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December Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 12/6/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    10,190

    2.3

    10,502

    2.4

    436,214

    NON U.S.

    11

    21,699

    5.0

    2,291

    0.5

     
     

    15

    31,889

    7.3

    12,793

    2.9

    CBT WHEAT-HRW

    U.S.

     

    8,320

    3.3

    7,616

    3.0

    255,892

    NON U.S.

     

    4,993

    2.0

    0

    0.0

     
     

    6

    13,313

    5.2

    7,616

    3.0

    CBT CORN

    U.S.

    4

    34,323

    2.8

    7,693

    0.6

    1,221,274

    NON U.S.

    11

    64,618

    5.3

    3,495

    0.3

     
     

    15

    98,941

    8.1

    11,188

    0.9

    CBT SOYBEANS

    U.S.

    4

    19,200

    2.6

    4,447

    0.6

    736,998

    NON U.S.

    11

    33,306

    4.5

    1,907

    0.3

     
     

    15

    52,506

    7.1

    6,354

    0.9

    CBT SOYBEAN OIL

    U.S.

     

    11,681

    2.7

    2,688

    0.6

    434,653

    NON U.S.

     

    17,209

    4.0

    1,827

    0.4

     
     

    10

    28,890

    6.6

    4,515

    1.0

    CBT U.S. TREASURY BONDS

    U.S.

     

    3,526

    0.6

    869

    0.2

    575,948

    NON U.S.

     

    3,165

    0.5

    670

    0.1

     
     

    8

    6,691

    1.2

    1,539

    0.3

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,258

    4.2

    695

    1.3

    53,373

    NON U.S.

     

    878

    1.6

    672

    1.3

     
     

    5

    3,136

    5.9

    1,367

    2.6

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    16,325

    4.0

    1,162

    0.3

    410,034

    NON U.S.

    5

    17,735

    4.3

    199

    0.0

     
     

    9

    34,060

    8.3

    1,361

    0.3

    NYME GULF COAST ULSD SWAP

    U.S.

     

    0

    0.0

    683

    18.0

    3,784

    NON U.S.

     

    180

    4.8

    712

    18.8

     
     

    5

    180

    4.8

    1,395

    36.9

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,367

    3.0

    329

    0.7

    45,855

    NON U.S.

     

    4,102

    8.9

    63

    0.1

     
     

    8

    5,469

    11.9

    392

    0.9

    NYME EIA FLAT TAX ON HIGHWAY DIESEL

    U.S.

     

    809

    20.1

    0

    0.0

    4,023

    NON U.S.

     

    616

    15.3

    96

    2.4

     
     

    5

    1,425

    35.4

    96

    2.4

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    20,717

    0.4

    1,283,616

    26.3

    4,889,458

    NON U.S.

    8

    34,876

    0.7

    717,797

    14.7

     
     

    12

    55,593

    1.1

    2,001,413

    40.9

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    18,519

    8.6

    14,981

    7.0

    214,638

    NON U.S.

     

    21,441

    10.0

    1,108

    0.5

     
     

    8

    39,960

    18.6

    16,089

    7.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    606

    0.4

    28,749

    19.7

    146,200

    NON U.S.

     

    2,207

    1.5

    24,407

    16.7

     
     

    6

    2,813

    1.9

    53,156

    36.4

    IFED AECO FIN BASIS

    U.S.

     

    18,338

    2.1

    2,794

    0.3

    867,002

    NON U.S.

     

    25,788

    3.0

    584,999

    67.5

     
     

    9

    44,126

    5.1

    587,793

    67.8

    IFED CHICAGO FIN BASIS

    U.S.

     

    11,770

    3.3

    15,272

    4.2

    359,477

    NON U.S.

     

    305

    0.1

    63,117

    17.6

     
     

    9

    12,075

    3.4

    78,389

    21.8

    IFED HSC FIN BASIS

    U.S.

     

    19,632

    7.4

    31,801

    12.0

    265,583

    NON U.S.

     

    5,031

    1.9

    16,659

    6.3

     
     

    7

    24,663

    9.3

    48,460

    18.2

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

    U.S.

     

    23,839

    15.7

    5,636

    3.7

    152,296

    NON U.S.

     

    214

    0.1

    7,578

    5.0

     
     

    5

    24,053

    15.8

    13,214

    8.7

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,094

    0.3

    75,860

    18.0

    422,055

    NON U.S.

     

    13,638

    3.2

    9,337

    2.2

     
     

    5

    14,732

    3.5

    85,197

    20.2

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    7,887

    8.5

    720

    0.8

    93,264

    NON U.S.

