September Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 9/3/2019
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   9,157 2.6 2,264 0.6 353,963
NON U.S.   34,425 9.7 3,698 1.0  
  19 43,582 12.3 5,962 1.7  
CBT WHEAT-HRW U.S.   6,609 2.3 2,615 0.9 285,852
NON U.S.   15,949 5.6 2,245 0.8  
  11 22,558 7.9 4,860 1.7  
CBT CORN U.S.   8,092 0.5 10,537 0.7 1,571,335
NON U.S.   66,847 4.3 4,800 0.3  
  16 74,939 4.8 15,337 1.0  
CBT SOYBEANS U.S. 5 7,283 1.1 4,012 0.6 642,132
NON U.S. 13 35,088 5.5 6,732 1.0  
  18 42,371 6.6 10,744 1.7  
CBT SOYBEAN OIL U.S.   9,535 2.0 1,932 0.4 485,824
NON U.S.   36,026 7.4 782 0.2  
  12 45,561 9.4 2,714 0.6  
CBT U.S. TREASURY BONDS U.S. 5 3,420 0.4 8,060 0.8 963,092
NON U.S. 12 6,021 0.6 9,990 1.0  
  17 9,441 1.0 18,050 1.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 16,358 3.9 3,520 0.8 418,483
NON U.S. 7 13,867 3.3 1,622 0.4  
  11 30,225 7.2 5,142 1.2  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 10,901 0.2 1,858,501 37.7 4,928,434
NON U.S. 8 80,172 1.6 805,125 16.3  
  13 91,073 1.8 2,663,626 54.0  
IFED NATURAL GAS PENULTIMATE ICE U.S.   14,827 10.4 18,691 13.1 143,184
NON U.S.   4,339 3.0 3,832 2.7  
  6 19,166 13.4 22,523 15.7  
IFED PG&E CITYGATE FIN BASIS U.S.   1,842 1.2 4,149 2.6 156,680
NON U.S.   1,343 0.9 34,172 21.8  
  5 3,185 2.0 38,321 24.5  
IFED NWP ROCKIES FIN BASIS U.S.   786 0.2 80,691 24.1 335,138
NON U.S.   8,239 2.5 89,341 26.7  
  8 9,025 2.7 170,032 50.7  
IFED AECO FIN BASIS U.S.   1,257 0.1 11,005 1.3 853,341
NON U.S.   20,156 2.4 615,863 72.2  
  8 21,413 2.5 626,868 73.5  
IFED CHICAGO FIN BASIS U.S.   22,104 5.5 4,539 1.1 400,862
NON U.S.   4,425 1.1 55,151 13.8  
  9 26,529 6.6 59,690 14.9  
IFED HSC FIN BASIS U.S.   10,381 1.9 90,689 16.7 543,816
NON U.S.   1,911 0.4 16,702 3.1  
  8 12,292 2.3 107,391 19.7  
IFED WAHA FIN BASIS U.S.   29 0.0 99,375 25.0 396,727
NON U.S.   18,519 4.7 28,215 7.1  
  6 18,548 4.7 127,590 32.2  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 71,414 27.3 261,540
NON U.S.   0 0.0 70,813 27.1  
  8 0 0.0 142,227 54.4  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   14,955 7.8 30,735 16.0 192,649
NON U.S.   2,796 1.5 13,737 7.1  
  7 17,751 9.2 44,472 23.1  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   17,947 3.0 125,344 20.6 607,058
NON U.S.   60,715 10.0 75,043 12.4  
  8 78,662 13.0 200,387 33.0  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   14,365 5.5 5,253 2.0 259,908
NON U.S.   7,770 3.0 2,450 0.9  
  5 22,135 8.5 7,703 3.0  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   1,458 0.6 17,665 7.6 232,665
NON U.S.   0 0.0 28,355 12.2  
  5 1,458 0.6 46,020 19.8  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   17,355 19.9 2,649 3.0 87,427
  5 17,355 19.9 2,649 3.0  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   9,465 5.3 19,474 10.9 178,421
NON U.S.   7,898 4.4 4,500 2.5  
