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February Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 2/2/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    5,772

    1.4

    10,780

    2.6

    407,498

    NON U.S.

     

    21,839

    5.4

    5,037

    1.2

     
     

    15

    27,611

    6.8

    15,817

    3.9

    CBT WHEAT-HRW

    U.S.

     

    3,936

    1.8

    2,261

    1.0

    219,124

    NON U.S.

     

    4,918

    2.2

    2,550

    1.2

     
     

    7

    8,854

    4.0

    4,811

    2.2

    CBT CORN

    U.S.

     

    32,147

    2.3

    19,263

    1.4

    1,368,832

    NON U.S.

     

    63,294

    4.6

    4,539

    0.3

     
     

    13

    95,441

    7.0

    23,802

    1.7

    CBT SOYBEANS

    U.S.

     

    13,739

    1.9

    1,758

    0.2

    715,617

    NON U.S.

     

    26,325

    3.7

    8,015

    1.1

     
     

    13

    40,064

    5.6

    9,773

    1.4

    CBT SOYBEAN OIL

    U.S.

     

    6,889

    1.7

    4,092

    1.0

    416,968

    NON U.S.

     

    19,701

    4.7

    1,709

    0.4

     
     

    10

    26,590

    6.4

    5,801

    1.4

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,682

    5.1

    1,257

    2.4

    52,776

    NON U.S.

     

    1,636

    3.1

    750

    1.4

     
     

    5

    4,318

    8.2

    2,007

    3.8

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    15,849

    4.4

    1,933

    0.5

    358,889

    NON U.S.

    5

    17,631

    4.9

    240

    0.1

     
     

    9

    33,480

    9.3

    2,173

    0.6

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,912

    4.5

    2,719

    6.4

    42,226

    NON U.S.

     

    3,487

    8.3

    119

    0.3

     
     

    6

    5,399

    12.8

    2,838

    6.7

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    13,648

    0.3

    958,501

    23.7

    4,050,921

    NON U.S.

    8

    43,243

    1.1

    789,692

    19.5

     
     

    12

    56,891

    1.4

    1,748,193

    43.2

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    13,933

    5.0

    33,669

    12.1

    278,121

    NON U.S.

     

    15,137

    5.4

    3,868

    1.4

     
     

    9

    29,070

    10.5

    37,537

    13.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    49,855

    20.1

    248,637

    NON U.S.

     

    1,780

    0.7

    67,455

    27.1

     
     

    9

    2,082

    0.8

    117,310

    47.2

    IFED AECO FIN BASIS

    U.S.

     

    13,333

    2.1

    1,280

    0.2

    642,551

    NON U.S.

     

    25,008

    3.9

    337,605

    52.5

     
     

    9

    38,341

    6.0

    338,885

    52.7

    IFED CHICAGO FIN BASIS

    U.S.

     

    0

    0.0

    14,056

    4.5

    314,646

    NON U.S.

     

    123

    0.0

    62,354

    19.8

     
     

    7

    123

    0.0

    76,410

    24.3

    IFED HSC FIN BASIS

    U.S.

     

    15,396

    5.2

    27,911

    9.3

    298,579

    NON U.S.

     

    21,349

    7.2

    20,486

    6.9

     
     

    7

    36,745

    12.3

    48,397

    16.2

    IFED WAHA FIN BASIS

    U.S.

     

    0

    0.0

    10,842

    9.1

    118,758

    NON U.S.

     

    0

    0.0

    21,187

    17.8

     
     

    5

    0

    0.0

    32,029

    27.0

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    203

    0.2

    24,235

    21.9

    110,804

    NON U.S.

     

    0

    0.0

    11,171

    10.1

     
     

    5

    203

    0.2

    35,406

    32.0

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

    U.S.

     

    17,005

    9.9

    13,920

    8.1

    170,919

    NON U.S.

     

    18,558

    10.9

    16,256

    9.5

     
     

    7

    35,563

    20.8

    30,176

    17.7

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    214

    0.1

    49,891

    15.0

    332,348

    NON U.S.

     

    30,901

    9.3

    41,317

    12.4

     
     

    8

    31,115

    9.4

    91,208

    27.4

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

    U.S.

     

    1,754

    2.2

    5,560

    7.0

    79,746

    NON U.S.

     

    4,159

    5.2

    14,843

    18.6

     
     

    5

    5,913

    7.4

    20,403

    25.6

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    9,546

    11.2

    1,295

    1.5

    84,978

    NON U.S.

