August Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 8/6/2019
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   8,515 2.1 2,478 0.6 399,820
NON U.S.   39,514 9.9 8,667 2.2  
  16 48,029 12.0 11,145 2.8  
CBT WHEAT-HRW U.S.   6,908 2.4 2,324 0.8 291,051
NON U.S.   16,252 5.6 3,874 1.3  
  9 23,160 8.0 6,198 2.1  
CBT CORN U.S.   13,697 0.8 9,403 0.5 1,814,664
NON U.S.   71,148 3.9 5,457 0.3  
  16 84,845 4.7 14,860 0.8  
CBT SOYBEANS U.S. 5 5,131 0.8 3,894 0.6 633,067
NON U.S. 12 29,727 4.7 5,059 0.8  
  17 34,858 5.5 8,953 1.4  
CBT SOYBEAN OIL U.S.   9,670 2.2 2,999 0.7 448,860
NON U.S.   36,375 8.1 793 0.2  
  11 46,045 10.3 3,792 0.8  
CBT U.S. TREASURY BONDS U.S. 5 2,481 0.3 4,648 0.5 974,970
NON U.S. 10 11,920 1.2 5,438 0.6  
  15 14,401 1.5 10,086 1.0  
CBT ULTRA U.S. TREASURY BONDS U.S.   2,012 0.2 1,790 0.2 1,190,602
NON U.S.   2,505 0.2 6,179 0.5  
  5 4,517 0.4 7,969 0.7  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 16,586 3.8 3,404 0.8 441,184
NON U.S. 7 14,617 3.3 1,958 0.4  
  11 31,203 7.1 5,362 1.2  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 13,580 0.3 1,795,854 36.3 4,943,586
NON U.S. 8 73,013 1.5 849,767 17.2  
  13 86,593 1.8 2,645,621 53.5  
IFED NATURAL GAS PENULTIMATE ICE U.S.   11,894 7.9 19,217 12.7 151,240
NON U.S.   4,380 2.9 3,952 2.6  
  6 16,274 10.8 23,169 15.3  
IFED PG&E CITYGATE FIN BASIS U.S.   2,180 1.5 3,671 2.4 150,092
NON U.S.   1,401 0.9 33,410 22.3  
  5 3,581 2.4 37,081 24.7  
IFED NWP ROCKIES FIN BASIS U.S.   375 0.1 83,049 25.1 330,857
NON U.S.   7,628 2.3 93,234 28.2  
  8 8,003 2.4 176,283 53.3  
IFED AECO FIN BASIS U.S.   1,810 0.2 5,717 0.7 778,104
NON U.S.   16,356 2.1 570,465 73.3  
  8 18,166 2.3 576,182 74.0  
IFED CHICAGO FIN BASIS U.S.   22,108 5.9 4,734 1.3 377,522
NON U.S.   4,425 1.2 54,330 14.4  
  9 26,533 7.0 59,064 15.6  
IFED HSC FIN BASIS U.S.   10,076 2.1 77,657 16.1 482,508
NON U.S.   1,529 0.3 12,082 2.5  
  8 11,605 2.4 89,739 18.6  
IFED WAHA FIN BASIS U.S.   730 0.2 90,177 26.8 336,295
NON U.S.   20,479 6.1 28,063 8.3  
  6 21,209 6.3 118,240 35.2  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 64,329 25.5 251,932
NON U.S.   0 0.0 70,116 27.8  
  8 0 0.0 134,445 53.4  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   14,660 8.8 23,048 13.8 166,440
NON U.S.   0 0.0 12,970 7.8  
  5 14,660 8.8 36,018 21.6  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   19,599 3.5 127,681 22.5 566,403
NON U.S.   60,522 10.7 59,660 10.5  
  8 80,121 14.1 187,341 33.1  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   12,751 6.9 5,989 3.2 185,499
NON U.S.   7,740 4.2 3,110 1.7  
  5 20,491 11.0 9,099 4.9  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   611 0.2 23,739 9.1 262,107
NON U.S.   61 0.0 26,220 10.0  
  5 672 0.3 49,959 19.1  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   1,580 0.8 14,014 7.2 195,110
NON U.S.   0 0.0 24,455 12.5  
  5 1,580 0.8 38,469 19.7  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   16,747 20.0 2,649 3.2 83,922
