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February Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 2/7/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    8,001

    1.7

    3,346

    0.7

    476,111

    NON U.S.

     

    23,946

    5.0

    4,686

    1.0

     
     

    14

    31,947

    6.7

    8,032

    1.7

    CBT WHEAT-HRW

    U.S.

     

    6,196

    2.6

    1,969

    0.8

    235,143

    NON U.S.

     

    6,191

    2.6

    251

    0.1

     
     

    6

    12,387

    5.3

    2,220

    0.9

    CBT CORN

    U.S.

     

    26,787

    1.9

    6,603

    0.5

    1,383,789

    NON U.S.

     

    70,177

    5.1

    2,204

    0.2

     
     

    15

    96,964

    7.0

    8,807

    0.6

    CBT SOYBEANS

    U.S.

     

    10,727

    1.5

    2,801

    0.4

    729,898

    NON U.S.

     

    34,584

    4.7

    2,236

    0.3

     
     

    15

    45,311

    6.2

    5,037

    0.7

    CBT SOYBEAN OIL

    U.S.

     

    9,330

    2.3

    3,364

    0.8

    397,899

    NON U.S.

     

    16,102

    4.0

    19

    0.00

     
     

    9

    25,432

    6.4

    3,383

    0.9

    CBT U.S. TREASURY BONDS

    U.S.

    4

    2,896

    0.5

    1,088

    0.2

    621,110

    NON U.S.

    4

    2,421

    0.4

    250

    0.0

     
     

    8

    5,317

    0.9

    1,338

    0.2

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    16,405

    3.9

    859

    0.2

    415,983

    NON U.S.

    6

    16,794

    4.0

    92

    0.0

     
     

    10

    33,199

    8.0

    951

    0.2

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,945

    7.4

    22

    0.1

    39,965

    NON U.S.

     

    3,001

    7.5

    63

    0.2

     
     

    8

    5,946

    14.9

    85

    0.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    14,566

    0.3

    1,423,215

    27.4

    5,185,640

    NON U.S.

    8

    37,559

    0.7

    736,951

    14.2

     
     

    12

    52,125

    1.0

    2,160,166

    41.7

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,926

    7.3

    14,337

    6.2

    230,703

    NON U.S.

     

    20,417

    8.8

    690

    0.3

     
     

    8

    37,343

    16.2

    15,027

    6.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    0

    0.0

    27,310

    20.5

    133,453

    NON U.S.

     

    4,528

    3.4

    18,856

    14.1

     
     

    5

    4,528

    3.4

    46,166

    34.6

    IFED AECO FIN BASIS

    U.S.

     

    18,039

    2.0

    2,886

    0.3

    893,378

    NON U.S.

     

    29,642

    3.3

    596,500

    66.8

     
     

    9

    47,681

    5.3

    599,386

    67.1

    IFED CHICAGO FIN BASIS

    U.S.

     

    17,020

    4.4

    12,324

    3.2

    385,301

    NON U.S.

     

    305

    0.1

    59,409

    15.4

     
     

    9

    17,325

    4.5

    71,733

    18.6

    IFED HSC FIN BASIS

    U.S.

     

    22,797

    7.8

    33,881

    11.6

    292,643

    NON U.S.

     

    4,791

    1.6

    15,273

    5.2

     
     

    7

    27,588

    9.4

    49,154

    16.8

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

    U.S.

     

    26,159

    15.6

    3,076

    1.8

    167,169

    NON U.S.

     

    484

    0.3

    6,734

    4.0

     
     

    5

    26,643

    15.9

    9,810

    5.9

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    3,155

    0.7

    98,860

    20.4

    484,445

    NON U.S.

     

    11,293

    2.3

    12,391

    2.6

     
     

    6

    14,448

    3.0

    111,251

    23.0

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

    U.S.

     

    3,135

    4.1

    8,914

    11.6

    77,006

    NON U.S.

     

    4,417

    5.7

    2,375

    3.1

     
     

    5

    7,552

    9.8

    11,289

    14.7

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    8,405

    8.6

    1,036

    1.1

    97,253

    NON U.S.

