November Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 11/3/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   8,061 1.8 880 0.2 459,213
NON U.S.   38,222 8.3 16,079 3.5  
  18 46,283 10.1 16,959 3.7  
CBT WHEAT-HRW U.S.   6,680 2.7 0 0.0 245,752
NON U.S.   18,414 7.5 4,048 1.6  
  10 25,094 10.2 4,048 1.6  
CBT CORN U.S.   23,274 1.4 7,760 0.5 1,703,764
NON U.S.   87,628 5.1 16,888 1.0  
  16 110,902 6.5 24,648 1.4  
CBT SOYBEANS U.S.   15,337 1.7 7,818 0.9 910,994
NON U.S.   62,128 6.8 9,452 1.0  
  20 77,465 8.5 17,270 1.9  
CBT SOYBEAN OIL U.S.   964 0.2 379 0.1 471,871
NON U.S.   38,931 8.3 2,208 0.5  
  12 39,895 8.5 2,587 0.5  
CBT U.S. TREASURY BONDS U.S. 4 11,520 0.9 2,078 0.2 1,216,994
NON U.S. 8 6,032 0.5 5,292 0.4  
  12 17,552 1.4 7,370 0.6  
CBT ULTRA U.S. TREASURY BONDS U.S.   0 0.0 1,678 0.2 983,196
NON U.S.   1,826 0.2 3,702 0.4  
  5 1,826 0.2 5,380 0.5  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   21,458 5.2 1,821 0.4 412,412
NON U.S.   16,048 3.9 2,284 0.6  
  12 37,506 9.1 4,105 1.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 11,340 0.2 2,306,830 36.1 6,382,721
NON U.S. 9 67,936 1.1 1,734,809 27.2  
  14 79,276 1.2 4,041,639 63.3  
IFED NATURAL GAS PENULTIMATE ICE U.S.   46,550 19.5 17,087 7.1 238,992
NON U.S.   19,947 8.3 8,014 3.4  
  8 66,497 27.8 25,101 10.5  
IFED NWP ROCKIES FIN BASIS U.S. 4 642 0.2 64,294 19.5 330,445
NON U.S. 5 10,771 3.3 54,566 16.5  
  9 11,413 3.5 118,860 36.0  
IFED AECO FIN BASIS U.S.   0 0.0 27,368 2.5 1,108,719
NON U.S.   27,099 2.4 665,248 60.0  
  7 27,099 2.4 692,616 62.5  
IFED CHICAGO FIN BASIS U.S.   31,931 8.1 3,143 0.8 396,026
NON U.S.   1,951 0.5 33,681 8.5  
  7 33,882 8.6 36,824 9.3  
IFED HSC FIN BASIS U.S. 4 18,598 2.8 66,988 10.1 660,755
NON U.S. 5 1,063 0.2 75,500 11.4  
  9 19,661 3.0 142,488 21.6  
IFED WAHA FIN BASIS U.S. 4 6,748 1.3 184,956 35.8 517,200
NON U.S. 6 9,670 1.9 51,506 10.0  
  10 16,418 3.2 236,462 45.7  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 0 0.0 142,497 42.0 338,922
NON U.S. 5 0 0.0 70,189 20.7  
  9 0 0.0 212,686 62.8  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   9,473 5.2 36,004 19.7 182,392
NON U.S.   1,348 0.7 30,528 16.7  
  7 10,821 5.9 66,532 36.5  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 6,406 1.0 164,464 26.8 614,394
NON U.S. 5 19,411 3.2 76,443 12.4  
  9 25,817 4.2 240,907 39.2  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   849 0.4 64,224 28.0 229,316
NON U.S.   0 0.0 63,451 27.7  
  6 849 0.4 127,675 55.7  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S. 4 10,883 4.9 1,543 0.7 222,553
NON U.S. 4 9,417 4.2 30,038 13.5  
  8 20,300 9.1 31,581 14.2  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S. 4 8,422 3.5 3,363 1.4 238,069
NON U.S. 4 5,951 2.5 29,141 12.2  
  8 14,373 6.0 32,504 13.7  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   0 0.0 45,021 17.4 258,855
NON U.S.   9,723 3.8 15,865 6.1  
