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January Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 1/5/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    4,594

    1.1

    7,479

    1.9

    400,509

    NON U.S.

     

    22,352

    5.6

    4,651

    1.2

     
     

    16

    26,946

    6.7

    12,130

    3.0

    CBT WHEAT-HRW

    U.S.

     

    4,390

    2.1

    3,369

    1.6

    204,323

    NON U.S.

     

    4,677

    2.3

    2,729

    1.3

     
     

    7

    9,067

    4.4

    6,098

    3.0

    CBT CORN

    U.S.

     

    39,617

    2.9

    20,362

    1.5

    1,356,517

    NON U.S.

     

    66,075

    4.9

    3,143

    0.2

     
     

    12

    105,692

    7.8

    23,505

    1.7

    CBT SOYBEANS

    U.S.

     

    3,480

    0.5

    2,889

    0.4

    658,069

    NON U.S.

     

    20,297

    3.1

    7,957

    1.2

     
     

    12

    23,777

    3.6

    10,846

    1.6

    CBT SOYBEAN OIL

    U.S.

     

    6,876

    1.8

    3,513

    0.9

    385,135

    NON U.S.

     

    21,100

    5.5

    181

    0.0

     
     

    8

    27,976

    7.3

    3,694

    1.0

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    13,054

    3.8

    1,814

    0.5

    345,966

    NON U.S.

     

    13,963

    4.0

    137

    0.0

     
     

    7

    27,017

    7.8

    1,951

    0.6

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,813

    5.0

    3,039

    8.4

    36,037

    NON U.S.

     

    3,426

    9.5

    114

    0.3

     
     

    7

    5,239

    14.5

    3,153

    8.7

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    19,248

    0.5

    833,719

    20.9

    3,982,622

    NON U.S.

    7

    54,677

    1.4

    685,523

    17.2

     
     

    11

    73,925

    1.9

    1,519,242

    38.1

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    12,593

    3.8

    35,546

    10.7

    333,170

    NON U.S.

     

    15,446

    4.6

    6,132

    1.8

     
     

    9

    28,039

    8.4

    41,678

    12.5

    IFED SOCAL BORDER FIN BASIS

    U.S.

     

    7,319

    3.0

    2,026

    0.8

    247,181

    NON U.S.

     

    2,182

    0.9

    347

    0.1

     
     

    5

    9,501

    3.8

    2,373

    1.0

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    47,115

    19.3

    243,548

    NON U.S.

     

    2,059

    0.8

    67,462

    27.7

     
     

    9

    2,361

    1.0

    114,577

    47.0

    IFED AECO FIN BASIS

    U.S.

     

    12,191

    2.0

    1,984

    0.3

    611,145

    NON U.S.

     

    29,351

    4.8

    317,759

    52.0

     
     

    9

    41,542

    6.8

    319,743

    52.3

    IFED CHICAGO FIN BASIS

    U.S.

     

    1,559

    0.5

    14,459

    4.7

    307,687

    NON U.S.

     

    123

    0.0

    63,517

    20.6

     
     

    8

    1,682

    0.5

    77,976

    25.3

    IFED HSC FIN BASIS

    U.S.

     

    2,689

    1.0

    15,678

    5.6

    281,386

    NON U.S.

     

    23,504

    8.4

    24,411

    8.7

     
     

    7

    26,193

    9.3

    40,089

    14.2

    IFED WAHA FIN BASIS

    U.S.

     

    0

    0.0

    10,941

    10.1

    107,958

    NON U.S.

     

    0

    0.0

    21,089

    19.5

     
     

    5

    0

    0.0

    32,030

    29.7

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    153

    0.2

    11,492

    11.4

    100,798

    NON U.S.

     

    389

    0.4

    12,989

    12.9

     
     

    6

    542

    0.5

    24,481

    24.3

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

    U.S.

     

    17,403

    10.3

    15,079

    8.9

    168,927

    NON U.S.

     

    19,584

    11.6

    14,001

    8.3

     
     

    7

    36,987

    21.9

    29,080

    17.2

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    759

    0.2

    46,516

    13.7

    338,362

    NON U.S.

     

    32,054

    9.5

    36,935

    10.9

     
     

    8

    32,813

    9.7

    83,451

    24.7

    IFED EL PASO - PERMIAN BASIN (BASIS)

    U.S.

