December Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 12/7/2021
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   7,739 2.2 1,540 0.4 359,186
NON U.S.   30,762 8.6 13,332 3.7  
  17 38,501 10.7 14,872 4.1  
CBT WHEAT-HRW U.S.   3,547 1.6 0 0.0 221,831
NON U.S.   14,754 6.7 3,517 1.6  
  10 18,301 8.2 3,517 1.6  
CBT CORN U.S.   36,526 2.6 262 0.0 1,430,401
NON U.S.   84,768 5.9 1,684 0.1  
  14 121,294 8.5 1,946 0.1  
CBT SOYBEANS U.S.   14,061 2.1 1,795 0.3 672,116
NON U.S.   40,480 6.0 2,625 0.4  
  15 54,541 8.1 4,420 0.7  
IFED CALIF CARBON VINTAGE 2021 NON U.S.   2,973 3.5 13,337 15.8 84,287
  5 2,973 3.5 13,337 15.8  
IFED CALIF CARBON ALLOWANCE V2022 NON U.S.   5,153 2.7 63,552 33.5 189,935
  6 5,153 2.7 63,552 33.5  
CBT SOYBEAN OIL U.S.   11,913 3.1 385 0.1 384,956
NON U.S.   25,140 6.5 287 0.1  
  9 37,053 9.6 672 0.2  
CBT U.S. TREASURY BONDS U.S. 4 3,058 0.3 3,920 0.3 1,211,685
NON U.S. 12 3,861 0.3 22,349 1.8  
  16 6,919 0.6 26,269 2.2  
CBT ULTRA U.S. TREASURY BONDS U.S.   1,504 0.1 287 0.0 1,231,575
NON U.S.   1,526 0.1 11,828 1.0  
  5 3,030 0.2 12,115 1.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   15,351 5.1 603 0.2 298,997
NON U.S.   18,953 6.3 1,798 0.6  
  11 34,304 11.5 2,401 0.8  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 9,786 0.2 2,309,633 36.1 6,397,752
NON U.S. 9 107,461 1.7 1,222,969 19.1  
  14 117,247 1.8 3,532,602 55.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   64,383 16.3 24,336 6.2 394,754
NON U.S.   10,106 2.6 40,917 10.4  
  9 74,489 18.9 65,253 16.5  
IFED NWP ROCKIES FIN BASIS U.S. 4 1,007 0.4 78,461 30.6 256,025
NON U.S. 5 15,603 6.1 15,692 6.1  
  9 16,610 6.5 94,153 36.8  
IFED AECO FIN BASIS U.S.   0 0.0 20,763 2.6 798,101
NON U.S.   36,876 4.6 395,768 49.6  
  7 36,876 4.6 416,531 52.2  
IFED CHICAGO FIN BASIS U.S.   26,644 9.3 7,661 2.7 287,929
NON U.S.   3,633 1.3 31,990 11.1  
  7 30,277 10.5 39,651 13.8  
IFED HSC FIN BASIS U.S.   47,966 8.7 43,170 7.8 551,109
NON U.S.   0 0.0 58,499 10.6  
  7 47,966 8.7 101,669 18.4  
IFED WAHA FIN BASIS U.S.   9,525 2.3 88,971 21.1 421,193
NON U.S.   11,062 2.6 21,482 5.1  
  7 20,587 4.9 110,453 26.2  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 159,285 50.0 318,866
NON U.S.   0 0.0 66,495 20.9  
  6 0 0.0 225,780 70.8  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   1,211 0.7 37,775 23.2 162,766
NON U.S.   0 0.0 24,416 15.0  
  5 1,211 0.7 62,191 38.2  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   552 0.1 307,083 46.2 664,042
NON U.S.   33,656 5.1 41,979 6.3  
  7 34,208 5.2 349,062 52.6  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   4,233 2.7 29,989 19.4 154,524
NON U.S.   0 0.0 34,124 22.1  
  6 4,233 2.7 64,113 41.5  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   10,415 9.4 6,070 5.5 111,271
NON U.S.   5,111 4.6 8,240 7.4  
  6 15,526 14.0 14,310 12.9  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   10,464 8.0 6,070 4.6 131,234
