November Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 11/7/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   13,318 2.9 1,786 0.4 453,312
NON U.S.   24,847 5.5 2,000 0.4  
  13 38,165 8.4 3,786 0.8  
CBT WHEAT-HRW U.S.   8,712 3.8 1,176 0.5 227,698
NON U.S.   14,159 6.2 2,414 1.1  
  12 22,871 10.0 3,590 1.6  
CBT CORN U.S.   49,507 3.4 583 0.0 1,436,125
NON U.S.   63,169 4.4 2,766 0.2  
  15 112,676 7.8 3,349 0.2  
CBT SOYBEANS U.S.   43,006 5.9 3,956 0.5 722,948
NON U.S.   37,253 5.2 9,959 1.4  
  14 80,259 11.1 13,915 1.9  
IFED CALIF CARBON 23 NON U.S.   5,371 4.2 51,089 39.9 128,186
  8 5,371 4.2 51,089 39.9  
IFED CALIF CARBON ALLOWANCE V2024 NON U.S.   4,000 3.0 34,265 25.5 134,199
  6 4,000 3.0 34,265 25.5  
IFED RGGI V2023 NON U.S.   2,630 4.3 27,433 45.3 60,603
  5 2,630 4.3 27,433 45.3  
CBT SOYBEAN OIL U.S.   23,743 4.7 2,258 0.4 508,680
NON U.S.   36,240 7.1 79 0.0  
  13 59,983 11.8 2,337 0.5  
CBT UST BOND U.S. 7 28,286 2.1 10,207 0.7 1,362,012
NON U.S. 12 5,916 0.4 37,404 2.7  
  19 34,202 2.5 47,611 3.5  
CBT ULTRA UST BOND U.S.   6,750 0.4 4,750 0.3 1,572,983
NON U.S.   1,122 0.1 5,572 0.4  
  6 7,872 0.5 10,322 0.7  
NYME NY HARBOR ULSD U.S.   11,981 3.9 4,211 1.4 306,918
NON U.S.   15,466 5.0 2,134 0.7  
  13 27,447 8.9 6,345 2.1  
IFED NAT GAS ICE LD1 U.S. 5 25,857 0.4 1,733,191 26.5 6,535,703
NON U.S. 9 53,606 0.8 1,181,699 18.1  
  14 79,463 1.2 2,914,890 44.6  
IFED NAT GAS ICE PEN U.S.   149,178 27.0 42,817 7.7 553,500
NON U.S.   77,760 14.0 7,782 1.4  
  9 226,938 41.0 50,599 9.1  
IFED NWP ROCKIES FIN BASIS U.S.   14,923 4.0 26,079 7.1 368,708
NON U.S.   37,416 10.1 0 0.0  
  8 52,339 14.2 26,079 7.1  
IFED AECO FIN BASIS U.S.   0 0.0 21,326 2.3 908,379
NON U.S.   13,219 1.5 506,764 55.8  
  7 13,219 1.5 528,090 58.1  
IFED CHICAGO FIN BASIS U.S.   17,650 5.3 4,423 1.3 333,488
NON U.S.   7,708 2.3 3,046 0.9  
  6 25,358 7.6 7,469 2.2  
IFED HSC FIN BASIS U.S. 4 60,582 9.3 17,053 2.6 649,207
NON U.S. 5 16,945 2.6 43,906 6.8  
  9 77,527 11.9 60,959 9.4  
IFED WAHA FIN BASIS U.S.   4,243 1.1 104,674 26.4 395,995
NON U.S.   1,186 0.3 26,340 6.7  
  7 5,429 1.4 131,014 33.1  
IFED CIG ROCKIES BASIS U.S.   3,178 0.9 186,919 54.7 341,648
NON U.S.   349 0.1 16,310 4.8  
  7 3,527 1.0 203,229 59.5  
IFED TCO Basis U.S.   0 0.0 76,465 42.0 181,957
NON U.S.   574 0.3 16,722 9.2  
  7 574 0.3 93,187 51.2  
IFED CG Mainline Basis U.S.   400 0.2 40,675 17.7 230,225
NON U.S.   0 0.0 34,394 14.9  
