April Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 4/6/2021
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   10,324 2.5 210 0.1 412,959
NON U.S.   40,744 9.9 13,486 3.3  
  16 51,068 12.4 13,696 3.3  
CBT WHEAT-HRW U.S.   6,215 2.7 0 0.0 232,449
NON U.S.   17,291 7.4 9,307 4.0  
  11 23,506 10.1 9,307 4.0  
CBT CORN U.S.   26,483 1.5 4,366 0.2 1,763,485
NON U.S.   99,878 5.7 26,755 1.5  
  15 126,361 7.2 31,121 1.8  
CBT SOYBEANS U.S.   6,411 0.7 23,836 2.7 870,313
NON U.S.   60,092 6.9 27,161 3.1  
  18 66,503 7.6 50,997 5.9  
CBT SOYBEAN OIL U.S.   5,581 1.1 2,207 0.4 497,159
NON U.S.   34,794 7.0 3,345 0.7  
  14 40,375 8.1 5,552 1.1  
CBT U.S. TREASURY BONDS U.S. 4 1,479 0.1 12,329 1.1 1,171,308
NON U.S. 12 2,605 0.2 16,096 1.4  
  16 4,084 0.3 28,425 2.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   15,656 3.8 1,914 0.5 407,284
NON U.S.   18,048 4.4 941 0.2  
  11 33,704 8.3 2,855 0.7  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 10,932 0.2 2,134,887 35.5 6,022,092
NON U.S. 9 69,123 1.1 1,620,848 26.9  
  14 80,055 1.3 3,755,735 62.4  
IFED NATURAL GAS PENULTIMATE ICE U.S.   53,597 16.0 19,484 5.8 335,502
NON U.S.   12,247 3.7 15,831 4.7  
  7 65,844 19.6 35,315 10.5  
IFED NWP ROCKIES FIN BASIS U.S. 4 0 0.0 64,330 26.5 242,395
NON U.S. 4 8,775 3.6 36,095 14.9  
  8 8,775 3.6 100,425 41.4  
IFED AECO FIN BASIS U.S.   0 0.0 23,859 2.5 959,147
NON U.S.   26,856 2.8 535,994 55.9  
  7 26,856 2.8 559,853 58.4  
IFED CHICAGO FIN BASIS U.S.   29,809 8.8 1,007 0.3 339,327
NON U.S.   3,153 0.9 28,999 8.5  
  7 32,962 9.7 30,006 8.8  
IFED HSC FIN BASIS U.S.   24,682 4.1 51,645 8.6 602,307
NON U.S.   1,853 0.3 63,061 10.5  
  7 26,535 4.4 114,706 19.0  
IFED WAHA FIN BASIS U.S.   8,633 1.9 135,365 30.5 443,884
NON U.S.   9,495 2.1 45,831 10.3  
  8 18,128 4.1 181,196 40.8  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 0 0.0 139,887 45.4 307,910
NON U.S. 5 0 0.0 81,664 26.5  
  9 0 0.0 221,551 72.0  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   5,441 2.7 51,742 25.8 200,740
NON U.S.   860 0.4 30,368 15.1  
  7 6,301 3.1 82,110 40.9  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   3,946 0.7 196,860 33.1 594,473
NON U.S.   8,890 1.5 57,373 9.7  
  8 12,836 2.2 254,233 42.8  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   1,817 0.9 52,977 25.9 204,154
NON U.S.   0 0.0 54,262 26.6  
  6 1,817 0.9 107,239 52.5  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   9,095 6.8 610 0.5 133,626
NON U.S.   7,742 5.8 22,323 16.7  
  6 16,837 12.6 22,933 17.2  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   6,465 4.2 1,510 1.0 152,876
NON U.S.   6,872 4.5 24,109 15.8  
  7 13,337 8.7 25,619 16.8  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   0 0.0 42,927 21.0 204,662
NON U.S.   8,027 3.9 10,238 5.0  
