| REPORT DATE: 5/4/2021 | |||||||
| COMMODITY | BANK TYPE | BANK COUNT | LONG FUTURES | % | SHORT FUTURES | % | OPEN INTEREST |
| CBT WHEAT-SRW | U.S. | 14,662 | 3.5 | 504 | 0.1 | 420,013 | |
| NON U.S. | 35,764 | 8.5 | 15,713 | 3.7 | |||
| 18 | 50,426 | 12.0 | 16,217 | 3.9 | |||
| CBT WHEAT-HRW | U.S. | 6,179 | 2.8 | 0 | 0.0 | 223,672 | |
| NON U.S. | 17,971 | 8.0 | 7,290 | 3.3 | |||
| 11 | 24,150 | 10.8 | 7,290 | 3.3 | |||
| CBT CORN | U.S. | 30,277 | 1.8 | 3,054 | 0.2 | 1,670,424 | |
| NON U.S. | 89,625 | 5.4 | 16,685 | 1.0 | |||
| 14 | 119,902 | 7.2 | 19,739 | 1.2 | |||
| CBT SOYBEANS | U.S. | 12,003 | 1.5 | 24,272 | 3.0 | 806,892 | |
| NON U.S. | 48,793 | 6.0 | 22,365 | 2.8 | |||
| 17 | 60,796 | 7.5 | 46,637 | 5.8 | |||
| CBT SOYBEAN OIL | U.S. | 7,662 | 1.6 | 2,382 | 0.5 | 485,735 | |
| NON U.S. | 35,110 | 7.2 | 1,974 | 0.4 | |||
| 14 | 42,772 | 8.8 | 4,356 | 0.9 | |||
| CBT U.S. TREASURY BONDS | U.S. | 1,557 | 0.1 | 7,732 | 0.6 | 1,190,898 | |
| NON U.S. | 2,912 | 0.2 | 22,665 | 1.9 | |||
| 16 | 4,469 | 0.4 | 30,397 | 2.6 | |||
| CBT ULTRA U.S. TREASURY BONDS | U.S. | 8,241 | 0.7 | 100 | 0.0 | 1,136,021 | |
| NON U.S. | 1,216 | 0.1 | 9,127 | 0.8 | |||
| 5 | 9,457 | 0.8 | 9,227 | 0.8 | |||
| NYME #2 HEATING OIL- NY HARBOR-ULSD | U.S. | 16,083 | 4.1 | 1,258 | 0.3 | 395,932 | |
| NON U.S. | 18,588 | 4.7 | 1,164 | 0.3 | |||
| 11 | 34,671 | 8.8 | 2,422 | 0.6 | |||
| IFED NATURAL GAS HENRY LD1 FIXED | U.S. | 5 | 11,093 | 0.2 | 2,128,460 | 35.2 | 6,044,483 |
| NON U.S. | 9 | 75,988 | 1.3 | 1,580,514 | 26.1 | ||
| 14 | 87,081 | 1.4 | 3,708,974 | 61.4 | |||
| IFED NATURAL GAS PENULTIMATE ICE | U.S. | 52,090 | 16.1 | 22,277 | 6.9 | 323,788 | |
| NON U.S. | 11,939 | 3.7 | 16,552 | 5.1 | |||
| 7 | 64,029 | 19.8 | 38,829 | 12.0 | |||
| IFED NWP ROCKIES FIN BASIS | U.S. | 4 | 0 | 0.0 | 65,082 | 25.3 | 257,420 |
| NON U.S. | 4 | 8,798 | 3.4 | 36,335 | 14.1 | ||
| 8 | 8,798 | 3.4 | 101,417 | 39.4 | |||
| IFED AECO FIN BASIS | U.S. | 0 | 0.0 | 22,583 | 2.4 | 927,903 | |
| NON U.S. | 28,141 | 3.0 | 509,692 | 54.9 | |||
| 7 | 28,141 | 3.0 | 532,275 | 57.4 | |||
| IFED CHICAGO FIN BASIS | U.S. | 29,759 | 8.4 | 4,107 | 1.2 | 353,684 | |
