April Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 4/4/2023
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   12,454 3.3 1,160 0.3 375,999
NON U.S.   24,981 6.6 6,547 1.7  
  14 37,435 10.0 7,707 2.0  
CBT WHEAT-HRW U.S.   7,857 4.5 622 0.4 175,353
NON U.S.   18,310 10.4 6,463 3.7  
  11 26,167 14.9 7,085 4.0  
CBT CORN U.S.   65,529 4.9 924 0.1 1,334,671
NON U.S.   78,496 5.9 9,491 0.7  
  17 144,025 10.8 10,415 0.8  
CBT SOYBEANS U.S.   22,912 3.1 9,541 1.3 746,111
NON U.S.   40,640 5.4 9,051 1.2  
  17 63,552 8.5 18,592 2.5  
IFED CALIF CARBON 23 NON U.S.   7,639 4.3 67,269 38.0 176,918
  8 7,639 4.3 67,269 38.0  
CBT SOYBEAN OIL U.S.   23,383 4.8 1,624 0.3 483,953
NON U.S.   28,317 5.9 386 0.1  
  12 51,700 10.7 2,010 0.4  
CBT UST BOND U.S. 5 5,050 0.4 3,795 0.3 1,193,583
NON U.S. 7 30 0.0 25,703 2.2  
  12 5,080 0.4 29,498 2.5  
CBT ULTRA UST BOND U.S.   5,027 0.4 215 0.0 1,409,153
NON U.S.   1,280 0.1 8,080 0.6  
  5 6,307 0.4 8,295 0.6  
NYME NY HARBOR ULSD U.S.   7,968 2.9 2,636 1.0 270,347
NON U.S.   14,371 5.3 1,307 0.5  
  11 22,339 8.3 3,943 1.5  
IFED NAT GAS ICE LD1 U.S. 5 17,778 0.3 1,773,769 28.7 6,189,562
NON U.S. 8 78,264 1.3 1,019,895 16.5  
  13 96,042 1.6 2,793,664 45.1  
IFED NAT GAS ICE PEN U.S.   85,815 12.2 105,518 15.0 702,049
NON U.S.   44,906 6.4 15,838 2.3  
  9 130,721 18.6 121,356 17.3  
IFED NWP ROCKIES FIN BASIS U.S.   8,814 2.5 40,254 11.3 355,481
NON U.S.   16,206 4.6 2,507 0.7  
  7 25,020 7.0 42,761 12.0  
IFED AECO FIN BASIS U.S.   151 0.0 11,361 1.3 860,764
NON U.S.   19,672 2.3 497,298 57.8  
  7 19,823 2.3 508,659 59.1  
IFED CHICAGO FIN BASIS U.S.   19,896 5.5 3,693 1.0 359,366
NON U.S.   5,875 1.6 4,391 1.2  
  6 25,771 7.2 8,084 2.2  
IFED HSC FIN BASIS U.S. 4 59,518 9.8 19,834 3.3 604,581
NON U.S. 5 6,594 1.1 40,079 6.6  
  9 66,112 10.9 59,913 9.9  
IFED WAHA FIN BASIS U.S. 4 4,076 0.8 155,148 28.9 536,295
NON U.S. 5 1,962 0.4 32,728 6.1  
  9 6,038 1.1 187,876 35.0  
IFED CIG ROCKIES BASIS U.S.   1,875 0.5 208,784 50.8 410,891
NON U.S.   0 0.0 46,033 11.2  
  7 1,875 0.5 254,817 62.0  
IFED TCO Basis U.S.   0 0.0 88,376 39.6 223,007
NON U.S.   2,340 1.0 29,910 13.4  
  6 2,340 1.0 118,286 53.0  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 6,640 0.8 268,551 33.5 801,996
NON U.S. 5 33,013 4.1 171,356 21.4  
  9 39,653 4.9 439,907 54.9  
IFED EP SAN JUAN BASIS U.S.   1,928 0.8 31,780 13.2 241,338
NON U.S.   0 0.0 36,537 15.1  
  5 1,928 0.8 68,317 28.3  
IFED MICHCON BASIS U.S.   514 0.2 47,220 16.8 280,861
