September Bank Participation Report Futures IN CONTRACT

  REPORT DATE: 9/1/2020
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   6,109 1.7 592 0.2 367,282
NON U.S.   34,318 9.3 11,707 3.2  
  16 40,427 11.0 12,299 3.3  
CBT WHEAT-HRW U.S.   7,493 3.3 0 0.0 223,722
NON U.S.   16,119 7.2 5,017 2.2  
  10 23,612 10.6 5,017 2.2  
CBT CORN U.S.   20,465 1.5 10,488 0.8 1,381,162
NON U.S.   82,945 6.0 6,817 0.5  
  18 103,410 7.5 17,305 1.3  
CBT SOYBEANS U.S.   10,652 1.2 11,385 1.3 871,449
NON U.S.   47,144 5.4 3,253 0.4  
  16 57,796 6.6 14,638 1.7  
CBT SOYBEAN OIL U.S.   5,935 1.3 402 0.1 455,674
NON U.S.   32,914 7.2 30 0.0  
  11 38,849 8.5 432 0.1  
CBT U.S. TREASURY BONDS U.S.   7,076 0.6 1,996 0.2 1,136,086
NON U.S.   3,183 0.3 7,684 0.7  
  10 10,259 0.9 9,680 0.9  
CBT ULTRA U.S. TREASURY BONDS U.S.   0 0.0 216 0.0 1,018,564
NON U.S.   2,079 0.2 4,627 0.5  
  5 2,079 0.2 4,843 0.5  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   21,308 5.5 2,769 0.7 389,602
NON U.S.   18,300 4.7 1,265 0.3  
  12 39,608 10.2 4,034 1.0  
NYME UP DOWN GC ULSD VS HO SPR U.S.   5,374 8.6 0 0.0 62,720
NON U.S.   600 1.0 0 0.0  
  5 5,974 9.5 0 0.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 5 11,641 0.2 2,203,261 35.8 6,157,752
NON U.S. 9 66,351 1.1 1,543,040 25.1  
  14 77,992 1.3 3,746,301 60.8  
IFED NATURAL GAS PENULTIMATE ICE U.S.   42,286 18.3 18,716 8.1 231,367
NON U.S.   17,074 7.4 5,608 2.4  
  8 59,360 25.7 24,324 10.5  
IFED PG&E CITYGATE FIN BASIS U.S.   1,084 0.7 11,890 7.6 156,331
NON U.S.   0 0.0 28,361 18.1  
  5 1,084 0.7 40,251 25.7  
IFED NWP ROCKIES FIN BASIS U.S.   1,414 0.4 72,053 21.6 333,579
NON U.S.   13,602 4.1 63,819 19.1  
  8 15,016 4.5 135,872 40.7  
IFED AECO FIN BASIS U.S.   0 0.0 29,645 2.6 1,152,971
NON U.S.   21,774 1.9 670,784 58.2  
  7 21,774 1.9 700,429 60.7  
IFED CHICAGO FIN BASIS U.S.   32,338 7.8 3,807 0.9 411,999
NON U.S.   4,965 1.2 36,359 8.8  
  8 37,303 9.1 40,166 9.7  
IFED HSC FIN BASIS U.S. 4 17,711 2.7 78,784 12.0 654,542
NON U.S. 5 1,393 0.2 72,462 11.1  
  9 19,104 2.9 151,246 23.1  
IFED WAHA FIN BASIS U.S. 4 8,771 1.8 179,244 36.1 496,536
NON U.S. 6 9,746 2.0 49,478 10.0  
  10 18,517 3.7 228,722 46.1  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S. 4 608 0.2 129,208 39.7 325,465
NON U.S. 5 0 0.0 82,732 25.4  
  9 608 0.2 211,940 65.1  
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) U.S.   8,088 4.2 38,854 20.3 191,203
NON U.S.   1,378 0.7 32,595 17.0  
  7 9,466 5.0 71,449 37.4  
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 8,751 1.4 182,238 29.3 622,165
NON U.S. 5 25,437 4.1 79,676 12.8  
  9 34,188 5.5 261,914 42.1  
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS U.S.   940 0.4 65,253 28.4 229,504
NON U.S.   0 0.0 59,662 26.0  
  6 940 0.4 124,915 54.4  
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) U.S.   10,644 4.8 4,194 1.9 219,471
NON U.S.   8,885 4.0 23,515 10.7  
  7 19,529 8.9 27,709 12.6  