| NON U.S. | 5,425 | 1.5 | 32,344 | 9.1 | |||
| 9 | 35,184 | 9.9 | 36,451 | 10.3 | |||
| IFED HSC FIN BASIS | U.S. | 24,327 | 3.8 | 53,575 | 8.4 | 634,764 | |
| NON U.S. | 2,218 | 0.3 | 63,875 | 10.1 | |||
| 7 | 26,545 | 4.2 | 117,450 | 18.5 | |||
| IFED WAHA FIN BASIS | U.S. | 7,554 | 1.6 | 144,791 | 30.6 | 472,966 | |
| NON U.S. | 9,495 | 2.0 | 47,590 | 10.1 | |||
| 8 | 17,049 | 3.6 | 192,381 | 40.7 | |||
| IFED COLORADO INTERSTATE - MAINLINE (BASIS) | U.S. | 4 | 0 | 0.0 | 156,463 | 46.5 | 336,836 |
| NON U.S. | 5 | 0 | 0.0 | 81,105 | 24.1 | ||
| 9 | 0 | 0.0 | 237,568 | 70.5 | |||
| IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) | U.S. | 3,248 | 1.6 | 51,640 | 24.7 | 208,838 | |
| NON U.S. | 1,011 | 0.5 | 31,322 | 15.0 | |||
| 7 | 4,259 | 2.0 | 82,962 | 39.7 | |||
| IFED DOMINION - SOUTH POINT (BASIS) | U.S. | 4,213 | 0.7 | 206,564 | 32.1 | 642,726 | |
| NON U.S. | 10,690 | 1.7 | 55,893 | 8.7 | |||
| 8 | 14,903 | 2.3 | 262,457 | 40.8 | |||
| IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS | U.S. | 1,786 | 0.8 | 54,465 | 24.5 | 221,946 | |
| NON U.S. | 0 | 0.0 | 53,490 | 24.1 | |||
| 6 | 1,786 | 0.8 | 107,955 | 48.6 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) | U.S. | 8,204 | 4.5 | 4,299 | 2.4 | 182,551 | |
| NON U.S. | 11,918 | 6.5 | 22,850 | 12.5 | |||
| 7 | 20,122 | 11.0 | 27,149 | 14.9 | |||
| IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) | U.S. | 6,066 | 2.9 | 5,323 | 2.5 | 211,273 | |
| NON U.S. | 11,048 | 5.2 | 24,636 | 11.7 | |||
| 7 | 17,114 | 8.1 | 29,959 | 14.2 | |||
| IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) | U.S. | 93 | 0.0 | 52,707 | 23.8 | 221,482 | |
| NON U.S. | 7,996 | 3.6 | 9,844 | 4.4 | |||
| 5 | 8,089 | 3.7 | 62,551 | 28.2 | |||
| IFED NATURAL GAS PIPELINE-TEXOK (BASIS) | U.S. | 616 | 0.3 | 19,039 | 9.3 | 204,528 | |
| NON U.S. | 0 | 0.0 | 19,675 | 9.6 | |||
| 5 | 616 | 0.3 | 38,714 | 18.9 | |||
| IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) | U.S. | 1,463 | 1.5 | 0 | 0.0 | 96,048 | |
| NON U.S. | 9,051 | 9.4 | 23,547 | 24.5 | |||
| 5 | 10,514 | 10.9 | 23,547 | 24.5 | |||
| IFED PANHANDLE EASTERN- POOL GAS (BASIS) | U.S. | 1,592 | 1.0 | 14,490 | 9.3 | 155,604 | |
