December Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 12/5/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   15,161 3.7 2,044 0.5 405,309
NON U.S.   29,787 7.3 5,542 1.4  
  15 44,948 11.1 7,586 1.9  
CBT WHEAT-HRW U.S.   9,797 4.8 667 0.3 205,431
NON U.S.   16,351 8.0 2,510 1.2  
  12 26,148 12.7 3,177 1.5  
CBT CORN U.S.   51,891 4.1 9 0.0 1,256,256
NON U.S.   64,609 5.1 3,502 0.3  
  15 116,500 9.3 3,511 0.3  
CBT SOYBEANS U.S.   40,010 5.6 33 0.0 715,603
NON U.S.   39,614 5.5 8,792 1.2  
  15 79,624 11.1 8,825 1.2  
IFED CALIF CARBON 23 NON U.S.   0 0.0 31,189 36.7 85,022
  7 0 0.0 31,189 36.7  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   4,303 2.4 55,425 31.0 179,078
  8 4,303 2.4 55,425 31.0  
IFED RGGI V2023 NON U.S.   6,778 11.9 25,188 44.3 56,900
  5 6,778 11.9 25,188 44.3  
IFED RGGI V2024 NON U.S.   2,276 8.0 12,928 45.2 28,611
  5 2,276 8.0 12,928 45.2  
CBT SOYBEAN OIL U.S.   23,728 4.9 1,952 0.4 480,969
NON U.S.   40,198 8.4 1,752 0.4  
  13 63,926 13.3 3,704 0.8  
CBT UST BOND U.S. 5 26,194 2.0 6,852 0.5 1,299,431
NON U.S. 13 1,972 0.2 30,601 2.4  
  18 28,166 2.2 37,453 2.9  
CBT ULTRA UST BOND U.S.   8,562 0.5 6,350 0.4 1,583,683
NON U.S.   3,324 0.2 9,253 0.6  
  8 11,886 0.8 15,603 1.0  
NYME NY HARBOR ULSD U.S.   13,386 4.4 2,717 0.9 307,563
NON U.S.   16,856 5.5 1,995 0.6  
  14 30,242 9.8 4,712 1.5  
IFED NAT GAS ICE LD1 U.S. 5 22,404 0.3 1,868,173 27.9 6,691,443
NON U.S. 9 46,054 0.7 1,175,139 17.6  
  14 68,458 1.0 3,043,312 45.5  
IFED NAT GAS ICE PEN U.S.   157,766 28.0 65,923 11.7 563,161
NON U.S.   73,834 13.1 10,382 1.8  
  9 231,600 41.1 76,305 13.5  
IFED NWP ROCKIES FIN BASIS U.S.   6,576 1.8 25,523 6.8 373,530
NON U.S.   38,473 10.3 0 0.0  
  8 45,049 12.1 25,523 6.8  
IFED AECO FIN BASIS U.S.   0 0.0 21,127 2.3 911,665
NON U.S.   13,177 1.4 517,606 56.8  
  7 13,177 1.4 538,733 59.1  
IFED CHICAGO FIN BASIS U.S.   16,476 4.9 4,175 1.2 334,275
NON U.S.   8,281 2.5 2,705 0.8  
  6 24,757 7.4 6,880 2.1  
IFED HSC FIN BASIS U.S. 4 55,433 8.5 15,497 2.4 655,145
NON U.S. 5 16,609 2.5 41,592 6.3  
  9 72,042 11.0 57,089 8.7  
IFED WAHA FIN BASIS U.S.   4,457 1.2 97,427 25.3 384,551
NON U.S.   1,186 0.3 24,960 6.5  
  7 5,643 1.5 122,387 31.8  
IFED CIG ROCKIES BASIS U.S.   2,437 0.8 175,193 54.3 322,895
NON U.S.   8 0.0 14,589 4.5  
  6 2,445 0.8 189,782 58.8  
IFED TCO Basis U.S.   0 0.0 76,595 44.6 171,648
NON U.S.   326 0.2 16,837 9.8  
  7 326 0.2 93,432 54.4  
IFED CG Mainline Basis U.S.   477 0.2 40,175 18.1 221,439
NON U.S.   0 0.0 33,969 15.3  
  5 477 0.2 74,144 33.5  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 8,381 1.2 253,456 35.1 721,300
NON U.S. 5 18,381 2.5 221,003 30.6  
  9 26,762 3.7 474,459 65.8  
IFED EP SAN JUAN BASIS U.S.   4,846 2.5 22,436 11.6 193,006
NON U.S.   120 0.1 4,653 2.4  
  5 4,966 2.6 27,089 14.0  
