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January Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 1/3/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    7,732

    1.7

    7,278

    1.6

    457,848

    NON U.S.

    13

    21,278

    4.6

    3,429

    0.7

     
     

    17

    29,010

    6.3

    10,707

    2.3

    CBT WHEAT-HRW

    U.S.

    4

    5,019

    2.1

    3,923

    1.6

    240,665

    NON U.S.

    4

    6,893

    2.9

    18

    0.00

     
     

    8

    11,912

    4.9

    3,941

    1.6

    CBT CORN

    U.S.

    4

    30,903

    2.5

    10,721

    0.9

    1,244,604

    NON U.S.

    11

    64,792

    5.2

    4,808

    0.4

     
     

    15

    95,695

    7.7

    15,529

    1.2

    CBT SOYBEANS

    U.S.

    4

    10,342

    1.6

    1,741

    0.3

    629,759

    NON U.S.

    12

    32,388

    5.1

    2,839

    0.5

     
     

    16

    42,730

    6.8

    4,580

    0.7

    CBT SOYBEAN OIL

    U.S.

     

    11,691

    3.2

    4,080

    1.1

    370,118

    NON U.S.

     

    15,896

    4.3

    299

    0.1

     
     

    10

    27,587

    7.5

    4,379

    1.2

    CBT U.S. TREASURY BONDS

    U.S.

    4

    3,779

    0.6

    593

    0.1

    604,589

    NON U.S.

    4

    2,119

    0.4

    454

    0.1

     
     

    8

    5,898

    1.0

    1,047

    0.2

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,270

    4.2

    804

    1.5

    54,187

    NON U.S.

     

    878

    1.6

    647

    1.2

     
     

    5

    3,148

    5.8

    1,451

    2.7

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    17,336

    4.0

    1,219

    0.3

    429,039

    NON U.S.

    6

    18,160

    4.2

    112

    0.0

     
     

    10

    35,496

    8.3

    1,331

    0.3

    NYME GULF COAST ULSD SWAP

    U.S.

     

    0

    0.0

    778

    18.9

    4,117

    NON U.S.

     

    180

    4.4

    712

    17.3

     
     

    5

    180

    4.4

    1,490

    36.2

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,562

    4.7

    289

    0.5

    53,964

    NON U.S.

     

    4,087

    7.6

    63

    0.1

     
     

    8

    6,649

    12.3

    352

    0.7

    NYME EIA FLAT TAX ON HIGHWAY DIESEL

    U.S.

     

    753

    19.1

    26

    0.7

    3,940

    NON U.S.

     

    396

    10.1

    96

    2.4

     
     

    5

    1,149

    29.2

    122

    3.1

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    15,307

    0.3

    1,363,477

    27.1

    5,029,743

    NON U.S.

    8

    32,884

    0.7

    753,801

    15.0

     
     

    12

    48,191

    1.0

    2,117,278

    42.1

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    17,753

    8.3

    14,346

    6.7

    212,656

    NON U.S.

     

    21,179

    10.0

    789

    0.4

     
     

    8

    38,932

    18.3

    15,135

    7.1

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    0

    0.0

    30,275

    20.6

    146,950

    NON U.S.

     

    3,886

    2.6

    20,094

    13.7

     
     

    5

    3,886

    2.6

    50,369

    34.3

    IFED AECO FIN BASIS

    U.S.

     

    19,219

    2.1

    2,794

    0.3

    923,450

    NON U.S.

     

    26,288

    2.8

    624,265

    67.6

     
     

    9

    45,507

    4.9

    627,059

    67.9

    IFED CHICAGO FIN BASIS

    U.S.

     

    12,013

    3.2

    15,371

    4.1

    375,133

    NON U.S.

     

    305

    0.1

    64,337

    17.2

     
     

    9

    12,318

    3.3

    79,708

    21.2

    IFED HSC FIN BASIS

    U.S.

     

    21,049

    7.5

    32,763

    11.7

    279,854

    NON U.S.

     

    4,997

    1.8

    16,532

    5.9

     
     

    7

    26,046

    9.3

    49,295

    17.6

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

    U.S.

