November Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 11/5/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S. 4 31,570 7.1 9,014 2.0 443,288
NON U.S. 12 37,954 8.6 8,288 1.9  
  16 69,524 15.7 17,302 3.9  
CBT WHEAT-HRW U.S. 4 24,546 9.0 397 0.1 271,347
NON U.S. 7 28,863 10.6 3,252 1.2  
  11 53,409 19.7 3,649 1.3  
CBT CORN U.S. 4 92,524 5.5 20,297 1.2 1,673,634
NON U.S. 12 93,863 5.6 16,793 1.0  
  16 186,387 11.1 37,090 2.2  
CBT SOYBEANS U.S.   53,226 6.3 10,770 1.3 845,153
NON U.S.   50,072 5.9 6,914 0.8  
  17 103,298 12.2 17,684 2.1  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   2,883 2.5 32,560 27.9 116,699
  8 2,883 2.5 32,560 27.9  
IFED CALIF CARBON ALL VINTAGE 2025 NON U.S.   335 0.3 39,783 38.6 103,164
  7 335 0.3 39,783 38.6  
IFED RGGI V2024 U.S.   300 0.7 0 0.0 45,149
NON U.S.   4,933 10.9 25,440 56.3  
  6 5,233 11.6 25,440 56.3  
IFED RGGI V2025 NON U.S.   0 0.0 12,083 54.4 22,204
  5 0 0.0 12,083 54.4  
CBT SOYBEAN OIL U.S. 4 36,696 6.6 8,687 1.6 552,254
NON U.S. 11 64,863 11.7 5,391 1.0  
  15 101,559 18.4 14,078 2.5  
CBT UST BOND U.S. 7 24,148 1.3 6,212 0.3 1,878,905
NON U.S. 13 5,507 0.3 34,625 1.8  
  20 29,655 1.6 40,837 2.2  
CBT ULTRA UST BOND U.S.   11,909 0.7 2,878 0.2 1,787,010
NON U.S.   8,703 0.5 3,903 0.2  
  6 20,612 1.2 6,781 0.4  
NYME NY HARBOR ULSD U.S.   21,955 5.3 608 0.1 413,568
NON U.S.   18,631 4.5 2,506 0.6  
  13 40,586 9.8 3,114 0.8  
NYME NY HARBOR HEATING OIL CAL U.S.   4,302 32.5 12 0.1 13,240
NON U.S.   50 0.4 227 1.7  
  5 4,352 32.9 239 1.8  
IFED NAT GAS ICE LD1 U.S. 6 27,280 0.4 2,047,769 29.0 7,068,917
NON U.S. 10 75,911 1.1 1,024,357 14.5  
  16 103,191 1.5 3,072,126 43.5  
IFED NAT GAS ICE PEN U.S.   138,109 22.7 154,422 25.4 609,018
NON U.S.   72,185 11.9 4,573 0.8  
  9 210,294 34.5 158,995 26.1  
IFED NWP ROCKIES FIN BASIS U.S. 5 5,474 1.4 40,818 10.7 380,306
NON U.S. 5 41,112 10.8 0 0.0  
  10 46,586 12.2 40,818 10.7  
IFED AECO FIN BASIS U.S.   302 0.0 11,899 1.4 863,348
NON U.S.   16,698 1.9 544,931 63.1  
  7 17,000 2.0 556,830 64.5  
IFED CHICAGO FIN BASIS U.S.   11,592 3.5 1,201 0.4 332,420
NON U.S.   13,023 3.9 1,887 0.6  
  7 24,615 7.4 3,088 0.9  
IFED HSC FIN BASIS U.S. 4 48,239 6.0 25,725 3.2 805,526
NON U.S. 5 73,824 9.2 65,914 8.2  
  9 122,063 15.2 91,639 11.4  
IFED WAHA FIN BASIS U.S. 5 2,301 0.5 141,203 28.1 503,177
NON U.S. 5 3,588 0.7 41,722 8.3  
  10 5,889 1.2 182,925 36.4  
IFED CIG ROCKIES BASIS U.S.   1,103 0.4 145,635 47.7 305,547
NON U.S.   587 0.2 2,697 0.9  
  5 1,690 0.6 148,332 48.5  
IFED TCO Basis U.S. 4 0 0.0 71,045 36.7 193,374
NON U.S. 4 0 0.0 24,197 12.5  
  8 0 0.0 95,242 49.3  
IFED CG Mainline Basis U.S.   0 0.0 22,757 9.2 248,513
NON U.S.   0 0.0 7,074 2.8  
  5 0 0.0 29,831 12.0  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 5 18,066 2.2 246,187 29.7 829,752
NON U.S. 5 8,680 1.0 178,624 21.5  
