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April Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 4/4/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    13,354

    2.6

    9,234

    1.8

    513,555

    NON U.S.

     

    24,949

    4.9

    5,307

    1.0

     
     

    14

    38,303

    7.5

    14,541

    2.8

    CBT WHEAT-HRW

    U.S.

     

    4,921

    1.8

    2,449

    0.9

    270,062

    NON U.S.

     

    6,487

    2.4

    330

    0.1

     
     

    8

    11,408

    4.2

    2,779

    1.0

    CBT CORN

    U.S.

     

    22,374

    1.5

    28,255

    1.9

    1,455,465

    NON U.S.

     

    68,119

    4.7

    3,863

    0.3

     
     

    16

    90,493

    6.2

    32,118

    2.2

    CBT SOYBEANS

    U.S.

    4

    2,139

    0.3

    6,631

    0.9

    741,939

    NON U.S.

    11

    29,389

    4.0

    1,674

    0.2

     
     

    15

    31,528

    4.2

    8,305

    1.1

    CBT SOYBEAN OIL

    U.S.

     

    7,796

    1.8

    5,324

    1.3

    423,906

    NON U.S.

     

    21,398

    5.0

    347

    0.1

     
     

    9

    29,194

    6.9

    5,671

    1.3

    CBT U.S. TREASURY BONDS

    U.S.

    4

    6,735

    1.1

    1,325

    0.2

    640,036

    NON U.S.

    4

    1,726

    0.3

    100

    0.0

     
     

    8

    8,461

    1.3

    1,425

    0.2

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    20,399

    4.8

    1,152

    0.3

    421,223

    NON U.S.

    5

    16,079

    3.8

    53

    0.0

     
     

    9

    36,478

    8.7

    1,205

    0.3

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,792

    8.2

    0

    0.0

    34,242

    NON U.S.

     

    2,386

    7.0

    63

    0.2

     
     

    8

    5,178

    15.1

    63

    0.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    13,712

    0.3

    1,418,020

    26.3

    5,399,878

    NON U.S.

    8

    44,396

    0.8

    783,803

    14.5

     
     

    12

    58,108

    1.1

    2,201,823

    40.8

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    14,252

    6.5

    13,810

    6.3

    219,995

    NON U.S.

     

    20,074

    9.1

    521

    0.2

     
     

    8

    34,326

    15.6

    14,331

    6.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    0

    0.0

    23,595

    14.9

    158,486

    NON U.S.

     

    4,769

    3.0

    17,688

    11.2

     
     

    5

    4,769

    3.0

    41,283

    26.0

    IFED AECO FIN BASIS

    U.S.

     

    18,528

    1.8

    2,641

    0.3

    1,041,332

    NON U.S.

     

    29,476

    2.8

    634,198

    60.9

     
     

    9

    48,004

    4.6

    636,839

    61.2

    IFED CHICAGO FIN BASIS

    U.S.

     

    19,390

    4.5

    11,059

    2.5

    435,503

    NON U.S.

     

    91

    0.0

    56,621

    13.0

     
     

    9

    19,481

    4.5

    67,680

    15.5

    IFED HSC FIN BASIS

    U.S.

     

    22,564

    6.6

    40,599

    11.8

    343,117

    NON U.S.

     

    4,265

    1.2

    17,579

    5.1

     
     

    7

    26,829

    7.8

    58,178

    17.0

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

    U.S.

     

    25,121

    14.4

    4,614

    2.6

    175,021

    NON U.S.

     

    484

    0.3

    5,757

    3.3

     
     

    5

    25,605

    14.6

    10,371

    5.9

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    5,405

    0.9

    119,367

    20.9

    570,555

    NON U.S.

     

    10,929

    1.9

    14,724

    2.6

     
     

    7

    16,334

    2.9

    134,091

    23.5

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

    U.S.

     

    2,709

    3.2

    11,257

    13.3

    84,912

    NON U.S.

