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April Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 4/5/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    8,026

    1.8

    11,600

    2.6

    438,769

    NON U.S.

     

    24,716

    5.6

    5,846

    1.3

     
     

    13

    32,742

    7.5

    17,446

    4.0

    CBT WHEAT-HRW

    U.S.

     

    4,798

    2.3

    3,949

    1.9

    210,844

    NON U.S.

     

    5,521

    2.6

    3,567

    1.7

     
     

    9

    10,319

    4.9

    7,516

    3.6

    CBT CORN

    U.S.

     

    39,804

    2.8

    13,092

    0.9

    1,439,814

    NON U.S.

     

    62,341

    4.3

    933

    0.1

     
     

    12

    102,145

    7.1

    14,025

    1.0

    CBT SOYBEANS

    U.S.

     

    16,704

    2.2

    452

    0.1

    772,217

    NON U.S.

     

    34,056

    4.4

    7,619

    1.0

     
     

    13

    50,760

    6.6

    8,071

    1.0

    CBT SOYBEAN OIL

    U.S.

     

    7,101

    1.5

    1,397

    0.3

    473,147

    NON U.S.

     

    18,701

    4.0

    2,367

    0.5

     
     

    10

    25,802

    5.5

    3,764

    0.8

    CBT U.S. TREASURY BONDS

    U.S.

     

    2,828

    0.5

    4,333

    0.8

    517,225

    NON U.S.

     

    545

    0.1

    0

    0.0

     
     

    5

    3,373

    0.7

    4,333

    0.8

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,679

    4.8

    1,631

    2.9

    56,384

    NON U.S.

     

    1,596

    2.8

    325

    0.6

     
     

    5

    4,275

    7.6

    1,956

    3.5

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    16,302

    4.3

    1,304

    0.3

    382,411

    NON U.S.

    4

    17,672

    4.6

    5

    0.00

     
     

    8

    33,974

    8.9

    1,309

    0.3

    NYME GULF COAST ULSD SWAP

    U.S.

     

    111

    2.5

    1,019

    23.0

    4,428

    NON U.S.

     

    96

    2.2

    231

    5.2

     
     

    5

    207

    4.7

    1,250

    28.2

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,551

    2.9

    2,212

    4.1

    53,780

    NON U.S.

     

    3,510

    6.5

    3

    0.00

     
     

    6

    5,061

    9.4

    2,215

    4.1

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    12,083

    0.3

    1,138,570

    27.0

    4,222,598

    NON U.S.

    9

    36,354

    0.9

    794,963

    18.8

     
     

    13

    48,437

    1.1

    1,933,533

    45.8

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    13,322

    5.0

    27,931

    10.4

    268,623

    NON U.S.

     

    11,018

    4.1

    3,530

    1.3

     
     

    8

    24,340

    9.1

    31,461

    11.7

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    49,884

    23.3

    214,145

    NON U.S.

     

    1,299

    0.6

    56,170

    26.2

     
     

    9

    1,601

    0.7

    106,054

    49.5

    IFED AECO FIN BASIS

    U.S.

     

    16,673

    2.4

    784

    0.1

    695,334

    NON U.S.

     

    17,106

    2.5

    391,496

    56.3

     
     

    9

    33,779

    4.9

    392,280

    56.4

    IFED CHICAGO FIN BASIS

    U.S.

     

    4,193

    1.4

    13,100

    4.5

    293,203

    NON U.S.

     

    0

    0.0

    52,996

    18.1

     
     

    9

    4,193

    1.4

    66,096

    22.5

    IFED HSC FIN BASIS

    U.S.

     

    17,445

    6.3

    28,220

    10.2

    277,678

    NON U.S.

     

    15,925

    5.7

    19,222

    6.9

     
     

    7

    33,370

    12.0

    47,442

    17.1

    IFED WAHA FIN BASIS

    U.S.

     

    0

    0.0

    9,250

    7.5

    123,197

    NON U.S.

     

    0

    0.0

    16,952

    13.8

     
     

    5

    0

    0.0

    26,202

    21.3

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    0

    0.0

    25,848

    26.0

    99,447

    NON U.S.

     

    0

    0.0

    12,201

    12.3

     
     

    5

    0

    0.0

    38,049

    38.3

    IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS)

    U.S.

     

    14,868

    9.2

    10,501

    6.5

    161,413

    NON U.S.