| NON U.S. | 1,312 | 0.8 | 30,717 | 19.7 | |||
| 7 | 2,904 | 1.9 | 45,207 | 29.1 | |||
| IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) | U.S. | 7,942 | 3.1 | 21,680 | 8.6 | 252,672 | |
| NON U.S. | 4,621 | 1.8 | 5,482 | 2.2 | |||
| 5 | 12,563 | 5.0 | 27,162 | 10.7 | |||
| IFED TETCO M2 Basis (Receipts) | U.S. | 69,361 | 20.1 | 138,319 | 40.1 | 344,951 | |
| NON U.S. | 3,662 | 1.1 | 19,492 | 5.7 | |||
| 5 | 73,023 | 21.2 | 157,811 | 45.7 | |||
| NYME NATURAL GAS | U.S. | 4 | 28,148 | 2.4 | 27,687 | 2.3 | 1,190,727 |
| NON U.S. | 12 | 50,559 | 4.2 | 36,494 | 3.1 | ||
| 16 | 78,707 | 6.6 | 64,181 | 5.4 | |||
| NYME HENRY HUB LAST DAY FIN | U.S. | 4 | 4,103 | 1.1 | 88,468 | 24.2 | 365,887 |
| NON U.S. | 7 | 3,679 | 1.0 | 48,921 | 13.4 | ||
| 11 | 7,782 | 2.1 | 137,389 | 37.5 | |||
| NYME HENRY HUB PENULTIMATE FIN | U.S. | 40,055 | 31.5 | 3,552 | 2.8 | 127,159 | |
| NON U.S. | 28,339 | 22.3 | 836 | 0.7 | |||
| 8 | 68,394 | 53.8 | 4,388 | 3.5 | |||
| CBT SOYBEAN MEAL | U.S. | 6,195 | 1.5 | 0 | 0.0 | 404,748 | |
| NON U.S. | 35,368 | 8.7 | 4,217 | 1.0 | |||
| 13 | 41,563 | 10.3 | 4,217 | 1.0 | |||
| ICUS COTTON NO. 2 | U.S. | 2,582 | 1.2 | 196 | 0.1 | 221,190 | |
| NON U.S. | 19,866 | 9.0 | 9,746 | 4.4 | |||
| 13 | 22,448 | 10.1 | 9,942 | 4.5 | |||
| NYME HENRY HUB | U.S. | 4 | 8,485 | 1.4 | 254,180 | 42.5 | 597,827 |
| NON U.S. | 8 | 44,507 | 7.4 | 140,315 | 23.5 | ||
| 12 | 52,992 | 8.9 | 394,495 | 66.0 | |||
| NYME HENRY HUB PENULTIMATE NAT GAS | U.S. | 84,756 | 33.4 | 8,395 | 3.3 | 253,718 | |
| NON U.S. | 57,087 | 22.5 | 10,577 | 4.2 | |||
| 10 | 141,843 | 55.9 | 18,972 | 7.5 | |||
| CBT 2-YEAR U.S. TREASURY NOTES | U.S. | 4 | 19,316 | 0.8 | 26,666 | 1.1 | 2,362,390 |
| NON U.S. | 19 | 28,290 | 1.2 | 64,055 | 2.7 | ||
| 23 | 47,606 | 2.0 | 90,721 | 3.8 | |||
| CBT 10-YEAR U.S. TREASURY NOTES | U.S. | 6 | 65,017 | 1.5 | 17,838 | 0.4 | 4,259,750 |
| NON U.S. | 33 | 75,349 | 1.8 | 97,540 | 2.3 | ||
| 39 | 140,366 | 3.3 | 115,378 | 2.7 | |||
| CBT ULTRA 10-YEAR U.S. T-NOTES | U.S. | 3,352 | 0.2 | 2,757 | 0.2 | 1,531,803 | |
| NON U.S. | 24,484 | 1.6 | 17,273 | 1.1 | |||
| 11 | 27,836 | 1.8 | 20,030 | 1.3 | |||
