CFTC - U.S. Commodity Futures Trading Commission

02/06/2024 | Press release | Archived content

February Futures (deafeb24f)

February Bank Participation Report Futures IN CONTRACT

REPORT DATE: 2/6/2024
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S. 19,819 4.7 157 0.0 419,546
NON U.S. 31,135 7.4 5,896 1.4
15 50,954 12.1 6,053 1.4
CBT WHEAT-HRW U.S. 13,126 5.2 1,184 0.5 250,859
NON U.S. 23,207 9.3 3,997 1.6
10 36,333 14.5 5,181 2.1
CBT CORN U.S. 67,698 4.2 0 0.0 1,609,377
NON U.S. 85,522 5.3 15,384 1.0
16 153,220 9.5 15,384 1.0
CBT SOYBEANS U.S. 32,672 4.2 489 0.1 777,099
NON U.S. 44,987 5.8 4,676 0.6
16 77,659 10.0 5,165 0.7
IFED CALIF CARBON ALLOWANCE V2024 NON U.S. 8,102 3.9 68,783 32.7 210,204
8 8,102 3.9 68,783 32.7
IFED RGGI V2024 NON U.S. 4,889 9.0 27,791 51.3 54,130
5 4,889 9.0 27,791 51.3
CBT SOYBEAN OIL U.S. 25,881 4.4 1,877 0.3 586,419
NON U.S. 46,652 8.0 4,191 0.7
13 72,533 12.4 6,068 1.0
CBT UST BOND U.S. 6 29,543 2.1 5,649 0.4 1,433,426
NON U.S. 13 1,465 0.1 36,392 2.5
19 31,008 2.2 42,041 2.9
CBT ULTRA UST BOND U.S. 9,873 0.6 4,244 0.3 1,651,191
NON U.S. 1,710 0.1 14,161 0.9
9 11,583 0.7 18,405 1.1
NYME NY HARBOR ULSD U.S. 13,306 3.7 2,264 0.6 356,853
NON U.S. 17,698 5.0 2,997 0.8
13 31,004 8.7 5,261 1.5
IFED NAT GAS ICE LD1 U.S. 5 37,147 0.6 1,918,132 28.6 6,700,056
NON U.S. 10 106,067 1.6 1,013,222 15.1
15 143,214 2.1 2,931,354 43.8
IFED NAT GAS ICE PEN U.S. 144,673 24.7 80,413 13.7 585,964
NON U.S. 76,223 13.0 10,090 1.7
9 220,896 37.7 90,503 15.4
IFED NWP ROCKIES FIN BASIS U.S. 4 9,008 2.3 31,728 8.1 392,503
NON U.S. 5 45,672 11.6 0 0.0
9 54,680 13.9 31,728 8.1
IFED AECO FIN BASIS U.S. 0 0.0 20,596 2.3 879,067
NON U.S. 17,001 1.9 490,237 55.8
7 17,001 1.9 510,833 58.1
IFED CHICAGO FIN BASIS U.S. 14,527 4.7 3,542 1.2 306,111
NON U.S. 5,624 1.8 2,049 0.7
6 20,151 6.6 5,591 1.8
IFED HSC FIN BASIS U.S. 4 76,756 10.5 13,397 1.8 734,074
NON U.S. 5 22,419 3.1 34,960 4.8
9 99,175 13.5 48,357 6.6
IFED WAHA FIN BASIS U.S. 4 4,099 1.1 98,932 26.2 376,949
NON U.S. 5 1,786 0.5 34,050 9.0
9 5,885 1.6 132,982 35.3
IFED CIG ROCKIES BASIS U.S. 555 0.2 168,263 49.7 338,527
NON U.S. 0 0.0 12,072 3.6
5 555 0.2 180,335 53.3
IFED TCO Basis U.S. 310 0.2 74,379 40.8 182,483
NON U.S. 236 0.1 20,510 11.2
7 546 0.3 94,889 52.0
IFED CG Mainline Basis U.S. 0 0.0 35,973 15.6 230,670
NON U.S. 0 0.0 28,273 12.3
5 0 0.0 64,246 27.9
IFED DOMINION - SOUTH POINT (BASIS) U.S. 4 11,982 1.6 279,700 36.5 765,553
NON U.S. 5 18,291 2.4 221,908 29.0
9 30,273 4.0 501,608 65.5
IFED HENRY HUB BASIS U.S. 1,290 1.5 18,160 21.7 83,730
NON U.S. 0 0.0 3,734 4.5
5 1,290 1.5 21,894 26.1
IFED HOUSTON SHIP CHANNEL (INDEX) U.S. 123,073 25.0 0 0.0 491,328
NON U.S. 16,210 3.3 0 0.0
