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June Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 6/7/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    8,468

    2.1

    6,610

    1.6

    410,803

    NON U.S.

     

    19,515

    4.8

    4,614

    1.1

     
     

    13

    27,983

    6.8

    11,224

    2.7

    CBT WHEAT-HRW

    U.S.

     

    5,033

    2.2

    4,611

    2.0

    227,192

    NON U.S.

     

    4,719

    2.1

    2,641

    1.2

     
     

    8

    9,752

    4.3

    7,252

    3.2

    CBT CORN

    U.S.

    4

    40,474

    2.8

    5,920

    0.4

    1,466,703

    NON U.S.

    11

    64,198

    4.4

    1,796

    0.1

     
     

    15

    104,672

    7.1

    7,716

    0.5

    CBT SOYBEANS

    U.S.

     

    16,489

    1.9

    22

    0.00

    872,273

    NON U.S.

     

    30,128

    3.5

    5,941

    0.7

     
     

    13

    46,617

    5.3

    5,963

    0.7

    CBT SOYBEAN OIL

    U.S.

     

    5,038

    1.2

    4,092

    1.0

    405,541

    NON U.S.

     

    18,419

    4.5

    1,442

    0.4

     
     

    9

    23,457

    5.8

    5,534

    1.4

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,338

    4.7

    1,596

    3.2

    49,386

    NON U.S.

     

    1,622

    3.3

    260

    0.5

     
     

    5

    3,960

    8.0

    1,856

    3.8

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    14,596

    3.5

    1,765

    0.4

    416,893

    NON U.S.

    6

    17,547

    4.2

    1,548

    0.4

     
     

    10

    32,143

    7.7

    3,313

    0.8

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,522

    2.9

    3,386

    6.5

    52,027

    NON U.S.

     

    2,824

    5.4

    17

    0.0

     
     

    6

    4,346

    8.4

    3,403

    6.5

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    13,838

    0.3

    1,137,864

    25.5

    4,470,300

    NON U.S.

    8

    26,774

    0.6

    662,024

    14.8

     
     

    12

    40,612

    0.9

    1,799,888

    40.3

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    14,297

    6.4

    24,922

    11.1

    223,797

    NON U.S.

     

    15,818

    7.1

    579

    0.3

     
     

    8

    30,115

    13.5

    25,501

    11.4

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    44,038

    20.4

    215,826

    NON U.S.

     

    241

    0.1

    35,585

    16.5

     
     

    6

    543

    0.3

    79,623

    36.9

    IFED AECO FIN BASIS

    U.S.

     

    25,621

    3.2

    784

    0.1

    804,243

    NON U.S.

     

    14,020

    1.7

    456,556

    56.8

     
     

    9

    39,641

    4.9

    457,340

    56.9

    IFED CHICAGO FIN BASIS

    U.S.

     

    3,068

    0.9

    19,450

    5.6

    349,010

    NON U.S.

     

    0

    0.0

    53,554

    15.3

     
     

    8

    3,068

    0.9

    73,004

    20.9

    IFED HSC FIN BASIS

    U.S.

     

    17,664

    6.2

    33,531

    11.8

    284,718

    NON U.S.

     

    14,351

    5.0

    18,661

    6.6

     
     

    7

    32,015

    11.2

    52,192

    18.3

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

    U.S.

     

    13,239

    8.7

    9,035

    5.9

    152,310

    NON U.S.

     

    4,920

    3.2

    10,480

    6.9

     
     

    5

    18,159

    11.9

    19,515

    12.8

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,088

    0.3

    54,162

    16.3

    332,318

    NON U.S.

     

    21,209

    6.4

    18,463

    5.6

     
     

    7

    22,297

    6.7

    72,625

    21.9

    NYME NATURAL GAS

    U.S.

    4

    41,736

    4.0

    42,735

    4.1

    1,051,119

    NON U.S.

    11

    34,378

    3.3

    20,986

    2.0

     
     

    15

    76,114

    7.2

    63,721

    6.1

    NYME DOMINION BASIS SWAP

    U.S.

     

    336

    0.8

    5,628

    14.1

    39,800

    NON U.S.

     

    492

    1.2

    5,540

    13.9

     
     

    5

    828

    2.1

    11,168

    28.1

    NYME CIG ROCKIES BASIS SWAP

    U.S.

