January Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 1/2/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   13,082 3.6 684 0.2 366,307
NON U.S.   27,040 7.4 3,994 1.1  
  15 40,122 11.0 4,678 1.3  
CBT WHEAT-HRW U.S.   12,572 6.0 760 0.4 211,166
NON U.S.   16,481 7.8 2,283 1.1  
  12 29,053 13.8 3,043 1.4  
CBT CORN U.S.   50,993 3.8 0 0.0 1,330,004
NON U.S.   66,952 5.0 6,255 0.5  
  16 117,945 8.9 6,255 0.5  
CBT SOYBEANS U.S.   32,131 5.0 33 0.0 639,490
NON U.S.   36,864 5.8 3,559 0.6  
  16 68,995 10.8 3,592 0.6  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   5,656 2.9 64,809 32.8 197,412
  8 5,656 2.9 64,809 32.8  
IFED RGGI V2024 NON U.S.   1,764 3.7 28,763 59.9 47,982
  5 1,764 3.7 28,763 59.9  
CBT SOYBEAN OIL U.S.   22,010 4.5 1,786 0.4 494,485
NON U.S.   38,309 7.7 1,182 0.2  
  12 60,319 12.2 2,968 0.6  
CBT UST BOND U.S. 6 27,603 1.9 3,083 0.2 1,427,734
NON U.S. 12 3,862 0.3 33,144 2.3  
  18 31,465 2.2 36,227 2.5  
CBT ULTRA UST BOND U.S.   9,592 0.6 8,572 0.5 1,665,202
NON U.S.   1,826 0.1 5,021 0.3  
  7 11,418 0.7 13,593 0.8  
NYME NY HARBOR ULSD U.S.   14,031 4.7 1,549 0.5 300,942
NON U.S.   16,472 5.5 1,524 0.5  
  13 30,503 10.1 3,073 1.0  
IFED NAT GAS ICE LD1 U.S. 5 23,490 0.4 1,908,378 28.7 6,659,928
NON U.S. 9 67,628 1.0 1,049,478 15.8  
  14 91,118 1.4 2,957,856 44.4  
IFED NAT GAS ICE PEN U.S.   146,797 25.7 55,131 9.6 572,283
NON U.S.   74,451 13.0 10,543 1.8  
  9 221,248 38.7 65,674 11.5  
IFED NWP ROCKIES FIN BASIS U.S.   12,981 3.2 22,029 5.4 406,137
NON U.S.   47,387 11.7 0 0.0  
  7 60,368 14.9 22,029 5.4  
IFED AECO FIN BASIS U.S.   0 0.0 21,127 2.3 937,849
NON U.S.   14,324 1.5 533,159 56.8  
  7 14,324 1.5 554,286 59.1  
IFED CHICAGO FIN BASIS U.S.   16,645 4.8 4,175 1.2 347,922
NON U.S.   8,552 2.5 2,705 0.8  
  6 25,197 7.2 6,880 2.0  
IFED HSC FIN BASIS U.S. 4 66,135 8.6 15,852 2.1 766,237
NON U.S. 5 23,286 3.0 40,205 5.2  
  9 89,421 11.7 56,057 7.3  
IFED WAHA FIN BASIS U.S. 4 4,123 1.0 106,199 25.7 413,093
NON U.S. 4 1,186 0.3 32,187 7.8  
  8 5,309 1.3 138,386 33.5  
IFED CIG ROCKIES BASIS U.S.   2,201 0.6 176,384 50.8 347,053
NON U.S.   0 0.0 14,141 4.1  
  5 2,201 0.6 190,525 54.9  
IFED TCO Basis U.S.   31 0.0 75,656 41.9 180,714
NON U.S.   236 0.1 18,941 10.5  
  7 267 0.1 94,597 52.3  
IFED CG Mainline Basis U.S.   232 0.1 41,151 16.5 248,931
NON U.S.   0 0.0 34,213 13.7  
  5 232 0.1 75,364 30.3  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 8,530 1.1 268,882 34.6 776,809
NON U.S. 5 18,291 2.4 230,843 29.7  
  9 26,821 3.5 499,725 64.3  
IFED HENRY HUB BASIS U.S.   2,626 1.5 18,771 11.0 169,899
NON U.S.   548 0.3 5,271 3.1  
  6 3,174 1.9 24,042 14.2  
IFED HENRY HUB INDEX U.S.   1,836 0.8 20,488 9.2 223,788
NON U.S.   0 0.0 3,788 1.7  
  5 1,836 0.8 24,276 10.8  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   122,469 23.0 0 0.0 532,991