     

    3,439

    4.1

    3,960

    4.7

     
     

    5

    6,148

    7.2

    15,217

    17.9

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    7,351

    7.4

    2,652

    2.7

    99,930

    NON U.S.

     

    7,838

    7.8

    0

    0.0

     
     

    5

    15,189

    15.2

    2,652

    2.7

    NYME NATURAL GAS

    U.S.

    4

    44,830

    3.2

    41,993

    3.0

    1,419,938

    NON U.S.

    12

    37,958

    2.7

    39,349

    2.8

     
     

    16

    82,788

    5.8

    81,342

    5.7

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    6,413

    1.7

    68,110

    17.8

    382,515

    NON U.S.

     

    10,442

    2.7

    16,126

    4.2

     
     

    8

    16,855

    4.4

    84,236

    22.0

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    12,752

    10.1

    468

    0.4

    126,812

    NON U.S.

     

    12,302

    9.7

    389

    0.3

     
     

    7

    25,054

    19.8

    857

    0.7

    CBT SOYBEAN MEAL

    U.S.

     

    8,083

    2.1

    3,499

    0.9

    380,711

    NON U.S.

     

    36,728

    9.6

    954

    0.3

     
     

    11

    44,811

    11.8

    4,453

    1.2

    ICUS COTTON NO. 2

    U.S.

     

    8,091

    2.9

    1,172

    0.4

    277,475

    NON U.S.

     

    15,923

    5.7

    2,197

    0.8

     
     

    13

    24,014

    8.7

    3,369

    1.2

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    23.4

    5,928

    27.1

    21,841

    NON U.S.

     

    1,980

    9.1

    360

    1.6

     
     

    5

    7,090

    32.5

    6,288

    28.8

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,341

    5.6

    3,345

    5.6

    59,957

    NON U.S.

     

    3,065

    5.1

    44,999

    75.1

     
     

    5

    6,406

    10.7

    48,344

    80.6

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    7,744

    23.9

    1,470

    4.5

    32,405

    NON U.S.

     

    966

    3.0

    6,675

    20.6

     
     

    5

    8,710

    26.9

    8,145

    25.1

    NYME HENRY HUB SWAP

    U.S.

     

    6,822

    0.5

    327,117

    25.4

    1,286,763

    NON U.S.

     

    39,825

    3.1

    431,138

    33.5

     
     

    10

    46,647

    3.6

    758,255

    58.9

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    30,026

    10.8

    3,248

    1.2

    278,823

    NON U.S.

     

    74,369

    26.7

    5,687

    2.0

     
     

    10

    104,395

    37.4

    8,935

    3.2

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    4,573

    0.3

    39,904

    2.9

    1,365,836

    NON U.S.

    19

    16,800

    1.2

    45,927

    3.4

     
     

    24

    21,373

    1.6

    85,831

    6.3

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    46,903

    1.5

    6,201

    0.2

    3,027,576

    NON U.S.

    27

    22,567

    0.7

    24,947

    0.8

     
     

    33

    69,470

    2.3

    31,148

    1.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    19,371

    0.7

    17,192

    0.6

    2,975,040

    NON U.S.

    21

    21,591

    0.7

    84,654

    2.8

     
     

    26

    40,962

    1.4

    101,846

    3.4

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    261,280

    16.6

    125,548

    8.0

    1,572,965

    NON U.S.

    25

    111,034

    7.1

    116,230

    7.4

     
     

    32

    372,314

    23.7

    241,778

    15.4

    CME LEAN HOGS

    U.S.

     

    2,154

    1.1

    556

    0.3

    203,853

    NON U.S.

     

    12,563

    6.2

    291

    0.1

     
     

    9

    14,717

    7.2

    847

    0.4

    CME LIVE CATTLE

    U.S.

     

    2,433

    0.6

    456

    0.1

    390,786

    NON U.S.

     

    15,315

    3.9

    1

    0.000

     
     

    10

    17,748

    4.5

    457

    0.1

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    42

    0.2

    4,322

    16.8

    25,704

    NON U.S.