  5 8,027 3.9 53,165 26.0  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   616 0.3 18,359 9.8 187,001
NON U.S.   0 0.0 16,263 8.7  
  5 616 0.3 34,622 18.5  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   2,634 1.8 14,487 9.8 148,158
NON U.S.   1,312 0.9 30,205 20.4  
  7 3,946 2.7 44,692 30.2  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   7,849 3.3 21,378 9.1 236,121
NON U.S.   644 0.3 5,336 2.3  
  5 8,493 3.6 26,714 11.3  
IFED TETCO M2 Basis (Receipts) U.S.   69,113 20.9 137,432 41.5 331,044
NON U.S.   3,826 1.2 19,384 5.9  
  5 72,939 22.0 156,816 47.4  
NYME NATURAL GAS U.S. 4 30,570 2.5 26,777 2.2 1,220,273
NON U.S. 12 50,243 4.1 38,738 3.2  
  16 80,813 6.6 65,515 5.4  
NYME HENRY HUB LAST DAY FIN U.S. 4 3,898 1.1 90,139 25.1 359,519
NON U.S. 6 3,757 1.0 44,415 12.4  
  10 7,655 2.1 134,554 37.4  
NYME HENRY HUB PENULTIMATE FIN U.S.   41,345 30.9 3,415 2.5 133,954
NON U.S.   29,177 21.8 1,388 1.0  
  8 70,522 52.6 4,803 3.6  
CBT SOYBEAN MEAL U.S.   5,288 1.3 0 0.0 414,875
NON U.S.   37,419 9.0 5,348 1.3  
  14 42,707 10.3 5,348 1.3  
ICUS COTTON NO. 2 U.S.   2,927 1.3 514 0.2 229,592
NON U.S.   20,517 8.9 13,154 5.7  
  14 23,444 10.2 13,668 6.0  
NYME HENRY HUB U.S. 4 9,260 1.5 263,451 43.2 609,657
NON U.S. 8 44,297 7.3 149,582 24.5  
  12 53,557 8.8 413,033 67.7  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   95,115 35.2 7,845 2.9 269,916
NON U.S.   57,358 21.3 10,786 4.0  
  11 152,473 56.5 18,631 6.9  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 19,500 0.8 29,553 1.3 2,311,671
NON U.S. 23 34,662 1.5 63,045 2.7  
  27 54,162 2.3 92,598 4.0  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 45,954 1.2 30,093 0.8 3,920,974
NON U.S. 31 55,338 1.4 91,533 2.3  
  37 101,292 2.6 121,626 3.1  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   6,687 0.5 2,954 0.2 1,430,303
NON U.S.   20,835 1.5 15,967 1.1  
  9 27,522 1.9 18,921 1.3  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 9,691 0.3 20,476 0.6 3,575,476
NON U.S. 27 24,706 0.7 68,273 1.9  
  31 34,397 1.0 88,749 2.5  
CBT 30-DAY FEDERAL FUNDS U.S. 5 163,851 16.2 77,302 7.7 1,009,174
NON U.S. 18 71,277 7.1 72,114 7.1  
  23 235,128 23.3 149,416 14.8  
CME LEAN HOGS NON U.S.   14,336 4.9 6,719 2.3 289,848
  9 14,336 4.9 6,719 2.3  
CME LIVE CATTLE NON U.S. 8 20,159 5.9 605 0.2 343,764
  8 20,159 5.9 605 0.2  
CME FEEDER CATTLE NON U.S.   834 1.8 155 0.3 46,349
  5 834 1.8 155 0.3  
IFED NAT GASLNE OPIS MT B NONTET FP U.S.   190 1.1 2,564 14.4 17,837
NON U.S.   92 0.5 3,234 18.1  
  6 282 1.6 5,798 32.5  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 3,425 17.0 20,165
NON U.S.   0 0.0 4,620 22.9  
  6 0 0.0 8,045 39.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   3,363 6.0 2,754 4.9 55,910
NON U.S.   3,179 5.7 1,889 3.4  
  8 6,542 11.7 4,643 8.3  
NYME PROPANE NON-LDH MT BEL U.S. 4 0 0.0 12,545 20.7 60,660
NON U.S. 5 0 0.0 10,727 17.7  
