October Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 10/5/2021
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   14,061 3.8 2,044 0.5 373,320
NON U.S.   35,236 9.4 18,685 5.0  
  17 49,297 13.2 20,729 5.6  
CBT WHEAT-HRW U.S.   3,796 1.6 560 0.2 230,413
NON U.S.   15,405 6.7 5,854 2.5  
  11 19,201 8.3 6,414 2.8  
CBT CORN U.S.   26,325 1.9 633 0.0 1,397,458
NON U.S.   78,688 5.6 5,263 0.4  
  14 105,013 7.5 5,896 0.4  
CBT SOYBEANS U.S.   9,888 1.4 22,198 3.1 715,835
NON U.S.   35,068 4.9 15,854 2.2  
  18 44,956 6.3 38,052 5.3  
IFED CALIF CARBON ALLOWANCE V2022 NON U.S.   705 0.8 44,984 51.7 86,970
  5 705 0.8 44,984 51.7  
CBT SOYBEAN OIL U.S.   11,764 3.0 2,508 0.6 388,128
NON U.S.   27,082 7.0 2,844 0.7  
  13 38,846 10.0 5,352 1.4  
CBT U.S. TREASURY BONDS U.S. 4 2,973 0.2 10,339 0.8 1,232,198
NON U.S. 10 4,482 0.4 19,860 1.6  
  14 7,455 0.6 30,199 2.5  
CBT ULTRA U.S. TREASURY BONDS U.S.   1,928 0.2 100 0.0 1,222,544
NON U.S.   2,190 0.2 10,305 0.8  
  5 4,118 0.3 10,405 0.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   18,004 4.1 2,066 0.5 440,286
NON U.S.   20,177 4.6 4,403 1.0  
  11 38,181 8.7 6,469 1.5  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 10,506 0.2 2,361,295 36.0 6,560,870
NON U.S. 9 114,295 1.7 1,328,846 20.3  
  14 124,801 1.9 3,690,141 56.2  
IFED NATURAL GAS PENULTIMATE ICE U.S.   48,400 11.5 19,689 4.7 420,028
NON U.S.   7,900 1.9 40,814 9.7  
  9 56,300 13.4 60,503 14.4  
IFED NWP ROCKIES FIN BASIS U.S. 4 1,127 0.4 86,251 33.2 260,181
NON U.S. 4 11,404 4.4 20,676 7.9  
  8 12,531 4.8 106,927 41.1  
IFED AECO FIN BASIS U.S.   0 0.0 22,073 2.5 871,896
NON U.S.   35,419 4.1 434,918 49.9  
  7 35,419 4.1 456,991 52.4  
IFED CHICAGO FIN BASIS U.S.   25,498 8.8 5,852 2.0 288,195
NON U.S.   3,753 1.3 29,543 10.3  
  8 29,251 10.1 35,395 12.3  
IFED HSC FIN BASIS U.S.   19,823 3.8 52,573 10.0 525,569
NON U.S.   0 0.0 49,479 9.4  
  6 19,823 3.8 102,052 19.4  
IFED WAHA FIN BASIS U.S.   8,422 2.1 100,670 25.2 399,797
NON U.S.   8,968 2.2 29,484 7.4  
  8 17,390 4.3 130,154 32.6  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 0 0.0 158,724 50.6 313,511
NON U.S. 5 0 0.0 76,656 24.5  
  9 0 0.0 235,380 75.1  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   2,498 1.5 34,755 20.2 171,859
NON U.S.   1,071 0.6 28,344 16.5  
  6 3,569 2.1 63,099 36.7  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   642 0.1 284,948 44.3 643,906
NON U.S.   36,099 5.6 41,206 6.4  
  8 36,741 5.7 326,154 50.7  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   3,856 2.2 35,898 20.8 172,520
NON U.S.   0 0.0 37,312 21.6  
  6 3,856 2.2 73,210 42.4  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   6,901 7.3 2,117 2.2 95,032
NON U.S.   5,660 6.0 7,752 8.2  
  6 12,561 13.2 9,869 10.4  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   4,800 4.1 2,582 2.2 115,946
NON U.S.   7,998 6.9 10,794 9.3  
  7 12,798 11.0 13,376 11.5  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   948 0.5 54,517 26.6 204,853
