January Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 1/3/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   15,106 4.6 2,920 0.9 331,577
NON U.S.   35,295 10.6 15,621 4.7  
  14 50,401 15.2 18,541 5.6  
CBT WHEAT-HRW U.S.   8,000 5.3 817 0.5 152,061
NON U.S.   12,239 8.0 1,377 0.9  
  9 20,239 13.3 2,194 1.4  
CBT CORN U.S.   74,746 6.1 1,702 0.1 1,221,434
NON U.S.   69,069 5.7 7,098 0.6  
  15 143,815 11.8 8,800 0.7  
CBT SOYBEANS U.S.   22,077 3.7 16,926 2.8 603,609
NON U.S.   30,246 5.0 7,152 1.2  
  17 52,323 8.7 24,078 4.0  
IFED CALIF CARBON 23 NON U.S.   3,805 2.0 78,245 40.5 193,193
  8 3,805 2.0 78,245 40.5  
CBT SOYBEAN OIL U.S.   18,211 4.9 10 0.0 374,903
NON U.S.   25,537 6.8 2,704 0.7  
  10 43,748 11.7 2,714 0.7  
CBT UST BOND U.S.   1,742 0.1 6,470 0.5 1,198,425
NON U.S.   2,951 0.2 24,041 2.0  
  10 4,693 0.4 30,511 2.5  
CBT ULTRA UST BOND U.S.   3,212 0.2 81 0.0 1,416,621
NON U.S.   2,728 0.2 20,619 1.5  
  7 5,940 0.4 20,700 1.5  
NYME NY HARBOR ULSD U.S.   11,042 4.4 1,554 0.6 252,205
NON U.S.   12,308 4.9 872 0.3  
  10 23,350 9.3 2,426 1.0  
IFED NAT GAS ICE LD1 U.S. 5 8,627 0.1 1,884,826 31.4 6,011,606
NON U.S. 8 90,109 1.5 904,563 15.0  
  13 98,736 1.6 2,789,389 46.4  
IFED NAT GAS ICE PEN U.S.   70,883 14.8 87,063 18.1 479,770
NON U.S.   43,969 9.2 14,371 3.0  
  9 114,852 23.9 101,434 21.1  
IFED NWP ROCKIES FIN BASIS U.S.   8,932 2.9 56,172 18.5 303,472
NON U.S.   16,090 5.3 7,016 2.3  
  7 25,022 8.2 63,188 20.8  
IFED AECO FIN BASIS U.S.   151 0.0 14,350 1.8 802,586
NON U.S.   27,887 3.5 480,302 59.8  
  7 28,038 3.5 494,652 61.6  
IFED CHICAGO FIN BASIS U.S.   20,786 6.1 217 0.1 339,716
NON U.S.   9,333 2.7 6,469 1.9  
  5 30,119 8.9 6,686 2.0  
IFED HSC FIN BASIS U.S. 4 76,490 14.1 17,890 3.3 543,538
NON U.S. 4 5,860 1.1 26,536 4.9  
  8 82,350 15.2 44,426 8.2  
IFED WAHA FIN BASIS U.S. 4 5,562 1.0 147,960 27.1 546,659
NON U.S. 4 3,955 0.7 25,950 4.7  
  8 9,517 1.7 173,910 31.8  
IFED CIG ROCKIES BASIS U.S. 4 2,318 0.6 185,884 52.1 356,651
NON U.S. 4 0 0.0 45,238 12.7  
  8 2,318 0.6 231,122 64.8  
IFED TCO Basis U.S.   0 0.0 76,816 39.0 197,212
NON U.S.   730 0.4 19,147 9.7  
  6 730 0.4 95,963 48.7  
IFED CG Mainline Basis U.S.   119 0.0 74,607 23.3 319,539
NON U.S.   0 0.0 56,888 17.8  
  5 119 0.0 131,495 41.2  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 6,218 0.8 261,951 33.5 782,124
NON U.S. 4 30,520 3.9 148,783 19.0  
  8 36,738 4.7 410,734 52.5  
IFED MICHCON BASIS U.S.   604 0.2 40,638 16.4 247,354
NON U.S.   3,577 1.4 7,379 3.0  
