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December Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 12/5/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    6,414

    1.3

    4,403

    0.9

    495,710

    NON U.S.

     

    31,595

    6.4

    2,888

    0.6

     
     

    16

    38,009

    7.7

    7,291

    1.5

    CBT WHEAT-HRW

    U.S.

     

    3,794

    1.2

    1,764

    0.6

    312,714

    NON U.S.

     

    11,192

    3.6

    591

    0.2

     
     

    8

    14,986

    4.8

    2,355

    0.8

    CBT CORN

    U.S.

    4

    15,268

    1.0

    30,338

    2.0

    1,484,205

    NON U.S.

    12

    67,028

    4.5

    3,439

    0.2

     
     

    16

    82,296

    5.5

    33,777

    2.3

    CBT SOYBEANS

    U.S.

     

    8,328

    1.1

    3,150

    0.4

    769,361

    NON U.S.

     

    24,643

    3.2

    8,059

    1.0

     
     

    12

    32,971

    4.3

    11,209

    1.5

    CBT SOYBEAN OIL

    U.S.

     

    11,208

    2.4

    6,894

    1.5

    475,387

    NON U.S.

     

    23,646

    5.0

    0

    0.0

     
     

    9

    34,854

    7.3

    6,894

    1.5

    CBT U.S. TREASURY BONDS

    U.S.

    5

    4,036

    0.5

    3,866

    0.5

    784,646

    NON U.S.

    7

    3,131

    0.4

    2,190

    0.3

     
     

    12

    7,167

    0.9

    6,056

    0.8

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

    4

    11,352

    2.7

    3,644

    0.9

    421,613

    NON U.S.

    5

    13,730

    3.3

    359

    0.1

     
     

    9

    25,082

    5.9

    4,003

    0.9

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    20,852

    0.4

    1,561,240

    30.9

    5,045,932

    NON U.S.

    7

    69,947

    1.4

    671,931

    13.3

     
     

    11

    90,799

    1.8

    2,233,171

    44.3

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    20,298

    7.4

    12,558

    4.6

    274,177

    NON U.S.

     

    17,344

    6.3

    180

    0.1

     
     

    8

    37,642

    13.7

    12,738

    4.6

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    365

    0.2

    30,085

    12.4

    242,287

    NON U.S.

     

    4,402

    1.8

    94,602

    39.0

     
     

    6

    4,767

    2.0

    124,687

    51.5

    IFED AECO FIN BASIS

    U.S.

     

    6,878

    0.8

    2,905

    0.4

    817,807

    NON U.S.

     

    43,390

    5.3

    608,778

    74.4

     
     

    8

    50,268

    6.1

    611,683

    74.8

    IFED CHICAGO FIN BASIS

    U.S.

     

    22,000

    5.3

    2,288

    0.6

    411,505

    NON U.S.

     

    122

    0.0

    61,086

    14.8

     
     

    9

    22,122

    5.4

    63,374

    15.4

    IFED HSC FIN BASIS

    U.S.

     

    16,661

    4.8

    33,709

    9.8

    344,207

    NON U.S.

     

    2,702

    0.8

    29,531

    8.6

     
     

    7

    19,363

    5.6

    63,240

    18.4

    IFED WAHA FIN BASIS

    U.S.

     

    1,255

    0.5

    50,179

    21.1

    237,621

    NON U.S.

     

    0

    0.0

    14,289

    6.0

     
     

    5

    1,255

    0.5

    64,468

    27.1

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    0

    0.0

    36,357

    28.2

    128,999

    NON U.S.

     

    0

    0.0

    16,020

    12.4

     
     

    5

    0

    0.0

    52,377

    40.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    12,860

    2.7

    93,719

    19.5

    481,313

    NON U.S.

     

    13,561

    2.8

    5,629

    1.2

     
     

    6

    26,421

    5.5

    99,348

    20.6

    IFED EL PASO - PERMIAN BASIN (BASIS)

    U.S.

     

    8,881

    6.1

    7,818

    5.4

    144,566

    NON U.S.