  10 26,746 3.2 424,811 51.2  
IFED HENRY HUB BASIS U.S.   1,460 1.8 16,609 20.9 79,315
NON U.S.   4,520 5.7 8,458 10.7  
  6 5,980 7.5 25,067 31.6  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   66,549 12.9 0 0.0 515,111
NON U.S.   66,204 12.9 0 0.0  
  6 132,753 25.8 0 0.0  
IFED NGPL TXOK BASIS U.S.   3,116 0.8 28,377 7.3 389,621
NON U.S.   428 0.1 31,495 8.1  
  7 3,544 0.9 59,872 15.4  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 9,956 23.3 42,806
NON U.S.   968 2.3 5,366 12.5  
  5 968 2.3 15,322 35.8  
IFED PANHANDLE BASIS U.S.   1,728 1.5 16,688 14.1 118,336
NON U.S.   1,280 1.1 7,737 6.5  
  6 3,008 2.5 24,425 20.6  
IFED TETCO M3 BASIS U.S.   4,487 2.3 2,292 1.2 192,654
NON U.S.   7,798 4.0 10,695 5.6  
  5 12,285 6.4 12,987 6.7  
IFED TRANSCO ZONE 6 BASIS U.S.   3,368 1.1 2,769 0.9 319,905
NON U.S.   1,937 0.6 38,152 11.9  
  5 5,305 1.7 40,921 12.8  
IFED TRANSCO STATION 85-ZONE 4 BASI U.S.   3,213 1.3 8,680 3.5 248,457
NON U.S.   11,913 4.8 0 0.0  
  5 15,126 6.1 8,680 3.5  
IFED TETCO M2 Basis (Receipts) U.S. 5 1,337 0.3 206,437 48.2 428,673
NON U.S. 4 155 0.0 86,337 20.1  
  9 1,492 0.3 292,774 68.3  
IFED REX ZONE 3 BASIS U.S.   304 0.1 36,478 14.6 249,733
NON U.S.   0 0.0 17,719 7.1  
  6 304 0.1 54,197 21.7  
NYME NAT GAS NYME U.S. 4 57,952 3.3 52,253 2.9 1,781,294
NON U.S. 10 84,164 4.7 28,677 1.6  
  14 142,116 8.0 80,930 4.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 12,397 3.3 45,091 11.8 381,244
NON U.S. 4 3,675 1.0 45,535 11.9  
  8 16,072 4.2 90,626 23.8  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 27,410 13.4 46,200 22.7 203,938
NON U.S. 6 55,269 27.1 3,807 1.9  
  10 82,679 40.5 50,007 24.5  
CBT SOYBEAN MEAL U.S.   28,470 4.8 8,851 1.5 594,468
NON U.S.   46,374 7.8 3,023 0.5  
  12 74,844 12.6 11,874 2.0  
ICUS COTTON NO. 2 U.S. 4 15,051 5.6 1,782 0.7 266,595
NON U.S. 12 33,405 12.5 13,610 5.1  
  16 48,456 18.2 15,392 5.8  
NYME HENRY HUB U.S. 4 12,503 3.9 99,531 30.8 323,325
NON U.S. 5 15,698 4.9 60,303 18.7  
  9 28,201 8.7 159,834 49.4  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 25,005 14.9 44,997 26.7 168,367
NON U.S. 6 28,041 16.7 5,038 3.0  
  10 53,046 31.5 50,035 29.7  
CBT UST 2Y NOTE U.S. 6 11,752 0.3 12,939 0.3 4,403,064
NON U.S. 35 132,560 3.0 28,026 0.6  
  41 144,312 3.3 40,965 0.9  
CBT UST 10Y NOTE U.S. 7 116,768 2.6 7,665 0.2 4,566,389
NON U.S. 29 84,325 1.8 89,922 2.0  
  36 201,093 4.4 97,587 2.1  
CBT ULTRA UST 10Y U.S.   13,841 0.6 8,043 0.4 2,180,479
NON U.S.   604 0.0 47,614 2.2  
  12 14,445 0.7 55,657 2.6  
CBT UST 5Y NOTE U.S. 9 53,330 0.9 24,365 0.4 6,263,013
NON U.S. 25 90,465 1.4 40,601 0.6  
  34 143,795 2.3 64,966 1.0  
CBT FED FUNDS U.S. 7 136,296 9.4 144,230 9.9 1,452,656
NON U.S. 29 175,479 12.1 112,656 7.8  
  36 311,775 21.5 256,886 17.7  
CME EURO SHORT TERM RATE U.S. 6 6,869 10.2 7,373 10.9 67,488
