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July Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 7/5/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    7,179

    1.7

    5,658

    1.3

    431,701

    NON U.S.

    11

    13,348

    3.1

    2,062

    0.5

     
     

    15

    20,527

    4.8

    7,720

    1.8

    CBT WHEAT-HRW

    U.S.

     

    4,554

    2.0

    4,136

    1.9

    222,790

    NON U.S.

     

    1,736

    0.8

    1,977

    0.9

     
     

    6

    6,290

    2.8

    6,113

    2.7

    CBT CORN

    U.S.

    4

    33,400

    2.6

    12,226

    0.9

    1,288,110

    NON U.S.

    12

    39,076

    3.0

    2,087

    0.2

     
     

    16

    72,476

    5.6

    14,313

    1.1

    CBT SOYBEANS

    U.S.

    4

    12,995

    1.7

    312

    0.0

    758,851

    NON U.S.

    9

    13,258

    1.7

    2,934

    0.4

     
     

    13

    26,253

    3.5

    3,246

    0.4

    CBT SOYBEAN OIL

    U.S.

     

    5,510

    1.5

    3,263

    0.9

    360,876

    NON U.S.

     

    11,437

    3.2

    723

    0.2

     
     

    8

    16,947

    4.7

    3,986

    1.1

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,337

    4.6

    1,312

    2.6

    50,604

    NON U.S.

     

    1,632

    3.2

    260

    0.5

     
     

    5

    3,969

    7.8

    1,572

    3.1

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    16,845

    4.5

    1,375

    0.4

    375,277

    NON U.S.

    4

    11,023

    2.9

    255

    0.1

     
     

    8

    27,868

    7.4

    1,630

    0.4

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,304

    1.9

    2,226

    3.2

    70,383

    NON U.S.

     

    3,293

    4.7

    6

    0.00

     
     

    6

    4,597

    6.5

    2,232

    3.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    11,230

    0.2

    1,160,517

    25.4

    4,560,799

    NON U.S.

    8

    24,191

    0.5

    673,411

    14.8

     
     

    12

    35,421

    0.8

    1,833,928

    40.2

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    13,933

    6.8

    24,300

    11.9

    204,442

    NON U.S.

     

    15,079

    7.4

    684

    0.3

     
     

    8

    29,012

    14.2

    24,984

    12.2

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    43,372

    19.1

    227,415

    NON U.S.

     

    180

    0.1

    37,075

    16.3

     
     

    6

    482

    0.2

    80,447

    35.4

    IFED AECO FIN BASIS

    U.S.

     

    25,762

    3.3

    784

    0.1

    788,671

    NON U.S.

     

    13,908

    1.8

    462,693

    58.7

     
     

    9

    39,670

    5.0

    463,477

    58.8

    IFED CHICAGO FIN BASIS

    U.S.

     

    2,619

    0.8

    19,299

    5.6

    345,392

    NON U.S.

     

    31

    0.00

    54,646

    15.8

     
     

    8

    2,650

    0.8

    73,945

    21.4

    IFED HSC FIN BASIS

    U.S.

     

    17,730

    5.9

    38,166

    12.6

    302,665

    NON U.S.

     

    14,230

    4.7

    18,604

    6.1

     
     

    7

    31,960

    10.6

    56,770

    18.8

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

    U.S.

     

    12,808

    7.9

    11,119

    6.9

    161,533

    NON U.S.

     

    4,920

    3.0

    9,209

    5.7

     
     

    5

    17,728

    11.0

    20,328

    12.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,302

    0.4

    57,815

    16.0

    362,290

    NON U.S.

     

    21,209

    5.9

    17,955

    5.0

     
     

    7

    22,511

    6.2

    75,770

    20.9

    IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

    U.S.

     

    9,484

    9.1

    0

    0.0

    104,174

    NON U.S.

     

    9,348

    9.0

    881

    0.8

     
     

    5

    18,832

    18.1

    881

    0.8

    NYME NATURAL GAS

    U.S.