     

    25,995

    15.9

    5,930

    3.6

    163,169

    NON U.S.

     

    214

    0.1

    8,458

    5.2

     
     

    5

    26,209

    16.1

    14,388

    8.8

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,610

    0.4

    77,228

    18.0

    427,905

    NON U.S.

     

    13,638

    3.2

    9,302

    2.2

     
     

    5

    15,248

    3.6

    86,530

    20.2

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    9,599

    9.8

    720

    0.7

    98,106

    NON U.S.

     

    6,938

    7.1

    0

    0.0

     
     

    5

    16,537

    16.9

    720

    0.7

    NYME NATURAL GAS

    U.S.

    4

    46,761

    3.8

    29,745

    2.4

    1,231,340

    NON U.S.

    12

    42,162

    3.4

    37,981

    3.1

     
     

    16

    88,923

    7.2

    67,726

    5.5

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    1,888

    4.6

    2,523

    6.2

    40,686

    NON U.S.

     

    90

    0.2

    3,650

    9.0

     
     

    5

    1,978

    4.9

    6,173

    15.2

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    10,849

    3.0

    69,759

    19.6

    355,791

    NON U.S.

     

    12,080

    3.4

    21,846

    6.1

     
     

    7

    22,929

    6.4

    91,605

    25.7

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    16,079

    15.0

    531

    0.5

    107,394

    NON U.S.

     

    13,025

    12.1

    1,590

    1.5

     
     

    7

    29,104

    27.1

    2,121

    2.0

    CBT SOYBEAN MEAL

    U.S.

     

    8,624

    2.6

    4,139

    1.3

    326,477

    NON U.S.

     

    30,375

    9.3

    42

    0.0

     
     

    12

    38,999

    11.9

    4,181

    1.3

    ICUS COTTON NO. 2

    U.S.

     

    8,374

    3.4

    3,407

    1.4

    247,158

    NON U.S.

     

    16,018

    6.5

    1,946

    0.8

     
     

    14

    24,392

    9.9

    5,353

    2.2

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    21.5

    7,223

    30.3

    23,821

    NON U.S.

     

    2,100

    8.8

    360

    1.5

     
     

    5

    7,210

    30.3

    7,583

    31.8

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,636

    5.2

    3,579

    5.1

    70,447

    NON U.S.

     

    4,002

    5.7

    51,054

    72.5

     
     

    5

    7,638

    10.8

    54,633

    77.6

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    8,369

    22.2

    2,004

    5.3

    37,628

    NON U.S.

     

    997

    2.6

    8,157

    21.7

     
     

    5

    9,366

    24.9

    10,161

    27.0

    NYME HENRY HUB SWAP

    U.S.

     

    7,799

    0.6

    333,783

    24.5

    1,361,778

    NON U.S.

     

    45,373

    3.3

    448,219

    32.9

     
     

    10

    53,172

    3.9

    782,002

    57.4

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    24,728

    8.7

    8,415

    3.0

    284,230

    NON U.S.

     

    71,964

    25.3

    5,622

    2.0

     
     

    9

    96,692

    34.0

    14,037

    4.9

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    4,606

    0.4

    6,614

    0.6

    1,140,716

    NON U.S.

    10

    14,407

    1.3

    15,675

    1.4

     
     

    15

    19,013

    1.7

    22,289

    2.0

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    44,516

    1.4

    51,887

    1.7

    3,096,552

    NON U.S.

    23

    9,090

    0.3

    134,793

    4.4

     
     

    30

    53,606

    1.7

    186,680

    6.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    9,741

    0.3

    21,432

    0.7

    2,969,145

    NON U.S.

    21

    40,269

    1.4

    89,651

    3.0

     
     

    26

    50,010

    1.7

    111,083

    3.7

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    151,767

    17.2

    83,010

    9.4

    882,307

    NON U.S.

    19

    64,428

    7.3

    41,962

    4.8

     
     

    24

    216,195

    24.5

    124,972

    14.2

    CME LEAN HOGS

    U.S.