     

    6,116

    7.2

    0

    0.0

     
     

    5

    15,662

    18.4

    1,295

    1.5

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,582

    1.1

    8,584

    6.1

    140,988

    NON U.S.

     

    214

    0.2

    16,541

    11.7

     
     

    5

    1,796

    1.3

    25,125

    17.8

    NYME NATURAL GAS

    U.S.

    4

    29,178

    3.1

    20,830

    2.2

    947,373

    NON U.S.

    9

    37,209

    3.9

    20,627

    2.2

     
     

    13

    66,387

    7.0

    41,457

    4.4

    NYME DOMINION BASIS SWAP

    U.S.

     

    1,195

    3.6

    4,953

    14.8

    33,534

    NON U.S.

     

    123

    0.4

    3,738

    11.1

     
     

    5

    1,318

    3.9

    8,691

    25.9

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,743

    4.0

    33,211

    11.4

    292,274

    NON U.S.

     

    16,882

    5.8

    28,204

    9.6

     
     

    7

    28,625

    9.8

    61,415

    21.0

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    9,753

    9.9

    1,959

    2.0

    98,069

    NON U.S.

     

    8,881

    9.1

    5,165

    5.3

     
     

    7

    18,634

    19.0

    7,124

    7.3

    CBT SOYBEAN MEAL

    U.S.

     

    4,124

    1.0

    5,148

    1.3

    409,219

    NON U.S.

     

    18,386

    4.5

    1,896

    0.5

     
     

    12

    22,510

    5.5

    7,044

    1.7

    ICUS COTTON NO. 2

    U.S.

     

    4,269

    2.2

    137

    0.1

    197,632

    NON U.S.

     

    13,857

    7.0

    1,488

    0.8

     
     

    12

    18,126

    9.2

    1,625

    0.8

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    2,166

    3.1

    7,036

    10.1

    69,916

    NON U.S.

     

    5,290

    7.6

    41,895

    59.9

     
     

    6

    7,456

    10.7

    48,931

    70.0

    NYME HENRY HUB SWAP

    U.S.

     

    21,132

    1.5

    341,529

    23.9

    1,429,461

    NON U.S.

     

    37,026

    2.6

    453,251

    31.7

     
     

    10

    58,158

    4.1

    794,780

    55.6

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    40,405

    13.0

    13,680

    4.4

    310,993

    NON U.S.

     

    57,449

    18.5

    12,853

    4.1

     
     

    10

    97,854

    31.5

    26,533

    8.5

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    2,625

    0.2

    12,855

    1.1

    1,130,156

    NON U.S.

    15

    9,415

    0.8

    24,571

    2.2

     
     

    21

    12,040

    1.1

    37,426

    3.3

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    24,503

    0.8

    13,136

    0.4

    2,984,496

    NON U.S.

    16

    5,327

    0.2

    46,455

    1.6

     
     

    23

    29,830

    1.0

    59,591

    2.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    14,030

    0.5

    12,550

    0.5

    2,698,198

    NON U.S.

    9

    19,575

    0.7

    26,542

    1.0

     
     

    14

    33,605

    1.2

    39,092

    1.4

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    61,290

    8.3

    82,136

    11.1

    740,448

    NON U.S.

    15

    17,284

    2.3

    50,076

    6.8

     
     

    21

    78,574

    10.6

    132,212

    17.9

    CME LEAN HOGS

    U.S.

     

    967

    0.5

    614

    0.3

    183,386

    NON U.S.

     

    12,114

    6.6

    563

    0.3

     
     

    10

    13,081

    7.1

    1,177

    0.6

    CME LIVE CATTLE

    U.S.

     

    1,119

    0.4

    500

    0.2

    276,556

    NON U.S.

     

    11,616

    4.2

    421

    0.2

     
     

    8

    12,735

    4.6

    921

    0.3

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,862

    1.7

    15,103

    13.7

    110,279

    NON U.S.

     

    474

    0.4

    3,174

    2.9

     
     

    5

    2,336

    2.1

    18,277

    16.6

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    12,782

    2.8

    39,077

    8.5

    462,240

    NON U.S.

     

    8,137

    1.8

    6,665

    1.4

     
     

    16

    20,919

    4.5

    45,742

    9.9

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,247

    14.2

    1,120

    12.7

    8,799

    NON U.S.

     

    1,681

    19.1

    221

    2.5

     
     

    10

    2,928

    33.3

    1,341

    15.2

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,620

    5.7

    1,715

    2.7

    63,162

    NON U.S.

