November Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 11/5/2019
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   10,288 2.5 4,219 1.0 411,973
NON U.S.   35,336 8.6 10,486 2.5  
  17 45,624 11.1 14,705 3.6  
CBT WHEAT-HRW U.S.   6,066 1.9 1,315 0.4 314,020
NON U.S.   23,184 7.4 3,959 1.3  
  10 29,250 9.3 5,274 1.7  
CBT CORN U.S. 4 7,233 0.4 26,551 1.6 1,609,336
NON U.S. 12 68,992 4.3 3,728 0.2  
  16 76,225 4.7 30,279 1.9  
CBT SOYBEANS U.S. 4 10,997 1.6 6,357 0.9 704,165
NON U.S. 13 51,134 7.3 3,755 0.5  
  17 62,131 8.8 10,112 1.4  
CBT SOYBEAN OIL U.S.   9,220 1.7 3,061 0.6 543,267
NON U.S.   42,127 7.8 4,931 0.9  
  12 51,347 9.5 7,992 1.5  
CBT U.S. TREASURY BONDS U.S. 5 2,154 0.2 21,923 2.2 995,426
NON U.S. 8 5,845 0.6 202 0.0  
  13 7,999 0.8 22,125 2.2  
CBT ULTRA U.S. TREASURY BONDS U.S.   7,679 0.7 0 0.0 1,166,151
NON U.S.   10,451 0.9 4,922 0.4  
  5 18,130 1.6 4,922 0.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 18,812 4.1 3,291 0.7 453,680
NON U.S. 7 14,753 3.3 1,223 0.3  
  11 33,565 7.4 4,514 1.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 9,865 0.2 1,945,845 39.1 4,978,195
NON U.S. 8 69,897 1.4 934,540 18.8  
  13 79,762 1.6 2,880,385 57.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   20,238 12.1 25,226 15.1 167,598
NON U.S.   4,192 2.5 6,212 3.7  
  7 24,430 14.6 31,438 18.8  
IFED NWP ROCKIES FIN BASIS U.S.   1,086 0.4 72,424 23.4 309,645
NON U.S.   9,827 3.2 68,793 22.2  
  7 10,913 3.5 141,217 45.6  
IFED AECO FIN BASIS U.S.   397 0.0 10,197 1.2 853,316
NON U.S.   17,614 2.1 591,226 69.3  
  7 18,011 2.1 601,423 70.5  
IFED CHICAGO FIN BASIS U.S.   20,768 5.6 3,745 1.0 372,590
NON U.S.   5,156 1.4 41,688 11.2  
  7 25,924 7.0 45,433 12.2  
IFED HSC FIN BASIS U.S. 4 11,415 2.2 83,021 16.0 518,231
NON U.S. 5 1,973 0.4 17,104 3.3  
  9 13,388 2.6 100,125 19.3  
IFED WAHA FIN BASIS U.S.   2,468 0.6 133,987 34.6 387,365
NON U.S.   15,981 4.1 25,544 6.6  
  7 18,449 4.8 159,531 41.2  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 62,044 26.5 233,943
NON U.S.   0 0.0 61,283 26.2  
  8 0 0.0 123,327 52.7  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   11,819 6.5 31,359 17.3 181,092
NON U.S.   2,348 1.3 11,315 6.2  
  7 14,167 7.8 42,674 23.6  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   22,329 3.8 135,377 23.0 587,759
NON U.S.   54,166 9.2 68,355 11.6  
  8 76,495 13.0 203,732 34.7  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   4,517 6.3 8,278 11.6 71,358
NON U.S.   429 0.6 16,376 22.9  
  5 4,946 6.9 24,654 34.5  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   14,242 6.0 3,700 1.6 237,162
NON U.S.   10,293 4.3 771 0.3  
  5 24,535 10.3 4,471 1.9  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   7,186 3.2 2,682 1.2 222,275
NON U.S.   7,165 3.2 0 0.0  
  5 14,351 6.5 2,682 1.2  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   93 0.0 17,949 8.0 223,527
NON U.S.   0 0.0 30,949 13.8  
  5 93 0.0 48,898 21.9  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   19,497 24.3 2,283 2.8 80,275
  6 19,497 24.3 2,283 2.8  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   9,814 6.3 16,113 10.4 154,964
