July Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 7/2/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   22,982 5.7 1,179 0.3 402,777
NON U.S.   36,398 9.0 4,891 1.2  
  15 59,380 14.7 6,070 1.5  
CBT WHEAT-HRW U.S. 4 17,983 7.5 245 0.1 238,319
NON U.S. 7 27,770 11.7 755 0.3  
  11 45,753 19.2 1,000 0.4  
CBT CORN U.S. 4 82,991 5.5 318 0.0 1,520,100
NON U.S. 11 84,087 5.5 7,973 0.5  
  15 167,078 11.0 8,291 0.5  
CBT SOYBEANS U.S.   49,329 6.3 4,569 0.6 786,077
NON U.S.   51,835 6.6 6,066 0.8  
  18 101,164 12.9 10,635 1.4  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   4,505 2.3 59,143 29.7 199,052
  8 4,505 2.3 59,143 29.7  
IFED CALIF CARBON ALLOWANCE V2025 NON U.S.   0 0.0 15,405 34.3 44,877
  6 0 0.0 15,405 34.3  
CBT SOYBEAN OIL U.S. 4 35,616 6.4 1,212 0.2 557,428
NON U.S. 14 50,371 9.0 1,271 0.2  
  18 85,987 15.4 2,483 0.4  
CBT UST BOND U.S. 6 40,786 2.4 4,705 0.3 1,686,638
NON U.S. 12 7,612 0.5 33,511 2.0  
  18 48,398 2.9 38,216 2.3  
CBT ULTRA UST BOND U.S.   7,014 0.4 334 0.0 1,665,723
NON U.S.   4,264 0.3 8,727 0.5  
  5 11,278 0.7 9,061 0.5  
NYME NY HARBOR ULSD U.S.   16,801 4.6 831 0.2 362,479
NON U.S.   18,765 5.2 2,541 0.7  
  13 35,566 9.8 3,372 0.9  
IFED NAT GAS ICE LD1 U.S. 6 34,089 0.5 2,040,059 28.1 7,251,016
NON U.S. 9 72,826 1.0 1,074,320 14.8  
  15 106,915 1.5 3,114,379 43.0  
IFED NAT GAS ICE PEN U.S.   130,197 19.3 121,250 17.9 676,340
NON U.S.   70,835 10.5 7,016 1.0  
  9 201,032 29.7 128,266 19.0  
IFED NWP ROCKIES FIN BASIS U.S. 4 12,651 3.2 40,698 10.2 397,650
NON U.S. 5 41,417 10.4 131 0.0  
  9 54,068 13.6 40,829 10.3  
IFED AECO FIN BASIS U.S.   0 0.0 16,375 1.7 958,198
NON U.S.   14,767 1.5 609,478 63.6  
  7 14,767 1.5 625,853 65.3  
IFED CHICAGO FIN BASIS U.S.   14,625 3.7 2,715 0.7 392,877
NON U.S.   10,407 2.6 1,362 0.3  
  7 25,032 6.4 4,077 1.0  
IFED HSC FIN BASIS U.S. 4 77,748 8.9 9,024 1.0 876,614
NON U.S. 5 48,515 5.5 37,122 4.2  
  9 126,263 14.4 46,146 5.3  
IFED WAHA FIN BASIS U.S. 5 2,495 0.6 124,308 28.5 436,029
NON U.S. 4 1,713 0.4 32,842 7.5  
  9 4,208 1.0 157,150 36.0  
IFED CIG ROCKIES BASIS U.S.   861 0.2 173,951 46.8 371,854
NON U.S.   59 0.0 8,361 2.2  
  5 920 0.2 182,312 49.0  
IFED TCO Basis U.S. 5 0 0.0 80,557 41.3 195,176
NON U.S. 4 0 0.0 24,432 12.5  
  9 0 0.0 104,989 53.8  
IFED CG Mainline Basis U.S.   0 0.0 38,779 13.4 289,097
NON U.S.   0 0.0 17,439 6.0  
  5 0 0.0 56,218 19.4  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 5 22,661 2.5 281,073 30.8 913,282
NON U.S. 5 12,797 1.4 215,842 23.6  
  10 35,458 3.9 496,915 54.4  
IFED EP SAN JUAN BASIS U.S.   6,956 3.2 21,572 10.0 215,277
NON U.S.   0 0.0 3,099 1.4  
  5 6,956 3.2 24,671 11.5  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   110,773 18.7 0 0.0 591,081
NON U.S.   41,959 7.1 0 0.0  
  6 152,732 25.8 0 0.0  
IFED MICHCON BASIS U.S.   0 0.0 19,609 7.2 271,042
