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February Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 2/6/2018

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    13,074

    2.4

    11,285

    2.1

    536,754

    NON U.S.

    11

    33,549

    6.3

    4,299

    0.8

     
     

    15

    46,623

    8.7

    15,584

    2.9

    CBT WHEAT-HRW

    U.S.

     

    6,709

    2.2

    2,889

    0.9

    309,542

    NON U.S.

     

    12,007

    3.9

    218

    0.1

     
     

    10

    18,716

    6.0

    3,107

    1.0

    CBT CORN

    U.S.

    6

    32,744

    1.9

    45,914

    2.7

    1,711,904

    NON U.S.

    12

    68,505

    4.0

    2,288

    0.1

     
     

    18

    101,249

    5.9

    48,202

    2.8

    CBT SOYBEANS

    U.S.

     

    8,733

    1.1

    10,427

    1.3

    784,222

    NON U.S.

     

    29,944

    3.8

    11,379

    1.5

     
     

    12

    38,677

    4.9

    21,806

    2.8

    CBT SOYBEAN OIL

    U.S.

    4

    11,396

    2.3

    4,523

    0.9

    502,352

    NON U.S.

    7

    28,079

    5.6

    104

    0.0

     
     

    11

    39,475

    7.9

    4,627

    0.9

    CBT U.S. TREASURY BONDS

    U.S.

     

    3,318

    0.4

    1,845

    0.2

    790,780

    NON U.S.

     

    6,365

    0.8

    7,501

    0.9

     
     

    13

    9,683

    1.2

    9,346

    1.2

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

    5

    15,683

    3.4

    5,525

    1.2

    456,755

    NON U.S.

    4

    12,500

    2.7

    142

    0.0

     
     

    9

    28,183

    6.2

    5,667

    1.2

    IFED NATURAL GAS ICE HENRY HUB LD1

    U.S.

    4

    23,462

    0.5

    1,678,235

    32.4

    5,187,446

    NON U.S.

    7

    67,022

    1.3

    749,881

    14.5

     
     

    11

    90,484

    1.7

    2,428,116

    46.8

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,462

    4.7

    11,892

    3.4

    349,190

    NON U.S.

     

    16,911

    4.8

    36

    0.0

     
     

    8

    33,373

    9.6

    11,928

    3.4

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    547

    0.2

    28,762

    10.6

    270,841

    NON U.S.

     

    2,613

    1.0

    99,481

    36.7

     
     

    5

    3,160

    1.2

    128,243

    47.3

    IFED AECO FIN BASIS

    U.S.

     

    7,042

    0.9

    1,760

    0.2

    794,507

    NON U.S.

     

    41,146

    5.2

    611,988

    77.0

     
     

    8

    48,188

    6.1

    613,748

    77.2

    IFED CHICAGO FIN BASIS

    U.S.

     

    28,386

    6.2

    1,639

    0.4

    454,444

    NON U.S.

     

    91

    0.0

    57,477

    12.6

     
     

    8

    28,477

    6.3

    59,116

    13.0

    IFED HSC FIN BASIS

    U.S.

     

    17,389

    4.8

    30,739

    8.4

    364,616

    NON U.S.

     

    2,123

    0.6

    28,301

    7.8

     
     

    8

    19,512

    5.4

    59,040

    16.2

    IFED WAHA FIN BASIS

    U.S.

     

    2,299

    0.9

    55,387

    20.8

    265,713

    NON U.S.

     

    0

    0.0

    13,224

    5.0

     
     

    5

    2,299

    0.9

    68,611

    25.8

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    687

    0.4

    27,765

    18.1

    153,638

    NON U.S.

     

    0

    0.0

    23,556

    15.3

     
     

    5

    687

    0.4

    51,321

    33.4

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    11,763

    2.2

    95,255

    17.7

    538,138

    NON U.S.

     

    13,975

    2.6

    13,123

    2.4

     
     

    7

    25,738

    4.8

    108,378

    20.1

    IFED EL PASO - PERMIAN BASIN (BASIS)

    U.S.

     

    10,482

    6.1

    7,992

    4.7

    171,229

    NON U.S.

     

    0

    0.0

    5,683

    3.3

     
     

    5

    10,482

    6.1

    13,675

    8.0

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

    U.S.

     

    5,953

    7.2

    4,501

    5.5

    82,147

    NON U.S.