  6 17,363 9.7 23,974 13.4  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   26,260 10.4 7,144 2.8 252,289
NON U.S.   0 0.0 9,478 3.8  
  6 26,260 10.4 16,622 6.6  
IFED TRANSCO ZONE 6 BASIS U.S.   857 0.6 9,940 7.5 132,271
NON U.S.   909 0.7 13,199 10.0  
  5 1,766 1.3 23,139 17.5  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   3,563 2.4 15,183 10.4 146,108
NON U.S.   3,287 2.2 9,513 6.5  
  5 6,850 4.7 24,696 16.9  
IFED TETCO M2 Basis (Receipts) U.S.   14,100 5.2 106,491 39.5 269,362
NON U.S.   7,756 2.9 56,064 20.8  
  7 21,856 8.1 162,555 60.3  
NYME NATURAL GAS U.S. 5 50,709 3.9 40,838 3.1 1,314,370
NON U.S. 14 70,044 5.3 54,091 4.1  
  19 120,753 9.2 94,929 7.2  
NYME HENRY HUB LAST DAY FIN U.S. 4 8,917 2.8 53,515 16.7 320,417
NON U.S. 6 4,671 1.5 20,340 6.3  
  10 13,588 4.2 73,855 23.0  
NYME HENRY HUB PENULTIMATE FIN U.S.   13,393 16.0 4,628 5.5 83,966
NON U.S.   4,413 5.3 1,671 2.0  
  7 17,806 21.2 6,299 7.5  
CBT SOYBEAN MEAL U.S.   4,267 1.0 4,057 0.9 442,553
NON U.S.   31,036 7.0 1,499 0.3  
  13 35,303 8.0 5,556 1.3  
ICUS COTTON NO. 2 U.S.   2,676 1.2 2,910 1.3 223,107
NON U.S.   14,776 6.6 4,229 1.9  
  16 17,452 7.8 7,139 3.2  
NYME HENRY HUB U.S.   8,580 1.0 266,661 30.4 877,565
NON U.S.   42,164 4.8 257,658 29.4  
  10 50,744 5.8 524,319 59.7  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   33,365 25.3 4,579 3.5 131,815
NON U.S.   18,081 13.7 7,970 6.0  
  7 51,446 39.0 12,549 9.5  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 16,252 0.5 21,641 0.6 3,510,507
NON U.S. 24 89,584 2.6 60,604 1.7  
  29 105,836 3.0 82,245 2.3  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 88,253 2.4 23,900 0.7 3,656,744
NON U.S. 28 73,956 2.0 32,447 0.9  
  36 162,209 4.4 56,347 1.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 29,024 0.7 18,614 0.4 4,162,661
NON U.S. 21 53,064 1.3 77,094 1.9  
  25 82,088 2.0 95,708 2.3  
CBT 30-DAY FEDERAL FUNDS U.S. 7 223,936 11.7 211,189 11.0 1,920,961
NON U.S. 29 145,592 7.6 116,065 6.0  
  36 369,528 19.2 327,254 17.0  
CME LEAN HOGS U.S.   686 0.3 786 0.3 271,877
NON U.S.   17,640 6.5 267 0.1  
  10 18,326 6.7 1,053 0.4  
CME LIVE CATTLE U.S.   1,006 0.3 2,157 0.6 343,125
NON U.S.   20,189 5.9 959 0.3  
  11 21,195 6.2 3,116 0.9  
CME FEEDER CATTLE U.S.   467 1.0 67 0.1 48,067
NON U.S.   1,905 4.0 5 0.0  
  7 2,372 4.9 72 0.1  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,746 7.1 2,756 7.1 38,660
NON U.S.   530 1.4 3,751 9.7  
  6 3,276 8.5 6,507 16.8  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   5 0.0 5,925 15.8 37,555
NON U.S.   0 0.0 1,440 3.8  
  5 5 0.0 7,365 19.6  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   5,133 7.6 2,795 4.1 67,854
NON U.S.   2,024 3.0 716 1.1  
  6 7,157 10.5 3,511 5.2  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 10,146 22.6 44,952
NON U.S.   0 0.0 3,397 7.6  
  5 0 0.0 13,543 30.1  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   6,147 4.1 6,204 4.2 148,419