NON U.S.   2,394 0.9 7,596 2.8  
  5 2,394 0.9 27,205 10.0  
IFED NGPL TXOK BASIS U.S.   4,364 1.4 41,721 13.6 306,536
NON U.S.   428 0.1 23,585 7.7  
  7 4,792 1.6 65,306 21.3  
IFED PANHANDLE BASIS U.S.   489 0.4 17,895 13.3 134,098
NON U.S.   1,461 1.1 7,062 5.3  
  5 1,950 1.5 24,957 18.6  
IFED TETCO M2 Basis (Receipts) U.S. 5 2,839 0.7 220,695 51.0 432,430
NON U.S. 4 0 0.0 74,884 17.3  
  9 2,839 0.7 295,579 68.4  
IFED REX ZONE 3 BASIS U.S.   0 0.0 43,623 17.0 255,885
NON U.S.   492 0.2 10,084 3.9  
  6 492 0.2 53,707 21.0  
NYME NAT GAS NYME U.S. 5 67,611 4.5 53,749 3.6 1,508,732
NON U.S. 11 73,513 4.9 34,329 2.3  
  16 141,124 9.4 88,078 5.8  
NYME HENRY HUB LAST DAY FIN U.S. 4 7,615 2.1 42,277 11.4 369,302
NON U.S. 5 3,475 0.9 44,302 12.0  
  9 11,090 3.0 86,579 23.4  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 31,925 14.9 36,136 16.9 214,188
NON U.S. 6 56,746 26.5 2,535 1.2  
  10 88,671 41.4 38,671 18.1  
CBT SOYBEAN MEAL U.S.   20,087 4.0 1,509 0.3 498,442
NON U.S.   36,898 7.4 769 0.2  
  14 56,985 11.4 2,278 0.5  
ICUS COTTON NO. 2 U.S. 4 13,829 6.6 1,067 0.5 210,048
NON U.S. 11 23,925 11.4 4,675 2.2  
  15 37,754 18.0 5,742 2.7  
NYME HENRY HUB U.S. 4 11,633 3.3 103,376 29.1 355,667
NON U.S. 5 17,391 4.9 69,046 19.4  
  9 29,024 8.2 172,422 48.5  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 23,866 13.4 39,725 22.3 178,146
NON U.S. 7 36,444 20.5 6,193 3.5  
  11 60,310 33.9 45,918 25.8  
CBT UST 2Y NOTE U.S. 9 17,867 0.4 19,820 0.5 4,251,335
NON U.S. 33 70,982 1.7 28,574 0.7  
  42 88,849 2.1 48,394 1.1  
CBT UST 10Y NOTE U.S. 7 68,922 1.6 58,023 1.3 4,374,310
NON U.S. 32 71,495 1.6 76,352 1.7  
  39 140,417 3.2 134,375 3.1  
CBT ULTRA UST 10Y U.S.   49,719 2.4 384 0.0 2,081,059
NON U.S.   1,014 0.0 29,591 1.4  
  12 50,733 2.4 29,975 1.4  
CBT UST 5Y NOTE U.S. 8 61,908 1.0 41,793 0.7 6,267,434
NON U.S. 26 116,889 1.9 86,613 1.4  
  34 178,797 2.9 128,406 2.0  
CBT FED FUNDS U.S. 7 193,621 11.9 257,688 15.8 1,629,768
NON U.S. 26 186,374 11.4 183,250 11.2  
  33 379,995 23.3 440,938 27.1  
CME EURO SHORT TERM RATE U.S. 4 5,037 12.2 9,114 22.1 41,224
NON U.S. 10 4,531 11.0 16,250 39.4  
  14 9,568 23.2 25,364 61.5  
CME LEAN HOGS U.S.   29,386 11.3 204 0.1 260,392
NON U.S.   27,196 10.4 8,429 3.2  
  12 56,582 21.7 8,633 3.3  
CME LIVE CATTLE U.S.   19,613 6.1 2,233 0.7 319,976
NON U.S.   16,761 5.2 1,395 0.4  
  10 36,374 11.4 3,628 1.1  
CME FEEDER CATTLE U.S.   1,406 2.8 0 0.0 50,143
NON U.S.   771 1.5 232 0.5  
  7 2,177 4.3 232 0.5  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   756 1.5 1,032 2.1 49,767
NON U.S.   3,108 6.2 1,067 2.1  
  6 3,864 7.8 2,099 4.2  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   328 0.8 2,332 6.0 38,806
NON U.S.   974 2.5 1,833 4.7  
  6 1,302 3.4 4,165 10.7  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,400 8.6 63,140