  5 9,723 3.8 60,886 23.5  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   288 0.1 21,930 10.3 212,522
NON U.S.   0 0.0 24,453 11.5  
  5 288 0.1 46,383 21.8  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   13,283 15.0 5,250 5.9 88,292
  6 13,283 15.0 5,250 5.9  
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS U.S.   0 0.0 35,516 50.1 70,936
NON U.S.   1,210 1.7 30,386 42.8  
  5 1,210 1.7 65,902 92.9  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   2,508 1.3 17,168 9.2 185,955
NON U.S.   1,312 0.7 42,365 22.8  
  7 3,820 2.1 59,533 32.0  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   18,232 7.3 17,485 7.0 249,203
NON U.S.   0 0.0 6,958 2.8  
  5 18,232 7.3 24,443 9.8  
IFED TRANSCO ZONE 6 BASIS U.S.   2,002 1.6 2,228 1.8 125,583
NON U.S.   0 0.0 10,945 8.7  
  5 2,002 1.6 13,173 10.5  
IFED TETCO M2 Basis (Receipts) U.S.   62,450 17.8 130,113 37.1 350,661
NON U.S.   3,656 1.0 22,332 6.4  
  5 66,106 18.9 152,445 43.5  
NYME NATURAL GAS U.S. 4 29,584 2.5 43,489 3.7 1,181,478
NON U.S. 12 44,582 3.8 55,402 4.7  
  16 74,166 6.3 98,891 8.4  
NYME HENRY HUB LAST DAY FIN U.S. 4 5,304 1.4 99,647 25.8 386,804
NON U.S. 7 4,267 1.1 57,576 14.9  
  11 9,571 2.5 157,223 40.6  
NYME HENRY HUB PENULTIMATE FIN U.S.   37,002 28.7 3,360 2.6 129,020
NON U.S.   31,410 24.3 670 0.5  
  8 68,412 53.0 4,030 3.1  
CBT SOYBEAN MEAL U.S.   5,157 1.2 209 0.0 441,450
NON U.S.   40,083 9.1 1,811 0.4  
  13 45,240 10.2 2,020 0.5  
ICUS COTTON NO. 2 U.S.   2,705 1.1 11 0.0 246,116
NON U.S.   23,050 9.4 8,315 3.4  
  16 25,755 10.5 8,326 3.4  
NYME HENRY HUB U.S. 4 13,384 1.9 291,816 41.9 696,054
NON U.S. 8 49,615 7.1 173,460 24.9  
  12 62,999 9.1 465,276 66.8  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   76,623 34.7 8,088 3.7 220,960
NON U.S.   63,093 28.6 7,819 3.5  
  11 139,716 63.2 15,907 7.2  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 17,614 0.9 16,324 0.8 1,966,212
NON U.S. 15 9,809 0.5 18,770 1.0  
  19 27,423 1.4 35,094 1.8  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 98,641 3.2 7,653 0.2 3,077,241
NON U.S. 27 41,103 1.3 77,664 2.5  
  32 139,744 4.5 85,317 2.8  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   7,319 0.8 5,006 0.5 923,000
NON U.S.   3,000 0.3 12,358 1.3  
  7 10,319 1.1 17,364 1.9  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 10,461 0.3 6,450 0.2 3,118,607
NON U.S. 20 32,795 1.1 30,573 1.0  
  24 43,256 1.4 37,023 1.2  
CBT 30-DAY FEDERAL FUNDS U.S. 6 116,852 11.0 104,316 9.8 1,064,184
NON U.S. 20 77,833 7.3 29,344 2.8  
  26 194,685 18.3 133,660 12.6  
CME LEAN HOGS U.S.   157 0.1 104 0.0 215,871
NON U.S.   12,917 6.0 4,890 2.3  
  11 13,074 6.1 4,994 2.3  
CME LIVE CATTLE U.S.   0 0.0 238 0.1 274,781
NON U.S.   15,539 5.7 0 0.0  
  8 15,539 5.7 238 0.1  
CME FEEDER CATTLE U.S.   164 0.4 0 0.0 41,054
NON U.S.   1,214 3.0 118 0.3  
  7 1,378 3.4 118 0.3  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,089 7.2 3,014 10.4 28,963
NON U.S.   11 0.0 2,362 8.2  
