November Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 11/1/2022
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   16,598 5.0 5,306 1.6 333,061
NON U.S.   32,422 9.7 17,902 5.4  
  17 49,020 14.7 23,208 7.0  
CBT WHEAT-HRW U.S.   6,153 3.8 1,290 0.8 160,095
NON U.S.   13,537 8.5 3,024 1.9  
  11 19,690 12.3 4,314 2.7  
CBT CORN U.S.   69,879 4.7 756 0.1 1,472,517
NON U.S.   71,141 4.8 6,487 0.4  
  15 141,020 9.6 7,243 0.5  
CBT SOYBEANS U.S.   18,430 3.2 8,384 1.4 584,073
NON U.S.   32,717 5.6 10,551 1.8  
  13 51,147 8.8 18,935 3.2  
IFED CALIF CARBON 22 NON U.S.   876 0.7 36,145 30.6 118,190
  6 876 0.7 36,145 30.6  
IFED CALIF CARBON 23 NON U.S.   3,528 3.7 33,753 35.6 94,928
  5 3,528 3.7 33,753 35.6  
CBT SOYBEAN OIL U.S.   16,407 3.8 3,307 0.8 430,748
NON U.S.   25,364 5.9 3,688 0.9  
  10 41,771 9.7 6,995 1.6  
CBT UST BOND U.S. 4 1,397 0.1 15,645 1.3 1,193,687
NON U.S. 10 3,483 0.3 20,183 1.7  
  14 4,880 0.4 35,828 3.0  
CBT ULTRA UST BOND U.S.   5,078 0.3 120 0.0 1,450,942
NON U.S.   2,293 0.2 18,179 1.3  
  7 7,371 0.5 18,299 1.3  
NYME NY HARBOR ULSD U.S.   14,555 5.4 1,756 0.7 268,025
NON U.S.   12,622 4.7 446 0.2  
  10 27,177 10.1 2,202 0.8  
IFED NAT GAS ICE LD1 U.S. 5 11,619 0.2 1,947,027 33.3 5,839,021
NON U.S. 8 90,736 1.6 884,252 15.1  
  13 102,355 1.8 2,831,279 48.5  
IFED NAT GAS ICE PEN U.S.   65,701 15.8 61,512 14.8 415,231
NON U.S.   38,350 9.2 14,263 3.4  
  9 104,051 25.1 75,775 18.2  
IFED NWP ROCKIES FIN BASIS U.S. 4 12,033 3.8 65,519 20.8 314,589
NON U.S. 4 19,031 6.0 4,210 1.3  
  8 31,064 9.9 69,729 22.2  
IFED AECO FIN BASIS U.S.   151 0.0 14,965 1.8 850,740
NON U.S.   30,186 3.5 460,055 54.1  
  7 30,337 3.6 475,020 55.8  
IFED CHICAGO FIN BASIS U.S.   23,168 6.7 1,946 0.6 347,295
NON U.S.   8,695 2.5 9,028 2.6  
  6 31,863 9.2 10,974 3.2  
IFED HSC FIN BASIS U.S. 4 39,959 6.8 30,919 5.3 587,983
NON U.S. 4 4,724 0.8 23,639 4.0  
  8 44,683 7.6 54,558 9.3  
IFED WAHA FIN BASIS U.S. 4 6,327 1.1 132,833 23.9 556,469
NON U.S. 4 4,958 0.9 23,697 4.3  
  8 11,285 2.0 156,530 28.1  
IFED CIG ROCKIES BASIS U.S. 4 2,012 0.6 185,036 52.1 354,960
NON U.S. 4 0 0.0 50,037 14.1  
  8 2,012 0.6 235,073 66.2  
IFED TCO Basis U.S.   0 0.0 77,497 36.4 213,078
NON U.S.   62 0.0 22,279 10.5  
  6 62 0.0 99,776 46.8  
IFED CG Mainline Basis U.S.   174 0.1 66,416 22.5 294,712
NON U.S.   0 0.0 38,312 13.0  
  5 174 0.1 104,728 35.5  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 6,643 0.9 259,796 33.7 769,900
NON U.S. 5 28,699 3.7 129,545 16.8  
  9 35,342 4.6 389,341 50.6  
IFED EP SAN JUAN BASIS U.S.   1,436 0.6 39,531 15.4 256,373
NON U.S.   214 0.1 44,540 17.4  
  7 1,650 0.6 84,071 32.8  
IFED HENRY HUB INDEX U.S.   3,167 1.4 30,606 13.8 221,474
NON U.S.   1,894 0.9 2,444 1.1  
  5 5,061 2.3 33,050 14.9  
