June Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 6/4/2019
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   7,985 1.8 1,671 0.4 442,184
NON U.S.   38,121 8.6 12,113 2.7  
  15 46,106 10.4 13,784 3.1  
CBT WHEAT-HRW U.S.   6,723 2.2 2,549 0.8 305,542
NON U.S.   22,599 7.4 4,445 1.5  
  9 29,322 9.6 6,994 2.3  
CBT CORN U.S.   17,313 1.0 4,919 0.3 1,797,358
NON U.S.   64,843 3.6 16,823 0.9  
  15 82,156 4.6 21,742 1.2  
CBT SOYBEANS U.S. 5 3,924 0.5 6,945 0.9 771,623
NON U.S. 12 38,522 5.0 4,742 0.6  
  17 42,446 5.5 11,687 1.5  
CBT SOYBEAN OIL U.S.   10,705 2.1 2,193 0.4 517,399
NON U.S.   40,702 7.9 1,232 0.2  
  10 51,407 9.9 3,425 0.7  
CBT U.S. TREASURY BONDS U.S.   1,150 0.1 10,949 1.1 981,140
NON U.S.   8,692 0.9 8,298 0.8  
  14 9,842 1.0 19,247 2.0  
CBT ULTRA U.S. TREASURY BONDS U.S.   3,624 0.3 1,924 0.2 1,154,524
NON U.S.   2,362 0.2 20,961 1.8  
  8 5,986 0.5 22,885 2.0  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 16,143 3.9 3,228 0.8 409,788
NON U.S. 6 16,718 4.1 1,538 0.4  
  10 32,861 8.0 4,766 1.2  
NYME UP DOWN GC ULSD VS HO SPR U.S.   3,210 7.7 30 0.1 41,535
NON U.S.   950 2.3 0 0.0  
  5 4,160 10.0 30 0.1  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 14,758 0.3 1,765,343 35.6 4,962,058
NON U.S. 8 59,792 1.2 952,935 19.2  
  13 74,550 1.5 2,718,278 54.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   15,660 11.2 11,364 8.1 139,666
NON U.S.   4,406 3.2 3,536 2.5  
  6 20,066 14.4 14,900 10.7  
IFED PG&E CITYGATE FIN BASIS U.S.   2,122 1.3 1,695 1.1 160,386
NON U.S.   1,973 1.2 30,844 19.2  
  5 4,095 2.6 32,539 20.3  
IFED NWP ROCKIES FIN BASIS U.S.   60 0.0 86,706 24.6 352,969
NON U.S.   9,690 2.7 111,839 31.7  
  8 9,750 2.8 198,545 56.2  
IFED AECO FIN BASIS U.S.   1,629 0.2 6,973 1.0 731,074
NON U.S.   18,207 2.5 548,230 75.0  
  8 19,836 2.7 555,203 75.9  
IFED CHICAGO FIN BASIS U.S.   23,480 5.8 2,843 0.7 402,075
NON U.S.   4,233 1.1 61,926 15.4  
  9 27,713 6.9 64,769 16.1  
IFED HSC FIN BASIS U.S.   11,991 2.3 92,670 18.1 510,982
NON U.S.   1,397 0.3 14,633 2.9  
  8 13,388 2.6 107,303 21.0  
IFED WAHA FIN BASIS U.S.   1,095 0.3 90,766 26.1 347,253
NON U.S.   7,911 2.3 30,009 8.6  
  7 9,006 2.6 120,775 34.8  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 68,739 25.8 266,030
NON U.S.   0 0.0 74,200 27.9  
  8 0 0.0 142,939 53.7  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   18,485 3.1 112,523 19.1 588,200
NON U.S.   63,962 10.9 53,332 9.1  
  8 82,447 14.0 165,855 28.2  
IFED EL PASO - PERMIAN BASIN (BASIS) U.S.   32,827 15.0 2,722 1.2 219,292
NON U.S.   90 0.0 3,423 1.6  
  5 32,917 15.0 6,145 2.8  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   10,608 4.9 9,462 4.4 215,248
NON U.S.   7,284 3.4 5,257 2.4  
  5 17,892 8.3 14,719 6.8  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   2,695 1.3 10,539 5.2 202,866
NON U.S.   0 0.0 16,227 8.0  
  5 2,695 1.3 26,766 13.2  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   15,403 19.2 3,867 4.8 80,022