  5 16,747 20.0 2,649 3.2  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   8,646 5.3 20,426 12.4 164,479
NON U.S.   7,445 4.5 4,530 2.8  
  6 16,091 9.8 24,956 15.2  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   5,678 2.4 7,765 3.3 236,237
NON U.S.   0 0.0 9,478 4.0  
  6 5,678 2.4 17,243 7.3  
IFED TRANSCO ZONE 6 BASIS U.S.   487 0.4 10,207 8.2 124,476
NON U.S.   909 0.7 12,988 10.4  
  5 1,396 1.1 23,195 18.6  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   3,563 2.5 14,027 9.9 142,019
NON U.S.   3,166 2.2 9,544 6.7  
  5 6,729 4.7 23,571 16.6  
IFED TETCO M2 Basis (Receipts) U.S.   13,976 5.4 100,884 39.2 257,171
NON U.S.   7,756 3.0 56,001 21.8  
  7 21,732 8.5 156,885 61.0  
NYME NATURAL GAS U.S. 6 63,445 4.6 46,721 3.4 1,375,412
NON U.S. 16 78,691 5.7 59,385 4.3  
  22 142,136 10.3 106,106 7.7  
NYME HENRY HUB LAST DAY FIN U.S. 4 8,741 2.6 58,425 17.6 331,920
NON U.S. 6 3,765 1.1 21,489 6.5  
  10 12,506 3.8 79,914 24.1  
NYME HENRY HUB PENULTIMATE FIN U.S.   15,162 18.0 3,940 4.7 84,017
NON U.S.   3,291 3.9 1,826 2.2  
  6 18,453 22.0 5,766 6.9  
CBT SOYBEAN MEAL U.S.   6,092 1.4 5,862 1.3 445,322
NON U.S.   29,543 6.6 69 0.0  
  12 35,635 8.0 5,931 1.3  
ICUS COTTON NO. 2 U.S.   1,779 0.9 3,136 1.5 206,644
NON U.S.   15,009 7.3 5,228 2.5  
  15 16,788 8.1 8,364 4.0  
NYME HENRY HUB U.S.   7,771 0.9 272,352 29.8 912,996
NON U.S.   42,257 4.6 271,975 29.8  
  10 50,028 5.5 544,327 59.6  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   30,695 22.6 5,240 3.9 135,740
NON U.S.   19,267 14.2 8,046 5.9  
  7 49,962 36.8 13,286 9.8  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 16,098 0.4 7,693 0.2 3,957,517
NON U.S. 28 84,525 2.1 45,132 1.1  
  33 100,623 2.5 52,825 1.3  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 117,338 2.9 18,662 0.5 4,010,311
NON U.S. 30 46,573 1.2 49,398 1.2  
  38 163,911 4.1 68,060 1.7  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   3,337 0.4 2,634 0.3 787,192
NON U.S.   4,297 0.5 13,987 1.8  
  6 7,634 1.0 16,621 2.1  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 35,399 0.8 28,934 0.6 4,679,299
NON U.S. 24 50,053 1.1 79,431 1.7  
  29 85,452 1.8 108,365 2.3  
CBT 30-DAY FEDERAL FUNDS U.S. 7 219,671 11.4 284,956 14.8 1,931,564
NON U.S. 24 113,241 5.9 117,325 6.1  
  31 332,912 17.2 402,281 20.8  
CME LEAN HOGS U.S.   1,452 0.5 797 0.3 266,909
NON U.S.   17,270 6.5 690 0.3  
  11 18,722 7.0 1,487 0.6  
CME LIVE CATTLE U.S.   530 0.2 2,112 0.7 314,504
NON U.S.   20,035 6.4 0 0.0  
  11 20,565 6.5 2,112 0.7  
CME FEEDER CATTLE U.S.   181 0.4 93 0.2 47,956
NON U.S.   1,744 3.6 0 0.0  
  6 1,925 4.0 93 0.2  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,696 7.5 2,261 6.3 36,084
NON U.S.   830 2.3 3,815 10.6  
  6 3,526 9.8 6,076 16.8  
IFED NAT GASLNE OPIS MT B NONTET FP U.S.   17 0.1 2,241 16.0 13,981
NON U.S.   445 3.2 200 1.4  
  5 462 3.3 2,441 17.5  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   5 0.0 5,695 16.9 33,743
NON U.S.   0 0.0 1,475 4.4  