IFED MICHCON BASIS U.S.   604 0.2 43,270 16.4 263,721
NON U.S.   3,697 1.4 7,379 2.8  
  6 4,301 1.6 50,649 19.2  
IFED NGPL TXOK BASIS U.S.   7,670 2.5 28,010 9.1 307,269
NON U.S.   0 0.0 4,029 1.3  
  6 7,670 2.5 32,039 10.4  
IFED NWP SUMAS BASIS U.S.   2,705 3.7 0 0.0 73,557
NON U.S.   17,913 24.4 2,013 2.7  
  6 20,618 28.0 2,013 2.7  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 14,336 30.9 46,320
NON U.S.   1,029 2.2 8,107 17.5  
  5 1,029 2.2 22,443 48.5  
IFED TETCO M3 BASIS U.S.   2,538 1.3 11,203 5.6 199,812
NON U.S.   74 0.0 18,236 9.1  
  5 2,612 1.3 29,439 14.7  
NYME NAT GAS NYME U.S. 4 48,916 5.0 24,567 2.5 986,116
NON U.S. 12 55,238 5.6 20,046 2.0  
  16 104,154 10.6 44,613 4.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 2,373 0.7 76,562 21.0 364,705
NON U.S. 6 2,959 0.8 55,430 15.2  
  10 5,332 1.5 131,992 36.2  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 72,798 36.5 12,362 6.2 199,692
NON U.S. 6 40,560 20.3 9,933 5.0  
  10 113,358 56.8 22,295 11.2  
CBT SOYBEAN MEAL U.S.   11,410 2.9 44 0.0 391,398
NON U.S.   26,807 6.8 2,992 0.8  
  12 38,217 9.8 3,036 0.8  
ICUS COTTON NO. 2 U.S.   6,658 2.6 4,373 1.7 255,458
NON U.S.   19,219 7.5 20,785 8.1  
  16 25,877 10.1 25,158 9.8  
NYME HENRY HUB U.S. 4 13,465 3.0 136,384 30.5 447,654
NON U.S. 6 25,706 5.7 94,056 21.0  
  10 39,171 8.8 230,440 51.5  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 33,656 18.3 7,905 4.3 183,485
NON U.S. 7 55,249 30.1 13,188 7.2  
  11 88,905 48.5 21,093 11.5  
ICUS FRZN CONCENTRATED ORANGE JUICE U.S.   296 2.6 0 0.0 11,250
NON U.S.   997 8.9 153 1.4  
  5 1,293 11.5 153 1.4  
CBT UST 2Y NOTE U.S. 6 7,421 0.3 16,392 0.7 2,234,148
NON U.S. 29 28,062 1.3 63,835 2.9  
  35 35,483 1.6 80,227 3.6  
CBT UST 10Y NOTE U.S. 5 21,873 0.6 11,108 0.3 3,952,205
NON U.S. 28 27,782 0.7 68,497 1.7  
  33 49,655 1.3 79,605 2.0  
CBT ULTRA UST 10Y U.S.   3,011 0.2 1,913 0.1 1,392,475
NON U.S.   3,382 0.2 8,711 0.6  
  5 6,393 0.5 10,624 0.8  
CBT UST 5Y NOTE U.S. 5 20,353 0.5 16,602 0.4 4,140,760
NON U.S. 23 29,171 0.7 107,594 2.6  
  28 49,524 1.2 124,196 3.0  
CBT FED FUNDS U.S. 5 189,890 13.9 107,662 7.9 1,364,703
NON U.S. 30 120,024 8.8 118,791 8.7  
  35 309,914 22.7 226,453 16.6  
CME LEAN HOGS U.S.   7,179 3.6 0 0.0 196,798
NON U.S.   12,494 6.3 714 0.4  
  9 19,673 10.0 714 0.4  
CME LIVE CATTLE U.S.   8,456 2.9 91 0.0 293,363
NON U.S.   15,689 5.3 2,841 1.0  
  8 24,145 8.2 2,932 1.0  
CME FEEDER CATTLE U.S.   750 1.6 1 0.0 46,551
NON U.S.   2,947 6.3 1,750 3.8  
  7 3,697 7.9 1,751 3.8  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   134 0.5 2,010 7.0 28,679
NON U.S.   66 0.2 1,249 4.4  
  7 200 0.7 3,259 11.4  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,421 11.6 46,699
NON U.S.   0 0.0 1,419 3.0  