     

    3,113

    4.3

    9,979

    13.8

    72,388

    NON U.S.

     

    524

    0.7

    1,698

    2.3

     
     

    5

    3,637

    5.0

    11,677

    16.1

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

    U.S.

     

    2,718

    3.6

    5,505

    7.2

    75,935

    NON U.S.

     

    3,377

    4.4

    15,810

    20.8

     
     

    5

    6,095

    8.0

    21,315

    28.1

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    7,867

    7.7

    2,688

    2.6

    102,540

    NON U.S.

     

    3,525

    3.4

    0

    0.0

     
     

    5

    11,392

    11.1

    2,688

    2.6

    IFED NATURAL GAS PIPELINE, TEXOK (BASIS)

    U.S.

     

    4,804

    4.5

    5,799

    5.4

    107,622

    NON U.S.

     

    1,226

    1.1

    10,091

    9.4

     
     

    5

    6,030

    5.6

    15,890

    14.8

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,463

    1.0

    12,068

    8.5

    141,290

    NON U.S.

     

    214

    0.2

    17,350

    12.3

     
     

    5

    1,677

    1.2

    29,418

    20.8

    IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)

    U.S.

     

    0

    0.0

    9,042

    4.4

    203,349

    NON U.S.

     

    4,894

    2.4

    7,979

    3.9

     
     

    5

    4,894

    2.4

    17,021

    8.4

    NYME NATURAL GAS

    U.S.

    4

    29,818

    3.2

    21,855

    2.3

    935,925

    NON U.S.

    9

    43,125

    4.6

    16,258

    1.7

     
     

    13

    72,943

    7.8

    38,113

    4.1

    NYME DOMINION BASIS SWAP

    U.S.

     

    1,918

    6.1

    3,536

    11.3

    31,187

    NON U.S.

     

    123

    0.4

    4,103

    13.2

     
     

    5

    2,041

    6.5

    7,639

    24.5

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,577

    3.9

    30,744

    10.3

    298,549

    NON U.S.

     

    14,602

    4.9

    26,343

    8.8

     
     

    7

    26,179

    8.8

    57,087

    19.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    5,078

    5.0

    2,529

    2.5

    101,476

    NON U.S.

     

    7,015

    6.9

    3,029

    3.0

     
     

    6

    12,093

    11.9

    5,558

    5.5

    CBT SOYBEAN MEAL

    U.S.

     

    2,199

    0.5

    3,797

    0.9

    405,616

    NON U.S.

     

    18,759

    4.6

    2,586

    0.6

     
     

    11

    20,958

    5.2

    6,383

    1.6

    ICUS COTTON NO. 2

    U.S.

     

    4,595

    2.5

    169

    0.1

    185,123

    NON U.S.

     

    14,455

    7.8

    1,349

    0.7

     
     

    10

    19,050

    10.3

    1,518

    0.8

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    1,802

    2.7

    5,338

    8.1

    66,193

    NON U.S.

     

    5,223

    7.9

    40,665

    61.4

     
     

    6

    7,025

    10.6

    46,003

    69.5

    NYME HENRY HUB SWAP

    U.S.

     

    30,769

    2.1

    336,431

    23.5

    1,432,907

    NON U.S.

     

    32,002

    2.2

    440,452

    30.7

     
     

    11

    62,771

    4.4

    776,883

    54.2

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    37,337

    11.6

    14,272

    4.4

    321,476

    NON U.S.

     

    59,622

    18.5

    11,996

    3.7

     
     

    10

    96,959

    30.2

    26,268

    8.2

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    3,450

    0.3

    11,349

    1.1

    1,031,431

    NON U.S.

    18

    10,841

    1.1

    24,880

    2.4

     
     

    24

    14,291

    1.4

    36,229

    3.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    26,641

    1.1

    17,280

    0.7

    2,534,485

    NON U.S.

    16

    9,972

    0.4

    45,921

    1.8

     
     

    22

    36,613

    1.4

    63,201

    2.5

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    5,927

    0.3

    11,622

    0.5

    2,294,334

    NON U.S.

     

    13,782

    0.6

    37,788

    1.6

     
     

    14

    19,709

    0.9

    49,410

    2.2

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    62,503

    9.1

    115,595

    16.8

    690,098

    NON U.S.