  5 5 0.0 7,170 21.2  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   5,100 8.3 3,434 5.6 61,394
NON U.S.   2,009 3.3 757 1.2  
  6 7,109 11.6 4,191 6.8  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 10,825 20.2 53,459
NON U.S.   0 0.0 3,881 7.3  
  5 0 0.0 14,706 27.5  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   5,629 4.5 4,907 3.9 126,088
NON U.S.   2,833 2.2 4,730 3.8  
  7 8,462 6.7 9,637 7.6  
NYME MT BELVIEU ETHANE OPIS U.S.   1,548 4.2 8,050 21.7 37,057
NON U.S.   0 0.0 6,509 17.6  
  5 1,548 4.2 14,559 39.3  
NYME MT BELV NORM BUTANE OPIS U.S.   341 0.7 3,836 7.6 50,209
NON U.S.   736 1.5 3,592 7.2  
  6 1,077 2.1 7,428 14.8  
NYME MT BELV NAT GASOLINE OPIS U.S.   0 0.0 2,539 18.1 14,044
NON U.S.   1,385 9.9 749 5.3  
  5 1,385 9.9 3,288 23.4  
NYME CONWAY PROPANE (OPIS) U.S.   989 4.5 129 0.6 22,143
NON U.S.   60 0.3 2,789 12.6  
  6 1,049 4.7 2,918 13.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   14,443 2.2 84,233 12.7 662,349
NON U.S.   8,752 1.3 6,315 1.0  
  15 23,195 3.5 90,548 13.7  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   3 0.0 1,128 3.9 28,698
NON U.S.   0 0.0 17,896 62.4  
  5 3 0.0 19,024 66.3  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   6,260 2.8 58,605 26.6 219,941
NON U.S.   0 0.0 16,977 7.7  
  5 6,260 2.8 75,582 34.4  
NYME CRUDE OIL, LIGHT SWEET U.S.   23,531 1.1 226,048 10.9 2,070,210
NON U.S.   70,315 3.4 229,265 11.1  
  22 93,846 4.5 455,313 22.0  
NYME WTI FINANCIAL CRUDE OIL U.S.   4,268 2.6 29,953 18.0 166,158
NON U.S.   6,494 3.9 35,828 21.6  
  9 10,762 6.5 65,781 39.6  
NYME WTI-BRENT CALENDAR U.S.   7,470 4.8 19,214 12.3 156,068
NON U.S.   4,212 2.7 180 0.1  
  7 11,682 7.5 19,394 12.4  
NYME BRENT CRUDE OIL LAST DAY U.S.   7,223 3.2 6,717 3.0 227,539
NON U.S.   454 0.2 517 0.2  
  6 7,677 3.4 7,234 3.2  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   340 0.2 14,431 8.9 161,294
NON U.S.   60 0.0 7,139 4.4  
  5 400 0.2 21,570 13.4  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   0 0.0 5,717 22.6 25,300
NON U.S.   0 0.0 586 2.3  
  5 0 0.0 6,303 24.9  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   840 1.3 29,666 47.1 63,013
NON U.S.   0 0.0 13,089 20.8  
  5 840 1.3 42,755 67.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   12,333 8.8 23,163 16.4 140,901
NON U.S.   0 0.0 9,793 7.0  
  6 12,333 8.8 32,956 23.4  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   150 1.3 90 0.8 11,606
NON U.S.   282 2.4 7,347 63.3  
  6 432 3.7 7,437 64.1  
ICUS COCOA U.S.   1,918 0.7 496 0.2 261,796
NON U.S.   8,194 3.1 1,507 0.6  
  10 10,112 3.9 2,003 0.8  
NYME PALLADIUM U.S. 4 130 0.5 6,669 27.8 24,019
NON U.S. 14 1,100 4.6 2,676 11.1  
  18 1,230 5.1 9,345 38.9  
NYME PLATINUM U.S. 5 1,163 1.5 16,365 21.6 75,607
NON U.S. 19 3,254 4.3 17,267 22.8  
  24 4,417 5.8 33,632 44.5  
ICUS SUGAR NO. 11 U.S.   9,784 1.0 3,881 0.4 985,687
NON U.S.   53,346 5.4 4,851 0.5  
  11 63,130 6.4 8,732 0.9  
ICUS COFFEE C U.S.   2,475 0.8 1,164 0.4 291,752
NON U.S.   14,766 5.1 2,629 0.9  