     

    22,200

    13.8

    12,956

    8.0

     
     

    6

    37,068

    23.0

    23,457

    14.5

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    43

    0.0

    49,243

    15.7

    313,776

    NON U.S.

     

    27,802

    8.9

    35,750

    11.4

     
     

    8

    27,845

    8.9

    84,993

    27.1

    IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS

    U.S.

     

    699

    1.0

    4,596

    6.4

    72,047

    NON U.S.

     

    4,801

    6.7

    12,281

    17.0

     
     

    5

    5,500

    7.6

    16,877

    23.4

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    6,410

    12.4

    856

    1.7

    51,515

    NON U.S.

     

    4,767

    9.3

    0

    0.0

     
     

    5

    11,177

    21.7

    856

    1.7

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    986

    0.7

    5,693

    4.0

    142,159

    NON U.S.

     

    4,817

    3.4

    13,418

    9.4

     
     

    5

    5,803

    4.1

    19,111

    13.4

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    11,266

    13.0

    910

    1.0

    86,667

    NON U.S.

     

    10,076

    11.6

    0

    0.0

     
     

    5

    21,342

    24.6

    910

    1.0

    NYME NATURAL GAS

    U.S.

    4

    34,423

    3.1

    38,767

    3.5

    1,094,070

    NON U.S.

    10

    34,302

    3.1

    24,478

    2.2

     
     

    14

    68,725

    6.3

    63,245

    5.8

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    3,178

    8.6

    856

    2.3

    37,145

    NON U.S.

     

    4,861

    13.1

    8,192

    22.1

     
     

    5

    8,039

    21.6

    9,048

    24.4

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    9,237

    3.4

    31,243

    11.5

    272,694

    NON U.S.

     

    16,465

    6.0

    24,488

    9.0

     
     

    7

    25,702

    9.4

    55,731

    20.4

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    8,643

    8.4

    1,573

    1.5

    103,478

    NON U.S.

     

    7,784

    7.5

    5,740

    5.5

     
     

    7

    16,427

    15.9

    7,313

    7.1

    CBT SOYBEAN MEAL

    U.S.

     

    4,388

    1.2

    5,341

    1.4

    379,901

    NON U.S.

     

    17,513

    4.6

    1,497

    0.4

     
     

    11

    21,901

    5.8

    6,838

    1.8

    ICUS COTTON NO. 2

    U.S.

     

    3,937

    1.8

    660

    0.3

    222,515

    NON U.S.

     

    18,960

    8.5

    1,376

    0.6

     
     

    13

    22,897

    10.3

    2,036

    0.9

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    1,983

    2.7

    6,036

    8.1

    74,506

    NON U.S.

     

    11,473

    15.4

    39,812

    53.4

     
     

    6

    13,456

    18.1

    45,848

    61.5

    NYME HENRY HUB SWAP

    U.S.

     

    13,745

    1.0

    362,017

    25.7

    1,409,418

    NON U.S.

     

    47,876

    3.4

    478,104

    33.9

     
     

    10

    61,621

    4.4

    840,121

    59.6

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    39,105

    12.5

    14,667

    4.7

    313,717

    NON U.S.

     

    56,934

    18.1

    15,334

    4.9

     
     

    10

    96,039

    30.6

    30,001

    9.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    16,471

    1.7

    6,843

    0.7

    992,726

    NON U.S.

    16

    12,149

    1.2

    28,391

    2.9

     
     

    21

    28,620

    2.9

    35,234

    3.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    37,447

    1.4

    2,462

    0.1

    2,689,476

    NON U.S.

    11

    25,982

    1.0

    24,717

    0.9

     
     

    19

    63,429

    2.4

    27,179

    1.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    11,832

    0.5

    12,123

    0.5

    2,445,959

    NON U.S.

    8

    23,420

    1.0

    29,903

    1.2

     
     

    12

    35,252

    1.4

    42,026

    1.7

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    118,986

    13.9

    101,831

    11.9

    855,670

    NON U.S.

    15

    19,891

    2.3

    45,012

    5.3

     
     

    21

    138,877

    16.2

    146,843

    17.2

    CME LEAN HOGS

    U.S.

     

    2,062

    0.9

    749

    0.3

    226,021

    NON U.S.

     

    12,195

    5.4

    773

    0.3

     
     

    9

    14,257

    6.3

    1,522

    0.7

    CME LIVE CATTLE

    U.S.

     

    2,097

    0.7

    578

    0.2

    283,032

    NON U.S.

