August Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 9/6/2022
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   13,320 4.6 3,568 1.2 289,329
NON U.S.   30,879 10.7 14,556 5.0  
  17 44,199 15.3 18,124 6.3  
CBT WHEAT-HRW U.S.   5,612 3.8 235 0.2 146,259
NON U.S.   13,376 9.1 3,475 2.4  
  13 18,988 13.0 3,710 2.5  
CBT CORN U.S.   68,602 5.4 45 0.0 1,280,087
NON U.S.   73,487 5.7 4,794 0.4  
  14 142,089 11.1 4,839 0.4  
CBT SOYBEANS U.S.   19,869 3.3 16,232 2.7 606,187
NON U.S.   33,471 5.5 12,168 2.0  
  14 53,340 8.8 28,400 4.7  
IFED CALIF CARBON 22 NON U.S.   5,985 3.8 42,386 27.0 156,808
  6 5,985 3.8 42,386 27.0  
CBT SOYBEAN OIL U.S.   13,594 3.5 1,119 0.3 393,510
NON U.S.   26,416 6.7 2,230 0.6  
  11 40,010 10.2 3,349 0.9  
CBT UST BOND U.S.   1,383 0.1 6,062 0.5 1,209,340
NON U.S.   3,092 0.3 31,725 2.6  
  15 4,475 0.4 37,787 3.1  
NYME NY HARBOR ULSD U.S.   14,825 5.3 2,305 0.8 280,210
NON U.S.   13,393 4.8 1,614 0.6  
  9 28,218 10.1 3,919 1.4  
IFED NAT GAS ICE LD1 U.S. 5 8,893 0.1 2,050,379 34.2 5,993,607
NON U.S. 8 88,484 1.5 989,422 16.5  
  13 97,377 1.6 3,039,801 50.7  
IFED NAT GAS ICE PEN U.S.   74,253 16.9 43,445 9.9 440,365
NON U.S.   28,034 6.4 23,451 5.3  
  9 102,287 23.2 66,896 15.2  
IFED NWP ROCKIES FIN BASIS U.S. 4 15,330 5.8 65,593 24.6 266,226
NON U.S. 4 15,260 5.7 5,205 2.0  
  8 30,590 11.5 70,798 26.6  
IFED AECO FIN BASIS U.S.   151 0.0 16,380 2.0 814,354
NON U.S.   31,491 3.9 435,803 53.5  
  7 31,642 3.9 452,183 55.5  
IFED CHICAGO FIN BASIS U.S.   24,063 7.6 2,216 0.7 316,846
NON U.S.   8,605 2.7 13,018 4.1  
  7 32,668 10.3 15,234 4.8  
IFED HSC FIN BASIS U.S. 4 22,017 3.9 47,585 8.4 563,506
NON U.S. 4 488 0.1 36,008 6.4  
  8 22,505 4.0 83,593 14.8  
IFED WAHA FIN BASIS U.S. 4 8,843 1.6 110,776 20.5 539,815
NON U.S. 4 4,772 0.9 18,248 3.4  
  8 13,615 2.5 129,024 23.9  
IFED CIG ROCKIES BASIS U.S. 4 124 0.0 158,628 47.9 331,354
NON U.S. 4 0 0.0 55,543 16.8  
  8 124 0.0 214,171 64.6  
IFED TCO Basis U.S.   0 0.0 71,931 34.3 209,577
NON U.S.   0 0.0 25,019 11.9  
  6 0 0.0 96,950 46.3  
IFED CG Mainline Basis U.S.   214 0.1 56,725 22.8 248,857
NON U.S.   0 0.0 28,134 11.3  
  5 214 0.1 84,859 34.1  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 7,784 1.1 249,693 33.8 739,787
NON U.S. 4 26,430 3.6 110,071 14.9  
  8 34,214 4.6 359,764 48.6  
IFED EP SAN JUAN BASIS U.S.   2,658 1.0 42,307 16.0 264,756
NON U.S.   214 0.1 41,736 15.8  
  7 2,872 1.1 84,043 31.7  
IFED HENRY HUB INDEX U.S.   2,178 1.4 27,119 17.3 157,164
NON U.S.   2,072 1.3 3,104 2.0  
  5 4,250 2.7 30,223 19.2  
IFED MICHCON BASIS U.S.   604 0.2 44,798 18.2 246,700
NON U.S.   3,697 1.5 7,665 3.1  
  6 4,301 1.7 52,463 21.3  
IFED NWP SUMAS BASIS U.S.   2,705 3.9 0 0.0 68,945
