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August Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 8/1/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    12,423

    2.8

    4,700

    1.1

    442,403

    NON U.S.

     

    23,804

    5.4

    3,595

    0.8

     
     

    15

    36,227

    8.2

    8,295

    1.9

    CBT WHEAT-HRW

    U.S.

     

    9,429

    3.4

    4,256

    1.6

    273,389

    NON U.S.

     

    10,282

    3.8

    952

    0.3

     
     

    9

    19,711

    7.2

    5,208

    1.9

    CBT CORN

    U.S.

     

    23,097

    1.6

    12,660

    0.9

    1,434,247

    NON U.S.

     

    69,415

    4.8

    14,252

    1.0

     
     

    15

    92,512

    6.5

    26,912

    1.9

    CBT SOYBEANS

    U.S.

     

    6,480

    1.0

    5,125

    0.8

    623,648

    NON U.S.

     

    23,063

    3.7

    5,571

    0.9

     
     

    11

    29,543

    4.7

    10,696

    1.7

    CBT SOYBEAN OIL

    U.S.

     

    7,111

    1.7

    2,007

    0.5

    408,440

    NON U.S.

     

    21,636

    5.3

    0

    0.0

     
     

    9

    28,747

    7.0

    2,007

    0.5

    CBT U.S. TREASURY BONDS

    U.S.

    6

    1,696

    0.2

    7,505

    1.0

    737,473

    NON U.S.

    5

    2,154

    0.3

    2,970

    0.4

     
     

    11

    3,850

    0.5

    10,475

    1.4

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    20,892

    5.2

    2,997

    0.7

    404,687

    NON U.S.

    6

    15,675

    3.9

    120

    0.0

     
     

    10

    36,567

    9.0

    3,117

    0.8

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    4,070

    7.6

    0

    0.0

    53,561

    NON U.S.

     

    623

    1.2

    0

    0.0

     
     

    5

    4,693

    8.8

    0

    0.0

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    16,338

    0.3

    1,622,324

    30.3

    5,360,641

    NON U.S.

    8

    55,273

    1.0

    766,656

    14.3

     
     

    12

    71,611

    1.3

    2,388,980

    44.6

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    15,665

    5.3

    12,921

    4.4

    293,337

    NON U.S.

     

    16,795

    5.7

    394

    0.1

     
     

    8

    32,460

    11.1

    13,315

    4.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    2,761

    1.1

    19,910

    8.2

    242,073

    NON U.S.

     

    2,875

    1.2

    104,610

    43.2

     
     

    7

    5,636

    2.3

    124,520

    51.4

    IFED AECO FIN BASIS

    U.S.

     

    14,448

    1.5

    3,208

    0.3

    979,864

    NON U.S.

     

    54,988

    5.6

    627,372

    64.0

     
     

    9

    69,436

    7.1

    630,580

    64.4

    IFED CHICAGO FIN BASIS

    U.S.

     

    20,812

    4.8

    6,314

    1.5

    429,864

    NON U.S.

     

    151

    0.0

    53,882

    12.5

     
     

    9

    20,963

    4.9

    60,196

    14.0

    IFED HSC FIN BASIS

    U.S.

     

    17,552

    4.1

    50,962

    11.8

    431,720

    NON U.S.

     

    3,579

    0.8

    19,427

    4.5

     
     

    7

    21,131

    4.9

    70,389

    16.3

    IFED WAHA FIN BASIS

    U.S.

     

    1,034

    0.5

    40,123

    19.6

    204,956

    NON U.S.

     

    0

    0.0

    18,854

    9.2

     
     

    5

    1,034

    0.5

    58,977

    28.8

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

    U.S.

     

    22,867

    14.0

    14,910

    9.1

    163,627

    NON U.S.

     

    304

    0.2

    7,136

    4.4

     
     

    5

    23,171

    14.2

    22,046

    13.5

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    11,399

    2.0

    118,605

    20.7

    571,862

    NON U.S.

     

    6,532

    1.1

    12,368

    2.2

     
     

    7

    17,931

    3.1

    130,973

    22.9

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

    U.S.

     

    3,622

    5.0

    10,812

    14.8

    73,096

    NON U.S.

     

    2,552

    3.5

    4,775

    6.5

     
     

    5

    6,174

    8.4

    15,587

    21.3

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    6,614

    7.0

    4,862

    5.2

    94,052

    NON U.S.

     

    9,475

    10.1

    122

    0.1

     
     

    5

    16,089

    17.1

    4,984

    5.3

    NYME NATURAL GAS

    U.S.

    4

    34,550

    2.6

    32,900

    2.4

    1,343,772

    NON U.S.

    13

    45,838

    3.4

    54,545

    4.1

     
     

    17

    80,388

    6.0

    87,445

    6.5

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    5,819

    1.6

    78,850

    21.1

    373,199

    NON U.S.

     

    6,153

    1.6

    11,129

    3.0

     
     

    7

    11,972

    3.2

    89,979

    24.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    15,294

    12.9

    2,312

    2.0

    118,474

    NON U.S.

