March Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 3/5/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   21,633 5.4 473 0.1 401,311
NON U.S.   32,101 8.0 6,437 1.6  
  17 53,734 13.4 6,910 1.7  
CBT WHEAT-HRW U.S.   14,358 5.6 738 0.3 256,482
NON U.S.   26,029 10.1 2,438 1.0  
  12 40,387 15.7 3,176 1.2  
CBT CORN U.S.   65,874 4.4 0 0.0 1,502,134
NON U.S.   88,813 5.9 8,452 0.6  
  14 154,687 10.3 8,452 0.6  
CBT SOYBEANS U.S.   34,274 4.8 1,121 0.2 720,033
NON U.S.   47,426 6.6 3,672 0.5  
  16 81,700 11.3 4,793 0.7  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   10,497 4.7 70,952 32.1 221,010
  8 10,497 4.7 70,952 32.1  
IFED RGGI V2024 NON U.S.   7,446 14.1 29,710 56.4 52,673
  5 7,446 14.1 29,710 56.4  
CBT SOYBEAN OIL U.S.   23,966 4.4 1,941 0.4 546,479
NON U.S.   47,492 8.7 2,795 0.5  
  14 71,458 13.1 4,736 0.9  
CBT UST BOND U.S. 6 27,091 1.8 2,847 0.2 1,492,384
NON U.S. 10 2,218 0.1 37,709 2.5  
  16 29,309 2.0 40,556 2.7  
CBT ULTRA UST BOND U.S.   10,561 0.7 2,926 0.2 1,603,112
NON U.S.   1,564 0.1 16,256 1.0  
  7 12,125 0.8 19,182 1.2  
NYME NY HARBOR ULSD U.S.   12,599 4.0 1,407 0.5 312,072
NON U.S.   17,154 5.5 1,957 0.6  
  13 29,753 9.5 3,364 1.1  
IFED NAT GAS ICE LD1 U.S. 5 43,977 0.7 1,891,052 28.0 6,748,329
NON U.S. 10 92,354 1.4 1,002,768 14.9  
  15 136,331 2.0 2,893,820 42.9  
IFED NAT GAS ICE PEN U.S.   137,682 21.9 86,110 13.7 628,286
NON U.S.   72,598 11.6 10,631 1.7  
  9 210,280 33.5 96,741 15.4  
IFED NWP ROCKIES FIN BASIS U.S. 4 6,936 1.7 32,006 7.9 405,176
NON U.S. 5 43,987 10.9 0 0.0  
  9 50,923 12.6 32,006 7.9  
IFED AECO FIN BASIS U.S.   0 0.0 18,719 2.1 888,713
NON U.S.   13,889 1.6 514,023 57.8  
  7 13,889 1.6 532,742 59.9  
IFED CHICAGO FIN BASIS U.S.   13,975 4.3 3,185 1.0 321,404
NON U.S.   5,034 1.6 1,526 0.5  
  6 19,009 5.9 4,711 1.5  
IFED HSC FIN BASIS U.S. 4 75,939 9.8 14,212 1.8 777,873
NON U.S. 5 25,232 3.2 33,376 4.3  
  9 101,171 13.0 47,588 6.1  
IFED WAHA FIN BASIS U.S. 4 6,053 1.7 92,613 25.6 362,265
NON U.S. 5 1,357 0.4 33,990 9.4  
  9 7,410 2.0 126,603 34.9  
IFED CIG ROCKIES BASIS U.S.   307 0.1 163,884 46.0 355,948
NON U.S.   0 0.0 11,004 3.1  
  5 307 0.1 174,888 49.1  
IFED TCO Basis U.S.   0 0.0 75,402 40.8 184,613
NON U.S.   236 0.1 23,351 12.6  
  7 236 0.1 98,753 53.5  
IFED CG Mainline Basis U.S.   0 0.0 37,332 15.4 241,814
NON U.S.   0 0.0 25,205 10.4  
  5 0 0.0 62,537 25.9  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 12,222 1.5 295,098 36.6 805,449
NON U.S. 5 16,422 2.0 225,485 28.0  
  9 28,644 3.6 520,583 64.6  
IFED HENRY HUB BASIS U.S.   946 1.2 17,540 21.4 82,126
NON U.S.   0 0.0 4,850 5.9  
  6 946 1.2 22,390 27.3  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   120,833 23.4 0 0.0 517,025
NON U.S.   15,485 3.0 0 0.0  
  5 136,318 26.4 0 0.0  
IFED MICHCON BASIS U.S.   0 0.0 26,067 10.7 242,701