NON U.S.   3,969 1.4 10,398 3.7  
  6 4,483 1.6 57,618 20.5  
IFED NGPL TXOK BASIS U.S.   2,904 1.0 86,110 30.0 287,088
NON U.S.   0 0.0 8,457 2.9  
  5 2,904 1.0 94,567 32.9  
IFED ONEOK GAS TRANSPORTATION BASIS U.S.   0 0.0 18,365 41.2 44,535
NON U.S.   910 2.0 7,275 16.3  
  5 910 2.0 25,640 57.6  
IFED TRANSCO LEIDY BASIS U.S.   1,712 1.6 21,125 19.8 106,527
NON U.S.   1,460 1.4 11,961 11.2  
  5 3,172 3.0 33,086 31.1  
NYME NAT GAS NYME U.S. 4 45,799 3.4 38,684 2.8 1,365,656
NON U.S. 12 62,985 4.6 22,297 1.6  
  16 108,784 8.0 60,981 4.5  
NYME HENRY HUB LAST DAY FIN U.S. 4 1,534 0.4 52,762 13.4 394,695
NON U.S. 6 2,925 0.7 45,140 11.4  
  10 4,459 1.1 97,902 24.8  
NYME HENRY HUB PENULTIMATE FIN U.S.   42,887 20.9 7,261 3.5 204,962
NON U.S.   43,390 21.2 6,781 3.3  
  10 86,277 42.1 14,042 6.9  
CBT SOYBEAN MEAL U.S.   17,294 4.0 67 0.0 436,606
NON U.S.   28,944 6.6 590 0.1  
  11 46,238 10.6 657 0.2  
ICUS COTTON NO. 2 U.S.   8,082 4.2 1,614 0.8 193,846
NON U.S.   18,685 9.6 11,957 6.2  
  15 26,767 13.8 13,571 7.0  
NYME HENRY HUB U.S. 4 7,667 1.7 158,894 35.6 446,409
NON U.S. 6 21,062 4.7 99,862 22.4  
  10 28,729 6.4 258,756 58.0  
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 24,930 17.0 7,991 5.5 146,477
NON U.S. 6 43,960 30.0 8,942 6.1  
  10 68,890 47.0 16,933 11.6  
CBT UST 2Y NOTE U.S. 6 16,186 0.7 19,179 0.8 2,351,682
NON U.S. 27 13,657 0.6 61,291 2.6  
  33 29,843 1.3 80,470 3.4  
CBT UST 10Y NOTE U.S. 5 44,599 1.0 22,407 0.5 4,263,195
NON U.S. 25 26,888 0.6 71,272 1.7  
  30 71,487 1.7 93,679 2.2  
CBT UST 5Y NOTE U.S. 8 15,500 0.3 49,104 1.1 4,493,575
NON U.S. 21 51,416 1.1 90,593 2.0  
  29 66,916 1.5 139,697 3.1  
CBT FED FUNDS U.S. 6 178,624 11.3 184,389 11.7 1,577,225
NON U.S. 28 182,496 11.6 123,945 7.9  
  34 361,120 22.9 308,334 19.5  
CME LEAN HOGS U.S.   7,873 3.5 105 0.0 223,567
NON U.S.   14,925 6.7 3,488 1.6  
  11 22,798 10.2 3,593 1.6  
CME LIVE CATTLE U.S.   8,522 2.6 255 0.1 329,687
NON U.S.   16,423 5.0 2,049 0.6  
  9 24,945 7.6 2,304 0.7  
CME FEEDER CATTLE U.S.   905 1.5 134 0.2 59,572
NON U.S.   1,806 3.0 1,743 2.9  
  6 2,711 4.6 1,877 3.2  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,242 15.0 35,025
NON U.S.   0 0.0 1,185 3.4  
  7 0 0.0 6,427 18.3  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   1,925 2.5 2,423 3.2 76,384
NON U.S.   6,767 8.9 539 0.7  
  6 8,692 11.4 2,962 3.9  
NYME PROPANE NON-LDH MT BEL U.S.   300 0.9 1,503 4.3 34,929
NON U.S.   54 0.2 2,450 7.0  
  6 354 1.0 3,953 11.3  
