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December Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 12/1/2015

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    4,975

    1.3

    969

    0.3

    370,858

    NON U.S.

     

    23,925

    6.5

    6,213

    1.7

     
     

    16

    28,900

    7.8

    7,182

    1.9

    CBT WHEAT-HRW

    U.S.

     

    3,414

    1.8

    2,520

    1.3

    193,267

    NON U.S.

     

    4,837

    2.5

    2,814

    1.5

     
     

    9

    8,251

    4.3

    5,334

    2.8

    CBT CORN

    U.S.

     

    37,888

    2.9

    17,689

    1.4

    1,300,942

    NON U.S.

     

    67,805

    5.2

    6,640

    0.5

     
     

    12

    105,693

    8.1

    24,329

    1.9

    CBT SOYBEANS

    U.S.

     

    6,574

    1.0

    6,396

    0.9

    688,485

    NON U.S.

     

    27,911

    4.1

    9,863

    1.4

     
     

    13

    34,485

    5.0

    16,259

    2.4

    CBT SOYBEAN OIL

    U.S.

     

    8,461

    1.9

    7,815

    1.8

    437,861

    NON U.S.

     

    19,532

    4.5

    1,560

    0.4

     
     

    9

    27,993

    6.4

    9,375

    2.1

    CBT U.S. TREASURY BONDS

    U.S.

     

    2,658

    0.5

    4,060

    0.8

    524,811

    NON U.S.

     

    0

    0.0

    2,372

    0.5

     
     

    5

    2,658

    0.5

    6,432

    1.2

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    3,598

    5.6

    1,374

    2.1

    64,604

    NON U.S.

     

    2,243

    3.5

    1,103

    1.7

     
     

    5

    5,841

    9.0

    2,477

    3.8

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    12,803

    3.7

    1,706

    0.5

    345,784

    NON U.S.

    4

    15,357

    4.4

    314

    0.1

     
     

    8

    28,160

    8.1

    2,020

    0.6

    NYME SING GASOIL SWAP

    U.S.

     

    215

    5.1

    308

    7.4

    4,185

    NON U.S.

     

    1,753

    41.9

    180

    4.3

     
     

    5

    1,968

    47.0

    488

    11.7

    NYME UP DOWN GC ULSD VS HO SPR SWAP

    U.S.

     

    1,609

    3.3

    3,293

    6.7

    49,057

    NON U.S.

     

    2,957

    6.0

    1,204

    2.5

     
     

    7

    4,566

    9.3

    4,497

    9.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    40,249

    1.1

    743,730

    19.4

    3,825,952

    NON U.S.

    7

    81,701

    2.1

    584,902

    15.3

     
     

    11

    121,950

    3.2

    1,328,632

    34.7

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    14,969

    3.9

    34,877

    9.0

    388,606

    NON U.S.

     

    17,136

    4.4

    6,888

    1.8

     
     

    9

    32,105

    8.3

    41,765

    10.7

    IFED SOCAL BORDER FIN BASIS

    U.S.

     

    7,086

    3.0

    2,377

    1.0

    239,186

    NON U.S.

     

    2,764

    1.2

    2,395

    1.0

     
     

    6

    9,850

    4.1

    4,772

    2.0

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    974

    0.4

    39,387

    17.8

    221,426

    NON U.S.

     

    2,245

    1.0

    61,945

    28.0

     
     

    9

    3,219

    1.5

    101,332

    45.8

    IFED AECO FIN BASIS

    U.S.

     

    13,991

    2.2

    3,769

    0.6

    627,799

    NON U.S.

     

    34,992

    5.6

    296,821

    47.3

     
     

    9

    48,983

    7.8

    300,590

    47.9

    IFED CHICAGO FIN BASIS

    U.S.

     

    2,441

    0.8

    14,676

    4.5

    322,705

    NON U.S.

     

    123

    0.0

    57,590

    17.8

     
     

    9

    2,564

    0.8

    72,266

    22.4

    IFED HSC FIN BASIS

    U.S.

     

    1,634

    0.7

    16,151

    6.5

    248,697

    NON U.S.

     

    24,334

    9.8

    25,442

    10.2

     
     

    7

    25,968

    10.4

    41,593

    16.7

    IFED WAHA FIN BASIS

    U.S.

     

    571

    0.5

    11,429

    10.6

    108,106

    NON U.S.

     

    0

    0.0

    21,803

    20.2

     
     

    6

    571

    0.5

    33,232

    30.7

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    0

    0.0

    5,286

    6.8

    78,311

    NON U.S.

     

    327

    0.4

    13,269

    16.9

     
     

    5

    327

    0.4

    18,555

    23.7

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

    U.S.