     

    819

    1.0

    14,043

    17.1

     
     

    5

    6,772

    8.2

    18,544

    22.6

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    700

    0.4

    14,590

    8.1

    180,787

    NON U.S.

     

    4,121

    2.3

    6,201

    3.4

     
     

    5

    4,821

    2.7

    20,791

    11.5

    IFED TETCO M2 Basis (Receipts)

    U.S.

     

    1,888

    1.2

    66,622

    40.8

    163,367

    NON U.S.

     

    1,931

    1.2

    20,867

    12.8

     
     

    5

    3,819

    2.3

    87,489

    53.6

    NYME NATURAL GAS

    U.S.

    5

    49,156

    3.5

    31,201

    2.2

    1,405,245

    NON U.S.

    14

    61,051

    4.3

    72,881

    5.2

     
     

    19

    110,207

    7.8

    104,082

    7.4

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    6,459

    1.6

    74,865

    19.0

    394,228

    NON U.S.

     

    5,062

    1.3

    13,795

    3.5

     
     

    8

    11,521

    2.9

    88,660

    22.5

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    10,355

    8.5

    3,611

    3.0

    121,467

    NON U.S.

     

    7,874

    6.5

    1,196

    1.0

     
     

    7

    18,229

    15.0

    4,807

    4.0

    CBT SOYBEAN MEAL

    U.S.

     

    9,054

    2.0

    4,580

    1.0

    450,915

    NON U.S.

     

    29,659

    6.6

    109

    0.0

     
     

    12

    38,713

    8.6

    4,689

    1.0

    ICUS COTTON NO. 2

    U.S.

    4

    5,031

    1.7

    917

    0.3

    293,564

    NON U.S.

    8

    18,334

    6.2

    4,483

    1.5

     
     

    12

    23,365

    8.0

    5,400

    1.8

    NYME HENRY HUB SWAP

    U.S.

     

    15,080

    1.3

    364,191

    31.7

    1,150,277

    NON U.S.

     

    43,832

    3.8

    350,196

    30.4

     
     

    10

    58,912

    5.1

    714,387

    62.1

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    19,431

    11.0

    2,988

    1.7

    175,922

    NON U.S.

     

    40,474

    23.0

    7,170

    4.1

     
     

    9

    59,905

    34.1

    10,158

    5.8

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    19,242

    1.0

    16,886

    0.8

    1,998,510

    NON U.S.

    24

    17,391

    0.9

    38,631

    1.9

     
     

    29

    36,633

    1.8

    55,517

    2.8

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    48,216

    1.3

    19,681

    0.5

    3,659,818

    NON U.S.

    34

    27,529

    0.8

    113,273

    3.1

     
     

    42

    75,745

    2.1

    132,954

    3.6

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    6

    15,818

    0.5

    28,556

    0.8

    3,450,680

    NON U.S.

    27

    62,859

    1.8

    80,954

    2.3

     
     

    33

    78,677

    2.3

    109,510

    3.2

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    269,633

    16.5

    211,559

    13.0

    1,630,706

    NON U.S.

    20

    137,041

    8.4

    138,508

    8.5

     
     

    28

    406,674

    24.9

    350,067

    21.5

    CME LEAN HOGS

    U.S.

     

    5,239

    2.2

    1,152

    0.5

    237,591

    NON U.S.

     

    13,711

    5.8

    7

    0.00

     
     

    10

    18,950

    8.0

    1,159

    0.5

    CME LIVE CATTLE

    U.S.

    4

    6,868

    1.9

    832

    0.2

    370,240

    NON U.S.

    6

    17,956

    4.8

    0

    0.0

     
     

    10

    24,824

    6.7

    832

    0.2

    CME FEEDER CATTLE

    U.S.

     

    459

    0.8

    0

    0.0

    56,314

    NON U.S.

     

    1,210

    2.1

    67

    0.1

     
     

    5

    1,669

    3.0

    67

    0.1

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    7,273

    25.3

    28,749

    NON U.S.

     

    0

    0.0

    2,681

    9.3

     
     

    6

    0

    0.0

    9,954

    34.6

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,035

    2.0

    6,855

    6.6

    104,093

    NON U.S.

     

    755

    0.7

    1,508

    1.4

     
     

    6

    2,790

    2.7

    8,363

    8.0

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    3,274

    6.6

    7,184

    14.4

    49,908

    NON U.S.

