July Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 7/11/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   14,095 4.7 30 0.0 297,146
NON U.S.   24,806 8.3 2,637 0.9  
  15 38,901 13.1 2,667 0.9  
CBT WHEAT-HRW U.S.   8,699 5.6 7 0.0 155,574
NON U.S.   14,977 9.6 2,288 1.5  
  11 23,676 15.2 2,295 1.5  
CBT CORN U.S.   53,591 4.3 73 0.0 1,241,940
NON U.S.   76,438 6.2 4,452 0.4  
  14 130,029 10.5 4,525 0.4  
CBT SOYBEANS U.S.   23,313 3.7 2,325 0.4 622,509
NON U.S.   37,154 6.0 9,164 1.5  
  14 60,467 9.7 11,489 1.8  
IFED CALIF CARBON 23 NON U.S.   911 0.5 64,043 37.8 169,527
  8 911 0.5 64,043 37.8  
IFED RGGI V2023 NON U.S.   1,846 3.7 33,119 66.0 50,216
  5 1,846 3.7 33,119 66.0  
CBT SOYBEAN OIL U.S.   23,126 4.7 1,592 0.3 492,309
NON U.S.   33,461 6.8 844 0.2  
  11 56,587 11.5 2,436 0.5  
CBT UST BOND U.S. 5 19,960 1.6 4,129 0.3 1,251,592
NON U.S. 11 2,945 0.2 29,907 2.4  
  16 22,905 1.8 34,036 2.7  
CBT ULTRA UST BOND U.S.   6,288 0.4 259 0.0 1,527,377
NON U.S.   1,808 0.1 9,935 0.7  
  7 8,096 0.5 10,194 0.7  
NYME NY HARBOR ULSD U.S.   7,425 2.3 4,668 1.5 320,001
NON U.S.   14,954 4.7 2,801 0.9  
  10 22,379 7.0 7,469 2.3  
IFED NAT GAS ICE LD1 U.S. 5 17,168 0.3 1,755,700 26.9 6,521,392
NON U.S. 9 63,035 1.0 1,119,497 17.2  
  14 80,203 1.2 2,875,197 44.1  
IFED NAT GAS ICE PEN U.S.   114,351 18.8 83,175 13.6 609,653
NON U.S.   74,362 12.2 17,244 2.8  
  9 188,713 31.0 100,419 16.5  
IFED NWP ROCKIES FIN BASIS U.S. 4 13,422 3.9 41,331 12.0 343,556
NON U.S. 5 28,650 8.3 721 0.2  
  9 42,072 12.2 42,052 12.2  
IFED AECO FIN BASIS U.S.   151 0.0 8,072 1.0 849,482
NON U.S.   18,257 2.1 476,409 56.1  
  7 18,408 2.2 484,481 57.0  
IFED CHICAGO FIN BASIS U.S.   18,859 5.6 5,031 1.5 334,372
NON U.S.   8,089 2.4 1,663 0.5  
  6 26,948 8.1 6,694 2.0  
IFED HSC FIN BASIS U.S. 4 54,579 9.6 15,001 2.6 569,968
NON U.S. 5 9,045 1.6 42,231 7.4  
  9 63,624 11.2 57,232 10.0  
IFED WAHA FIN BASIS U.S. 4 3,882 0.9 126,208 27.8 454,142
NON U.S. 5 0 0.0 32,896 7.2  
  9 3,882 0.9 159,104 35.0  
IFED CIG ROCKIES BASIS U.S. 4 1,226 0.3 193,473 53.8 359,876
NON U.S. 4 0 0.0 39,290 10.9  
  8 1,226 0.3 232,763 64.7  
IFED TCO Basis U.S.   0 0.0 86,829 41.6 208,525
NON U.S.   1,629 0.8 22,833 10.9  
  7 1,629 0.8 109,662 52.6  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 6,683 0.9 256,484 34.0 754,716
NON U.S. 5 20,094 2.7 202,230 26.8  
  9 26,777 3.5 458,714 60.8  
IFED EP SAN JUAN BASIS U.S.   5,995 2.8 26,167 12.2 213,726
NON U.S.   0 0.0 21,679 10.1  
  5 5,995 2.8 47,846 22.4  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   110,685 28.8 736 0.2 384,696
NON U.S.   10,815 2.8 0 0.0  
  5 121,500 31.6 736 0.2  
IFED MICHCON BASIS U.S.   302 0.1 37,961 13.9 273,833
NON U.S.   2,875 1.0 9,446 3.4  
  6 3,177 1.2 47,407 17.3  
IFED NGPL TXOK BASIS U.S.   1,833 0.7 76,671 31.1 246,793
