Vanguard® S&P 500 Growth Index Fund
Schedule of Investments (unaudited)
As of November 30, 2020
The fund files its complete schedule of portfolio holdings with the Securities and Exchange Commission (SEC) for the first and third quarters of each fiscal year as an exhibit to its reports on Form N-PORT. The fund’s Form N-PORT reports are available on the SEC’s website at www.sec.gov.
Shares | Market Value ($000) | |||||
Common Stocks (99.7%) | ||||||
Communication Services (13.0%) | ||||||
* | Facebook Inc. Class A | 608,046 | 168,411 | |||
* | Alphabet Inc. Class A | 75,605 | 132,642 | |||
* | Alphabet Inc. Class C | 74,639 | 131,420 | |||
* | Netflix Inc. | 111,537 | 54,731 | |||
Walt Disney Co. | 278,786 | 41,263 | ||||
Comcast Corp. Class A | 645,616 | 32,436 | ||||
* | Charter Communications Inc. Class A | 37,829 | 24,664 | |||
* | Take-Two Interactive Software Inc. | 28,892 | 5,215 | |||
* | Electronic Arts Inc. | 38,711 | 4,945 | |||
* | Live Nation Entertainment Inc. | 24,129 | 1,584 | |||
597,311 | ||||||
Consumer Discretionary (14.8%) | ||||||
* | Amazon.com Inc. | 107,674 | 341,116 | |||
Home Depot Inc. | 193,291 | 53,621 | ||||
Starbucks Corp. | 295,647 | 28,979 | ||||
NIKE Inc. Class B | 210,924 | 28,411 | ||||
* | Booking Holdings Inc. | 10,359 | 21,013 | |||
Lowe's Cos. Inc. | 126,146 | 19,656 | ||||
TJX Cos. Inc. | 303,244 | 19,259 | ||||
McDonald's Corp. | 82,802 | 18,004 | ||||
Target Corp. | 81,026 | 14,547 | ||||
Dollar General Corp. | 62,979 | 13,766 | ||||
Ross Stores Inc. | 89,996 | 9,676 | ||||
* | Chipotle Mexican Grill Inc. | 7,075 | 9,123 | |||
Marriott International Inc. Class A | 67,255 | 8,533 | ||||
eBay Inc. | 168,153 | 8,480 | ||||
* | O'Reilly Automotive Inc. | 18,733 | 8,288 | |||
Yum! Brands Inc. | 76,209 | 8,063 | ||||
Hilton Worldwide Holdings Inc. | 70,134 | 7,268 | ||||
* | AutoZone Inc. | 5,906 | 6,719 | |||
DR Horton Inc. | 83,688 | 6,235 | ||||
* | Etsy Inc. | 30,180 | 4,850 | |||
Garmin Ltd. | 37,720 | 4,404 | ||||
Domino's Pizza Inc. | 9,951 | 3,906 | ||||
* | CarMax Inc. | 41,265 | 3,857 | |||
Tiffany & Co. | 27,316 | 3,592 | ||||
VF Corp. | 42,857 | 3,574 | ||||
* | NVR Inc. | 880 | 3,518 | |||
Pool Corp. | 10,121 | 3,503 | ||||
PulteGroup Inc. | 67,810 | 2,959 | ||||
Las Vegas Sands Corp. | 47,340 | 2,637 |
Shares | Market Value ($000) | |||||
Wynn Resorts Ltd. | 24,493 | 2,462 | ||||
* | Ulta Beauty Inc. | 7,815 | 2,152 | |||
Tractor Supply Co. | 14,433 | 2,032 | ||||
MGM Resorts International Class A | 63,156 | 1,784 | ||||
Darden Restaurants Inc. | 15,190 | 1,640 | ||||
* | LKQ Corp. | 36,824 | 1,297 | |||
Leggett & Platt Inc. | 22,216 | 958 | ||||
679,882 | ||||||
Consumer Staples (4.3%) | ||||||
Procter & Gamble Co. | 365,201 | 50,715 | ||||
Costco Wholesale Corp. | 65,880 | 25,810 | ||||
PepsiCo Inc. | 168,097 | 24,245 | ||||
Coca-Cola Co. | 391,107 | 20,181 | ||||
Estee Lauder Cos. Inc. Class A | 57,050 | 13,995 | ||||
Philip Morris International Inc. | 173,301 | 13,128 | ||||
Colgate-Palmolive Co. | 97,586 | 8,357 | ||||
Altria Group Inc. | 183,306 | 7,301 | ||||
Kimberly-Clark Corp. | 42,228 | 5,883 | ||||
* | Monster Beverage Corp. | 62,563 | 5,304 | |||
Sysco Corp. | 57,940 | 4,131 | ||||