| CBT 5-YEAR U.S. TREASURY NOTES | U.S. | 4 | 8,109 | 0.2 | 10,800 | 0.3 | 3,390,218 |
| NON U.S. | 24 | 38,410 | 1.1 | 37,296 | 1.1 | ||
| 28 | 46,519 | 1.4 | 48,096 | 1.4 | |||
| CBT 30-DAY FEDERAL FUNDS | U.S. | 5 | 206,580 | 20.9 | 71,099 | 7.2 | 988,898 |
| NON U.S. | 21 | 68,246 | 6.9 | 71,055 | 7.2 | ||
| 26 | 274,826 | 27.8 | 142,154 | 14.4 | |||
| CME LEAN HOGS | NON U.S. | 15,618 | 5.3 | 6,566 | 2.2 | 293,966 | |
| 9 | 15,618 | 5.3 | 6,566 | 2.2 | |||
| CME LIVE CATTLE | NON U.S. | 8 | 20,868 | 6.5 | 551 | 0.2 | 319,895 |
| 8 | 20,868 | 6.5 | 551 | 0.2 | |||
| CME FEEDER CATTLE | NON U.S. | 835 | 1.8 | 86 | 0.2 | 46,628 | |
| 5 | 835 | 1.8 | 86 | 0.2 | |||
| IFED NAT GASLNE OPIS MT B NONTET FP | U.S. | 190 | 1.1 | 2,266 | 12.6 | 17,914 | |
| NON U.S. | 42 | 0.2 | 3,201 | 17.9 | |||
| 6 | 232 | 1.3 | 5,467 | 30.5 | |||
| IFED PROPANE OPIS MT BELV NONTET FP | U.S. | 0 | 0.0 | 3,337 | 12.8 | 26,136 | |
| NON U.S. | 0 | 0.0 | 4,476 | 17.1 | |||
| 6 | 0 | 0.0 | 7,813 | 29.9 | |||
| IFED PROPANE OPIS MT BELVIEU TET FP | U.S. | 3,490 | 6.0 | 2,346 | 4.0 | 58,335 | |
| NON U.S. | 3,266 | 5.6 | 1,772 | 3.0 | |||
| 8 | 6,756 | 11.6 | 4,118 | 7.1 | |||
| NYME PROPANE NON-LDH MT BEL | U.S. | 0 | 0.0 | 11,670 | 21.0 | 55,696 | |
| NON U.S. | 0 | 0.0 | 10,176 | 18.3 | |||
| 8 | 0 | 0.0 | 21,846 | 39.2 | |||
| NYME MT BELVIEU LDH PROPANE (OPIS) | U.S. | 2,953 | 2.1 | 10,435 | 7.6 | 138,124 | |
| NON U.S. | 886 | 0.6 | 14,333 | 10.4 | |||
| 8 | 3,839 | 2.8 | 24,768 | 17.9 | |||
| NYME MT BELVIEU ETHANE OPIS | U.S. | 45 | 0.1 | 6,951 | 16.3 | 42,603 | |
| NON U.S. | 0 | 0.0 | 8,170 | 19.2 | |||
| 6 | 45 | 0.1 | 15,121 | 35.5 | |||
| NYME MT BELV NORM BUTANE OPIS | U.S. | 9 | 0.0 | 6,547 | 12.7 | 51,614 | |
| NON U.S. | 577 | 1.1 | 4,797 | 9.3 | |||
| 7 | 586 | 1.1 | 11,344 | 22.0 | |||
| NYME MT BELV NAT GASOLINE OPIS | U.S. | 626 | 2.2 | 4,106 | 14.1 | 29,031 | |
| NON U.S. | 143 | 0.5 | 4,534 | 15.6 | |||
| 7 | 769 | 2.6 | 8,640 | 29.8 | |||
| NYME CONWAY PROPANE (OPIS) | U.S. | 965 | 5.9 | 191 | 1.2 | 16,294 | |
| NON U.S. | 280 | 1.7 | 2,577 | 15.8 | |||
| 6 | 1,245 | 7.6 | 2,768 | 17.0 | |||
| ICEU CRUDE OIL, LIGHT SWEET-WTI | U.S. | 13,556 | 2.5 | 73,015 | 13.7 | 533,505 | |
