December Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 12/1/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   7,218 1.8 233 0.1 395,958
NON U.S.   38,732 9.8 12,456 3.1  
  16 45,950 11.6 12,689 3.2  
CBT WHEAT-HRW U.S.   5,632 2.7 0 0.0 211,611
NON U.S.   17,012 8.0 4,624 2.2  
  11 22,644 10.7 4,624 2.2  
CBT CORN U.S.   26,095 1.6 4,899 0.3 1,670,784
NON U.S.   89,151 5.3 14,680 0.9  
  15 115,246 6.9 19,579 1.2  
CBT SOYBEANS U.S.   8,214 0.9 8,543 0.9 947,968
NON U.S.   59,617 6.3 9,453 1.0  
  19 67,831 7.2 17,996 1.9  
CBT SOYBEAN OIL U.S.   2,585 0.5 242 0.1 476,337
NON U.S.   29,548 6.2 1,841 0.4  
  12 32,133 6.7 2,083 0.4  
CBT U.S. TREASURY BONDS U.S. 5 10,663 0.9 3,786 0.3 1,163,996
NON U.S. 9 9,793 0.8 5,865 0.5  
  14 20,456 1.8 9,651 0.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   19,569 5.2 907 0.2 373,170
NON U.S.   15,990 4.3 1,716 0.5  
  12 35,559 9.5 2,623 0.7  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 10,387 0.2 2,341,725 37.0 6,327,585
NON U.S. 9 67,006 1.1 1,722,101 27.2  
  14 77,393 1.2 4,063,826 64.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   43,111 17.6 19,332 7.9 245,100
NON U.S.   21,030 8.6 7,669 3.1  
  7 64,141 26.2 27,001 11.0  
IFED NWP ROCKIES FIN BASIS U.S. 4 310 0.1 67,463 21.8 308,991
NON U.S. 4 10,415 3.4 50,351 16.3  
  8 10,725 3.5 117,814 38.1  
IFED AECO FIN BASIS U.S.   0 0.0 27,003 2.4 1,108,782
NON U.S.   27,469 2.5 658,825 59.4  
  7 27,469 2.5 685,828 61.9  
IFED CHICAGO FIN BASIS U.S.   32,090 8.2 2,451 0.6 392,567
NON U.S.   1,830 0.5 36,191 9.2  
  8 33,920 8.6 38,642 9.8  
IFED HSC FIN BASIS U.S. 4 18,957 2.9 62,614 9.6 648,880
NON U.S. 5 1,153 0.2 73,285 11.3  
  9 20,110 3.1 135,899 20.9  
IFED WAHA FIN BASIS U.S. 4 6,748 1.3 178,700 35.1 509,825
NON U.S. 6 9,563 1.9 54,562 10.7  
  10 16,311 3.2 233,262 45.8  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 0 0.0 146,460 40.7 359,807
NON U.S. 5 0 0.0 92,113 25.6  
  9 0 0.0 238,573 66.3  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   8,819 4.9 35,421 19.8 178,569
NON U.S.   1,036 0.6 28,163 15.8  
  6 9,855 5.5 63,584 35.6  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 4,481 0.7 160,778 26.5 605,886
NON U.S. 5 19,442 3.2 74,730 12.3  
  9 23,923 3.9 235,508 38.9  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   939 0.4 64,166 29.2 219,945
NON U.S.   0 0.0 62,384 28.4  
  6 939 0.4 126,550 57.5  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S. 4 12,877 6.1 1,850 0.9 210,797
NON U.S. 4 9,302 4.4 30,010 14.2  
  8 22,179 10.5 31,860 15.1  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S. 4 9,222 4.1 2,681 1.2 227,338
NON U.S. 4 6,695 2.9 31,137 13.7  
  8 15,917 7.0 33,818 14.9  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   0 0.0 46,591 18.5 252,368
NON U.S.   9,887 3.9 14,575 5.8  
  5 9,887 3.9 61,166 24.2  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   288 0.1 20,065 9.4 213,265
NON U.S.   0 0.0 24,071 11.3  