NON U.S.   4,559 2.2 7,619 3.7  
  6 5,507 2.7 62,136 30.3  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   0 0.0 20,127 10.6 190,178
NON U.S.   58 0.0 9,859 5.2  
  5 58 0.0 29,986 15.8  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   2,546 3.0 0 0.0 84,903
NON U.S.   12,573 14.8 18,399 21.7  
  7 15,119 17.8 18,399 21.7  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   1,524 1.3 13,295 11.8 113,089
NON U.S.   1,189 1.1 21,617 19.1  
  7 2,713 2.4 34,912 30.9  
IFED TETCO M2 Basis (Receipts) U.S.   63,183 20.0 143,612 45.5 315,592
NON U.S.   2,844 0.9 12,687 4.0  
  5 66,027 20.9 156,299 49.5  
IFED TRANSCO LEIDY BASIS U.S.   1,379 1.9 23,671 32.8 72,063
NON U.S.   15,044 20.9 1,858 2.6  
  5 16,423 22.8 25,529 35.4  
NYME NATURAL GAS U.S. 4 29,578 2.1 38,273 2.8 1,376,788
NON U.S. 11 55,217 4.0 23,277 1.7  
  15 84,795 6.2 61,550 4.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 4,555 0.8 116,992 20.5 571,646
NON U.S. 9 2,051 0.4 119,584 20.9  
  13 6,606 1.2 236,576 41.4  
NYME HENRY HUB PENULTIMATE FIN U.S. 4 42,012 26.2 3,677 2.3 160,486
NON U.S. 6 26,719 16.6 6,558 4.1  
  10 68,731 42.8 10,235 6.4  
CBT SOYBEAN MEAL U.S.   5,294 1.3 549 0.1 399,931
NON U.S.   27,354 6.8 2,713 0.7  
  11 32,648 8.2 3,262 0.8  
ICUS COTTON NO. 2 U.S.   4,732 1.6 1,961 0.7 290,858
NON U.S.   18,030 6.2 11,237 3.9  
  15 22,762 7.8 13,198 4.5  
NYME HENRY HUB U.S. 4 7,977 1.5 230,704 42.2 546,959
NON U.S. 7 36,433 6.7 116,720 21.3  
  11 44,410 8.1 347,424 63.5  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 72,162 35.3 9,075 4.4 204,558
NON U.S. 7 44,114 21.6 11,833 5.8  
  11 116,276 56.8 20,908 10.2  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 15,258 0.9 13,283 0.7 1,773,474
NON U.S. 24 19,066 1.1 60,944 3.4  
  30 34,324 1.9 74,227 4.2  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 7 84,367 2.1 9,349 0.2 4,063,952
NON U.S. 31 65,229 1.6 110,271 2.7  
  38 149,596 3.7 119,620 2.9  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   3,076 0.2 3,915 0.3 1,450,958
NON U.S.   525 0.0 23,027 1.6  
  8 3,601 0.2 26,942 1.9  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 14,817 0.4 8,085 0.2 3,571,119
NON U.S. 21 42,547 1.2 74,063 2.1  
  25 57,364 1.6 82,148 2.3  
CBT 30-DAY FEDERAL FUNDS U.S. 6 214,714 19.3 162,119 14.6 1,112,644
NON U.S. 23 106,497 9.6 130,251 11.7  
  29 321,211 28.9 292,370 26.3  
CME LEAN HOGS NON U.S.   14,675 5.7 4,819 1.9 257,531
  9 14,675 5.7 4,819 1.9  
CME LIVE CATTLE NON U.S. 9 18,482 6.4 384 0.1 290,019
  9 18,482 6.4 384 0.1  
CME FEEDER CATTLE NON U.S.   867 2.1 100 0.2 41,756
  6 867 2.1 100 0.2  
IFED NAT GASLNE OPIS MT B NONTET FP U.S.   213 1.4 1,492 9.6 15,490
NON U.S.   27 0.2 1,648 10.6  
  6 240 1.5 3,140 20.3  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 2,652 8.4 31,625
NON U.S.   0 0.0 3,624 11.5  
  7 0 0.0 6,276 19.8  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,627 2.3 2,380 3.4 69,415