     

    0

    0.0

    1,868

    3.7

     
     

    6

    3,274

    6.6

    9,052

    18.1

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    474

    2.9

    297

    1.8

    16,457

    NON U.S.

     

    0

    0.0

    4,227

    25.7

     
     

    5

    474

    2.9

    4,524

    27.5

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

    4

    13,771

    2.4

    57,688

    10.1

    569,199

    NON U.S.

    10

    6,775

    1.2

    5,944

    1.0

     
     

    14

    20,546

    3.6

    63,632

    11.2

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,488

    10.7

    1,984

    14.3

    13,892

    NON U.S.

     

    1,963

    14.1

    323

    2.3

     
     

    8

    3,451

    24.8

    2,307

    16.6

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    180

    0.1

    15,943

    10.7

    148,312

    NON U.S.

     

    0

    0.0

    18,123

    12.2

     
     

    5

    180

    0.1

    34,066

    23.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    5

    15,808

    0.6

    350,182

    13.5

    2,589,270

    NON U.S.

    23

    61,550

    2.4

    304,432

    11.8

     
     

    28

    77,358

    3.0

    654,614

    25.3

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    6,364

    4.1

    14,164

    9.1

    155,589

    NON U.S.

     

    18,209

    11.7

    21,588

    13.9

     
     

    9

    24,573

    15.8

    35,752

    23.0

    NYME BRENT CRUDE OIL LAST DAY

    U.S.

     

    4,631

    2.4

    4,318

    2.2

    195,312

    NON U.S.

     

    339

    0.2

    386

    0.2

     
     

    5

    4,970

    2.5

    4,704

    2.4

    NYME WCS OIL NET ENERGY MONTHLY IND

    U.S.

     

    885

    3.6

    350

    1.4

    24,901

    NON U.S.

     

    345

    1.4

    6,920

    27.8

     
     

    5

    1,230

    4.9

    7,270

    29.2

    ICUS COCOA

    U.S.

     

    4,519

    1.7

    3,633

    1.4

    269,041

    NON U.S.

     

    9,478

    3.5

    4,312

    1.6

     
     

    15

    13,997

    5.2

    7,945

    3.0

    NYME PALLADIUM

    U.S.

    4

    524

    1.6

    12,545

    38.8

    32,330

    NON U.S.

    12

    1,231

    3.8

    4,327

    13.4

     
     

    16

    1,755

    5.4

    16,872

    52.2

    NYME PLATINUM

    U.S.

    5

    984

    1.1

    21,801

    24.0

    90,932

    NON U.S.

    17

    3,466

    3.8

    12,055

    13.3

     
     

    22

    4,450

    4.9

    33,856

    37.2

    ICUS SUGAR NO. 11

    U.S.

     

    22,026

    2.4

    7,044

    0.8

    928,370

    NON U.S.

     

    58,788

    6.3

    5,422

    0.6

     
     

    11

    80,814

    8.7

    12,466

    1.3

    ICUS COFFEE C

    U.S.

    4

    3,343

    1.3

    3,168

    1.3

    250,258

    NON U.S.

    15

    14,413

    5.8

    970

    0.4

     
     

    19

    17,756

    7.1

    4,138

    1.7

    CMX SILVER

    U.S.

    6

    3,615

    1.8

    35,075

    17.1

    205,470

    NON U.S.

    19

    11,350

    5.5

    28,728

    14.0

     
     

    25

    14,965

    7.3

    63,803

    31.1

    CMX COPPER-GRADE #1

    U.S.

    5

    6,677

    2.3

    1,865

    0.7

    285,964

    NON U.S.

    12

    14,733

    5.2

    8,012

    2.8

     
     

    17

    21,410

    7.5

    9,877

    3.5

    CMX GOLD

    U.S.

    6

    8,069

    1.5

    122,157

    22.8

    535,321

    NON U.S.

    28

    25,941

    4.8

    90,454

    16.9

     
     

    34

    34,010

    6.4

    212,611

    39.7

    CME CANADIAN DOLLAR

    U.S.

     

    1,695

    1.0

    186

    0.1

    167,890

    NON U.S.

     

    6,248

    3.7

    11,950

    7.1

     
     

    5

    7,943

    4.7

    12,136

    7.2

    CME BRITISH POUND STERLING

    U.S.