IFED HENRY HUB BASIS U.S.   3,842 4.5 19,360 22.5 86,172
NON U.S.   0 0.0 4,574 5.3  
  5 3,842 4.5 23,934 27.8  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   111,821 23.4 0 0.0 478,072
NON U.S.   14,150 3.0 0 0.0  
  5 125,971 26.3 0 0.0  
IFED MICHCON BASIS U.S.   180 0.1 26,696 10.9 245,123
NON U.S.   2,050 0.8 8,834 3.6  
  5 2,230 0.9 35,530 14.5  
IFED NGPL TXOK BASIS U.S.   4,696 1.9 55,880 22.0 253,686
NON U.S.   0 0.0 7,124 2.8  
  6 4,696 1.9 63,004 24.8  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 10,096 22.9 44,008
NON U.S.   2,546 5.8 2,981 6.8  
  5 2,546 5.8 13,077 29.7  
IFED PANHANDLE BASIS U.S.   1,889 1.6 18,170 15.7 115,559
NON U.S.   3,263 2.8 2,501 2.2  
  6 5,152 4.5 20,671 17.9  
IFED TRANSCO STATION 85-ZONE 4 BASI U.S.   10,078 5.1 5,004 2.5 197,635
NON U.S.   10,212 5.2 0 0.0  
  5 20,290 10.3 5,004 2.5  
IFED TETCO M2 Basis (Receipts) U.S.   18,230 5.3 199,123 58.0 343,074
NON U.S.   0 0.0 30,536 8.9  
  6 18,230 5.3 229,659 66.9  
NYME NAT GAS NYME U.S. 4 51,518 3.8 40,027 3.0 1,339,392
NON U.S. 11 66,414 5.0 23,208 1.7  
  15 117,932 8.8 63,235 4.7  
NYME HENRY HUB LAST DAY FIN U.S. 4 4,216 1.1 42,536 11.6 368,102
NON U.S. 6 3,658 1.0 41,838 11.4  
  10 7,874 2.1 84,374 22.9  
NYME HENRY HUB PENULTIMATE FIN U.S.   28,500 15.6 38,745 21.2 182,962
NON U.S.   52,179 28.5 3,453 1.9  
  9 80,679 44.1 42,198 23.1  
CBT SOYBEAN MEAL U.S.   17,478 3.4 0 0.0 518,896
NON U.S.   31,422 6.1 1,002 0.2  
  11 48,900 9.4 1,002 0.2  
ICUS COTTON NO. 2 U.S.   8,818 4.5 969 0.5 196,836
NON U.S.   21,686 11.0 11,348 5.8  
  15 30,504 15.5 12,317 6.3  
NYME HENRY HUB U.S. 4 7,297 1.8 112,886 28.5 396,784
NON U.S. 5 17,636 4.4 81,909 20.6  
  9 24,933 6.3 194,795 49.1  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 30,225 23.6 16,867 13.2 128,254
NON U.S. 5 24,131 18.8 8,409 6.6  
  9 54,356 42.4 25,276 19.7  
CBT UST 2Y NOTE U.S. 8 26,796 0.7 11,081 0.3 4,111,534
NON U.S. 28 73,507 1.8 36,594 0.9  
  36 100,303 2.4 47,675 1.2  
CBT UST 10Y NOTE U.S. 6 58,477 1.3 34,411 0.8 4,536,418
NON U.S. 22 42,993 0.9 47,840 1.1  
  28 101,470 2.2 82,251 1.8  
CBT ULTRA UST 10Y U.S. 5 65,453 3.3 10,965 0.6 1,991,409
NON U.S. 6 3,894 0.2 18,910 0.9  
  11 69,347 3.5 29,875 1.5  
CBT UST 5Y NOTE U.S. 6 50,086 0.9 41,331 0.7 5,775,249
NON U.S. 23 73,617 1.3 49,705 0.9  
  29 123,703 2.1 91,036 1.6  
CBT FED FUNDS U.S. 6 269,865 18.2 123,023 8.3 1,482,072
NON U.S. 22 187,661 12.7 91,008 6.1  
  28 457,526 30.9 214,031 14.4  
CME EURO SHORT TERM RATE U.S.   1,646 5.3 138 0.4 31,214
NON U.S.   1,891 6.1 5,747 18.4  
  8 3,537 11.3 5,885 18.9  
CME LEAN HOGS U.S.   9,208 4.8 66 0.0 192,668
NON U.S.   17,215 8.9 2,458 1.3  
  11 26,423 13.7 2,524 1.3  
CME LIVE CATTLE U.S.   10,013 3.8 0 0.0 265,444
NON U.S.   16,600 6.3 0 0.0  
  9 26,613 10.0 0 0.0  
CME FEEDER CATTLE U.S.   529 1.0 19 0.0 51,599
