June Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 6/4/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   23,920 5.5 1,260 0.3 434,569
NON U.S.   36,174 8.3 7,356 1.7  
  16 60,094 13.8 8,616 2.0  
CBT WHEAT-HRW U.S. 4 15,003 5.9 430 0.2 252,601
NON U.S. 7 27,503 10.9 4,781 1.9  
  11 42,506 16.8 5,211 2.1  
CBT CORN U.S. 4 75,650 4.6 348 0.0 1,635,740
NON U.S. 13 100,397 6.1 14,613 0.9  
  17 176,047 10.8 14,961 0.9  
CBT SOYBEANS U.S.   43,211 5.2 837 0.1 835,855
NON U.S.   56,972 6.8 12,594 1.5  
  18 100,183 12.0 13,431 1.6  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   6,959 3.2 59,902 27.7 216,153
  8 6,959 3.2 59,902 27.7  
IFED CALIF CARBON ALLOWANCE V2025 NON U.S.   0 0.0 13,556 35.8 37,849
  5 0 0.0 13,556 35.8  
CBT SOYBEAN OIL U.S. 4 34,442 6.0 3,386 0.6 570,856
NON U.S. 11 52,822 9.3 5,060 0.9  
  15 87,264 15.3 8,446 1.5  
CBT UST BOND U.S. 6 27,310 1.7 4,621 0.3 1,643,723
NON U.S. 10 1,815 0.1 33,647 2.0  
  16 29,125 1.8 38,268 2.3  
CBT ULTRA UST BOND U.S.   7,687 0.4 3,842 0.2 1,716,588
NON U.S.   819 0.0 6,551 0.4  
  5 8,506 0.5 10,393 0.6  
NYME NY HARBOR ULSD U.S.   18,456 4.7 2,165 0.6 392,535
NON U.S.   20,267 5.2 2,619 0.7  
  12 38,723 9.9 4,784 1.2  
IFED NAT GAS ICE LD1 U.S. 6 33,036 0.5 1,889,844 27.0 7,005,559
NON U.S. 9 76,661 1.1 1,075,770 15.4  
  15 109,697 1.6 2,965,614 42.3  
IFED NAT GAS ICE PEN U.S.   118,137 17.5 152,647 22.7 673,291
NON U.S.   73,876 11.0 7,359 1.1  
  9 192,013 28.5 160,006 23.8  
IFED NWP ROCKIES FIN BASIS U.S. 4 15,398 3.7 40,374 9.8 411,096
NON U.S. 5 41,967 10.2 100 0.0  
  9 57,365 14.0 40,474 9.8  
IFED AECO FIN BASIS U.S.   0 0.0 16,375 1.7 951,961
NON U.S.   13,106 1.4 607,462 63.8  
  7 13,106 1.4 623,837 65.5  
IFED CHICAGO FIN BASIS U.S.   14,307 3.7 2,727 0.7 385,483
NON U.S.   9,360 2.4 986 0.3  
  8 23,667 6.1 3,713 1.0  
IFED HSC FIN BASIS U.S. 4 77,752 9.0 10,248 1.2 865,036
NON U.S. 5 42,527 4.9 38,317 4.4  
  9 120,279 13.9 48,565 5.6  
IFED WAHA FIN BASIS U.S. 4 3,821 0.9 107,848 25.5 423,012
NON U.S. 4 1,713 0.4 30,406 7.2  
  8 5,534 1.3 138,254 32.7  
IFED CIG ROCKIES BASIS U.S.   613 0.2 181,116 48.6 372,517
NON U.S.   59 0.0 9,562 2.6  
  5 672 0.2 190,678 51.2  
IFED TCO Basis U.S. 4 0 0.0 82,282 40.9 201,403
NON U.S. 4 30 0.0 26,038 12.9  
  8 30 0.0 108,320 53.8  
IFED CG Mainline Basis U.S.   0 0.0 34,826 12.7 274,223
NON U.S.   0 0.0 20,319 7.4  
  5 0 0.0 55,145 20.1  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 5 22,630 2.6 292,744 33.5 874,207
NON U.S. 5 13,099 1.5 214,149 24.5  
  10 35,729 4.1 506,893 58.0  
IFED EP SAN JUAN BASIS U.S.   6,644 3.1 20,957 9.8 212,926
NON U.S.   0 0.0 3,319 1.6  
  5 6,644 3.1 24,276 11.4  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   112,292 18.8 0 0.0 595,928
NON U.S.   33,437 5.6 0 0.0  
  6 145,729 24.5 0 0.0  
IFED MICHCON BASIS U.S.   0 0.0 21,680 8.5 256,457