  6 4,181 1.7 48,017 19.4  
IFED NGPL TXOK BASIS U.S.   7,645 2.7 43,938 15.3 287,488
NON U.S.   0 0.0 8,658 3.0  
  5 7,645 2.7 52,596 18.3  
IFED NWP SUMAS BASIS U.S.   3,710 4.8 0 0.0 76,593
NON U.S.   18,740 24.5 184 0.2  
  5 22,450 29.3 184 0.2  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 12,638 30.2 41,833
NON U.S.   576 1.4 8,107 19.4  
  5 576 1.4 20,745 49.6  
IFED TGT ZONE 1 BASIS U.S.   1,926 2.1 16,071 17.9 89,645
NON U.S.   61 0.1 13,479 15.0  
  5 1,987 2.2 29,550 33.0  
IFED TRANSCO LEIDY BASIS U.S.   1,761 1.7 22,609 22.2 101,871
NON U.S.   1,460 1.4 14,084 13.8  
  5 3,221 3.2 36,693 36.0  
NYME NAT GAS NYME U.S. 4 48,313 4.7 33,636 3.3 1,031,182
NON U.S. 11 45,154 4.4 17,283 1.7  
  15 93,467 9.1 50,919 4.9  
NYME HENRY HUB LAST DAY FIN U.S. 4 2,035 0.5 65,539 17.2 380,291
NON U.S. 6 2,882 0.8 46,717 12.3  
  10 4,917 1.3 112,256 29.5  
NYME HENRY HUB PENULTIMATE FIN U.S.   57,951 31.3 5,918 3.2 185,197
NON U.S.   45,366 24.5 7,688 4.2  
  9 103,317 55.8 13,606 7.3  
CBT SOYBEAN MEAL U.S.   16,049 4.0 0 0.0 404,562
NON U.S.   27,996 6.9 4,914 1.2  
  10 44,045 10.9 4,914 1.2  
ICUS COTTON NO. 2 U.S.   9,176 4.6 2,875 1.5 197,924
NON U.S.   17,705 8.9 16,948 8.6  
  14 26,881 13.6 19,823 10.0  
NYME HENRY HUB U.S.   4,371 1.0 163,831 37.1 441,995
NON U.S.   22,701 5.1 98,134 22.2  
  9 27,072 6.1 261,965 59.3  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 28,662 16.9 10,399 6.1 169,202
NON U.S. 7 53,210 31.4 13,807 8.2  
  11 81,872 48.4 24,206 14.3  
CBT UST 2Y NOTE U.S. 5 5,709 0.3 24,134 1.1 2,219,812
NON U.S. 27 27,300 1.2 49,691 2.2  
  32 33,009 1.5 73,825 3.3  
CBT UST 10Y NOTE U.S. 5 21,875 0.6 19,454 0.5 3,851,091
NON U.S. 23 33,659 0.9 66,980 1.7  
  28 55,534 1.4 86,434 2.2  
CBT UST 5Y NOTE U.S. 7 23,592 0.6 25,240 0.6 4,213,262
NON U.S. 20 13,661 0.3 78,641 1.9  
  27 37,253 0.9 103,881 2.5  
CBT FED FUNDS U.S. 4 182,514 14.0 105,777 8.1 1,306,518
NON U.S. 26 112,373 8.6 99,557 7.6  
  30 294,887 22.6 205,334 15.7  
CME LEAN HOGS U.S.   7,820 4.1 0 0.0 188,851
NON U.S.   12,764 6.8 2,601 1.4  
  11 20,584 10.9 2,601 1.4  
CME LIVE CATTLE U.S.   9,149 2.8 0 0.0 332,624
NON U.S.   17,923 5.4 3,674 1.1  
  9 27,072 8.1 3,674 1.1  
CME FEEDER CATTLE U.S.   551 1.3 46 0.1 43,917
NON U.S.   3,119 7.1 2,857 6.5  
  6 3,670 8.4 2,903 6.6  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   321 1.2 1,662 6.4 25,841
NON U.S.   96 0.4 1,395 5.4  
  7 417 1.6 3,057 11.8  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,847 10.6 55,239