NON U.S.   0 0.0 7,762 3.1  
  6 1,833 0.7 84,433 34.2  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 13,911 33.3 41,812
NON U.S.   2,359 5.6 4,750 11.4  
  5 2,359 5.6 18,661 44.6  
IFED TETCO M2 Basis (Receipts) U.S.   18,230 5.0 209,814 57.6 364,261
NON U.S.   0 0.0 13,523 3.7  
  5 18,230 5.0 223,337 61.3  
IFED TRANSCO LEIDY BASIS U.S.   1,863 2.2 15,982 18.7 85,417
NON U.S.   1,460 1.7 8,528 10.0  
  5 3,323 3.9 24,510 28.7  
NYME NAT GAS NYME U.S. 4 39,951 3.2 45,981 3.7 1,236,802
NON U.S. 11 63,663 5.1 27,887 2.3  
  15 103,614 8.4 73,868 6.0  
NYME HENRY HUB LAST DAY FIN U.S. 4 1,966 0.5 46,890 12.6 373,053
NON U.S. 6 2,865 0.8 43,133 11.6  
  10 4,831 1.3 90,023 24.1  
NYME HENRY HUB PENULTIMATE FIN U.S.   33,594 16.6 17,438 8.6 202,984
NON U.S.   51,817 25.5 7,331 3.6  
  10 85,411 42.1 24,769 12.2  
CBT SOYBEAN MEAL U.S.   17,743 3.7 60 0.0 478,857
NON U.S.   34,943 7.3 1,179 0.2  
  12 52,686 11.0 1,239 0.3  
ICUS COTTON NO. 2 U.S.   11,007 6.3 0 0.0 175,601
NON U.S.   22,305 12.7 12,908 7.4  
  14 33,312 19.0 12,908 7.4  
NYME HENRY HUB U.S. 4 9,129 2.1 139,628 32.2 434,190
NON U.S. 6 20,853 4.8 94,544 21.8  
  10 29,982 6.9 234,172 53.9  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 21,059 15.3 13,479 9.8 137,834
NON U.S. 6 38,068 27.6 9,348 6.8  
  10 59,127 42.9 22,827 16.6  
CBT UST 2Y NOTE U.S. 7 14,475 0.4 32,450 0.9 3,678,629
NON U.S. 33 47,810 1.3 36,563 1.0  
  40 62,285 1.7 69,013 1.9  
CBT UST 10Y NOTE U.S. 8 72,463 1.5 12,110 0.3 4,800,091
NON U.S. 27 32,496 0.7 91,716 1.9  
  35 104,959 2.2 103,826 2.2  
CBT ULTRA UST 10Y U.S.   56,591 3.3 764 0.0 1,741,154
NON U.S.   3,252 0.2 18,812 1.1  
  8 59,843 3.4 19,576 1.1  
CBT UST 5Y NOTE U.S. 9 33,193 0.6 37,240 0.7 5,257,885
NON U.S. 23 48,980 0.9 75,488 1.4  
  32 82,173 1.6 112,728 2.1  
CBT FED FUNDS U.S. 6 159,979 11.1 82,228 5.7 1,440,370
NON U.S. 25 210,073 14.6 126,363 8.8  
  31 370,052 25.7 208,591 14.5  
CME EURO SHORT TERM RATE U.S.   1,007 14.9 151 2.2 6,777
NON U.S.   1,001 14.8 2,071 30.6  
  5 2,008 29.6 2,222 32.8  
CME LEAN HOGS U.S.   8,643 4.4 0 0.0 197,827
NON U.S.   16,786 8.5 3,826 1.9  
  10 25,429 12.9 3,826 1.9  
CME LIVE CATTLE U.S.   8,974 2.6 997 0.3 349,172
NON U.S.   14,883 4.3 2 0.0  
  9 23,857 6.8 999 0.3  
CME FEEDER CATTLE U.S.   808 1.3 0 0.0 60,156
NON U.S.   1,227 2.0 988 1.6  
  5 2,035 3.4 988 1.6  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   197 0.8 1,499 6.1 24,589
NON U.S.   120 0.5 938 3.8  
  5 317 1.3 2,437 9.9  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   185 0.8 979 4.3 22,617
NON U.S.   135 0.6 473 2.1  
  5 320 1.4 1,452 6.4  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,461 5.7 78,005
NON U.S.   0 0.0 924 1.2  
  5 0 0.0 5,385 6.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   2,522 2.1 2,027 1.7 118,728
NON U.S.   5,377 4.5 485 0.4  
