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January Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 1/2/2018

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    2,293

    0.4

    5,829

    1.1

    523,985

    NON U.S.

     

    30,238

    5.8

    2,951

    0.6

     
     

    15

    32,531

    6.2

    8,780

    1.7

    CBT WHEAT-HRW

    U.S.

     

    4,814

    1.5

    3,277

    1.0

    330,410

    NON U.S.

     

    12,369

    3.7

    544

    0.2

     
     

    9

    17,183

    5.2

    3,821

    1.2

    CBT CORN

    U.S.

    4

    10,305

    0.7

    26,335

    1.7

    1,542,911

    NON U.S.

    12

    67,719

    4.4

    2,790

    0.2

     
     

    16

    78,024

    5.1

    29,125

    1.9

    CBT SOYBEANS

    U.S.

     

    6,258

    0.9

    11,561

    1.6

    714,287

    NON U.S.

     

    26,906

    3.8

    7,858

    1.1

     
     

    13

    33,164

    4.6

    19,419

    2.7

    CBT SOYBEAN OIL

    U.S.

     

    7,092

    1.6

    3,422

    0.8

    445,852

    NON U.S.

     

    24,943

    5.6

    35

    0.00

     
     

    9

    32,035

    7.2

    3,457

    0.8

    CBT U.S. TREASURY BONDS

    U.S.

    5

    3,844

    0.5

    3,407

    0.4

    759,768

    NON U.S.

    7

    3,449

    0.5

    2,041

    0.3

     
     

    12

    7,293

    1.0

    5,448

    0.7

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

    4

    12,014

    2.7

    3,383

    0.8

    445,181

    NON U.S.

    4

    12,320

    2.8

    7

    0.00

     
     

    8

    24,334

    5.5

    3,390

    0.8

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    24,737

    0.5

    1,576,134

    30.9

    5,094,670

    NON U.S.

    7

    69,931

    1.4

    632,671

    12.4

     
     

    11

    94,668

    1.9

    2,208,805

    43.4

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    15,956

    5.7

    12,598

    4.5

    281,929

    NON U.S.

     

    17,325

    6.1

    906

    0.3

     
     

    8

    33,281

    11.8

    13,504

    4.8

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    547

    0.2

    29,246

    10.7

    272,684

    NON U.S.

     

    4,857

    1.8

    103,682

    38.0

     
     

    6

    5,404

    2.0

    132,928

    48.7

    IFED AECO FIN BASIS

    U.S.

     

    7,131

    0.9

    3,547

    0.4

    838,231

    NON U.S.

     

    41,560

    5.0

    613,513

    73.2

     
     

    8

    48,691

    5.8

    617,060

    73.6

    IFED CHICAGO FIN BASIS

    U.S.

     

    22,854

    5.2

    2,512

    0.6

    438,376

    NON U.S.

     

    91

    0.0

    62,929

    14.4

     
     

    8

    22,945

    5.2

    65,441

    14.9

    IFED HSC FIN BASIS

    U.S.

     

    15,924

    4.2

    34,762

    9.1

    380,402

    NON U.S.

     

    1,972

    0.5

    31,508

    8.3

     
     

    8

    17,896

    4.7

    66,270

    17.4

    IFED WAHA FIN BASIS

    U.S.

     

    2,081

    0.8

    53,071

    19.5

    271,959

    NON U.S.

     

    0

    0.0

    14,259

    5.2

     
     

    5

    2,081

    0.8

    67,330

    24.8

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    687

    0.5

    34,985

    24.2

    144,350

    NON U.S.

     

    0

    0.0

    18,328

    12.7

     
     

    5

    687

    0.5

    53,313

    36.9

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    12,717

    2.5

    95,029

    18.4

    516,000

    NON U.S.

     

    13,561

    2.6

    7,190

    1.4

     
     

    6

    26,278

    5.1

    102,219

    19.8

    IFED EL PASO - PERMIAN BASIN (BASIS)

    U.S.