NON U.S.   0 0.0 1,596 2.9  
  8 0 0.0 7,443 13.5  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,430 1.5 3,058 3.3 92,515
NON U.S.   5,093 5.5 456 0.5  
  8 6,523 7.1 3,514 3.8  
NYME PROPANE NON-LDH MT BEL U.S.   300 0.9 1,989 6.3 31,779
NON U.S.   94 0.3 2,670 8.4  
  7 394 1.2 4,659 14.7  
NYME PROPANE U.S.   2,355 1.6 3,392 2.3 146,264
NON U.S.   1,992 1.4 4,262 2.9  
  9 4,347 3.0 7,654 5.2  
NYME MT BELVIEU ETHANE OPIS U.S.   35 0.1 3,101 8.3 37,138
NON U.S.   0 0.0 3,753 10.1  
  7 35 0.1 6,854 18.5  
NYME MT BELV NORM BUTANE OPIS U.S.   47 0.1 3,273 7.8 41,956
NON U.S.   756 1.8 573 1.4  
  8 803 1.9 3,846 9.2  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,401 7.2 33,419
NON U.S.   2,322 6.9 1,030 3.1  
  7 2,322 6.9 3,431 10.3  
NYME CONWAY PROPANE (OPIS) U.S.   675 2.7 0 0.0 25,429
NON U.S.   1,010 4.0 2,752 10.8  
  6 1,685 6.6 2,752 10.8  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   6,048 1.7 17,563 4.8 363,278
NON U.S.   2,466 0.7 2,875 0.8  
  7 8,514 2.3 20,438 5.6  
NYME WTI-PHYSICAL U.S. 4 22,310 1.5 173,575 11.9 1,459,936
NON U.S. 14 43,902 3.0 87,108 6.0  
  18 66,212 4.5 260,683 17.9  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 4,931 3.8 27,811 21.2 131,126
NON U.S. 5 2,322 1.8 16,229 12.4  
  9 7,253 5.5 44,040 33.6  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   306 0.2 24,254 17.6 137,858
NON U.S.   21 0.0 5,914 4.3  
  5 327 0.2 30,168 21.9  
ICUS COCOA U.S.   5,832 2.1 12,008 4.3 280,306
NON U.S.   5,228 1.9 6,181 2.2  
  8 11,060 3.9 18,189 6.5  
NYME PALLADIUM U.S. 4 726 8.6 462 5.5 8,456
NON U.S. 11 581 6.9 394 4.7  
  15 1,307 15.5 856 10.1  
NYME PLATINUM U.S. 5 2,359 3.4 22,510 32.3 69,687
NON U.S. 17 3,048 4.4 7,648 11.0  
  22 5,407 7.8 30,158 43.3  
ICUS SUGAR NO. 11 U.S.   15,471 1.6 12,243 1.3 940,021
NON U.S.   40,946 4.4 59,729 6.4  
  14 56,417 6.0 71,972 7.7  
ICUS COFFEE C U.S.   5,071 2.7 609 0.3 187,767
NON U.S.   9,532 5.1 14,530 7.7  
  18 14,603 7.8 15,139 8.1  
CMX SILVER U.S. 5 6,461 4.9 34,338 26.0 131,990
NON U.S. 17 7,094 5.4 24,979 18.9  
  22 13,555 10.3 59,317 44.9  
CMX COPPER- #1 U.S.   12,147 7.4 1 0.0 164,594
NON U.S.   11,165 6.8 2,942 1.8  
  13 23,312 14.2 2,943 1.8  
CMX GOLD U.S. 5 16,029 3.6 71,920 16.0 449,393
NON U.S. 23 37,429 8.3 76,581 17.0  
  28 53,458 11.9 148,501 33.0  
CME CANADIAN DOLLAR U.S.   7,820 5.6 0 0.0 138,995
NON U.S.   7,682 5.5 1,237 0.9  
  5 15,502 11.2 1,237 0.9  
CME MEXICAN PESO NON U.S.   1,041 0.4 163,770 66.8 245,029
  6 1,041 0.4 163,770 66.8  