  5 400 0.2 75,069 32.6  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 8,598 1.2 245,743 34.5 713,167
NON U.S. 5 18,135 2.5 209,735 29.4  
  9 26,733 3.7 455,478 63.9  
IFED HOUSTON SHIP CHANNEL (INDEX) U.S.   121,880 24.5 244 0.0 497,853
NON U.S.   15,260 3.1 0 0.0  
  5 137,140 27.5 244 0.0  
IFED MICHCON BASIS U.S.   180 0.1 28,684 11.1 259,194
NON U.S.   2,081 0.8 8,708 3.4  
  6 2,261 0.9 37,392 14.4  
IFED NGPL TXOK BASIS U.S.   4,687 1.8 61,339 22.9 267,621
NON U.S.   0 0.0 5,137 1.9  
  5 4,687 1.8 66,476 24.8  
IFED NWP SUMAS BASIS U.S.   2,351 2.9 0 0.0 80,545
NON U.S.   20,905 26.0 242 0.3  
  5 23,256 28.9 242 0.3  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 11,164 25.2 44,216
NON U.S.   2,947 6.7 3,055 6.9  
  5 2,947 6.7 14,219 32.2  
IFED PANHANDLE BASIS U.S.   1,951 1.7 18,885 16.0 117,808
NON U.S.   2,961 2.5 2,994 2.5  
  6 4,912 4.2 21,879 18.6  
IFED TRANSCO STATION 85-ZONE 4 BASI U.S.   13,866 6.7 5,293 2.6 206,594
NON U.S.   10,197 4.9 0 0.0  
  5 24,063 11.6 5,293 2.6  
IFED TETCO M2 Basis (Receipts) U.S.   18,230 5.2 203,796 58.6 347,551
NON U.S.   0 0.0 28,089 8.1  
  6 18,230 5.2 231,885 66.7  
NYME NAT GAS NYME U.S. 4 38,113 3.1 39,484 3.2 1,243,268
NON U.S. 11 59,111 4.8 17,194 1.4  
  15 97,224 7.8 56,678 4.6  
NYME HENRY HUB LAST DAY FIN U.S. 4 4,327 1.2 44,628 12.3 363,985
NON U.S. 7 3,277 0.9 47,149 13.0  
  11 7,604 2.1 91,777 25.2  
NYME HENRY HUB PENULTIMATE FIN U.S.   29,408 17.0 31,203 18.1 172,739
NON U.S.   53,568 31.0 4,152 2.4  
  10 82,976 48.0 35,355 20.5  
CBT SOYBEAN MEAL U.S.   16,391 3.1 6 0.0 530,616
NON U.S.   32,788 6.2 910 0.2  
  11 49,179 9.3 916 0.2  
ICUS COTTON NO. 2 U.S.   7,025 3.0 1,186 0.5 231,985
NON U.S.   21,885 9.4 8,663 3.7  
  15 28,910 12.5 9,849 4.2  
NYME HENRY HUB U.S. 4 7,160 1.8 120,464 29.8 404,603
NON U.S. 6 20,732 5.1 86,876 21.5  
  10 27,892 6.9 207,340 51.2  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 30,440 23.5 14,773 11.4 129,796
NON U.S. 6 27,084 20.9 10,387 8.0  
  10 57,524 44.3 25,160 19.4  
CBT UST 2Y NOTE U.S. 7 31,589 0.8 7,872 0.2 4,157,941
NON U.S. 30 51,875 1.2 23,719 0.6  
  37 83,464 2.0 31,591 0.8  
CBT UST 10Y NOTE U.S. 6 46,203 1.0 28,257 0.6 4,626,236
NON U.S. 23 22,833 0.5 44,724 1.0  
  29 69,036 1.5 72,981 1.6  
CBT ULTRA UST 10Y U.S. 5 61,841 3.1 10,410 0.5 2,011,801
NON U.S. 6 6,018 0.3 16,262 0.8  
  11 67,859 3.4 26,672 1.3  
CBT UST 5Y NOTE U.S. 7 48,628 0.8 62,730 1.0 6,019,834
NON U.S. 23 87,508 1.5 68,570 1.1  
  30 136,136 2.3 131,300 2.2  