NON U.S.   18,071 3.4 0 0.0  
  5 140,540 26.4 0 0.0  
IFED MICHCON BASIS U.S.   215 0.1 28,043 10.7 262,792
NON U.S.   2,264 0.9 9,202 3.5  
  5 2,479 0.9 37,245 14.2  
IFED NGPL TXOK BASIS U.S.   4,600 1.5 57,257 18.2 314,733
NON U.S.   0 0.0 9,980 3.2  
  7 4,600 1.5 67,237 21.4  
IFED NWP SUMAS BASIS U.S.   1,645 1.8 0 0.0 89,321
NON U.S.   23,762 26.6 242 0.3  
  5 25,407 28.4 242 0.3  
IFED PANHANDLE BASIS U.S.   1,889 1.5 17,952 14.5 124,091
NON U.S.   3,263 2.6 2,412 1.9  
  6 5,152 4.2 20,364 16.4  
IFED TRANSCO STATION 85-ZONE 4 BASI U.S.   10,078 4.7 4,880 2.3 215,151
NON U.S.   11,029 5.1 0 0.0  
  5 21,107 9.8 4,880 2.3  
IFED TETCO M2 Basis (Receipts) U.S.   18,016 5.0 203,789 56.1 363,426
NON U.S.   0 0.0 35,120 9.7  
  6 18,016 5.0 238,909 65.7  
NYME NAT GAS NYME U.S. 4 56,292 4.0 31,229 2.2 1,396,907
NON U.S. 11 62,013 4.4 20,597 1.5  
  15 118,305 8.5 51,826 3.7  
NYME HENRY HUB LAST DAY FIN U.S. 4 3,641 1.0 43,549 11.9 366,245
NON U.S. 5 3,311 0.9 36,729 10.0  
  9 6,952 1.9 80,278 21.9  
NYME HENRY HUB PENULTIMATE FIN U.S.   25,197 14.0 39,305 21.9 179,878
NON U.S.   49,209 27.4 4,591 2.6  
  9 74,406 41.4 43,896 24.4  
CBT SOYBEAN MEAL U.S.   17,386 4.1 171 0.0 421,504
NON U.S.   32,113 7.6 814 0.2  
  12 49,499 11.7 985 0.2  
ICUS COTTON NO. 2 U.S.   9,958 5.0 1,954 1.0 197,450
NON U.S.   24,159 12.2 12,455 6.3  
  14 34,117 17.3 14,409 7.3  
NYME HENRY HUB U.S. 4 7,082 1.9 109,653 28.7 382,555
NON U.S. 5 18,492 4.8 76,802 20.1  
  9 25,574 6.7 186,455 48.7  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 31,846 24.0 16,220 12.2 132,940
NON U.S. 5 22,070 16.6 6,148 4.6  
  9 53,916 40.6 22,368 16.8  
CBT UST 2Y NOTE U.S. 7 19,466 0.5 10,345 0.3 3,770,545
NON U.S. 27 45,065 1.2 29,187 0.8  
  34 64,531 1.7 39,532 1.0  
CBT UST 10Y NOTE U.S. 5 65,492 1.4 22,318 0.5 4,620,698
NON U.S. 20 54,446 1.2 96,694 2.1  
  25 119,938 2.6 119,012 2.6  
CBT ULTRA UST 10Y U.S. 5 62,796 3.0 9,822 0.5 2,082,311
NON U.S. 6 3,249 0.2 14,457 0.7  
  11 66,045 3.2 24,279 1.2  
CBT UST 5Y NOTE U.S. 7 54,895 0.9 43,746 0.8 5,797,316
NON U.S. 22 61,693 1.1 47,890 0.8  
  29 116,588 2.0 91,636 1.6  
CBT FED FUNDS U.S. 4 227,902 15.3 98,638 6.6 1,484,841
NON U.S. 22 198,052 13.3 113,828 7.7  
  26 425,954 28.7 212,466 14.3  
CME EURO SHORT TERM RATE U.S.   1,366 4.8 208 0.7 28,248
NON U.S.   2,943 10.4 5,884 20.8  
  11 4,309 15.3 6,092 21.6  
CME LEAN HOGS U.S.   9,146 4.7 0 0.0 196,178
NON U.S.   17,257 8.8 2,760 1.4  
  11 26,403 13.5 2,760 1.4  
CME LIVE CATTLE U.S.   9,704 3.6 995 0.4 269,565
NON U.S.   16,455 6.1 240 0.1  
  10 26,159 9.7 1,235 0.5  
CME FEEDER CATTLE U.S.   515 1.0 7 0.0 50,960
NON U.S.   1,063 2.1 928 1.8  
  5 1,578 3.1 935 1.8  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   852 2.1 788 1.9 41,009
NON U.S.   4,501 11.0 942 2.3  
