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August Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 8/2/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    11,198

    2.3

    15,789

    3.2

    488,242

    NON U.S.

    11

    19,868

    4.1

    5,794

    1.2

     
     

    15

    31,066

    6.4

    21,583

    4.4

    CBT WHEAT-HRW

    U.S.

     

    7,066

    2.9

    6,498

    2.7

    241,221

    NON U.S.

     

    6,669

    2.8

    1,813

    0.8

     
     

    7

    13,735

    5.7

    8,311

    3.4

    CBT CORN

    U.S.

    4

    20,130

    1.5

    10,608

    0.8

    1,339,998

    NON U.S.

    11

    64,164

    4.8

    3,460

    0.3

     
     

    15

    84,294

    6.3

    14,068

    1.0

    CBT SOYBEANS

    U.S.

    4

    8,300

    1.2

    1,107

    0.2

    682,021

    NON U.S.

    11

    18,222

    2.7

    3,866

    0.6

     
     

    15

    26,522

    3.9

    4,973

    0.7

    CBT SOYBEAN OIL

    U.S.

     

    5,607

    1.6

    2,760

    0.8

    358,148

    NON U.S.

     

    18,554

    5.2

    479

    0.1

     
     

    9

    24,161

    6.7

    3,239

    0.9

    CBT U.S. TREASURY BONDS

    U.S.

     

    2,222

    0.4

    2,198

    0.4

    563,228

    NON U.S.

     

    340

    0.1

    320

    0.1

     
     

    6

    2,562

    0.5

    2,518

    0.4

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,413

    4.7

    1,330

    2.6

    51,045

    NON U.S.

     

    1,382

    2.7

    230

    0.5

     
     

    5

    3,795

    7.4

    1,560

    3.1

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    16,844

    4.3

    1,117

    0.3

    393,209

    NON U.S.

    4

    17,758

    4.5

    115

    0.0

     
     

    8

    34,602

    8.8

    1,232

    0.3

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,375

    2.5

    1,756

    3.2

    55,150

    NON U.S.

     

    4,507

    8.2

    0

    0.0

     
     

    6

    5,882

    10.7

    1,756

    3.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    12,466

    0.3

    1,136,664

    25.2

    4,511,311

    NON U.S.

    8

    29,900

    0.7

    666,604

    14.8

     
     

    12

    42,366

    0.9

    1,803,268

    40.0

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    13,919

    7.2

    24,025

    12.4

    194,508

    NON U.S.

     

    15,754

    8.1

    684

    0.4

     
     

    8

    29,673

    15.3

    24,709

    12.7

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    333

    0.2

    40,001

    18.7

    214,050

    NON U.S.

     

    0

    0.0

    35,312

    16.5

     
     

    6

    333

    0.2

    75,313

    35.2

    IFED AECO FIN BASIS

    U.S.

     

    25,238

    3.1

    784

    0.1

    820,203

    NON U.S.

     

    16,565

    2.0

    472,131

    57.6

     
     

    9

    41,803

    5.1

    472,915

    57.7

    IFED CHICAGO FIN BASIS

    U.S.

     

    2,371

    0.7

    18,084

    5.4

    337,038

    NON U.S.

     

    31

    0.00

    53,621

    15.9

     
     

    8

    2,402

    0.7

    71,705

    21.3

    IFED HSC FIN BASIS

    U.S.

     

    19,798

    7.0

    37,686

    13.4

    281,368

    NON U.S.

     

    11,042

    3.9

    21,298

    7.6

     
     

    7

    30,840

    11.0

    58,984

    21.0

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

    U.S.

     

    10,334

    6.8

    11,043

    7.3

    152,000

    NON U.S.

     

    3,680

    2.4

    8,090

    5.3

     
     

    5

    14,014

    9.2

    19,133

    12.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,300

    0.4

    53,461

    14.5

    368,048

    NON U.S.

     

    20,112

    5.5

    16,546

    4.5

     
     

    7

    21,412

    5.8

    70,007

    19.0

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    5,306

    6.2

    858

    1.0

    86,100

    NON U.S.

     

    1,202

    1.4

    0

    0.0

     
     

    5

    6,508

    7.6

    858

    1.0

    NYME NATURAL GAS

    U.S.

    4

    31,235

    3.1

    36,465

    3.6

    1,008,978

    NON U.S.

