June Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 6/2/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   8,741 2.2 1,491 0.4 400,202
NON U.S.   31,468 7.9 11,528 2.9  
  17 40,209 10.0 13,019 3.3  
CBT WHEAT-HRW U.S.   5,220 2.3 0 0.0 229,286
NON U.S.   14,103 6.2 2,619 1.1  
  11 19,323 8.4 2,619 1.1  
CBT CORN U.S.   18,261 1.2 1,247 0.1 1,518,926
NON U.S.   67,521 4.4 11,096 0.7  
  16 85,782 5.6 12,343 0.8  
CBT SOYBEANS U.S.   6,063 0.7 8,268 0.9 875,645
NON U.S.   48,306 5.5 4,860 0.6  
  18 54,369 6.2 13,128 1.5  
CBT SOYBEAN OIL U.S.   5,390 1.1 1,433 0.3 481,480
NON U.S.   34,970 7.3 1,948 0.4  
  12 40,360 8.4 3,381 0.7  
CBT U.S. TREASURY BONDS U.S. 5 4,461 0.4 3,456 0.3 1,010,697
NON U.S. 4 4,305 0.4 4,706 0.5  
  9 8,766 0.9 8,162 0.8  
CBT ULTRA U.S. TREASURY BONDS U.S.   1,841 0.2 0 0.0 1,057,197
NON U.S.   1,222 0.1 52,024 4.9  
  6 3,063 0.3 52,024 4.9  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   24,536 6.3 3,208 0.8 389,754
NON U.S.   21,779 5.6 1,808 0.5  
  12 46,315 11.9 5,016 1.3  
NYME UP DOWN GC ULSD VS HO SPR U.S.   5,556 8.9 0 0.0 62,726
NON U.S.   678 1.1 0 0.0  
  5 6,234 9.9 0 0.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 16,312 0.3 2,205,169 36.9 5,981,750
NON U.S. 9 65,335 1.1 1,392,431 23.3  
  14 81,647 1.4 3,597,600 60.1  
IFED NATURAL GAS PENULTIMATE ICE U.S.   39,173 17.6 26,700 12.0 222,994
NON U.S.   10,750 4.8 6,540 2.9  
  7 49,923 22.4 33,240 14.9  
IFED PG&E CITYGATE FIN BASIS U.S.   2,865 1.7 10,934 6.6 164,573
NON U.S.   0 0.0 31,668 19.2  
  5 2,865 1.7 42,602 25.9  
IFED NWP ROCKIES FIN BASIS U.S.   866 0.2 74,247 19.6 378,683
NON U.S.   13,929 3.7 75,508 19.9  
  8 14,795 3.9 149,755 39.5  
IFED AECO FIN BASIS U.S.   0 0.0 15,086 1.7 913,308
NON U.S.   18,515 2.0 657,374 72.0  
  7 18,515 2.0 672,460 73.6  
IFED CHICAGO FIN BASIS U.S.   29,578 7.7 3,936 1.0 384,831
NON U.S.   4,608 1.2 38,127 9.9  
  8 34,186 8.9 42,063 10.9  
IFED HSC FIN BASIS U.S. 4 17,031 2.9 69,388 11.7 591,754
NON U.S. 4 1,095 0.2 55,559 9.4  
  8 18,126 3.1 124,947 21.1  
IFED WAHA FIN BASIS U.S. 4 8,695 1.9 204,843 44.2 463,364
NON U.S. 6 14,765 3.2 48,697 10.5  
  10 23,460 5.1 253,540 54.7  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 608 0.2 123,477 35.1 352,088
NON U.S. 6 70 0.0 89,480 25.4  
  10 678 0.2 212,957 60.5  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   13,433 6.9 41,999 21.7 193,840
NON U.S.   1,348 0.7 16,678 8.6  
  7 14,781 7.6 58,677 30.3  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 15,209 2.5 162,243 26.4 614,040
NON U.S. 5 31,506 5.1 89,033 14.5  
  9 46,715 7.6 251,276 40.9  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   2,653 1.8 20,183 13.4 150,404
NON U.S.   856 0.6 24,574 16.3  
  6 3,509 2.3 44,757 29.8  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   12,808 5.2 3,508 1.4 246,771
NON U.S.   9,471 3.8 13,891 5.6  
  7 22,279 9.0 17,399 7.1  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   10,163 3.8 1,698 0.6 268,622
