February Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 2/4/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S. 4 8,254 1.6 709 0.1 525,368
NON U.S. 17 39,520 7.5 13,685 2.6  
  21 47,774 9.1 14,394 2.7  
CBT WHEAT-HRW U.S.   6,581 2.2 2,823 0.9 304,577
NON U.S.   20,936 6.9 3,252 1.1  
  14 27,517 9.0 6,075 2.0  
CBT CORN U.S.   7,199 0.5 12,076 0.8 1,567,004
NON U.S.   79,332 5.1 12,693 0.8  
  15 86,531 5.5 24,769 1.6  
CBT SOYBEANS U.S. 4 483 0.1 8,373 1.0 859,677
NON U.S. 14 65,425 7.6 2,436 0.3  
  18 65,908 7.7 10,809 1.3  
CBT SOYBEAN OIL U.S.   7,837 1.5 3,147 0.6 526,658
NON U.S.   42,960 8.2 2,372 0.5  
  12 50,797 9.6 5,519 1.0  
CBT U.S. TREASURY BONDS U.S. 5 11,131 0.9 1,057 0.1 1,215,787
NON U.S. 12 18,199 1.5 17,244 1.4  
  17 29,330 2.4 18,301 1.5  
CBT ULTRA U.S. TREASURY BONDS U.S.   3,235 0.3 156 0.0 1,200,858
NON U.S.   10,664 0.9 9,530 0.8  
  6 13,899 1.2 9,686 0.8  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 18,920 4.6 1,889 0.5 411,245
NON U.S. 9 19,003 4.6 1,694 0.4  
  13 37,923 9.2 3,583 0.9  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 14,741 0.3 1,867,353 37.3 5,002,144
NON U.S. 8 80,179 1.6 930,929 18.6  
  13 94,920 1.9 2,798,282 55.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   26,053 11.8 37,680 17.1 220,518
NON U.S.   3,995 1.8 5,263 2.4  
  6 30,048 13.6 42,943 19.5  
IFED NWP ROCKIES FIN BASIS U.S.   1,017 0.3 76,998 22.6 341,413
NON U.S.   12,427 3.6 55,341 16.2  
  7 13,444 3.9 132,339 38.8  
IFED AECO FIN BASIS U.S.   304 0.0 9,175 1.1 837,402
NON U.S.   20,732 2.5 583,213 69.6  
  7 21,036 2.5 592,388 70.7  
IFED CHICAGO FIN BASIS U.S.   25,175 6.6 3,125 0.8 380,231
NON U.S.   6,271 1.6 38,597 10.2  
  8 31,446 8.3 41,722 11.0  
IFED HSC FIN BASIS U.S. 4 15,124 2.8 72,699 13.2 549,175
NON U.S. 4 2,009 0.4 21,277 3.9  
  8 17,133 3.1 93,976 17.1  
IFED WAHA FIN BASIS U.S.   7,021 1.6 172,046 40.4 425,558
NON U.S.   15,018 3.5 28,581 6.7  
  7 22,039 5.2 200,627 47.1  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   304 0.1 94,020 32.0 294,047
NON U.S.   0 0.0 58,737 20.0  
  7 304 0.1 152,757 51.9  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   11,401 5.4 54,021 25.7 209,968
NON U.S.   1,020 0.5 13,208 6.3  
  6 12,421 5.9 67,229 32.0  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   15,954 2.6 148,436 24.5 605,770
NON U.S.   44,964 7.4 83,455 13.8  
  8 60,918 10.1 231,891 38.3  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   9,078 3.1 1,206 0.4 292,038
NON U.S.   6,555 2.2 0 0.0  
  5 15,633 5.4 1,206 0.4  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   21,019 24.0 2,226 2.5 87,613
  6 21,019 24.0 2,226 2.5  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   6,856 3.6 12,440 6.6 188,598
NON U.S.   4,965 2.6 2,974 1.6  
  5 11,821 6.3 15,414 8.2  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   36,506 14.5 5,136 2.0 251,352