     

    0

    0.0

    7,200

    5.0

     
     

    5

    8,881

    6.1

    15,018

    10.4

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

    U.S.

     

    6,098

    8.6

    5,344

    7.5

    71,154

    NON U.S.

     

    1,096

    1.5

    12,204

    17.2

     
     

    5

    7,194

    10.1

    17,548

    24.7

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    914

    0.6

    12,120

    7.4

    164,454

    NON U.S.

     

    7,316

    4.4

    4,991

    3.0

     
     

    5

    8,230

    5.0

    17,111

    10.4

    IFED TETCO M2 Basis (Receipts)

    U.S.

     

    3,350

    2.2

    55,579

    35.9

    154,655

    NON U.S.

     

    1,608

    1.0

    13,507

    8.7

     
     

    5

    4,958

    3.2

    69,086

    44.7

    NYME NATURAL GAS

    U.S.

    4

    41,664

    2.7

    31,395

    2.1

    1,516,674

    NON U.S.

    15

    49,370

    3.3

    64,023

    4.2

     
     

    19

    91,034

    6.0

    95,418

    6.3

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    5,910

    1.5

    71,355

    17.7

    402,818

    NON U.S.

     

    5,212

    1.3

    12,885

    3.2

     
     

    8

    11,122

    2.8

    84,240

    20.9

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    10,706

    9.8

    2,920

    2.7

    109,146

    NON U.S.

     

    5,583

    5.1

    709

    0.6

     
     

    6

    16,289

    14.9

    3,629

    3.3

    CBT SOYBEAN MEAL

    U.S.

     

    9,277

    2.1

    1,496

    0.3

    438,273

    NON U.S.

     

    30,797

    7.0

    1,579

    0.4

     
     

    11

    40,074

    9.1

    3,075

    0.7

    ICUS COTTON NO. 2

    U.S.

     

    4,602

    1.8

    632

    0.3

    249,201

    NON U.S.

     

    19,039

    7.6

    3,334

    1.3

     
     

    13

    23,641

    9.5

    3,966

    1.6

    NYME HENRY HUB SWAP

    U.S.

     

    12,204

    1.0

    390,921

    31.9

    1,224,225

    NON U.S.

     

    41,223

    3.4

    349,633

    28.6

     
     

    9

    53,427

    4.4

    740,554

    60.5

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    24,689

    12.4

    2,811

    1.4

    198,696

    NON U.S.

     

    41,048

    20.7

    7,295

    3.7

     
     

    9

    65,737

    33.1

    10,106

    5.1

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    4

    8,445

    0.5

    14,481

    0.8

    1,766,552

    NON U.S.

    21

    14,635

    0.8

    28,813

    1.6

     
     

    25

    23,080

    1.3

    43,294

    2.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    70,684

    2.2

    11,106

    0.3

    3,273,707

    NON U.S.

    23

    18,398

    0.6

    65,785

    2.0

     
     

    30

    89,082

    2.7

    76,891

    2.3

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    20,290

    0.7

    33,785

    1.1

    3,072,028

    NON U.S.

    22

    59,939

    2.0

    70,530

    2.3

     
     

    27

    80,229

    2.6

    104,315

    3.4

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    258,957

    18.2

    246,852

    17.4

    1,422,163

    NON U.S.

    18

    121,495

    8.5

    80,457

    5.7

     
     

    26

    380,452

    26.8

    327,309

    23.0

    CME LEAN HOGS

    U.S.

     

    214

    0.1

    764

    0.3

    252,848

    NON U.S.

     

    13,076

    5.2

    564

    0.2

     
     

    10

    13,290

    5.3

    1,328

    0.5

    CME LIVE CATTLE

    U.S.

     

    588

    0.2

    699

    0.2

    361,073

    NON U.S.

     

    14,800

    4.1

    0

    0.0

     
     

    9

    15,388

    4.3

    699

    0.2

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    4,423

    19.1

    23,168

    NON U.S.

     

    0

    0.0

    1,877

    8.1

     
     

    5

    0

    0.0

    6,300

    27.2

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,868

    1.8

    5,884

    5.8

    101,095

    NON U.S.

