September Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 9/3/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   21,557 5.7 3,822 1.0 380,526
NON U.S.   35,368 9.3 3,489 0.9  
  16 56,925 15.0 7,311 1.9  
CBT WHEAT-HRW U.S. 4 19,887 8.2 0 0.0 243,056
NON U.S. 10 25,827 10.6 898 0.4  
  14 45,714 18.8 898 0.4  
CBT CORN U.S. 4 75,734 5.6 9,242 0.7 1,359,772
NON U.S. 15 86,258 6.3 7,486 0.6  
  19 161,992 11.9 16,728 1.2  
CBT SOYBEANS U.S.   48,285 5.8 9,227 1.1 828,616
NON U.S.   51,288 6.2 7,138 0.9  
  17 99,573 12.0 16,365 2.0  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   8,238 4.2 45,476 23.3 194,916
  8 8,238 4.2 45,476 23.3  
IFED CALIF CARBON ALL VINTAGE 2025 NON U.S.   0 0.0 31,890 43.8 72,781
  7 0 0.0 31,890 43.8  
IFED RGGI V2024 NON U.S.   2,818 6.1 30,929 67.0 46,138
  5 2,818 6.1 30,929 67.0  
CBT SOYBEAN OIL U.S. 4 32,937 6.2 1,340 0.3 534,393
NON U.S. 13 60,504 11.3 680 0.1  
  17 93,441 17.5 2,020 0.4  
CBT UST BOND U.S. 7 27,755 1.6 4,492 0.3 1,732,923
NON U.S. 11 8,572 0.5 19,048 1.1  
  18 36,327 2.1 23,540 1.4  
CBT ULTRA UST BOND U.S.   10,145 0.6 3,982 0.2 1,684,223
NON U.S.   2,579 0.2 28,419 1.7  
  8 12,724 0.8 32,401 1.9  
NYME NY HARBOR ULSD U.S.   21,796 5.3 241 0.1 410,334
NON U.S.   20,258 4.9 2,104 0.5  
  14 42,054 10.2 2,345 0.6  
NYME NY HARBOR HEATING OIL CAL U.S.   5,147 40.9 12 0.1 12,591
NON U.S.   139 1.1 85 0.7  
  5 5,286 42.0 97 0.8  
IFED NAT GAS ICE LD1 U.S. 6 31,499 0.5 1,984,528 28.6 6,939,418
NON U.S. 10 75,095 1.1 1,027,078 14.8  
  16 106,594 1.5 3,011,606 43.4  
IFED NAT GAS ICE PEN U.S.   140,840 22.2 111,236 17.5 634,949
NON U.S.   66,128 10.4 6,980 1.1  
  9 206,968 32.6 118,216 18.6  
IFED NWP ROCKIES FIN BASIS U.S. 4 8,958 2.1 39,343 9.0 436,888
NON U.S. 5 43,448 9.9 41 0.0  
  9 52,406 12.0 39,384 9.0  
IFED AECO FIN BASIS U.S.   302 0.0 14,735 1.6 931,829
NON U.S.   16,123 1.7 586,389 62.9  
  7 16,425 1.8 601,124 64.5  
IFED CHICAGO FIN BASIS U.S.   13,143 3.5 2,187 0.6 374,733
NON U.S.   12,089 3.2 848 0.2  
  7 25,232 6.7 3,035 0.8  
IFED HSC FIN BASIS U.S. 4 72,790 8.1 13,402 1.5 897,535
NON U.S. 5 78,017 8.7 51,137 5.7  
  9 150,807 16.8 64,539 7.2  
IFED WAHA FIN BASIS U.S. 5 5,195 1.1 117,914 24.2 486,418
NON U.S. 4 2,683 0.6 31,374 6.5  
  9 7,878 1.6 149,288 30.7  
IFED CIG ROCKIES BASIS U.S.   1,258 0.3 169,304 44.8 378,162
NON U.S.   320 0.1 5,880 1.6  
  5 1,578 0.4 175,184 46.3  
IFED TCO Basis U.S. 4 0 0.0 79,912 40.9 195,423
NON U.S. 4 0 0.0 25,606 13.1  
  8 0 0.0 105,518 54.0  
IFED CG Mainline Basis U.S.   0 0.0 31,132 12.6 246,324
NON U.S.   0 0.0 12,501 5.1  
  5 0 0.0 43,633 17.7  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 5 20,129 2.3 268,683 31.2 861,617
NON U.S. 5 12,325 1.4 199,342 23.1  
  10 32,454 3.8 468,025 54.3  
IFED EP SAN JUAN BASIS U.S.   7,003 3.3 22,658 10.5 215,090