     

    0

    0.0

    2,019

    7.9

     
     

    5

    42

    0.2

    6,341

    24.7

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,652

    1.5

    12,247

    11.2

    108,920

    NON U.S.

     

    243

    0.2

    2,244

    2.1

     
     

    7

    1,895

    1.7

    14,491

    13.3

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    1,680

    2.0

    5,291

    6.3

    83,423

    NON U.S.

     

    1,620

    1.9

    4,669

    5.6

     
     

    6

    3,300

    4.0

    9,960

    11.9

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    110

    1.0

    1,164

    11.0

    10,605

    NON U.S.

     

    3,967

    37.4

    249

    2.3

     
     

    6

    4,077

    38.4

    1,413

    13.3

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    186

    1.5

    543

    4.4

    12,222

    NON U.S.

     

    0

    0.0

    3,729

    30.5

     
     

    5

    186

    1.5

    4,272

    35.0

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    18,269

    2.9

    48,156

    7.6

    637,258

    NON U.S.

     

    7,243

    1.1

    2,365

    0.4

     
     

    15

    25,512

    4.0

    50,521

    7.9

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    402

    5.9

    987

    14.4

    6,863

    NON U.S.

     

    93

    1.4

    1,290

    18.8

     
     

    7

    495

    7.2

    2,277

    33.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    49,610

    2.2

    158,655

    7.2

    2,213,064

    NON U.S.

    22

    69,758

    3.2

    164,970

    7.5

     
     

    26

    119,368

    5.4

    323,625

    14.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    646

    0.5

    8,790

    7.4

    118,733

    NON U.S.

     

    11,521

    9.7

    18,129

    15.3

     
     

    7

    12,167

    10.2

    26,919

    22.7

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,706

    10.5

    508

    3.1

    16,252

    NON U.S.

     

    100

    0.6

    1,349

    8.3

     
     

    6

    1,806

    11.1

    1,857

    11.4

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    225

    2.0

    285

    2.6

    11,076

    NON U.S.

     

    595

    5.4

    3,590

    32.4

     
     

    7

    820

    7.4

    3,875

    35.0

    ICUS COCOA

    U.S.

     

    787

    0.3

    1,444

    0.5

    283,269

    NON U.S.

     

    8,477

    3.0

    6,081

    2.1

     
     

    12

    9,264

    3.3

    7,525

    2.7

    NYME PALLADIUM

    U.S.

    4

    264

    0.8

    7,208

    21.2

    33,938

    NON U.S.

    14

    1,042

    3.1

    6,492

    19.1

     
     

    18

    1,306

    3.8

    13,700

    40.4

    NYME PLATINUM

    U.S.

    4

    734

    1.2

    11,503

    18.0

    63,741

    NON U.S.

    16

    2,515

    3.9

    10,651

    16.7

     
     

    20

    3,249

    5.1

    22,154

    34.8

    ICUS SUGAR NO. 11

    U.S.

     

    9,752

    1.2

    3,632

    0.5

    801,818

    NON U.S.

     

    40,203

    5.0

    9,824

    1.2

     
     

    10

    49,955

    6.2

    13,456

    1.7

    ICUS COFFEE C

    U.S.

     

    3,623

    1.8

    403

    0.2

    198,653

    NON U.S.

     

    9,786

    4.9

    5,300

    2.7

     
     

    17

    13,409

    6.7

    5,703

    2.9

    CMX SILVER

    U.S.

    5

    3,789

    1.7

    39,550

    18.0

    219,160

    NON U.S.

    21

    6,635

    3.0

    45,883

    20.9

     
     

    26

    10,424

    4.8

    85,433

    39.0

    CMX COPPER-GRADE #1

    U.S.

     

    6,536

    2.4

    345

    0.1

    277,949

    NON U.S.

     

    13,369

    4.8

    2,884

    1.0

     
     

    21

    19,905

    7.2

    3,229

    1.2

    CMX GOLD

    U.S.