     

    6,636

    7.1

    0

    0.0

     
     

    5

    14,523

    15.6

    720

    0.8

    NYME NATURAL GAS

    U.S.

    4

    42,480

    3.5

    41,795

    3.5

    1,200,726

    NON U.S.

    10

    45,361

    3.8

    37,340

    3.1

     
     

    14

    87,841

    7.3

    79,135

    6.6

    NYME PERMIAN BASIS SWAP

    U.S.

     

    642

    3.1

    1,604

    7.8

    20,476

    NON U.S.

     

    1,975

    9.6

    3,278

    16.0

     
     

    5

    2,617

    12.8

    4,882

    23.8

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    1,888

    4.7

    2,523

    6.3

    39,946

    NON U.S.

     

    90

    0.2

    3,650

    9.1

     
     

    5

    1,978

    5.0

    6,173

    15.5

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,140

    10.8

    856

    4.3

    19,863

    NON U.S.

     

    4,676

    23.5

    7,869

    39.6

     
     

    5

    6,816

    34.3

    8,725

    43.9

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    10,360

    3.4

    41,274

    13.5

    306,524

    NON U.S.

     

    14,329

    4.7

    22,012

    7.2

     
     

    7

    24,689

    8.1

    63,286

    20.6

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    16,431

    14.9

    1,652

    1.5

    110,584

    NON U.S.

     

    12,991

    11.7

    2,395

    2.2

     
     

    7

    29,422

    26.6

    4,047

    3.7

    CBT SOYBEAN MEAL

    U.S.

     

    7,003

    2.0

    1,684

    0.5

    358,330

    NON U.S.

     

    31,269

    8.7

    62

    0.0

     
     

    12

    38,272

    10.7

    1,746

    0.5

    ICUS COTTON NO. 2

    U.S.

     

    5,987

    2.4

    655

    0.3

    251,402

    NON U.S.

     

    15,494

    6.2

    2,053

    0.8

     
     

    14

    21,481

    8.5

    2,708

    1.1

    NYME HENRY HUB BASIS SWAP

    U.S.

     

    0

    0.0

    4,200

    9.9

    42,448

    NON U.S.

     

    0

    0.0

    2,676

    6.3

     
     

    5

    0

    0.0

    6,876

    16.2

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    21.3

    7,068

    29.5

    23,945

    NON U.S.

     

    2,100

    8.8

    360

    1.5

     
     

    5

    7,210

    30.1

    7,428

    31.0

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,791

    5.1

    3,672

    5.0

    73,945

    NON U.S.

     

    6,326

    8.6

    53,224

    72.0

     
     

    6

    10,117

    13.7

    56,896

    76.9

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    7,221

    18.1

    0

    0.0

    39,816

    NON U.S.

     

    2,460

    6.2

    9,514

    23.9

     
     

    5

    9,681

    24.3

    9,514

    23.9

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    8,617

    21.9

    2,190

    5.6

    39,271

    NON U.S.

     

    997

    2.5

    8,529

    21.7

     
     

    5

    9,614

    24.5

    10,719

    27.3

    NYME HENRY HUB SWAP

    U.S.

     

    14,317

    1.0

    338,963

    24.9

    1,364,018

    NON U.S.

     

    47,787

    3.5

    447,569

    32.8

     
     

    10

    62,104

    4.6

    786,532

    57.7

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    19,324

    6.5

    11,591

    3.9

    297,504

    NON U.S.

     

    80,669

    27.1

    5,246

    1.8

     
     

    10

    99,993

    33.6

    16,837

    5.7

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    4

    7,941

    0.7

    6,568

    0.6

    1,162,331

    NON U.S.

    14

    8,001

    0.7

    21,607

    1.9

     
     

    18

    15,942

    1.4

    28,175

    2.4

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    45,171

    1.5

    35,318

    1.2

    2,973,876

    NON U.S.

    26

    12,274

    0.4

    143,283

    4.8

     
     

    33

    57,445

    1.9

    178,601

    6.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    14,206

    0.5

    21,923

    0.8

    2,844,573

    NON U.S.

    17

    39,986

    1.4

    69,701

    2.5

     
     

    22

    54,192

    1.9

    91,624

    3.2

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    131,758

    14.9

    107,865

    12.2

    885,668

    NON U.S.

    20

    78,549

    8.9

    49,643

    5.6

     
     

    27

    210,307

    23.7

    157,508

    17.8

    CME LEAN HOGS

    U.S.

     

    3,275

    1.6

    1,000

    0.5

    210,283

    NON U.S.

     

    11,881

    5.7

    453

    0.2

     
     

    10

    15,156

    7.2

    1,453

    0.7

    CME LIVE CATTLE

    U.S.