NON U.S.   7,587 4.9 1,707 1.1  
  5 17,401 11.2 17,820 11.5  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   36,384 16.0 2,713 1.2 228,047
NON U.S.   0 0.0 7,741 3.4  
  6 36,384 16.0 10,454 4.6  
IFED TRANSCO ZONE 6 BASIS U.S.   675 0.5 11,245 8.8 127,232
NON U.S.   519 0.4 14,404 11.3  
  6 1,194 0.9 25,649 20.2  
IFED TETCO M2 Basis (Receipts) U.S.   13,800 5.1 110,498 40.9 270,250
NON U.S.   6,292 2.3 49,683 18.4  
  7 20,092 7.4 160,181 59.3  
NYME NATURAL GAS U.S. 5 50,229 4.3 39,876 3.4 1,175,753
NON U.S. 15 63,882 5.4 52,292 4.4  
  20 114,111 9.7 92,168 7.8  
NYME HENRY HUB LAST DAY FIN U.S. 4 9,309 3.1 50,984 17.1 298,990
NON U.S. 7 4,766 1.6 20,762 6.9  
  11 14,075 4.7 71,746 24.0  
NYME HENRY HUB PENULTIMATE FIN U.S.   14,258 17.4 5,645 6.9 81,833
NON U.S.   2,727 3.3 238 0.3  
  5 16,985 20.8 5,883 7.2  
CBT SOYBEAN MEAL U.S.   4,817 1.1 5,385 1.2 442,022
NON U.S.   32,684 7.4 2,695 0.6  
  13 37,501 8.5 8,080 1.8  
ICUS COTTON NO. 2 U.S.   2,143 0.9 2,588 1.0 247,699
NON U.S.   18,010 7.3 7,344 3.0  
  17 20,153 8.1 9,932 4.0  
NYME HENRY HUB U.S.   11,199 1.4 254,112 32.0 792,867
NON U.S.   39,784 5.0 251,585 31.7  
  11 50,983 6.4 505,697 63.8  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   33,181 26.2 4,238 3.3 126,873
NON U.S.   16,192 12.8 7,319 5.8  
  8 49,373 38.9 11,557 9.1  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 15,936 0.4 26,470 0.7 4,067,371
NON U.S. 21 40,826 1.0 55,937 1.4  
  26 56,762 1.4 82,407 2.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 114,994 2.9 14,456 0.4 3,908,469
NON U.S. 26 61,072 1.6 32,061 0.8  
  33 176,066 4.5 46,517 1.2  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   8,052 1.0 2,502 0.3 830,856
NON U.S.   0 0.0 9,221 1.1  
  5 8,052 1.0 11,723 1.4  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 9,339 0.2 44,073 0.9 4,709,756
NON U.S. 21 60,311 1.3 81,635 1.7  
  26 69,650 1.5 125,708 2.7  
CBT 30-DAY FEDERAL FUNDS U.S. 6 231,779 12.4 144,350 7.7 1,870,010
NON U.S. 29 137,901 7.4 96,901 5.2  
  35 369,680 19.8 241,251 12.9  
CME LEAN HOGS U.S.   144 0.0 913 0.3 294,009
NON U.S.   17,449 5.9 997 0.3  
  11 17,593 6.0 1,910 0.6  
CME LIVE CATTLE U.S.   612 0.2 1,879 0.5 349,203
NON U.S.   21,225 6.1 36 0.0  
  11 21,837 6.3 1,915 0.5  
CME FEEDER CATTLE U.S.   399 1.0 0 0.0 41,300
NON U.S.   1,706 4.1 2 0.0  
  7 2,105 5.1 2 0.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   3,369 10.0 2,741 8.1 33,646
NON U.S.   210 0.6 3,074 9.1  
  6 3,579 10.6 5,815 17.3  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 7,455 20.7 35,954
NON U.S.   0 0.0 2,305 6.4  
  5 0 0.0 9,760 27.1  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   6,021 10.0 2,666 4.4 59,947
NON U.S.   3,027 5.0 444 0.7  
  6 9,048 15.1 3,110 5.2  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 10,020 20.1 49,962
NON U.S.   0 0.0 2,834 5.7  
  5 0 0.0 12,854 25.7  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   3,721 3.0 6,101 4.9 125,757
NON U.S.   3,138 2.5 3,993 3.2  
  7 6,859 5.5 10,094 8.0  
NYME MT BELVIEU ETHANE OPIS U.S.   2,453 6.2 8,459 21.3 39,807
NON U.S.   0 0.0 6,649 16.7  
  6 2,453 6.2 15,108 38.0  