IFED HENRY HUB - TAILGATE LOUISIANA (INDEX) U.S.   8,811 3.8 2,369 1.0 230,358
NON U.S.   4,937 2.1 23,557 10.2  
  7 13,748 6.0 25,926 11.3  
IFED MICHIGAN CONSOLIDATED CITYGATE (GENERIC) (BASIS) U.S.   603 0.2 45,477 16.5 275,222
NON U.S.   11,792 4.3 18,213 6.6  
  5 12,395 4.5 63,690 23.1  
IFED NATURAL GAS PIPELINE-TEXOK (BASIS) U.S.   288 0.1 24,277 10.5 232,010
NON U.S.   0 0.0 26,632 11.5  
  5 288 0.1 50,909 21.9  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) NON U.S.   15,081 16.8 1,268 1.4 89,551
  5 15,081 16.8 1,268 1.4  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   5,479 2.9 15,090 7.9 190,135
NON U.S.   1,007 0.5 31,118 16.4  
  6 6,486 3.4 46,208 24.3  
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) U.S.   24,477 10.4 11,121 4.7 234,708
NON U.S.   0 0.0 9,037 3.9  
  7 24,477 10.4 20,158 8.6  
IFED TRANSCO ZONE 6 BASIS U.S.   2,275 1.8 3,833 3.0 127,189
NON U.S.   0 0.0 11,707 9.2  
  5 2,275 1.8 15,540 12.2  
IFED TETCO M2 Basis (Receipts) U.S.   16,352 5.9 86,591 31.0 279,392
NON U.S.   4,388 1.6 23,854 8.5  
  6 20,740 7.4 110,445 39.5  
NYME NATURAL GAS U.S.   23,180 1.8 60,057 4.8 1,261,289
NON U.S.   45,872 3.6 69,114 5.5  
  16 69,052 5.5 129,171 10.2  
NYME HENRY HUB LAST DAY FIN U.S. 4 6,342 2.0 73,393 23.3 315,424
NON U.S. 7 4,181 1.3 35,570 11.3  
  11 10,523 3.3 108,963 34.5  
NYME HENRY HUB PENULTIMATE FIN U.S.   28,115 23.6 5,204 4.4 119,295
NON U.S.   19,299 16.2 747 0.6  
  7 47,414 39.7 5,951 5.0  
CBT SOYBEAN MEAL U.S.   4,656 1.0 1,731 0.4 445,510
NON U.S.   36,105 8.1 934 0.2  
  14 40,761 9.1 2,665 0.6  
ICUS COTTON NO. 2 U.S.   3,537 1.7 80 0.0 209,578
NON U.S.   18,687 8.9 12,678 6.0  
  17 22,224 10.6 12,758 6.1  
NYME HENRY HUB U.S. 4 16,621 2.3 303,136 42.1 719,563
NON U.S. 8 39,878 5.5 185,214 25.7  
  12 56,499 7.9 488,350 67.9  
NYME HENRY HUB PENULTIMATE NAT GAS U.S.   57,716 28.9 17,089 8.5 200,008
NON U.S.   55,701 27.8 5,673 2.8  
  10 113,417 56.7 22,762 11.4  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 12,974 0.6 18,917 0.9 2,047,506
NON U.S. 20 10,605 0.5 34,485 1.7  
  25 23,579 1.2 53,402 2.6  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 5 108,471 3.2 6,707 0.2 3,363,599
NON U.S. 27 56,918 1.7 106,398 3.2  
  32 165,389 4.9 113,105 3.4  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 4 6,433 0.2 7,151 0.2 3,246,416
NON U.S. 18 58,507 1.8 29,650 0.9  
  22 64,940 2.0 36,801 1.1  
CBT 30-DAY FEDERAL FUNDS U.S. 4 158,487 11.6 132,928 9.8 1,360,904
NON U.S. 20 107,591 7.9 38,484 2.8  
  24 266,078 19.6 171,412 12.6  
CME LEAN HOGS U.S.   35 0.0 173 0.1 217,948
NON U.S.   13,498 6.2 3,375 1.5  
  11 13,533 6.2 3,548 1.6  
CME LIVE CATTLE NON U.S.   15,515 5.2 405 0.1 296,230
  7 15,515 5.2 405 0.1  
CME FEEDER CATTLE U.S.   138 0.3 40 0.1 43,417
NON U.S.   1,394 3.2 0 0.0  
  7 1,532 3.5 40 0.1  
IFED ETHANE, MT. BELV-ENTERPRISE U.S.   2,690 7.8 3,702 10.7 34,490
NON U.S.   30 0.1 2,817 8.2  