NON U.S.   6,644 5.1 9,483 7.2  
  7 17,108 13.0 15,553 11.9  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   0 0.0 59,625 28.2 211,553
NON U.S.   4,561 2.2 2,920 1.4  
  5 4,561 2.2 62,545 29.6  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   0 0.0 30,293 15.2 199,257
NON U.S.   0 0.0 6,328 3.2  
  5 0 0.0 36,621 18.4  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   3,734 4.5 0 0.0 83,749
NON U.S.   13,771 16.4 16,311 19.5  
  7 17,505 20.9 16,311 19.5  
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS U.S.   30 0.1 26,351 51.3 51,384
NON U.S.   1,170 2.3 15,530 30.2  
  5 1,200 2.3 41,881 81.5  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   4,342 4.1 13,651 13.0 104,684
NON U.S.   1,189 1.1 16,413 15.7  
  7 5,531 5.3 30,064 28.7  
IFED TETCO M2 Basis (Receipts) U.S.   62,024 19.6 147,537 46.6 316,549
NON U.S.   2,800 0.9 9,767 3.1  
  5 64,824 20.5 157,304 49.7  
NYME NATURAL GAS U.S. 4 27,246 2.3 36,550 3.0 1,205,626
NON U.S. 11 51,190 4.2 21,123 1.8  
  15 78,436 6.5 57,673 4.8  
NYME HENRY HUB LAST DAY FIN U.S. 4 4,760 0.9 98,514 18.7 527,383
NON U.S. 8 3,605 0.7 112,867 21.4  
  12 8,365 1.6 211,381 40.1  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 53,314 30.5 3,688 2.1 175,038
NON U.S. 6 31,531 18.0 8,309 4.7  
  10 84,845 48.5 11,997 6.9  
CBT SOYBEAN MEAL U.S.   8,224 2.2 134 0.0 381,626
NON U.S.   30,910 8.1 1,297 0.3  
  10 39,134 10.3 1,431 0.4  
ICUS COTTON NO. 2 U.S.   3,732 1.6 3,079 1.3 234,981
NON U.S.   19,010 8.1 10,716 4.6  
  16 22,742 9.7 13,795 5.9  
NYME HENRY HUB U.S. 4 7,669 1.5 221,686 43.4 510,933
NON U.S. 7 36,623 7.2 98,615 19.3  
  11 44,292 8.7 320,301 62.7  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 59,500 29.6 8,539 4.2 201,270
NON U.S. 7 46,494 23.1 18,397 9.1  
  11 105,994 52.7 26,936 13.4  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 22,456 1.2 6,264 0.3 1,887,954
NON U.S. 29 27,120 1.4 48,817 2.6  
  34 49,576 2.6 55,081 2.9  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 62,480 1.6 10,709 0.3 3,788,362
NON U.S. 29 52,722 1.4 81,107 2.1  
  34 115,202 3.0 91,816 2.4  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   2,836 0.2 1,977 0.1 1,374,429
NON U.S.   525 0.0 14,730 1.1  
  6 3,361 0.2 16,707 1.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 9,119 0.3 14,106 0.4 3,532,357
NON U.S. 31 29,919 0.8 74,687 2.1  
  37 39,038 1.1 88,793 2.5  
CBT 30-DAY FEDERAL FUNDS U.S. 5 303,480 22.7 220,873 16.5 1,338,244
NON U.S. 21 117,445 8.8 146,976 11.0  
  26 420,925 31.5 367,849 27.5  
CME LEAN HOGS NON U.S.   13,664 6.1 3,480 1.6 223,771
  9 13,664 6.1 3,480 1.6  
CME LIVE CATTLE NON U.S. 8 18,774 6.1 230 0.1 305,691
  8 18,774 6.1 230 0.1  
CME FEEDER CATTLE NON U.S.   920 2.2 108 0.3 41,479
  6 920 2.2 108 0.3  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   387 1.3 2,003 6.7 29,947
NON U.S.   66 0.2 1,340 4.5  
  5 453 1.5 3,343 11.2  
IFED NAT GASLNE OPIS MT B NONTET FP U.S.   260 2.0 1,576 12.3 12,810