     

    2,504

    1.3

    241

    0.1

    196,202

    NON U.S.

     

    12,258

    6.2

    305

    0.2

     
     

    10

    14,762

    7.5

    546

    0.3

    CME LIVE CATTLE

    U.S.

     

    3,109

    1.0

    542

    0.2

    306,995

    NON U.S.

     

    11,928

    3.9

    1

    0.000

     
     

    10

    15,037

    4.9

    543

    0.2

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,104

    0.8

    14,115

    10.3

    136,943

    NON U.S.

     

    543

    0.4

    2,700

    2.0

     
     

    7

    1,647

    1.2

    16,815

    12.3

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,426

    2.5

    5,599

    5.8

    97,341

    NON U.S.

     

    1,620

    1.7

    6,277

    6.4

     
     

    6

    4,046

    4.2

    11,876

    12.2

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    906

    6.4

    14,233

    NON U.S.

     

    5,406

    38.0

    0

    0.0

     
     

    5

    5,406

    38.0

    906

    6.4

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    141

    0.9

    217

    1.4

    15,823

    NON U.S.

     

    185

    1.2

    2,886

    18.2

     
     

    5

    326

    2.1

    3,103

    19.6

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    18,894

    3.6

    50,282

    9.5

    529,917

    NON U.S.

     

    3,136

    0.6

    3,906

    0.7

     
     

    15

    22,030

    4.2

    54,188

    10.2

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    501

    10.3

    837

    17.2

    4,878

    NON U.S.

     

    93

    1.9

    120

    2.5

     
     

    6

    594

    12.2

    957

    19.6

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    41,964

    2.0

    141,625

    6.8

    2,089,324

    NON U.S.

    21

    70,863

    3.4

    184,717

    8.8

     
     

    25

    112,827

    5.4

    326,342

    15.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    679

    0.6

    10,747

    9.3

    115,318

    NON U.S.

     

    10,186

    8.8

    20,935

    18.2

     
     

    7

    10,865

    9.4

    31,682

    27.5

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    5,340

    11.9

    44,889

    NON U.S.

     

    3,045

    6.8

    780

    1.7

     
     

    5

    3,045

    6.8

    6,120

    13.6

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    2,066

    16.6

    325

    2.6

    12,456

    NON U.S.

     

    100

    0.8

    1,604

    12.9

     
     

    7

    2,166

    17.4

    1,929

    15.5

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    180

    1.8

    465

    4.7

    9,990

    NON U.S.

     

    680

    6.8

    1,297

    13.0

     
     

    5

    860

    8.6

    1,762

    17.6

    ICUS COCOA

    U.S.

     

    3,814

    1.4

    4,974

    1.8

    277,169

    NON U.S.

     

    6,425

    2.3

    1,913

    0.7

     
     

    9

    10,239

    3.7

    6,887

    2.5

    NYME PALLADIUM

    U.S.

    4

    331

    1.4

    5,114

    20.9

    24,483

    NON U.S.

    14

    1,212

    5.0

    5,006

    20.4

     
     

    18

    1,543

    6.3

    10,120

    41.3

    NYME PLATINUM

    U.S.

    5

    0

    0.0

    10,775

    16.8

    64,102

    NON U.S.

    17

    2,693

    4.2

    9,584

    15.0

     
     

    22

    2,693

    4.2

    20,359

    31.8

    ICUS SUGAR NO. 11

    U.S.

     

    20,321

    2.5

    6,520

    0.8

    810,483

    NON U.S.

     

    41,717

    5.1

    19,317

    2.4

     
     

    14

    62,038

    7.7

    25,837

    3.2

    ICUS COFFEE C

    U.S.

    4

    5,817

    3.0

    1,503

    0.8

    194,266

    NON U.S.

    13

    9,520

    4.9

    3,969

    2.0

     
     

    17

    15,337

    7.9

    5,472

    2.8

    CMX SILVER

    U.S.

    5

    6,247

    3.8

    27,579

    16.8

    163,812

    NON U.S.

