October Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 10/6/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   7,505 1.8 973 0.2 409,883
NON U.S.   35,869 8.8 13,897 3.4  
  18 43,374 10.6 14,870 3.6  
CBT WHEAT-HRW U.S.   7,011 3.0 0 0.0 234,349
NON U.S.   18,992 8.1 5,261 2.2  
  11 26,003 11.1 5,261 2.2  
CBT CORN U.S.   23,504 1.5 8,381 0.5 1,550,416
NON U.S.   84,534 5.5 14,707 0.9  
  17 108,038 7.0 23,088 1.5  
CBT SOYBEANS U.S.   14,060 1.4 11,416 1.1 1,023,352
NON U.S.   48,322 4.7 4,423 0.4  
  19 62,382 6.1 15,839 1.5  
CBT SOYBEAN OIL U.S.   2,231 0.5 482 0.1 470,998
NON U.S.   36,047 7.7 614 0.1  
  11 38,278 8.1 1,096 0.2  
CBT U.S. TREASURY BONDS U.S. 5 11,266 0.9 5,374 0.4 1,198,071
NON U.S. 9 2,072 0.2 5,293 0.4  
  14 13,338 1.1 10,667 0.9  
CBT ULTRA U.S. TREASURY BONDS U.S.   0 0.0 2,787 0.3 979,708
NON U.S.   1,876 0.2 5,507 0.6  
  6 1,876 0.2 8,294 0.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   20,927 4.8 2,752 0.6 432,234
NON U.S.   16,986 3.9 1,438 0.3  
  11 37,913 8.8 4,190 1.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 11,321 0.2 2,250,291 36.1 6,239,665
NON U.S. 9 64,444 1.0 1,673,591 26.8  
  14 75,765 1.2 3,923,882 62.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   50,833 23.8 10,804 5.1 213,687
NON U.S.   18,543 8.7 4,492 2.1  
  8 69,376 32.5 15,296 7.2  
IFED NWP ROCKIES FIN BASIS U.S. 4 1,476 0.5 56,140 18.5 303,475
NON U.S. 5 11,406 3.8 55,015 18.1  
  9 12,882 4.2 111,155 36.6  
IFED AECO FIN BASIS U.S.   0 0.0 27,878 2.5 1,118,075
NON U.S.   25,924 2.3 658,463 58.9  
  7 25,924 2.3 686,341 61.4  
IFED CHICAGO FIN BASIS U.S.   31,748 8.3 3,627 1.0 381,577
NON U.S.   4,184 1.1 33,591 8.8  
  8 35,932 9.4 37,218 9.8  
IFED HSC FIN BASIS U.S. 4 18,017 2.8 70,907 11.0 645,296
NON U.S. 5 1,273 0.2 69,386 10.8  
  9 19,290 3.0 140,293 21.7  
IFED WAHA FIN BASIS U.S. 4 7,343 1.5 173,142 35.0 494,036
NON U.S. 6 9,670 2.0 46,897 9.5  
  10 17,013 3.4 220,039 44.5  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 0 0.0 143,975 43.8 328,435
NON U.S. 5 0 0.0 76,873 23.4  
  9 0 0.0 220,848 67.2  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   8,298 4.8 36,193 20.9 172,966
NON U.S.   1,348 0.8 30,578 17.7  
  7 9,646 5.6 66,771 38.6  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 5,669 1.0 164,763 28.7 574,123
NON U.S. 5 20,029 3.5 73,881 12.9  
  9 25,698 4.5 238,644 41.6  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   421 0.2 65,630 30.1 217,747
NON U.S.   0 0.0 61,390 28.2  
  6 421 0.2 127,020 58.3  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   8,508 4.9 1,316 0.8 171,944
NON U.S.   8,397 4.9 25,281 14.7  
  5 16,905 9.8 26,597 15.5  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   5,665 3.1 2,253 1.2 180,911
NON U.S.   4,327 2.4 25,199 13.9  
  7 9,992 5.5 27,452 15.2  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   31 0.0 43,616 17.1 255,247
NON U.S.   10,395 4.1 15,865 6.2  