  5 7,899 6.7 2,512 2.1  
NYME PROPANE NON-LDH MT BEL U.S.   271 0.4 838 1.3 64,843
NON U.S.   358 0.6 1,905 2.9  
  7 629 1.0 2,743 4.2  
NYME PROPANE U.S.   4,658 2.9 5,428 3.4 161,355
NON U.S.   1,100 0.7 2,520 1.6  
  9 5,758 3.6 7,948 4.9  
NYME MT BELVIEU ETHANE OPIS U.S.   233 0.5 2,255 4.9 45,761
NON U.S.   0 0.0 3,468 7.6  
  7 233 0.5 5,723 12.5  
NYME MT BELV NORM BUTANE OPIS U.S.   731 1.2 3,419 5.5 62,281
NON U.S.   1,276 2.0 1,213 1.9  
  6 2,007 3.2 4,632 7.4  
NYME MT BELV NAT GASOLINE OPIS U.S.   70 0.2 1,883 5.7 32,963
NON U.S.   870 2.6 1,265 3.8  
  6 940 2.9 3,148 9.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   10,161 1.9 11,658 2.2 531,107
NON U.S.   1,004 0.2 2,317 0.4  
  5 11,165 2.1 13,975 2.6  
IFED WTI CRUDE OIL 1ST LINE U.S.   3,660 8.5 2,400 5.5 43,289
NON U.S.   2,463 5.7 0 0.0  
  5 6,123 14.1 2,400 5.5  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 15,995 31.0 51,582
  6 0 0.0 15,995 31.0  
NYME WTI-PHYSICAL U.S. 4 16,803 0.9 172,813 9.6 1,796,348
NON U.S. 13 38,635 2.2 105,547 5.9  
  17 55,438 3.1 278,360 15.5  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 4,685 3.6 34,097 26.4 129,360
NON U.S. 6 8,607 6.7 11,415 8.8  
  10 13,292 10.3 45,512 35.2  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   2,322 1.1 17,055 8.3 206,610
NON U.S.   0 0.0 24,631 11.9  
  6 2,322 1.1 41,686 20.2  
ICUS COCOA U.S.   3,781 1.1 9,087 2.6 349,927
NON U.S.   4,212 1.2 11,689 3.3  
  9 7,993 2.3 20,776 5.9  
NYME PALLADIUM U.S. 4 2,542 16.1 340 2.2 15,772
NON U.S. 9 1,425 9.0 87 0.6  
  13 3,967 25.2 427 2.7  
NYME PLATINUM U.S. 5 1,290 1.8 18,012 25.4 71,007
NON U.S. 19 3,176 4.5 4,207 5.9  
  24 4,466 6.3 22,219 31.3  
ICUS SUGAR NO. 11 U.S.   7,051 0.8 22,070 2.5 877,695
NON U.S.   38,838 4.4 67,529 7.7  
  13 45,889 5.2 89,599 10.2  
ICUS COFFEE C U.S.   8,618 4.5 111 0.1 192,361
NON U.S.   9,971 5.2 10,603 5.5  
  18 18,589 9.7 10,714 5.6  
CMX SILVER U.S. 5 3,405 2.8 25,684 21.4 120,282
NON U.S. 17 8,512 7.1 21,139 17.6  
  22 11,917 9.9 46,823 38.9  
CMX COPPER- #1 U.S.   13,573 6.9 2,240 1.1 197,785
NON U.S.   18,308 9.3 8,445 4.3  
  18 31,881 16.1 10,685 5.4  
CMX GOLD U.S. 5 17,559 3.6 64,492 13.3 483,170
NON U.S. 26 37,057 7.7 72,178 14.9  
  31 54,616 11.3 136,670 28.3  
CME MEXICAN PESO U.S.   0 0.0 3,992 1.7 239,738
NON U.S.   574 0.2 2,101 0.9  
  7 574 0.2 6,093 2.5  
CME BRITISH POUND U.S.   0 0.0 26,679 11.2 239,125
NON U.S.   0 0.0 9,876 4.1  
  6 0 0.0 36,555 15.3  
CME JAPANESE YEN U.S.   50,156 19.9 0 0.0 252,349
NON U.S.   1,548 0.6 6,836 2.7  
  9 51,704 20.5 6,836 2.7  
CME EURO FX U.S.   0 0.0 229,737 31.2 736,056
NON U.S.   12,070 1.6 9,135 1.2  
  16 12,070 1.6 238,872 32.5  
CME BRAZILIAN REAL NON U.S.   1,170 2.4 6,533 13.2 49,363
  5 1,170 2.4 6,533 13.2  
NYME GASOLINE RBOB U.S.   7,517 2.2 5,205 1.5 343,549