  9 0 0.0 23,272 38.4  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   4,132 3.3 10,443 8.3 125,596
NON U.S.   838 0.7 13,690 10.9  
  8 4,970 4.0 24,133 19.2  
NYME MT BELVIEU ETHANE OPIS U.S.   171 0.4 6,628 15.2 43,544
NON U.S.   0 0.0 8,888 20.4  
  6 171 0.4 15,516 35.6  
NYME MT BELV NORM BUTANE OPIS U.S.   0 0.0 7,643 13.9 55,119
NON U.S.   12 0.0 6,254 11.3  
  7 12 0.0 13,897 25.2  
NYME MT BELV NAT GASOLINE OPIS U.S.   695 2.2 4,233 13.7 30,942
NON U.S.   314 1.0 4,521 14.6  
  7 1,009 3.3 8,754 28.3  
NYME CONWAY PROPANE (OPIS) U.S.   1,014 7.1 279 2.0 14,233
NON U.S.   60 0.4 2,805 19.7  
  6 1,074 7.5 3,084 21.7  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,181 3.6 74,882 13.9 537,730
NON U.S.   5,411 1.0 8,536 1.6  
  9 24,592 4.6 83,418 15.5  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   30 0.0 50 0.1 67,768
NON U.S.   0 0.0 21,683 32.0  
  7 30 0.0 21,733 32.1  
IFED CRUDE DIFF-TMX SW 1A INDEX U.S.   0 0.0 106 0.5 19,353
NON U.S.   0 0.0 12,281 63.5  
  7 0 0.0 12,387 64.0  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   28,995 16.3 64,703 36.3 178,279
NON U.S.   0 0.0 36,327 20.4  
  7 28,995 16.3 101,030 56.7  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 10,673 0.5 292,376 12.5 2,340,357
NON U.S. 14 50,431 2.2 230,661 9.9  
  18 61,104 2.6 523,037 22.3  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 10,841 7.5 17,832 12.3 145,016
NON U.S. 8 7,488 5.2 29,465 20.3  
  12 18,329 12.6 47,297 32.6  
NYME WTI HOUSTON ARGUS/WTI TR MO U.S.   435 0.3 18,185 12.8 141,983
NON U.S.   0 0.0 2,835 2.0  
  5 435 0.3 21,020 14.8  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   4,038 7.2 23,517 42.1 55,845
NON U.S.   0 0.0 13,389 24.0  
  6 4,038 7.2 36,906 66.1  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   3,956 4.3 7,886 8.6 91,989
NON U.S.   180 0.2 6,173 6.7  
  7 4,136 4.5 14,059 15.3  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   0 0.0 200 1.4 13,934
NON U.S.   30 0.2 6,110 43.8  
  5 30 0.2 6,310 45.3  
ICUS COCOA U.S.   887 0.5 0 0.0 189,193
NON U.S.   4,025 2.1 6,064 3.2  
  8 4,912 2.6 6,064 3.2  
NYME PALLADIUM U.S.   0 0.0 3,343 31.8 10,529
NON U.S.   479 4.5 398 3.8  
  13 479 4.5 3,741 35.5  
NYME PLATINUM U.S. 4 253 0.4 19,539 28.7 68,108
NON U.S. 17 2,499 3.7 8,493 12.5  
  21 2,752 4.0 28,032 41.2  
ICUS SUGAR NO. 11 U.S.   10,672 1.0 25,203 2.4 1,044,032
NON U.S.   59,561 5.7 76,855 7.4  
  17 70,233 6.7 102,058 9.8  
ICUS COFFEE C U.S.   4,212 1.5 1,390 0.5 289,363
NON U.S.   11,865 4.1 29,061 10.0  
  24 16,077 5.6 30,451 10.5  
CMX SILVER U.S. 4 3,761 2.4 36,684 23.7 154,593
NON U.S. 21 10,121 6.5 29,965 19.4  
  25 13,882 9.0 66,649 43.1  
CMX COPPER-GRADE #1 U.S.   4,623 1.9 17 0.0 243,342
NON U.S.   9,710 4.0 1,094 0.4  
  14 14,333 5.9 1,111 0.5  
CMX GOLD U.S. 5 11,971 2.6 71,221 15.4 463,353
NON U.S. 32 38,693 8.4 102,467 22.1  