  5 15,403 19.2 3,867 4.8  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   8,225 4.3 25,533 13.4 190,072
NON U.S.   6,502 3.4 7,066 3.7  
  6 14,727 7.7 32,599 17.2  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   7,667 2.9 10,257 3.8 267,617
NON U.S.   0 0.0 12,146 4.5  
  6 7,667 2.9 22,403 8.4  
IFED TRANSCO ZONE 6 BASIS U.S.   1,214 0.9 11,041 7.9 140,061
NON U.S.   825 0.6 11,508 8.2  
  5 2,039 1.5 22,549 16.1  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   4,915 3.1 14,883 9.4 159,153
NON U.S.   5,775 3.6 9,369 5.9  
  5 10,690 6.7 24,252 15.2  
IFED TETCO M2 Basis (Receipts) U.S.   10,326 3.8 99,764 36.8 270,855
NON U.S.   12,387 4.6 62,459 23.1  
  7 22,713 8.4 162,223 59.9  
NYME NATURAL GAS U.S. 5 41,015 3.1 41,674 3.2 1,314,121
NON U.S. 10 66,026 5.0 64,014 4.9  
  15 107,041 8.1 105,688 8.0  
NYME HENRY HUB LAST DAY FIN U.S. 4 7,769 2.2 62,666 17.5 358,714
NON U.S. 6 3,547 1.0 25,169 7.0  
  10 11,316 3.2 87,835 24.5  
NYME HENRY HUB PENULTIMATE FIN U.S.   16,687 19.2 4,077 4.7 86,898
NON U.S.   3,719 4.3 1,165 1.3  
  5 20,406 23.5 5,242 6.0  
CBT SOYBEAN MEAL U.S.   7,559 1.6 3,565 0.7 486,652
NON U.S.   30,899 6.3 1,417 0.3  
  13 38,458 7.9 4,982 1.0  
ICUS COTTON NO. 2 U.S.   3,474 1.7 1,167 0.6 208,314
NON U.S.   17,634 8.5 7,390 3.5  
  16 21,108 10.1 8,557 4.1  
NYME HENRY HUB U.S.   8,737 0.9 277,204 28.8 961,984
NON U.S.   38,616 4.0 292,580 30.4  
  10 47,353 4.9 569,784 59.2  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   28,477 21.1 4,811 3.6 135,223
NON U.S.   22,576 16.7 7,544 5.6  
  7 51,053 37.8 12,355 9.1  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 14,947 0.4 23,455 0.7 3,581,553
NON U.S. 28 47,818 1.3 58,346 1.6  
  34 62,765 1.8 81,801 2.3  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 101,752 2.6 22,134 0.6 3,934,810
NON U.S. 31 60,142 1.5 46,795 1.2  
  39 161,894 4.1 68,929 1.8  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   3,336 0.5 169 0.0 729,092
NON U.S.   4,122 0.6 16,041 2.2  
  7 7,458 1.0 16,210 2.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 7 15,145 0.3 50,669 1.1 4,646,931
NON U.S. 23 31,606 0.7 92,858 2.0  
  30 46,751 1.0 143,527 3.1  
CBT 30-DAY FEDERAL FUNDS U.S. 8 301,675 13.9 200,577 9.3 2,165,934
NON U.S. 24 98,625 4.6 145,052 6.7  
  32 400,300 18.5 345,629 16.0  
CME LEAN HOGS U.S.   671 0.2 820 0.3 311,705
NON U.S.   21,088 6.8 2,996 1.0  
  10 21,759 7.0 3,816 1.2  
CME LIVE CATTLE U.S.   1,376 0.4 1,876 0.5 373,198
NON U.S.   23,978 6.4 0 0.0  
  10 25,354 6.8 1,876 0.5  
CME FEEDER CATTLE U.S.   0 0.0 364 0.7 49,518
NON U.S.   1,679 3.4 697 1.4  
  6 1,679 3.4 1,061 2.1  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   1,654 4.4 2,231 5.9 37,920
NON U.S.   1,150 3.0 3,350 8.8  
  6 2,804 7.4 5,581 14.7  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 6,100 17.6 34,652
NON U.S.   5 0.0 1,479 4.3  
  6 5 0.0 7,579 21.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   5,063 7.8 3,650 5.6 65,045
NON U.S.   1,963 3.0 1,061 1.6  
  7 7,026 10.8 4,711 7.2  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 12,167 21.7 56,012