  6 5,353 13.1 1,730 4.2  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   35 0.1 1,572 5.2 30,443
NON U.S.   418 1.4 803 2.6  
  7 453 1.5 2,375 7.8  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,416 7.6 58,380
NON U.S.   0 0.0 1,610 2.8  
  6 0 0.0 6,026 10.3  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,804 1.5 1,410 1.2 118,870
NON U.S.   7,894 6.6 1,080 0.9  
  7 9,698 8.2 2,490 2.1  
NYME PROPANE NON-LDH MT BEL U.S.   208 0.5 1,746 4.5 38,947
NON U.S.   483 1.2 480 1.2  
  7 691 1.8 2,226 5.7  
NYME PROPANE U.S.   3,767 2.6 5,645 3.9 146,234
NON U.S.   2,413 1.7 2,900 2.0  
  9 6,180 4.2 8,545 5.8  
NYME MT BELVIEU ETHANE OPIS U.S.   594 1.3 2,922 6.6 44,213
NON U.S.   945 2.1 2,288 5.2  
  6 1,539 3.5 5,210 11.8  
NYME MT BELV NORM BUTANE OPIS U.S.   32 0.1 1,702 3.7 45,669
NON U.S.   866 1.9 1,092 2.4  
  6 898 2.0 2,794 6.1  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,472 10.1 24,408
NON U.S.   0 0.0 1,752 7.2  
  5 0 0.0 4,224 17.3  
NYME CONWAY PROPANE (OPIS) U.S.   793 4.0 270 1.4 19,964
NON U.S.   814 4.1 1,588 8.0  
  7 1,607 8.0 1,858 9.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   6,185 1.1 13,678 2.4 572,387
NON U.S.   382 0.1 8,906 1.6  
  6 6,567 1.1 22,584 3.9  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 10,568 21.8 48,463
  6 0 0.0 10,568 21.8  
NYME WTI-PHYSICAL U.S. 4 14,436 0.9 195,787 12.3 1,586,914
NON U.S. 12 32,397 2.0 130,768 8.2  
  16 46,833 3.0 326,555 20.6  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 7,543 6.0 9,351 7.4 126,163
NON U.S. 6 9,389 7.4 7,169 5.7  
  11 16,932 13.4 16,520 13.1  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   169 0.1 6,393 2.3 283,405
NON U.S.   130 0.0 405 0.1  
  5 299 0.1 6,798 2.4  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   54 0.0 27,554 12.7 217,685
NON U.S.   0 0.0 26,227 12.0  
  6 54 0.0 53,781 24.7  
ICUS COCOA U.S.   4,189 1.3 1,641 0.5 313,986
NON U.S.   2,157 0.7 8,159 2.6  
  9 6,346 2.0 9,800 3.1  
NYME PALLADIUM U.S. 4 1,943 11.9 227 1.4 16,345
NON U.S. 11 1,045 6.4 610 3.7  
  15 2,988 18.3 837 5.1  
NYME PLATINUM U.S.   1,279 1.7 18,420 24.9 73,883
NON U.S.   3,486 4.7 10,717 14.5  
  19 4,765 6.4 29,137 39.4  
ICUS SUGAR NO. 11 U.S.   16,632 2.0 26,198 3.2 826,270
NON U.S.   49,093 5.9 61,491 7.4  
  12 65,725 8.0 87,689 10.6  
ICUS COFFEE C U.S.   7,328 3.3 314 0.1 223,299
NON U.S.   12,637 5.7 15,480 6.9  
  22 19,965 8.9 15,794 7.1  
CMX SILVER U.S. 4 5,337 4.0 27,541 20.4 134,725
NON U.S. 15 8,957 6.6 32,739 24.3  
  19 14,294 10.6 60,280 44.7  
CMX COPPER- #1 U.S.   11,508 6.0 1,074 0.6 190,752
NON U.S.   12,600 6.6 1,088 0.6  
  13 24,108 12.6 2,162 1.1  
CMX GOLD U.S. 4 18,857 3.8 66,380 13.3 500,364
NON U.S. 25 30,396 6.1 87,380 17.5  
  29 49,253 9.8 153,760 30.7  
CME CANADIAN DOLLAR U.S.   44,036 23.9 2,496 1.4 184,476
NON U.S.   4,055 2.2 1,605 0.9  
  6 48,091 26.1 4,101 2.2  