    9

    35,040

    3.5

    23,906

    2.4

     
     

    13

    66,275

    6.6

    60,371

    6.0

    NYME PERMIAN BASIS SWAP

    U.S.

     

    0

    0.0

    3,709

    23.3

    15,888

    NON U.S.

     

    2,281

    14.4

    3,474

    21.9

     
     

    6

    2,281

    14.4

    7,183

    45.2

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    2,071

    4.2

    3,744

    7.6

    49,536

    NON U.S.

     

    106

    0.2

    3,955

    8.0

     
     

    5

    2,177

    4.4

    7,699

    15.5

    NYME DOMINION BASIS SWAP

    U.S.

     

    336

    0.7

    5,614

    12.5

    45,077

    NON U.S.

     

    306

    0.7

    6,919

    15.3

     
     

    5

    642

    1.4

    12,533

    27.8

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,686

    9.9

    856

    3.1

    27,211

    NON U.S.

     

    4,593

    16.9

    8,409

    30.9

     
     

    5

    7,279

    26.8

    9,265

    34.0

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    8,276

    3.0

    30,566

    11.0

    278,125

    NON U.S.

     

    14,901

    5.4

    24,824

    8.9

     
     

    7

    23,177

    8.3

    55,390

    19.9

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    15,350

    12.5

    5,479

    4.4

    123,268

    NON U.S.

     

    8,925

    7.2

    2,583

    2.1

     
     

    7

    24,275

    19.7

    8,062

    6.5

    CBT SOYBEAN MEAL

    U.S.

     

    6,505

    1.8

    764

    0.2

    359,746

    NON U.S.

     

    24,787

    6.9

    270

    0.1

     
     

    10

    31,292

    8.7

    1,034

    0.3

    ICUS COTTON NO. 2

    U.S.

     

    5,586

    2.4

    594

    0.3

    237,053

    NON U.S.

     

    16,747

    7.1

    846

    0.4

     
     

    13

    22,333

    9.4

    1,440

    0.6

    NYME HENRY HUB BASIS SWAP

    U.S.

     

    488

    1.1

    2,198

    4.8

    45,483

    NON U.S.

     

    4,020

    8.8

    856

    1.9

     
     

    5

    4,508

    9.9

    3,054

    6.7

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,353

    18.4

    6,885

    23.7

    29,054

    NON U.S.

     

    1,429

    4.9

    552

    1.9

     
     

    5

    6,782

    23.3

    7,437

    25.6

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,132

    3.6

    4,407

    5.1

    85,922

    NON U.S.

     

    10,683

    12.4

    60,242

    70.1

     
     

    6

    13,815

    16.1

    64,649

    75.2

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    4,561

    10.6

    772

    1.8

    42,862

    NON U.S.

     

    2,618

    6.1

    12,141

    28.3

     
     

    5

    7,179

    16.7

    12,913

    30.1

    NYME HENRY HUB SWAP

    U.S.

     

    19,464

    1.4

    350,002

    25.5

    1,371,382

    NON U.S.

     

    48,805

    3.6

    455,659

    33.2

     
     

    10

    68,269

    5.0

    805,661

    58.7

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    26,757

    8.5

    14,375

    4.6

    314,208

    NON U.S.

     

    60,194

    19.2

    9,627

    3.1

     
     

    10

    86,951

    27.7

    24,002

    7.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    4,038

    0.4

    6,996

    0.6

    1,093,965

    NON U.S.

    13

    8,074

    0.7

    19,350

    1.8

     
     

    19

    12,112

    1.1

    26,346

    2.4

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    42,835

    1.5

    573

    0.0

    2,769,492

    NON U.S.

    14

    23,702

    0.9

    39,693

    1.4

     
     

    20

    66,537

    2.4

    40,266

    1.5

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    13,894

    0.5

    12,619

    0.5

    2,755,966

    NON U.S.

    9

    35,813

    1.3

    43,121

    1.6

     
     

    14

    49,707

    1.8

    55,740

    2.0

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    121,847

    15.9

    79,635

    10.4

    764,199

    NON U.S.

    16

    59,496

    7.8

    48,865

    6.4

     
     

    23

    181,343

    23.7

    128,500

    16.8

    CME LEAN HOGS

    U.S.

     

    2,399

    1.1

    967

    0.4

    224,120

    NON U.S.

     

    11,686

    5.2

    418

    0.2

     
     

    9

    14,085

    6.3

    1,385

    0.6

    CME LIVE CATTLE

    U.S.