     

    800

    0.8

    1,582

    1.6

     
     

    6

    2,668

    2.6

    7,466

    7.4

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    4,095

    7.1

    4,734

    8.2

    57,561

    NON U.S.

     

    61

    0.1

    1,329

    2.3

     
     

    7

    4,156

    7.2

    6,063

    10.5

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    367

    2.9

    1,444

    11.6

    12,471

    NON U.S.

     

    102

    0.8

    731

    5.9

     
     

    7

    469

    3.8

    2,175

    17.4

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    639

    4.1

    250

    1.6

    15,710

    NON U.S.

     

    0

    0.0

    3,862

    24.6

     
     

    6

    639

    4.1

    4,112

    26.2

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    16,997

    2.8

    53,043

    8.8

    601,513

    NON U.S.

     

    4,825

    0.8

    3,100

    0.5

     
     

    14

    21,822

    3.6

    56,143

    9.3

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    407

    3.3

    1,881

    15.5

    12,160

    NON U.S.

     

    1,739

    14.3

    339

    2.8

     
     

    8

    2,146

    17.6

    2,220

    18.3

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    0

    0.0

    19,205

    11.7

    164,006

    NON U.S.

     

    0

    0.0

    20,584

    12.6

     
     

    5

    0

    0.0

    39,789

    24.3

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    21,052

    0.8

    295,791

    11.6

    2,554,224

    NON U.S.

     

    69,535

    2.7

    255,468

    10.0

     
     

    23

    90,587

    3.5

    551,259

    21.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    3,341

    2.4

    6,824

    4.9

    138,423

    NON U.S.

     

    17,487

    12.6

    17,270

    12.5

     
     

    9

    20,828

    15.0

    24,094

    17.4

    NYME BRENT CRUDE OIL LAST DAY

    U.S.

     

    4,939

    3.6

    1,533

    1.1

    135,840

    NON U.S.

     

    106

    0.1

    551

    0.4

     
     

    5

    5,045

    3.7

    2,084

    1.5

    NYME WCS OIL NET ENERGY MONTHLY IND

    U.S.

     

    120

    0.5

    555

    2.2

    24,691

    NON U.S.

     

    180

    0.7

    7,596

    30.8

     
     

    5

    300

    1.2

    8,151

    33.0

    ICUS COCOA

    U.S.

     

    2,294

    1.0

    1,041

    0.4

    238,986

    NON U.S.

     

    9,221

    3.9

    3,827

    1.6

     
     

    11

    11,515

    4.8

    4,868

    2.0

    NYME PALLADIUM

    U.S.

    4

    33

    0.1

    12,375

    36.7

    33,706

    NON U.S.

    11

    1,030

    3.1

    4,942

    14.7

     
     

    15

    1,063

    3.2

    17,317

    51.4

    NYME PLATINUM

    U.S.

    5

    319

    0.4

    12,442

    15.8

    78,993

    NON U.S.

    18

    3,683

    4.7

    12,168

    15.4

     
     

    23

    4,002

    5.1

    24,610

    31.2

    ICUS SUGAR NO. 11

    U.S.

     

    9,628

    1.4

    1,439

    0.2

    707,756

    NON U.S.

     

    48,992

    6.9

    5,963

    0.8

     
     

    11

    58,620

    8.3

    7,402

    1.0

    ICUS COFFEE C

    U.S.

     

    1,993

    1.0

    1,106

    0.6

    191,144

    NON U.S.

     

    13,759

    7.2

    1,158

    0.6

     
     

    16

    15,752

    8.2

    2,264

    1.2

    CMX SILVER

    U.S.

    5

    4,223

    2.2

    30,735

    15.9

    192,970

    NON U.S.

    21

    6,891

    3.6

    32,055

    16.6

     
     

    26

    11,114

    5.8

    62,790

    32.5

    CMX COPPER-GRADE #1

    U.S.

    4

    5,611

    2.2

    177

    0.1

    258,050

    NON U.S.

    13

    12,138

    4.7

    7,688

    3.0

     
     

    17

    17,749

    6.9

    7,865

    3.0

    CMX GOLD

    U.S.