NON U.S.   2,640 1.0 7,896 3.1  
  5 2,640 1.0 29,576 11.5  
IFED NGPL TXOK BASIS U.S.   5,111 1.7 35,183 11.4 309,573
NON U.S.   428 0.1 24,138 7.8  
  7 5,539 1.8 59,321 19.2  
IFED PANHANDLE BASIS U.S.   582 0.4 18,009 12.9 139,974
NON U.S.   1,095 0.8 7,306 5.2  
  5 1,677 1.2 25,315 18.1  
IFED TETCO M2 Basis (Receipts) U.S. 5 7,575 1.9 210,869 52.8 399,532
NON U.S. 4 0 0.0 57,587 14.4  
  9 7,575 1.9 268,456 67.2  
IFED REX ZONE 3 BASIS U.S.   0 0.0 41,260 16.1 256,556
NON U.S.   612 0.2 10,408 4.1  
  6 612 0.2 51,668 20.1  
NYME NAT GAS NYME U.S. 4 62,919 4.3 43,582 3.0 1,475,789
NON U.S. 11 81,755 5.5 38,604 2.6  
  15 144,674 9.8 82,186 5.6  
NYME HENRY HUB LAST DAY FIN U.S. 4 7,378 2.1 45,347 12.9 351,958
NON U.S. 5 3,726 1.1 39,855 11.3  
  9 11,104 3.2 85,202 24.2  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 26,601 12.1 44,383 20.2 219,567
NON U.S. 6 58,228 26.5 2,777 1.3  
  10 84,829 38.6 47,160 21.5  
CBT SOYBEAN MEAL U.S.   17,931 3.8 670 0.1 475,793
NON U.S.   41,062 8.6 2,590 0.5  
  14 58,993 12.4 3,260 0.7  
ICUS COTTON NO. 2 U.S.   9,091 3.9 443 0.2 231,359
NON U.S.   28,245 12.2 13,028 5.6  
  15 37,336 16.1 13,471 5.8  
NYME HENRY HUB U.S. 4 10,538 2.9 102,569 28.5 360,241
NON U.S. 5 17,391 4.8 70,060 19.4  
  9 27,929 7.8 172,629 47.9  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 26,058 15.6 25,564 15.3 167,345
NON U.S. 7 30,563 18.3 7,970 4.8  
  11 56,621 33.8 33,534 20.0  
CBT UST 2Y NOTE U.S. 8 13,418 0.3 28,534 0.7 3,841,898
NON U.S. 31 72,255 1.9 53,427 1.4  
  39 85,673 2.2 81,961 2.1  
CBT UST 10Y NOTE U.S. 7 72,489 1.6 30,829 0.7 4,413,936
NON U.S. 31 46,308 1.0 99,345 2.3  
  38 118,797 2.7 130,174 2.9  
CBT ULTRA UST 10Y U.S.   52,401 2.6 2,421 0.1 2,026,469
NON U.S.   6,899 0.3 35,267 1.7  
  11 59,300 2.9 37,688 1.9  
CBT UST 5Y NOTE U.S. 8 52,872 0.8 48,385 0.8 6,248,427
NON U.S. 22 162,420 2.6 96,431 1.5  
  30 215,292 3.4 144,816 2.3  
CBT FED FUNDS U.S. 6 177,013 12.8 214,806 15.5 1,386,054
NON U.S. 29 174,835 12.6 138,251 10.0  
  35 351,848 25.4 353,057 25.5  
CME EURO SHORT TERM RATE U.S. 4 8,450 14.4 11,319 19.3 58,511
NON U.S. 12 8,360 14.3 15,839 27.1  
  16 16,810 28.7 27,158 46.4  
CME LEAN HOGS U.S.   16,527 5.9 0 0.0 280,853
NON U.S.   27,091 9.6 8,652 3.1  
  11 43,618 15.5 8,652 3.1  
CME LIVE CATTLE U.S.   11,536 4.0 2,997 1.0 288,856
NON U.S.   16,393 5.7 165 0.1  
  10 27,929 9.7 3,162 1.1  
CME FEEDER CATTLE U.S.   1,171 2.4 0 0.0 48,058
NON U.S.   777 1.6 266 0.6  
  7 1,948 4.1 266 0.6  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   929 2.2 1,014 2.4 43,077
NON U.S.   3,223 7.5 917 2.1  
  5 4,152 9.6 1,931 4.5  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   300 0.8 2,512 6.8 36,706
NON U.S.   867 2.4 1,755 4.8  
  6 1,167 3.2 4,267 11.6  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,618 7.9 58,611