     

    368

    0.7

    8,294

    16.6

    49,859

    NON U.S.

     

    1,296

    2.6

    16,608

    33.3

     
     

    5

    1,664

    3.3

    24,902

    49.9

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,934

    9.0

    856

    2.6

    32,600

    NON U.S.

     

    4,464

    13.7

    8,192

    25.1

     
     

    5

    7,398

    22.7

    9,048

    27.8

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    8,312

    3.1

    30,458

    11.4

    266,872

    NON U.S.

     

    14,818

    5.6

    24,415

    9.1

     
     

    7

    23,130

    8.7

    54,873

    20.6

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    8,422

    7.5

    1,785

    1.6

    112,107

    NON U.S.

     

    8,192

    7.3

    4,001

    3.6

     
     

    7

    16,614

    14.8

    5,786

    5.2

    CBT SOYBEAN MEAL

    U.S.

     

    6,908

    1.8

    226

    0.1

    381,841

    NON U.S.

     

    16,625

    4.4

    979

    0.3

     
     

    11

    23,533

    6.2

    1,205

    0.3

    ICUS COTTON NO. 2

    U.S.

     

    4,747

    2.2

    0

    0.0

    211,393

    NON U.S.

     

    16,895

    8.0

    1,394

    0.7

     
     

    12

    21,642

    10.2

    1,394

    0.7

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    6,035

    20.3

    4,972

    16.8

    29,681

    NON U.S.

     

    1,429

    4.8

    552

    1.9

     
     

    5

    7,464

    25.1

    5,524

    18.6

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,965

    4.6

    5,880

    6.8

    86,153

    NON U.S.

     

    12,487

    14.5

    56,752

    65.9

     
     

    6

    16,452

    19.1

    62,632

    72.7

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    3,804

    8.4

    1,144

    2.5

    45,117

    NON U.S.

     

    2,279

    5.1

    10,671

    23.7

     
     

    5

    6,083

    13.5

    11,815

    26.2

    NYME HENRY HUB SWAP

    U.S.

     

    13,201

    1.0

    350,811

    25.7

    1,367,534

    NON U.S.

     

    46,715

    3.4

    462,821

    33.8

     
     

    10

    59,916

    4.4

    813,632

    59.5

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    31,472

    9.5

    13,074

    3.9

    331,181

    NON U.S.

     

    57,291

    17.3

    13,387

    4.0

     
     

    10

    88,763

    26.8

    26,461

    8.0

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    9,095

    0.9

    6,824

    0.7

    970,520

    NON U.S.

    12

    2,678

    0.3

    18,944

    2.0

     
     

    18

    11,773

    1.2

    25,768

    2.7

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    36,715

    1.4

    4,669

    0.2

    2,706,443

    NON U.S.

    16

    9,896

    0.4

    47,031

    1.7

     
     

    23

    46,611

    1.7

    51,700

    1.9

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    13,734

    0.5

    7,730

    0.3

    2,558,386

    NON U.S.

    12

    28,344

    1.1

    47,109

    1.8

     
     

    16

    42,078

    1.6

    54,839

    2.1

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    179,987

    19.8

    95,610

    10.5

    907,876

    NON U.S.

    17

    45,181

    5.0

    83,022

    9.1

     
     

    22

    225,168

    24.8

    178,632

    19.7

    CME LEAN HOGS

    U.S.

     

    2,383

    1.0

    781

    0.3

    248,591

    NON U.S.

     

    12,857

    5.2

    359

    0.1

     
     

    9

    15,240

    6.1

    1,140

    0.5

    CME LIVE CATTLE

    U.S.

     

    2,411

    1.0

    639

    0.3

    250,554

    NON U.S.

     

    11,454

    4.6

    326

    0.1

     
     

    9

    13,865

    5.5

    965

    0.4

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,722

    1.2

    15,299

    10.8

    141,446

    NON U.S.

     

    372

    0.3

    3,114

    2.2

     
     

    6

    2,094

    1.5

    18,413

    13.0

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,911

    4.1

    3,185

    4.4

    71,574

    NON U.S.

     

    290

    0.4

    2,394

    3.3

     
     

    5

    3,201

    4.5

    5,579

    7.8

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,521

    9.2

    16,538

    NON U.S.