NYME MT BELV NORM BUTANE OPIS U.S.   15 0.0 5,364 10.2 52,769
NON U.S.   759 1.4 3,597 6.8  
  8 774 1.5 8,961 17.0  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 5,964 36.5 16,322
NON U.S.   832 5.1 1,287 7.9  
  5 832 5.1 7,251 44.4  
NYME CONWAY PROPANE (OPIS) U.S.   859 4.0 86 0.4 21,231
NON U.S.   141 0.7 2,163 10.2  
  6 1,000 4.7 2,249 10.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   14,890 2.3 73,425 11.5 641,054
NON U.S.   8,852 1.4 4,920 0.8  
  17 23,742 3.7 78,345 12.2  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   3 0.0 867 3.2 27,424
NON U.S.   0 0.0 15,066 54.9  
  6 3 0.0 15,933 58.1  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   1,775 0.8 63,459 29.7 213,480
NON U.S.   0 0.0 23,661 11.1  
  5 1,775 0.8 87,120 40.8  
NYME CRUDE OIL, LIGHT SWEET U.S.   20,745 1.0 252,176 12.1 2,083,893
NON U.S.   62,584 3.0 225,442 10.8  
  22 83,329 4.0 477,618 22.9  
NYME WTI FINANCIAL CRUDE OIL U.S.   1,692 1.0 24,608 15.3 161,245
NON U.S.   4,821 3.0 35,934 22.3  
  8 6,513 4.0 60,542 37.5  
NYME WTI-BRENT CALENDAR U.S.   3,780 2.3 19,454 11.9 163,706
NON U.S.   2,616 1.6 180 0.1  
  7 6,396 3.9 19,634 12.0  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,194 1.4 2,173 1.0 221,692
NON U.S.   110 0.0 732 0.3  
  5 3,304 1.5 2,905 1.3  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   20 0.0 24,363 15.5 156,759
NON U.S.   0 0.0 6,929 4.4  
  6 20 0.0 31,292 20.0  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   0 0.0 4,158 24.0 17,312
NON U.S.   0 0.0 148 0.9  
  5 0 0.0 4,306 24.9  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   150 0.2 31,225 48.7 64,057
NON U.S.   0 0.0 13,914 21.7  
  5 150 0.2 45,139 70.5  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   5,607 4.3 20,669 15.8 131,029
NON U.S.   0 0.0 11,129 8.5  
  6 5,607 4.3 31,798 24.3  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   135 1.6 60 0.7 8,502
NON U.S.   264 3.1 4,990 58.7  
  6 399 4.7 5,050 59.4  
ICUS COCOA U.S.   1,745 0.6 249 0.1 312,190
NON U.S.   10,753 3.4 2,919 0.9  
  11 12,498 4.0 3,168 1.0  
NYME PALLADIUM U.S. 4 210 0.8 6,740 24.5 27,557
NON U.S. 14 1,177 4.3 3,076 11.2  
  18 1,387 5.0 9,816 35.6  
NYME PLATINUM U.S. 5 1,107 1.2 23,490 25.6 91,799
NON U.S. 20 4,131 4.5 25,365 27.6  
  25 5,238 5.7 48,855 53.2  
ICUS SUGAR NO. 11 U.S.   10,345 1.1 5,483 0.6 978,065
NON U.S.   55,291 5.7 2,273 0.2  
  13 65,636 6.7 7,756 0.8  
ICUS COFFEE C U.S.   1,906 0.6 1,590 0.5 310,965
NON U.S.   15,508 5.0 6,076 2.0  
  21 17,414 5.6 7,666 2.5  
CMX SILVER U.S. 4 5,121 2.3 33,569 14.8 227,509
NON U.S. 23 12,502 5.5 54,480 23.9  
  27 17,623 7.7 88,049 38.7  
CMX COPPER-GRADE #1 U.S.   3,428 1.4 733 0.3 239,147
NON U.S.   13,072 5.5 2,218 0.9  
  18 16,500 6.9 2,951 1.2  
CMX GOLD U.S. 4 6,678 1.0 114,626 16.6 690,181
NON U.S. 32 68,001 9.9 162,723 23.6  
  36 74,679 10.8 277,349 40.2  
CME CANADIAN DOLLAR U.S.   0 0.0 64,933 33.7 192,882
NON U.S.   2,099 1.1 7,434 3.9  
  5 2,099 1.1 72,367 37.5  
CME MEXICAN PESO NON U.S.   1,266 0.4 62,671 21.0 299,034
  10 1,266 0.4 62,671 21.0  
CME BRITISH POUND STERLING U.S.   4,613 2.2 3,218 1.6 206,317