Brown-Forman Corp. Class B | 46,104 | 3,719 | ||||
Hershey Co. | 24,975 | 3,694 | ||||
McCormick & Co. Inc. (Non-Voting) | 15,976 | 2,987 | ||||
Church & Dwight Co. Inc. | 33,792 | 2,966 | ||||
Tyson Foods Inc. Class A | 35,731 | 2,330 | ||||
Lamb Weston Holdings Inc. | 20,206 | 1,462 | ||||
Campbell Soup Co. | 22,534 | 1,127 | ||||
197,335 | ||||||
Energy (0.6%) | ||||||
ConocoPhillips | 271,230 | 10,730 | ||||
EOG Resources Inc. | 73,527 | 3,447 | ||||
Phillips 66 | 55,180 | 3,343 | ||||
Hess Corp. Class A | 69,125 | 3,261 | ||||
Pioneer Natural Resources Co. | 25,754 | 2,590 | ||||
Cabot Oil & Gas Corp. | 63,669 | 1,115 | ||||
Apache Corp. | 59,083 | 762 | ||||
National Oilwell Varco Inc. | 30,932 | 379 | ||||
25,627 | ||||||
Financials (4.4%) | ||||||
JPMorgan Chase & Co. | 369,931 | 43,608 | ||||
S&P Global Inc. | 60,952 | 21,442 | ||||
Charles Schwab Corp. | 273,309 | 13,332 | ||||
BlackRock Inc. | 18,290 | 12,773 | ||||
American Express Co. | 98,972 | 11,737 | ||||
Moody's Corp. | 40,823 | 11,526 | ||||
Marsh & McLennan Cos. Inc. | 78,140 | 8,958 | ||||
MSCI Inc. | 21,153 | 8,660 | ||||
Intercontinental Exchange Inc. | 78,070 | 8,237 | ||||
CME Group Inc. | 46,256 | 8,096 | ||||
Progressive Corp. | 90,303 | 7,866 | ||||
Aon plc Class A | 36,923 | 7,565 | ||||
T. Rowe Price Group Inc. | 42,477 | 6,092 | ||||
MarketAxess Holdings Inc. | 9,599 | 5,176 | ||||
Synchrony Financial | 137,329 | 4,184 | ||||
Ameriprise Financial Inc. | 19,769 | 3,662 | ||||
Discover Financial Services | 47,967 | 3,654 | ||||
Willis Towers Watson plc | 15,650 | 3,258 |
Shares | Market Value ($000) | |||||
* | SVB Financial Group | 8,398 | 2,896 | |||
Arthur J Gallagher & Co. | 24,694 | 2,850 | ||||
First Republic Bank | 21,354 | 2,767 | ||||
Cboe Global Markets Inc. | 27,503 | 2,512 | ||||
Nasdaq Inc. | 13,700 | 1,753 | ||||
Cincinnati Financial Corp. | 17,395 | 1,328 | ||||
203,932 | ||||||
Health Care (9.8%) | ||||||
Thermo Fisher Scientific Inc. | 100,049 | 46,521 | ||||
Johnson & Johnson | 279,668 | 40,462 | ||||
Merck & Co. Inc. | 351,821 | 28,283 | ||||
Abbott Laboratories | 259,722 | 28,107 | ||||
AbbVie Inc. | 236,554 | 24,739 | ||||
Danaher Corp. | 102,206 | 22,959 | ||||
* | Intuitive Surgical Inc. | 29,600 | 21,491 | |||
Bristol-Myers Squibb Co. | 313,527 | 19,564 | ||||
Amgen Inc. | 87,395 | 19,405 | ||||
Zoetis Inc. | 120,173 | 19,273 | ||||
Eli Lilly & Co. | 110,430 | 16,084 | ||||
* | Vertex Pharmaceuticals Inc. | 65,875 | 15,003 | |||
* | Edwards Lifesciences Corp. | 157,267 | 13,193 | |||
Stryker Corp. | 54,552 | 12,732 | ||||
* | IDEXX Laboratories Inc. | 21,505 | 9,913 | |||
* | Regeneron Pharmaceuticals Inc. | 17,710 | 9,139 | |||
* | Align Technology Inc. | 18,135 | 8,728 | |||
* | DexCom Inc. | 24,213 | 7,740 | |||
ResMed Inc. | 36,617 | 7,675 | ||||
* | Illumina Inc. | 22,157 | 7,137 | |||
* | Boston Scientific Corp. | 213,472 | 7,077 | |||
* | IQVIA Holdings Inc. | 33,381 | 5,641 | |||
Agilent Technologies Inc. | 44,458 | 5,197 | ||||
West Pharmaceutical Services Inc. | 18,659 | 5,134 | ||||
Teleflex Inc. | 11,764 | 4,503 | ||||
* | Mettler-Toledo International Inc. | 3,819 | 4,392 | |||
Baxter International Inc. | 57,630 | 4,384 | ||||
