September Bank Participation Report Futures IN CONTRACT

 

REPORT DATE: 9/7/2021

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

13,621

3.7

2,164

0.6

369,310

NON U.S.

 

30,476

8.3

18,387

5.0

 

 

17

44,097

11.9

20,551

5.6

 

CBT WHEAT-HRW

U.S.

 

4,869

2.1

0

0.0

237,015

NON U.S.

 

18,879

8.0

7,815

3.3

 

 

12

23,748

10.0

7,815

3.3

 

CBT CORN

U.S.

 

27,185

2.0

1,063

0.1

1,381,035

NON U.S.

 

80,731

5.8

5,188

0.4

 

 

13

107,916

7.8

6,251

0.5

 

CBT SOYBEANS

U.S.

 

10,591

1.6

22,467

3.4

663,939

NON U.S.

 

34,833

5.2

13,706

2.1

 

 

17

45,424

6.8

36,173

5.4

 

IFED CALIF CARBON VINTAGE 2021

NON U.S.

 

7,306

5.4

24,914

18.5

134,625

 

5

7,306

5.4

24,914

18.5

 

IFED CALIF CARBON ALLOWANCE V2022

NON U.S.

 

705

0.9

38,159

49.5

77,016

 

5

705

0.9

38,159

49.5

 

CBT SOYBEAN OIL

U.S.

 

9,963

2.5

2,179

0.5

400,430

NON U.S.

 

28,544

7.1

1,765

0.4

 

 

13

38,507

9.6

3,944

1.0

 

CBT U.S. TREASURY BONDS

U.S.

4

1,453

0.1

3,072

0.3

1,212,310

NON U.S.

12

5,776

0.5

20,583

1.7

 

 

16

7,229

0.6

23,655

2.0

 

CBT ULTRA U.S. TREASURY BONDS

U.S.

 

0

0.0

1,529

0.1

1,255,373

NON U.S.

 

2,129

0.2

11,780

0.9

 

 

5

2,129

0.2

13,309

1.1

 

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

 

16,915

4.1

1,448

0.3

415,194

NON U.S.

 

18,140

4.4

1,455

0.4

 

 

11

35,055

8.4

2,903

0.7

 

IFED NATURAL GAS HENRY LD1 FIXED

U.S.

5

9,365

0.1

2,339,226

36.1

6,479,648

NON U.S.

9

91,573

1.4

1,357,986

21.0

 

 

14

100,938

1.6

3,697,212

57.1

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

40,870

10.0

19,073

4.7

407,211

NON U.S.

 

11,092

2.7

36,777

9.0

 

 

9

51,962

12.8

55,850

13.7

 

IFED NWP ROCKIES FIN BASIS

U.S.

 

518

0.2

81,016

32.3

251,085

NON U.S.

 

7,691

3.1

23,671

9.4

 

 

7

8,209

3.3

104,687

41.7

 

IFED AECO FIN BASIS

U.S.

 

0

0.0

22,938

2.6

878,146

NON U.S.

 

32,474

3.7

436,889

49.8

 

 

7

32,474

3.7

459,827

52.4

 

IFED CHICAGO FIN BASIS

U.S.

 

26,304

9.0

5,012

1.7

291,664

NON U.S.

 

4,564

1.6

22,671

7.8

 

 

9

30,868

10.6

27,683

9.5

 

IFED HSC FIN BASIS

U.S.

 

19,823

3.6

58,987

10.7

552,253

NON U.S.

 

1,713

0.3

55,001

10.0

 

 

7

21,536

3.9

113,988

20.6

 

IFED WAHA FIN BASIS

U.S.

 

9,398

2.4

108,192

27.1

399,629

NON U.S.

 

8,755

2.2

29,756

7.4

 

 

8

18,153

4.5

137,948

34.5

 

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

4

0

0.0

155,726

47.8

326,082

NON U.S.

5

0

0.0

77,914

23.9

 

 

9

0

0.0

233,640

71.7

 

IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)

U.S.

 

2,498

1.4

35,321

20.0

176,354

NON U.S.