     

    8,699

    7.3

    483

    0.4

     
     

    6

    23,993

    20.3

    2,795

    2.4

    CBT SOYBEAN MEAL

    U.S.

     

    6,447

    1.9

    3,485

    1.0

    346,002

    NON U.S.

     

    28,348

    8.2

    437

    0.1

     
     

    10

    34,795

    10.1

    3,922

    1.1

    ICUS COTTON NO. 2

    U.S.

    4

    4,411

    2.0

    52

    0.0

    216,622

    NON U.S.

    10

    23,819

    11.0

    661

    0.3

     
     

    14

    28,230

    13.0

    713

    0.3

    NYME HENRY HUB SWAP

    U.S.

     

    15,538

    1.2

    270,779

    21.3

    1,270,447

    NON U.S.

     

    36,189

    2.8

    490,609

    38.6

     
     

    10

    51,727

    4.1

    761,388

    59.9

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    36,537

    15.6

    2,414

    1.0

    233,948

    NON U.S.

     

    54,927

    23.5

    7,456

    3.2

     
     

    9

    91,464

    39.1

    9,870

    4.2

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    5,317

    0.4

    26,075

    1.9

    1,382,422

    NON U.S.

    18

    9,062

    0.7

    35,128

    2.5

     
     

    23

    14,379

    1.0

    61,203

    4.4

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    81,939

    2.5

    15,184

    0.5

    3,227,493

    NON U.S.

    18

    18,987

    0.6

    50,916

    1.6

     
     

    26

    100,926

    3.1

    66,100

    2.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    25,610

    0.9

    16,419

    0.6

    2,979,000

    NON U.S.

    17

    10,530

    0.4

    63,275

    2.1

     
     

    22

    36,140

    1.2

    79,694

    2.7

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    229,755

    15.8

    147,118

    10.1

    1,451,972

    NON U.S.

    22

    86,834

    6.0

    135,976

    9.4

     
     

    30

    316,589

    21.8

    283,094

    19.5

    CME LEAN HOGS

    U.S.

     

    2,134

    0.8

    821

    0.3

    264,070

    NON U.S.

     

    16,986

    6.4

    20

    0.00

     
     

    10

    19,120

    7.2

    841

    0.3

    CME LIVE CATTLE

    U.S.

     

    1,807

    0.5

    67

    0.0

    352,122

    NON U.S.

     

    14,632

    4.2

    0

    0.0

     
     

    10

    16,439

    4.7

    67

    0.0

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    3,390

    16.3

    20,861

    NON U.S.

     

    0

    0.0

    1,629

    7.8

     
     

    5

    0

    0.0

    5,019

    24.1

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,947

    2.7

    9,792

    9.0

    108,970

    NON U.S.

     

    138

    0.1

    1,951

    1.8

     
     

    6

    3,085

    2.8

    11,743

    10.8

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    3,523

    4.9

    4,310

    5.9

    72,554

    NON U.S.

     

    0

    0.0

    3,656

    5.0

     
     

    7

    3,523

    4.9

    7,966

    11.0

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    1,915

    22.4

    1,090

    12.7

    8,556

    NON U.S.

     

    360

    4.2

    333

    3.9

     
     

    5

    2,275

    26.6

    1,423

    16.6

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    431

    2.7

    545

    3.5

    15,764

    NON U.S.

     

    0

    0.0

    3,233

    20.5

     
     

    5

    431

    2.7

    3,778

    24.0

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    22,441

    3.8

    44,763

    7.7

    584,987

    NON U.S.

     

    6,661

    1.1

    3,017

    0.5

     
     

    15

    29,102

    5.0

    47,780

    8.2

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    358

    5.0

    969

    13.6

    7,110

    NON U.S.

     

    253

    3.6

    1,016

    14.3

     
     

    7

    611

    8.6

    1,985

    27.9

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    0

    0.0

    14,043

    9.8

    143,082

    NON U.S.

     

    0

    0.0

    5,940

    4.2

     
     

    5

    0

    0.0

    19,983

    14.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    31,447

    1.4

    218,555

    9.8

    2,219,691

    NON U.S.

     

    84,536

    3.8

    163,485

    7.4

     
     

    25

    115,983

    5.2

    382,040

    17.2

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,791

    1.6

    8,212

    7.3

    112,875

    NON U.S.

     

    11,898

    10.5

    14,338

    12.7

     
     

    7

    13,689

    12.1

    22,550

    20.0

    ICUS COCOA

    U.S.

    4

    6,685

    2.5

    7,355

    2.8

    264,550

    NON U.S.

    10

    8,658

    3.3

    6,522

    2.5

     
     

    14

    15,343

    5.8

    13,877

    5.2

    NYME PALLADIUM

    U.S.

    4

    278

    0.8

    9,326

    26.8

    34,842

    NON U.S.