     

    150

    0.2

    6,225

    9.9

     
     

    5

    3,770

    6.0

    7,940

    12.6

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    32

    0.1

    4,063

    12.6

    32,241

    NON U.S.

     

    0

    0.0

    9,658

    30.0

     
     

    5

    32

    0.1

    13,721

    42.6

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    39,857

    2.1

    107,644

    5.8

    1,855,603

    NON U.S.

    17

    96,062

    5.2

    132,607

    7.1

     
     

    21

    135,919

    7.3

    240,251

    12.9

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    2,098

    1.8

    13,637

    11.6

    117,229

    NON U.S.

     

    3,716

    3.2

    23,567

    20.1

     
     

    7

    5,814

    5.0

    37,204

    31.7

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    10,802

    12.9

    83,948

    NON U.S.

     

    240

    0.3

    7,460

    8.9

     
     

    6

    240

    0.3

    18,262

    21.8

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    308

    2.1

    2,879

    19.2

    15,002

    NON U.S.

     

    1,426

    9.5

    2,306

    15.4

     
     

    8

    1,734

    11.6

    5,185

    34.6

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    180

    1.0

    375

    2.1

    18,080

    NON U.S.

     

    4,203

    23.2

    2,550

    14.1

     
     

    5

    4,383

    24.2

    2,925

    16.2

    ICUS COCOA

    U.S.

     

    1,647

    0.7

    283

    0.1

    239,603

    NON U.S.

     

    5,514

    2.3

    3,249

    1.4

     
     

    8

    7,161

    3.0

    3,532

    1.5

    NYME PALLADIUM

    U.S.

    4

    841

    3.2

    2,993

    11.4

    26,235

    NON U.S.

    17

    2,379

    9.1

    3,060

    11.7

     
     

    21

    3,220

    12.3

    6,053

    23.1

    NYME PLATINUM

    U.S.

    4

    192

    0.3

    6,740

    10.2

    66,265

    NON U.S.

    17

    2,570

    3.9

    10,576

    16.0

     
     

    21

    2,762

    4.2

    17,316

    26.1

    ICUS SUGAR NO. 11

    U.S.

     

    13,650

    1.6

    2,602

    0.3

    877,254

    NON U.S.

     

    41,294

    4.7

    13,822

    1.6

     
     

    12

    54,944

    6.3

    16,424

    1.9

    ICUS COFFEE C

    U.S.

     

    2,011

    1.0

    1,020

    0.5

    201,589

    NON U.S.

     

    10,712

    5.3

    2,919

    1.4

     
     

    16

    12,723

    6.3

    3,939

    2.0

    CMX SILVER

    U.S.

    4

    3,165

    2.0

    23,205

    14.7

    157,934

    NON U.S.

    13

    8,319

    5.3

    29,765

    18.8

     
     

    17

    11,484

    7.3

    52,970

    33.5

    CMX COPPER-GRADE #1

    U.S.

    4

    7,070

    3.5

    129

    0.1

    201,682

    NON U.S.

    9

    12,979

    6.4

    1,780

    0.9

     
     

    13

    20,049

    9.9

    1,909

    0.9

    CMX GOLD

    U.S.

    5

    9,136

    2.4

    54,150

    14.3

    379,185

    NON U.S.

    19

    22,313

    5.9

    42,663

    11.3

     
     

    24

    31,449

    8.3

    96,813

    25.5

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.8

    4,747

    15.3

    31,078

    NON U.S.

     

    18,543

    59.7

    13,351

    43.0

     
     

    5

    18,778

    60.4

    18,098

    58.2

    CME CANADIAN DOLLAR

    U.S.

     

    4,000

    2.5

    9,625

    6.1

    157,362

    NON U.S.

     

    7,502

    4.8

    0

    0.0

     
     

    6

    11,502

    7.3

    9,625

    6.1

    CME MEXICAN PESO

    U.S.

     

    7,181

    4.3

    0

    0.0

    166,295

    NON U.S.

     

    55,067

    33.1

    9,017

    5.4

     
     

    5

    62,248

    37.4

    9,017

    5.4

    CME BRITISH POUND STERLING

    U.S.

     

    15,714

    5.8

    3,913

    1.4

    270,680

    NON U.S.

     

    7,814

    2.9

    0

    0.0

     
     

    7

    23,528

    8.7

    3,913

    1.4

    CME JAPANESE YEN

    U.S.

     

    38,212

    16.1

    6,902

    2.9

    237,289

    NON U.S.