NON U.S.   45 0.1 1,620 2.6  
  8 45 0.1 7,020 11.1  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   2,370 1.8 903 0.7 129,554
NON U.S.   2,896 2.2 1,366 1.1  
  8 5,266 4.1 2,269 1.8  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 1,904 4.9 38,554
NON U.S.   274 0.7 1,258 3.3  
  8 274 0.7 3,162 8.2  
NYME PROPANE U.S.   2,803 1.7 9,577 5.8 165,547
NON U.S.   990 0.6 3,352 2.0  
  9 3,793 2.3 12,929 7.8  
NYME MT BELVIEU ETHANE OPIS U.S.   610 1.1 3,652 6.7 54,362
NON U.S.   1,440 2.6 1,841 3.4  
  6 2,050 3.8 5,493 10.1  
NYME MT BELV NORM BUTANE OPIS U.S.   148 0.2 2,373 3.9 61,053
NON U.S.   1,319 2.2 1,816 3.0  
  6 1,467 2.4 4,189 6.9  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,709 9.1 29,901
NON U.S.   20 0.1 1,355 4.5  
  6 20 0.1 4,064 13.6  
NYME CONWAY PROPANE (OPIS) U.S.   1,049 4.8 0 0.0 21,888
NON U.S.   943 4.3 1,206 5.5  
  5 1,992 9.1 1,206 5.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   9,133 1.5 17,051 2.8 613,245
NON U.S.   746 0.1 11,231 1.8  
  6 9,879 1.6 28,282 4.6  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   0 0.0 180 0.4 49,848
NON U.S.   0 0.0 11,255 22.6  
  7 0 0.0 11,435 22.9  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 7,084 46.1 15,357
  5 0 0.0 7,084 46.1  
NYME WTI-PHYSICAL U.S. 5 3,467 0.2 192,587 11.2 1,721,585
NON U.S. 15 41,100 2.4 149,817 8.7  
  20 44,567 2.6 342,404 19.9  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 9,661 6.9 15,224 10.9 139,381
NON U.S. 7 18,946 13.6 6,380 4.6  
  12 28,607 20.5 21,604 15.5  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   300 0.1 48,261 16.3 296,328
NON U.S.   0 0.0 23,791 8.0  
  6 300 0.1 72,052 24.3  
ICUS COCOA U.S.   2,899 2.1 1,448 1.1 135,205
NON U.S.   1,682 1.2 1,882 1.4  
  9 4,581 3.4 3,330 2.5  
NYME PALLADIUM U.S. 4 5,005 19.7 351 1.4 25,450
NON U.S. 15 1,521 6.0 1,163 4.6  
  19 6,526 25.6 1,514 5.9  
NYME PLATINUM U.S. 5 1,099 1.4 18,498 24.2 76,572
NON U.S. 16 2,212 2.9 13,519 17.7  
  21 3,311 4.3 32,017 41.8  
ICUS SUGAR NO. 11 U.S.   34,922 4.5 7,385 1.0 775,139
NON U.S.   48,198 6.2 39,811 5.1  
  14 83,120 10.7 47,196 6.1  
ICUS COFFEE C U.S. 4 5,514 2.6 3,331 1.6 211,372
NON U.S. 21 11,590 5.5 40,100 19.0  
  25 17,104 8.1 43,431 20.5  
CMX SILVER U.S. 5 6,330 4.1 37,861 24.5 154,724
NON U.S. 18 5,871 3.8 44,017 28.4  
  23 12,201 7.9 81,878 52.9  
CMX COPPER- #1 U.S. 4 24,887 9.7 6,704 2.6 256,039
NON U.S. 12 12,667 4.9 749 0.3  
  16 37,554 14.7 7,453 2.9  
CMX GOLD U.S. 5 18,779 4.1 100,704 22.1 454,730
NON U.S. 25 18,949 4.2 88,418 19.4  
  30 37,728 8.3 189,122 41.6  
CME CANADIAN DOLLAR U.S.   106,154 40.3 1,956 0.7 263,465
NON U.S.   273 0.1 2,026 0.8  
  7 106,427 40.4 3,982 1.5  
CME SWISS FRANC U.S.   4,261 4.6 322 0.3 92,286
NON U.S.   4,636 5.0 1,067 1.2  
  6 8,897 9.6 1,389 1.5  