     

    7,894

    47.7

    0

    0.0

     
     

    5

    7,894

    47.7

    1,521

    9.2

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    7,055

    1.7

    45,278

    10.9

    416,170

    NON U.S.

     

    2,446

    0.6

    3,755

    0.9

     
     

    18

    9,501

    2.3

    49,033

    11.8

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,114

    16.7

    559

    8.4

    6,664

    NON U.S.

     

    613

    9.2

    157

    2.4

     
     

    9

    1,727

    25.9

    716

    10.7

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    34,006

    1.9

    94,676

    5.4

    1,748,314

    NON U.S.

    18

    73,143

    4.2

    169,687

    9.7

     
     

    22

    107,149

    6.1

    264,363

    15.1

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,392

    1.1

    17,542

    14.1

    124,294

    NON U.S.

     

    1,490

    1.2

    33,292

    26.8

     
     

    8

    2,882

    2.3

    50,834

    40.9

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    8,514

    11.8

    71,945

    NON U.S.

     

    420

    0.6

    4,770

    6.6

     
     

    6

    420

    0.6

    13,284

    18.5

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,634

    9.9

    1,621

    9.9

    16,442

    NON U.S.

     

    2,032

    12.4

    1,994

    12.1

     
     

    10

    3,666

    22.3

    3,615

    22.0

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    150

    1.0

    315

    2.1

    15,346

    NON U.S.

     

    2,760

    18.0

    4,368

    28.5

     
     

    6

    2,910

    19.0

    4,683

    30.5

    ICUS COCOA

    U.S.

     

    1,178

    0.6

    1,592

    0.8

    206,203

    NON U.S.

     

    6,892

    3.3

    3,421

    1.7

     
     

    12

    8,070

    3.9

    5,013

    2.4

    NYME PALLADIUM

    U.S.

     

    381

    1.6

    2,183

    9.4

    23,144

    NON U.S.

     

    1,925

    8.3

    2,700

    11.7

     
     

    17

    2,306

    10.0

    4,883

    21.1

    NYME PLATINUM

    U.S.

    5

    301

    0.5

    8,612

    13.6

    63,185

    NON U.S.

    18

    3,135

    5.0

    13,642

    21.6

     
     

    23

    3,436

    5.4

    22,254

    35.2

    ICUS SUGAR NO. 11

    U.S.

     

    22,442

    2.5

    1,285

    0.1

    899,793

    NON U.S.

     

    41,440

    4.6

    17,674

    2.0

     
     

    13

    63,882

    7.1

    18,959

    2.1

    ICUS COFFEE C

    U.S.

    4

    2,696

    1.4

    695

    0.4

    188,825

    NON U.S.

    16

    11,300

    6.0

    3,360

    1.8

     
     

    20

    13,996

    7.4

    4,055

    2.1

    CMX SILVER

    U.S.

    5

    6,654

    3.5

    27,036

    14.1

    192,376

    NON U.S.

    17

    6,860

    3.6

    37,143

    19.3

     
     

    22

    13,514

    7.0

    64,179

    33.4

    CMX COPPER-GRADE #1

    U.S.

    4

    8,739

    3.8

    3

    0.00

    227,927

    NON U.S.

    11

    12,044

    5.3

    1,700

    0.7

     
     

    15

    20,783

    9.1

    1,703

    0.7

    CMX GOLD

    U.S.

    5

    12,074

    2.4

    73,928

    14.9

    496,330

    NON U.S.

    20

    21,004

    4.2

    93,076

    18.8

     
     

    25

    33,078

    6.7

    167,004

    33.6

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.7

    2,150

    6.5

    33,329

    NON U.S.

     

    14,828

    44.5

    11,319

    34.0

     
     

    5

    15,063

    45.2

    13,469

    40.4

    CME MEXICAN PESO

    U.S.

     

    7,693

    5.4

    12,100

    8.5

    142,333

    NON U.S.

     

    44,314

    31.1

    8,394

    5.9

     
     

    9

    52,007

    36.5

    20,494

    14.4

    CME BRITISH POUND STERLING

    U.S.

     

    12,567

    4.8

    11,337

    4.4

    259,238

    NON U.S.