 

1,071

0.6

30,174

17.1

 

 

6

3,569

2.0

65,495

37.1

 

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

1,977

0.3

262,295

42.0

624,729

NON U.S.

 

4,269

0.7

42,435

6.8

 

 

8

6,246

1.0

304,730

48.8

 

IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS

U.S.

 

3,737

2.0

40,560

22.2

182,768

NON U.S.

 

0

0.0

40,142

22.0

 

 

6

3,737

2.0

80,702

44.2

 

IFED HENRY HUB - TAILGATE LOUISIANA (BASIS)

U.S.

 

6,754

6.8

3,325

3.4

98,786

NON U.S.

 

6,559

6.6

9,928

10.1

 

 

6

13,313

13.5

13,253

13.4

 

IFED HENRY HUB - TAILGATE LOUISIANA (INDEX)

U.S.

 

5,751

4.5

3,385

2.7

126,520

NON U.S.

 

8,882

7.0

12,806

10.1

 

 

7

14,633

11.6

16,191

12.8

 

IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS)

U.S.

 

797

0.4

56,346

27.1

207,950

NON U.S.

 

5,046

2.4

8,597

4.1

 

 

6

5,843

2.8

64,943

31.2

 

IFED NATURAL GAS PIPELINE-TEXOK (BASIS)

U.S.

 

42

0.0

20,432

11.5

177,314

NON U.S.

 

58

0.0

11,474

6.5

 

 

5

100

0.1

31,906

18.0

 

IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

U.S.

 

2,789

3.3

0

0.0

83,392

NON U.S.

 

9,037

10.8

19,369

23.2

 

 

5

11,826

14.2

19,369

23.2

 

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

1,524

1.2

12,096

9.5

127,250

NON U.S.

 

1,189

0.9

22,322

17.5

 

 

7

2,713

2.1

34,418

27.0

 

IFED TETCO M2 Basis (Receipts)

U.S.

 

64,873

20.5

139,332

44.1

315,988

NON U.S.

 

3,012

1.0

13,989

4.4

 

 

5

67,885

21.5

153,321

48.5

 

NYME NATURAL GAS

U.S.

4

27,058

1.8

34,880

2.4

1,466,890

NON U.S.

12

54,569

3.7

25,983

1.8

 

 

16

81,627

5.6

60,863

4.1

 

NYME HENRY HUB LAST DAY FIN

U.S.

4

4,591

0.8

117,353

21.0

558,609

NON U.S.

9

2,631

0.5

109,681

19.6

 

 

13

7,222

1.3

227,034

40.6

 

NYME HENRY HUB PENULTIMATE FIN

U.S.

4

41,716

27.0

3,758

2.4

154,390

NON U.S.

6

27,330

17.7

4,890

3.2

 

 

10

69,046

44.7

8,648

5.6

 

CBT SOYBEAN MEAL

U.S.

 

7,092

2.0

2,841

0.8

359,333

NON U.S.

 

27,470

7.6

1,849

0.5

 

 

11

34,562

9.6

4,690

1.3

 

ICUS COTTON NO. 2

U.S.

 

2,875

1.0

181

0.1

273,868

NON U.S.

 

20,105

7.3

10,140

3.7

 

 

16

22,980

8.4

10,321

3.8

 

NYME HENRY HUB

U.S.

4

8,317

1.5

236,723

42.7

554,590

NON U.S.

8

43,841

7.9

122,893

22.2

 

 

12

52,158

9.4

359,616

64.8

 

NYME HENRY HUB PENULTIMATE NAT GAS

U.S.

 

76,383

36.4

9,165

4.4

209,766

NON U.S.

 

45,120

21.5

9,943

4.7

 

 

10

121,503

57.9

19,108

9.1

 

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

15,442

0.8

14,439

0.7

1,951,070

NON U.S.

20

15,358

0.8

61,417

3.1

 

 

25

30,800

1.6

75,856

3.9

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

109,095

2.8

8,955

0.2

3,904,836

NON U.S.

33

78,050

2.0

110,782

2.8

 

 

40

187,145

4.8

119,737

3.1

 

CBT ULTRA 10-YEAR U.S. T-NOTES

U.S.