* | Catalent Inc. | 41,511 | 3,991 | |||
* | Incyte Corp. | 47,015 | 3,975 | |||
* | Alexion Pharmaceuticals Inc. | 32,151 | 3,926 | |||
Cerner Corp. | 48,626 | 3,639 | ||||
* | Hologic Inc. | 35,362 | 2,445 | |||
Cooper Cos. Inc. | 7,080 | 2,373 | ||||
STERIS plc | 11,630 | 2,254 | ||||
* | Waters Corp. | 9,687 | 2,247 | |||
* | Varian Medical Systems Inc. | 12,689 | 2,208 | |||
PerkinElmer Inc. | 16,112 | 2,143 | ||||
* | Bio-Rad Laboratories Inc. Class A | 3,904 | 2,102 | |||
* | ABIOMED Inc. | 6,479 | 1,776 | |||
DENTSPLY SIRONA Inc. | 29,215 | 1,487 | ||||
449,042 | ||||||
Industrials (7.3%) | ||||||
Lockheed Martin Corp. | 62,211 | 22,707 | ||||
Union Pacific Corp. | 106,444 | 21,723 | ||||
Honeywell International Inc. | 81,652 | 16,650 | ||||
Raytheon Technologies Corp. | 204,762 | 14,686 | ||||
Caterpillar Inc. | 80,805 | 14,027 | ||||
United Parcel Service Inc. Class B | 80,471 | 13,766 | ||||
Boeing Co. | 59,037 | 12,440 |
Shares | Market Value ($000) | |||||
Deere & Co. | 46,763 | 12,234 | ||||
Northrop Grumman Corp. | 39,209 | 11,851 | ||||
Roper Technologies Inc. | 26,468 | 11,302 | ||||
L3Harris Technologies Inc. | 54,668 | 10,496 | ||||
Illinois Tool Works Inc. | 44,395 | 9,371 | ||||
CSX Corp. | 96,742 | 8,712 | ||||
Norfolk Southern Corp. | 34,839 | 8,258 | ||||
TransDigm Group Inc. | 13,711 | 7,941 | ||||
Cintas Corp. | 21,989 | 7,813 | ||||
PACCAR Inc. | 87,533 | 7,621 | ||||
AMETEK Inc. | 58,078 | 6,884 | ||||
IHS Markit Ltd. | 68,865 | 6,849 | ||||
Waste Management Inc. | 57,008 | 6,791 | ||||
Emerson Electric Co. | 81,615 | 6,270 | ||||
* | Copart Inc. | 52,251 | 6,032 | |||
Verisk Analytics Inc. | 28,322 | 5,617 | ||||
Trane Technologies plc | 37,527 | 5,488 | ||||
Cummins Inc. | 23,520 | 5,437 | ||||
Fastenal Co. | 101,663 | 5,027 | ||||
Old Dominion Freight Line Inc. | 24,329 | 4,948 | ||||
Parker-Hannifin Corp. | 17,860 | 4,773 | ||||
Kansas City Southern | 23,862 | 4,442 | ||||
Rockwell Automation Inc. | 16,732 | 4,276 | ||||
Carrier Global Corp. | 109,066 | 4,152 | ||||
* | United Rentals Inc. | 18,205 | 4,132 | |||
Otis Worldwide Corp. | 54,522 | 3,650 | ||||
Masco Corp. | 66,142 | 3,550 | ||||
* | Teledyne Technologies Inc. Class A | 9,321 | 3,523 | |||
Equifax Inc. | 18,457 | 3,080 | ||||
* | Ingersoll Rand Inc. | 68,536 | 3,034 | |||
Fortune Brands Home & Security Inc. | 34,936 | 2,917 | ||||
Allegion plc | 23,338 | 2,661 | ||||
Dover Corp. | 21,519 | 2,626 | ||||
Xylem Inc. | 26,834 | 2,575 | ||||
Republic Services Inc. | 24,460 | 2,366 | ||||
IDEX Corp. | 10,892 | 2,104 | ||||
Expeditors International of Washington Inc. | 22,071 | 1,973 | ||||
JB Hunt Transport Services Inc. | 12,436 | 1,682 | ||||
Howmet Aerospace Inc. | 49,635 | 1,164 | ||||
Quanta Services Inc. | 15,708 | 1,074 | ||||
Rollins Inc. | 17,526 | 1,002 | ||||
Huntington Ingalls Industries Inc. | 6,067 | 972 | ||||
332,669 | ||||||
Information Technology (40.4%) | ||||||
Apple Inc. | 4,065,802 | 484,034 | ||||
Microsoft Corp. | 1,913,902 | 409,709 | ||||
Visa Inc. Class A | 426,405 | 89,694 | ||||
NVIDIA Corp. | 156,043 | 83,648 | ||||
Mastercard Inc. Class A | 223,411 | 75,180 | ||||
* | PayPal Holdings Inc. | 296,732 | 63,536 | |||