NON U.S.   14,832 21.5 3,617 5.2  
  6 17,537 25.4 3,617 5.2  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 15,402 34.5 44,689
NON U.S.   1,029 2.3 8,925 20.0  
  5 1,029 2.3 24,327 54.4  
IFED PANHANDLE BASIS U.S.   4,837 4.3 3,003 2.7 113,255
NON U.S.   852 0.8 7,260 6.4  
  5 5,689 5.0 10,263 9.1  
IFED TETCO M2 Basis (Receipts) U.S.   44,136 14.3 139,163 45.1 308,658
NON U.S.   2,951 1.0 4,444 1.4  
  5 47,087 15.3 143,607 46.5  
NYME NAT GAS NYME U.S. 4 51,531 5.2 26,289 2.7 984,642
NON U.S. 13 50,226 5.1 18,381 1.9  
  17 101,757 10.3 44,670 4.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 3,067 0.8 87,275 22.7 384,400
NON U.S. 7 3,170 0.8 65,321 17.0  
  11 6,237 1.6 152,596 39.7  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 71,165 30.7 16,778 7.2 231,723
NON U.S. 6 41,901 18.1 11,945 5.2  
  10 113,066 48.8 28,723 12.4  
CBT SOYBEAN MEAL U.S.   12,621 3.2 165 0.0 389,152
NON U.S.   33,080 8.5 3,746 1.0  
  11 45,701 11.7 3,911 1.0  
ICUS COTTON NO. 2 U.S.   6,650 3.1 4,502 2.1 211,548
NON U.S.   13,967 6.6 19,369 9.2  
  15 20,617 9.7 23,871 11.3  
NYME HENRY HUB U.S. 4 18,616 3.8 143,101 29.6 483,710
NON U.S. 6 26,757 5.5 101,954 21.1  
  10 45,373 9.4 245,055 50.7  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 46,152 23.1 10,763 5.4 199,961
NON U.S. 7 58,066 29.0 13,782 6.9  
  11 104,218 52.1 24,545 12.3  
CBT UST 2Y NOTE U.S. 4 9,279 0.5 23,692 1.2 1,954,427
NON U.S. 32 38,143 2.0 68,523 3.5  
  36 47,422 2.4 92,215 4.7  
CBT UST 10Y NOTE U.S. 5 24,232 0.7 9,883 0.3 3,545,995
NON U.S. 27 73,497 2.1 112,144 3.2  
  32 97,729 2.8 122,027 3.4  
CBT ULTRA UST 10Y U.S.   3,856 0.3 2,107 0.2 1,334,781
NON U.S.   3,425 0.3 13,254 1.0  
  6 7,281 0.5 15,361 1.2  
CBT UST 5Y NOTE U.S. 6 30,696 0.8 11,011 0.3 4,009,309
NON U.S. 23 76,208 1.9 59,313 1.5  
  29 106,904 2.7 70,324 1.8  
CBT FED FUNDS U.S. 4 206,180 14.9 103,327 7.5 1,379,784
NON U.S. 26 193,493 14.0 80,136 5.8  
  30 399,673 29.0 183,463 13.3  
CME LEAN HOGS U.S.   8,286 3.8 0 0.0 218,123
NON U.S.   13,337 6.1 858 0.4  
  9 21,623 9.9 858 0.4  
CME LIVE CATTLE U.S.   9,659 3.3 0 0.0 296,732
NON U.S.   14,631 4.9 399 0.1  
  8 24,290 8.2 399 0.1  
CME FEEDER CATTLE U.S.   738 1.7 0 0.0 42,472
NON U.S.   2,362 5.6 1,205 2.8  
  6 3,100 7.3 1,205 2.8  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   148 0.5 2,028 7.5 26,942
NON U.S.   45 0.2 1,290 4.8  
  7 193 0.7 3,318 12.3  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,019 10.4 38,678
NON U.S.   0 0.0 1,644 4.3  
  7 0 0.0 5,663 14.6  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,537 2.2 3,184 4.6 69,164
NON U.S.   1,165 1.7 1,443 2.1  
  8 2,702 3.9 4,627 6.7  
NYME PROPANE NON-LDH MT BEL U.S.   300 1.0 3,713 11.9 31,204
