March Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 3/3/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   13,374 3.1 2,131 0.5 426,357
NON U.S.   34,477 8.1 15,099 3.5  
  20 47,851 11.2 17,230 4.0  
CBT WHEAT-HRW U.S.   7,077 2.8 1,810 0.7 250,643
NON U.S.   17,753 7.1 2,885 1.2  
  13 24,830 9.9 4,695 1.9  
CBT CORN U.S.   5,633 0.4 6,624 0.4 1,501,015
NON U.S.   77,960 5.2 8,722 0.6  
  15 83,593 5.6 15,346 1.0  
CBT SOYBEANS U.S. 4 1,283 0.2 4,996 0.6 787,023
NON U.S. 13 51,941 6.6 836 0.1  
  17 53,224 6.8 5,832 0.7  
CBT SOYBEAN OIL U.S.   6,210 1.4 3,667 0.8 458,102
NON U.S.   38,011 8.3 2,128 0.5  
  12 44,221 9.7 5,795 1.3  
CBT U.S. TREASURY BONDS U.S. 6 20,363 1.7 576 0.0 1,230,954
NON U.S. 12 7,712 0.6 18,623 1.5  
  18 28,075 2.3 19,199 1.6  
CBT ULTRA U.S. TREASURY BONDS U.S.   3,832 0.3 2,143 0.2 1,175,514
NON U.S.   6,788 0.6 7,184 0.6  
  7 10,620 0.9 9,327 0.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 22,849 5.6 4,098 1.0 411,198
NON U.S. 9 19,335 4.7 947 0.2  
  13 42,184 10.3 5,045 1.2  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 15,715 0.3 1,892,460 37.1 5,098,015
NON U.S. 9 74,592 1.5 974,478 19.1  
  14 90,307 1.8 2,866,938 56.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   28,303 14.0 43,418 21.5 202,015
NON U.S.   10,301 5.1 4,694 2.3  
  7 38,604 19.1 48,112 23.8  
IFED NWP ROCKIES FIN BASIS U.S.   1,565 0.4 73,853 20.3 363,610
NON U.S.   13,535 3.7 52,768 14.5  
  8 15,100 4.2 126,621 34.8  
IFED AECO FIN BASIS U.S.   304 0.0 8,834 1.0 860,672
NON U.S.   23,508 2.7 584,121 67.9  
  7 23,812 2.8 592,955 68.9  
IFED CHICAGO FIN BASIS U.S.   28,449 7.2 2,760 0.7 394,794
NON U.S.   5,737 1.5 34,206 8.7  
  8 34,186 8.7 36,966 9.4  
IFED HSC FIN BASIS U.S. 4 16,751 3.0 74,086 13.2 563,327
NON U.S. 4 1,977 0.4 20,069 3.6  
  8 18,728 3.3 94,155 16.7  
IFED WAHA FIN BASIS U.S. 4 9,030 2.0 180,544 40.2 448,984
NON U.S. 4 14,326 3.2 28,549 6.4  
  8 23,356 5.2 209,093 46.6  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   304 0.1 93,408 30.8 302,908
NON U.S.   0 0.0 56,352 18.6  
  7 304 0.1 149,760 49.4  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   11,411 5.6 53,331 26.3 202,871
NON U.S.   1,544 0.8 13,824 6.8  
  6 12,955 6.4 67,155 33.1  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   13,107 2.1 152,449 24.5 623,131
NON U.S.   41,681 6.7 89,779 14.4  
  8 54,788 8.8 242,228 38.9  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   11,852 4.1 3,919 1.4 289,124
NON U.S.   10,981 3.8 0 0.0  
  6 22,833 7.9 3,919 1.4  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   8,839 3.2 1,547 0.6 276,412
NON U.S.   6,764 2.4 0 0.0  
  6 15,603 5.6 1,547 0.6  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   1,104 0.4 25,970 8.8 295,387
NON U.S.   7,704 2.6 24,791 8.4  
  5 8,808 3.0 50,761 17.2  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   163 0.2 336 0.4 93,217
NON U.S.   19,858 21.3 2,168 2.3  
  7 20,021 21.5 2,504 2.7  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   6,127 3.2 12,047 6.2 193,979