     

    17,799

    10.0

    15,046

    8.5

    177,207

    NON U.S.

     

    13,654

    7.7

    11,696

    6.6

     
     

    6

    31,453

    17.7

    26,742

    15.1

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    759

    0.2

    48,129

    13.6

    354,523

    NON U.S.

     

    28,659

    8.1

    40,365

    11.4

     
     

    8

    29,418

    8.3

    88,494

    25.0

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

    U.S.

     

    2,834

    4.1

    5,784

    8.3

    69,867

    NON U.S.

     

    2,746

    3.9

    17,219

    24.6

     
     

    6

    5,580

    8.0

    23,003

    32.9

    IFED NATURAL GAS PIPELINE, TEXOK (BASIS)

    U.S.

     

    9,129

    8.5

    5,812

    5.4

    106,813

    NON U.S.

     

    978

    0.9

    10,184

    9.5

     
     

    5

    10,107

    9.5

    15,996

    15.0

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,565

    1.0

    11,436

    7.1

    160,514

    NON U.S.

     

    3,995

    2.5

    18,494

    11.5

     
     

    6

    5,560

    3.5

    29,930

    18.6

    IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)

    U.S.

     

    0

    0.0

    8,574

    4.4

    195,785

    NON U.S.

     

    6,970

    3.6

    9,448

    4.8

     
     

    5

    6,970

    3.6

    18,022

    9.2

    NYME NATURAL GAS

    U.S.

    4

    32,657

    3.2

    14,539

    1.4

    1,005,820

    NON U.S.

    9

    45,927

    4.6

    18,252

    1.8

     
     

    13

    78,584

    7.8

    32,791

    3.3

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,828

    3.7

    34,806

    11.0

    316,990

    NON U.S.

     

    14,631

    4.6

    25,896

    8.2

     
     

    7

    26,459

    8.3

    60,702

    19.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    5,077

    5.4

    3,224

    3.5

    93,274

    NON U.S.

     

    6,350

    6.8

    2,555

    2.7

     
     

    5

    11,427

    12.3

    5,779

    6.2

    CBT SOYBEAN MEAL

    U.S.

     

    5,174

    1.2

    6,264

    1.5

    418,708

    NON U.S.

     

    19,406

    4.6

    2,121

    0.5

     
     

    12

    24,580

    5.9

    8,385

    2.0

    ICUS COTTON NO. 2

    U.S.

     

    3,935

    2.2

    119

    0.1

    180,779

    NON U.S.

     

    14,294

    7.9

    1,711

    0.9

     
     

    13

    18,229

    10.1

    1,830

    1.0

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    2,646

    4.8

    4,977

    9.0

    55,123

    NON U.S.

     

    5,172

    9.4

    31,598

    57.3

     
     

    6

    7,818

    14.2

    36,575

    66.4

    NYME HENRY HUB SWAP

    U.S.

     

    30,154

    2.0

    339,506

    22.9

    1,483,771

    NON U.S.

     

    31,820

    2.1

    423,129

    28.5

     
     

    11

    61,974

    4.2

    762,635

    51.4

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    41,086

    11.7

    14,074

    4.0

    350,368

    NON U.S.

     

    59,297

    16.9

    12,432

    3.5

     
     

    10

    100,383

    28.7

    26,506

    7.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    4,343

    0.4

    16,471

    1.7

    983,589

    NON U.S.

    11

    7,585

    0.8

    21,586

    2.2

     
     

    17

    11,928

    1.2

    38,057

    3.9

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    22,381

    0.8

    14,746

    0.5

    2,780,808

    NON U.S.

    13

    8,558

    0.3

    57,233

    2.1

     
     

    19

    30,939

    1.1

    71,979

    2.6

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    11,675

    0.5

    16,277

    0.6

    2,508,295

    NON U.S.

    16

    16,887

    0.7

    46,327

    1.8

     
     

    20

    28,562

    1.1

    62,604

    2.5

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    96,518

    14.6

    88,087

    13.3

    662,350

    NON U.S.

    17

    14,664

    2.2

    29,459

    4.4

     
     

    22

    111,182

    16.8

    117,546

    17.7

    CME LEAN HOGS

    U.S.

     

    1,760

    0.9

    1,150

    0.6

    195,714

    NON U.S.

     

    11,055

    5.6

    1,137

    0.6

     
     

    12

    12,815

    6.5

    2,287

    1.2

    CME LIVE CATTLE

    U.S.

     

    1,402

    0.5

    460

    0.2

    274,364

    NON U.S.

     

    11,089

    4.0

    800

    0.3

     
     

    7

    12,491

    4.6

    1,260

    0.5

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    632

    2.7

    5,038

    21.3

    23,647

    NON U.S.

