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December Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 12/3/2013

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT

    U.S.

     

    16,134

    4.2

    2,797

    0.7

    386,676

    NON U.S.

     

    7,718

    2.0

    5,627

    1.5

     
     

    11

    23,852

    6.2

    8,424

    2.2

    KCBT WHEAT

    U.S.

     

    6,555

    4.5

    0

    0.0

    146,885

    NON U.S.

     

    2,841

    1.9

    432

    0.3

     
     

    5

    9,396

    6.4

    432

    0.3

    CBT CORN

    U.S.

     

    49,823

    4.2

    307

    0.0

    1,199,036

    NON U.S.

     

    13,949

    1.2

    3,219

    0.3

     
     

    11

    63,772

    5.3

    3,526

    0.3

    CBT SOYBEANS

    U.S.

     

    17,531

    2.8

    4,988

    0.8

    617,952

    NON U.S.

     

    9,728

    1.6

    5,247

    0.8

     
     

    13

    27,259

    4.4

    10,235

    1.7

    CBT SOYBEAN OIL

    U.S.

     

    10,528

    3.1

    265

    0.1

    343,677

    NON U.S.

     

    3,693

    1.1

    559

    0.2

     
     

    6

    14,221

    4.1

    824

    0.2

    CBT U.S. TREASURY BONDS

    U.S.

     

    3,284

    0.5

    3,154

    0.4

    710,746

    NON U.S.

     

    0

    0.0

    6,605

    0.9

     
     

    6

    3,284

    0.5

    9,759

    1.4

    NYME MINI EUR 3.5%FOIL RTD CAL SWAP

    U.S.

     

    1,587

    16.9

    92

    1.0

    9,402

    NON U.S.

     

    515

    5.5

    393

    4.2

     
     

    5

    2,102

    22.4

    485

    5.2

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    18,972

    6.6

    2,268

    0.8

    289,308

    NON U.S.

     

    4,246

    1.5

    265

    0.1

     
     

    5

    23,218

    8.0

    2,533

    0.9

    NYME GULF COAST ULSD SWAP

    U.S.

     

    378

    4.4

    637

    7.4

    8,608

    NON U.S.

     

    8

    0.1

    556

    6.5

     
     

    5

    386

    4.5

    1,193

    13.9

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

     

    73,365

    1.4

    566,428

    10.9

    5,189,341

    NON U.S.

     

    31,729

    0.6

    428,761

    8.3

     
     

    10

    105,094

    2.0

    995,189

    19.2

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    179,786

    27.1

    34,487

    5.2

    663,044

    NON U.S.

     

    37,329

    5.6

    5,592

    0.8

     
     

    9

    217,115

    32.7

    40,079

    6.0

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    530

    0.2

    6,489

    2.9

    222,858

    NON U.S.

     

    7,850

    3.5

    17,551

    7.9

     
     

    7

    8,380

    3.8

    24,040

    10.8

    IFED AECO FIN BASIS

    U.S.

     

    2,440

    0.3

    1,039

    0.1

    708,927

    NON U.S.

     

    42,284

    6.0

    309,985

    43.7

     
     

    9

    44,724

    6.3

    311,024

    43.9

    IFED HSC FIN BASIS

    U.S.

     

    0

    0.0

    22,626

    8.7

    259,872

    NON U.S.

     

    2,073

    0.8

    16,604

    6.4

     
     

    6

    2,073

    0.8

    39,230

    15.1

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

    U.S.

     

    730

    0.4

    17,149

    10.2

    167,864

    NON U.S.

     

    0

    0.0

    17,746

    10.6

     
     

    5

    730

    0.4

    34,895

    20.8

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    0

    0.0

    35,590

    11.5

    308,995

    NON U.S.

     

    18,628

    6.0

    4,212

    1.4

     
     

    5

    18,628

    6.0

    39,802

    12.9

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    4,066

    1.4

    22,433

    7.6

    295,725

    NON U.S.

     

    1,246

    0.4

    22,246

    7.5

     
     

    5

    5,312

    1.8

    44,679

    15.1

    NYME NATURAL GAS

    U.S.

     

    28,679

    2.3

    15,663

    1.2

    1,267,787

    NON U.S.

     

    27,444

    2.2

    858

    0.1

     
     

    10

    56,123

    4.4

    16,521

    1.3

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    21,440

    5.4

    36,340

    9.1

    399,758

    NON U.S.

     

    2,166

    0.5

    8,016

    2.0

     
     

    6

    23,606

    5.9

    44,356

    11.1

    CBT SOYBEAN MEAL

    U.S.

     

    7,475

    2.7

    2,824

    1.0

    272,138

    NON U.S.

     

    11,565

    4.2

    3,713

    1.4

     
     

    10

    19,040

    7.0

    6,537

    2.4

    ICUS COTTON NO. 2

    U.S.

     

    9,616

    6.1

    0

    0.0

    156,967

    NON U.S.