| NON U.S. | 5,144 | 1.0 | 7,861 | 1.5 | |||
| 8 | 18,700 | 3.5 | 80,876 | 15.2 | |||
| IFED CRUDE DIFF-TMX WCS 1A INDEX | U.S. | 30 | 0.0 | 25 | 0.0 | 66,743 | |
| NON U.S. | 0 | 0.0 | 17,647 | 26.4 | |||
| 7 | 30 | 0.0 | 17,672 | 26.5 | |||
| IFED CRUDE DIFF-TMX SW 1A INDEX | U.S. | 0 | 0.0 | 80 | 0.4 | 18,446 | |
| NON U.S. | 0 | 0.0 | 11,260 | 61.0 | |||
| 7 | 0 | 0.0 | 11,340 | 61.5 | |||
| IFED ARGUS WTI Mid/WTI TRADE MONTH | U.S. | 25,279 | 14.9 | 62,705 | 37.0 | 169,503 | |
| NON U.S. | 0 | 0.0 | 34,413 | 20.3 | |||
| 7 | 25,279 | 14.9 | 97,118 | 57.3 | |||
| NYME CRUDE OIL, LIGHT SWEET | U.S. | 4 | 9,246 | 0.4 | 284,359 | 11.8 | 2,419,641 |
| NON U.S. | 15 | 51,764 | 2.1 | 224,378 | 9.3 | ||
| 19 | 61,010 | 2.5 | 508,737 | 21.0 | |||
| NYME WTI FINANCIAL CRUDE OIL | U.S. | 4 | 11,237 | 7.8 | 18,106 | 12.6 | 143,740 |
| NON U.S. | 7 | 6,573 | 4.6 | 24,351 | 16.9 | ||
| 11 | 17,810 | 12.4 | 42,457 | 29.5 | |||
| NYME BRENT CRUDE OIL LAST DAY | U.S. | 3,303 | 1.7 | 2,368 | 1.3 | 189,021 | |
| NON U.S. | 425 | 0.2 | 344 | 0.2 | |||
| 6 | 3,728 | 2.0 | 2,712 | 1.4 | |||
| NYME WTI HOUSTON ARGUS/WTI TR MO | U.S. | 150 | 0.1 | 17,465 | 12.3 | 141,952 | |
| NON U.S. | 0 | 0.0 | 2,310 | 1.6 | |||
| 5 | 150 | 0.1 | 19,775 | 13.9 | |||
| NYME WTI MIDLAND ARGUS VS FINANCIAL | U.S. | 3,741 | 7.1 | 22,379 | 42.5 | 52,616 | |
| NON U.S. | 0 | 0.0 | 12,612 | 24.0 | |||
| 6 | 3,741 | 7.1 | 34,991 | 66.5 | |||
| NYME WTI MIDLAND ARGUS VS WTI TRADE | U.S. | 3,398 | 3.9 | 6,823 | 7.8 | 88,033 | |
| NON U.S. | 180 | 0.2 | 5,454 | 6.2 | |||
| 7 | 3,578 | 4.1 | 12,277 | 13.9 | |||
| NYME WCS OIL NET ENERGY MONTHLY IND | U.S. | 0 | 0.0 | 175 | 1.3 | 13,917 | |
| NON U.S. | 0 | 0.0 | 7,353 | 52.8 | |||
| 5 | 0 | 0.0 | 7,528 | 54.1 | |||
| ICUS COCOA | U.S. | 1,283 | 0.6 | 0 | 0.0 | 203,772 | |
| NON U.S. | 4,675 | 2.3 | 6,751 | 3.3 | |||
| 8 | 5,958 | 2.9 | 6,751 | 3.3 | |||
| NYME PALLADIUM | U.S. | 4 | 0 | 0.0 | 3,124 | 26.2 | 11,923 |
| NON U.S. | 10 | 558 | 4.7 | 412 | 3.5 | ||
| 14 | 558 | 4.7 | 3,536 | 29.7 | |||
| NYME PLATINUM | U.S. | 5 | 194 | 0.3 | 20,006 | 30.8 | 64,855 |
| NON U.S. | 15 | 2,390 | 3.7 | 7,773 | 12.0 | ||