* | Adobe Inc. | 121,310 | 58,043 | |||
* | salesforce.com Inc. | 230,146 | 56,570 | |||
QUALCOMM Inc. | 285,353 | 41,995 | ||||
Broadcom Inc. | 101,716 | 40,847 | ||||
Intel Corp. | 613,097 | 29,643 | ||||
* | Advanced Micro Devices Inc. | 296,971 | 27,517 | |||
* | ServiceNow Inc. | 48,509 | 25,931 | |||
Accenture plc Class A | 101,369 | 25,250 |
Shares | Market Value ($000) | |||||
Intuit Inc. | 66,213 | 23,308 | ||||
Texas Instruments Inc. | 143,629 | 23,160 | ||||
Applied Materials Inc. | 230,987 | 19,052 | ||||
* | Micron Technology Inc. | 280,986 | 18,008 | |||
Oracle Corp. | 293,357 | 16,933 | ||||
Lam Research Corp. | 36,818 | 16,666 | ||||
* | Fiserv Inc. | 140,570 | 16,191 | |||
* | Autodesk Inc. | 55,456 | 15,540 | |||
Analog Devices Inc. | 93,414 | 12,992 | ||||
Automatic Data Processing Inc. | 67,425 | 11,724 | ||||
KLA Corp. | 39,324 | 9,909 | ||||
Amphenol Corp. Class A | 75,465 | 9,872 | ||||
* | Synopsys Inc. | 38,377 | 8,731 | |||
Microchip Technology Inc. | 63,848 | 8,581 | ||||
* | Cadence Design Systems Inc. | 70,505 | 8,200 | |||
Motorola Solutions Inc. | 42,941 | 7,366 | ||||
* | ANSYS Inc. | 21,694 | 7,334 | |||
Global Payments Inc. | 37,087 | 7,239 | ||||
* | Keysight Technologies Inc. | 47,325 | 5,681 | |||
* | FleetCor Technologies Inc. | 21,257 | 5,638 | |||
Xilinx Inc. | 38,326 | 5,578 | ||||
* | Paycom Software Inc. | 12,383 | 5,165 | |||
* | Zebra Technologies Corp. Class A | 13,496 | 5,107 | |||
Paychex Inc. | 54,249 | 5,053 | ||||
TE Connectivity Ltd. | 41,721 | 4,755 | ||||
CDW Corp. | 36,093 | 4,710 | ||||
Teradyne Inc. | 41,997 | 4,634 | ||||
* | Qorvo Inc. | 28,895 | 4,527 | |||
* | Tyler Technologies Inc. | 10,173 | 4,350 | |||
* | Fortinet Inc. | 34,015 | 4,192 | |||
* | Arista Networks Inc. | 13,845 | 3,748 | |||
Skyworks Solutions Inc. | 24,466 | 3,454 | ||||
* | Gartner Inc. | 22,549 | 3,427 | |||
Corning Inc. | 90,469 | 3,385 | ||||
* | Akamai Technologies Inc. | 29,629 | 3,067 | |||
Broadridge Financial Solutions Inc. | 20,389 | 2,995 | ||||
* | VeriSign Inc. | 13,548 | 2,719 | |||
Maxim Integrated Products Inc. | 29,748 | 2,470 | ||||
Western Union Co. | 103,711 | 2,340 | ||||
Citrix Systems Inc. | 16,248 | 2,013 | ||||
Seagate Technology plc | 33,868 | 1,992 | ||||
Leidos Holdings Inc. | 16,936 | 1,705 | ||||
NortonLifeLock Inc. | 92,661 | 1,689 | ||||
Jack Henry & Associates Inc. | 10,084 | 1,622 | ||||
NetApp Inc. | 25,799 | 1,375 | ||||
Xerox Holdings Corp. | 45,247 | 991 | ||||
* | IPG Photonics Corp. | 4,506 | 933 | |||
FLIR Systems Inc. | 15,917 | 609 | ||||
1,852,327 | ||||||
Materials (2.3%) | ||||||
Linde plc | 94,339 | 24,190 | ||||
Air Products and Chemicals Inc. | 55,870 | 15,651 | ||||
Sherwin-Williams Co. | 20,725 | 15,495 | ||||
Dow Inc. | 187,438 | 9,936 | ||||
Ecolab Inc. | 32,039 | 7,117 | ||||
Ball Corp. | 58,598 | 5,626 | ||||
Freeport-McMoRan Inc. | 201,864 | 4,722 | ||||
Vulcan Materials Co. | 33,501 | 4,678 |
Shares | Market Value ($000) | |||||
PPG Industries Inc. | 30,433 | 4,467 | ||||
Martin Marietta Materials Inc. | 15,762 | 4,187 | ||||
Celanese Corp. | 29,873 | 3,864 | ||||
FMC Corp. | 32,732 | 3,797 | ||||
Avery Dennison Corp. | 14,953 | 2,233 | ||||