NON U.S.   1,270 2.5 1,176 2.3  
  5 1,799 3.5 1,195 2.3  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   214 0.6 835 2.5 33,310
NON U.S.   4,081 12.3 774 2.3  
  6 4,295 12.9 1,609 4.8  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   45 0.2 1,462 5.5 26,526
NON U.S.   209 0.8 624 2.4  
  6 254 1.0 2,086 7.9  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,155 7.2 57,447
NON U.S.   0 0.0 1,545 2.7  
  5 0 0.0 5,700 9.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,270 1.1 1,245 1.1 112,019
NON U.S.   7,084 6.3 498 0.4  
  7 8,354 7.5 1,743 1.6  
NYME PROPANE NON-LDH MT BEL U.S.   18 0.0 1,583 3.5 45,589
NON U.S.   426 0.9 815 1.8  
  8 444 1.0 2,398 5.3  
NYME PROPANE U.S.   3,357 2.4 4,556 3.3 137,123
NON U.S.   1,993 1.5 2,238 1.6  
  8 5,350 3.9 6,794 5.0  
NYME MT BELVIEU ETHANE OPIS U.S.   292 0.6 3,711 7.8 47,511
NON U.S.   978 2.1 2,158 4.5  
  7 1,270 2.7 5,869 12.4  
NYME MT BELV NORM BUTANE OPIS U.S.   151 0.3 1,834 3.4 54,603
NON U.S.   922 1.7 1,212 2.2  
  7 1,073 2.0 3,046 5.6  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,539 9.4 27,001
NON U.S.   28 0.1 1,891 7.0  
  6 28 0.1 4,430 16.4  
NYME CONWAY PROPANE (OPIS) U.S.   785 3.2 270 1.1 24,314
NON U.S.   736 3.0 1,716 7.1  
  6 1,521 6.3 1,986 8.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   4,720 0.8 11,182 1.9 594,106
NON U.S.   486 0.1 9,064 1.5  
  6 5,206 0.9 20,246 3.4  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 10,312 17.9 57,504
  6 0 0.0 10,312 17.9  
NYME WTI-PHYSICAL U.S. 4 16,711 1.0 201,699 12.2 1,650,437
NON U.S. 12 37,892 2.3 131,702 8.0  
  16 54,603 3.3 333,401 20.2  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 7,378 5.4 11,677 8.6 135,684
NON U.S. 6 9,858 7.3 7,170 5.3  
  10 17,236 12.7 18,847 13.9  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   838 0.3 5,431 1.9 285,959
NON U.S.   180 0.1 180 0.1  
  5 1,018 0.4 5,611 2.0  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   99 0.0 28,563 13.3 214,025
NON U.S.   0 0.0 27,587 12.9  
  6 99 0.0 56,150 26.2  
ICUS COCOA U.S.   3,274 1.2 611 0.2 281,714
NON U.S.   2,469 0.9 8,824 3.1  
  9 5,743 2.0 9,435 3.3  
NYME PALLADIUM U.S. 4 2,527 11.9 323 1.5 21,271
NON U.S. 13 2,006 9.4 42 0.2  
  17 4,533 21.3 365 1.7  
NYME PLATINUM U.S. 4 1,655 2.2 15,742 20.8 75,508
NON U.S. 18 4,693 6.2 4,728 6.3  
  22 6,348 8.4 20,470 27.1  
ICUS SUGAR NO. 11 U.S.   25,208 3.0 22,699 2.7 853,428
NON U.S.   42,504 5.0 63,551 7.4  
  11 67,712 7.9 86,250 10.1  
ICUS COFFEE C U.S.   8,714 4.2 51 0.0 208,686
NON U.S.   10,096 4.8 9,369 4.5  
  18 18,810 9.0 9,420 4.5  
CMX SILVER U.S. 4 5,966 4.3 26,108 18.7 139,753
NON U.S. 16 9,155 6.6 35,402 25.3  
  20 15,121 10.8 61,510 44.0  
CMX COPPER- #1 U.S.   11,816 6.7 1,211 0.7 176,373
NON U.S.   13,265 7.5 1,703 1.0  
  14 25,081 14.2 2,914 1.7  
CMX GOLD U.S. 4 21,948 4.5 68,254 14.0 487,469