 

3,084

0.2

4,424

0.3

1,446,999

NON U.S.

 

525

0.0

19,048

1.3

 

 

8

3,609

0.2

23,472

1.6

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

20,926

0.6

10,578

0.3

3,449,352

NON U.S.

21

42,236

1.2

45,250

1.3

 

 

25

63,162

1.8

55,828

1.6

 

CBT 30-DAY FEDERAL FUNDS

U.S.

5

211,115

21.2

140,684

14.1

995,151

NON U.S.

22

106,103

10.7

91,554

9.2

 

 

27

317,218

31.9

232,238

23.3

 

CME LEAN HOGS

NON U.S.

 

15,251

5.7

3,862

1.4

269,540

 

8

15,251

5.7

3,862

1.4

 

CME LIVE CATTLE

NON U.S.

8

18,688

6.0

340

0.1

312,252

 

8

18,688

6.0

340

0.1

 

CME FEEDER CATTLE

NON U.S.

 

895

2.0

99

0.2

45,721

 

6

895

2.0

99

0.2

 

IFED NAT GASLNE OPIS MT B NONTET FP

U.S.

 

148

1.0

1,448

9.4

15,423

NON U.S.

 

27

0.2

1,981

12.8

 

 

6

175

1.1

3,429

22.2

 

IFED PROPANE OPIS MT BELV NONTET FP

U.S.

 

0

0.0

2,547

9.5

26,822

NON U.S.

 

0

0.0

3,810

14.2

 

 

7

0

0.0

6,357

23.7

 

IFED PROPANE OPIS MT BELVIEU TET FP

U.S.

 

1,768

2.8

2,624

4.2

62,828

NON U.S.

 

2,657

4.2

1,409

2.2

 

 

6

4,425

7.0

4,033

6.4

 

NYME PROPANE NON-LDH MT BEL

U.S.

4

0

0.0

10,081

20.5

49,250

NON U.S.

5

0

0.0

9,194

18.7

 

 

9

0

0.0

19,275

39.1

 

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

4

2,582

2.1

7,593

6.1

124,296

NON U.S.

6

1,225

1.0

6,269

5.0

 

 

10

3,807

3.1

13,862

11.2

 

NYME MT BELVIEU ETHANE OPIS

U.S.

 

0

0.0

7,653

16.0

47,811

NON U.S.

 

0

0.0

7,483

15.7

 

 

8

0

0.0

15,136

31.7

 

NYME MT BELV NORM BUTANE OPIS

U.S.

 

1,126

2.0

5,574

10.1

55,056

NON U.S.

 

218

0.4

3,782

6.9

 

 

8

1,344

2.4

9,356

17.0

 

NYME MT BELV NAT GASOLINE OPIS

U.S.

 

463

1.6

3,985

13.4

29,792

NON U.S.

 

0

0.0

4,123

13.8

 

 

6

463

1.6

8,108

27.2

 

NYME CONWAY PROPANE (OPIS)

U.S.

 

850

3.6

96

0.4

23,352

NON U.S.

 

157

0.7

2,347

10.1

 

 

6

1,007

4.3

2,443

10.5

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

8,359

1.6

61,338

11.5

533,544

NON U.S.

 

6,691

1.3

8,686

1.6

 

 

9

15,050

2.8

70,024

13.1

 

IFED CRUDE DIFF-TMX WCS 1A INDEX

NON U.S.

 

0

0.0

16,944

33.6

50,452

 

6

0

0.0

16,944

33.6

 

IFED CRUDE DIFF-TMX SW 1A INDEX

NON U.S.

 

0

0.0

8,922

65.6

13,596

 

6

0

0.0

8,922

65.6

 

IFED ARGUS WTI Mid/WTI TRADE MONTH

U.S.

 

11,510

8.4

54,374

39.7

137,032

NON U.S.

 

0

0.0

26,857

19.6

 

 

7

11,510

8.4

81,231

59.3

 

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

4,589

0.2

273,813

13.0

2,107,706

NON U.S.

12

50,054

2.4

194,710

9.2

 

 

16

54,643

2.6

468,523

22.2

 

NYME WTI FINANCIAL CRUDE OIL

U.S.