NON U.S.   4,852 2.5 3,759 1.9  
  6 10,979 5.7 15,806 8.1  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   36,933 14.3 6,223 2.4 257,426
NON U.S.   0 0.0 10,191 4.0  
  6 36,933 14.3 16,414 6.4  
IFED TRANSCO ZONE 6 BASIS U.S.   2,296 1.7 8,668 6.3 137,371
NON U.S.   93 0.1 11,707 8.5  
  5 2,389 1.7 20,375 14.8  
IFED TETCO M2 Basis (Receipts) U.S.   17,446 6.5 105,771 39.6 267,252
NON U.S.   5,924 2.2 39,968 15.0  
  6 23,370 8.7 145,739 54.5  
NYME NATURAL GAS U.S. 4 76,109 5.3 40,917 2.8 1,443,665
NON U.S. 15 88,864 6.2 55,368 3.8  
  19 164,973 11.4 96,285 6.7  
NYME HENRY HUB LAST DAY FIN U.S. 4 7,102 2.5 63,387 22.4 282,655
NON U.S. 5 3,694 1.3 15,770 5.6  
  9 10,796 3.8 79,157 28.0  
NYME HENRY HUB PENULTIMATE FIN U.S.   20,235 19.6 8,857 8.6 103,139
NON U.S.   6,156 6.0 1,237 1.2  
  6 26,391 25.6 10,094 9.8  
CBT SOYBEAN MEAL U.S.   4,059 0.9 6,134 1.4 449,552
NON U.S.   45,106 10.0 5,325 1.2  
  16 49,165 10.9 11,459 2.5  
ICUS COTTON NO. 2 U.S.   3,731 1.8 474 0.2 201,743
NON U.S.   13,792 6.8 12,152 6.0  
  17 17,523 8.7 12,626 6.3  
NYME HENRY HUB U.S.   15,620 2.1 252,530 34.4 733,879
NON U.S.   37,056 5.0 236,620 32.2  
  11 52,676 7.2 489,150 66.7  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   36,493 28.9 5,489 4.3 126,199
NON U.S.   24,089 19.1 5,095 4.0  
  9 60,582 48.0 10,584 8.4  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 9,501 0.3 43,331 1.3 3,289,006
NON U.S. 20 19,046 0.6 81,025 2.5  
  25 28,547 0.9 124,356 3.8  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 79,588 2.0 34,961 0.9 3,913,108
NON U.S. 30 68,854 1.8 38,769 1.0  
  37 148,442 3.8 73,730 1.9  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   2,937 0.3 0 0.0 896,614
NON U.S.   3,591 0.4 9,768 1.1  
  6 6,528 0.7 9,768 1.1  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 34,986 0.8 42,801 0.9 4,641,287
NON U.S. 22 69,392 1.5 139,009 3.0  
  27 104,378 2.2 181,810 3.9  
CBT 30-DAY FEDERAL FUNDS U.S. 5 231,556 13.4 177,969 10.3 1,731,708
NON U.S. 23 189,029 10.9 72,180 4.2  
  28 420,585 24.3 250,149 14.4  
CME LEAN HOGS U.S.   713 0.2 1,453 0.5 287,058
NON U.S.   15,882 5.5 2,702 0.9  
  12 16,595 5.8 4,155 1.4  
CME LIVE CATTLE U.S.   1,163 0.3 495 0.1 344,960
NON U.S.   20,524 5.9 30 0.0  
  10 21,687 6.3 525 0.2  
CME FEEDER CATTLE U.S.   27 0.1 474 0.9 50,286
NON U.S.   1,574 3.1 303 0.6  
  7 1,601 3.2 777 1.5  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   3,025 9.6 3,313 10.5 31,460
NON U.S.   0 0.0 2,504 8.0  
  5 3,025 9.6 5,817 18.5  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 7,086 19.3 36,667
NON U.S.   0 0.0 2,383 6.5  
  5 0 0.0 9,469 25.8  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   6,977 13.1 1,842 3.5 53,237
NON U.S.   3,004 5.6 234 0.4  
  7 9,981 18.7 2,076 3.9  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 11,062 20.7 53,353
NON U.S.   0 0.0 2,426 4.5  
  5 0 0.0 13,488 25.3  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   1,839 1.3 7,861 5.5 142,417