     

    465

    2.0

    240

    1.0

     
     

    5

    1,097

    4.6

    5,278

    22.3

    NYME MT BELVIEU PROPANE (OPIS) SWAP

    U.S.

     

    2,646

    2.9

    5,550

    6.1

    90,930

    NON U.S.

     

    1,409

    1.5

    2,661

    2.9

     
     

    5

    4,055

    4.5

    8,211

    9.0

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    11,405

    2.9

    37,900

    9.7

    391,436

    NON U.S.

     

    10,672

    2.7

    5,835

    1.5

     
     

    19

    22,077

    5.6

    43,735

    11.2

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,633

    16.8

    2,002

    20.6

    9,727

    NON U.S.

     

    2,521

    25.9

    353

    3.6

     
     

    12

    4,154

    42.7

    2,355

    24.2

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,800

    5.4

    1,965

    2.8

    70,577

    NON U.S.

     

    210

    0.3

    6,983

    9.9

     
     

    7

    4,010

    5.7

    8,948

    12.7

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    85

    0.3

    3,322

    10.2

    32,635

    NON U.S.

     

    0

    0.0

    10,242

    31.4

     
     

    5

    85

    0.3

    13,564

    41.6

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    23,625

    1.4

    109,455

    6.6

    1,661,176

    NON U.S.

    15

    88,149

    5.3

    153,616

    9.2

     
     

    19

    111,774

    6.7

    263,071

    15.8

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,563

    1.3

    15,357

    12.4

    124,269

    NON U.S.

     

    6,313

    5.1

    29,752

    23.9

     
     

    9

    7,876

    6.3

    45,109

    36.3

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    8

    0.1

    3

    0.0

    7,733

    NON U.S.

     

    5,301

    68.6

    0

    0.0

     
     

    5

    5,309

    68.7

    3

    0.0

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    12,661

    12.3

    102,719

    NON U.S.

     

    180

    0.2

    8,361

    8.1

     
     

    7

    180

    0.2

    21,022

    20.5

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    308

    1.6

    3,434

    17.9

    19,200

    NON U.S.

     

    1,832

    9.5

    2,557

    13.3

     
     

    10

    2,140

    11.1

    5,991

    31.2

    ICUS COCOA

    U.S.

     

    1,809

    0.7

    358

    0.1

    246,943

    NON U.S.

     

    5,603

    2.3

    4,006

    1.6

     
     

    8

    7,412

    3.0

    4,364

    1.8

    NYME PALLADIUM

    U.S.

    4

    525

    2.0

    3,764

    14.0

    26,853

    NON U.S.

    16

    2,238

    8.3

    4,001

    14.9

     
     

    20

    2,763

    10.3

    7,765

    28.9

    NYME PLATINUM

    U.S.

    4

    30

    0.0

    6,915

    9.1

    76,282

    NON U.S.

    16

    3,010

    3.9

    8,909

    11.7

     
     

    20

    3,040

    4.0

    15,824

    20.7

    ICUS SUGAR NO. 11

    U.S.

     

    14,836

    1.7

    1,367

    0.2

    863,941

    NON U.S.

     

    51,889

    6.0

    11,933

    1.4

     
     

    12

    66,725

    7.7

    13,300

    1.5

    ICUS COFFEE C

    U.S.

     

    1,979

    1.1

    1,199

    0.7

    172,338

    NON U.S.

     

    10,797

    6.3

    2,747

    1.6

     
     

    16

    12,776

    7.4

    3,946

    2.3

    CMX SILVER

    U.S.

    4

    4,088

    2.5

    20,831

    12.8

    163,286

    NON U.S.

    13

    11,877

    7.3

    26,304

    16.1

     
     

    17

    15,965

    9.8

    47,135

    28.9

    CMX COPPER-GRADE #1

    U.S.

    4

    5,902

    3.3

    3

    0.00

    180,517

    NON U.S.

    10

    13,826

    7.7

    1,490

    0.8

     
     

    14

    19,728

    10.9

    1,493

    0.8

    CMX GOLD

    U.S.

    5

    9,613

    2.5

    42,866

    11.0

    390,940

    NON U.S.

    19

    39,407

    10.1

    36,911

    9.4

     
     

    24

    49,020

    12.5

    79,777

    20.4

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.6

    3,100

    7.4

    41,692

    NON U.S.

     

    26,310

    63.1

    20,146

    48.3

     
     

    6

    26,545

    63.7

    23,246

    55.8

    CME CANADIAN DOLLAR

    U.S.

     

    13,783

    9.5

    261

    0.2

    145,547

    NON U.S.