NYME PROPANE U.S.   2,649 1.7 4,258 2.7 155,827
NON U.S.   1,120 0.7 4,548 2.9  
  8 3,769 2.4 8,806 5.7  
NYME MT BELVIEU ETHANE OPIS U.S.   75 0.2 2,542 5.4 46,648
NON U.S.   0 0.0 4,392 9.4  
  7 75 0.2 6,934 14.9  
NYME MT BELV NORM BUTANE OPIS U.S.   18 0.0 3,424 8.3 41,232
NON U.S.   1,039 2.5 1,888 4.6  
  7 1,057 2.6 5,312 12.9  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,105 6.9 30,450
NON U.S.   1,603 5.3 1,246 4.1  
  7 1,603 5.3 3,351 11.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   7,237 1.6 14,065 3.0 464,769
NON U.S.   2,197 0.5 3,480 0.7  
  6 9,434 2.0 17,545 3.8  
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S.   288 1.1 3,349 12.6 26,617
  5 288 1.1 3,349 12.6  
NYME WTI-PHYSICAL U.S. 4 15,733 0.8 199,325 10.7 1,858,446
NON U.S. 15 40,870 2.2 95,843 5.2  
  19 56,603 3.0 295,168 15.9  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 5,871 4.6 23,675 18.6 127,362
NON U.S. 5 3,913 3.1 12,136 9.5  
  9 9,784 7.7 35,811 28.1  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   0 0.0 27,396 13.8 199,000
NON U.S.   0 0.0 18,476 9.3  
  5 0 0.0 45,872 23.1  
ICUS COCOA U.S.   5,344 1.3 11,993 3.0 402,799
NON U.S.   6,119 1.5 9,101 2.3  
  8 11,463 2.8 21,094 5.2  
NYME PALLADIUM U.S. 5 1,404 11.9 119 1.0 11,820
NON U.S. 16 1,352 11.4 383 3.2  
  21 2,756 23.3 502 4.2  
NYME PLATINUM U.S. 5 792 1.3 18,564 31.4 59,156
NON U.S. 17 3,258 5.5 6,292 10.6  
  22 4,050 6.8 24,856 42.0  
ICUS SUGAR NO. 11 U.S.   8,780 0.9 41,470 4.1 1,005,892
NON U.S.   44,371 4.4 67,467 6.7  
  13 53,151 5.3 108,937 10.8  
ICUS COFFEE C U.S.   8,427 4.2 39 0.0 201,425
NON U.S.   12,154 6.0 11,157 5.5  
  18 20,581 10.2 11,196 5.6  
CMX SILVER U.S. 5 5,706 4.3 28,573 21.8 131,210
NON U.S. 20 9,278 7.1 20,757 15.8  
  25 14,984 11.4 49,330 37.6  
CMX COPPER- #1 U.S.   17,261 7.9 2,232 1.0 218,687
NON U.S.   17,817 8.1 6,465 3.0  
  14 35,078 16.0 8,697 4.0  
CMX GOLD U.S. 5 21,706 4.6 76,741 16.1 476,592
NON U.S. 23 36,909 7.7 70,471 14.8  
  28 58,615 12.3 147,212 30.9  
CME CANADIAN DOLLAR U.S.   7,799 4.6 0 0.0 169,138
NON U.S.   2,676 1.6 1,315 0.8  
  6 10,475 6.2 1,315 0.8  
CME MEXICAN PESO NON U.S.   352 0.1 5,439 2.2 250,403
  6 352 0.1 5,439 2.2  
CME BRITISH POUND U.S.   51,856 23.1 2,295 1.0 224,690
NON U.S.   3,974 1.8 4,002 1.8  
  5 55,830 24.8 6,297 2.8  
CME JAPANESE YEN U.S.   26,699 14.9 1,628 0.9 178,828
NON U.S.   1,125 0.6 5,381 3.0  
  7 27,824 15.6 7,009 3.9  
CME EURO FX U.S.   0 0.0 170,217 22.8 747,095