  19 17,241 5.9 3,793 1.3  
CMX SILVER U.S. 4 5,344 2.2 37,658 15.7 239,290
NON U.S. 23 10,547 4.4 53,689 22.4  
  27 15,891 6.6 91,347 38.2  
CMX COPPER-GRADE #1 U.S.   3,965 1.3 222 0.1 303,764
NON U.S.   12,635 4.2 2,038 0.7  
  15 16,600 5.5 2,260 0.7  
CMX GOLD U.S. 5 10,512 1.8 92,899 15.5 600,317
NON U.S. 29 33,206 5.5 165,675 27.6  
  34 43,718 7.3 258,574 43.1  
CME CANADIAN DOLLAR U.S.   1,606 0.9 64,171 37.2 172,657
NON U.S.   7,066 4.1 1,592 0.9  
  5 8,672 5.0 65,763 38.1  
CME MEXICAN PESO NON U.S.   1,875 0.8 88,829 39.9 222,394
  8 1,875 0.8 88,829 39.9  
CME BRITISH POUND STERLING U.S.   91,053 30.7 2,536 0.9 296,904
NON U.S.   5,148 1.7 2,223 0.7  
  7 96,201 32.4 4,759 1.6  
CME EURO FX U.S.   1,692 0.3 10,760 2.0 545,453
NON U.S.   25,415 4.7 11,277 2.1  
  17 27,107 5.0 22,037 4.0  
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 7,350 1.8 3,135 0.8 409,307
NON U.S. 8 13,262 3.2 5,383 1.3  
  12 20,612 5.0 8,518 2.1  
E VIX FUTURES U.S.   875 0.2 3,565 0.8 430,300
NON U.S.   25,988 6.0 2,864 0.7  
  9 26,863 6.2 6,429 1.5  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 935 1.0 2,282 2.3 98,257
NON U.S. 8 1,895 1.9 20,969 21.3  
  12 2,830 2.9 23,251 23.7  
CME 3-MONTH EURODOLLARS U.S. 8 1,197,065 8.9 1,443,860 10.8 13,415,080
NON U.S. 30 1,078,953 8.0 929,023 6.9  
  38 2,276,018 17.0 2,372,883 17.7  
CME 3-MONTH SOFR U.S.   5,040 6.0 6,256 7.5 83,497
NON U.S.   726 0.9 2,202 2.6  
  7 5,766 6.9 8,458 10.1  
CME 1-MONTH SOFR U.S.   5,916 5.0 8,774 7.5 117,208
NON U.S.   4,719 4.0 1,996 1.7  
  7 10,635 9.1 10,770 9.2  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 14,013 0.5 21,422 0.8 2,602,448
NON U.S. 23 82,925 3.2 86,749 3.3  
  30 96,938 3.7 108,171 4.2  
CME E-MINI S&P FINANCIAL INDEX U.S.   450 2.4 0 0.0 19,022
NON U.S.   1,965 10.3 6,129 32.2  
  6 2,415 12.7 6,129 32.2  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   540 9.3 1,856 32.0 5,809
  5 540 9.3 1,856 32.0  
CME S&P 500 TOTAL RETURN INDEX U.S.   1,000 0.5 33,249 15.0 222,030
NON U.S.   25,750 11.6 23,114 10.4  
  5 26,750 12.0 56,363 25.4  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   569 0.3 3,055 1.5 204,915
NON U.S.   6,778 3.3 3,316 1.6  
  15 7,347 3.6 6,371 3.1  
CME AUSTRALIAN DOLLAR U.S.   25,416 14.3 485 0.3 178,023
NON U.S.   2,973 1.7 811 0.5  
  6 28,389 15.9 1,296 0.7  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 2,367 0.5 8,664 1.9 453,751
NON U.S. 14 16,777 3.7 14,710 3.2  
  20 19,144 4.2 23,374 5.2  
ICUS MSCI EAFE MINI INDEX U.S. 4 2,669 0.8 0 0.0 344,683
NON U.S. 5 1,734 0.5 6,031 1.7  
  9 4,403 1.3 6,031 1.7  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 4 5,627 0.4 0 0.0 1,257,665
NON U.S. 11 17,431 1.4 48,788 3.9  
  15 23,058 1.8 48,788 3.9  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   3,427 2.9 5,284 4.4 118,827
NON U.S.   54,955 46.2 28,195 23.7  
  7 58,382 49.1 33,479 28.2  
NYME GULF JET NY HEAT OIL SPR U.S.   3,127 12.1 0 0.0 25,932
NON U.S.   1,415 5.5 0 0.0  
  5 4,542 17.5 0 0.0