    15

    942

    2.7

    5,575

    16.0

     
     

    19

    1,220

    3.5

    14,901

    42.8

    NYME PLATINUM

    U.S.

    5

    233

    0.3

    7,961

    11.0

    72,421

    NON U.S.

    17

    3,143

    4.3

    9,774

    13.5

     
     

    22

    3,376

    4.7

    17,735

    24.5

    ICUS SUGAR NO. 11

    U.S.

     

    13,728

    1.8

    3,645

    0.5

    762,626

    NON U.S.

     

    44,916

    5.9

    4,823

    0.6

     
     

    12

    58,644

    7.7

    8,468

    1.1

    ICUS COFFEE C

    U.S.

    4

    4,154

    1.9

    1,623

    0.8

    213,961

    NON U.S.

    16

    11,398

    5.3

    4,234

    2.0

     
     

    20

    15,552

    7.3

    5,857

    2.7

    CMX SILVER

    U.S.

    5

    3,674

    1.8

    30,585

    14.8

    207,258

    NON U.S.

    21

    8,858

    4.3

    29,311

    14.1

     
     

    26

    12,532

    6.0

    59,896

    28.9

    CMX COPPER-GRADE #1

    U.S.

    4

    6,378

    2.0

    40

    0.0

    321,510

    NON U.S.

    16

    15,121

    4.7

    7,677

    2.4

     
     

    20

    21,499

    6.7

    7,717

    2.4

    CMX GOLD

    U.S.

    5

    9,767

    2.2

    103,249

    23.0

    448,709

    NON U.S.

    31

    20,357

    4.5

    81,733

    18.2

     
     

    36

    30,124

    6.7

    184,982

    41.2

    CME CANADIAN DOLLAR

    U.S.

     

    1,366

    0.7

    113

    0.1

    190,622

    NON U.S.

     

    5,465

    2.9

    28,851

    15.1

     
     

    5

    6,831

    3.6

    28,964

    15.2

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    609

    0.3

    214,358

    NON U.S.

     

    8,941

    4.2

    56,933

    26.6

     
     

    5

    8,941

    4.2

    57,542

    26.8

    CME JAPANESE YEN

    U.S.

     

    33,476

    13.8

    1,005

    0.4

    242,876

    NON U.S.

     

    10,116

    4.2

    2,382

    1.0

     
     

    5

    43,592

    17.9

    3,387

    1.4

    CME EURO FX

    U.S.

     

    3,225

    0.7

    45,017

    9.8

    457,254

    NON U.S.

     

    33,598

    7.3

    13,231

    2.9

     
     

    21

    36,823

    8.1

    58,248

    12.7

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    10,267

    2.6

    4,021

    1.0

    400,893

    NON U.S.

    10

    12,444

    3.1

    1,040

    0.3

     
     

    14

    22,711

    5.7

    5,061

    1.3

    E VIX FUTURES

    U.S.

     

    2,207

    0.3

    25

    0.00

    638,805

    NON U.S.

     

    61,171

    9.6

    9,524

    1.5

     
     

    12

    63,378

    9.9

    9,549

    1.5

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    3,124

    2.3

    3,460

    2.5

    137,011

    NON U.S.

    7

    570

    0.4

    10,176

    7.4

     
     

    12

    3,694

    2.7

    13,636

    10.0

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,323,874

    17.6

    1,197,041

    9.0

    13,239,538

    NON U.S.

    37

    698,622

    5.3

    624,284

    4.7

     
     

    45

    3,022,496

    22.8

    1,821,325

    13.8

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    15,371

    0.5

    75,545

    2.5

    3,059,594

    NON U.S.

    21

    74,752

    2.4

    97,156

    3.2

     
     

    27

    90,123

    2.9

    172,701

    5.6

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    1,663

    0.6

    3,672

    1.3

    292,801

    NON U.S.

     

    1,586

    0.5

    15,555

    5.3

     
     

    17

    3,249

    1.1

    19,227

    6.6

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    6,047

    1.1

    12,407

    2.2

    575,783

    NON U.S.

    13

    5,518

    1.0

    5,457

    0.9

     
     

    17

    11,565

    2.0

    17,864

    3.1

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    503

    0.9

    55,768

    NON U.S.

     

    1,010

    1.8

    1,622

    2.9

     
     

    5

    1,010

    1.8

    2,125

    3.8

    ICUS MSCI EAFE MINI INDEX

    U.S.

    4

    3,786

    1.2

    376

    0.1

    326,359

    NON U.S.

    5

    12,597

    3.9

    17,610

    5.4

     
     

    9

    16,383

    5.0

    17,986

    5.5

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    571

    0.1

    15,463

    1.4

    1,077,100

    NON U.S.

     

    16,574

    1.5

    13,347

    1.2

     
     

    18

    17,145

    1.6

    28,810

    2.7

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,378

    11.2

    0

    0.0

    38,975

    NON U.S.

     

    1,903

    4.9

    0

    0.0

     
     

    5

    6,281

    16.1

    0

    0.0