5 139,283 28.3 0 0.0
IFED MICHCON BASIS U.S. 93 0.0 26,879 11.2 240,661
NON U.S. 2,389 1.0 8,602 3.6
5 2,482 1.0 35,481 14.7
IFED NGPL TXOK BASIS U.S. 3,467 1.2 46,909 16.0 293,540
NON U.S. 0 0.0 8,968 3.1
7 3,467 1.2 55,877 19.0
IFED PANHANDLE BASIS U.S. 1,889 1.8 16,125 15.1 106,626
NON U.S. 0 0.0 4,880 4.6
5 1,889 1.8 21,005 19.7
IFED TRANSCO STATION 85-ZONE 4 BASI U.S. 7,851 4.3 2,670 1.5 183,917
NON U.S. 10,547 5.7 0 0.0
5 18,398 10.0 2,670 1.5
IFED TETCO M2 Basis (Receipts) U.S. 15,096 4.2 196,020 54.4 360,493
NON U.S. 0 0.0 37,653 10.4
6 15,096 4.2 233,673 64.8
NYME NAT GAS NYME U.S. 4 55,609 3.6 31,572 2.1 1,533,041
NON U.S. 11 77,369 5.0 29,497 1.9
15 132,978 8.7 61,069 4.0
NYME HENRY HUB LAST DAY FIN U.S. 4 5,535 1.5 47,544 13.0 366,445
NON U.S. 5 3,899 1.1 37,859 10.3
9 9,434 2.6 85,403 23.3
NYME HENRY HUB PENULTIMATE FIN U.S. 4 26,474 12.9 36,131 17.6 205,781
NON U.S. 6 52,659 25.6 2,954 1.4
10 79,133 38.5 39,085 19.0
CBT SOYBEAN MEAL U.S. 19,243 3.9 317 0.1 491,214
NON U.S. 36,295 7.4 1,911 0.4
12 55,538 11.3 2,228 0.5
ICUS COTTON NO. 2 U.S. 9,161 3.5 2,233 0.8 264,909
NON U.S. 24,658 9.3 11,695 4.4
13 33,819 12.8 13,928 5.3
NYME HENRY HUB U.S. 4 9,240 2.4 115,046 29.7 387,181
NON U.S. 5 19,480 5.0 75,836 19.6
9 28,720 7.4 190,882 49.3
NYME HENRY HUB PENULTIMATE NAT GAS U.S. 4 31,122 22.4 15,514 11.2 138,891
NON U.S. 5 23,871 17.2 10,203 7.3
9 54,993 39.6 25,717 18.5
CBT UST 2Y NOTE U.S. 8 26,620 0.7 23,311 0.6 3,944,552
NON U.S. 31 59,100 1.5 36,952 0.9
39 85,720 2.2 60,263 1.5
CBT UST 10Y NOTE U.S. 5 76,773 1.6 18,053 0.4 4,707,907
NON U.S. 25 49,014 1.0 111,427 2.4
30 125,787 2.7 129,480 2.8
CBT ULTRA UST 10Y U.S. 6 71,457 3.3 9,276 0.4 2,183,493
NON U.S. 6 7,311 0.3 10,017 0.5
12 78,768 3.6 19,293 0.9
CBT UST 5Y NOTE U.S. 7 76,219 1.3 39,889 0.7 5,833,253
NON U.S. 21 99,453 1.7 90,094 1.5
28 175,672 3.0 129,983 2.2
CBT FED FUNDS U.S. 5 221,523 12.2 150,351 8.3 1,808,611
NON U.S. 23 226,430 12.5 159,078 8.8
28 447,953 24.8 309,429 17.1
CME EURO SHORT TERM RATE U.S. 1,389 3.9 482 1.4 35,485
NON U.S. 2,428 6.8 5,780 16.3
10 3,817 10.8 6,262 17.6
CME LEAN HOGS U.S. 12,855 5.9 0 0.0 219,240
NON U.S. 17,583 8.0 1,674 0.8
11 30,438 13.9 1,674 0.8
CME LIVE CATTLE U.S. 11,972 4.3 991 0.4 279,122
NON U.S. 15,658 5.6 238 0.1
10 27,630 9.9 1,229 0.4
CME FEEDER CATTLE U.S. 1,072 2.2 4 0.0 49,409
NON U.S. 950 1.9 602 1.2
7 2,022 4.1 606 1.2
IFED ETHANE, MT. BELV-ENTERPRISE U.S. 718 2.3 838 2.7 31,273
NON U.S. 4,167 13.3 844 2.7
6 4,885 15.6 1,682 5.4
IFED BUTANE OPIS MT BELV NONTET FP U.S. 30 0.1 2,036 7.5 27,062
NON U.S. 432 1.6 987 3.6
6 462 1.7 3,023 11.2
IFED PROPANE OPIS MT BELV NONTET FP U.S. 0 0.0 4,951 10.5 47,113
NON U.S. 0 0.0 1,563 3.3
