June Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 6/6/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   14,993 3.7 820 0.2 405,201
NON U.S.   28,690 7.1 4,812 1.2  
  15 43,683 10.8 5,632 1.4  
CBT WHEAT-HRW U.S.   8,724 4.5 2,122 1.1 194,113
NON U.S.   16,557 8.5 3,321 1.7  
  12 25,281 13.0 5,443 2.8  
CBT CORN U.S.   71,712 5.4 381 0.0 1,322,137
NON U.S.   88,813 6.7 9,029 0.7  
  15 160,525 12.1 9,410 0.7  
CBT SOYBEANS U.S.   16,250 2.4 9,077 1.4 669,123
NON U.S.   43,597 6.5 14,268 2.1  
  16 59,847 8.9 23,345 3.5  
IFED CALIF CARBON 23 NON U.S.   5,435 2.9 68,315 36.6 186,844
  8 5,435 2.9 68,315 36.6  
CBT SOYBEAN OIL U.S.   23,299 4.3 2,133 0.4 539,291
NON U.S.   37,395 6.9 975 0.2  
  12 60,694 11.3 3,108 0.6  
CBT UST BOND U.S. 5 1,250 0.1 2,776 0.2 1,249,240
NON U.S. 8 3,991 0.3 28,429 2.3  
  13 5,241 0.4 31,205 2.5  
NYME NY HARBOR ULSD U.S.   7,128 2.3 5,405 1.8 307,550
NON U.S.   13,888 4.5 2,166 0.7  
  9 21,016 6.8 7,571 2.5  
IFED NAT GAS ICE LD1 U.S. 5 16,203 0.2 1,789,460 27.3 6,552,674
NON U.S. 9 67,513 1.0 1,118,783 17.1  
  14 83,716 1.3 2,908,243 44.4  
IFED NAT GAS ICE PEN U.S.   110,736 16.5 84,009 12.5 671,948
NON U.S.   69,456 10.3 17,900 2.7  
  9 180,192 26.8 101,909 15.2  
IFED NWP ROCKIES FIN BASIS U.S. 4 12,294 3.5 44,082 12.5 352,168
NON U.S. 5 23,573 6.7 855 0.2  
  9 35,867 10.2 44,937 12.8  
IFED AECO FIN BASIS U.S.   151 0.0 9,179 1.1 862,857
NON U.S.   17,019 2.0 492,194 57.0  
  7 17,170 2.0 501,373 58.1  
IFED CHICAGO FIN BASIS U.S.   19,198 5.5 5,155 1.5 347,545
NON U.S.   8,224 2.4 2,128 0.6  
  6 27,422 7.9 7,283 2.1  
IFED HSC FIN BASIS U.S. 4 50,930 9.3 25,511 4.6 549,105
NON U.S. 4 7,778 1.4 28,959 5.3  
  8 58,708 10.7 54,470 9.9  
IFED WAHA FIN BASIS U.S. 4 3,894 0.8 130,202 28.0 465,195
NON U.S. 5 1,258 0.3 33,881 7.3  
  9 5,152 1.1 164,083 35.3  
IFED CIG ROCKIES BASIS U.S.   1,692 0.5 197,896 53.9 367,102
NON U.S.   0 0.0 39,532 10.8  
  7 1,692 0.5 237,428 64.7  
IFED TCO Basis U.S.   0 0.0 89,246 42.5 210,067
NON U.S.   1,582 0.8 24,661 11.7  
  7 1,582 0.8 113,907 54.2  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 6,529 0.9 249,648 32.9 759,171
NON U.S. 5 22,261 2.9 195,079 25.7  
  9 28,790 3.8 444,727 58.6  
IFED EP SAN JUAN BASIS U.S.   3,504 1.7 27,065 12.9 209,130
NON U.S.   0 0.0 25,617 12.2  
  5 3,504 1.7 52,682 25.2  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   98,755 28.0 736 0.2 352,754
NON U.S.   11,407 3.2 0 0.0  
  5 110,162 31.2 736 0.2  
IFED MICHCON BASIS U.S.   453 0.2 39,699 15.7 253,606
NON U.S.   2,726 1.1 9,688 3.8  
  6 3,179 1.3 49,387 19.5  
IFED NGPL TXOK BASIS U.S.   2,202 0.9 79,445 31.5 252,290
NON U.S.   0 0.0 6,726 2.7  
  6 2,202 0.9 86,171 34.2  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 14,767 37.9 38,945