     

    11,330

    7.2

    8,029

    5.1

    157,172

    NON U.S.

     

    0

    0.0

    6,683

    4.3

     
     

    5

    11,330

    7.2

    14,712

    9.4

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

    U.S.

     

    5,674

    7.4

    6,564

    8.5

    76,949

    NON U.S.

     

    819

    1.1

    15,425

    20.0

     
     

    5

    6,493

    8.4

    21,989

    28.6

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    914

    0.5

    15,373

    8.0

    193,114

    NON U.S.

     

    7,163

    3.7

    6,091

    3.2

     
     

    5

    8,077

    4.2

    21,464

    11.1

    IFED TETCO M2 Basis (Receipts)

    U.S.

     

    2,402

    1.4

    61,025

    36.2

    168,410

    NON U.S.

     

    2,892

    1.7

    16,427

    9.8

     
     

    5

    5,294

    3.1

    77,452

    46.0

    NYME NATURAL GAS

    U.S.

    4

    39,844

    2.8

    20,036

    1.4

    1,422,917

    NON U.S.

    15

    53,118

    3.7

    61,486

    4.3

     
     

    19

    92,962

    6.5

    81,522

    5.7

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    5,150

    1.3

    71,837

    18.4

    390,522

    NON U.S.

     

    4,980

    1.3

    12,332

    3.2

     
     

    8

    10,130

    2.6

    84,169

    21.6

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    11,008

    9.5

    2,541

    2.2

    115,654

    NON U.S.

     

    8,036

    6.9

    638

    0.6

     
     

    7

    19,044

    16.5

    3,179

    2.7

    CBT SOYBEAN MEAL

    U.S.

     

    9,098

    2.4

    3,693

    1.0

    382,719

    NON U.S.

     

    28,993

    7.6

    1,730

    0.5

     
     

    11

    38,091

    10.0

    5,423

    1.4

    ICUS COTTON NO. 2

    U.S.

     

    9,227

    3.3

    3,264

    1.2

    283,001

    NON U.S.

     

    20,930

    7.4

    6,436

    2.3

     
     

    14

    30,157

    10.7

    9,700

    3.4

    NYME HENRY HUB SWAP

    U.S.

     

    13,689

    1.1

    368,148

    29.9

    1,231,773

    NON U.S.

     

    43,997

    3.6

    348,250

    28.3

     
     

    10

    57,686

    4.7

    716,398

    58.2

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    22,273

    12.1

    2,690

    1.5

    184,457

    NON U.S.

     

    39,024

    21.2

    7,295

    4.0

     
     

    9

    61,297

    33.2

    9,985

    5.4

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    15,405

    0.9

    14,217

    0.8

    1,800,461

    NON U.S.

    19

    20,052

    1.1

    24,948

    1.4

     
     

    24

    35,457

    2.0

    39,165

    2.2

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    65,766

    2.0

    13,750

    0.4

    3,255,430

    NON U.S.

    25

    18,441

    0.6

    58,727

    1.8

     
     

    31

    84,207

    2.6

    72,477

    2.2

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    11,466

    0.4

    40,509

    1.3

    3,105,956

    NON U.S.

    23

    61,124

    2.0

    42,935

    1.4

     
     

    28

    72,590

    2.3

    83,444

    2.7

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    272,033

    19.5

    217,382

    15.6

    1,395,717

    NON U.S.

    16

    106,231

    7.6

    71,733

    5.1

     
     

    24

    378,264

    27.1

    289,115

    20.7

    CME LEAN HOGS

    U.S.

     

    446

    0.2

    972

    0.4

    242,732

    NON U.S.

     

    12,665

    5.2

    843

    0.3

     
     

    9

    13,111

    5.4

    1,815

    0.7

    CME LIVE CATTLE

    U.S.

     

    606

    0.2

    749

    0.2

    339,523

    NON U.S.