| 20 | 2,584 | 4.0 | 27,779 | 42.8 | |||
| ICUS SUGAR NO. 11 | U.S. | 6,600 | 0.7 | 15,931 | 1.6 | 992,776 | |
| NON U.S. | 58,713 | 5.9 | 89,496 | 9.0 | |||
| 17 | 65,313 | 6.6 | 105,427 | 10.6 | |||
| ICUS COFFEE C | U.S. | 3,586 | 1.3 | 1,380 | 0.5 | 283,864 | |
| NON U.S. | 12,123 | 4.3 | 31,608 | 11.1 | |||
| 26 | 15,709 | 5.5 | 32,988 | 11.6 | |||
| CMX SILVER | U.S. | 5 | 3,968 | 2.4 | 40,285 | 24.1 | 167,073 |
| NON U.S. | 23 | 10,158 | 6.1 | 33,623 | 20.1 | ||
| 28 | 14,126 | 8.5 | 73,908 | 44.2 | |||
| CMX COPPER-GRADE #1 | U.S. | 4,976 | 1.9 | 17 | 0.0 | 259,609 | |
| NON U.S. | 10,387 | 4.0 | 1,273 | 0.5 | |||
| 15 | 15,363 | 5.9 | 1,290 | 0.5 | |||
| CMX GOLD | U.S. | 5 | 12,030 | 2.6 | 58,696 | 12.5 | 470,341 |
| NON U.S. | 32 | 39,677 | 8.4 | 101,289 | 21.5 | ||
| 37 | 51,707 | 11.0 | 159,985 | 34.0 | |||
| CME CANADIAN DOLLAR | U.S. | 6 | 0.0 | 36,556 | 18.6 | 196,817 | |
| NON U.S. | 616 | 0.3 | 2,117 | 1.1 | |||
| 5 | 622 | 0.3 | 38,673 | 19.6 | |||
| CME MEXICAN PESO | NON U.S. | 726 | 0.5 | 48,326 | 33.1 | 145,948 | |
| 8 | 726 | 0.5 | 48,326 | 33.1 | |||
| CME EURO FX | U.S. | 285 | 0.0 | 85,319 | 12.6 | 677,397 | |
| NON U.S. | 29,019 | 4.3 | 58,530 | 8.6 | |||
| 20 | 29,304 | 4.3 | 143,849 | 21.2 | |||
| NYME GASOLINE BLENDSTOCK (RBOB) | U.S. | 4,487 | 1.2 | 3,524 | 0.9 | 371,492 | |
| NON U.S. | 13,483 | 3.6 | 3,140 | 0.8 | |||
| 11 | 17,970 | 4.8 | 6,664 | 1.8 | |||
| E VIX FUTURES | U.S. | 398 | 0.1 | 1,205 | 0.3 | 360,117 | |
| NON U.S. | 57,486 | 16.0 | 3,023 | 0.8 | |||
| 6 | 57,884 | 16.1 | 4,228 | 1.2 | |||
| CBT DOW JONES INDUSTRIAL AVG- x $5 | U.S. | 5,926 | 6.4 | 0 | 0.0 | 91,983 | |
| NON U.S. | 1,225 | 1.3 | 8,867 | 9.6 | |||
| 11 | 7,151 | 7.8 | 8,867 | 9.6 | |||
| CME 3-MONTH EURODOLLARS | U.S. | 8 | 1,218,026 | 10.0 | 489,893 | 4.0 | 12,172,555 |
| NON U.S. | 34 | 1,026,142 | 8.4 | 899,550 | 7.4 | ||
| 42 | 2,244,168 | 18.4 | 1,389,443 | 11.4 | |||
| CME 3-MONTH SOFR | U.S. | 5 | 57,227 | 10.8 | 163,481 | 30.9 | 528,619 |
| NON U.S. | 15 | 48,830 | 9.2 | 34,365 | 6.5 | ||
| 20 | 106,057 | 20.1 | 197,846 | 37.4 | |||
| CME 1-MONTH SOFR | U.S. | 4 | 15,832 | 7.0 | 37,395 | 16.5 | 227,111 |
| NON U.S. | 12 | 3,553 | 1.6 | 22,701 | 10.0 | ||