CME BRITISH POUND U.S.   45,174 22.0 2,295 1.1 205,722
NON U.S.   4,537 2.2 326 0.2  
  6 49,711 24.2 2,621 1.3  
CME JAPANESE YEN U.S.   13,056 7.6 11,619 6.7 172,590
NON U.S.   6,307 3.7 4,664 2.7  
  6 19,363 11.2 16,283 9.4  
CME EURO FX U.S.   0 0.0 216,145 30.4 712,030
NON U.S.   10,079 1.4 13,066 1.8  
  14 10,079 1.4 229,211 32.2  
CME BRAZILIAN REAL NON U.S.   180 0.5 12,596 33.2 37,987
  6 180 0.5 12,596 33.2  
NYME GASOLINE RBOB U.S.   10,693 4.5 208 0.1 238,417
NON U.S.   10,928 4.6 4,468 1.9  
  11 21,621 9.1 4,676 2.0  
E VIX FUTURES U.S.   783 0.3 1,249 0.4 297,329
NON U.S.   25,055 8.4 3,101 1.0  
  8 25,838 8.7 4,350 1.5  
CBT DJIA x $5 U.S.   1,156 1.4 901 1.1 79,731
NON U.S.   868 1.1 12,098 15.2  
  9 2,024 2.5 12,999 16.3  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   100 0.2 4,861 9.7 49,986
NON U.S.   0 0.0 16,155 32.3  
  5 100 0.2 21,016 42.0  
CME EURODOLLARS-3M U.S. 4 967,572 16.1 621,994 10.3 6,012,543
NON U.S. 17 499,866 8.3 494,377 8.2  
  21 1,467,438 24.4 1,116,371 18.6  
CME SOFR-3M U.S. 16 1,609,613 19.8 254,148 3.1 8,136,898
NON U.S. 71 921,656 11.3 758,392 9.3  
  87 2,531,269 31.1 1,012,540 12.4  
CME SOFR-1M U.S. 8 36,290 6.3 79,808 14.0 571,791
NON U.S. 29 65,479 11.5 66,154 11.6  
  37 101,769 17.8 145,962 25.5  
CME E-MINI S&P 500 U.S. 7 29,785 1.5 58,345 2.9 2,010,996
NON U.S. 20 60,759 3.0 81,552 4.1  
  27 90,544 4.5 139,897 7.0  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,312 51.3 55,146
NON U.S.   3,698 6.7 3,000 5.4  
  5 3,698 6.7 31,312 56.8  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   27,650 10.9 5,295 2.1 253,386
NON U.S.   38,228 15.1 47,727 18.8  
  7 65,878 26.0 53,022 20.9  
CMX ALUMINUM MWP U.S.   8,088 28.0 0 0.0 28,906
NON U.S.   3,179 11.0 0 0.0  
  5 11,267 39.0 0 0.0  
CME NASDAQ MINI U.S. 4 8,950 3.7 1,988 0.8 244,658
NON U.S. 12 13,684 5.6 10,239 4.2  
  16 22,634 9.3 12,227 5.0  
CME RUSSELL E-MINI U.S. 7 19,527 4.5 571 0.1 434,205
NON U.S. 11 46,212 10.6 9,517 2.2  
  18 65,739 15.1 10,088 2.3  
ICUS MSCI EAFE U.S. 5 1,932 0.6 9,747 2.8 349,340
NON U.S. 4 3,510 1.0 25,148 7.2  
  9 5,442 1.6 34,895 10.0  
ICUS MSCI EM INDEX U.S. 4 2,959 0.3 9,579 0.9 1,056,208
NON U.S. 13 21,183 2.0 63,282 6.0  
  17 24,142 2.3 72,861 6.9  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   179 0.1 31,912 17.3 184,944
NON U.S.   5,855 3.2 24,581 13.3  
  13 6,034 3.3 56,493 30.5  
CME S&P 500 QUARTERLY DIVIDEND IND U.S.   818 4.8 782 4.5 17,213
NON U.S.   992 5.8 10,339 60.1  
  5 1,810 10.5 11,121 64.6