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February Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 2/4/2014

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    17,364

    4.0

    3,550

    0.8

    437,968

    NON U.S.

     

    9,048

    2.1

    6,278

    1.4

     
     

    12

    26,412

    6.0

    9,828

    2.2

    CBT WHEAT-HRW

    U.S.

     

    6,214

    3.9

    0

    0.0

    159,443

    NON U.S.

     

    2,135

    1.3

    259

    0.2

     
     

    6

    8,349

    5.2

    259

    0.2

    CBT CORN

    U.S.

     

    63,455

    4.8

    298

    0.0

    1,319,044

    NON U.S.

     

    15,082

    1.1

    6,787

    0.5

     
     

    12

    78,537

    6.0

    7,085

    0.5

    CBT SOYBEANS

    U.S.

     

    15,959

    2.6

    391

    0.1

    624,488

    NON U.S.

     

    10,160

    1.6

    7,107

    1.1

     
     

    10

    26,119

    4.2

    7,498

    1.2

    CBT SOYBEAN OIL

    U.S.

     

    10,388

    2.8

    211

    0.1

    369,376

    NON U.S.

     

    3,477

    0.9

    2,335

    0.6

     
     

    6

    13,865

    3.8

    2,546

    0.7

    CBT U.S. TREASURY BONDS

    U.S.

     

    1,430

    0.2

    1,754

    0.3

    678,708

    NON U.S.

     

    3,302

    0.5

    6,149

    0.9

     
     

    6

    4,732

    0.7

    7,903

    1.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    71,126

    1.2

    706,910

    12.4

    5,712,442

    NON U.S.

    7

    24,468

    0.4

    717,704

    12.6

     
     

    11

    95,594

    1.7

    1,424,614

    24.9

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    190,215

    28.8

    15,271

    2.3

    661,598

    NON U.S.

     

    45,759

    6.9

    4,182

    0.6

     
     

    9

    235,974

    35.7

    19,453

    2.9

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    213

    0.1

    12,505

    5.5

    229,061

    NON U.S.

     

    8,663

    3.8

    23,272

    10.2

     
     

    8

    8,876

    3.9

    35,777

    15.6

    IFED AECO FIN BASIS

    U.S.

     

    822

    0.1

    2,534

    0.3

    778,770

    NON U.S.

     

    38,130

    4.9

    407,523

    52.3

     
     

    8

    38,952

    5.0

    410,057

    52.7

    IFED HSC FIN BASIS

    U.S.

     

    28

    0.0

    25,967

    10.4

    249,685

    NON U.S.

     

    2,038

    0.8

    15,078

    6.0

     
     

    6

    2,066

    0.8

    41,045

    16.4

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

    U.S.

     

    820

    0.5

    17,696

    10.1

    175,705

    NON U.S.

     

    0

    0.0

    23,750

    13.5

     
     

    5

    820

    0.5

    41,446

    23.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    0

    0.0

    36,657

    11.7

    312,831

    NON U.S.

     

    17,049

    5.4

    13,480

    4.3

     
     

    7

    17,049

    5.4

    50,137

    16.0

    IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

    U.S.

     

    0

    0.0

    31

    0.0

    73,326

    NON U.S.

     

    5,563

    7.6

    182

    0.2

     
     

    5

    5,563

    7.6

    213

    0.3

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    4,494

    1.5

    17,538

    6.0

    291,243

    NON U.S.

     

    1,106

    0.4

    19,729

    6.8

     
     

    5

    5,600

    1.9

    37,267

    12.8

    NYME NATURAL GAS

    U.S.

     

    16,861

    1.3

    11,332

    0.9

    1,258,638

    NON U.S.

     

    17,035

    1.4

    1,225

    0.1

     
     

    10

    33,896

    2.7

    12,557

    1.0

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,061

    2.4

    56,154

    12.4

    454,652

    NON U.S.

     

    1,788

    0.4

    27,644

    6.1

     
     

    6

    12,849

    2.8

    83,798

    18.4

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    4,287

    6.0

    560

    0.8

    71,172

    NON U.S.

     

    3,069

    4.3

    552

    0.8

     
     

    5

    7,356

    10.3

    1,112

    1.6

    CBT SOYBEAN MEAL

    U.S.

     

    6,587

    2.2

    3,155

    1.1

    296,160

    NON U.S.

     

    9,957

    3.4

    3,692

    1.2

     
     

    10

    16,544

    5.6

    6,847

    2.3

    ICUS COTTON NO. 2

    U.S.

     

    8,748

    5.0

    92

    0.1

    176,175

    NON U.S.

     

    4,323

    2.5

    1,093

    0.6

     
     

    10

    13,071

    7.4

    1,185

    0.7

    NYME HENRY HUB SWAP

    U.S.

     

    78,386

    3.2

    276,593

    11.2

    2,458,669

    NON U.S.