4

7,903

5.9

19,788

14.8

133,678

NON U.S.

7

6,191

4.6

15,742

11.8

 

 

11

14,094

10.5

35,530

26.6

 

NYME BRENT CRUDE OIL LAST DAY

U.S.

 

2,974

1.5

1,162

0.6

193,619

NON U.S.

 

495

0.3

148

0.1

 

 

5

3,469

1.8

1,310

0.7

 

NYME WTI MIDLAND ARGUS VS FINANCIAL

U.S.

 

2,243

5.0

18,165

40.9

44,420

NON U.S.

 

0

0.0

11,434

25.7

 

 

5

2,243

5.0

29,599

66.6

 

NYME WTI MIDLAND ARGUS VS WTI TRADE

U.S.

 

1,365

1.8

9,918

13.1

75,440

NON U.S.

 

90

0.1

2,928

3.9

 

 

7

1,455

1.9

12,846

17.0

 

NYME WCS OIL NET ENERGY MONTHLY IND

U.S.

 

0

0.0

75

0.8

9,076

NON U.S.

 

0

0.0

4,720

52.0

 

 

5

0

0.0

4,795

52.8

 

ICUS COCOA

U.S.

 

2,402

1.0

1,034

0.4

230,120

NON U.S.

 

4,257

1.8

8,255

3.6

 

 

7

6,659

2.9

9,289

4.0

 

NYME PALLADIUM

U.S.

 

0

0.0

1,210

14.2

8,522

NON U.S.

 

568

6.7

349

4.1

 

 

12

568

6.7

1,559

18.3

 

NYME PLATINUM

U.S.

5

503

0.7

16,730

24.2

69,024

NON U.S.

12

2,898

4.2

5,987

8.7

 

 

17

3,401

4.9

22,717

32.9

 

ICUS SUGAR NO. 11

U.S.

 

5,942

0.6

25,502

2.4

1,052,962

NON U.S.

 

45,469

4.3

92,100

8.7

 

 

15

51,411

4.9

117,602

11.2

 

ICUS COFFEE C

U.S.

 

2,432

0.9

3,222

1.1

284,987

NON U.S.

 

9,678

3.4

34,063

12.0

 

 

24

12,110

4.2

37,285

13.1

 

CMX SILVER

U.S.

5

3,878

2.8

31,275

22.5

139,187

NON U.S.

22

8,948

6.4

29,171

21.0

 

 

27

12,826

9.2

60,446

43.4

 

CMX COPPER-GRADE #1

U.S.

 

5,251

2.8

179

0.1

190,379

NON U.S.

 

9,466

5.0

132

0.1

 

 

13

14,717

7.7

311

0.2

 

CMX GOLD

U.S.

5

12,276

2.4

53,560

10.6

506,772

NON U.S.

32

44,954

8.9

135,628

26.8

 

 

37

57,230

11.3

189,188

37.3

 

CME RUSSIAN RUBLE

NON U.S.

 

234

0.4

13,831

26.2

52,717

 

5

234

0.4

13,831

26.2

 

CME CANADIAN DOLLAR

U.S.

 

486

0.3

48,015

28.2

170,506

NON U.S.

 

5,354

3.1

1,657

1.0

 

 

5

5,840

3.4

49,672

29.1

 

CME MEXICAN PESO

NON U.S.

 

717

0.4

84,029

46.5

180,540

 

9

717

0.4

84,029

46.5

 

CME BRITISH POUND STERLING

U.S.

 

42,353

21.0

5,536

2.7

201,389

NON U.S.

 

3,075

1.5

10,022

5.0

 

 

8

45,428

22.6

15,558

7.7

 

CME EURO FX

U.S.

 

382

0.1

105,219

15.1

696,734

NON U.S.

 

22,206

3.2

46,089

6.6

 

 

18

22,588

3.2

151,308

21.7

 

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

 

4,758

1.4

3,014

0.9

330,263

NON U.S.

 

14,870

4.5

2,103

0.6

 

 

10

19,628

5.9

5,117

1.5

 

E VIX FUTURES

U.S.

