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July Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 7/11/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    12,521

    2.9

    1,897

    0.4

    436,850

    NON U.S.

     

    22,796

    5.2

    3,930

    0.9

     
     

    15

    35,317

    8.1

    5,827

    1.3

    CBT WHEAT-HRW

    U.S.

     

    7,011

    2.6

    738

    0.3

    269,659

    NON U.S.

     

    10,356

    3.8

    1,121

    0.4

     
     

    9

    17,367

    6.4

    1,859

    0.7

    CBT CORN

    U.S.

     

    8,110

    0.6

    15,774

    1.1

    1,373,866

    NON U.S.

     

    68,825

    5.0

    12,867

    0.9

     
     

    16

    76,935

    5.6

    28,641

    2.1

    CBT SOYBEANS

    U.S.

     

    4,365

    0.6

    10,365

    1.5

    675,354

    NON U.S.

     

    23,137

    3.4

    5,489

    0.8

     
     

    11

    27,502

    4.1

    15,854

    2.3

    CBT SOYBEAN OIL

    U.S.

     

    6,942

    1.7

    1,541

    0.4

    400,791

    NON U.S.

     

    20,684

    5.2

    0

    0.0

     
     

    8

    27,626

    6.9

    1,541

    0.4

    CBT U.S. TREASURY BONDS

    U.S.

    5

    2,251

    0.3

    8,854

    1.2

    730,834

    NON U.S.

    5

    1,233

    0.2

    2,864

    0.4

     
     

    10

    3,484

    0.5

    11,718

    1.6

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    22,956

    5.6

    3,552

    0.9

    413,360

    NON U.S.

     

    16,366

    4.0

    1

    0.000

     
     

    8

    39,322

    9.5

    3,553

    0.9

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    3,218

    8.1

    0

    0.0

    39,596

    NON U.S.

     

    1,298

    3.3

    63

    0.2

     
     

    5

    4,516

    11.4

    63

    0.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    18,372

    0.3

    1,502,902

    27.7

    5,420,473

    NON U.S.

    8

    53,927

    1.0

    792,611

    14.6

     
     

    12

    72,299

    1.3

    2,295,513

    42.3

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,142

    5.5

    13,107

    4.5

    293,354

    NON U.S.

     

    17,995

    6.1

    423

    0.1

     
     

    8

    34,137

    11.6

    13,530

    4.6

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    2,622

    1.2

    20,009

    8.9

    223,706

    NON U.S.

     

    2,875

    1.3

    106,894

    47.8

     
     

    7

    5,497

    2.5

    126,903

    56.7

    IFED AECO FIN BASIS

    U.S.

     

    12,989

    1.3

    2,368

    0.2

    972,020

    NON U.S.

     

    45,752

    4.7

    625,437

    64.3

     
     

    9

    58,741

    6.0

    627,805

    64.6

    IFED CHICAGO FIN BASIS

    U.S.

     

    20,507

    4.7

    6,314

    1.4

    440,078

    NON U.S.

     

    151

    0.0

    53,819

    12.2

     
     

    9

    20,658

    4.7

    60,133

    13.7

    IFED HSC FIN BASIS

    U.S.

     

    17,163

    4.2

    48,285

    11.7

    410,976

    NON U.S.

     

    3,335

    0.8

    19,517

    4.7

     
     

    7

    20,498

    5.0

    67,802

    16.5

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

    U.S.

     

    17,634

    10.8

    15,520

    9.5

    163,226

    NON U.S.

     

    304

    0.2

    7,167

    4.4

     
     

    5

    17,938

    11.0

    22,687

    13.9

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    3,315

    0.6

    122,282

    22.0

    556,000

    NON U.S.

     

    6,532

    1.2

    12,368

    2.2

     
     

    7

    9,847

    1.8

    134,650

    24.2

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

    U.S.

     

    2,033

    2.9

    9,287

    13.1

    71,039

    NON U.S.

     

    2,552

    3.6

    4,775

    6.7

     
     

    5

    4,585

    6.5

    14,062

    19.8

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    5,699

    6.2

    4,335

    4.7

    92,202

    NON U.S.

     

    8,011

    8.7

    122

    0.1

     
     

    5

    13,710

    14.9

    4,457

    4.8

    NYME NATURAL GAS

    U.S.

    4

    36,423

    2.7

    32,860

    2.4

    1,347,125

    NON U.S.

    14

    43,347

    3.2

    49,688

    3.7

     
     

    18

    79,770

    5.9

    82,548

    6.1

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    4,610

    1.2

    81,827

    21.4

    381,674

    NON U.S.

     

    9,984

    2.6

    15,641

    4.1

     
     

    8

    14,594

    3.8

    97,468

    25.5

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    14,114

    10.4

    2,255

    1.7

    135,551

    NON U.S.

     

    11,987

    8.8

    574

    0.4

     
     

    7

    26,101

    19.3

    2,829

    2.1

    CBT SOYBEAN MEAL

    U.S.

     

    2,656

    0.8

    5,371

    1.5

    352,336

    NON U.S.