     

    1,786

    0.8

    4,787

    2.0

     
     

    8

    39,998

    16.9

    11,689

    4.9

    CME EURO FX

    U.S.

     

    38,379

    9.5

    15,910

    3.9

    403,939

    NON U.S.

     

    29,130

    7.2

    8,764

    2.2

     
     

    15

    67,509

    16.7

    24,674

    6.1

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,288

    2.1

    9,557

    2.4

    398,909

    NON U.S.

    6

    11,386

    2.9

    2,393

    0.6

     
     

    10

    19,674

    4.9

    11,950

    3.0

    NYME RBOB GASOLINE/BRENT CRACK SPRD

    U.S.

     

    2,070

    10.2

    582

    2.9

    20,312

    NON U.S.

     

    295

    1.5

    0

    0.0

     
     

    5

    2,365

    11.6

    582

    2.9

    NYME MINI EUROBOB GAS OXY NWE

    U.S.

     

    330

    5.6

    10

    0.2

    5,903

    NON U.S.

     

    222

    3.8

    100

    1.7

     
     

    5

    552

    9.4

    110

    1.9

    E VIX FUTURES

    U.S.

     

    3,458

    1.4

    1,519

    0.6

    252,613

    NON U.S.

     

    6,688

    2.6

    12,955

    5.1

     
     

    6

    10,146

    4.0

    14,474

    5.7

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    1,781

    3.0

    1,420

    2.4

    59,934

    NON U.S.

     

    2,863

    4.8

    1,684

    2.8

     
     

    8

    4,644

    7.7

    3,104

    5.2

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,009,273

    18.0

    1,019,592

    9.1

    11,169,637

    NON U.S.

    39

    720,928

    6.5

    555,231

    5.0

     
     

    47

    2,730,201

    24.4

    1,574,823

    14.1

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    20,577

    0.7

    31,896

    1.1

    2,989,501

    NON U.S.

    22

    61,610

    2.1

    56,487

    1.9

     
     

    27

    82,187

    2.7

    88,383

    3.0

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    1,532

    0.6

    1,353

    0.5

    271,070

    NON U.S.

     

    6,818

    2.5

    17,291

    6.4

     
     

    14

    8,350

    3.1

    18,644

    6.9

    CME AUSTRALIAN DOLLAR

    U.S.

     

    6,811

    5.6

    2,470

    2.0

    122,056

    NON U.S.

     

    2,868

    2.3

    441

    0.4

     
     

    5

    9,679

    7.9

    2,911

    2.4

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    2,101

    0.5

    0

    0.0

    418,965

    NON U.S.

     

    6,920

    1.7

    1,078

    0.3

     
     

    9

    9,021

    2.2

    1,078

    0.3

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    719

    0.8

    94,529

    NON U.S.

     

    2,352

    2.5

    810

    0.9

     
     

    8

    2,352

    2.5

    1,529

    1.6

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    781

    0.4

    460

    0.2

    196,967

    NON U.S.

     

    1,853

    0.9

    1,003

    0.5

     
     

    7

    2,634

    1.3

    1,463

    0.7

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    1,968

    0.4

    424

    0.1

    523,662

    NON U.S.

     

    14,275

    2.7

    18,675

    3.6

     
     

    19

    16,243

    3.1

    19,099

    3.6

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    4,000

    11.5

    34,847

    NON U.S.

     

    407

    1.2

    175

    0.5

     
     

    5

    407

    1.2

    4,175

    12.0

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    3,838

    12.5

    45

    0.1

    30,773

    NON U.S.

     

    3,589

    11.7

    0

    0.0

     
     

    6

    7,427

    24.1

    45

    0.1

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    490

    3.3

    2,460

    16.6

    14,797

    NON U.S.

     

    2,852

    19.3

    412

    2.8

     
     

    6

    3,342

    22.6

    2,872

    19.4

    NYME NAPHTHA CRACK SPR SWAP

    U.S.

     

    81

    0.8

    1,259

    13.0

    9,666

    NON U.S.

     

    145

    1.5

    155

    1.6

     
     

    5

    226

    2.3

    1,414

    14.6

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    400

    2.9

    1,145

    8.2

    13,933

    NON U.S.

     

    4,725

    33.9

    48

    0.3

     
     

    6

    5,125

    36.8

    1,193

    8.6

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    774

    2.5

    832

    2.7

    30,403

    NON U.S.

     

    309

    1.0

    543

    1.8

     
     

    5

    1,083

    3.6

    1,375

    4.5