CBT FED FUNDS U.S. 6 240,057 13.9 162,655 9.4 1,730,207
NON U.S. 26 171,577 9.9 158,663 9.2  
  32 411,634 23.8 321,318 18.6  
CME EURO SHORT TERM RATE U.S.   1,445 5.2 138 0.5 27,763
NON U.S.   2,462 8.9 6,430 23.2  
  7 3,907 14.1 6,568 23.7  
CME LEAN HOGS U.S.   8,774 4.6 0 0.0 190,827
NON U.S.   17,182 9.0 2,613 1.4  
  11 25,956 13.6 2,613 1.4  
CME LIVE CATTLE U.S.   9,325 3.2 0 0.0 294,449
NON U.S.   15,983 5.4 0 0.0  
  9 25,308 8.6 0 0.0  
CME FEEDER CATTLE U.S.   598 1.2 14 0.0 50,962
NON U.S.   745 1.5 576 1.1  
  5 1,343 2.6 590 1.2  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   139 0.5 1,226 4.3 28,797
NON U.S.   1,890 6.6 547 1.9  
  5 2,029 7.0 1,773 6.2  
IFED BUTANE OPIS MT BELV NONTET FP U.S.   45 0.1 1,333 4.4 30,507
NON U.S.   102 0.3 564 1.8  
  6 147 0.5 1,897 6.2  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,519 7.7 59,055
NON U.S.   0 0.0 1,587 2.7  
  5 0 0.0 6,106 10.3  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,412 1.2 1,134 1.0 118,794
NON U.S.   7,187 6.0 427 0.4  
  7 8,599 7.2 1,561 1.3  
NYME PROPANE NON-LDH MT BEL U.S.   49 0.1 1,473 2.9 51,607
NON U.S.   426 0.8 1,135 2.2  
  7 475 0.9 2,608 5.1  
NYME PROPANE U.S.   3,313 2.2 4,201 2.8 151,982
NON U.S.   1,830 1.2 1,781 1.2  
  8 5,143 3.4 5,982 3.9  
NYME MT BELVIEU ETHANE OPIS U.S.   380 0.8 3,815 8.1 47,238
NON U.S.   959 2.0 2,805 5.9  
  7 1,339 2.8 6,620 14.0  
NYME MT BELV NORM BUTANE OPIS U.S.   245 0.4 1,849 3.0 61,635
NON U.S.   1,061 1.7 1,082 1.8  
  7 1,306 2.1 2,931 4.8  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,616 9.4 27,977
NON U.S.   98 0.4 1,877 6.7  
  6 98 0.4 4,493 16.1  
NYME CONWAY PROPANE (OPIS) U.S.   817 3.1 270 1.0 26,784
NON U.S.   812 3.0 1,501 5.6  
  6 1,629 6.1 1,771 6.6  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   7,253 1.2 10,144 1.7 596,499
NON U.S.   1,943 0.3 9,049 1.5  
  7 9,196 1.5 19,193 3.2  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   0 0.0 9,810 15.3 64,275
  6 0 0.0 9,810 15.3  
NYME WTI-PHYSICAL U.S. 4 14,630 0.9 201,973 12.0 1,688,562
NON U.S. 14 34,608 2.0 130,479 7.7  
  18 49,238 2.9 332,452 19.7  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 7,809 5.3 18,483 12.5 147,533
NON U.S. 6 10,730 7.3 7,986 5.4  
  10 18,539 12.6 26,469 17.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   169 0.1 23,140 10.6 217,738
NON U.S.   0 0.0 24,422 11.2  
  6 169 0.1 47,562 21.8  
ICUS COCOA U.S.   3,846 1.2 1,373 0.4 308,201
NON U.S.   3,379 1.1 11,155 3.6  
  10 7,225 2.3 12,528 4.1  
