 0 | 0.0 | 21,170 | 12.9 | 163,959 | |
| NON U.S. | 0 | 0.0 | 5,503 | 3.4 | |||
| 6 | 0 | 0.0 | 26,673 | 16.3 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 0 | 0.0 | 33,016 | 44.7 | 73,837 | |
| NON U.S. | 0 | 0.0 | 18,467 | 25.0 | |||
| 5 | 0 | 0.0 | 51,483 | 69.7 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 3,432 | 2.6 | 17,166 | 13.1 | 130,822 | |
| NON U.S. | 0 | 0.0 | 10,761 | 8.2 | |||
| 5 | 3,432 | 2.6 | 27,927 | 21.3 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 0 | 0.0 | 125 | 1.8 | 6,991 | |
| NON U.S. | 267 | 3.8 | 5,067 | 72.5 | |||
| 5 | 267 | 3.8 | 5,192 | 74.3 | |||
| ICUS COCOA | U.S. | 3,846 | 1.2 | 0 | 0.0 | 331,028 | |
| NON U.S. | 6,645 | 2.0 | 457 | 0.1 | |||
| 8 | 10,491 | 3.2 | 457 | 0.1 | |||
| NYME PALLADIUM | U.S. | 204 | 1.6 | 2,863 | 21.9 | 13,055 | |
| NON U.S. | 934 | 7.2 | 944 | 7.2 | |||
| 15 | 1,138 | 8.7 | 3,807 | 29.2 | |||
| NYME PLATINUM | U.S. | 5 | 776 | 0.9 | 18,628 | 22.7 | 82,051 |
| NON U.S. | 18 | 5,282 | 6.4 | 19,362 | 23.6 | ||
| 23 | 6,058 | 7.4 | 37,990 | 46.3 | |||
| ICUS SUGAR NO. 11 | U.S. | 15,894 | 1.4 | 2,564 | 0.2 | 1,142,524 | |
| NON U.S. | 48,871 | 4.3 | 43,015 | 3.8 | |||
| 15 | 64,765 | 5.7 | 45,579 | 4.0 | |||
| ICUS COFFEE C | U.S. | 3,768 | 1.4 | 1,945 | 0.7 | 278,744 | |
| NON U.S. | 13,168 | 4.7 | 15,544 | 5.6 | |||
| 24 | 16,936 | 6.1 | 17,489 | 6.3 | |||
| CMX SILVER | U.S. | 4 | 3,236 | 1.6 | 30,280 | 15.4 | 196,909 |
| NON U.S. | 23 | 12,180 | 6.2 | 54,846 | 27.9 | ||
| 27 | 15,416 | 7.8 | 85,126 | 43.2 | |||
| CMX COPPER-GRADE #1 | U.S. | 3,379 | 1.4 | 56 | 0.0 | 242,931 | |
| NON U.S. | 11,569 | 4.8 | 1,756 | 0.7 | |||
| 13 | 14,948 | 6.2 | 1,812 | 0.7 | |||
| CMX GOLD | U.S. | 4 | 6,533 | 0.9 | 114,898 | 16.6 | 691,985 |
| NON U.S. | 34 | 70,765 | 10.2 | 178,983 | 25.9 | ||
| 38 | 77,298 | 11.2 | 293,881 | 42.5 | |||
| CME CANADIAN DOLLAR | U.S. | 6,199 | 3.9 | 1,577 | 1.0 | 160,511 | |
| NON U.S. | 8,414 | 5.2 | 739 | 0.5 | |||
| 5 | 14,613 | 9.1 | 2,316 | 1.4 | |||
| CME MEXICAN PESO | NON U.S. | 6,742 | 2.9 | 86,672 | 37.1 | 233,892 | |
| 9 | 6,742 | 2.9 | 86,672 | 37.1 | |||
| CME BRITISH POUND STERLING | U.S. | 1,028 | 0.5 | 5,409 | 2.5 | 214,672 | |
| NON U.S. | 9,229 | 4.3 | 848 | 0.4 | |||
| 6 | 10,257 | 4.8 | 6,257 | 2.9 | |||
| CME JAPANESE YEN | U.S. | 60,308 | 30.4 | 2,650 | 1.3 | 198,404 | |
| NON U.S. | 4,890 | 2.5 | 8,074 | 4.1 | |||
| 6 | 65,198 | 32.9 | 10,724 | 5.4 | |||
| CME EURO FX | U.S. | 21,651 | 3.4 | 32,061 | 5.0 | 640,357 | |
| NON U.S. | 21,797 | 3.4 | 12,819 | 2.0 | |||
| 17 | 43,448 | 6.8 | 44,880 | 7.0 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 6,990 | 1.8 | 2,805 | 0.7 | 382,309 | |
| NON U.S. | 12,989 | 3.4 | 2,123 | 0.6 | |||
| 11 | 19,979 | 5.2 | 4,928 | 1.3 | |||
| CME NEW ZEALAND DOLLAR | U.S. | 13,634 | 21.7 | 50 | 0.1 | 62,847 | |
| NON U.S. | 4,596 | 7.3 | 314 | 0.5 | |||
| 6 | 18,230 | 29.0 | 364 | 0.6 | |||
| E VIX FUTURES | U.S. | 4 | 5,038 | 1.1 | 5,056 | 1.1 | 451,311 |
| NON U.S. | 5 | 21,908 | 4.9 | 9,260 | 2.1 | ||
| 9 | 26,946 | 6.0 | 14,316 | 3.2 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5 | 1,473 | 1.6 | 11,583 | 12.9 | 89,696 |
| NON U.S. | 7 | 1,837 | 2.0 | 14,729 | 16.4 | ||