NON U.S.   3,581 2.4 5,429 3.7  
  7 9,728 6.6 11,633 7.8  
NYME MT BELVIEU ETHANE OPIS U.S.   2,051 5.5 9,698 25.9 37,398
NON U.S.   0 0.0 6,674 17.8  
  5 2,051 5.5 16,372 43.8  
NYME MT BELV NORM BUTANE OPIS U.S.   329 0.6 5,073 10.0 50,900
NON U.S.   742 1.5 3,054 6.0  
  6 1,071 2.1 8,127 16.0  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,478 19.6 12,617
NON U.S.   1,239 9.8 676 5.4  
  5 1,239 9.8 3,154 25.0  
NYME CONWAY PROPANE (OPIS) U.S.   1,116 5.0 107 0.5 22,535
NON U.S.   235 1.0 2,538 11.3  
  6 1,351 6.0 2,645 11.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   14,886 2.3 79,897 12.2 652,802
NON U.S.   7,588 1.2 2,506 0.4  
  16 22,474 3.4 82,403 12.6  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   9 0.0 957 3.4 28,209
NON U.S.   0 0.0 19,298 68.4  
  6 9 0.0 20,255 71.8  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   4,695 2.2 61,388 28.4 216,501
NON U.S.   0 0.0 16,187 7.5  
  5 4,695 2.2 77,575 35.8  
NYME CRUDE OIL, LIGHT SWEET U.S.   28,663 1.4 229,341 11.0 2,082,415
NON U.S.   57,704 2.8 213,339 10.2  
  21 86,367 4.1 442,680 21.3  
NYME WTI FINANCIAL CRUDE OIL U.S.   3,486 2.2 28,292 18.1 156,391
NON U.S.   6,459 4.1 36,789 23.5  
  10 9,945 6.4 65,081 41.6  
NYME WTI-BRENT CALENDAR U.S.   6,240 4.3 19,474 13.5 143,878
NON U.S.   3,600 2.5 180 0.1  
  7 9,840 6.8 19,654 13.7  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,751 1.7 5,280 2.4 221,298
NON U.S.   416 0.2 440 0.2  
  6 4,167 1.9 5,720 2.6  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   195 0.1 14,846 10.0 148,997
NON U.S.   30 0.0 7,149 4.8  
  5 225 0.2 21,995 14.8  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   0 0.0 5,029 23.1 21,794
NON U.S.   0 0.0 441 2.0  
  5 0 0.0 5,470 25.1  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   690 1.1 30,011 48.0 62,544
NON U.S.   0 0.0 13,224 21.1  
  5 690 1.1 43,235 69.1  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   10,113 7.7 21,862 16.7 130,777
NON U.S.   0 0.0 9,189 7.0  
  6 10,113 7.7 31,051 23.7  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   135 1.3 90 0.9 10,347
NON U.S.   252 2.4 6,507 62.9  
  6 387 3.7 6,597 63.8  
ICUS COCOA U.S.   1,338 0.5 432 0.2 275,878
NON U.S.   8,005 2.9 512 0.2  
  11 9,343 3.4 944 0.3  
NYME PALLADIUM U.S. 4 214 1.0 6,896 33.6 20,518
NON U.S. 13 665 3.2 2,630 12.8  
  17 879 4.3 9,526 46.4  
NYME PLATINUM U.S. 5 1,213 1.4 21,883 24.7 88,697
NON U.S. 19 3,238 3.7 19,885 22.4  
  24 4,451 5.0 41,768 47.1  
ICUS SUGAR NO. 11 U.S.   9,442 0.9 5,504 0.5 1,088,400
NON U.S.   54,492 5.0 5,023 0.5  
  12 63,934 5.9 10,527 1.0  
ICUS COFFEE C U.S.   2,435 0.9 1,014 0.4 270,058
NON U.S.   13,139 4.9 1,168 0.4  
  20 15,574 5.8 2,182 0.8  
CMX SILVER U.S. 5 6,141 2.7 43,845 19.4 225,688
NON U.S. 23 12,859 5.7 54,399 24.1  
  28 19,000 8.4 98,244 43.5  
CMX COPPER-GRADE #1 U.S.   3,305 1.3 107 0.0 260,040
NON U.S.   10,903 4.2 901 0.3  