NON U.S.   5,857 2.2 13,651 5.1  
  6 16,020 6.0 15,349 5.7  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   677 0.2 38,367 12.8 299,019
NON U.S.   12,110 4.0 21,769 7.3  
  5 12,787 4.3 60,136 20.1  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   428 0.2 18,434 7.7 238,447
NON U.S.   0 0.0 32,043 13.4  
  5 428 0.2 50,477 21.2  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   5,081 2.7 12,301 6.5 188,276
NON U.S.   568 0.3 15,966 8.5  
  8 5,649 3.0 28,267 15.0  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   33,444 12.5 8,462 3.2 266,555
NON U.S.   0 0.0 11,122 4.2  
  8 33,444 12.5 19,584 7.3  
IFED TETCO M2 Basis (Receipts) U.S.   16,750 5.8 87,574 30.3 289,051
NON U.S.   5,252 1.8 32,600 11.3  
  6 22,002 7.6 120,174 41.6  
NYME NATURAL GAS U.S. 4 50,222 3.8 51,515 3.9 1,319,253
NON U.S. 15 50,815 3.9 62,372 4.7  
  19 101,037 7.7 113,887 8.6  
NYME HENRY HUB LAST DAY FIN U.S. 4 5,247 1.8 72,374 24.7 293,000
NON U.S. 6 4,311 1.5 23,708 8.1  
  10 9,558 3.3 96,082 32.8  
NYME HENRY HUB PENULTIMATE FIN U.S.   23,999 19.4 12,260 9.9 123,952
NON U.S.   11,161 9.0 1,248 1.0  
  6 35,160 28.4 13,508 10.9  
CBT SOYBEAN MEAL U.S.   3,735 0.8 3,721 0.8 455,449
NON U.S.   35,825 7.9 1,633 0.4  
  14 39,560 8.7 5,354 1.2  
ICUS COTTON NO. 2 U.S.   5,702 3.1 0 0.0 185,922
NON U.S.   11,651 6.3 12,180 6.6  
  19 17,353 9.3 12,180 6.6  
NYME HENRY HUB U.S.   14,606 1.9 318,791 42.3 753,191
NON U.S.   41,100 5.5 211,508 28.1  
  11 55,706 7.4 530,299 70.4  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   52,846 27.3 19,438 10.1 193,240
NON U.S.   46,728 24.2 3,681 1.9  
  9 99,574 51.5 23,119 12.0  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 4 10,220 0.5 29,205 1.3 2,226,036
NON U.S. 17 9,701 0.4 77,492 3.5  
  21 19,921 0.9 106,697 4.8  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 6 69,827 2.1 16,830 0.5 3,330,248
NON U.S. 22 41,966 1.3 50,091 1.5  
  28 111,793 3.4 66,921 2.0  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   3,532 0.4 1,304 0.1 905,147
NON U.S.   2,418 0.3 14,355 1.6  
  5 5,950 0.7 15,659 1.7  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 5 10,219 0.3 14,486 0.4 3,534,431
NON U.S. 16 46,363 1.3 65,792 1.9  
  21 56,582 1.6 80,278 2.3  
CBT 30-DAY FEDERAL FUNDS U.S. 5 133,957 8.5 273,358 17.2 1,584,946
NON U.S. 24 176,328 11.1 41,743 2.6  
  29 310,285 19.6 315,101 19.9  
CME LEAN HOGS NON U.S.   12,348 5.7 771 0.4 217,207
  9 12,348 5.7 771 0.4  
CME LIVE CATTLE U.S.   67 0.0 37 0.0 268,330
NON U.S.   14,688 5.5 262 0.1  
  8 14,755 5.5 299 0.1  
CME FEEDER CATTLE NON U.S.   1,554 5.1 0 0.0 30,397
  6 1,554 5.1 0 0.0  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   3,248 10.9 3,454 11.6 29,889
NON U.S.   31 0.1 2,120 7.1  
  6 3,279 11.0 5,574 18.6  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,679 18.3 31,030
NON U.S.   0 0.0 1,914 6.2  
  5 0 0.0 7,593 24.5  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   5,134 10.8 1,040 2.2 47,439