     

    2,423

    1.0

    775

    0.3

    252,242

    NON U.S.

     

    11,578

    4.6

    299

    0.1

     
     

    9

    14,001

    5.6

    1,074

    0.4

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,396

    1.0

    16,304

    11.5

    142,321

    NON U.S.

     

    392

    0.3

    2,974

    2.1

     
     

    6

    1,788

    1.3

    19,278

    13.5

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,587

    3.3

    3,150

    4.0

    78,457

    NON U.S.

     

    116

    0.1

    2,086

    2.7

     
     

    5

    2,703

    3.4

    5,236

    6.7

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,366

    8.3

    16,555

    NON U.S.

     

    7,612

    46.0

    0

    0.0

     
     

    5

    7,612

    46.0

    1,366

    8.3

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    7,624

    1.5

    49,003

    9.7

    505,169

    NON U.S.

     

    3,388

    0.7

    3,925

    0.8

     
     

    15

    11,012

    2.2

    52,928

    10.5

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    866

    14.1

    564

    9.2

    6,161

    NON U.S.

     

    415

    6.7

    145

    2.4

     
     

    8

    1,281

    20.8

    709

    11.5

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    27,955

    1.6

    91,005

    5.1

    1,792,640

    NON U.S.

    16

    76,186

    4.2

    151,962

    8.5

     
     

    20

    104,141

    5.8

    242,967

    13.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,527

    1.3

    16,655

    14.6

    113,939

    NON U.S.

     

    1,444

    1.3

    31,316

    27.5

     
     

    8

    2,971

    2.6

    47,971

    42.1

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    235

    0.3

    7,585

    11.2

    67,607

    NON U.S.

     

    1,605

    2.4

    3,030

    4.5

     
     

    6

    1,840

    2.7

    10,615

    15.7

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,495

    9.1

    1,303

    8.0

    16,358

    NON U.S.

     

    1,811

    11.1

    1,880

    11.5

     
     

    10

    3,306

    20.2

    3,183

    19.5

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    240

    2.0

    180

    1.5

    11,965

    NON U.S.

     

    2,760

    23.1

    3,169

    26.5

     
     

    6

    3,000

    25.1

    3,349

    28.0

    ICUS COCOA

    U.S.

     

    2,731

    1.2

    2,295

    1.0

    229,453

    NON U.S.

     

    6,204

    2.7

    2,461

    1.1

     
     

    10

    8,935

    3.9

    4,756

    2.1

    NYME PALLADIUM

    U.S.

    4

    554

    1.9

    4,837

    16.5

    29,287

    NON U.S.

    15

    1,005

    3.4

    5,485

    18.7

     
     

    19

    1,559

    5.3

    10,322

    35.2

    NYME PLATINUM

    U.S.

    5

    96

    0.1

    14,150

    17.8

    79,541

    NON U.S.

    16

    2,622

    3.3

    14,791

    18.6

     
     

    21

    2,718

    3.4

    28,941

    36.4

    ICUS SUGAR NO. 11

    U.S.

     

    15,466

    1.8

    1,696

    0.2

    846,754

    NON U.S.

     

    39,369

    4.6

    15,074

    1.8

     
     

    11

    54,835

    6.5

    16,770

    2.0

    ICUS COFFEE C

    U.S.

    4

    2,927

    1.5

    739

    0.4

    189,156

    NON U.S.

    15

    10,823

    5.7

    3,353

    1.8

     
     

    19

    13,750

    7.3

    4,092

    2.2

    CMX SILVER

    U.S.

    5

    5,929

    2.6

    43,063

    19.2

    224,540

    NON U.S.

    21

    7,317

    3.3

    45,111

    20.1

     
     

    26

    13,246

    5.9

    88,174

    39.3

    CMX COPPER-GRADE #1

    U.S.

    4

    7,895

    4.2

    0

    0.0

    188,805

    NON U.S.

    13

    14,063

    7.4

    1,066

    0.6

     
     

    17

    21,958

    11.6

    1,066

    0.6

    CMX GOLD

    U.S.

    5

    9,813

    1.7

    106,631

    18.3

    582,211

    NON U.S.

    28

    20,903

    3.6

    95,884

    16.5

     
     

    33

    30,716

    5.3

    202,515

    34.8

    CME MEXICAN PESO

    U.S.

     

    11,990

    9.4

    0

    0.0

    128,186

    NON U.S.