  5 10,426 4.1 59,481 23.3  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   288 0.1 21,900 11.0 198,628
NON U.S.   0 0.0 23,141 11.7  
  5 288 0.1 45,041 22.7  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   79 0.1 370 0.4 86,098
NON U.S.   13,962 16.2 5,138 6.0  
  7 14,041 16.3 5,508 6.4  
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS U.S.   0 0.0 34,330 54.4 63,129
NON U.S.   1,510 2.4 24,299 38.5  
  5 1,510 2.4 58,629 92.9  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   4,465 2.5 14,353 8.2 175,730
NON U.S.   1,312 0.7 39,865 22.7  
  7 5,777 3.3 54,218 30.9  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   19,470 8.5 15,168 6.6 228,151
NON U.S.   0 0.0 6,987 3.1  
  5 19,470 8.5 22,155 9.7  
IFED TRANSCO ZONE 6 BASIS U.S.   2,264 2.0 1,974 1.7 114,711
NON U.S.   0 0.0 11,707 10.2  
  5 2,264 2.0 13,681 11.9  
IFED TETCO M2 Basis (Receipts) U.S.   16,352 6.0 94,879 34.8 272,886
NON U.S.   3,656 1.3 20,338 7.5  
  5 20,008 7.3 115,217 42.2  
NYME NATURAL GAS U.S. 4 25,471 2.0 54,701 4.3 1,275,017
NON U.S. 12 39,642 3.1 68,037 5.3  
  16 65,113 5.1 122,738 9.6  
NYME HENRY HUB LAST DAY FIN U.S. 4 5,301 1.6 93,074 27.9 333,076
NON U.S. 7 3,822 1.1 39,612 11.9  
  11 9,123 2.7 132,686 39.8  
NYME HENRY HUB PENULTIMATE FIN U.S.   33,945 28.9 3,458 2.9 117,368
NON U.S.   30,198 25.7 588 0.5  
  8 64,143 54.7 4,046 3.4  
CBT SOYBEAN MEAL U.S.   6,889 1.5 60 0.0 452,711
NON U.S.   37,274 8.2 1,229 0.3  
  14 44,163 9.8 1,289 0.3  
ICUS COTTON NO. 2 U.S.   3,409 1.5 18 0.0 226,996
NON U.S.   22,687 10.0 11,601 5.1  
  17 26,096 11.5 11,619 5.1  
NYME HENRY HUB U.S. 4 14,041 2.0 299,642 42.1 712,223
NON U.S. 8 37,940 5.3 181,860 25.5  
  12 51,981 7.3 481,502 67.6  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   61,802 31.5 7,075 3.6 196,126
NON U.S.   59,984 30.6 5,589 2.8  
  10 121,786 62.1 12,664 6.5  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 13,484 0.7 13,892 0.7 1,988,403
NON U.S. 16 6,405 0.3 30,771 1.5  
  20 19,889 1.0 44,663 2.2  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 98,459 3.0 10,172 0.3 3,249,451
NON U.S. 24 64,861 2.0 52,096 1.6  
  29 163,320 5.0 62,268 1.9  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   5,594 0.6 3,995 0.4 898,902
NON U.S.   0 0.0 6,649 0.7  
  5 5,594 0.6 10,644 1.2  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 24,199 0.8 7,723 0.2 3,155,992
NON U.S. 23 59,129 1.9 24,817 0.8  
  27 83,328 2.6 32,540 1.0  
CBT 30-DAY FEDERAL FUNDS U.S. 5 137,932 10.4 108,697 8.2 1,331,620
NON U.S. 19 98,830 7.4 36,644 2.8  
  24 236,762 17.8 145,341 10.9  
CME LEAN HOGS U.S.   108 0.0 368 0.2 229,028
NON U.S.   13,060 5.7 4,155 1.8  
  11 13,168 5.7 4,523 2.0  
CME LIVE CATTLE U.S.   113 0.0 62 0.0 292,713
NON U.S.   15,901 5.4 87 0.0  
  8 16,014 5.5 149 0.1  
CME FEEDER CATTLE U.S.   141 0.3 0 0.0 43,761
NON U.S.   1,217 2.8 132 0.3  
  7 1,358 3.1 132 0.3  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,224 7.1 4,429 14.1 31,377
NON U.S.   15 0.0 2,372 7.6  
