May Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 5/7/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   18,410 5.0 1,115 0.3 369,477
NON U.S.   35,326 9.6 7,044 1.9  
  14 53,736 14.5 8,159 2.2  
CBT WHEAT-HRW U.S.   11,334 4.9 110 0.0 229,435
NON U.S.   25,829 11.3 1,139 0.5  
  10 37,163 16.2 1,249 0.5  
CBT CORN U.S.   62,256 4.3 410 0.0 1,456,699
NON U.S.   89,310 6.1 12,811 0.9  
  16 151,566 10.4 13,221 0.9  
CBT SOYBEANS U.S.   33,160 4.5 1,467 0.2 743,039
NON U.S.   53,153 7.2 9,618 1.3  
  17 86,313 11.6 11,085 1.5  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   6,944 3.3 59,460 28.2 210,513
  8 6,944 3.3 59,460 28.2  
IFED CALIF CARBON ALLOWANCE V2025 NON U.S.   0 0.0 12,177 37.3 32,653
  5 0 0.0 12,177 37.3  
CBT SOYBEAN OIL U.S.   25,696 4.7 1,782 0.3 550,319
NON U.S.   53,808 9.8 5,136 0.9  
  14 79,504 14.4 6,918 1.3  
CBT UST BOND U.S. 6 31,872 2.0 2,884 0.2 1,604,531
NON U.S. 10 2,061 0.1 41,325 2.6  
  16 33,933 2.1 44,209 2.8  
CBT ULTRA UST BOND U.S.   7,135 0.4 2,625 0.2 1,643,488
NON U.S.   706 0.0 6,713 0.4  
  6 7,841 0.5 9,338 0.6  
NYME NY HARBOR ULSD U.S.   17,254 4.5 1,580 0.4 380,627
NON U.S.   19,613 5.2 3,272 0.9  
  12 36,867 9.7 4,852 1.3  
IFED NAT GAS ICE LD1 U.S. 6 33,020 0.5 1,912,262 27.9 6,849,026
NON U.S. 9 75,176 1.1 1,114,126 16.3  
  15 108,196 1.6 3,026,388 44.2  
IFED NAT GAS ICE PEN U.S.   105,588 16.3 155,896 24.1 646,931
NON U.S.   76,456 11.8 7,740 1.2  
  9 182,044 28.1 163,636 25.3  
IFED NWP ROCKIES FIN BASIS U.S. 4 9,259 2.3 39,667 9.7 407,430
NON U.S. 5 39,588 9.7 131 0.0  
  9 48,847 12.0 39,798 9.8  
IFED AECO FIN BASIS U.S.   0 0.0 17,239 1.8 936,239
NON U.S.   12,137 1.3 592,211 63.3  
  7 12,137 1.3 609,450 65.1  
IFED CHICAGO FIN BASIS U.S.   14,733 4.2 2,667 0.8 351,506
NON U.S.   7,038 2.0 955 0.3  
  7 21,771 6.2 3,622 1.0  
IFED HSC FIN BASIS U.S. 4 68,712 8.5 9,982 1.2 804,147
NON U.S. 5 37,446 4.7 37,519 4.7  
  9 106,158 13.2 47,501 5.9  
IFED WAHA FIN BASIS U.S. 4 6,253 1.5 98,074 24.3 403,649
NON U.S. 4 1,683 0.4 27,573 6.8  
  8 7,936 2.0 125,647 31.1  
IFED CIG ROCKIES BASIS U.S.   338 0.1 177,017 47.8 370,306
NON U.S.   0 0.0 9,293 2.5  
  5 338 0.1 186,310 50.3  
IFED TCO Basis U.S. 4 0 0.0 76,135 39.5 192,506
NON U.S. 4 266 0.1 24,307 12.6  
  8 266 0.1 100,442 52.2  
IFED CG Mainline Basis U.S.   0 0.0 33,471 13.6 246,812
NON U.S.   0 0.0 19,501 7.9  
  5 0 0.0 52,972 21.5  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 21,774 2.7 280,674 34.3 819,221
NON U.S. 5 14,081 1.7 207,013 25.3  
  9 35,855 4.4 487,687 59.5  
IFED EP SAN JUAN BASIS U.S.   4,974 2.4 20,808 10.2 203,193
NON U.S.   0 0.0 3,316 1.6  
  5 4,974 2.4 24,124 11.9  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   104,027 20.4 0 0.0 510,726
NON U.S.   24,146 4.7 0 0.0  
  5 128,173 25.1 0 0.0  
