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June Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 6/6/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    12,558

    2.6

    11,340

    2.4

    475,391

    NON U.S.

     

    21,486

    4.5

    4,866

    1.0

     
     

    14

    34,044

    7.2

    16,206

    3.4

    CBT WHEAT-HRW

    U.S.

     

    8,386

    2.9

    4,843

    1.7

    286,200

    NON U.S.

     

    7,518

    2.6

    362

    0.1

     
     

    8

    15,904

    5.6

    5,205

    1.8

    CBT CORN

    U.S.

     

    19,901

    1.4

    34,407

    2.4

    1,413,738

    NON U.S.

     

    62,727

    4.4

    10,907

    0.8

     
     

    16

    82,628

    5.8

    45,314

    3.2

    CBT SOYBEANS

    U.S.

     

    5,068

    0.7

    14,376

    2.0

    706,764

    NON U.S.

     

    24,427

    3.5

    2,587

    0.4

     
     

    13

    29,495

    4.2

    16,963

    2.4

    CBT SOYBEAN OIL

    U.S.

     

    8,833

    1.9

    5,072

    1.1

    457,208

    NON U.S.

     

    20,858

    4.6

    631

    0.1

     
     

    9

    29,691

    6.5

    5,703

    1.2

    CBT U.S. TREASURY BONDS

    U.S.

     

    5,167

    0.7

    2,472

    0.4

    704,014

    NON U.S.

     

    4,113

    0.6

    165

    0.0

     
     

    7

    9,280

    1.3

    2,637

    0.4

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    22,380

    5.9

    2,047

    0.5

    378,134

    NON U.S.

     

    15,931

    4.2

    72

    0.0

     
     

    8

    38,311

    10.1

    2,119

    0.6

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,423

    6.7

    52

    0.1

    36,431

    NON U.S.

     

    1,372

    3.8

    63

    0.2

     
     

    5

    3,795

    10.4

    115

    0.3

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    21,335

    0.4

    1,452,678

    26.6

    5,470,034

    NON U.S.

    8

    46,369

    0.8

    806,066

    14.7

     
     

    12

    67,704

    1.2

    2,258,744

    41.3

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,535

    6.2

    13,735

    5.2

    266,536

    NON U.S.

     

    18,447

    6.9

    458

    0.2

     
     

    8

    34,982

    13.1

    14,193

    5.3

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    3,664

    1.7

    19,755

    9.1

    216,066

    NON U.S.

     

    2,938

    1.4

    94,115

    43.6

     
     

    7

    6,602

    3.1

    113,870

    52.7

    IFED AECO FIN BASIS

    U.S.

     

    14,634

    1.4

    2,368

    0.2

    1,042,514

    NON U.S.

     

    36,198

    3.5

    646,078

    62.0

     
     

    9

    50,832

    4.9

    648,446

    62.2

    IFED CHICAGO FIN BASIS

    U.S.

     

    19,905

    4.3

    7,387

    1.6

    457,688

    NON U.S.

     

    151

    0.0

    56,710

    12.4

     
     

    9

    20,056

    4.4

    64,097

    14.0

    IFED HSC FIN BASIS

    U.S.

     

    18,525

    4.9

    40,309

    10.7

    377,569

    NON U.S.

     

    3,647

    1.0

    19,872

    5.3

     
     

    7

    22,172

    5.9

    60,181

    15.9

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

    U.S.

     

    17,950

    11.2

    14,416

    9.0

    160,008

    NON U.S.

     

    484

    0.3

    8,196

    5.1

     
     

    5

    18,434

    11.5

    22,612

    14.1

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    3,696

    0.6

    123,312

    20.9

    590,750

    NON U.S.

     

    7,417

    1.3

    13,767

    2.3

     
     

    7

    11,113

    1.9

    137,079

    23.2

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

    U.S.

     

    2,033

    2.7

    10,020

    13.2

    75,764

    NON U.S.

     

    2,583

    3.4

    5,086

    6.7

     
     

    5

    4,616

    6.1

    15,106

    19.9

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    6,381

    6.5

    2,636

    2.7

    98,571

    NON U.S.