  5 2,239 7.1 6,801 21.7  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,800 16.7 28,738
NON U.S.   0 0.0 3,765 13.1  
  6 0 0.0 8,565 29.8  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   5,040 8.8 1,643 2.9 57,462
NON U.S.   2,833 4.9 180 0.3  
  6 7,873 13.7 1,823 3.2  
NYME PROPANE NON-LDH MT BEL U.S.   85 0.2 9,110 17.0 53,692
NON U.S.   0 0.0 4,595 8.6  
  6 85 0.2 13,705 25.5  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   4,302 3.3 5,270 4.1 129,111
NON U.S.   1,113 0.9 4,717 3.7  
  6 5,415 4.2 9,987 7.7  
NYME MT BELVIEU ETHANE OPIS U.S.   1,525 2.6 8,271 14.1 58,455
NON U.S.   0 0.0 11,894 20.3  
  8 1,525 2.6 20,165 34.5  
NYME MT BELV NORM BUTANE OPIS U.S.   552 0.9 3,322 5.5 60,225
NON U.S.   296 0.5 3,348 5.6  
  6 848 1.4 6,670 11.1  
NYME MT BELV NAT GASOLINE OPIS U.S.   868 2.6 4,430 13.4 33,128
NON U.S.   1,477 4.5 3,158 9.5  
  5 2,345 7.1 7,588 22.9  
NYME CONWAY PROPANE (OPIS) U.S.   1,644 6.7 238 1.0 24,509
NON U.S.   48 0.2 2,567 10.5  
  5 1,692 6.9 2,805 11.4  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   22,343 4.9 73,234 16.1 454,722
NON U.S.   4,549 1.0 10,617 2.3  
  9 26,892 5.9 83,851 18.4  
IFED WTI CRUDE OIL 1ST LINE U.S.   2,247 3.0 1,092 1.5 74,449
NON U.S.   1,014 1.4 309 0.4  
  5 3,261 4.4 1,401 1.9  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   778 1.8 0 0.0 42,489
NON U.S.   0 0.0 15,854 37.3  
  7 778 1.8 15,854 37.3  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   210 1.6 7,447 58.4 12,742
  6 210 1.6 7,447 58.4  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   54,032 26.4 73,739 36.0 204,589
NON U.S.   0 0.0 29,791 14.6  
  6 54,032 26.4 103,530 50.6  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 28,291 1.3 295,209 14.0 2,111,762
NON U.S. 19 53,914 2.6 213,238 10.1  
  23 82,205 3.9 508,447 24.1  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 2,678 1.9 17,453 12.7 137,659
NON U.S. 8 8,128 5.9 34,781 25.3  
  12 10,806 7.8 52,234 37.9  
NYME WTI-BRENT CALENDAR U.S.   1,230 1.5 9,274 11.5 80,967
NON U.S.   964 1.2 0 0.0  
  5 2,194 2.7 9,274 11.5  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,273 1.8 652 0.3 186,952
NON U.S.   521 0.3 746 0.4  
  6 3,794 2.0 1,398 0.7  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   720 0.5 26,683 17.5 152,675
NON U.S.   0 0.0 3,113 2.0  
  7 720 0.5 29,796 19.5  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 33,792 48.5 69,604
NON U.S.   0 0.0 15,345 22.0  
  6 0 0.0 49,137 70.6  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S. 4 2,692 3.1 17,026 19.6 87,080
NON U.S. 5 180 0.2 12,826 14.7  
  9 2,872 3.3 29,852 34.3  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   60 1.2 0 0.0 5,127
NON U.S.   2 0.0 2,982 58.2  
  5 62 1.2 2,982 58.2  
ICUS COCOA U.S.   5,443 2.5 31 0.0 218,593
NON U.S.   6,024 2.8 379 0.2  
  7 11,467 5.2 410 0.2  
NYME PALLADIUM U.S.   69 0.7 2,599 27.4 9,481
NON U.S.   810 8.5 384 4.1  
  10 879 9.3 2,983 31.5  