IFED MICHCON BASIS U.S.   0 0.0 21,650 8.3 260,554
NON U.S.   2,580 1.0 7,896 3.0  
  5 2,580 1.0 29,546 11.3  
IFED NGPL TXOK BASIS U.S.   4,870 1.8 34,776 13.0 267,016
NON U.S.   428 0.2 9,586 3.6  
  7 5,298 2.0 44,362 16.6  
IFED PANHANDLE BASIS U.S.   582 0.5 17,870 13.9 128,344
NON U.S.   730 0.6 7,213 5.6  
  5 1,312 1.0 25,083 19.5  
IFED TETCO M2 Basis (Receipts) U.S. 4 9,225 2.4 204,269 53.5 382,081
NON U.S. 4 0 0.0 56,288 14.7  
  8 9,225 2.4 260,557 68.2  
IFED REX ZONE 3 BASIS U.S.   0 0.0 39,269 15.9 246,617
NON U.S.   0 0.0 8,696 3.5  
  5 0 0.0 47,965 19.4  
NYME NAT GAS NYME U.S. 4 65,565 4.2 39,004 2.5 1,560,152
NON U.S. 12 85,918 5.5 37,112 2.4  
  16 151,483 9.7 76,116 4.9  
NYME HENRY HUB LAST DAY FIN U.S. 4 10,469 2.9 46,107 13.0 355,029
NON U.S. 5 3,927 1.1 31,233 8.8  
  9 14,396 4.1 77,340 21.8  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 26,202 11.9 42,495 19.3 220,751
NON U.S. 6 56,897 25.8 2,740 1.2  
  10 83,099 37.6 45,235 20.5  
CBT SOYBEAN MEAL U.S.   14,914 3.3 96 0.0 455,403
NON U.S.   40,619 8.9 2,187 0.5  
  11 55,533 12.2 2,283 0.5  
ICUS COTTON NO. 2 U.S.   10,336 4.9 405 0.2 211,893
NON U.S.   24,272 11.5 12,072 5.7  
  14 34,608 16.3 12,477 5.9  
NYME HENRY HUB U.S. 4 10,993 3.1 104,037 28.9 359,731
NON U.S. 5 17,980 5.0 70,751 19.7  
  9 28,973 8.1 174,788 48.6  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 24,500 15.3 24,462 15.3 160,056
NON U.S. 6 29,220 18.3 10,323 6.4  
  10 53,720 33.6 34,785 21.7  
CBT UST 2Y NOTE U.S. 8 13,708 0.3 32,032 0.8 4,077,234
NON U.S. 34 70,766 1.7 28,864 0.7  
  42 84,474 2.1 60,896 1.5  
CBT UST 10Y NOTE U.S. 6 61,924 1.4 24,796 0.6 4,412,228
NON U.S. 28 35,894 0.8 100,974 2.3  
  34 97,818 2.2 125,770 2.9  
CBT ULTRA UST 10Y U.S.   47,171 2.2 4,600 0.2 2,143,284
NON U.S.   9,330 0.4 16,221 0.8  
  13 56,501 2.6 20,821 1.0  
CBT UST 5Y NOTE U.S. 9 62,038 1.0 60,251 1.0 6,059,408
NON U.S. 23 65,228 1.1 124,487 2.1  
  32 127,266 2.1 184,738 3.0  
CBT FED FUNDS U.S. 7 133,695 8.8 181,533 11.9 1,519,831
NON U.S. 26 174,941 11.5 178,103 11.7  
  33 308,636 20.3 359,636 23.7  
CME EURO SHORT TERM RATE U.S. 4 3,872 9.1 9,208 21.7 42,511
NON U.S. 11 6,124 14.4 6,896 16.2  
  15 9,996 23.5 16,104 37.9  
CME LEAN HOGS U.S.   15,812 5.4 0 0.0 291,977
NON U.S.   25,538 8.7 8,063 2.8  
  11 41,350 14.2 8,063 2.8  
CME LIVE CATTLE U.S.   12,493 4.6 2,984 1.1 272,777
NON U.S.   17,505 6.4 377 0.1  
  9 29,998 11.0 3,361 1.2  
CME FEEDER CATTLE U.S.   1,139 2.4 0 0.0 47,917
NON U.S.   871 1.8 404 0.8  
  7 2,010 4.2 404 0.8  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   659 1.7 910 2.3 39,514
NON U.S.   3,736 9.5 892 2.3  
  6 4,395 11.1 1,802 4.6  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   0 0.0 2,157 6.0 35,912
NON U.S.   590 1.6 1,940 5.4  
  7 590 1.6 4,097 11.4  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,635 8.6 53,831