     

    8,326

    8.6

    0

    0.0

     
     

    5

    16,731

    17.2

    1,036

    1.1

    NYME NATURAL GAS

    U.S.

    4

    41,872

    3.5

    31,519

    2.6

    1,195,477

    NON U.S.

    12

    40,221

    3.4

    38,209

    3.2

     
     

    16

    82,093

    6.9

    69,728

    5.8

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    1,888

    5.1

    2,110

    5.7

    37,028

    NON U.S.

     

    31

    0.1

    3,178

    8.6

     
     

    5

    1,919

    5.2

    5,288

    14.3

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    6,200

    1.7

    67,592

    18.5

    364,785

    NON U.S.

     

    12,486

    3.4

    20,802

    5.7

     
     

    7

    18,686

    5.1

    88,394

    24.2

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    16,141

    12.5

    880

    0.7

    128,939

    NON U.S.

     

    13,195

    10.2

    1,391

    1.1

     
     

    7

    29,336

    22.8

    2,271

    1.8

    CBT SOYBEAN MEAL

    U.S.

     

    8,013

    2.1

    2,045

    0.5

    381,615

    NON U.S.

     

    32,835

    8.6

    252

    0.1

     
     

    12

    40,848

    10.7

    2,297

    0.6

    ICUS COTTON NO. 2

    U.S.

     

    5,455

    1.9

    478

    0.2

    283,531

    NON U.S.

     

    15,562

    5.5

    1,995

    0.7

     
     

    12

    21,017

    7.4

    2,473

    0.9

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    21.8

    7,027

    30.0

    23,401

    NON U.S.

     

    2,100

    9.0

    360

    1.5

     
     

    5

    7,210

    30.8

    7,387

    31.6

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,496

    5.2

    3,495

    5.2

    66,985

    NON U.S.

     

    3,573

    5.3

    49,234

    73.5

     
     

    5

    7,069

    10.6

    52,729

    78.7

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    8,229

    22.8

    1,836

    5.1

    36,060

    NON U.S.

     

    997

    2.8

    7,737

    21.5

     
     

    5

    9,226

    25.6

    9,573

    26.5

    NYME HENRY HUB SWAP

    U.S.

     

    7,706

    0.6

    330,782

    25.3

    1,306,933

    NON U.S.

     

    45,290

    3.5

    438,890

    33.6

     
     

    10

    52,996

    4.1

    769,672

    58.9

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    29,112

    10.2

    8,371

    2.9

    284,709

    NON U.S.

     

    77,960

    27.4

    5,926

    2.1

     
     

    10

    107,072

    37.6

    14,297

    5.0

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    2,044

    0.2

    27,669

    2.0

    1,350,063

    NON U.S.

    13

    5,814

    0.4

    49,715

    3.7

     
     

    18

    7,858

    0.6

    77,384

    5.7

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    43,544

    1.4

    36,325

    1.1

    3,215,261

    NON U.S.

    25

    16,935

    0.5

    92,900

    2.9

     
     

    32

    60,479

    1.9

    129,225

    4.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    9,996

    0.3

    26,510

    0.8

    3,237,562

    NON U.S.

    23

    32,215

    1.0

    102,780

    3.2

     
     

    28

    42,211

    1.3

    129,290

    4.0

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    189,023

    15.8

    127,059

    10.6

    1,195,184

    NON U.S.

    23

    91,883

    7.7

    85,644

    7.2

     
     

    29

    280,906

    23.5

    212,703

    17.8

    CME LEAN HOGS

    U.S.

     

    2,566

    1.1

    339

    0.1

    232,270

    NON U.S.

     

    13,874

    6.0

    4

    0.00

     
     

    9

    16,440

    7.1

    343

    0.1

    CME LIVE CATTLE

    U.S.

     

    3,165

    0.9

    429

    0.1

    338,623

    NON U.S.

     

    15,791

    4.7

    0

    0.0

     
     

    9

    18,956

    5.6

    429

    0.1

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,795

    1.6

    12,728

    11.4

    111,460

    NON U.S.

     

    411

    0.4

    1,797

    1.6

     
     

    7

    2,206

    2.0

    14,525

    13.0

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,356

    2.5

    4,885

    5.3

    92,949

    NON U.S.