NON U.S.   0 0.0 4,725 8.4  
  6 0 0.0 16,892 30.2  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   4,904 3.5 4,065 2.9 139,889
NON U.S.   2,574 1.8 5,948 4.3  
  7 7,478 5.3 10,013 7.2  
NYME MT BELVIEU ETHANE OPIS U.S.   621 1.7 7,518 20.9 35,903
NON U.S.   65 0.2 5,825 16.2  
  6 686 1.9 13,343 37.2  
NYME MT BELV NORM BUTANE OPIS U.S.   175 0.4 4,351 9.9 43,857
NON U.S.   554 1.3 3,666 8.4  
  6 729 1.7 8,017 18.3  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,949 20.2 14,590
NON U.S.   1,727 11.8 422 2.9  
  5 1,727 11.8 3,371 23.1  
NYME CONWAY PROPANE (OPIS) U.S.   582 3.1 225 1.2 18,780
NON U.S.   9 0.0 2,800 14.9  
  6 591 3.1 3,025 16.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   13,626 2.1 70,724 10.8 653,817
NON U.S.   8,535 1.3 3,018 0.5  
  17 22,161 3.4 73,742 11.3  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   0 0.0 999 2.8 35,473
NON U.S.   0 0.0 22,795 64.3  
  5 0 0.0 23,794 67.1  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   9,390 4.2 59,839 27.0 221,814
NON U.S.   0 0.0 9,744 4.4  
  5 9,390 4.2 69,583 31.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   19,214 0.9 224,340 10.8 2,078,407
NON U.S.   66,472 3.2 229,054 11.0  
  20 85,686 4.1 453,394 21.8  
NYME WTI FINANCIAL CRUDE OIL U.S.   5,477 3.2 35,111 20.2 173,562
NON U.S.   8,977 5.2 40,971 23.6  
  10 14,454 8.3 76,082 43.8  
NYME WTI-BRENT CALENDAR U.S.   8,970 5.2 19,064 11.1 171,502
NON U.S.   4,956 2.9 180 0.1  
  7 13,926 8.1 19,244 11.2  
NYME BRENT (ICE) CALENDAR U.S.   683 2.7 342 1.4 24,926
NON U.S.   82 0.3 1,767 7.1  
  5 765 3.1 2,109 8.5  
NYME BRENT CRUDE OIL LAST DAY U.S.   11,346 4.7 1,997 0.8 241,404
NON U.S.   446 0.2 258 0.1  
  5 11,792 4.9 2,255 0.9  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   37 0.1 6,155 20.7 29,678
NON U.S.   0 0.0 882 3.0  
  5 37 0.1 7,037 23.7  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   16,263 13.2 26,219 21.2 123,646
NON U.S.   0 0.0 8,380 6.8  
  6 16,263 13.2 34,599 28.0  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   225 1.5 135 0.9 14,830
NON U.S.   90 0.6 9,870 66.6  
  6 315 2.1 10,005 67.5  
ICUS COCOA U.S.   1,704 0.6 48 0.0 266,249
NON U.S.   6,601 2.5 603 0.2  
  10 8,305 3.1 651 0.2  
NYME PALLADIUM U.S. 4 162 0.9 7,587 40.5 18,724
NON U.S. 15 856 4.6 1,779 9.5  
  19 1,018 5.4 9,366 50.0  
NYME PLATINUM U.S. 5 1,728 2.1 12,122 14.5 83,492
NON U.S. 19 3,770 4.5 10,865 13.0  
  24 5,498 6.6 22,987 27.5  
ICUS SUGAR NO. 11 U.S.   12,321 1.2 6,733 0.7 1,025,985
NON U.S.   50,429 4.9 5,694 0.6  
  12 62,750 6.1 12,427 1.2  
ICUS COFFEE C U.S.   2,323 0.7 1,782 0.6 319,356
NON U.S.   15,471 4.8 3,360 1.1  
  17 17,794 5.6 5,142 1.6  
CMX SILVER U.S. 4 7,219 3.3 14,819 6.9 216,145
NON U.S. 21 14,058 6.5 41,617 19.3  
  25 21,277 9.8 56,436 26.1  
CMX COPPER-GRADE #1 U.S. 4 4,826 1.7 1,422 0.5 281,813
NON U.S. 12 11,105 3.9 2,315 0.8  
  16 15,931 5.7 3,737 1.3  
CMX GOLD U.S. 5 8,163 1.7 73,069 15.2 481,495
NON U.S. 28 27,341 5.7 103,463 21.5  