  6 2,720 7.9 6,519 18.9  
IFED PROPANE OPIS MT BELV NONTET FP U.S.   0 0.0 5,180 16.8 30,814
NON U.S.   0 0.0 2,153 7.0  
  6 0 0.0 7,333 23.8  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   4,604 7.6 1,379 2.3 60,842
NON U.S.   1,452 2.4 211 0.3  
  6 6,056 10.0 1,590 2.6  
NYME PROPANE NON-LDH MT BEL U.S.   85 0.2 10,130 21.6 46,797
NON U.S.   20 0.0 4,714 10.1  
  7 105 0.2 14,844 31.7  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   4,215 3.1 6,450 4.7 137,521
NON U.S.   1,240 0.9 4,688 3.4  
  6 5,455 4.0 11,138 8.1  
NYME MT BELVIEU ETHANE OPIS U.S.   1,310 2.1 9,588 15.7 61,248
NON U.S.   0 0.0 12,324 20.1  
  8 1,310 2.1 21,912 35.8  
NYME MT BELV NORM BUTANE OPIS U.S.   416 0.7 3,490 6.0 58,136
NON U.S.   331 0.6 3,472 6.0  
  7 747 1.3 6,962 12.0  
NYME MT BELV NAT GASOLINE OPIS U.S.   1,221 3.6 4,934 14.6 33,782
NON U.S.   1,692 5.0 3,183 9.4  
  6 2,913 8.6 8,117 24.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   21,463 4.7 82,536 18.2 454,533
NON U.S.   4,915 1.1 10,803 2.4  
  10 26,378 5.8 93,339 20.5  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   807 2.2 0 0.0 36,877
NON U.S.   0 0.0 14,145 38.4  
  7 807 2.2 14,145 38.4  
IFED CRUDE DIFF-TMX SW 1A INDEX NON U.S.   225 2.2 6,720 66.1 10,160
  6 225 2.2 6,720 66.1  
IFED ARGUS WTI Mid/WTI TRADE MONTH U.S.   57,898 28.4 72,201 35.5 203,593
NON U.S.   0 0.0 29,672 14.6  
  6 57,898 28.4 101,873 50.0  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 28,390 1.4 278,893 13.5 2,064,137
NON U.S. 18 47,297 2.3 231,551 11.2  
  22 75,687 3.7 510,444 24.7  
NYME WTI FINANCIAL CRUDE OIL U.S. 4 3,164 2.2 20,619 14.4 142,833
NON U.S. 8 7,650 5.4 35,586 24.9  
  12 10,814 7.6 56,205 39.4  
NYME BRENT CRUDE OIL LAST DAY U.S.   3,523 1.7 1,198 0.6 202,271
NON U.S.   811 0.4 955 0.5  
  6 4,334 2.1 2,153 1.1  
NYME WTI  HOUSTON ARGUS/WTI TR MO U.S.   645 0.4 29,807 18.5 161,422
NON U.S.   0 0.0 3,624 2.2  
  7 645 0.4 33,431 20.7  
NYME WTI MIDLAND ARGUS VS FINANCIAL U.S.   0 0.0 35,434 49.0 72,267
NON U.S.   0 0.0 16,493 22.8  
  6 0 0.0 51,927 71.9  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S. 4 3,999 4.3 19,374 20.7 93,484
NON U.S. 5 180 0.2 14,091 15.1  
  9 4,179 4.5 33,465 35.8  
ICUS COCOA U.S.   5,306 2.5 294 0.1 213,471
NON U.S.   5,898 2.8 503 0.2  
  8 11,204 5.2 797 0.4  
NYME PALLADIUM U.S.   0 0.0 2,183 22.5 9,698
NON U.S.   893 9.2 467 4.8  
  11 893 9.2 2,650 27.3  
NYME PLATINUM U.S. 4 245 0.4 14,309 23.6 60,538
NON U.S. 16 3,278 5.4 5,527 9.1  
  20 3,523 5.8 19,836 32.8  
ICUS SUGAR NO. 11 U.S.   20,014 1.9 3,376 0.3 1,075,405
NON U.S.   54,045 5.0 56,553 5.3  
  16 74,059 6.9 59,929 5.6  
ICUS COFFEE C U.S.   4,950 1.9 1,739 0.7 264,785
NON U.S.   11,006 4.2 24,687 9.3  
  26 15,956 6.0 26,426 10.0  
CMX SILVER U.S. 4 4,433 2.7 33,297 20.0 166,449
NON U.S. 20 7,775 4.7 28,571 17.2  
  24 12,208 7.3 61,868 37.2  
CMX COPPER-GRADE #1 U.S.   4,298 1.8 160 0.1 233,226
NON U.S.   9,356 4.0 2,337 1.0  