NON U.S.   12,401 3.6 3,817 1.1  
  10 19,918 5.8 9,022 2.6  
CME NZ DOLLAR U.S.   887 2.5 0 0.0 34,947
NON U.S.   3,582 10.2 1,654 4.7  
  5 4,469 12.8 1,654 4.7  
E VIX FUTURES U.S.   1,402 0.3 4,335 1.1 403,072
NON U.S.   34,871 8.7 8,020 2.0  
  9 36,273 9.0 12,355 3.1  
CBT DJIA x $5 U.S. 4 4,799 4.9 59 0.1 97,782
NON U.S. 6 7,761 7.9 19,018 19.4  
  10 12,560 12.8 19,077 19.5  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,887 6.8 0 0.0 42,603
NON U.S.   666 1.6 7,427 17.4  
  5 3,553 8.3 7,427 17.4  
CME SOFR-3M U.S. 18 1,196,015 12.6 577,401 6.1 9,506,863
NON U.S. 80 864,970 9.1 1,039,681 10.9  
  98 2,060,985 21.7 1,617,082 17.0  
CME SOFR-1M U.S. 9 153,005 17.2 69,865 7.8 890,172
NON U.S. 32 139,406 15.7 119,206 13.4  
  41 292,411 32.8 189,071 21.2  
ICUS CANOLA NON U.S.   3,350 1.6 1,188 0.6 205,960
  5 3,350 1.6 1,188 0.6  
CME E-MINI S&P CONSU STAPLES INDEX NON U.S.   40 0.3 9,825 70.6 13,907
  5 40 0.3 9,825 70.6  
CME E-MINI S&P 500 U.S. 6 159,160 7.2 22,532 1.0 2,209,607
NON U.S. 21 62,114 2.8 143,048 6.5  
  27 221,274 10.0 165,580 7.5  
CME E-MINI S&P FINANCIAL INDEX NON U.S.   0 0.0 20,523 58.7 34,992
  5 0 0.0 20,523 58.7  
CME E-MINI S&P HEALTH CARE INDEX U.S.   458 3.3 0 0.0 13,830
NON U.S.   383 2.8 7,161 51.8  
  7 841 6.1 7,161 51.8  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   294 2.8 6,237 58.4 10,671
  5 294 2.8 6,237 58.4  
CME E-MINI S&P UTILITIES INDEX U.S.   467 1.1 279 0.7 41,197
NON U.S.   12,242 29.7 5,010 12.2  
  5 12,709 30.8 5,289 12.8  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,996 53.2 54,536
NON U.S.   3,698 6.8 3,000 5.5  
  5 3,698 6.8 31,996 58.7  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   0 0.0 6,684 79.0 8,461
  5 0 0.0 6,684 79.0  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   28,050 8.1 64,470 18.6 346,015
NON U.S.   40,158 11.6 86,400 25.0  
  9 68,208 19.7 150,870 43.6  
CME THREE-MONTH BLOOMBERG  ST BANK U.S.   0 0.0 6,354 79.8 7,961
NON U.S.   31 0.4 144 1.8  
  5 31 0.4 6,498 81.6  
CMX ALUMINUM MWP U.S.   8,496 34.6 0 0.0 24,551
NON U.S.   3,010 12.3 0 0.0  
  5 11,506 46.9 0 0.0  
CME NASDAQ MINI U.S. 5 17,114 6.6 1,346 0.5 259,491
NON U.S. 11 3,807 1.5 31,356 12.1  
  16 20,921 8.1 32,702 12.6  
CME RUSSELL E-MINI U.S. 8 19,858 3.8 7,831 1.5 523,492
NON U.S. 18 64,258 12.3 14,891 2.8  
  26 84,116 16.1 22,722 4.3  
ICUS MSCI EAFE U.S. 6 17,234 4.5 12,941 3.3 387,191
NON U.S. 5 4,171 1.1 73,395 19.0  
  11 21,405 5.5 86,336 22.3  
ICUS MSCI EM INDEX U.S. 6 24,134 2.2 13,293 1.2 1,112,582
NON U.S. 14 25,510 2.3 63,923 5.7  
  20 49,644 4.5 77,216 6.9  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   205 0.1 26,179 12.7 205,345
NON U.S.   15,015 7.3 36,530 17.8  
  13 15,220 7.4 62,709 30.5  
CME S&P 500 QUARTERLY DIVIDEND IND U.S.   7,047 23.1 0 0.0 30,554
NON U.S.   412 1.3 13,988 45.8  
  5 7,459