NON U.S.   0 0.0 8,721 3.5  
  5 36,506 14.5 13,857 5.5  
IFED TRANSCO ZONE 6 BASIS U.S.   1,819 1.3 9,558 7.0 137,075
NON U.S.   180 0.1 12,690 9.3  
  5 1,999 1.5 22,248 16.2  
IFED TETCO M2 Basis (Receipts) U.S.   17,322 6.3 109,604 39.6 276,711
NON U.S.   5,924 2.1 43,299 15.6  
  6 23,246 8.4 152,903 55.3  
IFED REX ZONE 3 BASIS U.S.   642 0.3 11,301 5.4 207,865
NON U.S.   0 0.0 13,878 6.7  
  5 642 0.3 25,179 12.1  
NYME NATURAL GAS U.S. 5 69,086 4.5 42,235 2.8 1,530,833
NON U.S. 14 93,275 6.1 53,849 3.5  
  19 162,361 10.6 96,084 6.3  
NYME HENRY HUB LAST DAY FIN U.S. 4 7,139 2.5 67,441 23.4 288,772
NON U.S. 6 3,968 1.4 16,048 5.6  
  10 11,107 3.8 83,489 28.9  
NYME HENRY HUB PENULTIMATE FIN U.S.   16,849 18.0 6,001 6.4 93,747
NON U.S.   7,120 7.6 1,464 1.6  
  7 23,969 25.6 7,465 8.0  
CBT SOYBEAN MEAL U.S.   3,723 0.7 4,429 0.9 499,317
NON U.S.   44,482 8.9 292 0.1  
  16 48,205 9.7 4,721 0.9  
ICUS COTTON NO. 2 U.S.   2,708 1.1 395 0.2 250,242
NON U.S.   15,477 6.2 8,116 3.2  
  13 18,185 7.3 8,511 3.4  
NYME HENRY HUB U.S.   11,803 1.6 257,405 33.9 758,405
NON U.S.   37,861 5.0 249,329 32.9  
  11 49,664 6.5 506,734 66.8  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   32,650 26.7 5,019 4.1 122,195
NON U.S.   23,774 19.5 5,095 4.2  
  9 56,424 46.2 10,114 8.3  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 28,067 0.7 25,377 0.7 3,883,983
NON U.S. 21 35,393 0.9 75,027 1.9  
  26 63,460 1.6 100,404 2.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 9 113,965 2.8 31,172 0.8 4,074,292
NON U.S. 35 62,020 1.5 44,038 1.1  
  44 175,985 4.3 75,210 1.8  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   3,459 0.4 7,158 0.8 934,513
NON U.S.   1,651 0.2 7,056 0.8  
  5 5,110 0.5 14,214 1.5  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 22,454 0.5 20,971 0.5 4,596,398
NON U.S. 21 74,218 1.6 99,601 2.2  
  27 96,672 2.1 120,572 2.6  
CBT 30-DAY FEDERAL FUNDS U.S. 7 185,081 11.1 157,149 9.5 1,662,784
NON U.S. 26 200,532 12.1 72,064 4.3  
  33 385,613 23.2 229,213 13.8  
CME LEAN HOGS U.S.   623 0.2 1,687 0.6 292,313
NON U.S.   16,751 5.7 2,435 0.8  
  12 17,374 5.9 4,122 1.4  
CME LIVE CATTLE U.S.   1,404 0.4 418 0.1 343,504
NON U.S.   21,946 6.4 171 0.0  
  10 23,350 6.8 589 0.2  
CME FEEDER CATTLE U.S.   17 0.0 276 0.5 56,960
NON U.S.   1,455 2.6 283 0.5  
  7 1,472 2.6 559 1.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,871 9.7 3,961 13.4 29,598
NON U.S.   0 0.0 2,181 7.4  
  5 2,871 9.7 6,142 20.8  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 7,451 19.5 38,293
NON U.S.   0 0.0 2,498 6.5  
  5 0 0.0 9,949 26.0  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   6,282 11.8 1,017 1.9 53,285
NON U.S.   3,153 5.9 246 0.5  
  7 9,435 17.7 1,263 2.4  
NYME PROPANE NON-LDH MT BEL U.S.   0 0.0 9,692 19.3 50,260
NON U.S.   0 0.0 2,316 4.6  