NON U.S.   0 0.0 2,266 1.1  
  5 7,003 3.3 24,924 11.6  
IFED HENRY HUB BASIS U.S.   1,646 1.6 18,415 18.1 101,650
NON U.S.   1,145 1.1 7,203 7.1  
  5 2,791 2.7 25,618 25.2  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   101,161 15.8 0 0.0 640,728
NON U.S.   66,846 10.4 0 0.0  
  6 168,007 26.2 0 0.0  
IFED MICHCON BASIS U.S.   31 0.0 16,271 6.1 264,764
NON U.S.   689 0.3 7,216 2.7  
  5 720 0.3 23,487 8.9  
IFED NGPL TXOK BASIS U.S.   4,619 1.3 33,921 9.6 353,781
NON U.S.   428 0.1 31,972 9.0  
  7 5,047 1.4 65,893 18.6  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 10,274 20.7 49,725
NON U.S.   1,057 2.1 5,009 10.1  
  5 1,057 2.1 15,283 30.7  
IFED PANHANDLE BASIS U.S.   1,093 0.8 19,865 15.0 132,604
NON U.S.   1,645 1.2 8,088 6.1  
  6 2,738 2.1 27,953 21.1  
IFED TETCO M2 Basis (Receipts) U.S. 5 1,008 0.2 218,624 50.9 429,452
NON U.S. 4 0 0.0 76,927 17.9  
  9 1,008 0.2 295,551 68.8  
IFED REX ZONE 3 BASIS U.S.   90 0.0 40,498 14.6 277,402
NON U.S.   244 0.1 9,748 3.5  
  6 334 0.1 50,246 18.1  
NYME NAT GAS NYME U.S. 5 55,897 3.6 54,827 3.5 1,558,349
NON U.S. 11 84,609 5.4 33,493 2.1  
  16 140,506 9.0 88,320 5.7  
NYME HENRY HUB LAST DAY FIN U.S. 4 7,551 2.1 41,452 11.7 354,617
NON U.S. 6 3,450 1.0 41,603 11.7  
  10 11,001 3.1 83,055 23.4  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 25,055 12.2 40,469 19.6 205,979
NON U.S. 7 56,523 27.4 2,266 1.1  
  11 81,578 39.6 42,735 20.7  
CBT SOYBEAN MEAL U.S.   24,660 4.7 7,052 1.3 522,847
NON U.S.   44,200 8.5 1,135 0.2  
  14 68,860 13.2 8,187 1.6  
ICUS COTTON NO. 2 U.S. 4 12,893 5.6 2,628 1.1 228,948
NON U.S. 13 25,620 11.2 4,431 1.9  
  17 38,513 16.8 7,059 3.1  
NYME HENRY HUB U.S. 4 12,140 3.7 98,981 29.9 331,102
NON U.S. 5 16,324 4.9 64,817 19.6  
  9 28,464 8.6 163,798 49.5  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 25,161 16.0 28,321 18.0 157,642
NON U.S. 6 27,745 17.6 3,958 2.5  
  10 52,906 33.6 32,279 20.5  
CBT UST 2Y NOTE U.S. 7 29,577 0.7 12,283 0.3 4,224,887
NON U.S. 39 73,683 1.7 26,409 0.6  
  46 103,260 2.4 38,692 0.9  
CBT UST 10Y NOTE U.S. 7 124,380 2.6 32,906 0.7 4,805,543
NON U.S. 27 142,827 3.0 97,691 2.0  
  34 267,207 5.6 130,597 2.7  
CBT ULTRA UST 10Y U.S.   38,092 1.8 5,800 0.3 2,113,485
NON U.S.   3,698 0.2 39,498 1.9  
  12 41,790 2.0 45,298 2.1  
CBT UST 5Y NOTE U.S. 8 59,397 0.9 39,728 0.6 6,440,182
NON U.S. 21 95,422 1.5 70,973 1.1  
  29 154,819 2.4 110,701 1.7  
CBT FED FUNDS U.S. 7 196,476 11.9 173,478 10.5 1,654,890
NON U.S. 35 200,623 12.1 109,826 6.6  
  42 397,099 24.0 283,304 17.1  
CME EURO SHORT TERM RATE U.S. 5 6,457 10.0 10,507 16.3 64,421
NON U.S. 11 4,878 7.6 18,624 28.9  
  16 11,335 17.6 29,131 45.2  
CME LEAN HOGS U.S.   26,205 10.4 874 0.3 252,510
NON U.S.   25,797 10.2 5,670 2.2  
  12 52,002 20.6 6,544 2.6  
CME LIVE CATTLE U.S.   20,484 6.9 2,599 0.9 296,405