     

    17,979

    0.7

    226,192

    9.2

     
     

    10

    96,365

    3.9

    502,785

    20.4

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    71,216

    8.1

    31,330

    3.6

    881,891

    NON U.S.

     

    68,628

    7.8

    5,332

    0.6

     
     

    9

    139,844

    15.9

    36,662

    4.2

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    17,705

    1.9

    59,318

    6.5

    909,895

    NON U.S.

    11

    7,919

    0.9

    26,123

    2.9

     
     

    17

    25,624

    2.8

    85,441

    9.4

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    31,344

    1.3

    56,448

    2.4

    2,382,511

    NON U.S.

    22

    27,391

    1.1

    33,323

    1.4

     
     

    30

    58,735

    2.5

    89,771

    3.8

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    6

    78,811

    4.1

    37,978

    2.0

    1,932,478

    NON U.S.

    14

    21,946

    1.1

    28,336

    1.5

     
     

    20

    100,757

    5.2

    66,314

    3.4

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    17,754

    6.5

    21,567

    7.9

    273,109

    NON U.S.

    11

    10,274

    3.8

    33,645

    12.3

     
     

    16

    28,028

    10.3

    55,212

    20.2

    CME LEAN HOGS

    U.S.

     

    4,158

    1.6

    17

    0.00

    265,299

    NON U.S.

     

    3,434

    1.3

    291

    0.1

     
     

    6

    7,592

    2.9

    308

    0.1

    CME LIVE CATTLE

    U.S.

     

    7,497

    2.0

    112

    0.0

    374,913

    NON U.S.

     

    4,029

    1.1

    0

    0.0

     
     

    7

    11,526

    3.1

    112

    0.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    32,910

    2.1

    154,045

    9.9

    1,561,179

    NON U.S.

     

    14,319

    0.9

    236,499

    15.1

     
     

    19

    47,229

    3.0

    390,544

    25.0

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    10,314

    7.0

    36,440

    24.6

    147,950

    NON U.S.

     

    6,984

    4.7

    22,835

    15.4

     
     

    11

    17,298

    11.7

    59,275

    40.1

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    483

    10.2

    36

    0.8

    4,726

    NON U.S.

     

    246

    5.2

    198

    4.2

     
     

    5

    729

    15.4

    234

    5.0

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    664

    0.7

    7,194

    7.2

    99,525

    NON U.S.

     

    542

    0.5

    5,053

    5.1

     
     

    7

    1,206

    1.2

    12,247

    12.3

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    5,036

    11.7

    3,476

    8.0

    43,199

    NON U.S.

     

    3,598

    8.3

    6,141

    14.2

     
     

    12

    8,634

    20.0

    9,617

    22.3

    ICUS COCOA

    U.S.

     

    3,170

    1.4

    108

    0.0

    225,470

    NON U.S.

     

    1,202

    0.5

    5,595

    2.5

     
     

    8

    4,372

    1.9

    5,703

    2.5

    NYME PALLADIUM

    U.S.

     

    0

    0.0

    8,932

    22.8

    39,256

    NON U.S.

     

    2,666

    6.8

    5,150

    13.1

     
     

    16

    2,666

    6.8

    14,082

    35.9

    NYME PLATINUM

    U.S.

     

    658

    1.1

    13,956

    22.7

    61,388

    NON U.S.

     

    1,856

    3.0

    5,481

    8.9

     
     

    17

    2,514

    4.1

    19,437

    31.7

    ICUS SUGAR NO. 11

    U.S.

     

    34,768

    4.1

    440

    0.1

    852,157

    NON U.S.

     

    20,715

    2.4

    3,639

    0.4

     
     

    10

    55,483

    6.5

    4,079

    0.5

    ICUS COFFEE C

    U.S.

     

    9,144

    5.7

    494

    0.3

    159,337

    NON U.S.

     

    4,094

    2.6

    1,454

    0.9

     
     

    14

    13,238

    8.3

    1,948

    1.2

    CMX SILVER

    U.S.

     

    5,826

    3.9

    19,902

    13.3

    149,163

    NON U.S.

     

    11,439

    7.7

    25,576

    17.1

     
     

    16

    17,265

    11.6

    45,478

    30.5

    CMX COPPER-GRADE #1

    U.S.

     

    12,602

    8.3

    1,252

    0.8

    151,800

    NON U.S.

     

    2,919

    1.9

    1,934

    1.3

     
     

    15

    15,521

    10.2

    3,186

    2.1

    CMX GOLD

    U.S.

    4

    68,658

    18.6

    24,937

    6.8

    368,279

    NON U.S.

    22

    18,752

    5.1

    48,860

    13.3

     
     

    26

    87,410

    23.7

    73,797

    20.0

    CME RUSSIAN RUBLE

    U.S.

     

    6,048

    15.6

    4,530

    11.7

    38,769

    NON U.S.