     

    28,889

    8.2

    194

    0.1

     
     

    10

    31,545

    9.0

    5,565

    1.6

    ICUS COTTON NO. 2

    U.S.

    4

    5,570

    2.6

    52

    0.0

    210,783

    NON U.S.

    10

    21,694

    10.3

    734

    0.3

     
     

    14

    27,264

    12.9

    786

    0.4

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    23.1

    4,364

    19.8

    22,077

    NON U.S.

     

    1,612

    7.3

    360

    1.6

     
     

    5

    6,722

    30.4

    4,724

    21.4

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,341

    6.4

    2,885

    5.5

    52,320

    NON U.S.

     

    3,274

    6.3

    38,435

    73.5

     
     

    5

    6,615

    12.6

    41,320

    79.0

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    6,732

    25.1

    918

    3.4

    26,859

    NON U.S.

     

    966

    3.6

    4,590

    17.1

     
     

    5

    7,698

    28.7

    5,508

    20.5

    NYME HENRY HUB SWAP

    U.S.

     

    5,592

    0.4

    331,175

    25.4

    1,305,728

    NON U.S.

     

    42,954

    3.3

    433,196

    33.2

     
     

    10

    48,546

    3.7

    764,371

    58.5

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    33,801

    13.7

    3,882

    1.6

    246,252

    NON U.S.

     

    64,239

    26.1

    7,456

    3.0

     
     

    10

    98,040

    39.8

    11,338

    4.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    3,440

    0.3

    18,302

    1.4

    1,333,159

    NON U.S.

    17

    12,151

    0.9

    27,539

    2.1

     
     

    22

    15,591

    1.2

    45,841

    3.4

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    9

    67,344

    2.1

    22,256

    0.7

    3,136,441

    NON U.S.

    27

    20,653

    0.7

    67,347

    2.1

     
     

    36

    87,997

    2.8

    89,603

    2.9

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    15,412

    0.5

    14,420

    0.5

    2,986,911

    NON U.S.

    19

    19,336

    0.6

    89,570

    3.0

     
     

    23

    34,748

    1.2

    103,990

    3.5

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    197,983

    12.5

    190,796

    12.1

    1,582,233

    NON U.S.

    20

    82,080

    5.2

    128,998

    8.2

     
     

    28

    280,063

    17.7

    319,794

    20.2

    CME LEAN HOGS

    U.S.

     

    2,743

    1.0

    940

    0.3

    279,523

    NON U.S.

     

    18,350

    6.6

    1,638

    0.6

     
     

    11

    21,093

    7.5

    2,578

    0.9

    CME LIVE CATTLE

    U.S.

     

    2,324

    0.6

    86

    0.0

    371,693

    NON U.S.

     

    14,588

    3.9

    0

    0.0

     
     

    9

    16,912

    4.5

    86

    0.0

    CME FEEDER CATTLE

    U.S.

     

    260

    0.4

    20

    0.0

    58,761

    NON U.S.

     

    429

    0.7

    316

    0.5

     
     

    5

    689

    1.2

    336

    0.6

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    3,733

    16.6

    22,435

    NON U.S.

     

    0

    0.0

    1,800

    8.0

     
     

    5

    0

    0.0

    5,533

    24.7

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    1,380

    1.9

    4,289

    5.8

    73,571

    NON U.S.

     

    1,620

    2.2

    3,926

    5.3

     
     

    6

    3,000

    4.1

    8,215

    11.2

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    110

    1.2

    1,166

    12.7

    9,188

    NON U.S.

     

    2,598

    28.3

    341

    3.7

     
     

    5

    2,708

    29.5

    1,507

    16.4

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    339

    2.0

    531

    3.1

    16,865

    NON U.S.

     

    0

    0.0

    3,435

    20.4

     
     

    5

    339

    2.0

    3,966

    23.5

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    16,469

    3.0

    45,681

    8.4

    545,765

    NON U.S.

     

    5,697

    1.0

    3,181

    0.6

     
     

    15

    22,166

    4.1

    48,862

    9.0

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    411

    6.3

    672

    10.3

    6,528

    NON U.S.

     

    285

    4.4

    1,062

    16.3

     
     

    7

    696

    10.7

    1,734

    26.6

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    55,068

    2.6

    179,509

    8.4

    2,133,575

    NON U.S.

     

    84,887

    4.0

    145,446

    6.8

     
     

    25

    139,955

    6.6

    324,955

    15.2

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    646

    0.6

    6,313

    5.5

    114,661

    NON U.S.

     

    13,688

    11.9

    18,192

    15.9

     
     

    7

    14,334

    12.5

    24,505

    21.4

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,187

    7.3

    363

    2.2

    16,183

    NON U.S.

     

    0

    0.0

    766

    4.7

     
     

    5

    1,187

    7.3

    1,129

    7.0

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    295

    4.7

    0

    0.0

    6,305

    NON U.S.

     

    510

    8.1

    1,750

    27.8

     
     

    5

    805

    12.8

    1,750

    27.8

    ICUS COCOA

    U.S.

    4

    1,410

    0.5

    2,741

    1.0

    274,523

    NON U.S.