    13

    23,211

    3.4

    51,950

    7.5

     
     

    19

    85,714

    12.4

    167,545

    24.3

    CME LEAN HOGS

    U.S.

     

    1,290

    0.8

    1,168

    0.7

    164,890

    NON U.S.

     

    10,722

    6.5

    641

    0.4

     
     

    11

    12,012

    7.3

    1,809

    1.1

    CME LIVE CATTLE

    U.S.

     

    876

    0.3

    499

    0.2

    265,072

    NON U.S.

     

    10,471

    4.0

    326

    0.1

     
     

    8

    11,347

    4.3

    825

    0.3

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,433

    2.4

    15,624

    15.3

    102,114

    NON U.S.

     

    579

    0.6

    3,298

    3.2

     
     

    5

    3,012

    2.9

    18,922

    18.5

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    10,994

    2.7

    37,639

    9.2

    409,836

    NON U.S.

     

    8,262

    2.0

    6,227

    1.5

     
     

    16

    19,256

    4.7

    43,866

    10.7

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,320

    16.4

    1,200

    14.9

    8,053

    NON U.S.

     

    1,926

    23.9

    228

    2.8

     
     

    10

    3,246

    40.3

    1,428

    17.7

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,800

    6.0

    1,705

    2.7

    63,464

    NON U.S.

     

    210

    0.3

    5,835

    9.2

     
     

    5

    4,010

    6.3

    7,540

    11.9

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    0

    0.0

    3,988

    12.1

    33,066

    NON U.S.

     

    0

    0.0

    10,130

    30.6

     
     

    5

    0

    0.0

    14,118

    42.7

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    32,150

    1.9

    98,052

    5.8

    1,703,201

    NON U.S.

    16

    87,371

    5.1

    144,647

    8.5

     
     

    20

    119,521

    7.0

    242,699

    14.2

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,165

    1.0

    14,018

    12.1

    116,029

    NON U.S.

     

    2,894

    2.5

    23,127

    19.9

     
     

    6

    4,059

    3.5

    37,145

    32.0

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    11,724

    12.6

    92,851

    NON U.S.

     

    180

    0.2

    6,570

    7.1

     
     

    6

    180

    0.2

    18,294

    19.7

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    308

    1.9

    3,107

    18.7

    16,589

    NON U.S.

     

    1,288

    7.8

    1,882

    11.3

     
     

    8

    1,596

    9.6

    4,989

    30.1

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    405

    2.8

    0

    0.0

    14,337

    NON U.S.

     

    4,071

    28.4

    2,706

    18.9

     
     

    5

    4,476

    31.2

    2,706

    18.9

    ICUS COCOA

    U.S.

     

    1,522

    0.7

    0

    0.0

    222,486

    NON U.S.

     

    4,785

    2.2

    2,755

    1.2

     
     

    6

    6,307

    2.8

    2,755

    1.2

    NYME PALLADIUM

    U.S.

    4

    523

    2.1

    3,771

    15.1

    25,036

    NON U.S.

    15

    1,826

    7.3

    2,902

    11.6

     
     

    19

    2,349

    9.4

    6,673

    26.7

    NYME PLATINUM

    U.S.

    4

    230

    0.4

    8,548

    13.0

    65,506

    NON U.S.

    16

    3,260

    5.0

    9,076

    13.9

     
     

    20

    3,490

    5.3

    17,624

    26.9

    ICUS SUGAR NO. 11

    U.S.

     

    15,151

    1.7

    1,541

    0.2

    868,697

    NON U.S.

     

    48,387

    5.6

    7,405

    0.9

     
     

    11

    63,538

    7.3

    8,946

    1.0

    ICUS COFFEE C

    U.S.

     

    1,910

    1.1

    1,133

    0.7

    172,537

    NON U.S.

     

    10,527

    6.1

    2,568

    1.5

     
     

    16

    12,437

    7.2

    3,701

    2.1

    CMX SILVER

    U.S.

    4

    3,354

    2.0

    21,986

    13.1

    167,520

    NON U.S.

    11

    12,753

    7.6

    23,670

    14.1

     
     

    15

    16,107

    9.6

    45,656

    27.3

    CMX COPPER-GRADE #1

    U.S.

    4

    6,596

    3.8

    0

    0.0

    171,819

    NON U.S.

    10

    12,496

    7.3

    1,437

    0.8

     
     

    14

    19,092

    11.1

    1,437

    0.8

    CMX GOLD

    U.S.