NON U.S.   2,343 4.9 42 0.1  
  6 7,477 15.8 1,082 2.3  
NYME PROPANE NON-LDH MT BEL U.S.   75 0.2 8,399 17.8 47,153
NON U.S.   680 1.4 2,242 4.8  
  5 755 1.6 10,641 22.6  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   3,107 2.2 8,380 5.9 141,062
NON U.S.   2,351 1.7 3,553 2.5  
  6 5,458 3.9 11,933 8.5  
NYME MT BELVIEU ETHANE OPIS U.S.   1,714 3.9 8,478 19.2 44,176
NON U.S.   0 0.0 10,012 22.7  
  8 1,714 3.9 18,490 41.9  
NYME MT BELV NORM BUTANE OPIS U.S.   54 0.1 5,510 10.3 53,533
NON U.S.   616 1.2 1,880 3.5  
  6 670 1.3 7,390 13.8  
NYME MT BELV NAT GASOLINE OPIS U.S.   524 1.4 5,841 15.5 37,593
NON U.S.   2,063 5.5 1,912 5.1  
  6 2,587 6.9 7,753 20.6  
NYME CONWAY PROPANE (OPIS) U.S.   1,128 5.1 40 0.2 22,101
NON U.S.   223 1.0 1,730 7.8  
  5 1,351 6.1 1,770 8.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   19,964 3.6 92,620 16.9 549,520
NON U.S.   5,280 1.0 9,830 1.8  
  9 25,244 4.6 102,450 18.6  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   1,254 3.8 0 0.0 33,053
NON U.S.   540 1.6 15,043 45.5  
  7 1,794 5.4 15,043 45.5  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   0 0.0 6,700 79.1 8,466
  5 0 0.0 6,700 79.1  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   0 0.0 73,905 34.1 216,918
NON U.S.   0 0.0 32,361 14.9  
  6 0 0.0 106,266 49.0  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 52,411 2.5 274,778 12.9 2,127,664
NON U.S. 19 58,649 2.8 249,258 11.7  
  23 111,060 5.2 524,036 24.6  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 3,352 2.1 21,944 14.1 156,023
NON U.S. 8 6,530 4.2 35,591 22.8  
  12 9,882 6.3 57,535 36.9  
NYME WTI-BRENT CALENDAR U.S.   610 0.6 15,197 14.0 108,320
NON U.S.   1,208 1.1 60 0.1  
  6 1,818 1.7 15,257 14.1  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,181 1.5 4,410 2.1 213,905
NON U.S.   1,077 0.5 1,015 0.5  
  7 4,258 2.0 5,425 2.5  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   0 0.0 40,659 22.3 182,082
NON U.S.   0 0.0 5,359 2.9  
  6 0 0.0 46,018 25.3  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 32,040 44.2 72,449
NON U.S.   0 0.0 18,355 25.3  
  5 0 0.0 50,395 69.6  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S. 4 4,664 4.0 18,261 15.7 116,484
NON U.S. 5 180 0.2 17,165 14.7  
  9 4,844 4.2 35,426 30.4  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   180 3.8 0 0.0 4,754
NON U.S.   246 5.2 3,516 74.0  
  5 426 9.0 3,516 74.0  
ICUS COCOA U.S.   4,517 1.9 0 0.0 238,810
NON U.S.   7,177 3.0 319 0.1  
  9 11,694 4.9 319 0.1  
NYME PALLADIUM U.S.   3 0.0 1,213 17.9 6,793
NON U.S.   1,003 14.8 406 6.0  
  11 1,006 14.8 1,619 23.8  
NYME PLATINUM U.S. 4 210 0.4 12,755 24.2 52,788
NON U.S. 17 3,167 6.0 6,627 12.6  
  21 3,377 6.4 19,382 36.7  
ICUS SUGAR NO. 11 U.S.   14,129 1.4 684 0.1 996,216
NON U.S.   48,006 4.8 44,686 4.5  
  15 62,135 6.2 45,370 4.6  
ICUS COFFEE C U.S.   3,585 1.3 2,477 0.9 274,252
NON U.S.   10,462 3.8 18,711 6.8  
  25 14,047 5.1 21,188 7.7  
CMX SILVER U.S. 4 3,167 1.9 37,340 22.0 169,670