5 0 0.0 6,514 13.8
IFED PROPANE OPIS MT BELVIEU TET FP U.S. 1,438 1.2 1,517 1.3 116,656
NON U.S. 6,995 6.0 1,413 1.2
7 8,433 7.2 2,930 2.5
NYME PROPANE NON-LDH MT BEL U.S. 12 0.0 1,715 4.7 36,633
NON U.S. 224 0.6 440 1.2
7 236 0.6 2,155 5.9
NYME PROPANE U.S. 3,048 2.0 6,578 4.4 150,907
NON U.S. 2,178 1.4 4,263 2.8
9 5,226 3.5 10,841 7.2
NYME MT BELVIEU ETHANE OPIS U.S. 406 1.0 2,559 6.3 40,868
NON U.S. 945 2.3 2,143 5.2
6 1,351 3.3 4,702 11.5
NYME MT BELV NORM BUTANE OPIS U.S. 24 0.0 1,789 3.4 52,671
NON U.S. 663 1.3 1,123 2.1
6 687 1.3 2,912 5.5
NYME CONWAY PROPANE (OPIS) U.S. 612 3.5 205 1.2 17,512
NON U.S. 673 3.8 1,654 9.4
7 1,285 7.3 1,859 10.6
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S. 8,012 1.3 11,167 1.8 619,955
NON U.S. 1,083 0.2 10,151 1.6
7 9,095 1.5 21,318 3.4
IFED CRUDE DIFF-TMX WCS 1A INDEX NON U.S. 0 0.0 16,130 32.5 49,694
6 0 0.0 16,130 32.5
NYME WTI-PHYSICAL U.S. 4 14,676 0.8 196,536 10.9 1,808,220
NON U.S. 13 38,224 2.1 128,006 7.1
17 52,900 2.9 324,542 17.9
NYME WTI FINANCIAL CRUDE OIL U.S. 5 8,359 6.2 10,125 7.5 135,521
NON U.S. 6 9,083 6.7 7,559 5.6
11 17,442 12.9 17,684 13.0
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S. 0 0.0 31,337 13.5 231,844
NON U.S. 0 0.0 25,703 11.1
6 0 0.0 57,040 24.6
ICUS COCOA U.S. 3,754 1.2 2,083 0.7 317,683
NON U.S. 2,549 0.8 8,066 2.5
8 6,303 2.0 10,149 3.2
NYME PALLADIUM U.S. 2,310 9.4 519 2.1 24,581
NON U.S. 1,170 4.8 564 2.3
15 3,480 14.2 1,083 4.4
NYME PLATINUM U.S. 4 520 0.7 14,686 19.1 77,077
NON U.S. 18 3,115 4.0 7,592 9.8
22 3,635 4.7 22,278 28.9
ICUS SUGAR NO. 11 U.S. 14,989 1.7 28,571 3.2 881,004
NON U.S. 47,898 5.4 68,555 7.8
13 62,887 7.1 97,126 11.0
ICUS COFFEE C U.S. 6,436 2.7 450 0.2 234,432
NON U.S. 9,469 4.0 15,694 6.7
21 15,905 6.8 16,144 6.9
CMX SILVER U.S. 4 5,156 3.5 26,927 18.3 147,333
NON U.S. 17 7,653 5.2 27,689 18.8
21 12,809 8.7 54,616 37.1
CMX COPPER- #1 U.S. 13,050 5.3 1,331 0.5 245,784
NON U.S. 15,107 6.1 3,402 1.4
15 28,157 11.5 4,733 1.9
CMX GOLD U.S. 4 18,629 4.4 60,264 14.4 419,121
NON U.S. 25 31,034 7.4 71,979 17.2
29 49,663 11.8 132,243 31.6
CME CANADIAN DOLLAR U.S. 44,000 27.5 3,617 2.3 160,118
NON U.S. 5,396 3.4 371 0.2
7 49,396 30.8 3,988 2.5
CME MEXICAN PESO NON U.S. 304 0.1 13,020 5.0 261,212
8 304 0.1 13,020 5.0
CME BRITISH POUND U.S. 20,284 10.2 10,578 5.3 199,246
NON U.S. 5,139 2.6 841 0.4
7 25,423 12.8 11,419 5.7
CME JAPANESE YEN U.S. 32,769 12.6 0 0.0 259,542
NON U.S. 6,573 2.5 1,953 0.8
6 39,342 15.2 1,953 0.8
CME EURO FX U.S. 857 0.1 159,877 21.8 731,991
NON U.S. 15,225 2.1 3,951 0.5
15 16,082 2.2 163,828 22.4
CME BRAZILIAN REAL NON U.S. 1,274 2.1 8,630 14.1 61,057
5 1,274 2.1 8,630 14.1
NYME GASOLINE RBOB U.S. 8,823 2.3 5,012 1.3 376,614