    5

    6,387

    1.5

    49,447

    12.0

    413,688

    NON U.S.

    20

    35,499

    8.6

    37,698

    9.1

     
     

    25

    41,886

    10.1

    87,145

    21.1

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.8

    3,247

    11.0

    29,446

    NON U.S.

     

    19,566

    66.4

    13,351

    45.3

     
     

    5

    19,801

    67.2

    16,598

    56.4

    CME CANADIAN DOLLAR

    U.S.

     

    4,029

    2.4

    1,172

    0.7

    166,610

    NON U.S.

     

    6,258

    3.8

    0

    0.0

     
     

    5

    10,287

    6.2

    1,172

    0.7

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    6,951

    4.8

    143,374

    NON U.S.

     

    54,276

    37.9

    8,830

    6.2

     
     

    5

    54,276

    37.9

    15,781

    11.0

    CME BRITISH POUND STERLING

    U.S.

     

    14,195

    6.4

    4,873

    2.2

    221,993

    NON U.S.

     

    7,108

    3.2

    0

    0.0

     
     

    5

    21,303

    9.6

    4,873

    2.2

    CME JAPANESE YEN

    U.S.

     

    38,040

    17.2

    16,885

    7.7

    220,707

    NON U.S.

     

    2,177

    1.0

    0

    0.0

     
     

    5

    40,217

    18.2

    16,885

    7.7

    CME EURO FX

    U.S.

     

    37,522

    9.2

    3,996

    1.0

    407,105

    NON U.S.

     

    28,789

    7.1

    3,201

    0.8

     
     

    15

    66,311

    16.3

    7,197

    1.8

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    6,750

    1.9

    8,179

    2.3

    361,434

    NON U.S.

    6

    10,526

    2.9

    3,524

    1.0

     
     

    10

    17,276

    4.8

    11,703

    3.2

    E VIX FUTURES

    U.S.

     

    8,313

    3.4

    0

    0.0

    243,307

    NON U.S.

     

    21,833

    9.0

    1,829

    0.8

     
     

    8

    30,146

    12.4

    1,829

    0.8

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    2,456

    3.3

    941

    1.3

    74,890

    NON U.S.

    5

    2,800

    3.7

    1,526

    2.0

     
     

    9

    5,256

    7.0

    2,467

    3.3

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,183,855

    20.8

    922,633

    8.8

    10,501,396

    NON U.S.

    36

    807,065

    7.7

    589,156

    5.6

     
     

    44

    2,990,920

    28.5

    1,511,789

    14.4

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    16,843

    0.7

    18,449

    0.7

    2,573,728

    NON U.S.

    20

    54,143

    2.1

    51,229

    2.0

     
     

    25

    70,986

    2.8

    69,678

    2.7

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    1,692

    0.6

    1,530

    0.5

    302,181

    NON U.S.

     

    5,740

    1.9

    16,614

    5.5

     
     

    13

    7,432

    2.5

    18,144

    6.0

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    1,250

    0.3

    0

    0.0

    376,074

    NON U.S.

     

    767

    0.2

    2,083

    0.6

     
     

    7

    2,017

    0.5

    2,083

    0.6

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    991

    1.3

    73,704

    NON U.S.

     

    1,409

    1.9

    328

    0.4

     
     

    6

    1,409

    1.9

    1,319

    1.8

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    812

    0.5

    360

    0.2

    172,956

    NON U.S.

     

    4,191

    2.4

    0

    0.0

     
     

    7

    5,003

    2.9

    360

    0.2

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    1,903

    0.4

    424

    0.1

    479,172

    NON U.S.

     

    16,378

    3.4

    22,732

    4.7

     
     

    18

    18,281

    3.8

    23,156

    4.8

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    2,555

    9.2

    85

    0.3

    27,677

    NON U.S.

     

    3,590

    13.0

    0

    0.0

     
     

    6

    6,145

    22.2

    85

    0.3

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    420

    3.0

    2,550

    18.2

    14,010

    NON U.S.

     

    2,339

    16.7

    0

    0.0

     
     

    5

    2,759

    19.7

    2,550

    18.2

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    440

    3.2

    379

    2.7

    13,920

    NON U.S.

     

    5,097

    36.6

    48

    0.3

     
     

    6

    5,537

    39.8

    427

    3.1