105,963 | ||||||
Real Estate (2.2%) | ||||||
American Tower Corp. | 112,182 | 25,937 | ||||
Equinix Inc. | 22,396 | 15,628 | ||||
Prologis Inc. | 106,498 | 10,655 | ||||
Crown Castle International Corp. | 61,560 | 10,316 | ||||
SBA Communications Corp. | 28,297 | 8,126 | ||||
* | CBRE Group Inc. Class A | 84,776 | 5,183 | |||
Public Storage | 16,922 | 3,798 | ||||
Simon Property Group Inc. | 32,895 | 2,716 | ||||
Alexandria Real Estate Equities Inc. | 16,015 | 2,622 | ||||
Realty Income Corp. | 39,216 | 2,352 | ||||
Extra Space Storage Inc. | 18,951 | 2,136 | ||||
Duke Realty Corp. | 55,423 | 2,109 | ||||
Essex Property Trust Inc. | 8,230 | 2,024 | ||||
Healthpeak Properties Inc. | 64,172 | 1,852 | ||||
Mid-America Apartment Communities Inc. | 12,975 | 1,637 | ||||
Boston Properties Inc. | 15,759 | 1,547 | ||||
UDR Inc. | 35,174 | 1,353 | ||||
Federal Realty Investment Trust | 7,311 | 638 | ||||
100,629 | ||||||
Utilities (0.6%) | ||||||
NextEra Energy Inc. | 262,514 | 19,318 | ||||
Sempra Energy | 32,922 | 4,197 | ||||
American Water Works Co. Inc. | 22,880 | 3,509 | ||||
NRG Energy Inc. | 61,890 | 2,027 | ||||
29,051 | ||||||
Total Common Stocks (Cost $2,974,126) | 4,573,768 | |||||
Coupon | ||||||
Temporary Cash Investments (0.2%) | ||||||
Money Market Fund (0.2%) | ||||||
1 | Vanguard Market Liquidity Fund | 0.109% | 104,543 | 10,454 | ||
Maturity Date | Face Amount ($000) | |||||
U.S. Government and Agency Obligations (0.0%) | ||||||
2 | United States Treasury Bill | 0.097% | 1/5/21 | 892 | 892 | |
Total Temporary Cash Investments (Cost $11,346) | 11,346 | |||||
Total Investments (99.9%) (Cost $2,985,472) | 4,585,114 | |||||
Other Assets and Liabilities—Net (0.1%) | 4,328 | |||||
Net Assets (100%) | 4,589,442 |
Cost is in $000. | |
* | Non-income-producing security. |
1 | Affiliated money market fund available only to Vanguard funds and certain trusts and accounts managed by Vanguard. Rate shown is the 7-day yield. |
2 | Securities with a value of $892,000 have been segregated as initial margin for open futures contracts. |
Derivative Financial Instruments Outstanding as of Period End
Futures Contracts | ||||
($000) | ||||
Expiration | Number of Long (Short) Contracts | Notional Amount | Value and Unrealized Appreciation (Depreciation) | |
Long Futures Contracts | ||||
E-mini NASDAQ 100 Index | December 2020 | 28 | 6,875 | 461 |
E-mini S&P 500 Index | December 2020 | 52 | 9,420 | 532 |
993 |
A. Security Valuation: Securities are valued as of the close of trading on the New York Stock Exchange (generally 4 p.m., Eastern time) on the valuation date. Equity securities are valued at the latest quoted sales prices or official closing prices taken from the primary market in which each security trades; such securities not traded on the valuation date are valued at the mean of the latest quoted bid and asked prices. Securities for which market quotations are not readily available, or whose values have been materially affected by events occurring before the fund's pricing time but after the close of the securities’ primary markets, are valued by methods deemed by the board of trustees to represent fair value. Investments in Vanguard Market Liquidity Fund are valued at that fund's net asset value. Temporary cash investments are valued using the latest bid prices or using valuations based on a matrix system (which considers such factors as security prices, yields, maturities, and ratings), both as furnished by independent pricing services.