     

    1,198

    0.8

    1,090

    0.7

     
     

    5

    14,981

    10.3

    1,351

    0.9

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    25,878

    13.9

    186,826

    NON U.S.

     

    57,310

    30.7

    8,738

    4.7

     
     

    5

    57,310

    30.7

    34,616

    18.5

    CME BRITISH POUND STERLING

    U.S.

     

    28,951

    15.4

    1,027

    0.5

    187,628

    NON U.S.

     

    3,990

    2.1

    1,894

    1.0

     
     

    6

    32,941

    17.6

    2,921

    1.6

    CME JAPANESE YEN

    U.S.

     

    37,845

    14.9

    0

    0.0

    253,505

    NON U.S.

     

    6,479

    2.6

    3,950

    1.6

     
     

    8

    44,324

    17.5

    3,950

    1.6

    CME EURO FX

    U.S.

     

    48,323

    10.4

    4,583

    1.0

    462,447

    NON U.S.

     

    43,001

    9.3

    5,927

    1.3

     
     

    17

    91,324

    19.7

    10,510

    2.3

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    6,643

    1.8

    7,936

    2.2

    363,376

    NON U.S.

    7

    10,767

    3.0

    990

    0.3

     
     

    11

    17,410

    4.8

    8,926

    2.5

    NYME RBOB CALENDAR SWAP

    U.S.

     

    124

    1.0

    771

    6.3

    12,202

    NON U.S.

     

    139

    1.1

    211

    1.7

     
     

    5

    263

    2.2

    982

    8.0

    NYME MINI EUROBOB GAS OXY NWE

    U.S.

     

    40

    0.8

    193

    3.8

    5,064

    NON U.S.

     

    105

    2.1

    50

    1.0

     
     

    5

    145

    2.9

    243

    4.8

    E VIX FUTURES

    U.S.

     

    3,297

    1.1

    1,076

    0.3

    312,156

    NON U.S.

     

    21,365

    6.8

    979

    0.3

     
     

    8

    24,662

    7.9

    2,055

    0.7

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    2,425

    2.3

    316

    0.3

    106,807

    NON U.S.

    5

    3,941

    3.7

    9,564

    9.0

     
     

    9

    6,366

    6.0

    9,880

    9.3

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,368,945

    20.8

    942,014

    8.3

    11,377,628

    NON U.S.

    35

    687,398

    6.0

    690,153

    6.1

     
     

    43

    3,056,343

    26.9

    1,632,167

    14.3

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    4

    14,525

    0.5

    24,311

    0.8

    2,906,354

    NON U.S.

    20

    61,475

    2.1

    57,879

    2.0

     
     

    24

    76,000

    2.6

    82,190

    2.8

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    2,138

    0.6

    711

    0.2

    346,572

    NON U.S.

    12

    4,672

    1.3

    22,386

    6.5

     
     

    16

    6,810

    2.0

    23,097

    6.7

    CME AUSTRALIAN DOLLAR

    U.S.

     

    12,045

    7.8

    12

    0.00

    154,800

    NON U.S.

     

    9,839

    6.4

    742

    0.5

     
     

    7

    21,884

    14.1

    754

    0.5

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    300

    0.1

    2,648

    0.7

    397,933

    NON U.S.

     

    3,454

    0.9

    459

    0.1

     
     

    9

    3,754

    0.9

    3,107

    0.8

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    621

    0.6

    97,519

    NON U.S.

     

    5,002

    5.1

    1,302

    1.3

     
     

    10

    5,002

    5.1

    1,923

    2.0

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    726

    0.4

    260

    0.2

    169,266

    NON U.S.

     

    7,075

    4.2

    4,792

    2.8

     
     

    7

    7,801

    4.6

    5,052

    3.0

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,243

    0.3

    424

    0.1

    442,707

    NON U.S.

    13

    18,089

    4.1

    21,546

    4.9

     
     

    17

    19,332

    4.4

    21,970

    5.0

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    509

    36.6

    258

    18.5

    1,391

    NON U.S.

     

    130

    9.3

    258

    18.5

     
     

    5

    639

    45.9

    516

    37.1

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,559

    13.6

    0

    0.0

    33,570

    NON U.S.

     

    3,442

    10.3

    120

    0.4

     
     

    6

    8,001

    23.8

    120

    0.4

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    638

    4.2

    2,589

    17.2

    15,096

    NON U.S.

     

    3,363

    22.3

    572

    3.8

     
     

    7

    4,001

    26.5

    3,161

    20.9

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    491

    3.5

    608

    4.3

    14,085

    NON U.S.

     

    2,495

    17.7

    948

    6.7

     
     

    6

    2,986

    21.2

    1,556

    11.0