NON U.S.   2,633 3.8 1,181 1.7  
  6 4,260 6.1 3,561 5.1  
NYME PROPANE NON-LDH MT BEL U.S. 4 0 0.0 9,323 19.9 46,843
NON U.S. 4 0 0.0 8,885 19.0  
  8 0 0.0 18,208 38.9  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   2,407 1.9 6,626 5.3 124,072
NON U.S.   655 0.5 6,391 5.2  
  8 3,062 2.5 13,017 10.5  
NYME MT BELVIEU ETHANE OPIS U.S.   0 0.0 7,314 14.9 49,194
NON U.S.   0 0.0 6,739 13.7  
  8 0 0.0 14,053 28.6  
NYME MT BELV NORM BUTANE OPIS U.S.   1,018 1.8 4,779 8.3 57,830
NON U.S.   203 0.4 3,493 6.0  
  7 1,221 2.1 8,272 14.3  
NYME MT BELV NAT GASOLINE OPIS U.S.   463 1.4 4,073 12.7 32,047
NON U.S.   132 0.4 4,162 13.0  
  7 595 1.9 8,235 25.7  
NYME CONWAY PROPANE (OPIS) U.S.   826 3.3 177 0.7 24,669
NON U.S.   185 0.7 2,093 8.5  
  7 1,011 4.1 2,270 9.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   12,827 2.3 57,830 10.4 556,971
NON U.S.   6,753 1.2 9,014 1.6  
  9 19,580 3.5 66,844 12.0  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 15,755 27.9 56,462
  6 0 0.0 15,755 27.9  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 9,011 60.9 14,803
  6 0 0.0 9,011 60.9  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   7,630 6.1 53,841 43.2 124,554
NON U.S.   0 0.0 19,338 15.5  
  6 7,630 6.1 73,179 58.8  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 6,724 0.3 294,116 13.2 2,230,794
NON U.S. 12 46,830 2.1 196,413 8.8  
  16 53,554 2.4 490,529 22.0  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 7,399 5.3 21,635 15.6 138,778
NON U.S. 8 13,105 9.4 15,349 11.1  
  12 20,504 14.8 36,984 26.6  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,891 2.0 1,011 0.5 197,795
NON U.S.   284 0.1 658 0.3  
  5 4,175 2.1 1,669 0.8  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   1,626 4.0 16,164 39.8 40,654
NON U.S.   0 0.0 10,422 25.6  
  5 1,626 4.0 26,586 65.4  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   1,401 1.9 10,994 14.7 74,901
NON U.S.   0 0.0 2,547 3.4  
  7 1,401 1.9 13,541 18.1  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   0 0.0 50 0.6 8,944
NON U.S.   0 0.0 4,155 46.5  
  5 0 0.0 4,205 47.0  
ICUS COCOA U.S.   2,583 1.0 1,726 0.7 251,776
NON U.S.   5,583 2.2 7,325 2.9  
  8 8,166 3.2 9,051 3.6  
NYME PALLADIUM U.S.   887 9.1 181 1.9 9,705
NON U.S.   798 8.2 198 2.0  
  12 1,685 17.4 379 3.9  
NYME PLATINUM U.S. 5 661 1.1 13,177 21.2 62,109
NON U.S. 14 3,382 5.4 6,540 10.5  
  19 4,043 6.5 19,717 31.7  
ICUS SUGAR NO. 11 U.S.   4,292 0.5 21,036 2.4 888,354
NON U.S.   42,583 4.8 69,140 7.8  
  13 46,875 5.3 90,176 10.2  
ICUS COFFEE C U.S.   4,011 1.3 4,856 1.6 306,363
NON U.S.   9,360 3.1 36,884 12.0  
  27 13,371 4.4 41,740 13.6  
CMX SILVER U.S. 4 3,373 2.4 26,952 19.3 139,763
NON U.S. 19 9,546 6.8 26,253 18.8  
  23 12,919 9.2 53,205 38.1  
CMX COPPER-GRADE #1 U.S.   5,506 3.0 168 0.1 185,655
NON U.S.   8,882 4.8 243 0.1  
  13 14,388 7.7 411 0.2  
CMX GOLD U.S. 5 12,655 2.6 48,487 10.0 483,789
NON U.S. 31 43,679 9.0 124,068 25.6  