| 12 | 3,310 | 3.7 | 26,312 | 29.3 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 7 | 629,477 | 5.3 | 1,859,649 | 15.7 | 11,821,031 |
| NON U.S. | 37 | 904,571 | 7.7 | 960,746 | 8.1 | ||
| 44 | 1,534,048 | 13.0 | 2,820,395 | 23.9 | |||
| CME 3-MONTH SOFR | U.S. | 4 | 1,852 | 0.9 | 27,215 | 13.0 | 209,585 |
| NON U.S. | 6 | 5,800 | 2.8 | 9,770 | 4.7 | ||
| 10 | 7,652 | 3.7 | 36,985 | 17.6 | |||
| CME 1-MONTH SOFR | U.S. | 4 | 8,620 | 2.8 | 47,326 | 15.5 | 306,314 |
| NON U.S. | 5 | 4,464 | 1.5 | 15,059 | 4.9 | ||
| 9 | 13,084 | 4.3 | 62,385 | 20.4 | |||
| CME S&P 500 STOCK INDEX | U.S. | 0 | 0.0 | 2,300 | 3.1 | 74,667 | |
| NON U.S. | 13,786 | 18.5 | 1,416 | 1.9 | |||
| 6 | 13,786 | 18.5 | 3,716 | 5.0 | |||
| CME E-MINI S&P CONSU STAPLES INDEX | U.S. | 0 | 0.0 | 438 | 3.3 | 13,435 | |
| NON U.S. | 257 | 1.9 | 971 | 7.2 | |||
| 5 | 257 | 1.9 | 1,409 | 10.5 | |||
| CME E-MINI S&P ENERGY INDEX | NON U.S. | 2,131 | 12.7 | 11,674 | 69.6 | 16,781 | |
| 6 | 2,131 | 12.7 | 11,674 | 69.6 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 8 | 24,782 | 0.8 | 90,317 | 2.9 | 3,065,867 |
| NON U.S. | 29 | 68,784 | 2.2 | 270,956 | 8.8 | ||
| 37 | 93,566 | 3.1 | 361,273 | 11.8 | |||
| CME E-MINI S&P FINANCIAL INDEX | U.S. | 395 | 1.4 | 0 | 0.0 | 28,305 | |
| NON U.S. | 350 | 1.2 | 13,899 | 49.1 | |||
| 6 | 745 | 2.6 | 13,899 | 49.1 | |||
| CME E-MINI S&P MATERIALS INDEX | U.S. | 1,344 | 16.2 | 0 | 0.0 | 8,301 | |
| NON U.S. | 2,293 | 27.6 | 2,916 | 35.1 | |||
| 5 | 3,637 | 43.8 | 2,916 | 35.1 | |||
| CME E-MINI S&P TECHNOLOGY INDEX | U.S. | 0 | 0.0 | 947 | 8.5 | 11,117 | |
| NON U.S. | 401 | 3.6 | 5,476 | 49.3 | |||
| 5 | 401 | 3.6 | 6,423 | 57.8 | |||
| CME E-MINI S&P UTILITIES INDEX | U.S. | 0 | 0.0 | 2,511 | 15.7 | 16,040 | |
| NON U.S. | 1,138 | 7.1 | 4,961 | 30.9 | |||
| 6 | 1,138 | 7.1 | 7,472 | 46.6 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 16,093 | 5.9 | 36,763 | 13.5 | 272,752 | |
| NON U.S. | 62,884 | 23.1 | 18,750 | 6.9 | |||
| 7 | 78,977 | 29.0 | 55,513 | 20.4 | |||
| CME E-MINI S&P COMMUNICATION INDEX | U.S. | 1,000 | 10.6 | 0 | 0.0 | 9,390 | |
| NON U.S. | 5,827 | 62.1 | 3,174 | 33.8 | |||
| 5 | 6,827 | 72.7 | 3,174 | 33.8 | |||
| CMX ALUMINUM MW US TR PLATTS | U.S. | 3,278 | 11.8 | 53 | 0.2 | 27,879 | |
| NON U.S. | 3,496 | 12.5 | 2 | 0.0 | |||
| 5 | 6,774 | 24.3 | 55 | 0.2 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 292 | 0.1 | 6,456 | 3.0 | 216,843 | |
| NON U.S. | 7,693 | 3.5 | 12,593 | 5.8 | |||
| 18 | 7,985 | 3.7 | 19,049 | 8.8 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 6 | 8,059 | 1.7 | 12,654 | 2.7 | 468,213 |
| NON U.S. | 14 | 18,823 | 4.0 | 40,545 | 8.7 | ||
| 20 | 26,882 | 5.7 | 53,199 | 11.4 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 5 | 2,184 | 0.6 | 2,741 | 0.7 | 388,064 |
| NON U.S. | 6 | 536 | 0.1 | 15,338 | 4.0 | ||
| 11 | 2,720 | 0.7 | 18,079 | 4.7 | |||
| ICUS MSCI EMERGING MKTS MINI INDEX | U.S. | 6 | 14,357 | 0.9 | 4,556 | 0.3 | 1,535,141 |
| NON U.S. | 16 | 14,803 | 1.0 | 171,161 | 11.1 | ||
| 22 | 29,160 | 1.9 | 175,717 | 11.4 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 4 | 606 | 0.4 | 5,822 | 4.2 | 137,717 |
| NON U.S. | 4 | 10,015 | 7.3 | 25,246 | 18.3 | ||
| 8 | 10,621 | 7.7 | 31,068 | 22.6 | |||