     

    1,620

    1.7

    5,716

    6.1

     
     

    6

    3,976

    4.3

    10,601

    11.4

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    743

    5.8

    12,860

    NON U.S.

     

    4,875

    37.9

    0

    0.0

     
     

    5

    4,875

    37.9

    743

    5.8

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    186

    1.3

    184

    1.3

    14,514

    NON U.S.

     

    115

    0.8

    4,195

    28.9

     
     

    6

    301

    2.1

    4,379

    30.2

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    17,566

    2.9

    48,614

    7.9

    613,075

    NON U.S.

     

    5,117

    0.8

    2,578

    0.4

     
     

    15

    22,683

    3.7

    51,192

    8.4

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    468

    9.5

    782

    15.8

    4,945

    NON U.S.

     

    93

    1.9

    110

    2.2

     
     

    6

    561

    11.3

    892

    18.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    39,931

    1.8

    159,023

    7.3

    2,191,158

    NON U.S.

     

    59,916

    2.7

    174,128

    7.9

     
     

    24

    99,847

    4.6

    333,151

    15.2

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    864

    0.7

    12,590

    10.5

    120,037

    NON U.S.

     

    10,552

    8.8

    19,952

    16.6

     
     

    8

    11,416

    9.5

    32,542

    27.1

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    2,085

    14.5

    325

    2.3

    14,366

    NON U.S.

     

    100

    0.7

    1,421

    9.9

     
     

    6

    2,185

    15.2

    1,746

    12.2

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    180

    1.6

    615

    5.3

    11,555

    NON U.S.

     

    635

    5.5

    3,120

    27.0

     
     

    6

    815

    7.1

    3,735

    32.3

    NYME CANADIAN LIGHT SWEET OIL

    U.S.

     

    30

    0.3

    270

    2.8

    9,520

    NON U.S.

     

    0

    0.0

    2,955

    31.0

     
     

    5

    30

    0.3

    3,225

    33.9

    ICUS COCOA

    U.S.

     

    779

    0.3

    2,289

    0.9

    260,157

    NON U.S.

     

    8,585

    3.3

    2,738

    1.1

     
     

    11

    9,364

    3.6

    5,027

    1.9

    NYME PALLADIUM

    U.S.

    4

    341

    1.2

    7,736

    26.4

    29,331

    NON U.S.

    12

    1,782

    6.1

    4,829

    16.5

     
     

    16

    2,123

    7.2

    12,565

    42.8

    NYME PLATINUM

    U.S.

    5

    217

    0.3

    14,743

    22.7

    64,811

    NON U.S.

    17

    2,572

    4.0

    11,961

    18.5

     
     

    22

    2,789

    4.3

    26,704

    41.2

    ICUS SUGAR NO. 11

    U.S.

     

    16,267

    1.9

    3,666

    0.4

    859,366

    NON U.S.

     

    41,023

    4.8

    21,728

    2.5

     
     

    14

    57,290

    6.7

    25,394

    3.0

    ICUS COFFEE C

    U.S.

     

    3,984

    2.2

    235

    0.1

    181,894

    NON U.S.

     

    9,844

    5.4

    4,108

    2.3

     
     

    16

    13,828

    7.6

    4,343

    2.4

    CMX SILVER

    U.S.

    5

    6,905

    3.6

    33,459

    17.3

    193,936

    NON U.S.

    22

    7,637

    3.9

    45,110

    23.3

     
     

    27

    14,542

    7.5

    78,569

    40.5

    CMX COPPER-GRADE #1

    U.S.

     

    7,379

    2.5

    0

    0.0

    291,924

    NON U.S.

     

    13,625

    4.7

    2,541

    0.9

     
     

    19

    21,004

    7.2

    2,541

    0.9

    CMX GOLD

    U.S.

    5

    11,327

    2.7

    65,242

    15.7

    415,543

    NON U.S.

    27

    21,590

    5.2

    63,458

    15.3

     
     

    32

    32,917

    7.9

    128,700

    31.0

    CME CANADIAN DOLLAR

    U.S.

     

    1,628

    1.4

    77

    0.1

    118,424

    NON U.S.