     

    32,934

    25.7

    8,529

    6.7

     
     

    7

    44,924

    35.0

    8,529

    6.7

    CME BRITISH POUND STERLING

    U.S.

     

    11,549

    5.0

    4,386

    1.9

    233,265

    NON U.S.

     

    10,585

    4.5

    1,339

    0.6

     
     

    7

    22,134

    9.5

    5,725

    2.5

    CME JAPANESE YEN

    U.S.

     

    993

    0.6

    35,109

    22.4

    156,696

    NON U.S.

     

    2,845

    1.8

    684

    0.4

     
     

    7

    3,838

    2.4

    35,793

    22.8

    CME EURO FX

    U.S.

     

    14,997

    4.0

    12,282

    3.2

    378,500

    NON U.S.

     

    26,105

    6.9

    3,770

    1.0

     
     

    19

    41,102

    10.9

    16,052

    4.2

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    10,084

    2.6

    1,749

    0.4

    391,069

    NON U.S.

    10

    12,859

    3.3

    2,285

    0.6

     
     

    14

    22,943

    5.9

    4,034

    1.0

    E VIX FUTURES

    U.S.

     

    778

    0.2

    2,104

    0.4

    516,359

    NON U.S.

     

    114,252

    22.1

    3,715

    0.7

     
     

    5

    115,030

    22.3

    5,819

    1.1

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    418

    0.3

    1,283

    0.9

    139,480

    NON U.S.

     

    2,066

    1.5

    3,103

    2.2

     
     

    9

    2,484

    1.8

    4,386

    3.1

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,193,714

    20.9

    979,473

    9.3

    10,506,734

    NON U.S.

    34

    692,561

    6.6

    490,415

    4.7

     
     

    42

    2,886,275

    27.5

    1,469,888

    14.0

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    14,917

    0.5

    46,047

    1.6

    2,943,229

    NON U.S.

    22

    104,439

    3.5

    54,946

    1.9

     
     

    27

    119,356

    4.1

    100,993

    3.4

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    0

    0.0

    24,613

    8.7

    284,511

    NON U.S.

    9

    6,208

    2.2

    3,841

    1.4

     
     

    13

    6,208

    2.2

    28,454

    10.0

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    1,249

    0.4

    8,696

    2.6

    328,302

    NON U.S.

    6

    2,680

    0.8

    1,658

    0.5

     
     

    11

    3,929

    1.2

    10,354

    3.2

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,005

    1.4

    71,526

    NON U.S.

     

    1,893

    2.6

    2,180

    3.0

     
     

    9

    1,893

    2.6

    3,185

    4.5

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    104

    0.0

    0

    0.0

    223,450

    NON U.S.

     

    5,191

    2.3

    390

    0.2

     
     

    6

    5,295

    2.4

    390

    0.2

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    5

    2,427

    0.3

    424

    0.1

    759,662

    NON U.S.

    12

    14,114

    1.9

    34,945

    4.6

     
     

    17

    16,541

    2.2

    35,369

    4.7

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    249

    23.9

    288

    27.7

    1,040

    NON U.S.

     

    159

    15.3

    424

    40.8

     
     

    5

    408

    39.2

    712

    68.5

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    6,122

    18.6

    32,986

    NON U.S.

     

    1,380

    4.2

    334

    1.0

     
     

    6

    1,380

    4.2

    6,456

    19.6

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    5,673

    15.7

    0

    0.0

    36,114

    NON U.S.

     

    3,392

    9.4

    0

    0.0

     
     

    6

    9,065

    25.1

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,950

    10.4

    1,684

    9.0

    18,688

    NON U.S.

     

    2,111

    11.3

    448

    2.4

     
     

    6

    4,061

    21.7

    2,132

    11.4

    NYME Heating Oil/Brent Crack Sprd

    U.S.

     

    900

    6.4

    710

    5.0

    14,113

    NON U.S.

     

    273

    1.9

    150

    1.1

     
     

    5

    1,173

    8.3

    860

    6.1

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,506

    11.2

    1,549

    11.5

    13,435

    NON U.S.

     

    3,739

    27.8

    0

    0.0

     
     

    6

    5,245

    39.0

    1,549

    11.5

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    513

    2.5

    139

    0.7

    20,856

    NON U.S.

     

    406

    1.9

    259

    1.2

     
     

    5

    919

    4.4

    398

    1.9