     

    22,964

    8.9

    198

    0.1

     
     

    7

    35,531

    13.7

    11,535

    4.4

    CME JAPANESE YEN

    U.S.

     

    20,910

    11.6

    31,016

    17.1

    180,894

    NON U.S.

     

    10,626

    5.9

    713

    0.4

     
     

    6

    31,536

    17.4

    31,729

    17.5

    CME EURO FX

    U.S.

     

    17,318

    4.5

    0

    0.0

    386,010

    NON U.S.

     

    23,019

    6.0

    5,541

    1.4

     
     

    14

    40,337

    10.4

    5,541

    1.4

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    10,256

    2.6

    2,140

    0.5

    395,749

    NON U.S.

    10

    12,503

    3.2

    2,061

    0.5

     
     

    14

    22,759

    5.8

    4,201

    1.1

    CME NEW ZEALAND DOLLAR

    U.S.

     

    157

    0.3

    6,014

    10.4

    57,750

    NON U.S.

     

    2,217

    3.8

    77

    0.1

     
     

    5

    2,374

    4.1

    6,091

    10.5

    E VIX FUTURES

    U.S.

     

    1,839

    0.4

    69

    0.0

    501,258

    NON U.S.

     

    94,200

    18.8

    1,299

    0.3

     
     

    7

    96,039

    19.2

    1,368

    0.3

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    526

    0.4

    0

    0.0

    130,243

    NON U.S.

     

    3,803

    2.9

    818

    0.6

     
     

    7

    4,329

    3.3

    818

    0.6

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,155,627

    19.9

    812,870

    7.5

    10,823,863

    NON U.S.

    38

    776,568

    7.2

    456,992

    4.2

     
     

    46

    2,932,195

    27.1

    1,269,862

    11.7

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    4

    24,291

    0.8

    10,398

    0.3

    3,123,389

    NON U.S.

    21

    41,323

    1.3

    39,050

    1.3

     
     

    25

    65,614

    2.1

    49,448

    1.6

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    304

    0.1

    1,197

    0.5

    243,822

    NON U.S.

     

    6,184

    2.5

    590

    0.2

     
     

    9

    6,488

    2.7

    1,787

    0.7

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    358

    0.1

    5,625

    1.4

    397,562

    NON U.S.

    7

    6,599

    1.7

    1,382

    0.3

     
     

    11

    6,957

    1.7

    7,007

    1.8

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,154

    1.2

    97,456

    NON U.S.

     

    4,236

    4.3

    1,078

    1.1

     
     

    9

    4,236

    4.3

    2,232

    2.3

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    374

    0.2

    0

    0.0

    180,998

    NON U.S.

     

    2,718

    1.5

    715

    0.4

     
     

    6

    3,092

    1.7

    715

    0.4

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    2,133

    0.3

    424

    0.1

    648,141

    NON U.S.

    12

    13,787

    2.1

    46,054

    7.1

     
     

    16

    15,920

    2.5

    46,478

    7.2

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    135

    16.0

    328

    38.8

    846

    NON U.S.

     

    95

    11.2

    165

    19.5

     
     

    5

    230

    27.2

    493

    58.3

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    6,000

    18.9

    31,815

    NON U.S.

     

    827

    2.6

    1,544

    4.9

     
     

    5

    827

    2.6

    7,544

    23.7

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    5,473

    16.0

    0

    0.0

    34,250

    NON U.S.

     

    3,679

    10.7

    0

    0.0

     
     

    6

    9,152

    26.7

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,740

    9.1

    1,811

    9.5

    19,048

    NON U.S.

     

    2,828

    14.8

    512

    2.7

     
     

    6

    4,568

    24.0

    2,323

    12.2

    NYME Heating Oil/Brent Crack Sprd

    U.S.

     

    900

    5.4

    905

    5.4

    16,788

    NON U.S.

     

    363

    2.2

    245

    1.5

     
     

    5

    1,263

    7.5

    1,150

    6.9

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,613

    10.3

    2,270

    14.5

    15,651

    NON U.S.

     

    3,911

    25.0

    348

    2.2

     
     

    6

    5,524

    35.3

    2,618

    16.7

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    1,004

    3.9

    111

    0.4

    25,701

    NON U.S.

     

    399

    1.6

    379

    1.5

     
     

    5

    1,403

    5.5

    490

    1.9