NON U.S.   1,341 3.4 5,351 13.7  
  5 1,341 3.4 20,118 51.7  
IFED TETCO M2 Basis (Receipts) U.S.   18,960 5.1 210,925 56.5 373,394
NON U.S.   0 0.0 13,671 3.7  
  5 18,960 5.1 224,596 60.1  
IFED TRANSCO LEIDY BASIS U.S.   1,863 2.0 16,896 18.0 93,707
NON U.S.   1,460 1.6 9,446 10.1  
  5 3,323 3.5 26,342 28.1  
NYME NAT GAS NYME U.S. 4 42,004 3.0 41,130 3.0 1,389,864
NON U.S. 12 70,068 5.0 31,043 2.2  
  16 112,072 8.1 72,173 5.2  
NYME HENRY HUB LAST DAY FIN U.S. 4 1,777 0.5 51,111 13.4 382,202
NON U.S. 7 3,032 0.8 39,518 10.3  
  11 4,809 1.3 90,629 23.7  
NYME HENRY HUB PENULTIMATE FIN U.S.   37,403 18.1 12,009 5.8 207,043
NON U.S.   50,026 24.2 6,625 3.2  
  10 87,429 42.2 18,634 9.0  
CBT SOYBEAN MEAL U.S.   17,846 3.6 0 0.0 494,964
NON U.S.   34,928 7.1 2,313 0.5  
  11 52,774 10.7 2,313 0.5  
ICUS COTTON NO. 2 U.S.   10,537 5.4 997 0.5 194,270
NON U.S.   19,385 10.0 9,831 5.1  
  14 29,922 15.4 10,828 5.6  
NYME HENRY HUB U.S. 4 9,129 2.1 146,066 32.9 444,243
NON U.S. 6 21,096 4.7 99,470 22.4  
  10 30,225 6.8 245,536 55.3  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 21,319 15.0 12,218 8.6 142,401
NON U.S. 6 38,846 27.3 9,456 6.6  
  10 60,165 42.3 21,674 15.2  
CBT UST 2Y NOTE U.S. 6 11,399 0.3 46,380 1.4 3,351,277
NON U.S. 28 32,625 1.0 38,267 1.1  
  34 44,024 1.3 84,647 2.5  
CBT UST 10Y NOTE U.S. 6 80,605 1.8 11,599 0.3 4,578,932
NON U.S. 26 40,216 0.9 69,980 1.5  
  32 120,821 2.6 81,579 1.8  
CBT ULTRA UST 10Y U.S.   2,836 0.2 215 0.0 1,661,225
NON U.S.   3,254 0.2 21,090 1.3  
  7 6,090 0.4 21,305 1.3  
CBT UST 5Y NOTE U.S. 8 19,005 0.4 28,814 0.6 4,850,014
NON U.S. 23 58,410 1.2 89,995 1.9  
  31 77,415 1.6 118,809 2.4  
CBT FED FUNDS U.S. 6 167,214 11.3 73,716 5.0 1,482,369
NON U.S. 23 186,941 12.6 98,658 6.7  
  29 354,155 23.9 172,374 11.6  
CME LEAN HOGS U.S.   8,949 3.9 59 0.0 226,949
NON U.S.   19,611 8.6 5,856 2.6  
  11 28,560 12.6 5,915 2.6  
CME LIVE CATTLE U.S.   9,054 2.7 1,042 0.3 331,142
NON U.S.   16,385 4.9 2,004 0.6  
  10 25,439 7.7 3,046 0.9  
CME FEEDER CATTLE U.S.   869 1.4 0 0.0 64,060
NON U.S.   1,641 2.6 1,319 2.1  
  6 2,510 3.9 1,319 2.1  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   197 0.8 1,454 5.7 25,525
NON U.S.   64 0.3 1,098 4.3  
  5 261 1.0 2,552 10.0  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,635 9.1 50,692
NON U.S.   3 0.0 959 1.9  
  5 3 0.0 5,594 11.0  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   2,536 2.6 3,225 3.3 98,381
NON U.S.   6,302 6.4 389 0.4  
  5 8,838 9.0 3,614 3.7  
NYME PROPANE NON-LDH MT BEL U.S.   391 0.8 1,612 3.2 49,907
NON U.S.   258 0.5 2,195 4.4  
  6 649 1.3 3,807 7.6  
NYME PROPANE U.S.   4,524 3.1 5,310 3.6 146,119
NON U.S.   1,062 0.7 3,069 2.1  
  9 5,586 3.8 8,379 5.7  