| 16 | 19,385 | 8.5 | 60,096 | 26.5 | |||
| CME E-MINI S&P ENERGY INDEX | NON U.S. | 507 | 2.1 | 17,426 | 73.3 | 23,772 | |
| 5 | 507 | 2.1 | 17,426 | 73.3 | |||
| CME E-MINI S&P 500 STOCK INDEX | U.S. | 7 | 21,652 | 0.8 | 114,508 | 4.2 | 2,705,647 |
| NON U.S. | 22 | 63,289 | 2.3 | 219,475 | 8.1 | ||
| 29 | 84,941 | 3.1 | 333,983 | 12.3 | |||
| CME E-MINI S&P HEALTH CARE INDEX | U.S. | 647 | 4.5 | 5,751 | 40.0 | 14,375 | |
| NON U.S. | 0 | 0.0 | 2,033 | 14.1 | |||
| 6 | 647 | 4.5 | 7,784 | 54.1 | |||
| CME E-MINI S&P MATERIALS INDEX | U.S. | 0 | 0.0 | 1,039 | 15.4 | 6,763 | |
| NON U.S. | 366 | 5.4 | 2,329 | 34.4 | |||
| 5 | 366 | 5.4 | 3,368 | 49.8 | |||
| CME E-MINI S&P TECHNOLOGY INDEX | NON U.S. | 466 | 5.7 | 4,438 | 54.3 | 8,168 | |
| 5 | 466 | 5.7 | 4,438 | 54.3 | |||
| CME S&P 500 TOTAL RETURN INDEX | U.S. | 3,276 | 2.9 | 7,600 | 6.7 | 113,351 | |
| NON U.S. | 20,440 | 18.0 | 59,717 | 52.7 | |||
| 8 | 23,716 | 20.9 | 67,317 | 59.4 | |||
| CME NASDAQ-100 STOCK INDEX (MINI) | U.S. | 4 | 2,788 | 1.2 | 2,477 | 1.0 | 237,240 |
| NON U.S. | 16 | 13,817 | 5.8 | 12,823 | 5.4 | ||
| 20 | 16,605 | 7.0 | 15,300 | 6.4 | |||
| CME E-MINI RUSSELL 2000 INDEX | U.S. | 6 | 23,287 | 5.2 | 3,127 | 0.7 | 449,938 |
| NON U.S. | 13 | 29,794 | 6.6 | 24,485 | 5.4 | ||
| 19 | 53,081 | 11.8 | 27,612 | 6.1 | |||
| CME EMINI RUSSELL 1000 VALUE INDEX | U.S. | 0 | 0.0 | 539 | 1.8 | 30,290 | |
| NON U.S. | 5,657 | 18.7 | 7,841 | 25.9 | |||
| 5 | 5,657 | 18.7 | 8,380 | 27.7 | |||
| ICUS MSCI EAFE MINI INDEX | U.S. | 5 | 2,285 | 0.6 | 7,336 | 1.8 | 408,824 |
| NON U.S. | 4 | 897 | 0.2 | 43,857 | 10.7 | ||
| 9 | 3,182 | 0.8 | 51,193 | 12.5 | |||
| ICUS MSCI EMERGING MKTS INDEX | U.S. | 5 | 3,477 | 0.3 | 2,525 | 0.2 | 1,088,334 |
| NON U.S. | 10 | 11,678 | 1.1 | 131,918 | 12.1 | ||
| 15 | 15,155 | 1.4 | 134,443 | 12.4 | |||
| CME E-MINI S&P 400 STOCK INDEX | U.S. | 491 | 1.1 | 1 | 0.0 | 44,950 | |
| NON U.S. | 207 | 0.5 | 3,001 | 6.7 | |||
| 6 | 698 | 1.6 | 3,002 | 6.7 | |||
| CME S&P 500 ANNUAL DIVIDEND INDEX | U.S. | 4 | 506 | 0.3 | 17,300 | 9.2 | 187,407 |
| NON U.S. | 9 | 6,452 | 3.4 | 35,804 | 19.1 | ||
| 13 | 6,958 | 3.7 | 53,104 | 28.3 | |||