NON U.S. 21 6,921 4.1 39,561 23.3  
  25 10,088 5.9 76,901 45.3  
CMX COPPER-GRADE #1 U.S.   3,471 1.9 6 0.0 182,043
NON U.S.   8,663 4.8 68 0.0  
  13 12,134 6.7 74 0.0  
CMX GOLD U.S. 4 12,155 2.6 79,830 16.8 475,745
NON U.S. 32 41,240 8.7 107,891 22.7  
  36 53,395 11.2 187,721 39.5  
CME CANADIAN DOLLAR U.S.   448 0.3 9,949 7.7 128,476
NON U.S.   3,653 2.8 5,572 4.3  
  5 4,101 3.2 15,521 12.1  
CME MEXICAN PESO NON U.S.   1,680 1.4 30,804 25.1 122,614
  5 1,680 1.4 30,804 25.1  
CME BRITISH POUND STERLING U.S.   46,500 24.5 3,534 1.9 190,138
NON U.S.   11,683 6.1 606 0.3  
  6 58,183 30.6 4,140 2.2  
CME JAPANESE YEN U.S.   3,380 2.1 28,406 17.9 158,743
NON U.S.   7,712 4.9 3,382 2.1  
  6 11,092 7.0 31,788 20.0  
CME EURO FX U.S.   10,457 1.8 97,261 16.7 583,384
NON U.S.   21,413 3.7 20,547 3.5  
  12 31,870 5.5 117,808 20.2  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   3,130 0.9 2,530 0.7 363,377
NON U.S.   11,043 3.0 2,335 0.6  
  11 14,173 3.9 4,865 1.3  
E VIX FUTURES U.S.   507 0.2 1,019 0.4 237,479
NON U.S.   2,624 1.1 10,506 4.4  
  7 3,131 1.3 11,525 4.9  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 5,711 7.3 1,309 1.7 78,116
NON U.S. 6 5,410 6.9 449 0.6  
  11 11,121 14.2 1,758 2.3  
CME 3-MONTH EURODOLLARS U.S. 7 1,136,368 10.3 863,687 7.8 11,015,495
NON U.S. 36 1,111,806 10.1 886,749 8.1  
  43 2,248,174 20.4 1,750,436 15.9  
CME 3-MONTH SOFR U.S. 5 7,124 4.1 30,101 17.4 173,013
NON U.S. 5 2,078 1.2 7,597 4.4  
  10 9,202 5.3 37,698 21.8  
CME 1-MONTH SOFR U.S. 4 2,737 1.3 33,853 15.7 215,648
NON U.S. 9 5,393 2.5 15,699 7.3  
  13 8,130 3.8 49,552 23.0  
CME E-MINI S&P CONSU STAPLES INDEX U.S.   0 0.0 279 1.9 14,580
NON U.S.   1,751 12.0 2,741 18.8  
  5 1,751 12.0 3,020 20.7  
CME E-MINI S&P ENERGY INDEX NON U.S.   0 0.0 4,449 35.0 12,695
  5 0 0.0 4,449 35.0  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 90,288 2.8 1,735 0.1 3,215,453
NON U.S. 22 187,738 5.8 89,598 2.8  
  28 278,026 8.6 91,333 2.8  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   1,005 12.6 3,914 49.3 7,946
  5 1,005 12.6 3,914 49.3  
CME S&P 500 TOTAL RETURN INDEX U.S.   38,983 17.4 31,064 13.8 224,367
NON U.S.   43,559 19.4 7,500 3.3  
  8 82,542 36.8 38,564 17.2  
CMX ALUMINUM MW US TR PLATTS U.S.   3,671 11.4 0 0.0 32,218
NON U.S.   5,710 17.7 0 0.0  
  7 9,381 29.1 0 0.0  
CME NASDAQ-100 STOCK INDEX (MINI) U.S.   4,195 2.0 1,954 0.9 209,734
NON U.S.   15,926 7.6 7,790 3.7  
  15 20,121 9.6 9,744 4.6  
CME E-MINI RUSSELL 2000 INDEX U.S. 7 17,604 3.1 1,011 0.2 570,574
NON U.S. 15 21,796 3.8 8,749 1.5  
  22 39,400 6.9 9,760 1.7  
ICUS MSCI EAFE MINI INDEX U.S. 5 2,301 0.5 5,297 1.1 466,731
NON U.S. 5 1,866 0.4 36,920 7.9  
  10 4,167 0.9 42,217 9.0  
ICUS MSCI EMERGING MKTS INDEX U.S. 4 8,898 0.8 0 0.0 1,156,937
NON U.S. 14 20,880 1.8 8,798 0.8  
  18 29,778 2.6 8,798 0.8  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 4 1,354 0.9 8,908 6.1 145,991
NON U.S. 7 10,692 7.3 32,503 22.3  
  11 12,046 8.3 41,411 28.4