  5 288 0.1 44,136 20.7  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   13,647 15.4 8,463 9.6 88,477
  6 13,647 15.4 8,463 9.6  
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS U.S.   0 0.0 34,317 49.7 69,081
NON U.S.   1,210 1.8 29,696 43.0  
  5 1,210 1.8 64,013 92.7  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   2,508 1.4 15,183 8.5 178,582
NON U.S.   1,312 0.7 40,742 22.8  
  7 3,820 2.1 55,925 31.3  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   16,131 6.8 19,717 8.3 237,654
NON U.S.   0 0.0 6,567 2.8  
  5 16,131 6.8 26,284 11.1  
IFED TRANSCO ZONE 6 BASIS U.S.   1,512 1.3 1,397 1.2 115,685
NON U.S.   0 0.0 10,449 9.0  
  5 1,512 1.3 11,846 10.2  
IFED TETCO M2 Basis (Receipts) U.S.   65,776 18.7 135,243 38.5 351,274
NON U.S.   4,184 1.2 18,912 5.4  
  5 69,960 19.9 154,155 43.9  
NYME NATURAL GAS U.S. 4 28,253 2.3 37,415 3.1 1,209,723
NON U.S. 13 44,138 3.6 48,424 4.0  
  17 72,391 6.0 85,839 7.1  
NYME HENRY HUB LAST DAY FIN U.S. 4 5,518 1.4 92,426 24.2 382,268
NON U.S. 6 4,638 1.2 51,485 13.5  
  10 10,156 2.7 143,911 37.6  
NYME HENRY HUB PENULTIMATE FIN U.S.   39,392 29.7 2,842 2.1 132,745
NON U.S.   31,920 24.0 948 0.7  
  8 71,312 53.7 3,790 2.9  
CBT SOYBEAN MEAL U.S.   3,595 0.9 0 0.0 418,190
NON U.S.   35,390 8.5 1,509 0.4  
  13 38,985 9.3 1,509 0.4  
ICUS COTTON NO. 2 U.S.   2,726 1.2 11 0.0 218,461
NON U.S.   19,691 9.0 7,125 3.3  
  14 22,417 10.3 7,136 3.3  
NYME HENRY HUB U.S. 4 13,078 1.9 284,974 42.4 672,800
NON U.S. 8 49,995 7.4 161,481 24.0  
  12 63,073 9.4 446,455 66.4  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   75,354 33.7 8,460 3.8 223,925
NON U.S.   64,678 28.9 7,783 3.5  
  11 140,032 62.5 16,243 7.3  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 10,281 0.6 19,433 1.0 1,854,536
NON U.S. 14 11,595 0.6 24,729 1.3  
  18 21,876 1.2 44,162 2.4  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 103,911 3.2 4,595 0.1 3,201,303
NON U.S. 24 51,944 1.6 89,245 2.8  
  29 155,855 4.9 93,840 2.9  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   6,297 0.7 4,892 0.5 950,027
NON U.S.   4,888 0.5 9,826 1.0  
  8 11,185 1.2 14,718 1.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 10,294 0.3 7,451 0.2 3,135,711
NON U.S. 18 34,479 1.1 22,551 0.7  
  22 44,773 1.4 30,002 1.0  
CBT 30-DAY FEDERAL FUNDS U.S. 6 121,948 12.8 67,122 7.0 954,710
NON U.S. 20 81,429 8.5 31,381 3.3  
  26 203,377 21.3 98,503 10.3  
CME LEAN HOGS U.S.   156 0.1 397 0.2 200,920
NON U.S.   12,819 6.4 5,331 2.7  
  11 12,975 6.5 5,728 2.9  
CME LIVE CATTLE U.S.   36 0.0 320 0.1 276,540
NON U.S.   15,274 5.5 0 0.0  
  8 15,310 5.5 320 0.1  
CME FEEDER CATTLE U.S.   138 0.4 0 0.0 38,655
NON U.S.   1,501 3.9 0 0.0  
  7 1,639 4.2 0 0.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,029 6.0 2,580 7.7 33,686
NON U.S.   11 0.0 2,412 7.2  
  5 2,040 6.1 4,992 14.8  
IFED NAT GASLNE OPIS MT B NONTET FP U.S.   430 1.9 3,718 16.6 22,448
NON U.S.   373 1.7 511 2.3  
  5 803 3.6 4,229 18.8  
IFED PROPANE OPIS CONWAY INWELL FP U.S.   140 2.3 365 6.0 6,083