  14 13,654 5.9 2,497 1.1  
CMX GOLD U.S. 4 12,371 2.3 87,209 15.9 547,704
NON U.S. 29 46,024 8.4 95,369 17.4  
  33 58,395 10.7 182,578 33.3  
CME CANADIAN DOLLAR U.S.   1,903 1.4 28,180 20.1 140,520
NON U.S.   3 0.0 4,170 3.0  
  5 1,906 1.4 32,350 23.0  
CME BRITISH POUND STERLING U.S.   2,785 1.5 38,445 20.6 186,588
NON U.S.   2,132 1.1 4,368 2.3  
  5 4,917 2.6 42,813 22.9  
CME JAPANESE YEN U.S.   105 0.1 45,504 31.2 145,922
NON U.S.   3,587 2.5 3,687 2.5  
  7 3,692 2.5 49,191 33.7  
CME EURO FX U.S.   1,059 0.2 213,434 30.6 698,211
NON U.S.   25,488 3.7 10,809 1.5  
  15 26,547 3.8 224,243 32.1  
NYME GASOLINE BLENDSTOCK (RBOB) U.S.   4,171 1.2 3,550 1.0 354,426
NON U.S.   10,355 2.9 1,194 0.3  
  12 14,526 4.1 4,744 1.3  
E VIX FUTURES U.S.   209 0.1 1,673 0.6 300,778
NON U.S.   9,122 3.0 5,441 1.8  
  9 9,331 3.1 7,114 2.4  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 4,516 5.5 1,512 1.8 82,005
NON U.S. 4 3,891 4.7 2,423 3.0  
  9 8,407 10.3 3,935 4.8  
CME 3-MONTH EURODOLLARS U.S. 7 1,127,899 11.2 669,637 6.7 10,034,536
NON U.S. 34 1,029,240 10.3 1,094,922 10.9  
  41 2,157,139 21.5 1,764,559 17.6  
CME 3-MONTH SOFR U.S. 4 7,301 3.6 54,295 27.1 200,510
NON U.S. 5 8,653 4.3 5,556 2.8  
  9 15,954 8.0 59,851 29.8  
CME 1-MONTH SOFR U.S. 4 1,301 1.0 25,377 20.1 126,339
NON U.S. 10 7,602 6.0 4,245 3.4  
  14 8,903 7.0 29,622 23.4  
CME S&P 500 STOCK INDEX U.S.   1,250 3.8 3,650 11.2 32,514
NON U.S.   0 0.0 5,174 15.9  
  6 1,250 3.8 8,824 27.1  
CME E-MINI S&P CONSU STAPLES INDEX NON U.S.   235 2.5 2,124 22.5 9,433
  5 235 2.5 2,124 22.5  
CME E-MINI S&P ENERGY INDEX NON U.S.   0 0.0 3,706 22.5 16,448
  5 0 0.0 3,706 22.5  
CME E-MINI S&P 500 STOCK INDEX U.S. 6 53,123 1.9 15,069 0.5 2,789,621
NON U.S. 23 67,398 2.4 120,239 4.3  
  29 120,521 4.3 135,308 4.9  
CME E-MINI S&P INDUSTRIAL INDEX NON U.S.   412 4.1 3,284 32.3 10,165
  5 412 4.1 3,284 32.3  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   0 0.0 301 3.7 8,229
NON U.S.   523 6.4 3,365 40.9  
  6 523 6.4 3,666 44.5  
CME S&P 500 TOTAL RETURN INDEX U.S.   54,581 23.6 13,630 5.9 231,370
NON U.S.   54,956 23.8 20,120 8.7  
  9 109,537 47.3 33,750 14.6  
CMX ALUMINUM MW US TR PLATTS U.S.   4,093 12.8 0 0.0 31,915
NON U.S.   5,954 18.7 0 0.0  
  6 10,047 31.5 0 0.0  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 1,195 0.5 1,995 0.8 245,148
NON U.S. 15 9,147 3.7 15,332 6.3  
  19 10,342 4.2 17,327 7.1  
CME E-MINI RUSSELL 2000 INDEX U.S. 8 12,693 2.5 5,330 1.1 502,015
NON U.S. 16 13,921 2.8 16,922 3.4  
  24 26,614 5.3 22,252 4.4  
ICUS MSCI EAFE MINI INDEX U.S. 5 2,027 0.5 5,978 1.3 447,818
NON U.S. 5 4,073 0.9 52,644 11.8  
  10 6,100 1.4 58,622 13.1  
ICUS MSCI EMERGING MKTS INDEX U.S. 6 4,306 0.4 1,235 0.1 1,210,880
NON U.S. 11 5,296 0.4 62,507 5.2  
  17 9,602 0.8 63,742 5.3  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 4 1,320 0.7 7,250 3.9 184,763
NON U.S. 7 11,563 6.3 39,307 21.3  
  11 12,883 7.0 46,557 25.2