NON U.S.   69 0.1 2,148 4.0  
  8 69 0.1 6,783 12.6  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,222 0.9 1,553 1.2 129,160
NON U.S.   4,404 3.4 1,425 1.1  
  7 5,626 4.4 2,978 2.3  
NYME PROPANE NON-LDH MT BEL U.S.   3 0.0 1,884 4.8 38,890
NON U.S.   262 0.7 1,313 3.4  
  8 265 0.7 3,197 8.2  
NYME PROPANE U.S.   2,796 1.9 8,715 5.8 149,058
NON U.S.   1,091 0.7 3,601 2.4  
  9 3,887 2.6 12,316 8.3  
NYME MT BELVIEU ETHANE OPIS U.S.   271 0.5 2,863 5.8 49,648
NON U.S.   1,379 2.8 1,973 4.0  
  6 1,650 3.3 4,836 9.7  
NYME MT BELV NORM BUTANE OPIS U.S.   46 0.1 2,246 4.2 53,156
NON U.S.   1,318 2.5 1,401 2.6  
  7 1,364 2.6 3,647 6.9  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,259 7.9 28,472
NON U.S.   20 0.1 1,537 5.4  
  6 20 0.1 3,796 13.3  
NYME CONWAY PROPANE (OPIS) U.S.   480 2.7 0 0.0 17,927
NON U.S.   462 2.6 2,140 11.9  
  5 942 5.3 2,140 11.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   10,579 1.8 14,786 2.6 575,862
NON U.S.   916 0.2 9,736 1.7  
  6 11,495 2.0 24,522 4.3  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 14,903 31.9 46,670
  6 0 0.0 14,903 31.9  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 9,459 51.9 18,233
  5 0 0.0 9,459 51.9  
NYME WTI-PHYSICAL U.S. 5 7,847 0.4 202,786 11.0 1,836,765
NON U.S. 15 39,076 2.1 139,895 7.6  
  20 46,923 2.6 342,681 18.7  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 8,846 5.9 17,944 11.9 150,745
NON U.S. 7 17,128 11.4 6,803 4.5  
  12 25,974 17.2 24,747 16.4  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   71 0.0 5,629 1.6 342,047
NON U.S.   165 0.0 225 0.1  
  5 236 0.1 5,854 1.7  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   445 0.1 38,294 12.7 301,182
NON U.S.   0 0.0 30,249 10.0  
  7 445 0.1 68,543 22.8  
ICUS COCOA U.S.   2,734 1.9 1,149 0.8 147,634
NON U.S.   1,409 1.0 2,389 1.6  
  9 4,143 2.8 3,538 2.4  
NYME PALLADIUM U.S. 4 3,723 14.5 581 2.3 25,749
NON U.S. 14 1,579 6.1 947 3.7  
  18 5,302 20.6 1,528 5.9  
NYME PLATINUM U.S. 5 3,608 4.5 14,443 17.9 80,677
NON U.S. 18 2,590 3.2 9,406 11.7  
  23 6,198 7.7 23,849 29.6  
ICUS SUGAR NO. 11 U.S.   22,755 2.8 14,576 1.8 825,438
NON U.S.   48,105 5.8 34,868 4.2  
  11 70,860 8.6 49,444 6.0  
ICUS COFFEE C U.S.   5,086 2.2 3,947 1.7 227,220
NON U.S.   12,852 5.7 36,011 15.8  
  24 17,938 7.9 39,958 17.6  
CMX SILVER U.S. 5 6,289 3.9 34,495 21.3 161,868
NON U.S. 20 6,870 4.2 40,388 25.0  
  25 13,159 8.1 74,883 46.3  
CMX COPPER- #1 U.S. 4 22,808 7.6 6,939 2.3 300,392
NON U.S. 14 13,806 4.6 3,491 1.2  
  18 36,614 12.2 10,430 3.5  
CMX GOLD U.S. 5 36,365 6.9 115,121 21.7 529,835
NON U.S. 23 33,409 6.3 98,089 18.5  
  28 69,774 13.2 213,210 40.2  
CME CANADIAN DOLLAR U.S.   63,701 29.4 0 0.0 216,708
NON U.S.   938 0.4 2,661 1.2  
  7 64,639 29.8 2,661 1.2  