NYME PALLADIUM U.S. 4 2,605 10.3 474 1.9 25,310
NON U.S. 13 1,958 7.7 87 0.3  
  17 4,563 18.0 561 2.2  
NYME PLATINUM U.S.   2,110 2.9 14,503 19.7 73,613
NON U.S.   3,275 4.4 4,456 6.1  
  21 5,385 7.3 18,959 25.8  
ICUS SUGAR NO. 11 U.S.   19,217 2.2 18,170 2.1 879,489
NON U.S.   39,972 4.5 67,490 7.7  
  12 59,189 6.7 85,660 9.7  
ICUS COFFEE C U.S.   8,079 4.0 62 0.0 201,099
NON U.S.   10,254 5.1 9,379 4.7  
  19 18,333 9.1 9,441 4.7  
CMX SILVER U.S. 4 3,883 3.0 23,950 18.3 131,073
NON U.S. 19 10,197 7.8 26,678 20.4  
  23 14,080 10.7 50,628 38.6  
CMX COPPER- #1 U.S.   11,963 5.6 1,288 0.6 213,615
NON U.S.   13,385 6.3 1,483 0.7  
  15 25,348 11.9 2,771 1.3  
CMX GOLD U.S. 4 17,992 3.7 57,673 11.9 484,347
NON U.S. 26 34,051 7.0 85,057 17.6  
  30 52,043 10.7 142,730 29.5  
CME CANADIAN DOLLAR U.S.   74,050 37.0 19,357 9.7 200,364
NON U.S.   7,095 3.5 31 0.0  
  7 81,145 40.5 19,388 9.7  
CME MEXICAN PESO U.S.   0 0.0 2,312 1.1 216,534
NON U.S.   285 0.1 5,718 2.6  
  8 285 0.1 8,030 3.7  
CME BRITISH POUND U.S.   38,202 18.0 3,724 1.8 212,730
NON U.S.   2,125 1.0 2,747 1.3  
  5 40,327 19.0 6,471 3.0  
CME JAPANESE YEN U.S.   57,555 22.2 115 0.0 259,698
NON U.S.   3,134 1.2 684 0.3  
  8 60,689 23.4 799 0.3  
CME EURO FX U.S.   15 0.0 180,747 25.9 697,624
NON U.S.   14,438 2.1 5,524 0.8  
  14 14,453 2.1 186,271 26.7  
CME BRAZILIAN REAL NON U.S.   1,111 1.8 17,760 28.8 61,594
  7 1,111 1.8 17,760 28.8  
NYME GASOLINE RBOB U.S.   9,088 2.9 3,344 1.1 317,633
NON U.S.   10,923 3.4 1,396 0.4  
  9 20,011 6.3 4,740 1.5  
CME NZ DOLLAR U.S.   16,341 32.0 0 0.0 51,001
NON U.S.   4,084 8.0 354 0.7  
  5 20,425 40.0 354 0.7  
E VIX FUTURES U.S.   2,233 0.6 6,532 1.7 374,777
NON U.S.   28,672 7.7 5,570 1.5  
  9 30,905 8.2 12,102 3.2  
CBT DJIA x $5 U.S. 4 2,319 2.2 711 0.7 103,306
NON U.S. 7 12,729 12.3 5,784 5.6  
  11 15,048 14.6 6,495 6.3  
CBT DOW JONES U.S. REAL ESTATE IDX U.S.   2,557 6.3 0 0.0 40,688
NON U.S.   0 0.0 16,554 40.7  
  5 2,557 6.3 16,554 40.7  
CME BITCOIN NON U.S.   164 0.8 2,555 11.7 21,749
  5 164 0.8 2,555 11.7  
CME SOFR-3M U.S. 20 775,360 7.3 1,210,661 11.4 10,599,743
NON U.S. 82 1,060,088 10.0 825,763 7.8  
  102 1,835,448 17.3 2,036,424 19.2  
CME SOFR-1M U.S. 10 131,884 16.6 95,338 12.0 795,095
NON U.S. 34 121,780 15.3 114,788 14.4  
  44 253,664 31.9 210,126 26.4  
ICUS CANOLA U.S.   405 0.1 0 0.0 275,435
NON U.S.   2,673 1.0 2,120 0.8  
  7 3,078 1.1 2,120 0.8  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   1,919 8.4 0 0.0 22,911