     

    15,212

    4.5

    0

    0.0

     
     

    8

    15,818

    4.7

    749

    0.2

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    5,470

    22.2

    24,622

    NON U.S.

     

    0

    0.0

    2,355

    9.6

     
     

    6

    0

    0.0

    7,825

    31.8

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,102

    1.8

    6,449

    5.6

    114,152

    NON U.S.

     

    804

    0.7

    1,578

    1.4

     
     

    6

    2,906

    2.5

    8,027

    7.0

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    3,990

    7.8

    4,219

    8.3

    51,049

    NON U.S.

     

    0

    0.0

    853

    1.7

     
     

    6

    3,990

    7.8

    5,072

    9.9

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,252

    8.7

    14,456

    NON U.S.

     

    0

    0.0

    750

    5.2

     
     

    5

    0

    0.0

    2,002

    13.8

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    363

    2.6

    340

    2.5

    13,757

    NON U.S.

     

    0

    0.0

    3,652

    26.5

     
     

    6

    363

    2.6

    3,992

    29.0

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    17,385

    3.0

    57,356

    9.9

    581,303

    NON U.S.

     

    6,215

    1.1

    3,841

    0.7

     
     

    14

    23,600

    4.1

    61,197

    10.5

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,611

    11.8

    1,998

    14.6

    13,663

    NON U.S.

     

    1,665

    12.2

    183

    1.3

     
     

    7

    3,276

    24.0

    2,181

    16.0

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    165

    0.1

    16,430

    10.6

    155,661

    NON U.S.

     

    0

    0.0

    19,616

    12.6

     
     

    5

    165

    0.1

    36,046

    23.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    14,169

    0.6

    301,552

    12.2

    2,479,798

    NON U.S.

     

    67,218

    2.7

    278,073

    11.2

     
     

    25

    81,387

    3.3

    579,625

    23.4

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    4,345

    3.0

    7,949

    5.5

    145,050

    NON U.S.

     

    20,039

    13.8

    22,826

    15.7

     
     

    10

    24,384

    16.8

    30,775

    21.2

    NYME WCS OIL NET ENERGY MONTHLY IND

    U.S.

     

    840

    3.5

    385

    1.6

    23,683

    NON U.S.

     

    150

    0.6

    6,908

    29.2

     
     

    5

    990

    4.2

    7,293

    30.8

    ICUS COCOA

    U.S.

     

    2,584

    1.0

    2,030

    0.7

    271,718

    NON U.S.

     

    10,479

    3.9

    3,694

    1.4

     
     

    13

    13,063

    4.8

    5,724

    2.1

    NYME PALLADIUM

    U.S.

    4

    31

    0.1

    13,410

    35.2

    38,141

    NON U.S.

    13

    1,099

    2.9

    6,403

    16.8

     
     

    17

    1,130

    3.0

    19,813

    51.9

    NYME PLATINUM

    U.S.

     

    335

    0.4

    13,676

    16.7

    81,677

    NON U.S.

     

    3,727

    4.6

    10,596

    13.0

     
     

    20

    4,062

    5.0

    24,272

    29.7

    ICUS SUGAR NO. 11

    U.S.

     

    11,570

    1.5

    1,793

    0.2

    757,204

    NON U.S.

     

    52,504

    6.9

    7,119

    0.9

     
     

    12

    64,074

    8.5

    8,912

    1.2

    ICUS COFFEE C

    U.S.

     

    2,380

    1.1

    2,680

    1.2

    216,566

    NON U.S.

     

    13,688

    6.3

    1,089

    0.5

     
     

    17

    16,068

    7.4

    3,769

    1.7

    CMX SILVER

    U.S.

    5

    3,171

    1.6

    33,105

    17.2

    192,423

    NON U.S.

    22

    8,292

    4.3

    29,809

    15.5

     
     

    27

    11,463

    6.0

    62,914

    32.7

    CMX COPPER-GRADE #1

    U.S.

    4

    4,777

    1.7

    344

    0.1

    288,846

    NON U.S.