  7 0 0.0 6,840 14.6  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,273 1.5 3,613 4.4 82,784
NON U.S.   5,048 6.1 569 0.7  
  7 6,321 7.6 4,182 5.1  
NYME PROPANE NON-LDH MT BEL U.S.   300 1.0 2,671 9.0 29,825
NON U.S.   54 0.2 2,577 8.6  
  5 354 1.2 5,248 17.6  
NYME PROPANE U.S.   2,661 1.9 4,081 3.0 137,669
NON U.S.   1,345 1.0 4,869 3.5  
  9 4,006 2.9 8,950 6.5  
NYME MT BELVIEU ETHANE OPIS U.S. 4 25 0.1 3,440 9.1 37,944
NON U.S. 5 0 0.0 4,177 11.0  
  9 25 0.1 7,617 20.1  
NYME MT BELV NORM BUTANE OPIS U.S.   118 0.2 3,362 6.2 53,813
NON U.S.   1,159 2.2 853 1.6  
  8 1,277 2.4 4,215 7.8  
NYME MT BELV NAT GASOLINE OPIS U.S.   48 0.1 2,865 8.4 34,156
NON U.S.   2,414 7.1 1,465 4.3  
  7 2,462 7.2 4,330 12.7  
NYME CONWAY PROPANE (OPIS) U.S.   650 2.4 0 0.0 26,642
NON U.S.   92 0.3 1,945 7.3  
  6 742 2.8 1,945 7.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   6,142 1.5 25,611 6.2 413,554
NON U.S.   4,636 1.1 3,425 0.8  
  6 10,778 2.6 29,036 7.0  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   1,244 4.9 3,855 15.2 25,305
  6 1,244 4.9 3,855 15.2  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   225 2.2 1,867 18.5 10,118
  5 225 2.2 1,867 18.5  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   0 0.0 36,814 46.0 80,023
NON U.S.   0 0.0 5,235 6.5  
  5 0 0.0 42,049 52.5  
NYME WTI-PHYSICAL U.S. 4 23,151 1.6 193,803 13.3 1,459,052
NON U.S. 14 43,241 3.0 105,029 7.2  
  18 66,392 4.6 298,832 20.5  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 3,888 2.7 31,845 21.9 145,267
NON U.S. 5 3,536 2.4 15,856 10.9  
  9 7,424 5.1 47,701 32.8  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   246 0.2 25,956 17.6 147,422
NON U.S.   0 0.0 5,606 3.8  
  6 246 0.2 31,562 21.4  
ICUS COCOA U.S.   3,612 1.1 10,339 3.3 315,275
NON U.S.   7,601 2.4 7,320 2.3  
  9 11,213 3.6 17,659 5.6  
NYME PALLADIUM U.S. 4 756 9.0 270 3.2 8,372
NON U.S. 9 538 6.4 573 6.8  
  13 1,294 15.5 843 10.1  
NYME PLATINUM U.S. 4 561 1.0 16,042 28.4 56,534
NON U.S. 17 3,052 5.4 6,043 10.7  
  21 3,613 6.4 22,085 39.1  
ICUS SUGAR NO. 11 U.S.   20,852 2.8 13,094 1.8 737,846
NON U.S.   36,829 5.0 43,627 5.9  
  13 57,681 7.8 56,721 7.7  
ICUS COFFEE C U.S.   4,918 2.3 1,358 0.6 217,400
NON U.S.   10,979 5.1 19,404 8.9  
  20 15,897 7.3 20,762 9.6  
CMX SILVER U.S. 5 4,298 3.1 25,928 18.7 138,875
NON U.S. 16 8,238 5.9 22,096 15.9  
  21 12,536 9.0 48,024 34.6  
CMX COPPER- #1 U.S.   10,924 6.1 1,299 0.7 179,801
NON U.S.   17,452 9.7 9,322 5.2  
  13 28,376 15.8 10,621 5.9  
CMX GOLD U.S. 5 13,119 2.8 51,219 11.0 467,276
NON U.S. 24 42,998 9.2 69,624 14.9  
  29 56,117 12.0 120,843 25.9  
CME CANADIAN DOLLAR U.S.   0 0.0 6,655 4.5 147,170
NON U.S.   675 0.5 5,611 3.8  
  7 675 0.5 12,266 8.3  
CME MEXICAN PESO NON U.S.   719 0.3 109,243 38.6 282,864