  37 50,664 10.9 173,688 37.5  
CME RUSSIAN RUBLE NON U.S.   240 0.8 14,400 48.9 29,440
  5 240 0.8 14,400 48.9  
CME CANADIAN DOLLAR U.S.   13 0.0 15,286 9.2 166,118
NON U.S.   963 0.6 2,148 1.3  
  5 976 0.6 17,434 10.5  
CME MEXICAN PESO NON U.S.   505 0.4 49,642 36.3 136,870
  6 505 0.4 49,642 36.3  
CME BRITISH POUND STERLING U.S.   552 0.4 5,787 4.1 140,556
NON U.S.   1,595 1.1 306 0.2  
  5 2,147 1.5 6,093 4.3  
CME EURO FX U.S.   0 0.0 78,470 12.2 642,671
NON U.S.   21,982 3.4 53,553 8.3  
  18 21,982 3.4 132,023 20.5  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   6,450 1.8 2,520 0.7 367,618
NON U.S.   13,389 3.6 2,469 0.7  
  8 19,839 5.4 4,989 1.4  
E VIX FUTURES U.S.   716 0.2 1,823 0.5 364,274
NON U.S.   54,574 15.0 6,103 1.7  
  6 55,290 15.2 7,926 2.2  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 9,298 9.9 0 0.0 94,240
NON U.S. 7 660 0.7 8,327 8.8  
  11 9,958 10.6 8,327 8.8  
CME 3-MONTH EURODOLLARS U.S. 7 1,192,742 10.3 428,300 3.7 11,623,599
NON U.S. 35 1,027,377 8.8 910,747 7.8  
  42 2,220,119 19.1 1,339,047 11.5  
CME 3-MONTH SOFR U.S. 5 61,529 13.5 125,486 27.4 457,301
NON U.S. 16 38,576 8.4 32,537 7.1  
  21 100,105 21.9 158,023 34.6  
CME 1-MONTH SOFR U.S. 4 24,537 11.9 25,300 12.3 205,674
NON U.S. 11 2,511 1.2 18,443 9.0  
  15 27,048 13.2 43,743 21.3  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 28,777 1.1 108,800 4.2 2,611,712
NON U.S. 23 49,592 1.9 240,350 9.2  
  30 78,369 3.0 349,150 13.4  
CME E-MINI S&P HEALTH CARE INDEX U.S.   647 5.2 3,948 31.5 12,517
NON U.S.   0 0.0 2,310 18.5  
  5 647 5.2 6,258 50.0  
CME E-MINI S&P MATERIALS INDEX U.S.   0 0.0 1,037 18.7 5,536
NON U.S.   214 3.9 2,479 44.8  
  5 214 3.9 3,516 63.5  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   299 3.4 4,987 57.5 8,675
  5 299 3.4 4,987 57.5  
CME S&P 500 TOTAL RETURN INDEX U.S.   3,276 3.2 7,600 7.5 101,861
NON U.S.   18,100 17.8 47,527 46.7  
  8 21,376 21.0 55,127 54.1  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   649 0.3 2,527 1.2 214,588
NON U.S.   16,679 7.8 9,978 4.6  
  19 17,328 8.1 12,505 5.8  
CME E-MINI RUSSELL 2000 INDEX U.S. 7 12,018 2.5 8,408 1.8 472,635
NON U.S. 13 31,263 6.6 27,282 5.8  
  20 43,281 9.2 35,690 7.6  
CME EMINI RUSSELL 1000 VALUE INDEX U.S.   0 0.0 539 2.1 25,345
NON U.S.   5,699 22.5 7,948 31.4  
  5 5,699 22.5 8,487 33.5  
ICUS MSCI EAFE MINI INDEX U.S. 5 2,285 0.6 7,881 1.9 410,104
NON U.S. 4 645 0.2 36,337 8.9  
  9 2,930 0.7 44,218 10.8  
ICUS MSCI EMERGING MKTS INDEX U.S. 5 7,176 0.6 2,454 0.2 1,121,312
NON U.S. 9 19,011 1.7 130,369 11.6  
  14 26,187 2.3 132,823 11.8  
CME E-MINI S&P 400 STOCK INDEX U.S.   126 0.3 0 0.0 45,252
NON U.S.   290 0.6 3,160 7.0  
  5 416 0.9 3,160 7.0  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 4 506 0.3 14,414 8.3 174,191
NON U.S. 9 6,698 3.8 36,053 20.7  
  13 7,204 4.1 50,467 29.0