NON U.S.   19,642 6.6 1,029 0.3  
  11 40,126 13.5 3,628 1.2  
CME FEEDER CATTLE U.S.   1,363 2.7 118 0.2 49,951
NON U.S.   986 2.0 362 0.7  
  10 2,349 4.7 480 1.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   754 1.5 1,048 2.1 50,934
NON U.S.   2,256 4.4 1,093 2.1  
  5 3,010 5.9 2,141 4.2  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   249 0.6 2,252 5.8 38,835
NON U.S.   827 2.1 1,554 4.0  
  6 1,076 2.8 3,806 9.8  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,103 8.5 59,723
NON U.S.   100 0.2 1,277 2.1  
  7 100 0.2 6,380 10.7  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   2,967 2.3 1,421 1.1 128,657
NON U.S.   1,774 1.4 1,428 1.1  
  8 4,741 3.7 2,849 2.2  
NYME PROPANE NON-LDH MT BEL U.S.   25 0.1 1,699 5.7 29,952
NON U.S.   197 0.7 1,401 4.7  
  8 222 0.7 3,100 10.3  
NYME PROPANE U.S. 4 2,393 1.4 7,978 4.7 168,410
NON U.S. 6 2,007 1.2 3,278 1.9  
  10 4,400 2.6 11,256 6.7  
NYME MT BELV NORM BUTANE OPIS U.S.   236 0.4 1,952 3.0 65,552
NON U.S.   821 1.3 1,890 2.9  
  6 1,057 1.6 3,842 5.9  
NYME MT BELV NAT GASOLINE OPIS U.S.   20 0.1 2,522 8.7 29,075
NON U.S.   0 0.0 1,451 5.0  
  6 20 0.1 3,973 13.7  
NYME CONWAY PROPANE (OPIS) U.S.   474 1.9 0 0.0 24,324
NON U.S.   541 2.2 1,387 5.7  
  5 1,015 4.2 1,387 5.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   7,149 1.2 20,968 3.5 600,494
NON U.S.   1,982 0.3 11,254 1.9  
  6 9,131 1.5 32,222 5.4  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   0 0.0 225 0.4 54,199
NON U.S.   0 0.0 12,469 23.0  
  7 0 0.0 12,694 23.4  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 5,979 42.3 14,121
  5 0 0.0 5,979 42.3  
NYME WTI-PHYSICAL U.S. 5 9,870 0.6 196,235 11.4 1,727,524
NON U.S. 15 42,045 2.4 134,612 7.8  
  20 51,915 3.0 330,847 19.2  
NYME WTI FINANCIAL CRUDE OIL U.S. 5 9,409 7.1 9,413 7.1 132,232
NON U.S. 7 18,636 14.1 5,738 4.3  
  12 28,045 21.2 15,151 11.5  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   250 0.1 3,041 0.8 363,337
NON U.S.   0 0.0 1,270 0.3  
  5 250 0.1 4,311 1.2  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   300 0.1 61,331 19.4 315,893
NON U.S.   0 0.0 23,045 7.3  
  6 300 0.1 84,376 26.7  
ICUS COCOA U.S.   1,409 1.0 3,558 2.6 138,428
NON U.S.   1,965 1.4 2,781 2.0  
  10 3,374 2.4 6,339 4.6  
NYME PALLADIUM U.S. 4 5,200 23.5 0 0.0 22,098
NON U.S. 14 1,360 6.2 591 2.7  
  18 6,560 29.7 591 2.7  
NYME PLATINUM U.S. 5 2,110 2.4 16,505 18.9 87,185
NON U.S. 18 4,077 4.7 7,170 8.2  
  23 6,187 7.1 23,675 27.2  
ICUS SUGAR NO. 11 U.S.   30,080 3.6 5,756 0.7 831,823
NON U.S.   54,002 6.5 46,569 5.6  
  15 84,082 10.1 52,325 6.3  
ICUS COFFEE C U.S. 4 4,486 2.3 807 0.4 196,203
NON U.S. 20 12,141 6.2 35,646 18.2  
  24 16,627 8.5 36,453 18.6  
CMX SILVER U.S. 5 5,731 4.4 30,274 23.1 130,928
NON U.S. 15 5,617 4.3 42,793 32.7  
  20 11,348 8.7 73,067 55.8  