NYME MT BELVIEU ETHANE OPIS U.S.   163 0.3 2,272 4.6 49,278
NON U.S.   0 0.0 4,286 8.7  
  7 163 0.3 6,558 13.3  
NYME MT BELV NORM BUTANE OPIS U.S.   328 0.6 3,259 5.6 58,351
NON U.S.   1,138 2.0 1,556 2.7  
  7 1,466 2.5 4,815 8.3  
NYME MT BELV NAT GASOLINE OPIS U.S.   55 0.2 1,983 6.9 28,861
NON U.S.   1,142 4.0 1,250 4.3  
  6 1,197 4.1 3,233 11.2  
NYME CONWAY PROPANE (OPIS) U.S.   835 3.4 0 0.0 24,470
NON U.S.   654 2.7 1,504 6.1  
  5 1,489 6.1 1,504 6.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   10,346 2.0 12,519 2.4 528,997
NON U.S.   718 0.1 1,439 0.3  
  5 11,064 2.1 13,958 2.6  
IFED WTI CRUDE OIL 1ST LINE U.S.   4,075 8.8 2,400 5.2 46,079
NON U.S.   2,618 5.7 0 0.0  
  5 6,693 14.5 2,400 5.2  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 9,175 22.1 41,588
  6 0 0.0 9,175 22.1  
NYME WTI-PHYSICAL U.S. 4 21,546 1.1 191,026 9.8 1,951,628
NON U.S. 14 47,071 2.4 113,662 5.8  
  18 68,617 3.5 304,688 15.6  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 4,288 3.5 28,175 23.1 122,213
NON U.S. 6 8,429 6.9 9,632 7.9  
  10 12,717 10.4 37,807 30.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   33 0.0 25,656 12.2 209,545
NON U.S.   0 0.0 24,077 11.5  
  5 33 0.0 49,733 23.7  
ICUS COCOA U.S.   3,926 1.2 9,795 2.9 335,729
NON U.S.   5,805 1.7 9,364 2.8  
  9 9,731 2.9 19,159 5.7  
NYME PALLADIUM U.S.   2,081 18.0 265 2.3 11,541
NON U.S.   1,200 10.4 92 0.8  
  15 3,281 28.4 357 3.1  
NYME PLATINUM U.S. 5 1,417 2.1 21,314 31.6 67,537
NON U.S. 18 3,368 5.0 6,662 9.9  
  23 4,785 7.1 27,976 41.4  
ICUS SUGAR NO. 11 U.S.   5,763 0.6 39,103 3.8 1,021,535
NON U.S.   41,948 4.1 81,758 8.0  
  15 47,711 4.7 120,861 11.8  
ICUS COFFEE C U.S.   8,288 4.1 24 0.0 204,447
NON U.S.   12,490 6.1 13,663 6.7  
  17 20,778 10.2 13,687 6.7  
CMX SILVER U.S. 5 4,103 3.0 27,075 19.6 137,871
NON U.S. 17 9,912 7.2 23,093 16.7  
  22 14,015 10.2 50,168 36.4  
CMX COPPER- #1 U.S.   13,691 6.0 2,810 1.2 229,756
NON U.S.   19,907 8.7 9,937 4.3  
  15 33,598 14.6 12,747 5.5  
CMX GOLD U.S. 5 16,633 3.8 64,339 14.7 436,301
NON U.S. 24 36,659 8.4 71,110 16.3  
  29 53,292 12.2 135,449 31.0  
CME CANADIAN DOLLAR U.S.   8,309 4.9 957 0.6 168,025
NON U.S.   6,153 3.7 0 0.0  
  6 14,462 8.6 957 0.6  
CME MEXICAN PESO U.S.   0 0.0 5,000 2.1 235,994
NON U.S.   427 0.2 5,975 2.5  
  9 427 0.2 10,975 4.7  
CME BRITISH POUND U.S.   52,359 21.6 2,295 0.9 242,117
NON U.S.   6,340 2.6 9,767 4.0  
  7 58,699 24.2 12,062 5.0  
CME JAPANESE YEN U.S.   25,258 10.3 1,422 0.6 245,332
NON U.S.   7,763 3.2 4,136 1.7  
  8 33,021 13.5 5,558 2.3  
CME EURO FX U.S.   0 0.0 169,788 21.7 781,967
NON U.S.   16,041 2.1 9,144 1.2  
  14 16,041 2.1 178,932 22.9  
CME BRAZILIAN REAL NON U.S.   984 2.1 12,134 26.0 46,686
  5 984 2.1 12,134 26.0  