  5 0 0.0 12,008 23.9  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   2,330 1.7 7,522 5.5 137,040
NON U.S.   2,591 1.9 4,445 3.2  
  6 4,921 3.6 11,967 8.7  
NYME MT BELVIEU ETHANE OPIS U.S.   2,768 7.2 7,070 18.4 38,413
NON U.S.   0 0.0 6,195 16.1  
  5 2,768 7.2 13,265 34.5  
NYME MT BELV NORM BUTANE OPIS U.S.   120 0.2 6,542 13.5 48,449
NON U.S.   629 1.3 2,641 5.5  
  6 749 1.5 9,183 19.0  
NYME MT BELV NAT GASOLINE OPIS U.S.   63 0.4 5,527 32.9 16,777
NON U.S.   1,938 11.6 1,143 6.8  
  5 2,001 11.9 6,670 39.8  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,235 3.0 89,856 14.0 640,339
NON U.S.   5,554 0.9 11,818 1.8  
  9 24,789 3.9 101,674 15.9  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   0 0.0 730 3.1 23,908
NON U.S.   0 0.0 11,814 49.4  
  6 0 0.0 12,544 52.5  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 5,064 51.9 9,752
  5 0 0.0 5,064 51.9  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   0 0.0 71,172 31.2 227,809
NON U.S.   0 0.0 29,301 12.9  
  5 0 0.0 100,473 44.1  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 34,206 1.5 284,315 12.5 2,271,741
NON U.S. 20 69,989 3.1 246,225 10.8  
  24 104,195 4.6 530,540 23.4  
NYME WTI FINANCIAL CRUDE OIL U.S.   2,359 1.5 18,645 11.7 158,991
NON U.S.   6,739 4.2 48,146 30.3  
  11 9,098 5.7 66,791 42.0  
NYME WTI-BRENT CALENDAR U.S.   770 0.5 19,880 13.2 150,084
NON U.S.   1,450 1.0 180 0.1  
  6 2,220 1.5 20,060 13.4  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,775 1.6 1,632 0.7 239,631
NON U.S.   78 0.0 904 0.4  
  5 3,853 1.6 2,536 1.1  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   0 0.0 22,300 13.2 169,000
NON U.S.   0 0.0 5,720 3.4  
  6 0 0.0 28,020 16.6  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   3,432 2.7 18,453 14.3 128,659
NON U.S.   0 0.0 10,970 8.5  
  5 3,432 2.7 29,423 22.9  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   75 1.2 45 0.7 6,426
NON U.S.   264 4.1 3,301 51.4  
  6 339 5.3 3,346 52.1  
ICUS COCOA U.S.   2,509 0.7 221 0.1 347,313
NON U.S.   8,036 2.3 947 0.3  
  9 10,545 3.0 1,168 0.3  
NYME PALLADIUM U.S.   577 2.5 4,193 18.1 23,178
NON U.S.   847 3.7 1,788 7.7  
  15 1,424 6.1 5,981 25.8  
NYME PLATINUM U.S. 5 842 0.8 27,957 27.6 101,276
NON U.S. 20 3,881 3.8 29,246 28.9  
  25 4,723 4.7 57,203 56.5  
ICUS SUGAR NO. 11 U.S.   17,000 1.4 782 0.1 1,199,329
NON U.S.   57,880 4.8 41,746 3.5  
  14 74,880 6.2 42,528 3.5  
ICUS COFFEE C U.S.   4,379 1.4 2,531 0.8 316,796
NON U.S.   13,195 4.2 14,169 4.5  
  25 17,574 5.5 16,700 5.3  
CMX SILVER U.S. 4 3,417 1.5 39,706 17.7 224,936
NON U.S. 24 11,998 5.3 59,306 26.4  
  28 15,415 6.9 99,012 44.0  
CMX COPPER-GRADE #1 U.S. 4 4,058 1.5 54 0.0 264,032
NON U.S. 14 12,812 4.9 774 0.3  
  18 16,870 6.4 828 0.3  
CMX GOLD U.S. 5 5,248 0.8 111,072 17.0 654,572
NON U.S. 34 76,478 11.7 181,807 27.8  
  39 81,726 12.5 292,879 44.7  
CME CANADIAN DOLLAR U.S.   190 0.1 28,682 16.5 174,000