    5

    10,650

    2.5

    81,519

    19.1

    427,808

    NON U.S.

    32

    18,944

    4.4

    79,603

    18.6

     
     

    37

    29,594

    6.9

    161,122

    37.7

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    559

    0.3

    199,099

    NON U.S.

     

    48,990

    24.6

    36,604

    18.4

     
     

    7

    48,990

    24.6

    37,163

    18.7

    CME BRITISH POUND STERLING

    U.S.

     

    26,768

    11.1

    3,794

    1.6

    241,774

    NON U.S.

     

    4,017

    1.7

    3,400

    1.4

     
     

    5

    30,785

    12.7

    7,194

    3.0

    CME JAPANESE YEN

    U.S.

     

    23,338

    12.0

    1,913

    1.0

    194,368

    NON U.S.

     

    3,021

    1.6

    6,236

    3.2

     
     

    9

    26,359

    13.6

    8,149

    4.2

    CME EURO FX

    U.S.

     

    1,270

    0.3

    22,763

    5.7

    397,594

    NON U.S.

     

    23,087

    5.8

    3,916

    1.0

     
     

    19

    24,357

    6.1

    26,679

    6.7

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    11,049

    2.8

    5,059

    1.3

    389,010

    NON U.S.

    8

    11,203

    2.9

    961

    0.2

     
     

    12

    22,252

    5.7

    6,020

    1.5

    E VIX FUTURES

    U.S.

     

    3,828

    0.7

    269

    0.1

    518,165

    NON U.S.

     

    30,561

    5.9

    1,459

    0.3

     
     

    11

    34,389

    6.6

    1,728

    0.3

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    1,597

    1.2

    2,116

    1.6

    129,637

    NON U.S.

    4

    1,224

    0.9

    17,619

    13.6

     
     

    8

    2,821

    2.2

    19,735

    15.2

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    3,355,024

    26.1

    890,432

    6.9

    12,845,735

    NON U.S.

    35

    630,051

    4.9

    640,169

    5.0

     
     

    42

    3,985,075

    31.0

    1,530,601

    11.9

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    12,439

    0.4

    80,517

    2.8

    2,853,269

    NON U.S.

    19

    82,428

    2.9

    68,054

    2.4

     
     

    25

    94,867

    3.3

    148,571

    5.2

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    7

    0.00

    1,085

    0.4

    242,137

    NON U.S.

     

    2,354

    1.0

    3,138

    1.3

     
     

    9

    2,361

    1.0

    4,223

    1.7

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    270

    0.0

    18,802

    3.4

    560,648

    NON U.S.

    10

    7,928

    1.4

    2,882

    0.5

     
     

    15

    8,198

    1.5

    21,684

    3.9

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,023

    1.6

    63,738

    NON U.S.

     

    956

    1.5

    1,775

    2.8

     
     

    5

    956

    1.5

    2,798

    4.4

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    597

    0.2

    0

    0.0

    284,747

    NON U.S.

     

    9,995

    3.5

    200

    0.1

     
     

    6

    10,592

    3.7

    200

    0.1

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,306

    0.1

    7,996

    0.9

    937,179

    NON U.S.

    14

    16,564

    1.8

    45,665

    4.9

     
     

    18

    17,870

    1.9

    53,661

    5.7

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,535

    16.4

    0

    0.0

    27,642

    NON U.S.

     

    1,853

    6.7

    0

    0.0

     
     

    5

    6,388

    23.1

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,250

    11.8

    666

    3.5

    18,996

    NON U.S.

     

    1,846

    9.7

    264

    1.4

     
     

    7

    4,096

    21.6

    930

    4.9

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,155

    12.8

    1,410

    15.6

    9,013

    NON U.S.

     

    1,338

    14.8

    300

    3.3

     
     

    5

    2,493

    27.7

    1,710

    19.0

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    620

    2.2

    1,379

    4.9

    27,961

    NON U.S.

     

    362

    1.3

    74

    0.3

     
     

    5

    982

    3.5

    1,453

    5.2