NON U.S.   2,513 1.0 8,506 3.5  
  5 2,513 1.0 34,573 14.2  
IFED NGPL TXOK BASIS U.S.   2,570 0.9 44,842 15.9 282,032
NON U.S.   428 0.2 8,212 2.9  
  7 2,998 1.1 53,054 18.8  
IFED PANHANDLE BASIS U.S.   2,195 2.0 15,178 13.8 110,088
NON U.S.   730 0.7 6,275 5.7  
  5 2,925 2.7 21,453 19.5  
IFED TRANSCO STATION 85-ZONE 4 BASI U.S.   5,240 2.7 5,287 2.7 192,560
NON U.S.   10,291 5.3 0 0.0  
  5 15,531 8.1 5,287 2.7  
IFED TETCO M2 Basis (Receipts) U.S.   12,548 3.5 190,875 53.6 356,094
NON U.S.   0 0.0 41,363 11.6  
  6 12,548 3.5 232,238 65.2  
NYME NAT GAS NYME U.S. 4 63,919 4.2 40,264 2.6 1,533,317
NON U.S. 12 80,137 5.2 29,502 1.9  
  16 144,056 9.4 69,766 4.6  
NYME HENRY HUB LAST DAY FIN U.S. 4 5,994 1.6 50,389 13.2 380,500
NON U.S. 6 5,149 1.4 34,954 9.2  
  10 11,143 2.9 85,343 22.4  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 26,874 13.1 38,706 18.8 205,783
NON U.S. 6 54,293 26.4 2,908 1.4  
  10 81,167 39.4 41,614 20.2  
CBT SOYBEAN MEAL U.S.   13,752 3.0 721 0.2 463,741
NON U.S.   36,034 7.8 889 0.2  
  11 49,786 10.7 1,610 0.3  
ICUS COTTON NO. 2 U.S.   8,138 3.0 643 0.2 271,301
NON U.S.   24,866 9.2 15,558 5.7  
  16 33,004 12.2 16,201 6.0  
NYME HENRY HUB U.S. 4 10,451 2.8 111,873 29.5 378,896
NON U.S. 5 18,927 5.0 74,346 19.6  
  9 29,378 7.8 186,219 49.1  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 22,729 16.1 25,668 18.2 140,743
NON U.S. 5 28,419 20.2 9,297 6.6  
  9 51,148 36.3 34,965 24.8  
CBT UST 2Y NOTE U.S. 8 28,251 0.8 18,990 0.5 3,607,622
NON U.S. 31 56,187 1.6 50,559 1.4  
  39 84,438 2.3 69,549 1.9  
CBT UST 10Y NOTE U.S. 5 74,921 1.8 18,718 0.4 4,277,776
NON U.S. 26 38,208 0.9 95,416 2.2  
  31 113,129 2.6 114,134 2.7  
CBT ULTRA UST 10Y U.S.   65,434 3.1 8,525 0.4 2,086,852
NON U.S.   3,039 0.1 15,809 0.8  
  10 68,473 3.3 24,334 1.2  
CBT UST 5Y NOTE U.S. 8 64,903 1.1 65,208 1.1 5,815,202
NON U.S. 18 105,472 1.8 84,954 1.5  
  26 170,375 2.9 150,162 2.6  
CBT FED FUNDS U.S. 5 201,727 12.4 168,068 10.3 1,625,095
NON U.S. 22 223,741 13.8 142,987 8.8  
  27 425,468 26.2 311,055 19.1  
CME EURO SHORT TERM RATE U.S.   2,553 6.4 3,743 9.4 39,986
NON U.S.   3,686 9.2 4,097 10.2  
  11 6,239 15.6 7,840 19.6  
CME LEAN HOGS U.S.   12,225 4.8 0 0.0 256,984
NON U.S.   20,023 7.8 5,212 2.0  
  11 32,248 12.5 5,212 2.0  
CME LIVE CATTLE U.S.   12,013 3.8 1,485 0.5 317,436
NON U.S.   16,591 5.2 471 0.1  
  10 28,604 9.0 1,956 0.6  
CME FEEDER CATTLE U.S.   1,094 1.9 0 0.0 58,417
NON U.S.   1,050 1.8 644 1.1  
  7 2,144 3.7 644 1.1  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   647 1.9 752 2.2 34,778
NON U.S.   4,032 11.6 734 2.1  
  6 4,679 13.5 1,486 4.3  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   0 0.0 2,015 7.6 26,385
NON U.S.   247 0.9 1,062 4.0  
  6 247 0.9 3,077 11.7  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,173 11.4 45,508