NON U.S.   170 2.8 726 11.9  
  5 310 5.1 1,091 17.9  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,550 15.3 29,659
NON U.S.   0 0.0 3,581 12.1  
  5 0 0.0 8,131 27.4  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   4,983 8.0 1,919 3.1 62,137
NON U.S.   2,911 4.7 645 1.0  
  7 7,894 12.7 2,564 4.1  
NYME PROPANE NON-LDH MT BEL U.S.   5 0.0 9,319 19.7 47,189
NON U.S.   0 0.0 6,020 12.8  
  7 5 0.0 15,339 32.5  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   4,046 2.9 7,109 5.1 138,416
NON U.S.   1,311 0.9 6,064 4.4  
  6 5,357 3.9 13,173 9.5  
NYME MT BELVIEU ETHANE OPIS U.S.   1,629 3.0 7,380 13.6 54,367
NON U.S.   0 0.0 11,036 20.3  
  8 1,629 3.0 18,416 33.9  
NYME MT BELV NORM BUTANE OPIS U.S.   62 0.1 4,966 8.3 59,875
NON U.S.   205 0.3 3,798 6.3  
  7 267 0.4 8,764 14.6  
NYME MT BELV NAT GASOLINE OPIS U.S.   814 2.8 3,640 12.6 28,992
NON U.S.   912 3.1 2,796 9.6  
  7 1,726 6.0 6,436 22.2  
NYME CONWAY PROPANE (OPIS) U.S.   1,645 8.1 325 1.6 20,301
NON U.S.   133 0.7 1,969 9.7  
  5 1,778 8.8 2,294 11.3  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   22,355 5.1 65,100 15.0 434,333
NON U.S.   5,552 1.3 8,629 2.0  
  7 27,907 6.4 73,729 17.0  
IFED WTI CRUDE OIL 1ST LINE U.S.   3,781 6.0 648 1.0 63,191
NON U.S.   1,008 1.6 335 0.5  
  5 4,789 7.6 983 1.6  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   180 0.4 270 0.6 48,059
NON U.S.   0 0.0 17,672 36.8  
  7 180 0.4 17,942 37.3  
IFED CRUDE DIFF-TMX SW 1A INDEX U.S.   0 0.0 210 1.1 18,854
NON U.S.   0 0.0 12,963 68.8  
  6 0 0.0 13,173 69.9  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   45,445 24.0 78,364 41.3 189,723
NON U.S.   0 0.0 25,361 13.4  
  5 45,445 24.0 103,725 54.7  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 17,768 0.8 310,238 14.6 2,122,605
NON U.S. 17 45,613 2.1 219,308 10.3  
  21 63,381 3.0 529,546 24.9  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 9,369 6.3 18,807 12.7 148,210
NON U.S. 8 7,237 4.9 34,986 23.6  
  12 16,606 11.2 53,793 36.3  
NYME WTI-BRENT CALENDAR U.S.   1,210 1.6 6,270 8.4 74,324
NON U.S.   1,372 1.8 0 0.0  
  6 2,582 3.5 6,270 8.4  
NYME BRENT CRUDE OIL LAST DAY U.S.   2,530 1.7 1,494 1.0 152,041
NON U.S.   314 0.2 370 0.2  
  6 2,844 1.9 1,864 1.2  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   630 0.5 22,856 19.1 119,856
NON U.S.   0 0.0 2,260 1.9  
  5 630 0.5 25,116 21.0  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 29,508 47.7 61,812
NON U.S.   0 0.0 14,136 22.9  
  6 0 0.0 43,644 70.6  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S. 4 3,511 4.6 13,972 18.3 76,329
NON U.S. 4 180 0.2 10,594 13.9  
  8 3,691 4.8 24,566 32.2  
ICUS COCOA U.S.   5,216 2.5 332 0.2 207,044
NON U.S.   4,131 2.0 188 0.1  
  8 9,347 4.5 520 0.3  
NYME PALLADIUM U.S. 4 134 1.4 3,195 32.4 9,867
NON U.S. 8 812 8.2 590 6.0  
  12 946 9.6 3,785 38.4  
NYME PLATINUM U.S. 4 208 0.4 18,200 31.4 57,970
NON U.S. 16 3,762 6.5 6,531 11.3  
  20 3,970 6.8 24,731 42.7  