NON U.S.   2,352 1.7 4,420 3.1  
  6 4,191 2.9 12,281 8.6  
NYME MT BELVIEU ETHANE OPIS U.S.   3,244 8.1 7,156 17.8 40,110
NON U.S.   0 0.0 6,226 15.5  
  5 3,244 8.1 13,382 33.4  
NYME MT BELV NORM BUTANE OPIS U.S.   120 0.2 5,832 10.9 53,581
NON U.S.   707 1.3 2,579 4.8  
  6 827 1.5 8,411 15.7  
NYME MT BELV NAT GASOLINE OPIS U.S.   515 1.9 5,800 20.9 27,758
NON U.S.   2,219 8.0 1,182 4.3  
  6 2,734 9.8 6,982 25.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,117 3.1 90,453 14.8 612,975
NON U.S.   4,886 0.8 12,135 2.0  
  16 24,003 3.9 102,588 16.7  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   0 0.0 634 2.3 27,581
NON U.S.   90 0.3 16,480 59.8  
  7 90 0.3 17,114 62.0  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   90 0.8 9,116 76.0 11,987
  6 90 0.8 9,116 76.0  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   0 0.0 71,760 31.1 230,670
NON U.S.   0 0.0 30,766 13.3  
  6 0 0.0 102,526 44.4  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 43,865 2.0 269,255 12.3 2,196,089
NON U.S. 18 65,105 3.0 227,804 10.4  
  22 108,970 5.0 497,059 22.6  
NYME WTI FINANCIAL CRUDE OIL U.S.   2,064 1.3 17,636 11.2 157,649
NON U.S.   6,057 3.8 46,158 29.3  
  11 8,121 5.2 63,794 40.5  
NYME WTI-BRENT CALENDAR U.S.   785 0.5 17,273 11.9 145,287
NON U.S.   1,392 1.0 180 0.1  
  6 2,177 1.5 17,453 12.0  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   0 0.0 21,170 12.9 163,959
NON U.S.   0 0.0 5,503 3.4  
  6 0 0.0 26,673 16.3  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 33,016 44.7 73,837
NON U.S.   0 0.0 18,467 25.0  
  5 0 0.0 51,483 69.7  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   3,432 2.6 17,166 13.1 130,822
NON U.S.   0 0.0 10,761 8.2  
  5 3,432 2.6 27,927 21.3  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   0 0.0 125 1.8 6,991
NON U.S.   267 3.8 5,067 72.5  
  5 267 3.8 5,192 74.3  
ICUS COCOA U.S.   3,846 1.2 0 0.0 331,028
NON U.S.   6,645 2.0 457 0.1  
  8 10,491 3.2 457 0.1  
NYME PALLADIUM U.S.   204 1.6 2,863 21.9 13,055
NON U.S.   934 7.2 944 7.2  
  15 1,138 8.7 3,807 29.2  
NYME PLATINUM U.S. 5 776 0.9 18,628 22.7 82,051
NON U.S. 18 5,282 6.4 19,362 23.6  
  23 6,058 7.4 37,990 46.3  
ICUS SUGAR NO. 11 U.S.   15,894 1.4 2,564 0.2 1,142,524
NON U.S.   48,871 4.3 43,015 3.8  
  15 64,765 5.7 45,579 4.0  
ICUS COFFEE C U.S.   3,768 1.4 1,945 0.7 278,744
NON U.S.   13,168 4.7 15,544 5.6  
  24 16,936 6.1 17,489 6.3  
CMX SILVER U.S. 4 3,236 1.6 30,280 15.4 196,909
NON U.S. 23 12,180 6.2 54,846 27.9  
  27 15,416 7.8 85,126 43.2  
CMX COPPER-GRADE #1 U.S.   3,379 1.4 56 0.0 242,931
NON U.S.   11,569 4.8 1,756 0.7  
  13 14,948 6.2 1,812 0.7  
CMX GOLD U.S. 4 6,533 0.9 114,898 16.6 691,985
NON U.S. 34 70,765 10.2 178,983 25.9  
  38 77,298 11.2 293,881 42.5  
CME CANADIAN DOLLAR U.S.   6,199 3.9 1,577 1.0 160,511
NON U.S.   8,414 5.2 739 0.5  
  5 14,613 9.1 2,316 1.4  
CME MEXICAN PESO NON U.S.   6,742 2.9 86,672 37.1 233,892
  9 6,742 2.9 86,672 37.1  