NON U.S.   54 0.2 3,460 11.1  
  6 354 1.1 7,173 23.0  
NYME PROPANE U.S.   2,223 1.9 4,760 4.1 115,566
NON U.S.   1,009 0.9 4,473 3.9  
  9 3,232 2.8 9,233 8.0  
NYME MT BELVIEU ETHANE OPIS U.S. 4 0 0.0 4,972 12.4 40,079
NON U.S. 5 6 0.0 4,415 11.0  
  9 6 0.0 9,387 23.4  
NYME MT BELV NORM BUTANE OPIS U.S.   278 0.5 3,923 6.9 56,771
NON U.S.   973 1.7 1,196 2.1  
  8 1,251 2.2 5,119 9.0  
NYME MT BELV NAT GASOLINE OPIS U.S.   58 0.2 3,177 9.1 34,971
NON U.S.   2,462 7.0 1,656 4.7  
  8 2,520 7.2 4,833 13.8  
NYME CONWAY PROPANE (OPIS) U.S.   564 2.1 49 0.2 27,050
NON U.S.   557 2.1 1,534 5.7  
  6 1,121 4.1 1,583 5.9  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   6,834 1.6 34,219 8.1 422,409
NON U.S.   3,479 0.8 4,564 1.1  
  6 10,313 2.4 38,783 9.2  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   1,928 6.6 5,240 17.9 29,247
  6 1,928 6.6 5,240 17.9  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   456 4.1 3,954 35.8 11,035
  5 456 4.1 3,954 35.8  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   0 0.0 42,607 47.8 89,136
NON U.S.   0 0.0 7,089 8.0  
  5 0 0.0 49,696 55.8  
NYME WTI-PHYSICAL U.S. 4 19,468 1.3 210,901 14.2 1,480,320
NON U.S. 14 46,041 3.1 117,158 7.9  
  18 65,509 4.4 328,059 22.2  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 3,135 2.2 27,152 19.0 142,607
NON U.S. 5 5,210 3.7 16,789 11.8  
  9 8,345 5.9 43,941 30.8  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   243 0.2 24,772 18.3 135,136
NON U.S.   0 0.0 4,026 3.0  
  6 243 0.2 28,798 21.3  
ICUS COCOA U.S.   5,183 1.8 1,211 0.4 291,453
NON U.S.   6,297 2.2 6,422 2.2  
  9 11,480 3.9 7,633 2.6  
NYME PALLADIUM U.S. 4 703 11.6 126 2.1 6,065
NON U.S. 8 579 9.5 411 6.8  
  12 1,282 21.1 537 8.9  
NYME PLATINUM U.S. 4 367 0.5 11,359 14.4 78,610
NON U.S. 14 5,703 7.3 4,588 5.8  
  18 6,070 7.7 15,947 20.3  
ICUS SUGAR NO. 11 U.S.   20,329 2.7 15,811 2.1 760,601
NON U.S.   38,995 5.1 56,673 7.5  
  13 59,324 7.8 72,484 9.5  
ICUS COFFEE C U.S.   3,771 1.9 94 0.0 193,938
NON U.S.   9,200 4.7 16,510 8.5  
  19 12,971 6.7 16,604 8.6  
CMX SILVER U.S. 4 3,983 2.9 20,537 14.8 138,300
NON U.S. 19 8,791 6.4 20,327 14.7  
  23 12,774 9.2 40,864 29.5  
CMX COPPER- #1 U.S.   13,381 8.4 0 0.0 160,251
NON U.S.   11,117 6.9 1,529 1.0  
  16 24,498 15.3 1,529 1.0  
CMX GOLD U.S. 5 16,089 3.5 58,824 12.6 465,908
NON U.S. 27 40,247 8.6 81,102 17.4  
  32 56,336 12.1 139,926 30.0  
CME CANADIAN DOLLAR U.S.   5,346 3.3 4,800 3.0 160,567
NON U.S.   3,547 2.2 469 0.3  
  8 8,893 5.5 5,269 3.3  
CME MEXICAN PESO NON U.S.   505 0.3 110,787 55.6 199,161
  5 505 0.3 110,787 55.6  
CME BRITISH POUND U.S.   54,883 19.5 3,495 1.2 280,937
NON U.S.   24,037 8.6 5,380 1.9  
  10 78,920 28.1 8,875 3.2  
CME JAPANESE YEN U.S.   89,787 31.9 13,523 4.8 281,266