ICUS SUGAR NO. 11 U.S.   17,683 1.6 7,004 0.6 1,081,320
NON U.S.   50,649 4.7 62,801 5.8  
  16 68,332 6.3 69,805 6.5  
ICUS COFFEE C U.S.   2,651 1.0 252 0.1 260,940
NON U.S.   10,287 3.9 27,545 10.6  
  25 12,938 5.0 27,797 10.7  
CMX SILVER U.S. 4 4,448 2.9 37,233 24.4 152,372
NON U.S. 20 9,723 6.4 29,526 19.4  
  24 14,171 9.3 66,759 43.8  
CMX COPPER-GRADE #1 U.S.   4,159 1.7 0 0.0 240,738
NON U.S.   12,097 5.0 1,136 0.5  
  16 16,256 6.8 1,136 0.5  
CMX GOLD U.S. 4 11,848 2.2 88,063 16.4 538,042
NON U.S. 30 47,438 8.8 109,381 20.3  
  34 59,286 11.0 197,444 36.7  
CME BRITISH POUND STERLING U.S.   6,693 4.6 5,268 3.6 146,966
NON U.S.   1,222 0.8 2,620 1.8  
  6 7,915 5.4 7,888 5.4  
CME JAPANESE YEN U.S.   1,581 0.9 68,950 37.1 185,873
NON U.S.   3,694 2.0 13,578 7.3  
  5 5,275 2.8 82,528 44.4  
CME EURO FX U.S.   1,712 0.3 196,138 30.0 654,257
NON U.S.   38,304 5.9 6,687 1.0  
  18 40,016 6.1 202,825 31.0  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   4,400 1.1 2,996 0.8 391,505
NON U.S.   9,742 2.5 1,818 0.5  
  11 14,142 3.6 4,814 1.2  
E VIX FUTURES U.S.   0 0.0 1,501 0.5 280,441
NON U.S.   27,318 9.7 5,540 2.0  
  7 27,318 9.7 7,041 2.5  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 9,646 10.3 877 0.9 94,068
NON U.S. 6 8,863 9.4 3,764 4.0  
  11 18,509 19.7 4,641 4.9  
CME 3-MONTH EURODOLLARS U.S. 8 1,398,451 14.1 477,692 4.8 9,911,764
NON U.S. 37 985,040 9.9 1,344,842 13.6  
  45 2,383,491 24.0 1,822,534 18.4  
CME 3-MONTH SOFR U.S. 4 39,166 7.8 114,144 22.7 503,653
NON U.S. 12 17,776 3.5 12,680 2.5  
  16 56,942 11.3 126,824 25.2  
CME 1-MONTH SOFR U.S. 4 3,704 2.3 38,271 24.0 159,594
NON U.S. 6 8,314 5.2 8,376 5.2  
  10 12,018 7.5 46,647 29.2  
CME S&P 500 STOCK INDEX U.S.   0 0.0 3,700 11.4 32,505
NON U.S.   1,100 3.4 3,940 12.1  
  5 1,100 3.4 7,640 23.5  
CME E-MINI S&P CONSU STAPLES INDEX NON U.S.   3,525 29.7 3,459 29.1 11,881
  5 3,525 29.7 3,459 29.1  
CME E-MINI S&P ENERGY INDEX NON U.S.   0 0.0 7,808 41.4 18,855
  5 0 0.0 7,808 41.4  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 48,919 1.9 57,370 2.2 2,617,521
NON U.S. 21 52,439 2.0 216,553 8.3  
  28 101,358 3.9 273,923 10.5  
CME E-MINI S&P FINANCIAL INDEX NON U.S.   526 2.2 8,397 34.8 24,161
  5 526 2.2 8,397 34.8  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   1,105 12.2 3,859 42.6 9,062
  5 1,105 12.2 3,859 42.6  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 1,889 11.7 16,077
NON U.S.   678 4.2 2,114 13.1  
  6 678 4.2 4,003 24.9  
CME S&P 500 TOTAL RETURN INDEX U.S.   21,134 12.0 16,510 9.4 175,844
NON U.S.   33,643 19.1 20,098 11.4  
  9 54,777 31.2 36,608 20.8  
CMX ALUMINUM MW US TR PLATTS U.S.   4,104 12.1 0 0.0 33,872
NON U.S.   3,978 11.7 0 0.0  
  5 8,082 23.9 0 0.0  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   5,690 2.3 197 0.1 245,965
NON U.S.   8,787 3.6 18,246 7.4  
  15 14,477 5.9 18,443 7.5  
CME E-MINI RUSSELL 2000 INDEX U.S. 5 17,262 3.1 558 0.1 553,764
NON U.S. 15 24,067 4.3 7,800 1.4  
  20 41,329 7.5 8,358 1.5  
ICUS MSCI EA