     

    8,259

    8.4

    122

    0.1

     
     

    5

    14,640

    14.9

    2,758

    2.8

    NYME NATURAL GAS

    U.S.

    4

    43,389

    2.9

    37,216

    2.5

    1,512,631

    NON U.S.

    13

    40,131

    2.7

    51,670

    3.4

     
     

    17

    83,520

    5.5

    88,886

    5.9

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    4,935

    1.2

    87,660

    21.4

    410,443

    NON U.S.

     

    9,878

    2.4

    16,230

    4.0

     
     

    8

    14,813

    3.6

    103,890

    25.3

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    12,656

    9.8

    2,296

    1.8

    129,232

    NON U.S.

     

    12,202

    9.4

    172

    0.1

     
     

    7

    24,858

    19.2

    2,468

    1.9

    CBT SOYBEAN MEAL

    U.S.

     

    7,298

    1.8

    11,152

    2.7

    413,898

    NON U.S.

     

    33,505

    8.1

    342

    0.1

     
     

    12

    40,803

    9.9

    11,494

    2.8

    ICUS COTTON NO. 2

    U.S.

     

    4,129

    1.8

    826

    0.4

    234,798

    NON U.S.

     

    13,723

    5.8

    1,864

    0.8

     
     

    13

    17,852

    7.6

    2,690

    1.1

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    23.2

    4,891

    22.2

    22,052

    NON U.S.

     

    1,736

    7.9

    360

    1.6

     
     

    5

    6,846

    31.0

    5,251

    23.8

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,341

    6.0

    3,040

    5.5

    55,234

    NON U.S.

     

    3,656

    6.6

    40,729

    73.7

     
     

    5

    6,997

    12.7

    43,769

    79.2

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    7,073

    24.9

    1,104

    3.9

    28,440

    NON U.S.

     

    966

    3.4

    5,272

    18.5

     
     

    5

    8,039

    28.3

    6,376

    22.4

    NYME HENRY HUB SWAP

    U.S.

     

    6,330

    0.5

    329,503

    26.0

    1,268,683

    NON U.S.

     

    42,696

    3.4

    436,860

    34.4

     
     

    10

    49,026

    3.9

    766,363

    60.4

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    33,620

    13.7

    2,824

    1.2

    244,857

    NON U.S.

     

    66,633

    27.2

    7,719

    3.2

     
     

    10

    100,253

    40.9

    10,543

    4.3

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

     

    6,338

    0.5

    8,793

    0.6

    1,366,339

    NON U.S.

     

    19,983

    1.5

    33,241

    2.4

     
     

    19

    26,321

    1.9

    42,034

    3.1

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    72,767

    2.3

    44,050

    1.4

    3,208,578

    NON U.S.

    27

    31,417

    1.0

    35,692

    1.1

     
     

    34

    104,184

    3.2

    79,742

    2.5

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    12,747

    0.4

    17,634

    0.5

    3,216,254

    NON U.S.

    21

    10,413

    0.3

    81,044

    2.5

     
     

    26

    23,160

    0.7

    98,678

    3.1

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    171,329

    10.7

    209,723

    13.0

    1,608,314

    NON U.S.

    21

    93,515

    5.8

    126,207

    7.8

     
     

    28

    264,844

    16.5

    335,930

    20.9

    CME LEAN HOGS

    U.S.

     

    2,399

    1.0

    757

    0.3

    249,335

    NON U.S.

     

    17,472

    7.0

    605

    0.2

     
     

    11

    19,871

    8.0

    1,362

    0.5

    CME LIVE CATTLE

    U.S.

     

    2,225

    0.5

    368

    0.1

    414,712

    NON U.S.

     

    13,637

    3.3

    228

    0.1

     
     

    9

    15,862

    3.8

    596

    0.1

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    3,946

    18.4

    21,435

    NON U.S.