NON U.S.   0 0.0 1,626 3.6  
  5 0 0.0 6,799 14.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,399 1.2 1,372 1.2 111,989
NON U.S.   5,653 5.0 1,515 1.4  
  7 7,052 6.3 2,887 2.6  
NYME PROPANE NON-LDH MT BEL U.S.   9 0.0 1,892 4.7 40,507
NON U.S.   99 0.2 1,086 2.7  
  8 108 0.3 2,978 7.4  
NYME PROPANE U.S.   2,608 1.8 7,653 5.2 148,146
NON U.S.   1,571 1.1 3,760 2.5  
  9 4,179 2.8 11,413 7.7  
NYME MT BELVIEU ETHANE OPIS U.S.   196 0.4 2,740 6.2 44,455
NON U.S.   1,199 2.7 2,052 4.6  
  6 1,395 3.1 4,792 10.8  
NYME MT BELV NORM BUTANE OPIS U.S.   0 0.0 1,925 3.5 54,376
NON U.S.   681 1.3 1,337 2.5  
  6 681 1.3 3,262 6.0  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,538 9.3 27,206
NON U.S.   0 0.0 1,566 5.8  
  5 0 0.0 4,104 15.1  
NYME CONWAY PROPANE (OPIS) U.S.   340 2.3 135 0.9 14,726
NON U.S.   550 3.7 1,368 9.3  
  7 890 6.0 1,503 10.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   11,622 2.0 10,090 1.8 572,853
NON U.S.   1,151 0.2 7,875 1.4  
  5 12,773 2.2 17,965 3.1  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 16,115 32.7 49,268
  6 0 0.0 16,115 32.7  
NYME WTI-PHYSICAL U.S. 4 6,839 0.4 189,358 11.5 1,642,519
NON U.S. 14 35,684 2.2 126,197 7.7  
  18 42,523 2.6 315,555 19.2  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 9,512 7.0 9,574 7.0 136,071
NON U.S. 7 12,306 9.0 7,757 5.7  
  12 21,818 16.0 17,331 12.7  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   120 0.1 32,201 14.2 227,006
NON U.S.   0 0.0 24,913 11.0  
  6 120 0.1 57,114 25.2  
ICUS COCOA U.S.   3,144 1.5 2,468 1.2 207,303
NON U.S.   2,275 1.1 5,822 2.8  
  11 5,419 2.6 8,290 4.0  
NYME PALLADIUM U.S.   2,458 11.5 6 0.0 21,297
NON U.S.   1,494 7.0 654 3.1  
  13 3,952 18.6 660 3.1  
NYME PLATINUM U.S. 4 1,683 1.7 11,626 12.0 96,814
NON U.S. 19 3,900 4.0 7,008 7.2  
  23 5,583 5.8 18,634 19.2  
ICUS SUGAR NO. 11 U.S.   19,055 2.3 27,155 3.2 842,380
NON U.S.   45,702 5.4 47,393 5.6  
  12 64,757 7.7 74,548 8.8  
ICUS COFFEE C U.S.   6,425 3.0 2,711 1.2 217,132
NON U.S.   11,115 5.1 19,408 8.9  
  18 17,540 8.1 22,119 10.2  
CMX SILVER U.S. 4 5,332 3.8 27,001 19.1 141,026
NON U.S. 17 6,934 4.9 33,267 23.6  
  21 12,266 8.7 60,268 42.7  
CMX COPPER- #1 U.S.   14,321 7.2 324 0.2 198,561
NON U.S.   12,607 6.3 1,084 0.5  
  15 26,928 13.6 1,408 0.7  
CMX GOLD U.S. 4 18,582 3.9 55,055 11.7 471,616
NON U.S. 25 29,076 6.2 80,660 17.1  
  29 47,658 10.1 135,715 28.8  
CME CANADIAN DOLLAR U.S.   44,783 24.4 6,300 3.4 183,697
NON U.S.   7,091 3.9 662 0.4  
  7 51,874 28.2 6,962 3.8  
CME MEXICAN PESO U.S.   295 0.1 315 0.1 294,670
NON U.S.   2,582 0.9 17,311 5.9  
  11 2,877 1.0 17,626 6.0  
CME BRITISH POUND U.S.   20,627 9.3 14,918 6.7 221,726
NON U.S.   125 0.1 4,754 2.1  
  7 20,752 9.4 19,672 8.9  
CME JAPANESE YEN U.S.   69,839 22.2 0 0.0 314,586
NON U.S.   1,879 0.6 6,787 2.2  