NON U.S.   24,372 8.7 0 0.0  
  6 114,159 40.6 13,523 4.8  
CME EURO FX U.S.   1,270 0.2 149,437 20.7 721,678
NON U.S.   22,900 3.2 70,528 9.8  
  17 24,170 3.3 219,965 30.5  
NYME GASOLINE RBOB U.S.   11,227 4.6 1,098 0.4 244,409
NON U.S.   12,166 5.0 3,484 1.4  
  12 23,393 9.6 4,582 1.9  
E VIX FUTURES U.S. 4 361 0.1 2,587 0.8 326,476
NON U.S. 5 17,563 5.4 6,175 1.9  
  9 17,924 5.5 8,762 2.7  
CBT DJIA x $5 U.S.   1,950 2.5 0 0.0 76,726
NON U.S.   15,229 19.8 925 1.2  
  10 17,179 22.4 925 1.2  
CME EURODOLLARS-3M U.S. 4 1,329,565 13.9 702,039 7.3 9,566,532
NON U.S. 23 563,667 5.9 561,850 5.9  
  27 1,893,232 19.8 1,263,889 13.2  
CME SOFR-3M U.S. 16 1,698,057 23.7 558,032 7.8 7,168,644
NON U.S. 66 1,064,936 14.9 647,136 9.0  
  82 2,762,993 38.5 1,205,168 16.8  
CME SOFR-1M U.S. 7 48,686 9.4 47,956 9.3 518,151
NON U.S. 24 43,946 8.5 85,404 16.5  
  31 92,632 17.9 133,360 25.7  
ICUS CANOLA U.S.   288 0.2 0 0.0 187,437
NON U.S.   0 0.0 3,442 1.8  
  5 288 0.2 3,442 1.8  
CME E-MINI S&P ENERGY INDEX NON U.S.   0 0.0 11,116 31.4 35,367
  5 0 0.0 11,116 31.4  
CME E-MINI S&P 500 U.S. 7 72,788 3.1 21,793 0.9 2,314,290
NON U.S. 26 183,584 7.9 42,172 1.8  
  33 256,372 11.1 63,965 2.8  
CME E-MINI S&P HEALTH CARE INDEX NON U.S.   1,772 10.0 6,103 34.5 17,666
  5 1,772 10.0 6,103 34.5  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   3,359 15.2 6,268 28.4 22,102
  5 3,359 15.2 6,268 28.4  
CME E-MINI S&P UTILITIES INDEX NON U.S.   5,652 22.3 8,822 34.8 25,322
  5 5,652 22.3 8,822 34.8  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 26,268 32.5 80,790
NON U.S.   14,326 17.7 28,169 34.9  
  8 14,326 17.7 54,437 67.4  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   24,706 10.4 6,750 2.8 237,207
NON U.S.   21,705 9.2 38,800 16.4  
  6 46,411 19.6 45,550 19.2  
CMX ALUMINUM MWP U.S.   6,512 24.0 0 0.0 27,123
NON U.S.   2,941 10.8 0 0.0  
  5 9,453 34.9 0 0.0  
CME NASDAQ MINI U.S. 4 8,204 2.9 290 0.1 286,754
NON U.S. 11 19,264 6.7 3,790 1.3  
  15 27,468 9.6 4,080 1.4  
CME AUSTRALIAN DOLLAR U.S.   4,305 2.4 5,366 3.0 178,232
NON U.S.   16,565 9.3 0 0.0  
  5 20,870 11.7 5,366 3.0  
CME RUSSELL E-MINI U.S. 7 29,419 5.4 745 0.1 542,267
NON U.S. 14 28,930 5.3 19,742 3.6  
  21 58,349 10.8 20,487 3.8  
CME NIKKEI STOCK AVERAGE YEN DENOM NON U.S.   1,554 2.0 2,332 3.0 77,781
  5 1,554 2.0 2,332 3.0  
ICUS MSCI EAFE U.S. 5 2,312 0.6 9,228 2.3 405,541
NON U.S. 4 517 0.1 36,405 9.0  
  9 2,829 0.7 45,633 11.3  
ICUS MSCI EM INDEX U.S. 4 4,082 0.3 5,260 0.4 1,201,234
NON U.S. 13 20,358 1.7 141,955 11.8  
  17 24,440 2.0 147,215 12.3  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 4 154 0.1 38,321 16.4 233,107
NON U.S. 10 4,349 1.9 29,664 12.7  
  14 4,503 1.9 67,985 29.2