NON U.S.   766 0.4 10,734 5.2  
  6 5,379 2.6 13,952 6.8  
CME JAPANESE YEN U.S.   34,983 19.8 0 0.0 177,106
NON U.S.   11,361 6.4 476 0.3  
  5 46,344 26.2 476 0.3  
CME EURO FX U.S.   1,789 0.3 40,366 7.2 563,336
NON U.S.   20,075 3.6 4,954 0.9  
  13 21,864 3.9 45,320 8.0  
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 5,135 1.3 3,588 0.9 386,638
NON U.S. 8 13,872 3.6 4,449 1.2  
  12 19,007 4.9 8,037 2.1  
E VIX FUTURES U.S.   6,358 1.3 4,668 1.0 491,051
NON U.S.   44,709 9.1 2,955 0.6  
  7 51,067 10.4 7,623 1.6  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S.   817 0.7 4,231 3.7 115,129
NON U.S.   0 0.0 30,813 26.8  
  9 817 0.7 35,044 30.4  
CME 3-MONTH EURODOLLARS U.S. 7 1,157,163 9.6 1,607,932 13.3 12,045,863
NON U.S. 33 1,082,439 9.0 948,539 7.9  
  40 2,239,602 18.6 2,556,471 21.2  
CME 3-MONTH SOFR U.S. 4 1,449 0.9 11,559 7.0 164,296
NON U.S. 4 1,005 0.6 5,604 3.4  
  8 2,454 1.5 17,163 10.4  
CME 1-MONTH SOFR U.S. 4 7,962 3.0 10,841 4.1 264,296
NON U.S. 5 159 0.1 4,165 1.6  
  9 8,121 3.1 15,006 5.7  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   0 0.0 1,040 13.0 7,984
NON U.S.   1,611 20.2 1,023 12.8  
  6 1,611 20.2 2,063 25.8  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 821 8.2 9,961
NON U.S.   50 0.5 6,470 65.0  
  6 50 0.5 7,291 73.2  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 23,077 0.9 22,321 0.8 2,677,630
NON U.S. 21 103,551 3.9 129,201 4.8  
  27 126,628 4.7 151,522 5.7  
CME E-MINI S&P FINANCIAL INDEX U.S.   825 3.7 0 0.0 22,022
NON U.S.   357 1.6 10,836 49.2  
  7 1,182 5.4 10,836 49.2  
CME E-MINI S&P INDUSTRIAL INDEX U.S.   0 0.0 1,275 12.9 9,905
NON U.S.   3,206 32.4 4,760 48.1  
  6 3,206 32.4 6,035 60.9  
CME E-MINI S&P MATERIALS INDEX U.S.   0 0.0 229 1.9 12,375
NON U.S.   9,315 75.3 6,529 52.8  
  5 9,315 75.3 6,758 54.6  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 473 3.7 12,796
NON U.S.   2,206 17.2 500 3.9  
  5 2,206 17.2 973 7.6  
CME S&P 500 TOTAL RETURN INDEX U.S.   5,000 1.9 39,203 14.9 263,993
NON U.S.   30,460 11.5 16,750 6.3  
  7 35,460 13.4 55,953 21.2  
CME E-MINI S&P COMMUNICATION INDEX U.S.   234 2.4 0 0.0 9,572
NON U.S.   8,023 83.8 2,445 25.5  
  5 8,257 86.3 2,445 25.5  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   0 0.0 3,471 1.5 226,851
NON U.S.   11,097 4.9 7,259 3.2  
  15 11,097 4.9 10,730 4.7  
CME AUSTRALIAN DOLLAR U.S.   25,769 16.0 112 0.1 161,411
NON U.S.   1,149 0.7 10,860 6.7  
  5 26,918 16.7 10,972 6.8  
CME E-MINI RUSSELL 2000 INDEX U.S. 7 4,321 0.9 7,976 1.7 460,918
NON U.S. 12 13,738 3.0 28,109 6.1  
  19 18,059 3.9 36,085 7.8  
ICUS MSCI EAFE MINI INDEX U.S. 5 2,841 0.8 2,024 0.6 351,886
NON U.S. 6 2,991 0.8 18,402 5.2  
  11 5,832 1.7 20,426 5.8  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 5 4,506 0.3 18,656 1.4 1,376,942
NON U.S. 13 17,645 1.3 79,164 5.7  
  18 22,151 1.6 97,820 7.1  
CME EURO FX/JAPANESE YEN XRATE NON U.S.   4,873 22.3 2,302 10.5 21,866
  5 4,873 22.3 2,302 10.5  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   3,076 2.5 5,734 4.7 120,740
NON U.S.   51,256 42.5 25,629 21.2  
  7 54,332 45.0 31,363 26.0  
NYME GULF JET NY HEAT OIL SPR U.S.<