  5 2,100 7.3 5,376 18.6  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,500 16.6 27,177
NON U.S.   0 0.0 3,516 12.9  
  5 0 0.0 8,016 29.5  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   5,115 8.9 1,891 3.3 57,593
NON U.S.   2,752 4.8 654 1.1  
  7 7,867 13.7 2,545 4.4  
NYME PROPANE NON-LDH MT BEL U.S.   38 0.1 8,629 17.1 50,333
NON U.S.   5 0.0 5,616 11.2  
  7 43 0.1 14,245 28.3  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   3,989 2.8 6,857 4.7 144,778
NON U.S.   1,352 0.9 5,529 3.8  
  6 5,341 3.7 12,386 8.6  
NYME MT BELVIEU ETHANE OPIS U.S.   1,670 2.9 8,339 14.4 58,003
NON U.S.   0 0.0 11,715 20.2  
  8 1,670 2.9 20,054 34.6  
NYME MT BELV NORM BUTANE OPIS U.S.   156 0.2 4,493 7.2 62,465
NON U.S.   139 0.2 3,751 6.0  
  7 295 0.5 8,244 13.2  
NYME MT BELV NAT GASOLINE OPIS U.S.   874 3.0 3,093 10.7 28,850
NON U.S.   1,221 4.2 2,770 9.6  
  6 2,095 7.3 5,863 20.3  
NYME CONWAY PROPANE (OPIS) U.S.   1,556 6.8 238 1.0 22,805
NON U.S.   82 0.4 2,130 9.3  
  5 1,638 7.2 2,368 10.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   20,948 4.8 69,967 15.9 438,665
NON U.S.   4,642 1.1 10,226 2.3  
  9 25,590 5.8 80,193 18.3  
IFED WTI CRUDE OIL 1ST LINE U.S.   1,290 2.0 1,037 1.6 66,029
NON U.S.   987 1.5 346 0.5  
  5 2,277 3.4 1,383 2.1  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   579 1.3 0 0.0 45,810
NON U.S.   0 0.0 16,808 36.7  
  7 579 1.3 16,808 36.7  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   15 0.1 13,036 71.8 18,167
  6 15 0.1 13,036 71.8  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   49,406 25.1 72,729 36.9 197,185
NON U.S.   0 0.0 29,249 14.8  
  6 49,406 25.1 101,978 51.7  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 20,879 1.0 284,552 14.1 2,013,491
NON U.S. 17 52,665 2.6 201,167 10.0  
  21 73,544 3.7 485,719 24.1  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 3,669 2.7 20,658 15.0 137,539
NON U.S. 8 6,333 4.6 35,892 26.1  
  12 10,002 7.3 56,550 41.1  
NYME WTI-BRENT CALENDAR U.S.   1,220 1.6 7,922 10.5 75,167
NON U.S.   1,602 2.1 0 0.0  
  6 2,822 3.8 7,922 10.5  
NYME BRENT CRUDE OIL LAST DAY U.S.   2,467 1.6 1,273 0.8 150,077
NON U.S.   424 0.3 363 0.2  
  6 2,891 1.9 1,636 1.1  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   585 0.4 25,719 17.8 144,619
NON U.S.   0 0.0 2,906 2.0  
  6 585 0.4 28,625 19.8  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 31,710 47.8 66,313
NON U.S.   0 0.0 15,308 23.1  
  6 0 0.0 47,018 70.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S. 4 3,884 4.8 15,218 18.7 81,238
NON U.S. 5 180 0.2 11,629 14.3  
  9 4,064 5.0 26,847 33.0  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   30 0.7 0 0.0 4,446
NON U.S.   1 0.0 2,946 66.3  
  5 31 0.7 2,946 66.3  
ICUS COCOA U.S.   5,295 2.6 263 0.1 201,324
NON U.S.   5,975 3.0 243 0.1  
  8 11,270 5.6 506 0.3  
NYME PALLADIUM U.S. 4 136 1.3 2,819 27.7 10,169
NON U.S. 8 997 9.8 526 5.2  
  12 1,133 11.1 3,345 32.9  