     

    2,077

    1.8

    4,222

    3.6

     
     

    5

    3,705

    3.1

    4,299

    3.6

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    7,708

    4.1

    189,464

    NON U.S.

     

    68,350

    36.1

    7,586

    4.0

     
     

    6

    68,350

    36.1

    15,294

    8.1

    CME BRITISH POUND STERLING

    U.S.

     

    6,350

    3.0

    1,779

    0.8

    211,013

    NON U.S.

     

    4,367

    2.1

    701

    0.3

     
     

    6

    10,717

    5.1

    2,480

    1.2

    CME JAPANESE YEN

    U.S.

     

    61,770

    30.6

    6,090

    3.0

    201,632

    NON U.S.

     

    4,762

    2.4

    6,663

    3.3

     
     

    10

    66,532

    33.0

    12,753

    6.3

    CME EURO FX

    U.S.

     

    24,313

    5.9

    128

    0.0

    409,178

    NON U.S.

     

    19,344

    4.7

    2,722

    0.7

     
     

    16

    43,657

    10.7

    2,850

    0.7

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    7,641

    1.8

    3,975

    0.9

    428,725

    NON U.S.

    8

    10,877

    2.5

    733

    0.2

     
     

    12

    18,518

    4.3

    4,708

    1.1

    CME NEW ZEALAND DOLLAR

    U.S.

     

    4,432

    8.2

    0

    0.0

    54,073

    NON U.S.

     

    2,041

    3.8

    50

    0.1

     
     

    5

    6,473

    12.0

    50

    0.1

    E VIX FUTURES

    U.S.

     

    3,192

    0.6

    243

    0.0

    535,393

    NON U.S.

     

    48,444

    9.0

    3,478

    0.6

     
     

    8

    51,636

    9.6

    3,721

    0.7

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    1,000

    0.8

    2,853

    2.2

    128,263

    NON U.S.

    8

    3,278

    2.6

    9,458

    7.4

     
     

    12

    4,278

    3.3

    12,311

    9.6

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    3,213,969

    26.7

    680,631

    5.7

    12,017,000

    NON U.S.

    32

    463,781

    3.9

    837,884

    7.0

     
     

    39

    3,677,750

    30.6

    1,518,515

    12.6

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    7

    11,383

    0.4

    73,602

    2.5

    2,890,204

    NON U.S.

    14

    69,151

    2.4

    85,871

    3.0

     
     

    21

    80,534

    2.8

    159,473

    5.5

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    240

    0.1

    1,740

    0.8

    231,695

    NON U.S.

     

    9,810

    4.2

    2,543

    1.1

     
     

    11

    10,050

    4.3

    4,283

    1.8

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    1,011

    0.2

    8,629

    1.4

    625,415

    NON U.S.

    9

    3,482

    0.6

    6,308

    1.0

     
     

    14

    4,493

    0.7

    14,937

    2.4

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    810

    1.4

    58,206

    NON U.S.

     

    1,566

    2.7

    1,052

    1.8

     
     

    5

    1,566

    2.7

    1,862

    3.2

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    542

    0.2

    56

    0.0

    262,788

    NON U.S.

     

    1,119

    0.4

    11,835

    4.5

     
     

    6

    1,661

    0.6

    11,891

    4.5

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    691

    0.1

    9,461

    1.1

    856,461

    NON U.S.

     

    17,707

    2.1

    45,293

    5.3

     
     

    15

    18,398

    2.1

    54,754

    6.4

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,399

    14.7

    0

    0.0

    29,860

    NON U.S.

     

    2,543

    8.5

    0

    0.0

     
     

    5

    6,942

    23.2

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,932

    11.1

    868

    5.0

    17,465

    NON U.S.

     

    1,819

    10.4

    245

    1.4

     
     

    6

    3,751

    21.5

    1,113

    6.4

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,155

    12.0

    1,440

    14.9

    9,665

    NON U.S.

     

    1,332

    13.8

    300

    3.1

     
     

    5

    2,487

    25.7

    1,740

    18.0

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    825

    3.0

    611

    2.2

    27,791

    NON U.S.

     

    360

    1.3

    74

    0.3

     
     

    5

    1,185

    4.3

    685

    2.5