September Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 9/5/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   13,035 3.5 40 0.0 376,770
NON U.S.   26,093 6.9 4,352 1.2  
  17 39,128 10.4 4,392 1.2  
CBT WHEAT-HRW U.S.   7,661 3.9 2 0.0 195,685
NON U.S.   14,442 7.4 4,169 2.1  
  14 22,103 11.3 4,171 2.1  
CBT CORN U.S.   46,262 3.8 9 0.0 1,229,700
NON U.S.   62,493 5.1 557 0.0  
  14 108,755 8.8 566 0.0  
CBT SOYBEANS U.S.   34,268 4.8 56 0.0 716,200
NON U.S.   39,206 5.5 11,667 1.6  
  15 73,474 10.3 11,723 1.6  
IFED CALIF CARBON 23 NON U.S.   4,933 2.7 61,965 33.8 183,540
  8 4,933 2.7 61,965 33.8  
IFED RGGI V2023 NON U.S.   3,270 6.2 28,567 54.0 52,880
  5 3,270 6.2 28,567 54.0  
CBT SOYBEAN OIL U.S.   22,679 5.0 0 0.0 454,449
NON U.S.   35,640 7.8 1,294 0.3  
  11 58,319 12.8 1,294 0.3  
CBT UST BOND U.S. 7 26,074 1.9 3,997 0.3 1,343,057
NON U.S. 13 1,970 0.1 29,198 2.2  
  20 28,044 2.1 33,195 2.5  
CBT ULTRA UST BOND U.S.   4,314 0.3 185 0.0 1,548,219
NON U.S.   4,221 0.3 6,227 0.4  
  5 8,535 0.6 6,412 0.4  
NYME NY HARBOR ULSD U.S.   7,769 2.4 5,163 1.6 319,491
NON U.S.   13,080 4.1 1,511 0.5  
  11 20,849 6.5 6,674 2.1  
IFED NAT GAS ICE LD1 U.S. 5 17,707 0.3 1,668,437 26.3 6,347,694
NON U.S. 9 62,349 1.0 1,072,166 16.9  
  14 80,056 1.3 2,740,603 43.2  
IFED NAT GAS ICE PEN U.S.   116,210 20.3 89,472 15.7 571,372
NON U.S.   76,742 13.4 12,747 2.2  
  9 192,952 33.8 102,219 17.9  
IFED NWP ROCKIES FIN BASIS U.S. 4 11,476 3.2 37,794 10.5 360,351
NON U.S. 5 35,191 9.8 74 0.0  
  9 46,667 13.0 37,868 10.5  
IFED AECO FIN BASIS U.S.   0 0.0 13,204 1.6 846,782
NON U.S.   18,155 2.1 466,890 55.1  
  7 18,155 2.1 480,094 56.7  
IFED CHICAGO FIN BASIS U.S.   18,368 5.5 4,907 1.5 333,035
NON U.S.   8,015 2.4 1,137 0.3  
  6 26,383 7.9 6,044 1.8  
IFED HSC FIN BASIS U.S. 4 59,839 9.2 13,070 2.0 648,515
NON U.S. 5 15,880 2.4 41,847 6.5  
  9 75,719 11.7 54,917 8.5  
IFED WAHA FIN BASIS U.S. 4 3,899 0.9 116,854 25.6 456,859
NON U.S. 5 330 0.1 33,470 7.3  
  9 4,229 0.9 150,324 32.9  
IFED CIG ROCKIES BASIS U.S.   1,688 0.5 187,990 51.4 365,706
NON U.S.   1,362 0.4 22,736 6.2  
  7 3,050 0.8 210,726 57.6  
IFED TCO Basis U.S.   0 0.0 84,719 40.6 208,484
NON U.S.   1,381 0.7 21,187 10.2  
  7 1,381 0.7 105,906 50.8  
IFED CG Mainline Basis U.S.   91 0.0 59,354 21.3 279,027
NON U.S.   0 0.0 43,626 15.6  
  5 91 0.0 102,980 36.9  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 7,475 1.0 247,370 32.9 752,204
NON U.S. 5 19,274 2.6 203,070 27.0  
  9 26,749 3.6 450,440 59.9  
IFED EP SAN JUAN BASIS U.S.   6,108 2.8 25,972 12.0 215,803
NON U.S.   0 0.0 17,834 8.3  
  5 6,108 2.8 43,806 20.3  
IFED HENRY HUB BASIS U.S.   7,103 4.7 20,092 13.4 149,985
NON U.S.   0 0.0 4,204 2.8  
  5 7,103 4.7 24,296 16.2  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   134,968 26.9 581 0.1 501,922