     

    1,458

    0.7

    41,920

    19.4

    216,402

    NON U.S.

     

    7,744

    3.6

    0

    0.0

     
     

    5

    9,202

    4.3

    41,920

    19.4

    CME JAPANESE YEN

    U.S.

     

    35,223

    14.1

    397

    0.2

    249,478

    NON U.S.

     

    3,036

    1.2

    21,353

    8.6

     
     

    5

    38,259

    15.3

    21,750

    8.7

    CME EURO FX

    U.S.

     

    2,082

    0.3

    33,430

    5.6

    596,937

    NON U.S.

     

    46,334

    7.8

    33,565

    5.6

     
     

    19

    48,416

    8.1

    66,995

    11.2

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    5

    8,945

    2.0

    8,335

    1.9

    448,796

    NON U.S.

    11

    12,310

    2.7

    2,786

    0.6

     
     

    16

    21,255

    4.7

    11,121

    2.5

    E VIX FUTURES

    U.S.

    5

    1,546

    0.3

    7,342

    1.2

    614,435

    NON U.S.

    4

    17,349

    2.8

    40,196

    6.5

     
     

    9

    18,895

    3.1

    47,538

    7.7

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    2,990

    2.3

    3,962

    3.0

    132,482

    NON U.S.

    9

    530

    0.4

    31,319

    23.6

     
     

    14

    3,520

    2.7

    35,281

    26.6

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,570,551

    17.0

    855,205

    5.7

    15,111,326

    NON U.S.

    31

    925,785

    6.1

    502,351

    3.3

     
     

    39

    3,496,336

    23.1

    1,357,556

    9.0

    CME S&P 500 STOCK INDEX

    U.S.

     

    2,930

    3.7

    400

    0.5

    78,372

    NON U.S.

     

    0

    0.0

    8,093

    10.3

     
     

    6

    2,930

    3.7

    8,493

    10.8

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    8

    22,138

    0.6

    84,759

    2.5

    3,428,810

    NON U.S.

    29

    38,730

    1.1

    259,866

    7.6

     
     

    37

    60,868

    1.8

    344,625

    10.1

    CME E-MINI S&P FINANCIAL INDEX

    U.S.

     

    500

    1.7

    2,581

    8.7

    29,677

    NON U.S.

     

    0

    0.0

    3,966

    13.4

     
     

    5

    500

    1.7

    6,547

    22.1

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    11,697

    4.8

    6,038

    2.5

    245,714

    NON U.S.

    9

    4,759

    1.9

    1,209

    0.5

     
     

    13

    16,456

    6.7

    7,247

    2.9

    CME AUSTRALIAN DOLLAR

    U.S.

     

    9,246

    6.6

    212

    0.2

    139,810

    NON U.S.

     

    1,316

    0.9

    8,974

    6.4

     
     

    5

    10,562

    7.6

    9,186

    6.6

    CME E-MINI RUSSELL 2000 INDEX

    U.S.

    4

    10,007

    1.8

    15,395

    2.8

    555,353

    NON U.S.

    11

    11,166

    2.0

    6,366

    1.1

     
     

    15

    21,173

    3.8

    21,761

    3.9

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    NON U.S.

     

    5,166

    22.4

    668

    2.9

    23,045

     

    5

    5,166

    22.4

    668

    2.9

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    997

    1.4

    72,611

    NON U.S.

     

    1,414

    1.9

    1,095

    1.5

     
     

    7

    1,414

    1.9

    2,092

    2.9

    ICUS MSCI EAFE MINI INDEX

    U.S.

    4

    48

    0.0

    54,014

    19.0

    284,841

    NON U.S.

    4

    589

    0.2

    5,166

    1.8

     
     

    8

    637

    0.2

    59,180

    20.8

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    0

    0.0

    56,853

    5.2

    1,084,285

    NON U.S.

     

    11,937

    1.1

    33,161

    3.1

     
     

    17

    11,937

    1.1

    90,014

    8.3

    CME S&P 500 ANNUAL DIVIDEND INDEX

    U.S.

     

    268

    0.3

    1,112

    1.1

    101,282

    NON U.S.

     

    50

    0.0

    3,440

    3.4

     
     

    5

    318

    0.3

    4,552

    4.5