CME SWISS FRANC U.S.   5,035 5.3 464 0.5 94,645
NON U.S.   1,555 1.6 497 0.5  
  6 6,590 7.0 961 1.0  
CME MEXICAN PESO U.S.   0 0.0 13,116 5.3 246,848
NON U.S.   1,867 0.8 12,863 5.2  
  10 1,867 0.8 25,979 10.5  
CME BRITISH POUND U.S. 4 56,874 25.4 4,000 1.8 223,730
NON U.S. 5 1,801 0.8 1,487 0.7  
  9 58,675 26.2 5,487 2.5  
CME JAPANESE YEN U.S. 4 78,641 26.2 9,568 3.2 299,859
NON U.S. 7 7,429 2.5 5,754 1.9  
  11 86,070 28.7 15,322 5.1  
CME EURO FX U.S. 4 19,504 3.0 121,645 18.6 654,804
NON U.S. 9 5,027 0.8 1,717 0.3  
  13 24,531 3.7 123,362 18.8  
NYME GASOLINE RBOB U.S.   10,560 2.6 2,135 0.5 407,123
NON U.S.   13,469 3.3 2,133 0.5  
  10 24,029 5.9 4,268 1.0  
CME NZ DOLLAR U.S. 4 8,781 15.7 1,969 3.5 55,822
NON U.S. 4 1,115 2.0 4,392 7.9  
  8 9,896 17.7 6,361 11.4  
E VIX FUTURES U.S.   2,461 0.6 2,710 0.7 403,483
NON U.S.   25,106 6.2 17,531 4.3  
  10 27,567 6.8 20,241 5.0  
CBT DJIA x $5 U.S. 4 1,681 1.8 11 0.0 92,752
NON U.S. 8 1,762 1.9 47,533 51.2  
  12 3,443 3.7 47,544 51.3  
CME BITCOIN NON U.S.   688 2.6 1,460 5.6 26,155
  5 688 2.6 1,460 5.6  
CME SOFR-3M U.S. 19 910,315 8.8 871,050 8.4 10,337,769
NON U.S. 91 942,343 9.1 683,805 6.6  
  110 1,852,658 17.9 1,554,855 15.0  
CME SOFR-1M U.S. 10 108,054 15.2 54,723 7.7 710,741
NON U.S. 30 166,866 23.5 68,516 9.6  
  40 274,920 38.7 123,239 17.3  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   278 1.0 0 0.0 27,425
NON U.S.   5,035 18.4 4,813 17.5  
  5 5,313 19.4 4,813 17.5  
CME E-MINI S&P 500 U.S. 9 59,956 3.0 110,970 5.5 2,030,975
NON U.S. 20 66,950 3.3 244,548 12.0  
  29 126,906 6.2 355,518 17.5  
CME E-MINI S&P HEALTH CARE INDEX U.S.   210 1.7 0 0.0 12,135
NON U.S.   0 0.0 7,388 60.9  
  5 210 1.7 7,388 60.9  
CME E-MINI S&P UTILITIES INDEX U.S.   254 1.0 0 0.0 26,522
NON U.S.   7,681 29.0 1,112 4.2  
  5 7,935 29.9 1,112 4.2  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   392 2.7 8,971 62.1 14,447
  5 392 2.7 8,971 62.1  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   35,816 7.9 39,417 8.7 451,198
NON U.S.   64,619 14.3 87,721 19.4  
  11 100,435 22.3 127,138 28.2  
CME ETHER CASH SETTLED NON U.S.   84 1.9 393 8.9 4,411
  5 84 1.9 393 8.9  
CMX LITHIUM HYDROXIDE U.S.   1,907 9.3 0 0.0 20,568
NON U.S.   3,800 18.5 0 0.0  
  5 5,707 27.7 0 0.0  
CMX ALUMINUM MWP U.S.   7,654 33.7 795 3.5 22,730
NON U.S.   2,672 11.8 227 1.0  
  7 10,326 45.4 1,022 4.5  
CMX ALUMINIUM EURO PREM DUTY-PAID U.S.   1,104 5.6 822 4.2 19,591
NON U.S.   3,091 15.8 0 0.0  
  5 4,195 21.4 822 4.2  
CME NASDAQ MINI U.S. 6 13,074 5.6 4,674 2.0 235,162
NON U.S. 12 8,783 3.7 25,283 10.8  
  18 21,857 9.3 29,957 12.7  
CME AUSTRALIAN DOLLAR U.S. 4 85,685 40.9 0 0.0 209,670
NON U.S. 4 11,610 5.5 2,139 1.0  
  8 97,295 46.4 2,139 1.0  
CME RUSSELL E-MINI U.S. 8 26,774 5.8 2,163 0.5 465,495
NON U.S. 14 41,391 8.9 13,298 2.9  
  22 68,165 14.6