NON U.S.   17,808 3.5 0 0.0  
  5 152,776 30.4 581 0.1  
IFED MICHCON BASIS U.S.   331 0.1 35,574 12.9 275,164
NON U.S.   2,596 0.9 9,264 3.4  
  6 2,927 1.1 44,838 16.3  
IFED NGPL TXOK BASIS U.S.   1,285 0.5 76,114 28.3 268,652
NON U.S.   0 0.0 9,216 3.4  
  6 1,285 0.5 85,330 31.8  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 14,396 32.1 44,869
NON U.S.   3,307 7.4 4,195 9.3  
  5 3,307 7.4 18,591 41.4  
IFED TRANSCO STATION 85-ZONE 4 BASI U.S.   19,414 10.9 5,671 3.2 178,371
NON U.S.   7,621 4.3 0 0.0  
  5 27,035 15.2 5,671 3.2  
IFED TETCO M2 Basis (Receipts) U.S.   18,230 4.8 216,628 57.4 377,156
NON U.S.   0 0.0 17,205 4.6  
  6 18,230 4.8 233,833 62.0  
IFED TRANSCO LEIDY BASIS U.S.   1,956 2.2 16,383 18.1 90,326
NON U.S.   1,460 1.6 7,400 8.2  
  5 3,416 3.8 23,783 26.3  
NYME NAT GAS NYME U.S. 4 41,449 3.5 43,037 3.7 1,169,725
NON U.S. 11 58,580 5.0 19,744 1.7  
  15 100,029 8.6 62,781 5.4  
NYME HENRY HUB LAST DAY FIN U.S. 4 3,164 0.9 49,780 13.5 368,060
NON U.S. 5 2,730 0.7 43,469 11.8  
  9 5,894 1.6 93,249 25.3  
NYME HENRY HUB PENULTIMATE FIN U.S.   33,482 18.8 25,280 14.2 178,136
NON U.S.   48,596 27.3 5,592 3.1  
  10 82,078 46.1 30,872 17.3  
CBT SOYBEAN MEAL U.S.   17,412 3.8 0 0.0 455,533
NON U.S.   34,400 7.6 1,652 0.4  
  11 51,812 11.4 1,652 0.4  
ICUS COTTON NO. 2 U.S.   8,246 3.6 67 0.0 228,746
NON U.S.   23,053 10.1 13,898 6.1  
  15 31,299 13.7 13,965 6.1  
NYME HENRY HUB U.S. 4 8,535 2.0 130,713 31.4 416,932
NON U.S. 6 21,777 5.2 90,630 21.7  
  10 30,312 7.3 221,343 53.1  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 23,677 18.8 15,247 12.1 125,619
NON U.S. 6 32,638 26.0 10,250 8.2  
  10 56,315 44.8 25,497 20.3  
CBT UST 2Y NOTE U.S. 6 17,814 0.5 9,134 0.2 3,661,941
NON U.S. 30 48,156 1.3 22,031 0.6  
  36 65,970 1.8 31,165 0.9  
CBT UST 10Y NOTE U.S. 7 53,564 1.1 25,514 0.5 4,718,782
NON U.S. 23 29,832 0.6 47,089 1.0  
  30 83,396 1.8 72,603 1.5  
CBT ULTRA UST 10Y U.S.   55,911 3.2 1,946 0.1 1,772,231
NON U.S.   3,170 0.2 12,799 0.7  
  7 59,081 3.3 14,745 0.8  
CBT UST 5Y NOTE U.S. 9 39,743 0.7 66,263 1.2 5,415,832
NON U.S. 21 58,016 1.1 76,257 1.4  
  30 97,759 1.8 142,520 2.6  
CBT FED FUNDS U.S. 5 194,077 14.3 79,393 5.9 1,352,672
NON U.S. 26 129,828 9.6 87,296 6.5  
  31 323,905 23.9 166,689 12.3  
CME EURO SHORT TERM RATE U.S.   1,345 11.1 289 2.4 12,132
NON U.S.   2,553 21.0 3,288 27.1  
  6 3,898 32.1 3,577 29.5  
CME LEAN HOGS U.S.   8,895 4.4 0 0.0 203,242
NON U.S.   20,582 10.1 3,896 1.9  
  11 29,477 14.5 3,896 1.9  
CME LIVE CATTLE U.S.   8,753 2.8 995 0.3 314,848
NON U.S.   16,788 5.3 1,352 0.4  
  11 25,541 8.1 2,347 0.7  
CME FEEDER CATTLE U.S.   753 1.3 0 0.0 57,612
NON U.S.   1,308 2.3 1,031 1.8  
  6 2,061 3.6 1,031 1.8  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   264 1.1 1,278 5.3 24,275
NON U.S.   624 2.6 674 2.8  
