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