  7 719 0.3 109,243 38.6  
CME BRITISH POUND U.S.   51,976 21.3 2,401 1.0 243,549
NON U.S.   18,748 7.7 4,737 1.9  
  8 70,724 29.0 7,138 2.9  
CME JAPANESE YEN U.S.   53,125 20.5 0 0.0 258,906
NON U.S.   2,011 0.8 3,236 1.2  
  5 55,136 21.3 3,236 1.2  
CME EURO FX U.S.   0 0.0 113,644 16.9 671,729
NON U.S.   10,277 1.5 33,388 5.0  
  15 10,277 1.5 147,032 21.9  
CME BRAZILIAN REAL NON U.S.   1,001 1.7 5,543 9.5 58,289
  6 1,001 1.7 5,543 9.5  
NYME GASOLINE RBOB U.S.   10,447 4.5 742 0.3 234,108
NON U.S.   11,922 5.1 4,699 2.0  
  13 22,369 9.6 5,441 2.3  
E VIX FUTURES U.S.   101 0.0 2,015 0.6 326,527
NON U.S.   21,131 6.5 5,678 1.7  
  8 21,232 6.5 7,693 2.4  
CBT DJIA x $5 U.S.   2,804 3.7 1,264 1.7 75,815
NON U.S.   6,612 8.7 2,879 3.8  
  9 9,416 12.4 4,143 5.5  
CME EURODOLLARS-3M U.S. 4 1,001,538 12.6 741,575 9.4 7,921,865
NON U.S. 22 509,334 6.4 550,129 6.9  
  26 1,510,872 19.1 1,291,704 16.3  
CME SOFR-3M U.S. 16 1,674,949 22.6 396,261 5.4 7,403,932
NON U.S. 69 1,046,013 14.1 687,352 9.3  
  85 2,720,962 36.8 1,083,613 14.6  
CME SOFR-1M U.S. 9 68,388 12.4 65,462 11.8 553,111
NON U.S. 30 53,043 9.6 60,967 11.0  
  39 121,431 22.0 126,429 22.9  
CME E-MINI S&P 500 U.S. 6 51,122 2.2 73,650 3.2 2,336,711
NON U.S. 26 120,600 5.2 66,214 2.8  
  32 171,722 7.3 139,864 6.0  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 22,060 38.2 57,797
NON U.S.   3,698 6.4 9,101 15.7  
  7 3,698 6.4 31,161 53.9  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   31,027 11.2 10,294 3.7 275,962
NON U.S.   42,283 15.3 50,728 18.4  
  7 73,310 26.6 61,022 22.1  
CMX ALUMINUM MWP U.S.   7,275 23.1 0 0.0 31,470
NON U.S.   3,487 11.1 0 0.0  
  5 10,762 34.2 0 0.0  
CME NASDAQ MINI U.S. 5 16,578 5.9 2,906 1.0 282,466
NON U.S. 11 31,674 11.2 3,294 1.2  
  16 48,252 17.1 6,200 2.2  
CME AUSTRALIAN DOLLAR U.S.   2,775 1.7 1,960 1.2 165,411
NON U.S.   18,599 11.2 0 0.0  
  5 21,374 12.9 1,960 1.2  
CME RUSSELL E-MINI U.S. 6 22,895 4.6 7,249 1.5 499,310
NON U.S. 13 37,738 7.6 16,939 3.4  
  19 60,633 12.1 24,188 4.8  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   0 0.0 208 0.4 50,530
NON U.S.   1,903 3.8 0 0.0  
  6 1,903 3.8 208 0.4  
ICUS MSCI EAFE U.S. 4 1,970 0.5 8,710 2.3 378,914
NON U.S. 7 1,858 0.5 37,821 10.0  
  11 3,828 1.0 46,531 12.3  
ICUS MSCI EM INDEX U.S. 4 3,270 0.3 13,159 1.2 1,133,700
NON U.S. 13 19,108 1.7 51,875 4.6  
  17 22,378 2.0 65,034 5.7  
CME E-MINI S&P 400 STOCK INDEX U.S.   346 0.7 0 0.0 47,075
NON U.S.   2,231 4.7 482 1.0  
  5 2,577 5.5 482 1.0  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 5 319 0.1 42,201 15.6 270,063
NON U.S. 10 10,535 3.9 38,045 14.1  
  15 10,854 4.0 80,246 29.7  
CME S&P 500 QUARTERLY DIVIDEND IND U.S.   350 2.8 1,256 10.1 12,378
NON U.S.   1,794 14.5 4,221 34.1  
  6 2,144 17.3 5,477 44.2