  5 888 3.7 1,952 8.0  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,224 6.4 65,583
NON U.S.   25 0.0 1,282 2.0  
  6 25 0.0 5,506 8.4  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,672 1.5 1,596 1.4 114,728
NON U.S.   3,722 3.2 389 0.3  
  5 5,394 4.7 1,985 1.7  
NYME PROPANE NON-LDH MT BEL U.S.   18 0.0 2,186 3.8 57,278
NON U.S.   436 0.8 1,395 2.4  
  8 454 0.8 3,581 6.3  
NYME PROPANE U.S.   3,306 2.0 4,716 2.9 163,734
NON U.S.   2,443 1.5 2,942 1.8  
  9 5,749 3.5 7,658 4.7  
NYME MT BELVIEU ETHANE OPIS U.S.   259 0.5 2,957 6.3 47,293
NON U.S.   540 1.1 3,758 7.9  
  7 799 1.7 6,715 14.2  
NYME MT BELV NORM BUTANE OPIS U.S.   608 0.9 2,620 3.8 69,794
NON U.S.   1,015 1.5 1,217 1.7  
  7 1,623 2.3 3,837 5.5  
NYME MT BELV NAT GASOLINE OPIS U.S.   45 0.1 2,098 6.6 31,819
NON U.S.   455 1.4 1,351 4.2  
  6 500 1.6 3,449 10.8  
NYME CONWAY PROPANE (OPIS) U.S.   778 2.7 0 0.0 28,516
NON U.S.   832 2.9 1,779 6.2  
  5 1,610 5.6 1,779 6.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   8,372 1.4 10,653 1.7 614,114
NON U.S.   1,214 0.2 3,202 0.5  
  6 9,586 1.6 13,855 2.3  
IFED WTI CRUDE OIL 1ST LINE U.S.   2,533 6.4 2,561 6.4 39,717
NON U.S.   2,181 5.5 0 0.0  
  5 4,714 11.9 2,561 6.4  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 16,570 27.5 60,250
  6 0 0.0 16,570 27.5  
NYME WTI-PHYSICAL U.S. 4 14,974 0.9 203,632 12.0 1,703,130
NON U.S. 13 36,980 2.2 120,001 7.0  
  17 51,954 3.1 323,633 19.0  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 6,253 4.5 27,135 19.6 138,421
NON U.S. 6 8,236 5.9 10,069 7.3  
  10 14,489 10.5 37,204 26.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   0 0.0 21,319 9.9 216,096
NON U.S.   0 0.0 25,237 11.7  
  5 0 0.0 46,556 21.5  
ICUS COCOA U.S.   2,626 0.9 9,615 3.3 290,190
NON U.S.   4,316 1.5 11,882 4.1  
  9 6,942 2.4 21,497 7.4  
NYME PALLADIUM U.S. 5 2,825 16.0 123 0.7 17,644
NON U.S. 11 1,460 8.3 35 0.2  
  16 4,285 24.3 158 0.9  
NYME PLATINUM U.S. 5 985 1.4 18,628 27.1 68,721
NON U.S. 21 2,955 4.3 4,434 6.5  
  26 3,940 5.7 23,062 33.6  
ICUS SUGAR NO. 11 U.S.   9,739 1.0 27,402 2.8 966,992
NON U.S.   43,291 4.5 75,354 7.8  
  13 53,030 5.5 102,756 10.6  
ICUS COFFEE C U.S.   8,902 4.5 156 0.1 196,556
NON U.S.   11,289 5.7 8,634 4.4  
  17 20,191 10.3 8,790 4.5  
CMX SILVER U.S. 5 4,548 3.5 27,250 21.2 128,279
NON U.S. 16 9,328 7.3 23,550 18.4  
  21 13,876 10.8 50,800 39.6  
CMX COPPER- #1 U.S.   13,163 6.8 1,543 0.8 193,597
NON U.S.   13,267 6.9 2,986 1.5  
  17 26,430 13.7 4,529 2.3  
CMX GOLD U.S. 5 18,703 4.3 70,096 16.0 438,672
NON U.S. 24 29,852 6.8 65,247 14.9  
  29 48,555 11.1 135,343 30.9  
CME CANADIAN DOLLAR U.S.   35,291 18.6 3,869 2.0 189,660
NON U.S.   3,125 1.6 0 0.0  
  6 38,416 20.3 3,869 2.0  
CME MEXICAN PESO U.S.   0 0.0 3,992 1.6 246,061
NON U.S.   1,545 0.6 2,757 1.1  
  9 1,545 0.6 6,749 2.7  