     

    0

    0.0

    1,793

    8.4

     
     

    5

    0

    0.0

    5,739

    26.8

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,557

    2.5

    10,038

    9.9

    100,979

    NON U.S.

     

    204

    0.2

    1,750

    1.7

     
     

    5

    2,761

    2.7

    11,788

    11.7

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    1,380

    1.8

    4,798

    6.2

    77,236

    NON U.S.

     

    1,620

    2.1

    4,294

    5.6

     
     

    6

    3,000

    3.9

    9,092

    11.8

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    110

    1.2

    1,237

    13.1

    9,432

    NON U.S.

     

    3,091

    32.8

    349

    3.7

     
     

    6

    3,201

    33.9

    1,586

    16.8

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    213

    1.4

    534

    3.5

    15,192

    NON U.S.

     

    0

    0.0

    3,372

    22.2

     
     

    5

    213

    1.4

    3,906

    25.7

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    18,938

    3.2

    53,006

    8.9

    598,744

    NON U.S.

     

    5,721

    1.0

    2,233

    0.4

     
     

    15

    24,659

    4.1

    55,239

    9.2

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    444

    6.9

    727

    11.3

    6,448

    NON U.S.

     

    285

    4.4

    1,270

    19.7

     
     

    7

    729

    11.3

    1,997

    31.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    65,344

    2.9

    186,444

    8.4

    2,228,585

    NON U.S.

    23

    77,756

    3.5

    158,149

    7.1

     
     

    27

    143,100

    6.4

    344,593

    15.5

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    646

    0.5

    6,859

    5.7

    119,892

    NON U.S.

     

    14,135

    11.8

    21,029

    17.5

     
     

    8

    14,781

    12.3

    27,888

    23.3

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,335

    8.6

    411

    2.6

    15,510

    NON U.S.

     

    0

    0.0

    877

    5.7

     
     

    5

    1,335

    8.6

    1,288

    8.3

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    225

    2.9

    45

    0.6

    7,800

    NON U.S.

     

    585

    7.5

    2,340

    30.0

     
     

    6

    810

    10.4

    2,385

    30.6

    ICUS COCOA

    U.S.

     

    6,546

    2.4

    6,260

    2.3

    271,462

    NON U.S.

     

    9,021

    3.3

    7,020

    2.6

     
     

    12

    15,567

    5.7

    13,280

    4.9

    NYME PALLADIUM

    U.S.

     

    319

    0.9

    7,271

    21.0

    34,586

    NON U.S.

     

    1,082

    3.1

    7,351

    21.3

     
     

    15

    1,401

    4.1

    14,622

    42.3

    NYME PLATINUM

    U.S.

    5

    239

    0.3

    8,051

    11.6

    69,495

    NON U.S.

    16

    3,250

    4.7

    12,009

    17.3

     
     

    21

    3,489

    5.0

    20,060

    28.9

    ICUS SUGAR NO. 11

    U.S.

     

    8,714

    1.0

    3,273

    0.4

    842,105

    NON U.S.

     

    33,551

    4.0

    5,854

    0.7

     
     

    11

    42,265

    5.0

    9,127

    1.1

    ICUS COFFEE C

    U.S.

     

    4,530

    2.0

    1,282

    0.6

    224,297

    NON U.S.

     

    9,455

    4.2

    4,554

    2.0

     
     

    17

    13,985

    6.2

    5,836

    2.6

    CMX SILVER

    U.S.

    5

    2,664

    1.3

    33,566

    16.1

    208,967

    NON U.S.

    23

    7,317

    3.5

    39,076

    18.7

     
     

    28

    9,981

    4.8

    72,642

    34.8

    CMX COPPER-GRADE #1

    U.S.

     

    6,911

    2.7

    1,159

    0.5

    253,643

    NON U.S.

     

    12,500

    4.9

    8,629

    3.4

     
     

    19

    19,411

    7.7

    9,788

    3.9

    CMX GOLD

    U.S.

    6

    8,500

    1.7

    108,153

    21.9

    494,041

    NON U.S.