B. Futures Contracts: The fund uses index futures contracts to a limited extent, with the objectives of maintaining full exposure to the stock market, maintaining liquidity, and minimizing transaction costs. The fund may purchase futures contracts to immediately invest incoming cash in the market, or sell futures in response to cash outflows, thereby simulating a fully invested position in the underlying index while maintaining a cash balance for liquidity. The primary risks associated with the use of futures contracts are imperfect correlation between changes in market values of stocks held by the fund and the prices of futures contracts, and the possibility of an illiquid market. Counterparty risk involving futures is mitigated because a regulated clearinghouse is the counterparty instead of the clearing broker. To further mitigate counterparty risk, the fund trades futures contracts on an exchange, monitors the financial strength of its clearing brokers and clearinghouse, and has entered into clearing agreements with its clearing brokers. The clearinghouse imposes initial margin requirements to secure the fund’s performance and requires daily settlement of variation margin representing changes in the market value of each contract. Any securities pledged as initial margin for open contracts are noted in the Schedule of Investments.
Futures contracts are valued at their quoted daily settlement prices. Fluctuations in the value of the contracts are recorded as an asset (liability).
C. Various inputs may be used to determine the value of the fund’s investments and derivatives. These inputs are summarized in three broad levels for financial statement purposes. The inputs or methodologies used to value securities are not necessarily an indication of the risk associated with investing in those securities.
Level 1—Quoted prices in active markets for identical securities.
Level 2—Other significant observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.).
Level 3—Significant unobservable inputs (including the fund’s own assumptions used to determine the fair value of investments). Any investments and derivatives valued with significant unobservable inputs are noted on the Schedule of Investments.
The following table summarizes the market value of the fund's investments and derivatives as of November 30, 2020, based on the inputs used to value them:
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Investments | ||||
Assets | ||||
Common Stocks | 4,573,768 | — | — | 4,573,768 |
Temporary Cash Investments | 10,454 | 892 | — | 11,346 |
Total | 4,584,222 | 892 | — | 4,585,114 |
Level 1 ($000) | Level 2 ($000) | Level 3 ($000) | Total ($000) | |
Derivative Financial Instruments | ||||
Liabilities | ||||
Futures Contracts1 | 20 | — | — | 20 |
1 | Represents variation margin on the last day of the reporting period. |