NON U.S. 11,919 3.2 3,704 1.0
11 20,742 5.5 8,716 2.3
CME NZ DOLLAR U.S. 3,000 7.6 400 1.0 39,305
NON U.S. 921 2.3 365 0.9
5 3,921 10.0 765 1.9
E VIX FUTURES U.S. 1,081 0.3 2,208 0.6 361,732
NON U.S. 26,608 7.4 6,852 1.9
9 27,689 7.7 9,060 2.5
CBT DJIA x $5 U.S. 4 4,564 4.4 329 0.3 104,421
NON U.S. 8 1,352 1.3 47,651 45.6
12 5,916 5.7 47,980 45.9
CBT DOW JONES U.S. REAL ESTATE IDX U.S. 2,799 4.8 0 0.0 58,070
NON U.S. 7,101 12.2 23,441 40.4
6 9,900 17.0 23,441 40.4
CME SOFR-3M U.S. 19 548,970 5.4 950,923 9.3 10,225,902
NON U.S. 87 913,087 8.9 538,029 5.3
106 1,462,057 14.3 1,488,952 14.6
CME SOFR-1M U.S. 10 129,306 15.0 42,386 4.9 861,712
NON U.S. 36 132,647 15.4 82,334 9.6
46 261,953 30.4 124,720 14.5
ICUS CANOLA NON U.S. 1,276 0.4 1,065 0.3 304,808
5 1,276 0.4 1,065 0.3
CME E-MINI S&P CONSU STAPLES INDEX U.S. 2,157 9.1 0 0.0 23,801
NON U.S. 2,523 10.6 12,745 53.5
6 4,680 19.7 12,745 53.5
CME E-MINI S&P ENERGY INDEX U.S. 0 0.0 1,133 4.5 25,336
NON U.S. 0 0.0 15,130 59.7
5 0 0.0 16,263 64.2
CME E-MINI S&P 500 U.S. 9 100,397 4.4 105,408 4.6 2,297,385
NON U.S. 24 102,866 4.5 173,656 7.6
33 203,263 8.8 279,064 12.1
CME E-MINI S&P INDUSTRIAL INDEX NON U.S. 1,388 7.8 6,639 37.2 17,860
5 1,388 7.8 6,639 37.2
CME E-MINI S&P TECHNOLOGY INDEX NON U.S. 239 1.9 5,970 48.4 12,322
5 239 1.9 5,970 48.4
CME E-MINI S&P UTILITIES INDEX U.S. 815 2.5 0 0.0 32,899
NON U.S. 756 2.3 13,340 40.5
6 1,571 4.8 13,340 40.5
CME E-MINI S&P COMMUNICATION INDEX NON U.S. 467 6.0 5,320 68.2 7,797
5 467 6.0 5,320 68.2
CME ADJUSTED INT RATE S&P 500 TOTL U.S. 26,550 6.6 67,301 16.8 400,068
NON U.S. 50,346 12.6 93,838 23.5
11 76,896 19.2 161,139 40.3
CMX ALUMINUM MWP U.S. 8,572 30.4 0 0.0 28,219
NON U.S. 3,024 10.7 0 0.0
5 11,596 41.1 0 0.0
CME NASDAQ MINI U.S. 5 16,284 5.7 2,790 1.0 285,062
NON U.S. 10 22,722 8.0 52,591 18.4
15 39,006 13.7 55,381 19.4
CME AUSTRALIAN DOLLAR U.S. 32,339 17.9 302 0.2 180,793
NON U.S. 11,497 6.4 113 0.1
5 43,836 24.2 415 0.2
CME RUSSELL E-MINI U.S. 8 29,587 6.2 5,203 1.1 479,790
NON U.S. 18 26,733 5.6 28,490 5.9
26 56,320 11.7 33,693 7.0
ICUS MSCI EAFE U.S. 5 19,852 4.7 12,453 2.9 425,165
NON U.S. 5 402 0.1 75,378 17.7
10 20,254 4.8 87,831 20.7
ICUS MSCI EM INDEX U.S. 6 26,008 2.5 8,721 0.8 1,039,510
NON U.S. 13 43,884 4.2 85,185 8.2
19 69,892 6.7 93,906 9.0
CME E-MINI S&P 400 STOCK INDEX U.S. 1,865 4.9 0 0.0 37,738
NON U.S. 0 0.0 4,580 12.1
5 1,865 4.9 4,580 12.1
CME S&P 500 ANNUAL DIVIDEND INDEX U.S. 841 0.4 21,305 10.2 209,309
NON U.S. 4,257 2.0 27,712 13.2
11 5,098 2.4 49,017 23.4
CME S&P 500 QUARTERLY DIVIDEND IND U.S. 712 1.3 257 0.5 55,897
NON U.S. 850 1.5 12,655 22.6
5 1,562 2.8 12,912 23.1
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