  10 71,718 22.8 6,787 2.2  
CME EURO FX U.S.   1,636 0.2 154,543 21.9 707,108
NON U.S.   6,454 0.9 5,393 0.8  
  14 8,090 1.1 159,936 22.6  
NYME GASOLINE RBOB U.S.   8,511 2.3 4,467 1.2 368,877
NON U.S.   12,436 3.4 4,817 1.3  
  10 20,947 5.7 9,284 2.5  
CME NZ DOLLAR U.S.   5,344 10.7 2,923 5.8 50,123
NON U.S.   448 0.9 444 0.9  
  6 5,792 11.6 3,367 6.7  
E VIX FUTURES U.S.   2,364 0.6 1,538 0.4 364,498
NON U.S.   32,515 8.9 8,820 2.4  
  9 34,879 9.6 10,358 2.8  
CBT DJIA x $5 U.S. 4 4,818 4.9 59 0.1 99,156
NON U.S. 7 1,680 1.7 43,793 44.2  
  11 6,498 6.6 43,852 44.2  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,273 4.2 0 0.0 53,966
NON U.S.   5,113 9.5 23,441 43.4  
  5 7,386 13.7 23,441 43.4  
CME BITCOIN NON U.S.   730 2.6 2,345 8.5 27,747
  5 730 2.6 2,345 8.5  
CME SOFR-3M U.S. 19 672,759 6.2 971,855 9.0 10,783,746
NON U.S. 90 1,201,261 11.1 505,826 4.7  
  109 1,874,020 17.4 1,477,681 13.7  
CME SOFR-1M U.S. 10 148,896 16.4 77,381 8.5 907,957
NON U.S. 33 188,178 20.7 75,919 8.4  
  43 337,074 37.1 153,300 16.9  
ICUS CANOLA NON U.S.   651 0.2 1,064 0.4 303,516
  5 651 0.2 1,064 0.4  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   3,908 16.6 0 0.0 23,605
NON U.S.   2,535 10.7 11,693 49.5  
  7 6,443 27.3 11,693 49.5  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 1,133 4.0 28,111
NON U.S.   2,035 7.2 13,468 47.9  
  5 2,035 7.2 14,601 51.9  
CME E-MINI S&P 500 U.S. 9 113,686 4.8 107,169 4.5 2,377,697
NON U.S. 23 131,748 5.5 232,234 9.8  
  32 245,434 10.3 339,403 14.3  
CME E-MINI S&P FINANCIAL INDEX U.S.   0 0.0 1,421 3.2 44,785
NON U.S.   0 0.0 27,639 61.7  
  5 0 0.0 29,060 64.9  
CME E-MINI S&P UTILITIES INDEX U.S.   840 2.1 0 0.0 39,324
NON U.S.   2,021 5.1 12,849 32.7  
  7 2,861 7.3 12,849 32.7  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   608 3.4 5,680 31.9 17,782
  5 608 3.4 5,680 31.9  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   26,050 6.5 67,451 16.8 401,549
NON U.S.   54,935 13.7 96,022 23.9  
  12 80,985 20.2 163,473 40.7  
CMX LITHIUM HYDROXIDE U.S.   2,399 11.1 0 0.0 21,529
NON U.S.   3,645 16.9 15 0.1  
  5 6,044 28.1 15 0.1  
CMX ALUMINUM MWP U.S.   8,656 31.2 34 0.1 27,768
NON U.S.   3,221 11.6 0 0.0  
  5 11,877 42.8 34 0.1  
CME NASDAQ MINI U.S. 6 17,513 6.1 2,871 1.0 289,047
NON U.S. 9 26,015 9.0 48,867 16.9  
  15 43,528 15.1 51,738 17.9  
CME AUSTRALIAN DOLLAR U.S.   32,555 13.9 100 0.0 234,196
NON U.S.   14,380 6.1 1,168 0.5  
  6 46,935 20.0 1,268 0.5  
CME RUSSELL E-MINI U.S. 8 39,959 7.7 4,856 0.9 517,143
NON U.S. 15 22,688 4.4 32,395 6.3  
  23 62,647 12.1 37,251 7.2  
ICUS MSCI EAFE U.S. 5 17,852 4.1 13,829 3.2 431,565
NON U.S. 5 376 0.1 77,821 18.0  
  10 18,228 4.2 91,650 21.2  
ICUS MSCI EM INDEX U.S. 6 24,275 2.5 8,900 0.9 987,810
NON U.S. 11 43,260 4.4 82,892 8.4  
  17 67,535 6.8 91,792 9.3