NON U.S.   11,177 6.4 1,327 0.8  
  6 11,367 6.5 30,009 17.2  
CME MEXICAN PESO NON U.S.   3,645 1.2 88,588 28.7 308,894
  7 3,645 1.2 88,588 28.7  
CME BRITISH POUND STERLING U.S.   764 0.4 6,939 3.3 208,165
NON U.S.   5,072 2.4 556 0.3  
  6 5,836 2.8 7,495 3.6  
CME JAPANESE YEN U.S.   38,252 20.1 672 0.4 190,079
NON U.S.   4,907 2.6 7,835 4.1  
  5 43,159 22.7 8,507 4.5  
CME EURO FX U.S.   1,202 0.2 7,971 1.3 594,698
NON U.S.   24,346 4.1 10,052 1.7  
  13 25,548 4.3 18,023 3.0  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   4,989 1.3 1,451 0.4 375,730
NON U.S.   13,484 3.6 2,814 0.7  
  13 18,473 4.9 4,265 1.1  
E VIX FUTURES U.S.   4,550 1.1 5,337 1.2 428,263
NON U.S.   37,237 8.7 4,424 1.0  
  9 41,787 9.8 9,761 2.3  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 1,318 1.3 11,478 11.2 102,581
NON U.S. 8 0 0.0 20,053 19.5  
  13 1,318 1.3 31,531 30.7  
CME 3-MONTH EURODOLLARS U.S. 8 1,018,056 8.7 1,416,030 12.0 11,763,387
NON U.S. 30 1,174,365 10.0 1,070,938 9.1  
  38 2,192,421 18.6 2,486,968 21.1  
CME 3-MONTH SOFR U.S.   180 0.1 19,315 12.6 153,145
NON U.S.   185 0.1 10,956 7.2  
  8 365 0.2 30,271 19.8  
CME 1-MONTH SOFR U.S.   12,628 7.1 16,281 9.2 177,293
NON U.S.   0 0.0 12,780 7.2  
  8 12,628 7.1 29,061 16.4  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 42,494 1.6 68,517 2.5 2,697,443
NON U.S. 24 54,113 2.0 331,020 12.3  
  31 96,607 3.6 399,537 14.8  
CME E-MINI S&P FINANCIAL INDEX U.S.   395 1.2 0 0.0 31,832
NON U.S.   299 0.9 13,838 43.5  
  6 694 2.2 13,838 43.5  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   285 2.6 0 0.0 10,970
NON U.S.   640 5.8 5,652 51.5  
  5 925 8.4 5,652 51.5  
CME E-MINI S&P UTILITIES INDEX U.S.   552 4.0 0 0.0 13,737
NON U.S.   938 6.8 5,223 38.0  
  7 1,490 10.8 5,223 38.0  
CME S&P 500 TOTAL RETURN INDEX U.S.   28,501 10.7 32,820 12.3 267,201
NON U.S.   61,087 22.9 20,331 7.6  
  8 89,588 33.5 53,151 19.9  
CME E-MINI S&P COMMUNICATION INDEX U.S.   1,000 11.1 0 0.0 9,017
NON U.S.   5,677 63.0 3,174 35.2  
  5 6,677 74.0 3,174 35.2  
CMX ALUMINUM MW US TR PLATTS U.S.   3,091 12.1 54 0.2 25,642
NON U.S.   3,888 15.2 0 0.0  
  5 6,979 27.2 54 0.2  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 206 0.1 5,438 2.7 204,786
NON U.S. 16 7,168 3.5 12,854 6.3  
  20 7,374 3.6 18,292 8.9  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 4,974 1.0 14,455 2.9 496,419
NON U.S. 14 17,773 3.6 52,562 10.6  
  20 22,747 4.6 67,017 13.5  
ICUS MSCI EAFE MINI INDEX U.S. 5 4,600 1.2 2,031 0.5 374,896
NON U.S. 5 897 0.2 22,442 6.0  
  10 5,497 1.5 24,473 6.5  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 6 17,937 1.2 4,579 0.3 1,552,303
NON U.S. 15 16,294 1.0 164,917 10.6  
  21 34,231 2.2 169,496 10.9  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 4 655 0.7 5,673 6.2 91,360
NON U.S. 4 7,970 8.7 21,116 23.1  
  8 8,625 9.4 26,789 29.3