 

377

0.1

1,361

0.4

323,430

NON U.S.

 

43,825

13.6

5,328

1.6

 

 

7

44,202

13.7

6,689

2.1

 

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

7,624

7.1

0

0.0

106,780

NON U.S.

5

456

0.4

15,374

14.4

 

 

9

8,080

7.6

15,374

14.4

 

CME 3-MONTH EURODOLLARS

U.S.

8

1,931,114

15.1

303,611

2.4

12,802,360

NON U.S.

33

1,090,577

8.5

773,583

6.0

 

 

41

3,021,691

23.6

1,077,194

8.4

 

CME 3-MONTH SOFR

U.S.

6

170,022

22.5

128,936

17.1

755,818

NON U.S.

19

104,976

13.9

46,619

6.2

 

 

25

274,998

36.4

175,555

23.2

 

CME 1-MONTH SOFR

U.S.

4

27,602

21.7

14,846

11.7

127,287

NON U.S.

6

4,463

3.5

4,343

3.4

 

 

10

32,065

25.2

19,189

15.1

 

CME E-MINI S&P CONSU STAPLES INDEX

U.S.

 

0

0.0

1,634

4.9

33,392

NON U.S.

 

6,794

20.3

4,586

13.7

 

 

6

6,794

20.3

6,220

18.6

 

CME E-MINI S&P ENERGY INDEX

U.S.

 

0

0.0

466

1.6

28,484

NON U.S.

 

1,058

3.7

14,636

51.4

 

 

6

1,058

3.7

15,102

53.0

 

CME E-MINI S&P 500 STOCK INDEX

U.S.

7

38,805

1.4

115,466

4.1

2,827,555

NON U.S.

23

99,628

3.5

256,332

9.1

 

 

30

138,433

4.9

371,798

13.1

 

CME E-MINI S&P FINANCIAL INDEX

U.S.

 

280

0.8

0

0.0

34,161

NON U.S.

 

6,805

19.9

18,426

53.9

 

 

6

7,085

20.7

18,426

53.9

 

CME E-MINI S&P HEALTH CARE INDEX

U.S.

 

364

1.4

1,489

5.7

25,898

NON U.S.

 

0

0.0

12,135

46.9

 

 

6

364

1.4

13,624

52.6

 

CME E-MINI S&P UTILITIES INDEX

U.S.

 

0

0.0

1,024

4.3

23,823

NON U.S.

 

0

0.0

2,911

12.2

 

 

5

0

0.0

3,935

16.5

 

CME S&P 500 TOTAL RETURN INDEX

U.S.

 

3,140

2.7

7,600

6.5

117,010

NON U.S.

 

19,240

16.4

57,718

49.3

 

 

8

22,380

19.1

65,318

55.8

 

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

11,681

5.0

1,614

0.7

234,329

NON U.S.

9

17,225

7.4

7,785

3.3

 

 

13

28,906

12.3

9,399

4.0

 

CME AUSTRALIAN DOLLAR

U.S.

 

8,328

4.8

0

0.0

173,484

NON U.S.

 

5,841

3.4

40

0.0

 

 

5

14,169

8.2

40

0.0

 

CME E-MINI RUSSELL 2000 INDEX

U.S.

6

30,307

6.7

1,657

0.4

453,868

NON U.S.

11

42,765

9.4

2,438

0.5

 

 

17

73,072

16.1

4,095

0.9

 

ICUS MSCI EAFE MINI INDEX

U.S.

4

2,832

0.7

8,365

2.0

413,055

NON U.S.

4

2,444

0.6

52,353

12.7

 

 

8

5,276

1.3

60,718

14.7

 

ICUS MSCI EMERGING MKTS INDEX

U.S.

5

3,888

0.4

1,286

0.1

1,044,700

NON U.S.

8

9,541

0.9

75,245

7.2

 

 

13

13,429

1.3

76,531

7.3

 

CME S&P 500 ANNUAL DIVIDEND INDEX

U.S.

5

506

0.2

22,283

9.4

236,889

NON U.S.

12

6,857

2.9

37,122

15.7

 

 

17

7,363

3.1

59,405

25.1