NYME PLATINUM U.S. 4 501 1.0 12,941 24.9 51,995
NON U.S. 15 3,674 7.1 3,835 7.4  
  19 4,175 8.0 16,776 32.3  
ICUS SUGAR NO. 11 U.S.   22,132 2.3 4,270 0.5 946,439
NON U.S.   52,696 5.6 50,004 5.3  
  16 74,828 7.9 54,274 5.7  
ICUS COFFEE C U.S.   4,154 1.5 1,035 0.4 278,564
NON U.S.   10,928 3.9 28,064 10.1  
  27 15,082 5.4 29,099 10.4  
CMX SILVER U.S. 4 3,976 2.6 33,278 21.4 155,484
NON U.S. 21 7,731 5.0 28,846 18.6  
  25 11,707 7.5 62,124 40.0  
CMX COPPER-GRADE #1 U.S.   4,931 2.2 5 0.0 228,717
NON U.S.   11,075 4.8 876 0.4  
  15 16,006 7.0 881 0.4  
CMX GOLD U.S. 5 11,791 2.1 88,784 16.0 555,555
NON U.S. 29 44,767 8.1 103,776 18.7  
  34 56,558 10.2 192,560 34.7  
CME BRITISH POUND STERLING U.S.   17,002 10.9 2,519 1.6 156,467
NON U.S.   4,528 2.9 2,800 1.8  
  7 21,530 13.8 5,319 3.4  
CME JAPANESE YEN U.S.   230 0.1 55,603 34.1 163,024
NON U.S.   2,159 1.3 4,305 2.6  
  5 2,389 1.5 59,908 36.7  
CME EURO FX U.S.   1,015 0.2 199,143 30.5 652,135
NON U.S.   23,140 3.5 3,901 0.6  
  15 24,155 3.7 203,044 31.1  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   3,672 1.0 2,963 0.8 356,860
NON U.S.   10,686 3.0 2,253 0.6  
  11 14,358 4.0 5,216 1.5  
E VIX FUTURES U.S.   273 0.1 2,445 0.9 267,685
NON U.S.   15,102 5.6 4,003 1.5  
  8 15,375 5.7 6,448 2.4  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 2,992 3.5 1,329 1.5 85,762
NON U.S. 4 6,846 8.0 2,060 2.4  
  9 9,838 11.5 3,389 4.0  
CME 3-MONTH EURODOLLARS U.S. 7 1,305,041 14.2 597,299 6.5 9,166,721
NON U.S. 32 725,111 7.9 982,156 10.7  
  39 2,030,152 22.1 1,579,455 17.2  
CME 3-MONTH SOFR U.S. 4 15,208 6.4 65,404 27.6 236,893
NON U.S. 6 12,216 5.2 2,104 0.9  
  10 27,424 11.6 67,508 28.5  
CME 1-MONTH SOFR U.S. 4 2,066 1.5 31,372 22.6 138,684
NON U.S. 7 17,703 12.8 6,821 4.9  
  11 19,769 14.3 38,193 27.5  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 35,928 1.5 63,978 2.6 2,476,190
NON U.S. 23 42,922 1.7 158,666 6.4  
  30 78,850 3.2 222,644 9.0  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   535 7.0 4,198 55.0 7,637
  5 535 7.0 4,198 55.0  
CME S&P 500 TOTAL RETURN INDEX U.S.   18,172 10.9 16,510 9.9 167,044
NON U.S.   35,605 21.3 16,548 9.9  
  9 53,777 32.2 33,058 19.8  
CMX ALUMINUM MW US TR PLATTS U.S.   4,115 12.0 0 0.0 34,267
NON U.S.   5,983 17.5 0 0.0  
  6 10,098 29.5 0 0.0  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 9,672 3.5 0 0.0 277,502
NON U.S. 14 23,396 8.4 8,433 3.0  
  18 33,068 11.9 8,433 3.0  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 13,198 2.6 7,455 1.4 514,258
NON U.S. 16 34,981 6.8 3,905 0.8  
  22 48,179 9.4 11,360 2.2  
ICUS MSCI EAFE MINI INDEX U.S. 4 1,298 0.3 7,445 1.8 419,112
NON U.S. 4 2,755 0.7 3,046 0.7  
  8 4,053 1.0 10,491 2.5  
ICUS MSCI EMERGING MKTS INDEX U.S. 5 3,986 0.3 5,216 0.4 1,234,881
NON U.S. 11 29,785 2.4 57,700 4.7  
  16 33,771 2.7 62,916 5.1  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 4 1,131 0.6 7,916 4.1 194,362
NON U.S. 8 11,416 5.9 44,602 22.9  
  12 12,547 6.5 52,518 27.0