February Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 2/2/2021
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   5,385 1.2 329 0.1 447,487
NON U.S.   39,094 8.7 15,221 3.4  
  14 44,479 9.9 15,550 3.5  
CBT WHEAT-HRW U.S.   6,016 2.7 0 0.0 223,457
NON U.S.   16,966 7.6 4,932 2.2  
  11 22,982 10.3 4,932 2.2  
CBT CORN U.S.   26,661 1.4 3,264 0.2 1,951,339
NON U.S.   90,231 4.6 19,177 1.0  
  14 116,892 6.0 22,441 1.2  
CBT SOYBEANS U.S.   7,349 0.8 27,041 2.9 922,823
NON U.S.   59,769 6.5 27,162 2.9  
  19 67,118 7.3 54,203 5.9  
CBT SOYBEAN OIL U.S.   4,101 0.9 1,999 0.4 480,390
NON U.S.   29,200 6.1 3,817 0.8  
  15 33,301 6.9 5,816 1.2  
CBT U.S. TREASURY BONDS U.S. 4 8,390 0.7 3,611 0.3 1,182,052
NON U.S. 11 6,384 0.5 13,008 1.1  
  15 14,774 1.2 16,619 1.4  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   19,471 4.9 1,960 0.5 397,367
NON U.S.   18,861 4.7 633 0.2  
  12 38,332 9.6 2,593 0.7  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 9,337 0.2 2,224,607 36.2 6,140,338
NON U.S. 9 67,935 1.1 1,711,401 27.9  
  14 77,272 1.3 3,936,008 64.1  
IFED NATURAL GAS PENULTIMATE ICE U.S.   44,081 15.6 18,720 6.6 281,678
NON U.S.   17,341 6.2 7,770 2.8  
  7 61,422 21.8 26,490 9.4  
IFED NWP ROCKIES FIN BASIS U.S. 4 0 0.0 65,856 23.7 277,734
NON U.S. 4 7,897 2.8 44,754 16.1  
  8 7,897 2.8 110,610 39.8  
IFED AECO FIN BASIS U.S.   0 0.0 24,600 2.4 1,030,883
NON U.S.   25,796 2.5 588,655 57.1  
  7 25,796 2.5 613,255 59.5  
IFED CHICAGO FIN BASIS U.S.   29,185 7.8 1,307 0.3 376,119
NON U.S.   1,709 0.5 32,922 8.8  
  7 30,894 8.2 34,229 9.1  
IFED HSC FIN BASIS U.S. 4 21,519 3.6 55,540 9.2 604,437
NON U.S. 5 1,153 0.2 68,577 11.3  
  9 22,672 3.8 124,117 20.5  
IFED WAHA FIN BASIS U.S.   4,516 0.9 156,545 32.9 475,853
NON U.S.   9,113 1.9 58,180 12.2  
  9 13,629 2.9 214,725 45.1  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 0 0.0 141,612 41.8 339,111
NON U.S. 5 0 0.0 87,176 25.7  
  9 0 0.0 228,788 67.5  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   6,487 3.3 45,231 23.3 194,445
NON U.S.   774 0.4 29,078 15.0  
  7 7,261 3.7 74,309 38.2  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 8,911 1.4 184,825 28.8 642,165
NON U.S. 5 16,182 2.5 71,573 11.1  
  9 25,093 3.9 256,398 39.9  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   1,727 0.8 60,738 28.5 213,365
NON U.S.   0 0.0 60,325 28.3  
  6 1,727 0.8 121,063 56.7  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   11,717 6.0 1,170 0.6 193,926
NON U.S.   8,589 4.4 28,400 14.6  
  7 20,306 10.5 29,570 15.2  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   10,753 5.3 1,685 0.8 201,618
NON U.S.   6,139 3.0 32,510 16.1  
  7 16,892 8.4 34,195 17.0  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   90 0.0 45,980 19.7 233,257
NON U.S.   8,391 3.6 12,767 5.5  
  5 8,481 3.6 58,747 25.2  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   716 0.3 17,966 8.4 214,858
NON U.S.   0 0.0 20,941 9.7  