    4

    40,255

    3.8

    45,753

    4.3

    1,057,182

    NON U.S.

    8

    16,075

    1.5

    21,323

    2.0

     
     

    12

    56,330

    5.3

    67,076

    6.3

    NYME PERMIAN BASIS SWAP

    U.S.

     

    0

    0.0

    4,050

    25.3

    15,990

    NON U.S.

     

    2,043

    12.8

    3,815

    23.9

     
     

    6

    2,043

    12.8

    7,865

    49.2

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    2,133

    4.0

    3,899

    7.3

    53,700

    NON U.S.

     

    114

    0.2

    4,017

    7.5

     
     

    5

    2,247

    4.2

    7,916

    14.7

    NYME DOMINION BASIS SWAP

    U.S.

     

    336

    0.7

    6,351

    13.2

    48,024

    NON U.S.

     

    399

    0.8

    7,249

    15.1

     
     

    5

    735

    1.5

    13,600

    28.3

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,810

    8.4

    856

    2.6

    33,297

    NON U.S.

     

    4,862

    14.6

    8,192

    24.6

     
     

    5

    7,672

    23.0

    9,048

    27.2

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    8,312

    2.9

    30,354

    10.7

    284,084

    NON U.S.

     

    14,735

    5.2

    24,573

    8.6

     
     

    7

    23,047

    8.1

    54,927

    19.3

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    13,460

    11.1

    1,785

    1.5

    121,224

    NON U.S.

     

    8,690

    7.2

    2,750

    2.3

     
     

    7

    22,150

    18.3

    4,535

    3.7

    CBT SOYBEAN MEAL

    U.S.

     

    6,820

    1.8

    507

    0.1

    377,467

    NON U.S.

     

    12,724

    3.4

    255

    0.1

     
     

    9

    19,544

    5.2

    762

    0.2

    ICUS COTTON NO. 2

    U.S.

     

    4,111

    2.2

    237

    0.1

    183,962

    NON U.S.

     

    13,632

    7.4

    416

    0.2

     
     

    12

    17,743

    9.6

    653

    0.4

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,694

    17.8

    6,885

    21.5

    31,992

    NON U.S.

     

    1,429

    4.5

    552

    1.7

     
     

    5

    7,123

    22.3

    7,437

    23.2

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,810

    4.2

    5,052

    5.6

    89,741

    NON U.S.

     

    11,249

    12.5

    60,309

    67.2

     
     

    6

    15,059

    16.8

    65,361

    72.8

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    4,170

    9.0

    958

    2.1

    46,464

    NON U.S.

     

    2,066

    4.4

    12,553

    27.0

     
     

    5

    6,236

    13.4

    13,511

    29.1

    NYME HENRY HUB SWAP

    U.S.

     

    19,696

    1.4

    355,237

    25.4

    1,395,895

    NON U.S.

     

    48,457

    3.5

    456,647

    32.7

     
     

    10

    68,153

    4.9

    811,884

    58.2

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    29,444

    9.0

    14,375

    4.4

    328,312

    NON U.S.

     

    56,173

    17.1

    10,845

    3.3

     
     

    10

    85,617

    26.1

    25,220

    7.7

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    3,614

    0.3

    8,256

    0.7

    1,101,281

    NON U.S.

    10

    6,543

    0.6

    20,794

    1.9

     
     

    15

    10,157

    0.9

    29,050

    2.6

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    28,397

    1.0

    4,731

    0.2

    2,810,952

    NON U.S.

    16

    25,828

    0.9

    29,019

    1.0

     
     

    22

    54,225

    1.9

    33,750

    1.2

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    3,990

    0.2

    5,047

    0.2

    2,630,738

    NON U.S.

    9

    27,699

    1.1

    22,455

    0.9

     
     

    13

    31,689

    1.2

    27,502

    1.0

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    104,400

    12.5

    90,250

    10.8

    834,392

    NON U.S.

    16

    37,495

    4.5

    42,401

    5.1

     
     

    22

    141,895

    17.0

    132,651

    15.9

    CME LEAN HOGS

    U.S.