CME MEXICAN PESO NON U.S.   397 0.1 9,841 3.7 268,627
  7 397 0.1 9,841 3.7  
CME BRITISH POUND U.S.   20,055 11.3 8,353 4.7 177,770
NON U.S.   4,064 2.3 1,187 0.7  
  7 24,119 13.6 9,540 5.4  
CME EURO FX U.S.   0 0.0 151,612 21.1 718,885
NON U.S.   10,961 1.5 16,544 2.3  
  13 10,961 1.5 168,156 23.4  
CME BRAZILIAN REAL NON U.S. 8 1,413 2.2 6,485 10.0 65,029
  8 1,413 2.2 6,485 10.0  
NYME GASOLINE RBOB U.S.   8,563 2.6 3,092 0.9 333,793
NON U.S.   10,824 3.2 2,104 0.6  
  11 19,387 5.8 5,196 1.6  
E VIX FUTURES U.S.   824 0.2 1,058 0.3 335,960
NON U.S.   30,463 9.1 13,806 4.1  
  8 31,287 9.3 14,864 4.4  
CBT DJIA x $5 U.S. 4 4,605 4.5 422 0.4 103,364
NON U.S. 8 1,270 1.2 36,530 35.3  
  12 5,875 5.7 36,952 35.7  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,412 4.6 0 0.0 52,886
NON U.S.   0 0.0 22,956 43.4  
  6 2,412 4.6 22,956 43.4  
CME BITCOIN NON U.S.   534 2.3 1,722 7.3 23,579
  5 534 2.3 1,722 7.3  
CME SOFR-3M U.S. 20 546,558 5.5 1,075,489 10.9 9,854,055
NON U.S. 79 968,208 9.8 565,146 5.7  
  99 1,514,766 15.4 1,640,635 16.6  
CME SOFR-1M U.S. 9 59,572 7.0 66,023 7.7 854,481
NON U.S. 33 114,878 13.4 66,286 7.8  
  42 174,450 20.4 132,309 15.5  
ICUS CANOLA NON U.S.   2,226 1.0 1,511 0.6 233,307
  5 2,226 1.0 1,511 0.6  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   874 4.6 0 0.0 18,800
NON U.S.   2,508 13.3 5,091 27.1  
  6 3,382 18.0 5,091 27.1  
CME E-MINI S&P 500 U.S. 8 91,823 4.1 69,758 3.1 2,221,215
NON U.S. 22 64,225 2.9 266,644 12.0  
  30 156,048 7.0 336,402 15.1  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   1,382 7.2 6,069 31.5 19,275
  5 1,382 7.2 6,069 31.5  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   209 1.9 5,383 48.9 11,017
  5 209 1.9 5,383 48.9  
CME E-MINI S&P UTILITIES INDEX U.S.   898 3.4 0 0.0 26,321
NON U.S.   0 0.0 9,427 35.8  
  5 898 3.4 9,427 35.8  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   24,050 6.3 56,151 14.8 380,406
NON U.S.   37,743 9.9 90,477 23.8  
  9 61,793 16.2 146,628 38.5  
CMX ALUMINUM MWP U.S.   8,628 28.7 93 0.3 30,070
NON U.S.   3,433 11.4 0 0.0  
  5 12,061 40.1 93 0.3  
CME NASDAQ MINI U.S. 5 20,482 7.5 1,933 0.7 272,832
NON U.S. 9 19,232 7.0 63,347 23.2  
  14 39,714 14.6 65,280 23.9  
CME RUSSELL E-MINI U.S. 8 25,453 4.9 7,092 1.4 516,339
NON U.S. 18 30,609 5.9 47,057 9.1  
  26 56,062 10.9 54,149 10.5  
ICUS MSCI EAFE U.S. 6 22,284 5.2 15,134 3.5 432,683
NON U.S. 5 391 0.1 64,771 15.0  
  11 22,675 5.2 79,905 18.5  
ICUS MSCI EM INDEX U.S. 6 27,080 2.5 11,637 1.1 1,085,958
NON U.S. 12 40,514 3.7 95,551 8.8  
  18 67,594 6.2 107,188 9.9  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   727 0.4 21,955 11.4 192,881
NON U.S.   3,954 2.0 27,388 14.2  
  13 4,681 2.4 49,343 25.6  
CME S&P 500 QUARTERLY DIVIDEND IND U.S.   2,496 5.1 0 0.0 49,345
NON U.S.   200 0.4 10,535 21.3  
  5 2,696 5.5 10,535