NON U.S.   100 0.2 2,059 3.5  
  8 100 0.2 6,677 11.4  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,230 0.9 1,410 1.1 132,126
NON U.S.   3,666 2.8 1,367 1.0  
  7 4,896 3.7 2,777 2.1  
NYME PROPANE NON-LDH MT BEL U.S.   3 0.0 1,858 5.0 37,524
NON U.S.   286 0.8 1,181 3.1  
  8 289 0.8 3,039 8.1  
NYME PROPANE U.S.   3,386 2.0 9,371 5.7 165,288
NON U.S.   1,120 0.7 3,615 2.2  
  9 4,506 2.7 12,986 7.9  
NYME MT BELVIEU ETHANE OPIS U.S.   135 0.3 3,737 7.4 50,693
NON U.S.   1,484 2.9 1,909 3.8  
  6 1,619 3.2 5,646 11.1  
NYME MT BELV NORM BUTANE OPIS U.S.   56 0.1 2,277 4.2 54,627
NON U.S.   1,520 2.8 1,652 3.0  
  6 1,576 2.9 3,929 7.2  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,695 9.5 28,244
NON U.S.   20 0.1 1,475 5.2  
  6 20 0.1 4,170 14.8  
NYME CONWAY PROPANE (OPIS) U.S.   510 2.6 0 0.0 19,358
NON U.S.   434 2.2 1,869 9.7  
  5 944 4.9 1,869 9.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   7,485 1.4 13,349 2.5 530,681
NON U.S.   1,183 0.2 7,947 1.5  
  5 8,668 1.6 21,296 4.0  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 13,346 27.7 48,260
  6 0 0.0 13,346 27.7  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 8,594 47.0 18,295
  5 0 0.0 8,594 47.0  
NYME WTI-PHYSICAL U.S. 4 10,572 0.6 194,127 10.7 1,814,253
NON U.S. 14 43,649 2.4 135,342 7.5  
  18 54,221 3.0 329,469 18.2  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 8,885 6.1 17,479 11.9 146,326
NON U.S. 7 17,372 11.9 7,501 5.1  
  12 26,257 17.9 24,980 17.1  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   300 0.1 38,568 12.8 300,972
NON U.S.   0 0.0 25,374 8.4  
  6 300 0.1 63,942 21.2  
ICUS COCOA U.S.   2,986 1.9 1,030 0.7 155,918
NON U.S.   2,505 1.6 2,681 1.7  
  9 5,491 3.5 3,711 2.4  
NYME PALLADIUM U.S. 5 4,583 18.4 172 0.7 24,911
NON U.S. 12 1,546 6.2 607 2.4  
  17 6,129 24.6 779 3.1  
NYME PLATINUM U.S. 4 2,205 2.3 16,178 16.8 96,267
NON U.S. 20 2,632 2.7 12,596 13.1  
  24 4,837 5.0 28,774 29.9  
ICUS SUGAR NO. 11 U.S.   19,820 2.2 9,775 1.1 881,990
NON U.S.   53,177 6.0 38,971 4.4  
  12 72,997 8.3 48,746 5.5  
ICUS COFFEE C U.S.   5,471 2.2 3,881 1.5 250,691
NON U.S.   13,092 5.2 36,431 14.5  
  24 18,563 7.4 40,312 16.1  
CMX SILVER U.S. 5 4,958 2.8 40,665 22.6 179,854
NON U.S. 20 7,682 4.3 43,789 24.3  
  25 12,640 7.0 84,454 47.0  
CMX COPPER- #1 U.S. 4 26,598 9.4 9,863 3.5 283,719
NON U.S. 12 15,516 5.5 3,270 1.2  
  16 42,114 14.8 13,133 4.6  
CMX GOLD U.S. 5 13,892 3.1 108,358 24.2 447,488
NON U.S. 24 18,556 4.1 90,993 20.3  
  29 32,448 7.3 199,351 44.5  
CME CANADIAN DOLLAR U.S.   76,470 28.8 0 0.0 265,761
NON U.S.   557 0.2 2,528 1.0  
  8 77,027 29.0 2,528 1.0  
CME SWISS FRANC U.S.   6,253 6.3 743 0.8 98,815
NON U.S.   641 0.6 1,750 1.8  
  6 6,894 7.0 2,493 2.5  
CME MEXICAN PESO U.S.   0 0.0 13,116 5.0 264,788
NON U.S.   7,401 2.8 10,206 3.9  