     

    11,506

    4.1

    702

    0.2

     
     

    9

    13,603

    4.8

    1,280

    0.5

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,829

    1.6

    15,654

    13.8

    113,617

    NON U.S.

     

    351

    0.3

    2,943

    2.6

     
     

    5

    2,180

    1.9

    18,597

    16.4

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,593

    10.7

    14,951

    NON U.S.

     

    7,776

    52.0

    0

    0.0

     
     

    5

    7,776

    52.0

    1,593

    10.7

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    7,426

    1.6

    40,274

    8.9

    451,663

    NON U.S.

     

    7,298

    1.6

    5,433

    1.2

     
     

    17

    14,724

    3.3

    45,707

    10.1

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,244

    18.0

    670

    9.7

    6,911

    NON U.S.

     

    1,101

    15.9

    207

    3.0

     
     

    10

    2,345

    33.9

    877

    12.7

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,315

    5.2

    1,415

    2.2

    64,055

    NON U.S.

     

    30

    0.0

    6,660

    10.4

     
     

    5

    3,345

    5.2

    8,075

    12.6

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    32

    0.1

    4,756

    12.6

    37,849

    NON U.S.

     

    0

    0.0

    8,941

    23.6

     
     

    5

    32

    0.1

    13,697

    36.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    43,133

    2.4

    120,149

    6.8

    1,773,774

    NON U.S.

    17

    86,298

    4.9

    141,248

    8.0

     
     

    21

    129,431

    7.3

    261,397

    14.7

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,921

    1.6

    13,360

    11.1

    120,623

    NON U.S.

     

    1,896

    1.6

    35,105

    29.1

     
     

    8

    3,817

    3.2

    48,465

    40.2

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    8,958

    13.2

    67,844

    NON U.S.

     

    420

    0.6

    5,640

    8.3

     
     

    6

    420

    0.6

    14,598

    21.5

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    728

    4.9

    2,027

    13.7

    14,838

    NON U.S.

     

    1,442

    9.7

    2,126

    14.3

     
     

    9

    2,170

    14.6

    4,153

    28.0

    NYME ARGUS LLS VS WTI TRADE MONTH

    U.S.

     

    435

    2.7

    730

    4.6

    15,953

    NON U.S.

     

    635

    4.0

    1,183

    7.4

     
     

    5

    1,070

    6.7

    1,913

    12.0

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    150

    0.9

    210

    1.3

    16,002

    NON U.S.

     

    4,450

    27.8

    3,866

    24.2

     
     

    6

    4,600

    28.7

    4,076

    25.5

    ICUS COCOA

    U.S.

     

    1,401

    0.6

    398

    0.2

    234,720

    NON U.S.

     

    6,956

    3.0

    2,955

    1.3

     
     

    10

    8,357

    3.6

    3,353

    1.4

    NYME PALLADIUM

    U.S.

    4

    581

    2.6

    2,918

    12.8

    22,736

    NON U.S.

    15

    1,533

    6.7

    3,863

    17.0

     
     

    19

    2,114

    9.3

    6,781

    29.8

    NYME PLATINUM

    U.S.

    4

    96

    0.2

    7,788

    13.9

    55,898

    NON U.S.

    16

    2,892

    5.2

    11,535

    20.6

     
     

    20

    2,988

    5.3

    19,323

    34.6

    ICUS SUGAR NO. 11

    U.S.

     

    19,507

    2.3

    215

    0.0

    865,816

    NON U.S.

     

    43,564

    5.0

    12,585

    1.5

     
     

    11

    63,071

    7.3

    12,800

    1.5

    ICUS COFFEE C

    U.S.

     

    2,042

    1.0

    251

    0.1

    197,959

    NON U.S.

     

    10,363

    5.2

    2,354

    1.2

     
     

    17

    12,405

    6.3

    2,605

    1.3

    CMX SILVER

    U.S.

    5

    6,013

    3.3

    23,905

    13.3

    179,913

    NON U.S.

    15

    7,549

    4.2

    37,474

    20.8

     
     

    20

    13,562

    7.5

    61,379

    34.1

    CMX COPPER-GRADE #1

    U.S.

    4

    8,786

    4.6

    0

    0.0

    192,906

    NON U.S.

    10

    13,858

    7.2

    1,089

    0.6

     
     

    14

    22,644

    11.7

    1,089

    0.6

    CMX GOLD

    U.S.