    11

    12,154

    4.2

    6,558

    2.3

     
     

    15

    16,931

    5.9

    6,902

    2.4

    CMX GOLD

    U.S.

    5

    7,341

    1.5

    113,488

    22.7

    500,731

    NON U.S.

    29

    33,486

    6.7

    86,564

    17.3

     
     

    34

    40,827

    8.2

    200,052

    40.0

    CME MEXICAN PESO

    NON U.S.

     

    19,310

    10.0

    44,182

    22.8

    193,802

     

    5

    19,310

    10.0

    44,182

    22.8

    CME BRITISH POUND STERLING

    U.S.

     

    736

    0.3

    34,535

    16.3

    211,627

    NON U.S.

     

    304

    0.1

    1,840

    0.9

     
     

    5

    1,040

    0.5

    36,375

    17.2

    CME EURO FX

    U.S.

     

    3,297

    0.6

    27,772

    5.1

    542,622

    NON U.S.

     

    27,405

    5.1

    29,539

    5.4

     
     

    21

    30,702

    5.7

    57,311

    10.6

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    4,944

    1.3

    6,685

    1.7

    384,399

    NON U.S.

    12

    11,843

    3.1

    1,318

    0.3

     
     

    16

    16,787

    4.4

    8,003

    2.1

    E VIX FUTURES

    U.S.

     

    595

    0.1

    0

    0.0

    562,302

    NON U.S.

     

    41,829

    7.4

    1,581

    0.3

     
     

    8

    42,424

    7.5

    1,581

    0.3

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    2,807

    1.9

    3,292

    2.2

    148,737

    NON U.S.

    7

    1,304

    0.9

    32,144

    21.6

     
     

    12

    4,111

    2.8

    35,436

    23.8

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    2,434,856

    19.1

    685,121

    5.4

    12,745,082

    NON U.S.

    29

    793,498

    6.2

    425,194

    3.3

     
     

    36

    3,228,354

    25.3

    1,110,315

    8.7

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    7

    14,197

    0.5

    140,611

    4.6

    3,051,095

    NON U.S.

    27

    37,807

    1.2

    180,341

    5.9

     
     

    34

    52,004

    1.7

    320,952

    10.5

    CME E-MINI S&P TECHNOLOGY INDEX

    U.S.

     

    0

    0.0

    1,000

    8.8

    11,331

    NON U.S.

     

    943

    8.3

    3,140

    27.7

     
     

    5

    943

    8.3

    4,140

    36.5

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    7,941

    2.9

    5,638

    2.0

    276,944

    NON U.S.

    10

    4,773

    1.7

    4,741

    1.7

     
     

    14

    12,714

    4.6

    10,379

    3.7

    CME AUSTRALIAN DOLLAR

    U.S.

     

    6,985

    5.7

    209

    0.2

    123,176

    NON U.S.

     

    11,702

    9.5

    2,613

    2.1

     
     

    6

    18,687

    15.2

    2,822

    2.3

    CME E-MINI RUSSELL 2000 INDEX

    U.S.

    5

    8,208

    1.4

    15,075

    2.6

    590,448

    NON U.S.

    11

    9,357

    1.6

    4,451

    0.8

     
     

    16

    17,565

    3.0

    19,526

    3.3

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    301

    0.1

    1,916

    0.7

    289,845

    NON U.S.

     

    817

    0.3

    9,020

    3.1

     
     

    7

    1,118

    0.4

    10,936

    3.8

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    0

    0.0

    3,751

    0.4

    995,568

    NON U.S.

     

    10,481

    1.1

    30,737

    3.1

     
     

    15

    10,481

    1.1

    34,488

    3.5

    CME S&P 500 ANNUAL DIVIDEND INDEX

    U.S.

     

    366

    0.4

    202

    0.2

    92,956

    NON U.S.

     

    50

    0.1

    2,510

    2.7

     
     

    5

    416

    0.4

    2,712

    2.9