CME BRITISH POUND STERLING U.S.   1,028 0.5 5,409 2.5 214,672
NON U.S.   9,229 4.3 848 0.4  
  6 10,257 4.8 6,257 2.9  
CME JAPANESE YEN U.S.   60,308 30.4 2,650 1.3 198,404
NON U.S.   4,890 2.5 8,074 4.1  
  6 65,198 32.9 10,724 5.4  
CME EURO FX U.S.   21,651 3.4 32,061 5.0 640,357
NON U.S.   21,797 3.4 12,819 2.0  
  17 43,448 6.8 44,880 7.0  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   6,990 1.8 2,805 0.7 382,309
NON U.S.   12,989 3.4 2,123 0.6  
  11 19,979 5.2 4,928 1.3  
CME NEW ZEALAND DOLLAR U.S.   13,634 21.7 50 0.1 62,847
NON U.S.   4,596 7.3 314 0.5  
  6 18,230 29.0 364 0.6  
E VIX FUTURES U.S. 4 5,038 1.1 5,056 1.1 451,311
NON U.S. 5 21,908 4.9 9,260 2.1  
  9 26,946 6.0 14,316 3.2  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 1,473 1.6 11,583 12.9 89,696
NON U.S. 7 1,837 2.0 14,729 16.4  
  12 3,310 3.7 26,312 29.3  
CME 3-MONTH EURODOLLARS U.S. 7 629,477 5.3 1,859,649 15.7 11,821,031
NON U.S. 37 904,571 7.7 960,746 8.1  
  44 1,534,048 13.0 2,820,395 23.9  
CME 3-MONTH SOFR U.S. 4 1,852 0.9 27,215 13.0 209,585
NON U.S. 6 5,800 2.8 9,770 4.7  
  10 7,652 3.7 36,985 17.6  
CME 1-MONTH SOFR U.S. 4 8,620 2.8 47,326 15.5 306,314
NON U.S. 5 4,464 1.5 15,059 4.9  
  9 13,084 4.3 62,385 20.4  
CME S&P 500 STOCK INDEX U.S.   0 0.0 2,300 3.1 74,667
NON U.S.   13,786 18.5 1,416 1.9  
  6 13,786 18.5 3,716 5.0  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   0 0.0 438 3.3 13,435
NON U.S.   257 1.9 971 7.2  
  5 257 1.9 1,409 10.5  
CME E-MINI S&P ENERGY INDEX NON U.S.   2,131 12.7 11,674 69.6 16,781
  6 2,131 12.7 11,674 69.6  
CME E-MINI S&P 500 STOCK INDEX U.S. 8 24,782 0.8 90,317 2.9 3,065,867
NON U.S. 29 68,784 2.2 270,956 8.8  
  37 93,566 3.1 361,273 11.8  
CME E-MINI S&P FINANCIAL INDEX U.S.   395 1.4 0 0.0 28,305
NON U.S.   350 1.2 13,899 49.1  
  6 745 2.6 13,899 49.1  
CME E-MINI S&P MATERIALS INDEX U.S.   1,344 16.2 0 0.0 8,301
NON U.S.   2,293 27.6 2,916 35.1  
  5 3,637 43.8 2,916 35.1  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   0 0.0 947 8.5 11,117
NON U.S.   401 3.6 5,476 49.3  
  5 401 3.6 6,423 57.8  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 2,511 15.7 16,040
NON U.S.   1,138 7.1 4,961 30.9  
  6 1,138 7.1 7,472 46.6  
CME S&P 500 TOTAL RETURN INDEX U.S.   16,093 5.9 36,763 13.5 272,752
NON U.S.   62,884 23.1 18,750 6.9  
  7 78,977 29.0 55,513 20.4  
CME E-MINI S&P COMMUNICATION INDEX U.S.   1,000 10.6 0 0.0 9,390
NON U.S.   5,827 62.1 3,174 33.8  
  5 6,827 72.7 3,174 33.8  
CMX ALUMINUM MW US TR PLATTS U.S.   3,278 11.8 53 0.2 27,879
NON U.S.   3,496 12.5 2 0.0  
  5 6,774 24.3 55 0.2  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   292 0.1 6,456 3.0 216,843
NON U.S.   7,693 3.5 12,593 5.8  
  18 7,985 3.7 19,049 8.8  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 8,059 1.7 12,654 2.7 468,213
NON U.S. 14 18,823 4.0 40,545 8.7  
  20 26,882 5.7 53,199 11.4  
ICUS MSCI EAFE MINI INDEX U.S. 5 2,184 0.6 2,741 0.7 388,064
NON U.S. 6 536 0.1 15,338 4.0  
  11 2,720 0.7 18,079