  5 716 0.3 38,907 18.1  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   184 0.2 403 0.4 101,345
NON U.S.   9,747 9.6 25,020 24.7  
  6 9,931 9.8 25,423 25.1  
IFED ONE OK GAS TRANSPORTATION FINANCIAL BASIS U.S.   0 0.0 33,365 51.1 65,343
NON U.S.   310 0.5 28,508 43.6  
  5 310 0.5 61,873 94.7  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   2,542 1.5 17,518 10.4 167,710
NON U.S.   1,312 0.8 36,389 21.7  
  7 3,854 2.3 53,907 32.1  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   11,708 4.8 17,588 7.2 243,250
NON U.S.   0 0.0 5,444 2.2  
  5 11,708 4.8 23,032 9.5  
IFED TETCO M2 Basis (Receipts) U.S.   72,135 20.5 149,224 42.4 351,581
NON U.S.   4,052 1.2 22,672 6.4  
  5 76,187 21.7 171,896 48.9  
NYME NATURAL GAS U.S. 4 37,436 3.3 29,131 2.6 1,134,240
NON U.S. 13 44,587 3.9 43,845 3.9  
  17 82,023 7.2 72,976 6.4  
NYME HENRY HUB LAST DAY FIN U.S. 4 3,951 1.1 99,511 27.0 369,050
NON U.S. 6 3,815 1.0 48,944 13.3  
  10 7,766 2.1 148,455 40.2  
NYME HENRY HUB PENULTIMATE FIN U.S.   35,307 26.7 4,294 3.3 132,122
NON U.S.   31,667 24.0 1,508 1.1  
  8 66,974 50.7 5,802 4.4  
CBT SOYBEAN MEAL U.S.   4,321 1.1 913 0.2 403,763
NON U.S.   35,924 8.9 5,125 1.3  
  14 40,245 10.0 6,038 1.5  
ICUS COTTON NO. 2 U.S.   1,532 0.6 0 0.0 249,388
NON U.S.   19,192 7.7 9,937 4.0  
  14 20,724 8.3 9,937 4.0  
NYME HENRY HUB U.S. 4 11,930 1.9 262,251 41.0 639,411
NON U.S. 8 46,299 7.2 165,442 25.9  
  12 58,229 9.1 427,693 66.9  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   94,701 34.6 10,782 3.9 273,941
NON U.S.   61,457 22.4 9,612 3.5  
  11 156,158 57.0 20,394 7.4  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 32,762 1.5 28,525 1.3 2,171,672
NON U.S. 19 29,297 1.3 61,110 2.8  
  23 62,059 2.9 89,635 4.1  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 100,296 2.8 10,971 0.3 3,570,188
NON U.S. 37 35,878 1.0 144,020 4.0  
  43 136,174 3.8 154,991 4.3  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   2,836 0.2 6,386 0.5 1,166,311
NON U.S.   4,961 0.4 16,859 1.4  
  7 7,797 0.7 23,245 2.0  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 12,654 0.4 4,534 0.1 3,537,674
NON U.S. 20 38,109 1.1 53,512 1.5  
  24 50,763 1.4 58,046 1.6  
CBT 30-DAY FEDERAL FUNDS U.S. 5 157,526 14.9 74,767 7.1 1,053,727
NON U.S. 16 98,412 9.3 53,912 5.1  
  21 255,938 24.3 128,679 12.2  
CME LEAN HOGS NON U.S.   14,744 6.5 6,600 2.9 227,431
  10 14,744 6.5 6,600 2.9  
CME LIVE CATTLE NON U.S. 8 19,957 6.1 200 0.1 326,813
  8 19,957 6.1 200 0.1  
CME FEEDER CATTLE NON U.S.   1,230 3.1 74 0.2 39,968
  6 1,230 3.1 74 0.2  
IFED NAT GASLNE OPIS MT B NONTET FP U.S.   740 4.2 3,319 19.0 17,485
NON U.S.   65 0.4 2,152 12.3  
  6 805 4.6 5,471 31.3  
IFED PROPANE OPIS CONWAY INWELL FP U.S.   305 5.1 510 8.6 5,959
NON U.S.   170 2.9 1,049 17.6  
  5 475 8.0 1,559 26.2  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 4,420 18.2 24,223
NON U.S.   0 0.0 4,750 19.6  
  6 0 0.0 9,170 37.9  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   3,679 6.8 1,908 3.5 53,767
NON U.S.   3,294 6.1 1,555 2.9  