NON U.S.   62 0.5 870 6.8  
  6 322 2.5 2,446 19.1  
IFED PROPANE OPIS CONWAY INWELL FP U.S.   186 1.5 179 1.4 12,566
NON U.S.   5,750 45.8 933 7.4  
  5 5,936 47.2 1,112 8.8  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 2,016 7.3 27,575
NON U.S.   0 0.0 3,517 12.8  
  7 0 0.0 5,533 20.1  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,333 2.2 2,237 3.6 61,879
NON U.S.   2,847 4.6 4,321 7.0  
  6 4,180 6.8 6,558 10.6  
NYME PROPANE NON-LDH MT BEL U.S. 4 0 0.0 8,537 19.5 43,804
NON U.S. 4 0 0.0 7,941 18.1  
  8 0 0.0 16,478 37.6  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   3,300 2.8 6,012 5.0 119,714
NON U.S.   966 0.8 7,164 6.0  
  8 4,266 3.6 13,176 11.0  
NYME MT BELVIEU ETHANE OPIS U.S. 4 42 0.1 7,390 15.4 48,054
NON U.S. 6 0 0.0 5,799 12.1  
  10 42 0.1 13,189 27.4  
NYME MT BELV NORM BUTANE OPIS U.S.   928 2.0 4,696 9.9 47,468
NON U.S.   382 0.8 2,749 5.8  
  7 1,310 2.8 7,445 15.7  
NYME MT BELV NAT GASOLINE OPIS U.S. 4 403 1.3 3,586 11.7 30,765
NON U.S. 4 76 0.2 4,317 14.0  
  8 479 1.6 7,903 25.7  
NYME CONWAY PROPANE (OPIS) U.S.   591 2.8 253 1.2 21,466
NON U.S.   556 2.6 1,780 8.3  
  7 1,147 5.3 2,033 9.5  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   4,253 1.0 52,157 11.9 437,856
NON U.S.   4,414 1.0 6,894 1.6  
  7 8,667 2.0 59,051 13.5  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   180 0.3 10,901 19.6 55,716
  6 180 0.3 10,901 19.6  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 8,181 66.0 12,399
  6 0 0.0 8,181 66.0  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   60 0.1 52,325 49.1 106,637
NON U.S.   0 0.0 19,410 18.2  
  6 60 0.1 71,735 67.3  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 10,624 0.5 280,335 14.2 1,972,536
NON U.S. 12 46,344 2.3 176,129 8.9  
  16 56,968 2.9 456,464 23.1  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 6,828 4.9 20,801 14.8 140,244
NON U.S. 8 14,409 10.3 11,126 7.9  
  12 21,237 15.1 31,927 22.8  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   782 2.0 14,072 35.7 39,377
NON U.S.   0 0.0 9,522 24.2  
  5 782 2.0 23,594 59.9  
ICUS COCOA U.S.   2,333 1.0 0 0.0 241,761
NON U.S.   5,455 2.3 7,057 2.9  
  8 7,788 3.2 7,057 2.9  
NYME PALLADIUM U.S.   368 4.0 183 2.0 9,253
NON U.S.   754 8.1 389 4.2  
  14 1,122 12.1 572 6.2  
NYME PLATINUM U.S. 5 472 0.7 15,390 23.6 65,134
NON U.S. 15 4,142 6.4 6,498 10.0  
  20 4,614 7.1 21,888 33.6  
ICUS SUGAR NO. 11 U.S.   746 0.1 22,249 2.6 857,621
NON U.S.   41,881 4.9 74,859 8.7  
  12 42,627 5.0 97,108 11.3  
ICUS COFFEE C U.S.   3,351 1.3 4,507 1.7 265,046
NON U.S.   9,452 3.6 32,551 12.3  
  25 12,803 4.8 37,058 14.0  
CMX SILVER U.S. 5 3,793 2.8 32,008 23.4 136,572
NON U.S. 17 8,473 6.2 31,880 23.3  
  22 12,266 9.0 63,888 46.8  
CMX COPPER-GRADE #1 U.S.   6,409 3.7 0 0.0 173,954
NON U.S.   9,454 5.4 1,140 0.7  
  13 15,863 9.1 1,140 0.7  
CMX GOLD U.S. 5 14,313 2.9 46,362 9.3 499,307
NON U.S. 32 35,783 7.2 135,111 27.1  