CMX COPPER- #1 U.S. 4 22,648 11.2 10,046 5.0 201,953
NON U.S. 16 12,091 6.0 2,266 1.1  
  20 34,739 17.2 12,312 6.1  
CMX GOLD U.S. 5 12,727 2.5 128,814 25.2 511,136
NON U.S. 24 21,175 4.1 103,769 20.3  
  29 33,902 6.6 232,583 45.5  
CME CANADIAN DOLLAR U.S.   88,726 34.7 19,101 7.5 255,897
NON U.S.   3,032 1.2 2,394 0.9  
  9 91,758 35.9 21,495 8.4  
CME MEXICAN PESO U.S.   0 0.0 15,232 8.9 171,000
NON U.S.   9,902 5.8 53,959 31.6  
  8 9,902 5.8 69,191 40.5  
CME BRITISH POUND U.S.   5,505 1.9 49,175 17.2 285,461
NON U.S.   2,452 0.9 5,142 1.8  
  8 7,957 2.8 54,317 19.0  
CME JAPANESE YEN U.S.   98,293 30.1 26,258 8.0 326,795
NON U.S.   4,601 1.4 5,967 1.8  
  9 102,894 31.5 32,225 9.9  
CME EURO FX U.S. 5 12,530 1.7 188,005 25.4 740,311
NON U.S. 10 5,688 0.8 3,470 0.5  
  15 18,218 2.5 191,475 25.9  
NYME GASOLINE RBOB U.S. 4 11,164 3.3 766 0.2 336,620
NON U.S. 11 13,515 4.0 1,302 0.4  
  15 24,679 7.3 2,068 0.6  
CME NZ DOLLAR U.S.   7,252 11.4 13,940 21.9 63,566
NON U.S.   507 0.8 2,816 4.4  
  7 7,759 12.2 16,756 26.4  
E VIX FUTURES U.S. 5 2,066 0.5 1,442 0.4 380,203
NON U.S. 6 18,574 4.9 6,492 1.7  
  11 20,640 5.4 7,934 2.1  
CME SO AFRICAN RAND U.S.   0 0.0 3,600 6.5 55,565
NON U.S.   334 0.6 7,075 12.7  
  5 334 0.6 10,675 19.2  
CBT DJIA x $5 U.S.   1,320 1.5 0 0.0 85,167
NON U.S.   3,351 3.9 18,594 21.8  
  10 4,671 5.5 18,594 21.8  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,022 3.1 0 0.0 65,094
NON U.S.   0 0.0 29,820 45.8  
  6 2,022 3.1 29,820 45.8  
CME BITCOIN NON U.S.   495 1.8 1,641 6.1 26,859
  5 495 1.8 1,641 6.1  
CME SOFR-3M U.S. 18 783,828 7.0 1,370,147 12.2 11,250,775
NON U.S. 91 990,545 8.8 827,405 7.4  
  109 1,774,373 15.8 2,197,552 19.5  
CME SOFR-1M U.S. 9 104,029 9.6 92,081 8.5 1,082,354
NON U.S. 35 136,628 12.6 96,722 8.9  
  44 240,657 22.2 188,803 17.4  
ICUS CANOLA U.S.   0 0.0 77 0.0 304,139
NON U.S.   992 0.3 344 0.1  
  5 992 0.3 421 0.1  
CME E-MINI S&P 500 U.S. 8 62,203 3.0 111,327 5.3 2,106,791
NON U.S. 22 27,399 1.3 273,889 13.0  
  30 89,602 4.3 385,216 18.3  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   319 2.1 0 0.0 15,092
NON U.S.   0 0.0 7,342 48.6  
  6 319 2.1 7,342 48.6  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   33,792 5.9 42,885 7.5 573,040
NON U.S.   70,591 12.3 126,257 22.0  
  13 104,383 18.2 169,142 29.5  
CMX ALUMINUM MWP U.S.   6,145 24.0 462 1.8 25,600
NON U.S.   2,988 11.7 170 0.7  
  8 9,133 35.7 632 2.5  
CMX ALUMINIUM EURO PREM DUTY-PAID U.S.   1,401 7.0 752 3.8 19,942
NON U.S.   2,636 13.2 0 0.0  
  5 4,037 20.2 752 3.8  
CME NASDAQ MINI U.S. 6 16,264 6.4 8,249 3.2 254,089
NON U.S. 9 1,057 0.4 23,967 9.4  
  15 17,321 6.8 32,216 12.7  
CBT BBG COMMODITY U.S. 4 262 0.1 61,948 33.8 183,529
NON U.S. 4 153,309 83.5 0 0.0  
  8 153,571 83.7 61,948 33.8  
CME AUSTRALIAN DOLLAR U.S. 4 45,124