  8 6,973 13.0 3,463 6.4  
NYME PROPANE NON-LDH MT BEL U.S. 4 0 0.0 11,672 18.3 63,786
NON U.S. 4 0 0.0 10,676 16.7  
  8 0 0.0 22,348 35.0  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   3,841 2.7 9,759 6.9 140,987
NON U.S.   1,312 0.9 8,077 5.7  
  8 5,153 3.7 17,836 12.7  
NYME MT BELVIEU ETHANE OPIS U.S.   1,309 2.6 6,885 13.4 51,291
NON U.S.   0 0.0 10,508 20.5  
  7 1,309 2.6 17,393 33.9  
NYME MT BELV NORM BUTANE OPIS U.S. 4 0 0.0 6,798 12.8 52,916
NON U.S. 4 118 0.2 4,642 8.8  
  8 118 0.2 11,440 21.6  
NYME MT BELV NAT GASOLINE OPIS U.S.   602 2.1 3,746 13.4 28,034
NON U.S.   330 1.2 3,874 13.8  
  7 932 3.3 7,620 27.2  
NYME MT BELV ISO-BUTANE 5 DEC U.S.   126 2.2 1,018 17.8 5,714
NON U.S.   0 0.0 1,258 22.0  
  5 126 2.2 2,276 39.8  
NYME CONWAY PROPANE (OPIS) U.S.   1,507 9.7 269 1.7 15,546
NON U.S.   60 0.4 3,495 22.5  
  7 1,567 10.1 3,764 24.2  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   20,658 4.1 75,953 14.9 509,520
NON U.S.   5,761 1.1 9,248 1.8  
  8 26,419 5.2 85,201 16.7  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   105 0.2 75 0.2 49,545
NON U.S.   0 0.0 17,795 35.9  
  7 105 0.2 17,870 36.1  
IFED CRUDE DIFF-TMX SW 1A INDEX U.S.   0 0.0 158 0.7 21,153
NON U.S.   0 0.0 11,769 55.6  
  6 0 0.0 11,927 56.4  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   36,229 18.9 70,582 36.9 191,265
NON U.S.   7 0.0 37,219 19.5  
  7 36,236 18.9 107,801 56.4  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 20,227 0.8 302,833 12.7 2,389,677
NON U.S. 18 48,735 2.0 231,345 9.7  
  22 68,962 2.9 534,178 22.4  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 11,394 8.1 16,304 11.6 140,436
NON U.S. 7 4,221 3.0 30,630 21.8  
  11 15,615 11.1 46,934 33.4  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,215 1.9 2,271 1.4 167,552
NON U.S.   175 0.1 454 0.3  
  6 3,390 2.0 2,725 1.6  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   405 0.3 21,526 15.6 137,959
NON U.S.   0 0.0 3,765 2.7  
  5 405 0.3 25,291 18.3  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 18,459 33.1 55,748
NON U.S.   0 0.0 13,328 23.9  
  5 0 0.0 31,787 57.0  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   1,760 2.0 11,518 13.0 88,345
NON U.S.   0 0.0 7,561 8.6  
  7 1,760 2.0 19,079 21.6  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   0 0.0 240 3.8 6,265
NON U.S.   0 0.0 4,625 73.8  
  5 0 0.0 4,865 77.7  
ICUS COCOA U.S.   6,034 2.6 0 0.0 231,768
NON U.S.   5,447 2.4 1,117 0.5  
  8 11,481 5.0 1,117 0.5  
NYME PALLADIUM U.S. 4 199 2.1 2,721 28.5 9,533
NON U.S. 10 1,145 12.0 457 4.8  
  14 1,344 14.1 3,178 33.3  
NYME PLATINUM U.S. 4 222 0.3 20,089 31.0 64,701
NON U.S. 17 3,866 6.0 7,325 11.3  
  21 4,088 6.3 27,414 42.4  
ICUS SUGAR NO. 11 U.S.   17,236 1.6 8,770 0.8 1,107,089
NON U.S.   51,885 4.7 67,228 6.1  
  16 69,121 6.2 75,998 6.9  
ICUS COFFEE C U.S.   3,206 1.2 41 0.0 276,108
NON U.S.   11,231 4.1 25,535 9.2  
  23 14,437 5.2 25,576 9.3  
CMX SILVER U.S. 4 3,886 2.2 42,608 23.7 179,786