  14 14,208 5.5 1,008 0.4  
CMX GOLD U.S. 5 14,599 2.3 120,312 19.0 634,358
NON U.S. 30 45,966 7.2 160,924 25.4  
  35 60,565 9.5 281,236 44.3  
CME CANADIAN DOLLAR U.S.   1,885 1.1 50,933 30.4 167,396
NON U.S.   6,583 3.9 2,005 1.2  
  5 8,468 5.1 52,938 31.6  
CME MEXICAN PESO NON U.S.   2,295 1.2 88,214 47.0 187,869
  5 2,295 1.2 88,214 47.0  
CME BRITISH POUND STERLING U.S.   93,581 34.4 2,495 0.9 272,396
NON U.S.   1,845 0.7 2,202 0.8  
  7 95,426 35.0 4,697 1.7  
CME JAPANESE YEN U.S.   411 0.3 23,476 14.9 157,788
NON U.S.   2,248 1.4 5,860 3.7  
  5 2,659 1.7 29,336 18.6  
CME EURO FX U.S.   180 0.0 14,240 2.6 546,954
NON U.S.   25,066 4.6 11,998 2.2  
  17 25,246 4.6 26,238 4.8  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   7,216 1.9 3,615 0.9 386,775
NON U.S.   13,459 3.5 5,333 1.4  
  12 20,675 5.3 8,948 2.3  
E VIX FUTURES U.S.   2,192 0.6 3,849 1.1 355,249
NON U.S.   8,779 2.5 8,255 2.3  
  6 10,971 3.1 12,104 3.4  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 1,208 1.5 2,199 2.7 81,037
NON U.S. 9 1,922 2.4 8,916 11.0  
  14 3,130 3.9 11,115 13.7  
CME 3-MONTH EURODOLLARS U.S. 8 1,105,996 8.4 1,632,840 12.4 13,213,901
NON U.S. 32 970,024 7.3 912,761 6.9  
  40 2,076,020 15.7 2,545,601 19.3  
CME 3-MONTH SOFR U.S. 4 4,446 3.8 8,124 7.0 116,277
NON U.S. 4 826 0.7 3,350 2.9  
  8 5,272 4.5 11,474 9.9  
CME 1-MONTH SOFR U.S. 4 5,326 4.0 6,791 5.1 132,887
NON U.S. 5 3,547 2.7 2,464 1.9  
  9 8,873 6.7 9,255 7.0  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 43,649 1.7 22,719 0.9 2,619,124
NON U.S. 22 80,804 3.1 58,869 2.2  
  28 124,453 4.8 81,588 3.1  
CME E-MINI S&P FINANCIAL INDEX U.S.   867 5.0 0 0.0 17,319
NON U.S.   1,965 11.3 5,436 31.4  
  5 2,832 16.4 5,436 31.4  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 700 4.5 15,445
NON U.S.   2,663 17.2 1,942 12.6  
  5 2,663 17.2 2,642 17.1  
CME S&P 500 TOTAL RETURN INDEX U.S.   3,000 1.2 35,099 14.4 244,480
NON U.S.   25,750 10.5 23,114 9.5  
  5 28,750 11.8 58,213 23.8  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 855 0.4 4,901 2.4 200,086
NON U.S. 14 21,817 10.9 2,519 1.3  
  18 22,672 11.3 7,420 3.7  
CME AUSTRALIAN DOLLAR U.S.   31,632 18.2 434 0.2 174,021
NON U.S.   8,407 4.8 6,096 3.5  
  5 40,039 23.0 6,530 3.8  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 3,143 0.7 8,393 1.8 461,893
NON U.S. 11 18,000 3.9 9,426 2.0  
  17 21,143 4.6 17,819 3.9  
ICUS MSCI EAFE MINI INDEX U.S. 4 3,339 1.0 0 0.0 325,004
NON U.S. 4 972 0.3 2,141 0.7  
  8 4,311 1.3 2,141 0.7  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 4 5,431 0.5 3,939 0.3 1,198,331
NON U.S. 13 32,208 2.7 77,217 6.4  
  17 37,639 3.1 81,156 6.8  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   3,491 3.0 5,189 4.4 118,074
NON U.S.   55,538 47.0 30,285 25.6  
  7 59,029 50.0 35,474 30.0  
NYME GULF JET NY HEAT OIL SPR U.S.   3,689 11.8 0 0.0 31,305
NON U.S.   1,500 4.8 0 0.0  
  5 5,189 16.6 0 0.0