    21

    7,330

    4.5

    37,877

    23.1

     
     

    26

    13,577

    8.3

    65,456

    40.0

    CMX COPPER-GRADE #1

    U.S.

    4

    7,781

    3.5

    484

    0.2

    223,874

    NON U.S.

    15

    13,149

    5.9

    1,659

    0.7

     
     

    19

    20,930

    9.3

    2,143

    1.0

    CMX GOLD

    U.S.

    5

    11,393

    2.7

    60,352

    14.2

    424,673

    NON U.S.

    28

    24,501

    5.8

    49,264

    11.6

     
     

    33

    35,894

    8.5

    109,616

    25.8

    CME JAPANESE YEN

    U.S.

     

    51,109

    23.2

    199

    0.1

    220,120

    NON U.S.

     

    6,789

    3.1

    634

    0.3

     
     

    8

    57,898

    26.3

    833

    0.4

    CME EURO FX

    U.S.

     

    12,471

    3.0

    339

    0.1

    416,239

    NON U.S.

     

    24,718

    5.9

    3,380

    0.8

     
     

    15

    37,189

    8.9

    3,719

    0.9

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,915

    2.2

    4,888

    1.2

    408,987

    NON U.S.

    7

    11,727

    2.9

    543

    0.1

     
     

    11

    20,642

    5.0

    5,431

    1.3

    NYME MINI EUROBOB GAS OXY NWE

    U.S.

     

    70

    1.3

    95

    1.7

    5,502

    NON U.S.

     

    155

    2.8

    30

    0.5

     
     

    5

    225

    4.1

    125

    2.3

    E VIX FUTURES

    U.S.

     

    635

    0.2

    585

    0.1

    411,436

    NON U.S.

     

    49,845

    12.1

    780

    0.2

     
     

    7

    50,480

    12.3

    1,365

    0.3

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    938

    0.7

    2,956

    2.1

    138,681

    NON U.S.

    5

    3,082

    2.2

    6,118

    4.4

     
     

    9

    4,020

    2.9

    9,074

    6.5

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    2,837,550

    25.1

    839,179

    7.4

    11,315,977

    NON U.S.

    31

    427,444

    3.8

    514,167

    4.5

     
     

    38

    3,264,994

    28.9

    1,353,346

    12.0

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    9,238

    0.3

    79,908

    2.8

    2,812,086

    NON U.S.

    16

    77,681

    2.8

    68,124

    2.4

     
     

    22

    86,919

    3.1

    148,032

    5.3

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    0

    0.0

    2,390

    1.0

    229,623

    NON U.S.

     

    5,851

    2.5

    2,319

    1.0

     
     

    10

    5,851

    2.5

    4,709

    2.1

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    795

    0.1

    6,025

    0.9

    660,441

    NON U.S.

    8

    2,070

    0.3

    7,256

    1.1

     
     

    13

    2,865

    0.4

    13,281

    2.0

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,108

    1.9

    59,207

    NON U.S.

     

    1,831

    3.1

    219

    0.4

     
     

    7

    1,831

    3.1

    1,327

    2.2

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    713

    0.3

    136

    0.1

    223,274

    NON U.S.

     

    794

    0.4

    6,615

    3.0

     
     

    6

    1,507

    0.7

    6,751

    3.0

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    1,373

    0.2

    424

    0.1

    811,882

    NON U.S.

     

    22,641

    2.8

    43,607

    5.4

     
     

    16

    24,014

    3.0

    44,031

    5.4

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,991

    13.7

    0

    0.0

    36,488

    NON U.S.

     

    2,999

    8.2

    0

    0.0

     
     

    5

    7,990

    21.9

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,980

    12.1

    1,170

    7.1

    16,420

    NON U.S.

     

    1,786

    10.9

    287

    1.7

     
     

    6

    3,766

    22.9

    1,457

    8.9

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,155

    11.3

    1,455

    14.2

    10,262

    NON U.S.

     

    1,704

    16.6

    300

    2.9

     
     

    6

    2,859

    27.9

    1,755

    17.1