     

    3,474

    1.2

    746

    0.3

    283,740

    NON U.S.

     

    10,984

    3.9

    356

    0.1

     
     

    10

    14,458

    5.1

    1,102

    0.4

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,340

    1.0

    14,048

    10.3

    136,758

    NON U.S.

     

    448

    0.3

    2,680

    2.0

     
     

    7

    1,788

    1.3

    16,728

    12.2

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,483

    2.4

    3,656

    3.6

    102,842

    NON U.S.

     

    1,621

    1.6

    6,159

    6.0

     
     

    7

    4,104

    4.0

    9,815

    9.5

    NYME MT BELV NORM BUTANE OPIS

    U.S.

     

    59

    0.2

    1,576

    4.7

    33,182

    NON U.S.

     

    10

    0.0

    1,062

    3.2

     
     

    5

    69

    0.2

    2,638

    8.0

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    55

    0.3

    930

    5.8

    16,050

    NON U.S.

     

    5,961

    37.1

    0

    0.0

     
     

    5

    6,016

    37.5

    930

    5.8

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    141

    0.9

    269

    1.6

    16,385

    NON U.S.

     

    320

    2.0

    2,708

    16.5

     
     

    5

    461

    2.8

    2,977

    18.2

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    22,859

    4.1

    50,597

    9.0

    562,296

    NON U.S.

     

    3,749

    0.7

    2,475

    0.4

     
     

    15

    26,608

    4.7

    53,072

    9.4

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    627

    11.4

    852

    15.4

    5,524

    NON U.S.

     

    104

    1.9

    125

    2.3

     
     

    9

    731

    13.2

    977

    17.7

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    54,697

    2.6

    131,779

    6.3

    2,098,290

    NON U.S.

    19

    73,680

    3.5

    170,378

    8.1

     
     

    23

    128,377

    6.1

    302,157

    14.4

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    604

    0.5

    14,976

    13.1

    114,161

    NON U.S.

     

    10,150

    8.9

    22,085

    19.3

     
     

    9

    10,754

    9.4

    37,061

    32.5

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    5,792

    12.2

    47,540

    NON U.S.

     

    3,045

    6.4

    1,230

    2.6

     
     

    6

    3,045

    6.4

    7,022

    14.8

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,217

    9.7

    523

    4.2

    12,599

    NON U.S.

     

    1,067

    8.5

    1,628

    12.9

     
     

    8

    2,284

    18.1

    2,151

    17.1

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    180

    1.6

    660

    6.0

    10,955

    NON U.S.

     

    715

    6.5

    1,427

    13.0

     
     

    6

    895

    8.2

    2,087

    19.1

    ICUS COCOA

    U.S.

     

    4,333

    1.7

    5,482

    2.2

    253,550

    NON U.S.

     

    7,033

    2.8

    1,736

    0.7

     
     

    10

    11,366

    4.5

    7,218

    2.8

    NYME PALLADIUM

    U.S.

    4

    458

    1.7

    5,046

    18.3

    27,640

    NON U.S.

    14

    1,052

    3.8

    5,887

    21.3

     
     

    18

    1,510

    5.5

    10,933

    39.6

    NYME PLATINUM

    U.S.

    5

    0

    0.0

    9,509

    14.1

    67,342

    NON U.S.

    18

    2,597

    3.9

    9,286

    13.8

     
     

    23

    2,597

    3.9

    18,795

    27.9

    ICUS SUGAR NO. 11

    U.S.

     

    15,597

    1.9

    2,462

    0.3

    835,875

    NON U.S.

     

    38,667

    4.6

    18,210

    2.2

     
     

    14

    54,264

    6.5

    20,672

    2.5

    ICUS COFFEE C

    U.S.

    4

    6,376

    3.4

    469

    0.3

    185,690

    NON U.S.

    13

    8,490

    4.6

    3,949

    2.1

     
     

    17

    14,866

    8.0

    4,418

    2.4

    CMX SILVER

    U.S.

    5

    6,771

    4.2

    27,671

    17.4

    159,337

    NON U.S.

    21

    7,792

    4.9

    35,811

    22.5

     
     

    26

    14,563

    9.1

    63,482

    39.8

    CMX COPPER-GRADE #1

    U.S.

    4

    7,588

    3.2

    3

    0.00

    236,290

    NON U.S.

    13

    13,232

    5.6

    2,257

    1.0

     
     

    17

    20,820

    8.8

    2,260

    1.0

    CMX GOLD

    U.S.

    5

    10,429

    2.7

    51,990

    13.2

    393,524

    NON U.S.