  33 35,504 7.4 176,532 36.7  
CME MEXICAN PESO NON U.S.   2,501 1.0 72,239 29.8 242,090
  7 2,501 1.0 72,239 29.8  
CME BRITISH POUND STERLING U.S.   52,497 23.8 2,537 1.1 220,728
NON U.S.   12,963 5.9 320 0.1  
  5 65,460 29.7 2,857 1.3  
CME JAPANESE YEN U.S.   5,088 3.0 1,916 1.1 167,810
NON U.S.   2,889 1.7 5,909 3.5  
  5 7,977 4.8 7,825 4.7  
CME EURO FX U.S.   0 0.0 5,170 1.0 517,428
NON U.S.   19,573 3.8 23,149 4.5  
  16 19,573 3.8 28,319 5.5  
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 5,915 1.6 1,547 0.4 370,843
NON U.S. 9 13,259 3.6 1,484 0.4  
  13 19,174 5.2 3,031 0.8  
E VIX FUTURES U.S.   723 0.2 2,195 0.6 385,854
NON U.S.   13,915 3.6 4,848 1.3  
  10 14,638 3.8 7,043 1.8  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 534 0.7 3,867 4.9 78,412
NON U.S. 6 5,919 7.5 3,531 4.5  
  10 6,453 8.2 7,398 9.4  
CME 3-MONTH EURODOLLARS U.S. 8 1,050,250 8.0 1,702,341 12.9 13,198,799
NON U.S. 33 994,537 7.5 1,053,369 8.0  
  41 2,044,787 15.5 2,755,710 20.9  
CME 3-MONTH SOFR U.S.   6,415 8.6 11,312 15.2 74,450
NON U.S.   888 1.2 2,192 2.9  
  7 7,303 9.8 13,504 18.1  
CME 1-MONTH SOFR U.S.   7,671 9.9 6,009 7.8 77,193
NON U.S.   1,934 2.5 1,609 2.1  
  7 9,605 12.4 7,618 9.9  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 1,500 10.3 14,595
NON U.S.   3,021 20.7 3,177 21.8  
  5 3,021 20.7 4,677 32.0  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 14,349 0.5 86,832 3.2 2,714,128
NON U.S. 20 145,467 5.4 132,852 4.9  
  26 159,816 5.9 219,684 8.1  
CME E-MINI S&P FINANCIAL INDEX U.S.   800 2.9 0 0.0 27,200
NON U.S.   2,404 8.8 9,398 34.6  
  6 3,204 11.8 9,398 34.6  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 510 3.0 16,777
NON U.S.   1,847 11.0 608 3.6  
  5 1,847 11.0 1,118 6.7  
CME S&P 500 TOTAL RETURN INDEX U.S.   7,000 3.0 29,580 12.8 231,090
NON U.S.   30,750 13.3 40,744 17.6  
  6 37,750 16.3 70,324 30.4  
CMX ALUMINUM MW US TR PLATTS U.S.   1,898 8.6 0 0.0 22,098
NON U.S.   657 3.0 114 0.5  
  5 2,555 11.6 114 0.5  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 3,279 1.5 1,982 0.9 222,720
NON U.S. 10 13,935 6.3 2,505 1.1  
  14 17,214 7.7 4,487 2.0  
CME AUSTRALIAN DOLLAR U.S.   10,875 6.4 1,170 0.7 170,251
NON U.S.   6,389 3.8 2,642 1.6  
  5 17,264 10.1 3,812 2.2  
CME E-MINI RUSSELL 2000 INDEX U.S. 5 6,727 1.6 1,290 0.3 421,937
NON U.S. 14 19,538 4.6 6,668 1.6  
  19 26,265 6.2 7,958 1.9  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   0 0.0 200 0.3 76,132
NON U.S.   2,431 3.2 1 0.0  
  6 2,431 3.2 201 0.3  
ICUS MSCI EAFE MINI INDEX U.S. 4 2,256 0.7 0 0.0 333,060
NON U.S. 4 1,516 0.5 9,553 2.9  
  8 3,772 1.1 9,553 2.9  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 4 2,772 0.2 179 0.0 1,268,910
NON U.S. 14 14,939 1.2 90,845 7.2  
  18 17,711 1.4 91,024 7.2  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   863 0.8 3,412 3.1 109,996
NON U.S.   52,347 47.6 26,864 24.4  
  7 53,210 48.4 30,276 27.5  
NYME GULF JET NY HEAT OIL SPR U.S.   2,661 9.1 0 0.0 29,291
NON U.S.   1,740 5.9 0 0.0  
  5 4,401 15.0 0 0.0