    32

    20,128

    4.1

    96,962

    19.6

     
     

    38

    28,628

    5.8

    205,115

    41.5

    CME MEXICAN PESO

    U.S.

     

    829

    0.4

    0

    0.0

    207,116

    NON U.S.

     

    31,006

    15.0

    30,589

    14.8

     
     

    5

    31,835

    15.4

    30,589

    14.8

    CME BRITISH POUND STERLING

    U.S.

     

    14,955

    6.0

    3,194

    1.3

    248,173

    NON U.S.

     

    6,044

    2.4

    4,673

    1.9

     
     

    5

    20,999

    8.5

    7,867

    3.2

    CME JAPANESE YEN

    U.S.

     

    28,065

    12.4

    1,241

    0.6

    225,549

    NON U.S.

     

    3,922

    1.7

    4,899

    2.2

     
     

    6

    31,987

    14.2

    6,140

    2.7

    CME EURO FX

    U.S.

     

    1,953

    0.4

    47,056

    10.5

    447,178

    NON U.S.

     

    32,700

    7.3

    11,311

    2.5

     
     

    20

    34,653

    7.7

    58,367

    13.1

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    12,800

    3.3

    5,478

    1.4

    387,713

    NON U.S.

    7

    11,834

    3.1

    1,012

    0.3

     
     

    11

    24,634

    6.4

    6,490

    1.7

    E VIX FUTURES

    U.S.

     

    3,666

    0.6

    25

    0.00

    614,761

    NON U.S.

     

    61,135

    9.9

    2,798

    0.5

     
     

    11

    64,801

    10.5

    2,823

    0.5

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    2,479

    2.0

    3,469

    2.8

    124,686

    NON U.S.

    5

    541

    0.4

    18,256

    14.6

     
     

    10

    3,020

    2.4

    21,725

    17.4

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,834,578

    20.1

    1,044,786

    7.4

    14,075,364

    NON U.S.

    37

    519,365

    3.7

    743,880

    5.3

     
     

    45

    3,353,943

    23.8

    1,788,666

    12.7

    CME S&P 500 STOCK INDEX

    U.S.

     

    400

    0.5

    7,200

    9.2

    78,376

    NON U.S.

     

    0

    0.0

    5,162

    6.6

     
     

    5

    400

    0.5

    12,362

    15.8

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    28,661

    0.9

    47,651

    1.5

    3,142,563

    NON U.S.

    19

    99,612

    3.2

    64,623

    2.1

     
     

    25

    128,273

    4.1

    112,274

    3.6

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    1,268

    0.4

    2,473

    0.8

    316,206

    NON U.S.

     

    2,030

    0.6

    8,504

    2.7

     
     

    14

    3,298

    1.0

    10,977

    3.5

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    301

    0.1

    13,581

    2.4

    571,114

    NON U.S.

    12

    10,202

    1.8

    3,020

    0.5

     
     

    16

    10,503

    1.8

    16,601

    2.9

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,197

    1.2

    102,861

    NON U.S.

     

    2,933

    2.9

    3,326

    3.2

     
     

    7

    2,933

    2.9

    4,523

    4.4

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    497

    0.2

    0

    0.0

    306,466

    NON U.S.

     

    12,678

    4.1

    8,492

    2.8

     
     

    7

    13,175

    4.3

    8,492

    2.8

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    847

    0.1

    10,034

    1.0

    986,884

    NON U.S.

    12

    17,516

    1.8

    47,544

    4.8

     
     

    16

    18,363

    1.9

    57,578

    5.8

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,445

    14.6

    0

    0.0

    30,389

    NON U.S.

     

    1,903

    6.3

    0

    0.0

     
     

    5

    6,348

    20.9

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,736

    13.9

    1,052

    5.3

    19,678

    NON U.S.

     

    1,562

    7.9

    193

    1.0

     
     

    6

    4,298

    21.8

    1,245

    6.3

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    555

    7.3

    1,180

    15.5

    7,589

    NON U.S.

     

    1,346

    17.7

    300

    4.0

     
     

    5

    1,901

    25.0

    1,480

    19.5