CME BRITISH POUND U.S.   1,505 0.7 23,690 10.5 225,404
NON U.S.   4,471 2.0 6,808 3.0  
  8 5,976 2.7 30,498 13.5  
CME JAPANESE YEN U.S.   57,182 21.3 3,130 1.2 268,344
NON U.S.   7,649 2.9 1,868 0.7  
  8 64,831 24.2 4,998 1.9  
CME EURO FX U.S.   0 0.0 227,768 30.2 754,263
NON U.S.   17,596 2.3 5,799 0.8  
  15 17,596 2.3 233,567 31.0  
CME BRAZILIAN REAL NON U.S.   1,163 3.3 13,811 39.6 34,871
  5 1,163 3.3 13,811 39.6  
NYME GASOLINE RBOB U.S.   8,162 2.2 4,134 1.1 373,081
NON U.S.   11,141 3.0 2,622 0.7  
  11 19,303 5.2 6,756 1.8  
CME NZ DOLLAR U.S.   811 1.4 0 0.0 56,462
NON U.S.   5,237 9.3 1 0.0  
  5 6,048 10.7 1 0.0  
E VIX FUTURES U.S.   985 0.2 5,410 1.3 402,061
NON U.S.   35,044 8.7 6,543 1.6  
  9 36,029 9.0 11,953 3.0  
CBT DJIA x $5 U.S. 4 4,535 4.8 59 0.1 93,933
NON U.S. 7 8,662 9.2 19,644 20.9  
  11 13,197 14.0 19,703 21.0  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,441 5.7 0 0.0 42,486
NON U.S.   468 1.1 4,982 11.7  
  5 2,909 6.8 4,982 11.7  
CME SOFR-3M U.S. 20 1,339,485 12.6 781,172 7.3 10,646,087
NON U.S. 88 952,598 8.9 971,028 9.1  
  108 2,292,083 21.5 1,752,200 16.5  
CME SOFR-1M U.S. 10 156,222 19.6 57,813 7.2 797,779
NON U.S. 30 126,718 15.9 82,661 10.4  
  40 282,940 35.5 140,474 17.6  
ICUS CANOLA U.S.   159 0.1 0 0.0 286,155
NON U.S.   3,940 1.4 2,537 0.9  
  6 4,099 1.4 2,537 0.9  
CME E-MINI S&P CONSUMER DISC INDEX U.S.   0 0.0 218 2.7 8,180
NON U.S.   0 0.0 5,082 62.1  
  5 0 0.0 5,300 64.8  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   1,473 6.5 0 0.0 22,836
NON U.S.   174 0.8 7,826 34.3  
  7 1,647 7.2 7,826 34.3  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 954 3.0 31,815
NON U.S.   2,588 8.1 13,393 42.1  
  5 2,588 8.1 14,347 45.1  
CME E-MINI S&P 500 U.S. 7 162,323 7.2 12,974 0.6 2,259,160
NON U.S. 19 60,593 2.7 147,080 6.5  
  26 222,916 9.9 160,054 7.1  
CME E-MINI S&P FINANCIAL INDEX U.S.   675 1.8 0 0.0 38,242
NON U.S.   2,238 5.9 17,441 45.6  
  6 2,913 7.6 17,441 45.6  
CME E-MINI S&P HEALTH CARE INDEX U.S.   1,941 12.4 0 0.0 15,595
NON U.S.   2,155 13.8 6,478 41.5  
  8 4,096 26.3 6,478 41.5  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   0 0.0 497 4.1 12,239
NON U.S.   349 2.9 9,144 74.7  
  6 349 2.9 9,641 78.8  
CME E-MINI S&P UTILITIES INDEX U.S.   577 1.2 279 0.6 47,436
NON U.S.   8,399 17.7 13,886 29.3  
  6 8,976 18.9 14,165 29.9  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,996 53.2 54,536
NON U.S.   3,698 6.8 3,000 5.5  
  5 3,698 6.8 31,996 58.7  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   0 0.0 6,858 66.7 10,287
  5 0 0.0 6,858 66.7  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   29,800 8.0 64,970 17.5 371,290
NON U.S.   44,461 12.0 91,183 24.6  
  9 74,261 20.0 156,153 42.1  
CME THREE-MONTH BLOOMBERG  ST BANK U.S.   2 0.0 6,098 79.0 7,716
NON U.S.   37 0.5 345 4.5  
  5 39 0.5 6,443