NON U.S. 22 8,097 4.5 32,645 18.2  
  26 11,983 6.7 75,253 41.9  
CMX COPPER-GRADE #1 U.S.   3,687 1.4 133 0.1 257,036
NON U.S.   9,735 3.8 1,629 0.6  
  14 13,422 5.2 1,762 0.7  
CMX GOLD U.S. 5 14,195 2.7 85,971 16.5 520,011
NON U.S. 30 37,468 7.2 112,560 21.6  
  35 51,663 9.9 198,531 38.2  
CME CANADIAN DOLLAR U.S.   23 0.0 8,258 5.2 158,155
NON U.S.   0 0.0 4,932 3.1  
  5 23 0.0 13,190 8.3  
CME SWISS FRANC U.S.   991 1.9 0 0.0 50,832
NON U.S.   1,492 2.9 1,548 3.0  
  5 2,483 4.9 1,548 3.0  
CME MEXICAN PESO NON U.S.   505 0.3 34,950 23.2 150,781
  6 505 0.3 34,950 23.2  
CME BRITISH POUND STERLING U.S.   481 0.3 14,885 9.2 161,100
NON U.S.   2,509 1.6 2,656 1.6  
  6 2,990 1.9 17,541 10.9  
CME JAPANESE YEN U.S.   7 0.0 6,445 3.4 190,948
NON U.S.   7,709 4.0 985 0.5  
  5 7,716 4.0 7,430 3.9  
CME EURO FX U.S.   7,936 1.2 130,396 19.3 675,520
NON U.S.   28,591 4.2 37,772 5.6  
  19 36,527 5.4 168,168 24.9  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   6,777 1.7 2,883 0.7 405,796
NON U.S.   11,081 2.7 3,113 0.8  
  11 17,858 4.4 5,996 1.5  
E VIX FUTURES U.S.   1,617 0.5 2,823 0.9 318,219
NON U.S.   36,273 11.4 3,059 1.0  
  8 37,890 11.9 5,882 1.8  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 4 5,526 5.5 0 0.0 99,778
NON U.S. 8 4,380 4.4 4,858 4.9  
  12 9,906 9.9 4,858 4.9  
CME 3-MONTH EURODOLLARS U.S. 7 1,845,045 17.0 424,688 3.9 10,843,374
NON U.S. 34 917,955 8.5 1,074,041 9.9  
  41 2,763,000 25.5 1,498,729 13.8  
CME 3-MONTH SOFR U.S. 4 63,089 13.4 118,149 25.1 470,065
NON U.S. 12 14,799 3.1 22,257 4.7  
  16 77,888 16.6 140,406 29.9  
CME 1-MONTH SOFR U.S. 4 29,534 14.5 29,377 14.4 204,014
NON U.S. 8 1,869 0.9 12,131 5.9  
  12 31,403 15.4 41,508 20.3  
CME E-MINI S&P 500 STOCK INDEX U.S. 8 42,309 1.6 86,623 3.3 2,640,747
NON U.S. 22 75,397 2.9 257,092 9.7  
  30 117,706 4.5 343,715 13.0  
CME E-MINI S&P FINANCIAL INDEX U.S.   0 0.0 956 2.1 44,694
NON U.S.   494 1.1 15,660 35.0  
  5 494 1.1 16,616 37.2  
CME E-MINI S&P MATERIALS INDEX NON U.S.   926 10.3 3,281 36.4 9,012
  5 926 10.3 3,281 36.4  
CME E-MINI S&P TECHNOLOGY INDEX NON U.S.   645 7.1 7,315 80.8 9,052
  5 645 7.1 7,315 80.8  
CME S&P 500 TOTAL RETURN INDEX U.S.   10,571 8.5 15,120 12.2 124,040
NON U.S.   20,720 16.7 36,264 29.2  
  9 31,291 25.2 51,384 41.4  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   354 0.2 802 0.3 234,732
NON U.S.   17,376 7.4 9,963 4.2  
  17 17,730 7.6 10,765 4.6  
CME AUSTRALIAN DOLLAR U.S.   3,492 2.4 820 0.6 142,644
NON U.S.   0 0.0 2,538 1.8  
  5 3,492 2.4 3,358 2.4  
CME E-MINI RUSSELL 2000 INDEX U.S. 5 9,989 1.8 977 0.2 556,076
NON U.S. 16 38,295 6.9 31,713 5.7  
  21 48,284 8.7 32,690 5.9  
ICUS MSCI EAFE MINI INDEX U.S. 6 1,665 0.4 7,751 1.8 422,576
NON U.S. 4 4,012 0.9 35,817 8.5  
  10 5,677 1.3 43,568 10.3  
ICUS MSCI EMERGING MKTS INDEX U.S. 5 7,966 0.6 2,240 0.2 1,261,374
NON U.S. 11 18,706 1.5 123,116 9.8  
  16 26,672 2.1 125,356 9.9  
CME E-MINI S&P 400 STOCK INDEX U.S.   872 1.7 0 0.0 52,267
NON U.S.