NON U.S. 26 27,729 5.7 90,208 18.5  
  30 49,677 10.2 158,462 32.5  
CME CANADIAN DOLLAR U.S.   74,000 37.4 18,578 9.4 197,791
NON U.S.   6,988 3.5 1,172 0.6  
  6 80,988 40.9 19,750 10.0  
CME MEXICAN PESO U.S.   0 0.0 2,312 0.9 257,053
NON U.S.   7 0.0 6,195 2.4  
  8 7 0.0 8,507 3.3  
CME BRITISH POUND U.S.   25,840 11.8 8,844 4.0 218,873
NON U.S.   2,135 1.0 4,523 2.1  
  5 27,975 12.8 13,367 6.1  
CME JAPANESE YEN U.S.   57,506 21.5 153 0.1 267,482
NON U.S.   2,561 1.0 447 0.2  
  8 60,067 22.5 600 0.2  
CME EURO FX U.S.   0 0.0 183,541 24.3 756,615
NON U.S.   14,807 2.0 6,448 0.9  
  15 14,807 2.0 189,989 25.1  
NYME GASOLINE RBOB U.S.   9,293 2.7 3,520 1.0 341,351
NON U.S.   11,176 3.3 2,200 0.6  
  13 20,469 6.0 5,720 1.7  
CME NZ DOLLAR U.S.   17,450 31.9 0 0.0 54,732
NON U.S.   2,879 5.3 580 1.1  
  5 20,329 37.1 580 1.1  
E VIX FUTURES U.S.   1,919 0.5 3,335 0.8 406,711
NON U.S.   32,199 7.9 11,419 2.8  
  10 34,118 8.4 14,754 3.6  
CBT DJIA x $5 U.S.   1,819 1.9 1,043 1.1 94,870
NON U.S.   8,876 9.4 11,555 12.2  
  9 10,695 11.3 12,598 13.3  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,509 5.8 0 0.0 43,267
NON U.S.   0 0.0 22,373 51.7  
  5 2,509 5.8 22,373 51.7  
CME BITCOIN NON U.S.   207 0.9 2,408 10.5 23,035
  5 207 0.9 2,408 10.5  
CME SOFR-3M U.S. 20 763,997 7.0 1,276,074 11.6 10,972,383
NON U.S. 79 1,107,346 10.1 853,766 7.8  
  99 1,871,343 17.1 2,129,840 19.4  
CME SOFR-1M U.S. 9 51,381 5.9 71,188 8.2 865,357
NON U.S. 33 119,629 13.8 105,972 12.2  
  42 171,010 19.8 177,160 20.5  
ICUS CANOLA U.S.   498 0.2 0 0.0 271,839
NON U.S.   2,218 0.8 1,808 0.7  
  7 2,716 1.0 1,808 0.7  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   2,189 9.2 0 0.0 23,829
NON U.S.   514 2.2 10,661 44.7  
  8 2,703 11.3 10,661 44.7  
CME E-MINI S&P 500 U.S. 9 96,536 4.2 12,532 0.5 2,314,400
NON U.S. 24 106,053 4.6 204,771 8.8  
  33 202,589 8.8 217,303 9.4  
CME E-MINI S&P FINANCIAL INDEX U.S.   0 0.0 650 1.8 36,227
NON U.S.   336 0.9 20,827 57.5  
  5 336 0.9 21,477 59.3  
CME E-MINI S&P HEALTH CARE INDEX U.S.   229 1.7 764 5.7 13,306
NON U.S.   2,193 16.5 7,458 56.0  
  6 2,422 18.2 8,222 61.8  
CME E-MINI S&P INDUSTRIAL INDEX U.S.   1,513 8.0 0 0.0 18,836
NON U.S.   550 2.9 10,852 57.6  
  6 2,063 11.0 10,852 57.6  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   0 0.0 758 4.8 15,722
NON U.S.   284 1.8 11,977 76.2  
  7 284 1.8 12,735 81.0  
CME E-MINI S&P UTILITIES INDEX U.S.   3,096 8.4 0 0.0 36,710
NON U.S.   8,844 24.1 8,767 23.9  
  7 11,940 32.5 8,767 23.9  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,996 52.6 55,106
NON U.S.   3,198 5.8 2,500 4.5  
  5 3,198 5.8 31,496 57.2  
CME E-MINI S&P COMMUNICATION INDEX U.S.   0 0.0 333 4.2 7,839
NON U.S.   251 3.2 3,493 44.6  
  6 251 3.2 3,826 48.8  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   0 0.0 4,808 63.6