  36 56,334 11.6 172,555 35.7  
CME RUSSIAN RUBLE NON U.S.   143 0.3 19,659 37.2 52,913
  5 143 0.3 19,659 37.2  
CME CANADIAN DOLLAR U.S.   191 0.2 4,450 3.7 120,168
NON U.S.   978 0.8 1,877 1.6  
  5 1,169 1.0 6,327 5.3  
CME MEXICAN PESO NON U.S.   3,010 1.8 91,866 54.6 168,119
  9 3,010 1.8 91,866 54.6  
CME BRITISH POUND STERLING U.S.   594 0.3 9,105 5.0 182,338
NON U.S.   16,112 8.8 466 0.3  
  8 16,706 9.2 9,571 5.2  
CME EURO FX U.S.   255 0.0 152,663 22.0 693,591
NON U.S.   7,717 1.1 45,250 6.5  
  17 7,972 1.1 197,913 28.5  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   4,543 1.4 3,409 1.1 314,226
NON U.S.   13,556 4.3 1,904 0.6  
  9 18,099 5.8 5,313 1.7  
E VIX FUTURES U.S.   144 0.0 1,940 0.6 307,664
NON U.S.   39,821 12.9 7,809 2.5  
  7 39,965 13.0 9,749 3.2  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S.   8,807 9.2 96 0.1 96,240
NON U.S.   550 0.6 16,798 17.5  
  8 9,357 9.7 16,894 17.6  
CME 3-MONTH EURODOLLARS U.S. 9 2,048,145 16.4 244,311 2.0 12,461,197
NON U.S. 30 1,144,035 9.2 660,322 5.3  
  39 3,192,180 25.6 904,633 7.3  
CME BITCOIN NON U.S.   472 5.3 95 1.1 8,886
  5 472 5.3 95 1.1  
CME 3-MONTH SOFR U.S. 7 213,614 24.9 150,899 17.6 857,962
NON U.S. 23 102,495 11.9 75,528 8.8  
  30 316,109 36.8 226,427 26.4  
CME 1-MONTH SOFR U.S. 4 39,145 24.2 14,014 8.7 161,491
NON U.S. 10 4,210 2.6 6,940 4.3  
  14 43,355 26.8 20,954 13.0  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 982 3.0 32,257
NON U.S.   1,285 4.0 17,528 54.3  
  6 1,285 4.0 18,510 57.4  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 16,954 0.7 73,465 3.0 2,437,353
NON U.S. 23 71,321 2.9 208,216 8.5  
  29 88,275 3.6 281,681 11.6  
CME E-MINI S&P FINANCIAL INDEX U.S.   545 1.9 0 0.0 28,072
NON U.S.   4,608 16.4 18,096 64.5  
  6 5,153 18.4 18,096 64.5  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   3,080 22.2 5,918 42.6 13,903
  5 3,080 22.2 5,918 42.6  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   931 7.5 0 0.0 12,433
NON U.S.   2,486 20.0 7,552 60.7  
  6 3,417 27.5 7,552 60.7  
CME E-MINI S&P UTILITIES INDEX NON U.S.   0 0.0 9,543 37.5 25,439
  5 0 0.0 9,543 37.5  
CME S&P 500 TOTAL RETURN INDEX U.S.   2,000 1.9 7,600 7.2 106,153
NON U.S.   18,740 17.7 55,010 51.8  
  7 20,740 19.5 62,610 59.0  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   6,092 2.7 216 0.1 225,151
NON U.S.   25,848 11.5 10,673 4.7  
  15 31,940 14.2 10,889 4.8  
CME AUSTRALIAN DOLLAR U.S.   49,466 26.2 0 0.0 188,691
NON U.S.   5,511 2.9 224 0.1  
  5 54,977 29.1 224 0.1  
CME E-MINI RUSSELL 2000 INDEX U.S. 5 8,282 1.9 594 0.1 445,599
NON U.S. 11 39,586 8.9 5,444 1.2  
  16 47,868 10.7 6,038 1.4  
ICUS MSCI EAFE MINI INDEX U.S.   2,278 0.6 9,225 2.3 395,203
NON U.S.   1,461 0.4 31,039 7.9  
  7 3,739 0.9 40,264 10.2  
ICUS MSCI EMERGING MKTS INDEX U.S. 5 2,151 0.2 560 0.1 1,100,635
NON U.S. 9 10,666 1.0 106,588 9.7  
  14 12,817 1.2 107,148 9.7  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 5 506 0.2 24,583