NON U.S. 11 6,261 9.3 9,119 13.5  
  17 13,130 19.5 16,492 24.4  
CME LEAN HOGS U.S.   23,450 6.8 3,510 1.0 345,650
NON U.S.   26,763 7.7 8,307 2.4  
  13 50,213 14.5 11,817 3.4  
CME LIVE CATTLE U.S.   26,560 7.4 3,844 1.1 357,246
NON U.S.   21,780 6.1 1,938 0.5  
  12 48,340 13.5 5,782 1.6  
CME FEEDER CATTLE U.S.   1,626 3.1 97 0.2 52,154
NON U.S.   949 1.8 437 0.8  
  10 2,575 4.9 534 1.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   445 0.9 856 1.7 50,455
NON U.S.   2,376 4.7 839 1.7  
  5 2,821 5.6 1,695 3.4  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   1,081 2.8 2,408 6.2 38,888
NON U.S.   708 1.8 1,316 3.4  
  6 1,789 4.6 3,724 9.6  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,213 11.8 44,128
NON U.S.   89 0.2 911 2.1  
  7 89 0.2 6,124 13.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   2,872 2.3 600 0.5 125,522
NON U.S.   1,768 1.4 1,871 1.5  
  8 4,640 3.7 2,471 2.0  
NYME PROPANE NON-LDH MT BEL U.S.   65 0.2 3,327 12.1 27,560
NON U.S.   54 0.2 2,064 7.5  
  7 119 0.4 5,391 19.6  
NYME PROPANE U.S. 4 1,728 1.2 6,227 4.4 141,113
NON U.S. 6 2,000 1.4 4,540 3.2  
  10 3,728 2.6 10,767 7.6  
NYME MT BELVIEU ETHANE OPIS U.S.   1,007 1.9 2,375 4.6 52,133
NON U.S.   1,439 2.8 2,006 3.8  
  5 2,446 4.7 4,381 8.4  
NYME MT BELV NORM BUTANE OPIS U.S.   504 0.9 2,816 5.2 54,479
NON U.S.   502 0.9 1,733 3.2  
  6 1,006 1.8 4,549 8.4  
NYME MT BELV NAT GASOLINE OPIS U.S.   20 0.1 2,846 9.4 30,425
NON U.S.   50 0.2 2,081 6.8  
  5 70 0.2 4,927 16.2  
NYME CONWAY PROPANE (OPIS) U.S.   564 2.3 0 0.0 24,175
NON U.S.   1,029 4.3 960 4.0  
  6 1,593 6.6 960 4.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   14,281 2.1 27,059 4.0 679,338
NON U.S.   3,223 0.5 16,232 2.4  
  5 17,504 2.6 43,291 6.4  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   225 0.4 1,871 3.0 62,919
NON U.S.   0 0.0 26,823 42.6  
  9 225 0.4 28,694 45.6  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 7,093 43.2 16,406
  6 0 0.0 7,093 43.2  
NYME WTI-PHYSICAL U.S. 5 15,675 0.9 208,685 11.9 1,746,717
NON U.S. 13 35,148 2.0 157,306 9.0  
  18 50,823 2.9 365,991 21.0  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 10,604 7.7 5,880 4.3 137,261
NON U.S. 7 25,425 18.5 2,812 2.0  
  12 36,029 26.2 8,692 6.3  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   801 0.2 2,028 0.5 380,839
NON U.S.   75 0.0 1,325 0.3  
  5 876 0.2 3,353 0.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   0 0.0 78,534 24.3 323,674
NON U.S.   0 0.0 24,349 7.5  
  6 0 0.0 102,883 31.8  
ICUS COCOA U.S.   2,481 2.0 3,593 2.9 125,901
NON U.S.   2,022 1.6 2,271 1.8  
  8 4,503 3.6 5,864 4.7  
NYME PALLADIUM U.S. 5 2,174 11.9 295 1.6 18,297
NON U.S. 13 773 4.2 1,229 6.7  
  18 2,947 16.1 1,524 8.3  
NYME PLATINUM U.S. 5 800 0.9 19,553 22.9 85,562
NON U.S. 17 2,341 2.7 12,665 14.8  
  22 3,141 3.7 32,218 37.7  