     

    2,624

    1.0

    1,144

    0.4

    260,168

    NON U.S.

     

    6,602

    2.5

    554

    0.2

     
     

    8

    9,226

    3.5

    1,698

    0.7

    CME LIVE CATTLE

    U.S.

     

    1,973

    0.8

    297

    0.1

    247,585

    NON U.S.

     

    6,701

    2.7

    391

    0.2

     
     

    8

    8,674

    3.5

    688

    0.3

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,644

    1.1

    15,436

    10.3

    149,677

    NON U.S.

     

    402

    0.3

    3,198

    2.1

     
     

    6

    2,046

    1.4

    18,634

    12.4

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,739

    3.5

    3,183

    4.1

    77,675

    NON U.S.

     

    125

    0.2

    2,094

    2.7

     
     

    5

    2,864

    3.7

    5,277

    6.8

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,505

    8.1

    18,502

    NON U.S.

     

    7,622

    41.2

    0

    0.0

     
     

    5

    7,622

    41.2

    1,505

    8.1

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    31,530

    1.8

    94,856

    5.4

    1,751,823

    NON U.S.

    17

    44,968

    2.6

    170,926

    9.8

     
     

    21

    76,498

    4.4

    265,782

    15.2

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,683

    1.4

    16,813

    14.1

    119,340

    NON U.S.

     

    1,564

    1.3

    32,657

    27.4

     
     

    8

    3,247

    2.7

    49,470

    41.5

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    8,052

    11.9

    67,926

    NON U.S.

     

    1,605

    2.4

    3,480

    5.1

     
     

    6

    1,605

    2.4

    11,532

    17.0

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,634

    9.9

    1,442

    8.7

    16,499

    NON U.S.

     

    1,952

    11.8

    1,904

    11.5

     
     

    10

    3,586

    21.7

    3,346

    20.3

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    150

    1.1

    210

    1.6

    13,513

    NON U.S.

     

    2,760

    20.4

    3,787

    28.0

     
     

    6

    2,910

    21.5

    3,997

    29.6

    ICUS COCOA

    U.S.

     

    845

    0.4

    392

    0.2

    205,072

    NON U.S.

     

    5,853

    2.9

    2,978

    1.5

     
     

    10

    6,698

    3.3

    3,370

    1.6

    NYME PALLADIUM

    U.S.

    4

    346

    1.6

    2,880

    13.3

    21,620

    NON U.S.

    14

    1,146

    5.3

    3,625

    16.8

     
     

    18

    1,492

    6.9

    6,505

    30.1

    NYME PLATINUM

    U.S.

    5

    273

    0.4

    10,165

    15.9

    63,840

    NON U.S.

    14

    1,369

    2.1

    13,939

    21.8

     
     

    19

    1,642

    2.6

    24,104

    37.8

    ICUS SUGAR NO. 11

    U.S.

     

    15,885

    1.9

    1,899

    0.2

    842,090

    NON U.S.

     

    23,134

    2.7

    15,646

    1.9

     
     

    11

    39,019

    4.6

    17,545

    2.1

    ICUS COFFEE C

    U.S.

    4

    2,195

    1.2

    0

    0.0

    176,566

    NON U.S.

    14

    8,182

    4.6

    3,394

    1.9

     
     

    18

    10,377

    5.9

    3,394

    1.9

    CMX SILVER

    U.S.

    5

    7,420

    3.5

    39,749

    18.8

    211,347

    NON U.S.

    19

    2,840

    1.3

    40,860

    19.3

     
     

    24

    10,260

    4.9

    80,609

    38.1

    CMX COPPER-GRADE #1

    U.S.

    4

    7,944

    4.8

    0

    0.0

    164,665

    NON U.S.

    9

    5,044

    3.1

    645

    0.4

     
     

    13

    12,988

    7.9

    645

    0.4

    CMX GOLD

    U.S.