     

    4,715

    3.0

    2,271

    1.4

     
     

    11

    14,331

    9.1

    2,271

    1.4

    NYME HENRY HUB SWAP

    U.S.

     

    71,635

    3.0

    274,556

    11.4

    2,408,686

    NON U.S.

     

    20,833

    0.9

    184,596

    7.7

     
     

    10

    92,468

    3.8

    459,152

    19.1

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    42,370

    5.5

    36,443

    4.7

    767,934

    NON U.S.

     

    44,009

    5.7

    6,154

    0.8

     
     

    9

    86,379

    11.2

    42,597

    5.5

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    35,308

    3.5

    25,518

    2.5

    1,001,894

    NON U.S.

    12

    2,920

    0.3

    29,629

    3.0

     
     

    17

    38,228

    3.8

    55,147

    5.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    27,358

    1.1

    53,220

    2.2

    2,459,449

    NON U.S.

    17

    38,039

    1.5

    78,976

    3.2

     
     

    24

    65,397

    2.7

    132,196

    5.4

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    89,666

    4.6

    26,084

    1.3

    1,959,228

    NON U.S.

    9

    23,116

    1.2

    34,080

    1.7

     
     

    14

    112,782

    5.8

    60,164

    3.1

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    15,595

    5.9

    27,413

    10.4

    264,394

    NON U.S.

    11

    13,723

    5.2

    23,328

    8.8

     
     

    16

    29,318

    11.1

    50,741

    19.2

    CME LEAN HOGS

    U.S.

     

    6,354

    2.3

    214

    0.1

    275,784

    NON U.S.

     

    4,752

    1.7

    302

    0.1

     
     

    6

    11,106

    4.0

    516

    0.2

    CME LIVE CATTLE

    U.S.

     

    8,938

    2.6

    621

    0.2

    339,909

    NON U.S.

     

    5,195

    1.5

    133

    0.0

     
     

    7

    14,133

    4.2

    754

    0.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    37,487

    2.3

    165,054

    10.0

    1,645,686

    NON U.S.

     

    16,891

    1.0

    235,325

    14.3

     
     

    16

    54,378

    3.3

    400,379

    24.3

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    11,406

    7.6

    34,433

    23.0

    149,954

    NON U.S.

     

    10,441

    7.0

    23,939

    16.0

     
     

    12

    21,847

    14.6

    58,372

    38.9

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    1,076

    22.9

    36

    0.8

    4,695

    NON U.S.

     

    630

    13.4

    216

    4.6

     
     

    5

    1,706

    36.3

    252

    5.4

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    1,425

    1.5

    6,410

    6.8

    94,335

    NON U.S.

     

    348

    0.4

    4,870

    5.2

     
     

    6

    1,773

    1.9

    11,280

    12.0

    NYME DATED TO FRONTLINE BRENT SWAP

    U.S.

     

    660

    6.7

    585

    6.0

    9,825

    NON U.S.

     

    1,458

    14.8

    739

    7.5

     
     

    5

    2,118

    21.6

    1,324

    13.5

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    4,826

    11.5

    4,165

    9.9

    41,932

    NON U.S.

     

    4,062

    9.7

    4,209

    10.0

     
     

    12

    8,888

    21.2

    8,374

    20.0

    ICUS COCOA

    U.S.

     

    4,740

    2.2

    358

    0.2

    220,371

    NON U.S.

     

    2,773

    1.3

    4,391

    2.0

     
     

    8

    7,513

    3.4

    4,749

    2.2

    NYME PALLADIUM

    U.S.

     

    122

    0.3

    10,937

    30.9

    35,385

    NON U.S.

     

    1,403

    4.0

    4,720

    13.3

     
     

    15

    1,525

    4.3

    15,657

    44.2

    NYME PLATINUM

    U.S.

    4

    264

    0.4

    11,466

    18.7

    61,351

    NON U.S.

    14

    2,355

    3.8

    4,120

    6.7

     
     

    18

    2,619

    4.3

    15,586

    25.4

    ICUS SUGAR NO. 11

    U.S.

     

    36,886

    4.8

    437

    0.1

    769,550

    NON U.S.

     

    20,597

    2.7

    7,949

    1.0

     
     

    10

    57,483

    7.5

    8,386

    1.1

    ICUS COFFEE C

    U.S.

     

    7,099

    4.8

    0

    0.0

    147,610

    NON U.S.

     

    3,114

    2.1

    1,393

    0.9

     
     

    14

    10,213

    6.9

    1,393

    0.9

    CMX SILVER

    U.S.

     

    4,379

    3.3

    18,018

    13.5

    133,109

    NON U.S.

     

    9,293

    7.0

    21,290

    16.0

     
     

    14

    13,672

    10.3

    39,308

    29.5

    CMX COPPER-GRADE #1

    U.S.

     

    14,164

    8.9

    1,031

    0.6

    160,042

    NON U.S.

     

    2,496

    1.6

    1,523

    1.0

     
     

    12

    16,660

    10.4

    2,554

    1.6

    CMX GOLD

    U.S.