ICUS SUGAR NO. 11 U.S.   37,463 4.3 4,849 0.6 863,169
NON U.S.   49,197 5.7 37,319 4.3  
  14 86,660 10.0 42,168 4.9  
ICUS COFFEE C U.S. 4 5,700 2.6 4,494 2.1 218,149
NON U.S. 21 12,966 5.9 37,438 17.2  
  25 18,666 8.6 41,932 19.2  
CMX SILVER U.S. 5 6,130 4.1 29,796 19.7 151,126
NON U.S. 18 6,123 4.1 42,099 27.9  
  23 12,253 8.1 71,895 47.6  
CMX COPPER- #1 U.S. 4 21,193 8.4 8,577 3.4 251,994
NON U.S. 15 16,331 6.5 6,265 2.5  
  19 37,524 14.9 14,842 5.9  
CMX GOLD U.S. 5 14,152 2.5 108,252 19.4 558,034
NON U.S. 25 24,864 4.5 80,463 14.4  
  30 39,016 7.0 188,715 33.8  
CME CANADIAN DOLLAR U.S.   111,873 33.2 211 0.1 336,467
NON U.S.   657 0.2 3,366 1.0  
  7 112,530 33.4 3,577 1.1  
CME MEXICAN PESO U.S.   0 0.0 11,615 8.1 143,741
NON U.S.   5,679 4.0 7,666 5.3  
  10 5,679 4.0 19,281 13.4  
CME BRITISH POUND U.S.   3,008 1.4 30,001 13.6 219,857
NON U.S.   3,511 1.6 7,754 3.5  
  8 6,519 3.0 37,755 17.2  
CME JAPANESE YEN U.S.   0 0.0 36,402 15.4 235,762
NON U.S.   2,516 1.1 7,048 3.0  
  8 2,516 1.1 43,450 18.4  
CME EURO FX U.S. 5 1,581 0.2 178,687 27.7 645,597
NON U.S. 10 3,068 0.5 10,960 1.7  
  15 4,649 0.7 189,647 29.4  
NYME GASOLINE RBOB U.S.   8,972 2.5 1,262 0.4 357,069
NON U.S.   12,093 3.4 1,348 0.4  
  11 21,065 5.9 2,610 0.7  
CME NZ DOLLAR U.S.   3,149 5.3 9,164 15.3 59,800
NON U.S.   10,145 17.0 0 0.0  
  5 13,294 22.2 9,164 15.3  
E VIX FUTURES U.S.   193 0.1 1,860 0.5 344,314
NON U.S.   21,729 6.3 9,277 2.7  
  11 21,922 6.4 11,137 3.2  
CBT DJIA x $5 U.S.   586 0.7 21 0.0 86,343
NON U.S.   1,020 1.2 24,156 28.0  
  10 1,606 1.9 24,177 28.0  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   1,033 1.5 0 0.0 70,570
NON U.S.   0 0.0 23,844 33.8  
  6 1,033 1.5 23,844 33.8  
CME BITCOIN NON U.S.   739 2.3 1,830 5.7 32,011
  7 739 2.3 1,830 5.7  
CME SOFR-3M U.S. 18 1,062,329 10.4 1,154,314 11.3 10,252,799
NON U.S. 87 1,168,499 11.4 540,075 5.3  
  105 2,230,828 21.8 1,694,389 16.5  
CME SOFR-1M U.S. 11 147,389 13.7 78,617 7.3 1,073,292
NON U.S. 36 122,755 11.4 117,432 10.9  
  47 270,144 25.2 196,049 18.3  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   249 1.0 0 0.0 24,893
NON U.S.   4,179 16.8 7,327 29.4  
  5 4,428 17.8 7,327 29.4  
CME E-MINI S&P 500 U.S. 9 54,573 2.5 79,944 3.7 2,140,451
NON U.S. 20 25,378 1.2 308,641 14.4  
  29 79,951 3.7 388,585 18.2  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   23,351 3.8 42,035 6.9 611,386
NON U.S.   96,383 15.8 157,601 25.8  
  13 119,734 19.6 199,636 32.7  
CMX LITHIUM HYDROXIDE U.S.   999 3.3 0 0.0 29,917
NON U.S.   12,713 42.5 0 0.0  
  5 13,712 45.8 0 0.0  
CMX ALUMINUM MWP U.S.   6,494 25.3 212 0.8 25,710
NON U.S.   3,631 14.1 102 0.4  
  8 10,125 39.4 314 1.2  
CMX ALUMINIUM EURO PREM DUTY-PAID U.S.   1,777 10.0 79 0.4 17,799
NON U.S.   2,131 12.0 0 0.0  
  5 3,908 22.0 79 0.4  
CME NASDAQ MINI U.S. 6 10,877 4.3 9,181 3.6 252,753