    5

    11,383

    2.4

    111,680

    23.6

    472,795

    NON U.S.

    29

    26,973

    5.7

    84,422

    17.9

     
     

    34

    38,356

    8.1

    196,102

    41.5

    CME CANADIAN DOLLAR

    U.S.

     

    813

    0.6

    4,511

    3.1

    147,099

    NON U.S.

     

    2,306

    1.6

    7,292

    5.0

     
     

    5

    3,119

    2.1

    11,803

    8.0

    CME MEXICAN PESO

    U.S.

     

    713

    0.4

    0

    0.0

    179,296

    NON U.S.

     

    6,424

    3.6

    53,752

    30.0

     
     

    5

    7,137

    4.0

    53,752

    30.0

    CME BRITISH POUND STERLING

    U.S.

     

    16,953

    8.4

    5,357

    2.6

    202,693

    NON U.S.

     

    2,501

    1.2

    1,595

    0.8

     
     

    5

    19,454

    9.6

    6,952

    3.4

    CME JAPANESE YEN

    U.S.

     

    30,382

    12.8

    6,497

    2.7

    238,077

    NON U.S.

     

    4,166

    1.7

    2,865

    1.2

     
     

    5

    34,548

    14.5

    9,362

    3.9

    CME EURO FX

    U.S.

     

    1,455

    0.3

    52,759

    10.6

    499,124

    NON U.S.

     

    25,201

    5.0

    24,645

    4.9

     
     

    20

    26,656

    5.3

    77,404

    15.5

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    5,140

    1.2

    8,731

    2.1

    411,955

    NON U.S.

    11

    11,635

    2.8

    1,115

    0.3

     
     

    15

    16,775

    4.1

    9,846

    2.4

    E VIX FUTURES

    U.S.

     

    1,068

    0.2

    0

    0.0

    622,772

    NON U.S.

     

    49,423

    7.9

    2,665

    0.4

     
     

    10

    50,491

    8.1

    2,665

    0.4

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    3,712

    2.4

    2,570

    1.6

    156,912

    NON U.S.

    4

    218

    0.1

    23,989

    15.3

     
     

    9

    3,930

    2.5

    26,559

    16.9

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,566,640

    18.1

    827,480

    5.8

    14,188,185

    NON U.S.

    30

    739,625

    5.2

    491,256

    3.5

     
     

    38

    3,306,265

    23.3

    1,318,736

    9.3

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    7

    21,269

    0.6

    117,494

    3.3

    3,513,444

    NON U.S.

    26

    70,339

    2.0

    201,890

    5.7

     
     

    33

    91,608

    2.6

    319,384

    9.1

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    7,227

    2.4

    5,067

    1.7

    304,281

    NON U.S.

    12

    6,501

    2.1

    10,630

    3.5

     
     

    16

    13,728

    4.5

    15,697

    5.2

    CME AUSTRALIAN DOLLAR

    U.S.

     

    7,580

    5.4

    1,445

    1.0

    139,427

    NON U.S.

     

    4,119

    3.0

    969

    0.7

     
     

    5

    11,699

    8.4

    2,414

    1.7

    CME E-MINI RUSSELL 2000 INDEX

    U.S.

    5

    668

    0.1

    16,137

    2.7

    592,595

    NON U.S.

    11

    5,677

    1.0

    6,164

    1.0

     
     

    16

    6,345

    1.1

    22,301

    3.8

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    986

    1.4

    624

    0.9

    68,535

    NON U.S.

    4

    9,635

    14.1

    1,135

    1.7

     
     

    8

    10,621

    15.5

    1,759

    2.6

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    1,333

    0.5

    640

    0.2

    293,335

    NON U.S.

     

    1,334

    0.5

    16,286

    5.6

     
     

    7

    2,667

    0.9

    16,926

    5.8

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    2

    0.000

    4,249

    0.4

    1,026,039

    NON U.S.

     

    13,307

    1.3

    42,551

    4.1

     
     

    17

    13,309

    1.3

    46,800

    4.6