NYME GASOLINE RBOB U.S.   7,885 2.3 5,085 1.5 347,367
NON U.S.   12,110 3.5 3,860 1.1  
  10 19,995 5.8 8,945 2.6  
E VIX FUTURES U.S.   1,510 0.4 9,737 2.3 417,626
NON U.S.   26,778 6.4 7,399 1.8  
  9 28,288 6.8 17,136 4.1  
CBT DJIA x $5 U.S.   4,685 4.7 59 0.1 100,587
NON U.S.   9,916 9.9 16,976 16.9  
  10 14,601 14.5 17,035 16.9  
CME EURODOLLARS-3M U.S. 4 55,736 10.6 100,177 19.0 527,383
NON U.S. 13 63,053 12.0 154,113 29.2  
  17 118,789 22.5 254,290 48.2  
CME SOFR-3M U.S. 17 1,638,698 16.6 737,423 7.5 9,864,501
NON U.S. 79 1,002,022 10.2 1,097,118 11.1  
  96 2,640,720 26.8 1,834,541 18.6  
CME SOFR-1M U.S. 9 113,597 12.4 99,890 10.9 918,790
NON U.S. 30 74,168 8.1 140,422 15.3  
  39 187,765 20.4 240,312 26.2  
ICUS CANOLA U.S.   527 0.2 0 0.0 253,542
NON U.S.   2,487 1.0 593 0.2  
  7 3,014 1.2 593 0.2  
CME E-MINI S&P CONSU STAPLES INDEX NON U.S.   874 5.2 8,073 48.4 16,684
  6 874 5.2 8,073 48.4  
CME E-MINI S&P ENERGY INDEX NON U.S.   3,143 11.9 5,649 21.4 26,381
  5 3,143 11.9 5,649 21.4  
CME E-MINI S&P 500 U.S. 5 277,182 11.1 11,127 0.4 2,500,232
NON U.S. 23 87,302 3.5 154,939 6.2  
  28 364,484 14.6 166,066 6.6  
CME E-MINI S&P FINANCIAL INDEX NON U.S.   0 0.0 28,529 86.7 32,911
  5 0 0.0 28,529 86.7  
CME E-MINI S&P HEALTH CARE INDEX NON U.S.   2,784 14.3 12,907 66.4 19,428
  5 2,784 14.3 12,907 66.4  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   2,303 12.9 8,975 50.2 17,869
  5 2,303 12.9 8,975 50.2  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   0 0.0 8,313 67.4 12,334
  5 0 0.0 8,313 67.4  
CME E-MINI S&P UTILITIES INDEX NON U.S.   12,214 42.8 7,117 24.9 28,546
  5 12,214 42.8 7,117 24.9  
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.   917 13.4 4,112 60.1 6,846
  5 917 13.4 4,112 60.1  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   29,108 8.4 60,220 17.4 345,150
NON U.S.   52,428 15.2 76,248 22.1  
  8 81,536 23.6 136,468 39.5  
CME THREE-MONTH BLOOMBERG  ST BANK U.S.   85 0.7 7,972 66.4 12,013
NON U.S.   31 0.3 702 5.8  
  5 116 1.0 8,674 72.2  
CMX ALUMINUM MWP U.S.   8,378 34.1 0 0.0 24,568
NON U.S.   3,107 12.6 0 0.0  
  5 11,485 46.7 0 0.0  
CME NASDAQ MINI U.S. 5 20,483 6.7 2,621 0.9 306,736
NON U.S. 14 8,313 2.7 29,148 9.5  
  19 28,796 9.4 31,769 10.4  
CME RUSSELL E-MINI U.S. 6 30,149 5.7 12,507 2.4 525,412
NON U.S. 18 50,537 9.6 17,639 3.4  
  24 80,686 15.4 30,146 5.7  
CME NIKKEI STOCK AVERAGE YEN DENOM NON U.S.   2,821 3.3 990 1.2 84,288
  6 2,821 3.3 990 1.2  
ICUS MSCI EAFE U.S. 5 1,374 0.3 14,942 3.6 420,360
NON U.S. 5 3,729 0.9 76,750 18.3  
  10 5,103 1.2 91,692 21.8  
ICUS MSCI EM INDEX U.S. 4 1,959 0.2 12,244 1.1 1,115,591
NON U.S. 14 33,525 3.0 67,424 6.0  
  18 35,484 3.2 79,668 7.1  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   56 0.0 30,319 14.6 208,114