    27

    19,753

    5.0

    57,831

    14.7

     
     

    32

    30,182

    7.7

    109,821

    27.9

    CME SWISS FRANC

    U.S.

     

    18,207

    27.8

    0

    0.0

    65,455

    NON U.S.

     

    1,636

    2.5

    829

    1.3

     
     

    5

    19,843

    30.3

    829

    1.3

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    4,415

    2.9

    151,640

    NON U.S.

     

    48,856

    32.2

    0

    0.0

     
     

    5

    48,856

    32.2

    4,415

    2.9

    CME BRITISH POUND STERLING

    U.S.

     

    8,613

    3.5

    2,727

    1.1

    243,671

    NON U.S.

     

    8,220

    3.4

    447

    0.2

     
     

    7

    16,833

    6.9

    3,174

    1.3

    CME JAPANESE YEN

    U.S.

     

    12,174

    5.2

    27,797

    11.8

    235,915

    NON U.S.

     

    10,469

    4.4

    1,970

    0.8

     
     

    8

    22,643

    9.6

    29,767

    12.6

    CME EURO FX

    U.S.

     

    8,339

    1.9

    90

    0.0

    433,237

    NON U.S.

     

    21,409

    4.9

    4,199

    1.0

     
     

    15

    29,748

    6.9

    4,289

    1.0

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,116

    2.1

    5,496

    1.4

    387,760

    NON U.S.

    8

    12,377

    3.2

    1,273

    0.3

     
     

    12

    20,493

    5.3

    6,769

    1.7

    E VIX FUTURES

    U.S.

     

    335

    0.1

    2,955

    0.7

    431,627

    NON U.S.

     

    63,964

    14.8

    2,198

    0.5

     
     

    7

    64,299

    14.9

    5,153

    1.2

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    438

    0.3

    2,462

    1.7

    142,266

    NON U.S.

     

    3,767

    2.6

    5,555

    3.9

     
     

    11

    4,205

    3.0

    8,017

    5.6

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,916,211

    22.9

    956,252

    7.5

    12,748,555

    NON U.S.

    35

    733,173

    5.8

    644,198

    5.1

     
     

    43

    3,649,384

    28.6

    1,600,450

    12.6

    CME S&P 500 STOCK INDEX

    U.S.

     

    2,413

    2.6

    0

    0.0

    92,138

    NON U.S.

     

    1,204

    1.3

    2,463

    2.7

     
     

    5

    3,617

    3.9

    2,463

    2.7

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    8,333

    0.3

    110,090

    3.6

    3,051,926

    NON U.S.

    16

    79,353

    2.6

    57,014

    1.9

     
     

    21

    87,686

    2.9

    167,104

    5.5

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    715

    0.3

    2,522

    1.0

    254,185

    NON U.S.

     

    4,945

    1.9

    7,308

    2.9

     
     

    12

    5,660

    2.2

    9,830

    3.9

    CME AUSTRALIAN DOLLAR

    U.S.

     

    400

    0.5

    2,879

    3.4

    84,900

    NON U.S.

     

    4,302

    5.1

    519

    0.6

     
     

    5

    4,702

    5.5

    3,398

    4.0

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    6

    2,055

    0.3

    10,507

    1.5

    691,904

    NON U.S.

    9

    2,055

    0.3

    7,761

    1.1

     
     

    15

    4,110

    0.6

    18,268

    2.6

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    381

    0.4

    1,095

    1.2

    88,361

    NON U.S.

     

    2,138

    2.4

    4,820

    5.5

     
     

    6

    2,519

    2.9

    5,915

    6.7

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    885

    0.4

    245

    0.1

    221,754

    NON U.S.

     

    6,669

    3.0

    4,110

    1.9

     
     

    7

    7,554

    3.4

    4,355

    2.0

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,914

    0.2

    424

    0.1

    834,985

    NON U.S.

    13

    14,212

    1.7

    39,515

    4.7

     
     

    17

    16,126

    1.9

    39,939

    4.8

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,592

    14.4

    0

    0.0

    31,939

    NON U.S.

     

    2,869

    9.0

    0

    0.0

     
     

    5

    7,461

    23.4

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,077

    11.5

    1,320

    7.3

    18,036

    NON U.S.

     

    1,964

    10.9

    324

    1.8

     
     

    6

    4,041

    22.4

    1,644

    9.1

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,195

    10.6

    1,480

    13.1

    11,278

    NON U.S.

     

    2,111

    18.7

    300

    2.7

     
     

    6

    3,306

    29.3

    1,780

    15.8

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    550

    2.6

    805

    3.9

    20,815

    NON U.S.

     

    270

    1.3

    128

    0.6

     
     

    5

    820

    3.9

    933

    4.5