NON U.S.   514 2.2 9,932 43.4  
  7 2,433 10.6 9,932 43.4  
CME E-MINI S&P 500 U.S. 9 95,505 4.4 19,161 0.9 2,177,947
NON U.S. 21 66,331 3.0 154,580 7.1  
  30 161,836 7.4 173,741 8.0  
CME E-MINI S&P FINANCIAL INDEX U.S.   0 0.0 650 1.8 36,665
NON U.S.   2,650 7.2 20,670 56.4  
  6 2,650 7.2 21,320 58.1  
CME E-MINI S&P HEALTH CARE INDEX U.S.   0 0.0 533 4.1 12,956
NON U.S.   2,193 16.9 6,496 50.1  
  5 2,193 16.9 7,029 54.3  
CME E-MINI S&P INDUSTRIAL INDEX U.S.   1,513 10.1 0 0.0 15,045
NON U.S.   321 2.1 10,677 71.0  
  5 1,834 12.2 10,677 71.0  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   0 0.0 758 4.9 15,497
NON U.S.   205 1.3 12,723 82.1  
  7 205 1.3 13,481 87.0  
CME E-MINI S&P UTILITIES INDEX U.S.   2,765 9.0 0 0.0 30,808
NON U.S.   8,854 28.7 7,785 25.3  
  7 11,619 37.7 7,785 25.3  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,996 52.6 55,106
NON U.S.   3,198 5.8 2,500 4.5  
  5 3,198 5.8 31,496 57.2  
CME E-MINI S&P COMMUNICATION INDEX U.S.   0 0.0 333 4.3 7,751
NON U.S.   214 2.8 3,790 48.9  
  6 214 2.8 4,123 53.2  
CME E-MINI S&P REAL ESTATE INDEX NON U.S.   0 0.0 4,430 59.1 7,502
  5 0 0.0 4,430 59.1  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   23,550 5.9 69,837 17.6 397,260
NON U.S.   48,463 12.2 99,635 25.1  
  9 72,013 18.1 169,472 42.7  
CME THREE-MONTH BLOOMBERG  ST BANK U.S.   0 0.0 1,954 65.5 2,982
NON U.S.   33 1.1 152 5.1  
  5 33 1.1 2,106 70.6  
CMX ALUMINUM MWP U.S.   9,300 32.3 0 0.0 28,788
NON U.S.   3,504 12.2 0 0.0  
  5 12,804 44.5 0 0.0  
CME NASDAQ MINI U.S. 5 15,545 5.8 1,212 0.5 268,597
NON U.S. 15 18,608 6.9 29,137 10.8  
  20 34,153 12.7 30,349 11.3  
CME AUSTRALIAN DOLLAR U.S.   66,276 34.4 0 0.0 192,496
NON U.S.   21,612 11.2 770 0.4  
  5 87,888 45.7 770 0.4  
CME RUSSELL E-MINI U.S. 8 25,154 4.6 4,909 0.9 546,859
NON U.S. 17 32,866 6.0 12,864 2.4  
  25 58,020 10.6 17,773 3.3  
CME NIKKEI STOCK AVERAGE YEN DENOM NON U.S.   1,505 2.6 2,696 4.6 57,996
  5 1,505 2.6 2,696 4.6  
ICUS MSCI EAFE U.S. 7 16,139 4.0 14,250 3.6 400,042
NON U.S. 6 775 0.2 60,188 15.0  
  13 16,914 4.2 74,438 18.6  
ICUS MSCI EM INDEX U.S. 6 23,045 2.3 24,799 2.5 1,008,373
NON U.S. 11 16,371 1.6 65,874 6.5  
  17 39,416 3.9 90,673 9.0  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   527 0.2 24,032 9.4 255,852
NON U.S.   14,918 5.8 43,106 16.8  
  14 15,445 6.0 67,138 26.2  
CME S&P 500 QUARTERLY DIVIDEND IND U.S.   4,606 10.3 0 0.0 44,855
NON U.S.   976 2.2 14,195 31.6  
  5 5,582 12.4 14,195 31.6