    5

    11,099

    2.3

    88,208

    18.6

    474,094

    NON U.S.

    17

    22,788

    4.8

    93,900

    19.8

     
     

    22

    33,887

    7.1

    182,108

    38.4

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.9

    2,150

    7.9

    27,289

    NON U.S.

     

    14,869

    54.5

    10,674

    39.1

     
     

    5

    15,104

    55.3

    12,824

    47.0

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    8,330

    7.3

    113,872

    NON U.S.

     

    50,885

    44.7

    8,278

    7.3

     
     

    7

    50,885

    44.7

    16,608

    14.6

    CME BRITISH POUND STERLING

    U.S.

     

    18,758

    7.6

    1,071

    0.4

    247,586

    NON U.S.

     

    17,056

    6.9

    0

    0.0

     
     

    6

    35,814

    14.5

    1,071

    0.4

    CME JAPANESE YEN

    U.S.

     

    223

    0.1

    5,032

    3.0

    166,831

    NON U.S.

     

    4,729

    2.8

    470

    0.3

     
     

    7

    4,952

    3.0

    5,502

    3.3

    CME EURO FX

    U.S.

     

    14,351

    4.2

    6,837

    2.0

    338,533

    NON U.S.

     

    33,172

    9.8

    4,508

    1.3

     
     

    13

    47,523

    14.0

    11,345

    3.4

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,594

    2.2

    7,081

    1.8

    396,480

    NON U.S.

    6

    12,485

    3.1

    707

    0.2

     
     

    10

    21,079

    5.3

    7,788

    2.0

    E VIX FUTURES

    U.S.

     

    4,180

    1.1

    535

    0.1

    395,270

    NON U.S.

     

    50,482

    12.8

    4,389

    1.1

     
     

    9

    54,662

    13.8

    4,924

    1.2

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    889

    0.8

    525

    0.5

    112,947

    NON U.S.

     

    2,915

    2.6

    48

    0.0

     
     

    6

    3,804

    3.4

    573

    0.5

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,060,949

    20.5

    911,268

    9.1

    10,035,176

    NON U.S.

    36

    698,303

    7.0

    476,507

    4.7

     
     

    44

    2,759,252

    27.5

    1,387,775

    13.8

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    4

    15,499

    0.5

    8,556

    0.3

    2,867,791

    NON U.S.

    19

    46,617

    1.6

    34,043

    1.2

     
     

    23

    62,116

    2.2

    42,599

    1.5

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    533

    0.2

    736

    0.3

    216,778

    NON U.S.

    8

    4,519

    2.1

    838

    0.4

     
     

    12

    5,052

    2.3

    1,574

    0.7

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    145

    0.0

    1,410

    0.4

    376,108

    NON U.S.

     

    5,009

    1.3

    927

    0.2

     
     

    9

    5,154

    1.4

    2,337

    0.6

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    705

    1.0

    72,198

    NON U.S.

     

    1,899

    2.6

    0

    0.0

     
     

    5

    1,899

    2.6

    705

    1.0

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    1,101

    0.6

    0

    0.0

    190,842

    NON U.S.

     

    6,320

    3.3

    693

    0.4

     
     

    8

    7,421

    3.9

    693

    0.4

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,098

    0.2

    2,192

    0.4

    593,509

    NON U.S.

    13

    15,703

    2.6

    52,437

    8.8

     
     

    17

    16,801

    2.8

    54,629

    9.2

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    6,000

    18.5

    32,492

    NON U.S.

     

    1,403

    4.3

    1,545

    4.8

     
     

    6

    1,403

    4.3

    7,545

    23.2

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    3,263

    11.5

    0

    0.0

    28,400

    NON U.S.

     

    3,922

    13.8

    0

    0.0

     
     

    6

    7,185

    25.3

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    532

    3.2

    2,141

    13.0

    16,422

    NON U.S.

     

    3,280

    20.0

    362

    2.2

     
     

    6

    3,812

    23.2

    2,503

    15.2

    NYME NAPHTHA CRACK SPR SWAP

    U.S.

     

    62

    0.7

    981

    10.5

    9,304

    NON U.S.

     

    117

    1.3

    267

    2.9

     
     

    5

    179

    1.9

    1,248

    13.4

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    320

    2.5

    1,095

    8.4

    12,983

    NON U.S.

     

    4,581

    35.3

    48

    0.4

     
     

    6

    4,901

    37.7

    1,143

    8.8