CME MEXICAN PESO U.S.   0 0.0 15,232 8.1 188,324
NON U.S.   0 0.0 28,998 15.4  
  8 0 0.0 44,230 23.5  
CME BRITISH POUND U.S.   6,068 3.1 26,428 13.3 198,119
NON U.S.   1,237 0.6 3,247 1.6  
  8 7,305 3.7 29,675 15.0  
CME JAPANESE YEN U.S.   109,150 31.2 1,234 0.4 349,817
NON U.S.   7,023 2.0 2,048 0.6  
  8 116,173 33.2 3,282 0.9  
CME EURO FX U.S. 4 5,714 0.9 146,978 23.1 636,895
NON U.S. 10 3,490 0.5 3,064 0.5  
  14 9,204 1.4 150,042 23.6  
CME BRAZILIAN REAL NON U.S.   23,639 29.4 439 0.5 80,305
  5 23,639 29.4 439 0.5  
NYME GASOLINE RBOB U.S.   12,980 3.2 2,493 0.6 400,397
NON U.S.   13,192 3.3 631 0.2  
  10 26,172 6.5 3,124 0.8  
CME NZ DOLLAR U.S.   0 0.0 14,740 23.6 62,491
NON U.S.   288 0.5 1,275 2.0  
  7 288 0.5 16,015 25.6  
E VIX FUTURES U.S.   2,337 0.5 1,838 0.4 450,316
NON U.S.   36,890 8.2 19,957 4.4  
  12 39,227 8.7 21,795 4.8  
CBT DJIA x $5 U.S.   1,249 1.5 0 0.0 82,128
NON U.S.   3,103 3.8 22,680 27.6  
  10 4,352 5.3 22,680 27.6  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   1,326 2.6 0 0.0 50,711
NON U.S.   0 0.0 17,989 35.5  
  5 1,326 2.6 17,989 35.5  
CME BITCOIN NON U.S.   672 2.5 1,464 5.4 27,063
  5 672 2.5 1,464 5.4  
CME SOFR-3M U.S. 18 769,100 8.1 931,978 9.8 9,519,355
NON U.S. 86 905,942 9.5 600,797 6.3  
  104 1,675,042 17.6 1,532,775 16.1  
CME SOFR-1M U.S. 10 144,145 16.4 108,520 12.3 881,361
NON U.S. 34 136,138 15.4 61,489 7.0  
  44 280,283 31.8 170,009 19.3  
CME E-MINI S&P 500 U.S. 8 59,296 2.9 91,911 4.5 2,037,086
NON U.S. 17 25,445 1.2 318,921 15.7  
  25 84,741 4.2 410,832 20.2  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   224 1.7 0 0.0 13,455
NON U.S.   214 1.6 9,150 68.0  
  7 438 3.3 9,150 68.0  
CME E-MINI S&P UTILITIES INDEX U.S.   259 1.0 0 0.0 25,259
NON U.S.   3,783 15.0 13,648 54.0  
  6 4,042 16.0 13,648 54.0  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   392 5.0 3,522 45.3 7,774
  5 392 5.0 3,522 45.3  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   26,245 5.1 35,885 6.9 519,177
NON U.S.   75,846 14.6 113,918 21.9  
  11 102,091 19.7 149,803 28.9  
CMX ALUMINUM MWP U.S.   5,691 26.9 362 1.7 21,182
NON U.S.   2,155 10.2 217 1.0  
  7 7,846 37.0 579 2.7  
CMX ALUMINIUM EURO PREM DUTY-PAID U.S.   1,082 6.1 479 2.7 17,859
NON U.S.   2,570 14.4 0 0.0  
  5 3,652 20.4 479 2.7  
CME NASDAQ MINI U.S. 5 20,820 8.0 8,229 3.2 258,776
NON U.S. 10 2,463 1.0 28,578 11.0  
  15 23,283 9.0 36,807 14.2  
CBT BBG COMMODITY U.S.   262 0.2 60,747 36.0 168,854
NON U.S.   146,689 86.9 0 0.0  
  7 146,951 87.0 60,747 36.0  
CME AUSTRALIAN DOLLAR U.S.   50,309 25.4 9,849 5.0 197,799
NON U.S.   10,715 5.4 1,158 0.6  
  7 61,024 30.9 11,007 5.6  
CME RUSSELL E-MINI U.S. 9 21,244 4.7 741 0.2 449,927
NON U.S. 15 37,279 8.3 5,108 1.1  
  24 58,523 13.0 5,849 1.3  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   1,862 3.7 0 0.0 50,218
NON U.S.   975 1.9