NYME PLATINUM U.S. 4 228 0.4 13,893 27.2 51,034
NON U.S. 17 3,315 6.5 4,332 8.5  
  21 3,543 6.9 18,225 35.7  
ICUS SUGAR NO. 11 U.S.   19,181 1.9 5,273 0.5 1,035,002
NON U.S.   54,131 5.2 58,091 5.6  
  16 73,312 7.1 63,364 6.1  
ICUS COFFEE C U.S.   2,866 1.0 879 0.3 285,632
NON U.S.   11,147 3.9 31,674 11.1  
  27 14,013 4.9 32,553 11.4  
CMX SILVER U.S. 4 3,944 2.6 34,110 22.3 153,267
NON U.S. 22 7,149 4.7 30,327 19.8  
  26 11,093 7.2 64,437 42.0  
CMX COPPER-GRADE #1 U.S.   4,280 1.8 0 0.0 233,351
NON U.S.   10,728 4.6 139 0.1  
  15 15,008 6.4 139 0.1  
CMX GOLD U.S. 4 12,265 2.3 83,344 15.3 544,774
NON U.S. 29 39,313 7.2 104,393 19.2  
  33 51,578 9.5 187,737 34.5  
CME CANADIAN DOLLAR U.S.   0 0.0 11,640 9.3 124,892
NON U.S.   668 0.5 2,841 2.3  
  5 668 0.5 14,481 11.6  
CME BRITISH POUND STERLING U.S.   10,887 7.8 2,905 2.1 140,437
NON U.S.   4,720 3.4 3,106 2.2  
  7 15,607 11.1 6,011 4.3  
CME EURO FX U.S.   306 0.0 193,877 30.9 627,754
NON U.S.   29,723 4.7 4,641 0.7  
  17 30,029 4.8 198,518 31.6  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   3,808 1.0 2,210 0.6 377,907
NON U.S.   10,439 2.8 1,517 0.4  
  10 14,247 3.8 3,727 1.0  
E VIX FUTURES U.S.   114 0.0 3,278 1.2 283,355
NON U.S.   31,152 11.0 5,868 2.1  
  7 31,266 11.0 9,146 3.2  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 7,025 7.9 4,835 5.4 89,194
NON U.S. 6 9,781 11.0 3,771 4.2  
  11 16,806 18.8 8,606 9.6  
CME 3-MONTH EURODOLLARS U.S. 7 1,488,111 15.5 527,845 5.5 9,596,590
NON U.S. 37 885,804 9.2 1,018,781 10.6  
  44 2,373,915 24.7 1,546,626 16.1  
CME 3-MONTH SOFR U.S. 4 26,619 8.0 88,352 26.7 331,132
NON U.S. 10 14,618 4.4 6,322 1.9  
  14 41,237 12.5 94,674 28.6  
CME 1-MONTH SOFR U.S.   1,213 1.0 27,578 21.9 126,194
NON U.S.   12,285 9.7 7,373 5.8  
  10 13,498 10.7 34,951 27.7  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 38,189 1.6 73,275 3.0 2,410,740
NON U.S. 26 41,104 1.7 152,339 6.3  
  33 79,293 3.3 225,614 9.4  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   1,205 15.9 3,499 46.1 7,593
  5 1,205 15.9 3,499 46.1  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 1,889 13.7 13,748
NON U.S.   0 0.0 4,730 34.4  
  6 0 0.0 6,619 48.1  
CME S&P 500 TOTAL RETURN INDEX U.S.   21,134 12.3 16,510 9.6 172,044
NON U.S.   33,643 19.6 16,548 9.6  
  9 54,777 31.8 33,058 19.2  
CMX ALUMINUM MW US TR PLATTS U.S.   4,285 13.1 0 0.0 32,829
NON U.S.   3,821 11.6 0 0.0  
  5 8,106 24.7 0 0.0  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   2,912 1.3 0 0.0 222,955
NON U.S.   9,026 4.0 9,677 4.3  
  15 11,938 5.4 9,677 4.3  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 12,442 2.3 1,177 0.2 529,570
NON U.S. 15 33,102 6.3 3,552 0.7  
  21 45,544 8.6 4,729 0.9  
ICUS MSCI EAFE MINI INDEX U.S. 4 1,083 0.2 7,762 1.8 439,315
NON U.S. 4 3,876 0.9 12,151 2.8  
  8 4,959 1.1 19,913 4.5  
ICUS MSCI EMERGING MKTS INDEX U.S. 5 3,829 0.3 10,213 0.8 1,242,737
NON U.S. 10 25,707 2.1 62,123 5.0