NON U.S.   11,490 1.5 19,274 2.6  
  14 11,490 1.5 189,491 25.4  
NYME GASOLINE RBOB U.S.   8,274 2.7 3,706 1.2 308,852
NON U.S.   10,323 3.3 2,881 0.9  
  9 18,597 6.0 6,587 2.1  
E VIX FUTURES U.S.   583 0.2 1,308 0.4 355,008
NON U.S.   21,340 6.0 6,157 1.7  
  9 21,923 6.2 7,465 2.1  
CBT DJIA x $5 U.S.   3,078 3.5 59 0.1 88,291
NON U.S.   12,786 14.5 8,110 9.2  
  11 15,864 18.0 8,169 9.3  
CME EURODOLLARS-3M U.S. 4 754,365 16.1 588,493 12.6 4,684,564
NON U.S. 16 446,617 9.5 359,218 7.7  
  20 1,200,982 25.6 947,711 20.2  
CME SOFR-3M U.S. 17 1,299,646 13.8 560,456 6.0 9,414,548
NON U.S. 71 886,784 9.4 969,338 10.3  
  88 2,186,430 23.2 1,529,794 16.2  
CME SOFR-1M U.S. 8 90,827 12.7 130,151 18.2 714,244
NON U.S. 28 76,897 10.8 96,219 13.5  
  36 167,724 23.5 226,370 31.7  
ICUS CANOLA U.S.   435 0.2 33 0.0 287,760
NON U.S.   2,512 0.9 1,315 0.5  
  5 2,947 1.0 1,348 0.5  
CME E-MINI S&P ENERGY INDEX NON U.S.   2,940 13.9 8,558 40.5 21,135
  5 2,940 13.9 8,558 40.5  
CME E-MINI S&P 500 U.S. 6 150,560 6.8 4,278 0.2 2,219,512
NON U.S. 18 82,244 3.7 58,811 2.6  
  24 232,804 10.5 63,089 2.8  
CME E-MINI S&P FINANCIAL INDEX NON U.S.   5,157 15.5 20,514 61.8 33,213
  5 5,157 15.5 20,514 61.8  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   227 1.8 8,265 66.6 12,415
  5 227 1.8 8,265 66.6  
CME E-MINI S&P UTILITIES INDEX NON U.S.   7,986 31.4 7,260 28.6 25,401
  5 7,986 31.4 7,260 28.6  
CME S&P 500 TOTAL RETURN INDEX U.S.   0 0.0 28,996 53.2 54,536
NON U.S.   3,698 6.8 3,000 5.5  
  5 3,698 6.8 31,996 58.7  
CME ADJUSTED INT RATE S&P 500 TOTL U.S.   22,808 7.4 50,156 16.3 308,155
NON U.S.   50,428 16.4 52,930 17.2  
  7 73,236 23.8 103,086 33.5  
CMX ALUMINUM MWP U.S.   8,851 35.4 0 0.0 24,982
NON U.S.   3,310 13.2 0 0.0  
  5 12,161 48.7 0 0.0  
CME NASDAQ MINI U.S. 5 12,642 5.4 0 0.0 232,186
NON U.S. 10 11,346 4.9 11,307 4.9  
  15 23,988 10.3 11,307 4.9  
CME RUSSELL E-MINI U.S. 6 27,741 5.7 4,888 1.0 490,740
NON U.S. 14 59,985 12.2 8,824 1.8  
  20 87,726 17.9 13,712 2.8  
ICUS MSCI EAFE U.S. 4 1,402 0.4 13,384 3.4 394,570
NON U.S. 5 3,815 1.0 59,727 15.1  
  9 5,217 1.3 73,111 18.5  
ICUS MSCI EM INDEX U.S. 5 1,585 0.1 11,064 1.0 1,147,966
NON U.S. 15 23,099 2.0 80,623 7.0  
  20 24,684 2.2 91,687 8.0  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   105 0.1 37,044 18.6 198,849
NON U.S.   15,918 8.0 15,953 8.0  
  13 16,023 8.1 52,997 26.7  
CME S&P 500 QUARTERLY DIVIDEND IND U.S.   2,145 7.3 980 3.3 29,520
NON U.S.   949 3.2 16,442 55.7  
  5 3,094 10.5 17,422 59.0