  10 7,401 2.8 23,322 8.8  
CME BRITISH POUND U.S. 4 54,940 20.5 16,976 6.3 267,750
NON U.S. 5 151 0.1 4,982 1.9  
  9 55,091 20.6 21,958 8.2  
CME JAPANESE YEN U.S. 4 79,100 26.1 10,018 3.3 303,009
NON U.S. 7 5,430 1.8 10,676 3.5  
  11 84,530 27.9 20,694 6.8  
CME EURO FX U.S. 4 8,202 1.2 138,604 20.6 671,736
NON U.S. 10 4,451 0.7 6,298 0.9  
  14 12,653 1.9 144,902 21.6  
NYME GASOLINE RBOB U.S.   10,191 2.7 2,116 0.6 378,249
NON U.S.   13,851 3.7 2,855 0.8  
  10 24,042 6.4 4,971 1.3  
CME NZ DOLLAR U.S. 4 5,515 10.1 6,001 11.0 54,758
NON U.S. 4 245 0.4 6,688 12.2  
  8 5,760 10.5 12,689 23.2  
E VIX FUTURES U.S.   1,701 0.4 1,650 0.4 420,389
NON U.S.   24,912 5.9 14,334 3.4  
  11 26,613 6.3 15,984 3.8  
CBT DJIA x $5 U.S. 4 2,006 2.0 11 0.0 100,634
NON U.S. 7 2,169 2.2 49,995 49.7  
  11 4,175 4.1 50,006 49.7  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   1,833 3.5 0 0.0 52,172
NON U.S.   522 1.0 17,257 33.1  
  5 2,355 4.5 17,257 33.1  
CME BITCOIN NON U.S.   727 2.3 1,773 5.7 31,086
  6 727 2.3 1,773 5.7  
CME SOFR-3M U.S. 19 1,040,393 9.8 824,838 7.8 10,635,546
NON U.S. 91 1,041,912 9.8 630,931 5.9  
  110 2,082,305 19.6 1,455,769 13.7  
CME SOFR-1M U.S. 9 77,144 10.3 62,990 8.4 752,094
NON U.S. 32 122,973 16.4 69,581 9.3  
  41 200,117 26.6 132,571 17.6  
CME E-MINI S&P 500 U.S. 10 80,570 3.7 132,387 6.1 2,160,026
NON U.S. 20 84,688 3.9 296,900 13.7  
  30 165,258 7.7 429,287 19.9  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   214 1.4 12,203 80.6 15,133
  5 214 1.4 12,203 80.6  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   392 2.8 8,968 64.5 13,911
  5 392 2.8 8,968 64.5  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   34,796 6.7 41,717 8.0 521,975
NON U.S.   71,351 13.7 110,404 21.2  
  12 106,147 20.3 152,121 29.1  
CMX ALUMINUM MWP U.S.   6,261 30.3 515 2.5 20,675
NON U.S.   2,384 11.5 227 1.1  
  7 8,645 41.8 742 3.6  
CMX ALUMINIUM EURO PREM DUTY-PAID U.S.   1,313 6.8 580 3.0 19,203
NON U.S.   2,711 14.1 0 0.0  
  5 4,024 21.0 580 3.0  
CME NASDAQ MINI U.S. 5 18,500 7.5 6,757 2.7 246,536
NON U.S. 11 7,596 3.1 22,634 9.2  
  16 26,096 10.6 29,391 11.9  
CME AUSTRALIAN DOLLAR U.S.   78,553 39.3 12,976 6.5 199,796
NON U.S.   11,531 5.8 2 0.0  
  6 90,084 45.1 12,978 6.5  
CME RUSSELL E-MINI U.S. 8 23,601 5.0 2,157 0.5 469,252
NON U.S. 14 39,226 8.4 11,978 2.6  
  22 62,827 13.4 14,135 3.0  
CME NIKKEI STOCK AVERAGE YEN DENOM NON U.S.   2,994 6.0 2,866 5.7 49,947
  5 2,994 6.0 2,866 5.7  
ICUS MSCI EAFE U.S. 6 15,264 3.7 15,394 3.7 413,770
NON U.S. 4 291 0.1 80,238 19.4  
  10 15,555 3.8 95,632 23.1  
ICUS MSCI EM INDEX U.S. 7 25,236 2.5 13,005 1.3 1,029,152
NON U.S. 12 26,892 2.6 73,384 7.1  
  19 52,128 5.1 86,389 8.4  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   1,996 0.8 25,436 10.2 250,249
NON U.S.   12,344 4.9 31,476 12.6  
  11 14,340 5.7 56,912