    9

    7,635

    2.8

    6,568

    2.4

     
     

    13

    9,045

    3.3

    9,309

    3.4

    NYME PALLADIUM

    U.S.

    4

    300

    0.9

    7,839

    23.7

    33,097

    NON U.S.

    13

    1,224

    3.7

    5,831

    17.6

     
     

    17

    1,524

    4.6

    13,670

    41.3

    NYME PLATINUM

    U.S.

    5

    244

    0.3

    5,198

    7.0

    74,471

    NON U.S.

    17

    3,742

    5.0

    8,494

    11.4

     
     

    22

    3,986

    5.4

    13,692

    18.4

    ICUS SUGAR NO. 11

    U.S.

     

    12,013

    1.6

    3,591

    0.5

    762,211

    NON U.S.

     

    42,801

    5.6

    4,983

    0.7

     
     

    13

    54,814

    7.2

    8,574

    1.1

    ICUS COFFEE C

    U.S.

    4

    3,675

    1.6

    713

    0.3

    227,103

    NON U.S.

    16

    10,910

    4.8

    4,496

    2.0

     
     

    20

    14,585

    6.4

    5,209

    2.3

    CMX SILVER

    U.S.

    5

    2,480

    1.2

    22,897

    11.0

    207,592

    NON U.S.

    23

    8,724

    4.2

    29,611

    14.3

     
     

    28

    11,204

    5.4

    52,508

    25.3

    CMX COPPER-GRADE #1

    U.S.

    4

    6,253

    2.4

    98

    0.0

    264,039

    NON U.S.

    16

    14,168

    5.4

    7,101

    2.7

     
     

    20

    20,421

    7.7

    7,199

    2.7

    CMX GOLD

    U.S.

    5

    14,013

    2.9

    78,063

    16.4

    475,669

    NON U.S.

    29

    26,675

    5.6

    67,373

    14.2

     
     

    34

    40,688

    8.6

    145,436

    30.6

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    595

    0.3

    213,241

    NON U.S.

     

    16,107

    7.6

    57,201

    26.8

     
     

    6

    16,107

    7.6

    57,796

    27.1

    CME JAPANESE YEN

    U.S.

     

    32,908

    13.7

    514

    0.2

    239,786

    NON U.S.

     

    9,837

    4.1

    3,001

    1.3

     
     

    6

    42,745

    17.8

    3,515

    1.5

    CME EURO FX

    U.S.

     

    392

    0.1

    48,230

    11.0

    436,899

    NON U.S.

     

    33,926

    7.8

    12,018

    2.8

     
     

    20

    34,318

    7.9

    60,248

    13.8

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    9,543

    2.5

    2,985

    0.8

    383,501

    NON U.S.

    7

    11,958

    3.1

    685

    0.2

     
     

    11

    21,501

    5.6

    3,670

    1.0

    E VIX FUTURES

    U.S.

     

    4,276

    0.7

    40

    0.00

    576,528

    NON U.S.

     

    53,761

    9.3

    6,218

    1.1

     
     

    11

    58,037

    10.1

    6,258

    1.1

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    3,043

    2.3

    3,629

    2.8

    129,503

    NON U.S.

    5

    615

    0.5

    9,200

    7.1

     
     

    10

    3,658

    2.8

    12,829

    9.9

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    2,498,567

    19.3

    1,021,993

    7.9

    12,971,072

    NON U.S.

    34

    622,957

    4.8

    648,891

    5.0

     
     

    41

    3,121,524

    24.1

    1,670,884

    12.9

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    13,355

    0.5

    77,861

    2.7

    2,844,657

    NON U.S.

    20

    59,546

    2.1

    93,169

    3.3

     
     

    25

    72,901

    2.6

    171,030

    6.0

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    1,726

    0.6

    3,396

    1.2

    279,925

    NON U.S.

    12

    818

    0.3

    15,906

    5.7

     
     

    16

    2,544

    0.9

    19,302

    6.9

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    6,540

    1.1

    10,777

    1.9

    571,124

    NON U.S.

    13

    6,890

    1.2

    4,547

    0.8

     
     

    18

    13,430

    2.4

    15,324

    2.7

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    720

    0.2

    372

    0.1

    319,564

    NON U.S.

     

    12,412

    3.9

    17,210

    5.4

     
     

    7

    13,132

    4.1

    17,582

    5.5

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    239

    0.0

    20,479

    2.0

    1,031,885

    NON U.S.

    13

    20,657

    2.0

    15,323

    1.5

     
     

    17

    20,896

    2.0

    35,802

    3.5

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    3,850

    12.1

    0

    0.0

    31,865

    NON U.S.

     

    2,146

    6.7

    0

    0.0

     
     

    5

    5,996

    18.8

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,547

    13.4

    954

    5.0

    18,988

    NON U.S.

     

    1,155

    6.1

    180

    0.9

     
     

    5

    3,702

    19.5

    1,134

    6.0

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    255

    3.8

    1,065

    15.8

    6,745

    NON U.S.

     

    1,620

    24.0

    300

    4.4

     
     

    5

    1,875

    27.8

    1,365

    20.2