    5

    9,314

    1.4

    102,684

    15.7

    652,971

    NON U.S.

    25

    14,622

    2.2

    113,086

    17.3

     
     

    30

    23,936

    3.7

    215,770

    33.0

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    4,072

    3.9

    103,117

    NON U.S.

     

    39,590

    38.4

    8,690

    8.4

     
     

    7

    39,590

    38.4

    12,762

    12.4

    CME BRITISH POUND STERLING

    U.S.

     

    2,900

    1.3

    505

    0.2

    227,939

    NON U.S.

     

    8,362

    3.7

    510

    0.2

     
     

    6

    11,262

    4.9

    1,015

    0.4

    CME JAPANESE YEN

    U.S.

     

    427

    0.3

    42,209

    28.1

    150,417

    NON U.S.

     

    2,732

    1.8

    540

    0.4

     
     

    6

    3,159

    2.1

    42,749

    28.4

    CME EURO FX

    U.S.

     

    4,262

    1.2

    8,194

    2.3

    362,649

    NON U.S.

     

    21,443

    5.9

    4,535

    1.3

     
     

    15

    25,705

    7.1

    12,729

    3.5

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    9,880

    2.6

    3,350

    0.9

    377,609

    NON U.S.

    8

    6,544

    1.7

    1,313

    0.3

     
     

    12

    16,424

    4.3

    4,663

    1.2

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    356

    0.4

    1,210

    1.2

    99,280

    NON U.S.

     

    2,088

    2.1

    2,960

    3.0

     
     

    9

    2,444

    2.5

    4,170

    4.2

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    1,648,552

    16.3

    515,913

    5.1

    10,138,678

    NON U.S.

    34

    604,261

    6.0

    504,042

    5.0

     
     

    41

    2,252,813

    22.2

    1,019,955

    10.1

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    4

    6,581

    0.2

    46,699

    1.6

    3,003,946

    NON U.S.

    23

    99,858

    3.3

    32,285

    1.1

     
     

    27

    106,439

    3.5

    78,984

    2.6

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    0

    0.0

    1,039

    0.5

    200,097

    NON U.S.

     

    5,779

    2.9

    1,511

    0.8

     
     

    10

    5,779

    2.9

    2,550

    1.3

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    371

    0.1

    3,954

    1.2

    332,346

    NON U.S.

     

    1,945

    0.6

    2,145

    0.6

     
     

    9

    2,316

    0.7

    6,099

    1.8

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    927

    1.2

    75,103

    NON U.S.

     

    835

    1.1

    1,691

    2.3

     
     

    5

    835

    1.1

    2,618

    3.5

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    2,991

    0.5

    424

    0.1

    653,187

    NON U.S.

    13

    14,902

    2.3

    20,244

    3.1

     
     

    17

    17,893

    2.7

    20,668

    3.2

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    228

    20.2

    288

    25.5

    1,129

    NON U.S.

     

    174

    15.4

    444

    39.3

     
     

    5

    402

    35.6

    732

    64.8

    CME EURO FX/BRITISH POUND XRATE

    NON U.S.

     

    1,311

    4.5

    335

    1.1

    29,247

     

    5

    1,311

    4.5

    335

    1.1

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    6,578

    15.0

    0

    0.0

    43,747

    NON U.S.

     

    4,036

    9.2

    0

    0.0

     
     

    5

    10,614

    24.3

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,860

    9.3

    1,642

    8.2

    20,068

    NON U.S.

     

    2,497

    12.4

    480

    2.4

     
     

    6

    4,357

    21.7

    2,122

    10.6

    NYME Heating Oil/Brent Crack Sprd

    U.S.

     

    900

    5.9

    870

    5.7

    15,211

    NON U.S.

     

    318

    2.1

    210

    1.4

     
     

    5

    1,218

    8.0

    1,080

    7.1

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,591

    11.7

    1,464

    10.8

    13,608

    NON U.S.

     

    3,546

    26.1

    348

    2.6

     
     

    6

    5,137

    37.7

    1,812

    13.3