    4

    71,897

    18.6

    14,489

    3.7

    386,436

    NON U.S.

    18

    25,508

    6.6

    39,547

    10.2

     
     

    22

    97,405

    25.2

    54,036

    14.0

    CME RUSSIAN RUBLE

    U.S.

     

    6,271

    15.6

    2,335

    5.8

    40,200

    NON U.S.

     

    15,733

    39.1

    17,016

    42.3

     
     

    8

    22,004

    54.7

    19,351

    48.1

    CME CANADIAN DOLLAR

    U.S.

     

    8,624

    5.9

    4,264

    2.9

    145,767

    NON U.S.

     

    0

    0.0

    1,692

    1.2

     
     

    7

    8,624

    5.9

    5,956

    4.1

    CME SWISS FRANC

    U.S.

     

    1,089

    2.4

    2,832

    6.2

    45,862

    NON U.S.

     

    443

    1.0

    7,437

    16.2

     
     

    7

    1,532

    3.3

    10,269

    22.4

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    4,890

    4.0

    121,461

    NON U.S.

     

    41,723

    34.4

    98

    0.1

     
     

    6

    41,723

    34.4

    4,988

    4.1

    CME BRITISH POUND STERLING

    U.S.

    5

    1,674

    0.7

    18,777

    7.8

    239,371

    NON U.S.

    7

    12,487

    5.2

    12,295

    5.1

     
     

    12

    14,161

    5.9

    31,072

    13.0

    CME JAPANESE YEN

    U.S.

    4

    27,430

    11.2

    115

    0.0

    245,167

    NON U.S.

    6

    3,193

    1.3

    2,136

    0.9

     
     

    10

    30,623

    12.5

    2,251

    0.9

    CME EURO FX

    U.S.

    4

    6,053

    2.4

    5,798

    2.3

    253,653

    NON U.S.

    14

    8,012

    3.2

    4,522

    1.8

     
     

    18

    14,065

    5.5

    10,320

    4.1

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    8,838

    3.9

    308

    0.1

    228,764

    NON U.S.

     

    2,924

    1.3

    374

    0.2

     
     

    7

    11,762

    5.1

    682

    0.3

    E VIX FUTURES

    U.S.

     

    5,384

    1.4

    943

    0.2

    381,272

    NON U.S.

     

    974

    0.3

    1,051

    0.3

     
     

    6

    6,358

    1.7

    1,994

    0.5

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    4,642

    3.2

    0

    0.0

    143,337

    NON U.S.

     

    4,530

    3.2

    3,459

    2.4

     
     

    7

    9,172

    6.4

    3,459

    2.4

    CME 3-MONTH EURODOLLARS

    U.S.

    11

    966,725

    9.2

    908,620

    8.6

    10,534,798

    NON U.S.

    27

    574,667

    5.5

    1,198,321

    11.4

     
     

    38

    1,541,392

    14.6

    2,106,941

    20.0

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    7

    57,985

    2.0

    13,787

    0.5

    2,917,291

    NON U.S.

    28

    32,042

    1.1

    57,688

    2.0

     
     

    35

    90,027

    3.1

    71,475

    2.5

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    1,520

    0.4

    4,879

    1.1

    429,079

    NON U.S.

    11

    5,168

    1.2

    7,288

    1.7

     
     

    15

    6,688

    1.6

    12,167

    2.8

    CME AUSTRALIAN DOLLAR

    U.S.

     

    14,100

    11.6

    3,196

    2.6

    121,078

    NON U.S.

     

    947

    0.8

    0

    0.0

     
     

    6

    15,047

    12.4

    3,196

    2.6

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    5,686

    1.5

    2,826

    0.8

    369,613

    NON U.S.

    4

    5,606

    1.5

    0

    0.0

     
     

    9

    11,292

    3.1

    2,826

    0.8

    CME NIKKEI STOCK AVERAGE

    U.S.

     

    207

    0.3

    207

    0.3

    71,237

    NON U.S.

     

    2,638

    3.7

    3,436

    4.8

     
     

    5

    2,845

    4.0

    3,643

    5.1

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    1,434

    1.4

    2,206

    2.2

    100,627

    NON U.S.

     

    4,343

    4.3

    321

    0.3

     
     

    11

    5,777

    5.7

    2,527

    2.5

    NYL MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    1,810

    0.7

    424

    0.2

    247,916

    NON U.S.

     

    9,072

    3.7

    6,549

    2.6

     
     

    16

    10,882

    4.4

    6,973

    2.8

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,002

    7.3

    1,300

    4.7

    27,538

    NON U.S.

     

    2,627

    9.5

    605

    2.2

     
     

    8

    4,629

    16.8

    1,905

    6.9

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    875

    3.5

    632

    2.5

    25,187

    NON U.S.

     

    116

    0.5

    523

    2.1

     
     

    5

    991

    3.9

    1,155

    4.6