  37 50,096 10.0 181,473 36.3  
CME CANADIAN DOLLAR U.S.   2,791 1.8 818 0.5 155,078
NON U.S.   3,876 2.5 4,062 2.6  
  7 6,667 4.3 4,880 3.1  
CME MEXICAN PESO NON U.S.   10,444 5.2 87,344 43.6 200,173
  9 10,444 5.2 87,344 43.6  
CME BRITISH POUND STERLING U.S.   44,934 18.9 12,596 5.3 238,310
NON U.S.   20,031 8.4 2,397 1.0  
  8 64,965 27.3 14,993 6.3  
CME JAPANESE YEN U.S.   87,413 42.4 177 0.1 205,970
NON U.S.   4,084 2.0 5,573 2.7  
  5 91,497 44.4 5,750 2.8  
CME EURO FX U.S.   4,054 0.6 147,730 20.6 716,213
NON U.S.   20,822 2.9 48,796 6.8  
  16 24,876 3.5 196,526 27.4  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   3,282 1.1 3,754 1.3 293,412
NON U.S.   13,945 4.8 1,826 0.6  
  9 17,227 5.9 5,580 1.9  
E VIX FUTURES U.S. 4 1,214 0.4 1,447 0.5 300,082
NON U.S. 6 35,461 11.8 4,263 1.4  
  10 36,675 12.2 5,710 1.9  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 6,708 6.5 0 0.0 103,059
NON U.S. 5 585 0.6 18,934 18.4  
  9 7,293 7.1 18,934 18.4  
CME 3-MONTH EURODOLLARS U.S. 7 1,803,441 14.7 633,513 5.2 12,241,710
NON U.S. 29 1,145,748 9.4 623,185 5.1  
  36 2,949,189 24.1 1,256,698 10.3  
CME 3-MONTH SOFR U.S. 8 290,907 20.3 324,876 22.6 1,436,521
NON U.S. 31 233,311 16.2 99,199 6.9  
  39 524,218 36.5 424,075 29.5  
CME 1-MONTH SOFR U.S. 4 28,728 14.9 17,932 9.3 192,608
NON U.S. 10 21,208 11.0 14,347 7.4  
  14 49,936 25.9 32,279 16.8  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 982 3.2 30,927
NON U.S.   1,615 5.2 14,617 47.3  
  6 1,615 5.2 15,599 50.4  
CME E-MINI S&P 500 STOCK INDEX U.S. 8 38,741 1.5 29,062 1.2 2,514,383
NON U.S. 22 81,231 3.2 210,632 8.4  
  30 119,972 4.8 239,694 9.5  
CME E-MINI S&P FINANCIAL INDEX U.S.   545 1.5 0 0.0 36,342
NON U.S.   9,210 25.3 17,661 48.6  
  7 9,755 26.8 17,661 48.6  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   2,799 18.3 7,021 45.9 15,284
  5 2,799 18.3 7,021 45.9  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   931 6.6 0 0.0 14,001
NON U.S.   2,018 14.4 7,398 52.8  
  6 2,949 21.1 7,398 52.8  
CME E-MINI S&P UTILITIES INDEX NON U.S.   0 0.0 8,346 35.2 23,732
  5 0 0.0 8,346 35.2  
CME S&P 500 TOTAL RETURN INDEX U.S.   2,000 1.9 7,600 7.1 106,853
NON U.S.   18,740 17.5 56,710 53.1  
  7 20,740 19.4 64,310 60.2  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 15,991 6.3 862 0.3 251,880
NON U.S. 11 18,332 7.3 12,948 5.1  
  15 34,323 13.6 13,810 5.5  
CME AUSTRALIAN DOLLAR U.S.   56,777 26.8 0 0.0 212,150
NON U.S.   8,704 4.1 1,063 0.5  
  6 65,481 30.9 1,063 0.5  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 14,284 3.1 9,098 2.0 461,315
NON U.S. 13 42,914 9.3 15,666 3.4  
  19 57,198 12.4 24,764 5.4  
ICUS MSCI EAFE MINI INDEX U.S. 4 4,741 1.2 9,329 2.3 400,675
NON U.S. 4 1,502 0.4 39,559 9.9  
  8 6,243 1.6 48,888 12.2  
ICUS MSCI EMERGING MKTS INDEX U.S. 5 6,140 0.6 12 0.0 1,112,919
NON U.S. 11 10,550 0.9 96,240 8.6  
  16 16,690 1.5 96,252 8.6  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.