     

    16,530

    42.6

    16,316

    42.1

     
     

    8

    22,578

    58.2

    20,846

    53.8

    CME CANADIAN DOLLAR

    U.S.

     

    8,787

    5.5

    1,802

    1.1

    160,625

    NON U.S.

     

    751

    0.5

    628

    0.4

     
     

    8

    9,538

    5.9

    2,430

    1.5

    CME SWISS FRANC

    U.S.

     

    2,999

    7.2

    2,560

    6.1

    41,918

    NON U.S.

     

    0

    0.0

    4,876

    11.6

     
     

    5

    2,999

    7.2

    7,436

    17.7

    CME MEXICAN PESO

    U.S.

     

    3,040

    2.3

    0

    0.0

    131,832

    NON U.S.

     

    40,198

    30.5

    3,795

    2.9

     
     

    6

    43,238

    32.8

    3,795

    2.9

    CME BRITISH POUND STERLING

    U.S.

    4

    2,082

    1.0

    6,106

    3.0

    202,690

    NON U.S.

    4

    7,889

    3.9

    1,593

    0.8

     
     

    8

    9,971

    4.9

    7,699

    3.8

    CME JAPANESE YEN

    U.S.

    5

    26,544

    13.3

    2,378

    1.2

    199,361

    NON U.S.

    5

    4,923

    2.5

    2,484

    1.2

     
     

    10

    31,467

    15.8

    4,862

    2.4

    CME EURO FX

    U.S.

     

    6,568

    2.4

    4,790

    1.7

    274,146

    NON U.S.

     

    10,981

    4.0

    1,619

    0.6

     
     

    16

    17,549

    6.4

    6,409

    2.3

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    6,947

    2.6

    647

    0.2

    263,297

    NON U.S.

     

    2,925

    1.1

    109

    0.0

     
     

    6

    9,872

    3.7

    756

    0.3

    NYME RBOB CALENDAR SWAP

    U.S.

     

    459

    4.1

    204

    1.8

    11,129

    NON U.S.

     

    90

    0.8

    198

    1.8

     
     

    5

    549

    4.9

    402

    3.6

    E VIX FUTURES

    U.S.

     

    8,673

    2.3

    817

    0.2

    384,117

    NON U.S.

     

    1,711

    0.4

    38

    0.00

     
     

    5

    10,384

    2.7

    855

    0.2

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    5,422

    4.6

    1,128

    1.0

    117,814

    NON U.S.

    4

    4,628

    3.9

    318

    0.3

     
     

    8

    10,050

    8.5

    1,446

    1.2

    CME 3-MONTH EURODOLLARS

    U.S.

    9

    1,152,900

    11.6

    796,502

    8.0

    9,957,610

    NON U.S.

    32

    330,375

    3.3

    1,082,624

    10.9

     
     

    41

    1,483,275

    14.9

    1,879,126

    18.9

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    53,801

    1.8

    6,855

    0.2

    2,985,967

    NON U.S.

    29

    42,076

    1.4

    48,613

    1.6

     
     

    35

    95,877

    3.2

    55,468

    1.9

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    2,161

    0.5

    275

    0.1

    397,238

    NON U.S.

    13

    6,636

    1.7

    2,496

    0.6

     
     

    17

    8,797

    2.2

    2,771

    0.7

    CME AUSTRALIAN DOLLAR

    U.S.

     

    4,109

    3.3

    871

    0.7

    125,394

    NON U.S.

     

    862

    0.7

    1,055

    0.8

     
     

    6

    4,971

    4.0

    1,926

    1.5

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    2,869

    1.0

    452

    0.2

    287,550

    NON U.S.

    4

    5,022

    1.7

    0

    0.0

     
     

    9

    7,891

    2.7

    452

    0.2

    CME NIKKEI STOCK AVERAGE

    U.S.

     

    0

    0.0

    1,800

    2.5

    71,165

    NON U.S.

     

    1,055

    1.5

    716

    1.0

     
     

    6

    1,055

    1.5

    2,516

    3.5

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    156

    0.1

    3,309

    3.0

    111,669

    NON U.S.

     

    4,302

    3.9

    592

    0.5

     
     

    8

    4,458

    4.0

    3,901

    3.5

    NYL MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,344

    0.5

    424

    0.2

    265,457

    NON U.S.

    13

    6,852

    2.6

    8,861

    3.3

     
     

    17

    8,196

    3.1

    9,285

    3.5

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,046

    8.6

    1,737

    7.3

    23,748

    NON U.S.

     

    2,199

    9.3

    357

    1.5

     
     

    7

    4,245

    17.9

    2,094

    8.8

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    778

    2.8

    631

    2.2

    28,222

    NON U.S.

     

    74

    0.3

    597

    2.1

     
     

    5

    852

    3.0

    1,228

    4.4