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March Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 3/4/2014

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    12,402

    3.6

    2,366

    0.7

    346,522

    NON U.S.

     

    9,450

    2.7

    4,804

    1.4

     
     

    10

    21,852

    6.3

    7,170

    2.1

    CBT WHEAT-HRW

    U.S.

     

    6,275

    4.8

    0

    0.0

    129,590

    NON U.S.

     

    1,968

    1.5

    342

    0.3

     
     

    6

    8,243

    6.4

    342

    0.3

    CBT CORN

    U.S.

     

    50,668

    3.9

    358

    0.0

    1,300,945

    NON U.S.

     

    17,673

    1.4

    4,600

    0.4

     
     

    13

    68,341

    5.3

    4,958

    0.4

    CBT SOYBEANS

    U.S.

     

    17,042

    2.6

    597

    0.1

    668,094

    NON U.S.

     

    11,155

    1.7

    13,410

    2.0

     
     

    10

    28,197

    4.2

    14,007

    2.1

    CBT SOYBEAN OIL

    U.S.

     

    10,934

    3.6

    259

    0.1

    301,803

    NON U.S.

     

    4,448

    1.5

    2,174

    0.7

     
     

    8

    15,382

    5.1

    2,433

    0.8

    CBT U.S. TREASURY BONDS

    U.S.

     

    316

    0.0

    374

    0.1

    718,276

    NON U.S.

     

    3

    0.000

    6,688

    0.9

     
     

    5

    319

    0.0

    7,062

    1.0

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    69,822

    1.3

    723,772

    13.3

    5,442,195

    NON U.S.

    7

    31,168

    0.6

    717,020

    13.2

     
     

    11

    100,990

    1.9

    1,440,792

    26.5

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    176,505

    29.1

    16,185

    2.7

    606,130

    NON U.S.

     

    46,482

    7.7

    2,541

    0.4

     
     

    9

    222,987

    36.8

    18,726

    3.1

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    213

    0.1

    16,184

    7.2

    223,460

    NON U.S.

     

    8,911

    4.0

    24,969

    11.2

     
     

    8

    9,124

    4.1

    41,153

    18.4

    IFED AECO FIN BASIS

    U.S.

     

    2,017

    0.3

    1,466

    0.2

    805,786

    NON U.S.

     

    41,963

    5.2

    432,645

    53.7

     
     

    8

    43,980

    5.5

    434,111

    53.9

    IFED HSC FIN BASIS

    U.S.

     

    0

    0.0

    26,973

    11.3

    238,256

    NON U.S.

     

    1,864

    0.8

    14,219

    6.0

     
     

    6

    1,864

    0.8

    41,192

    17.3

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

    U.S.

     

    1,006

    0.6

    16,976

    9.4

    179,968

    NON U.S.

     

    0

    0.0

    23,175

    12.9

     
     

    5

    1,006

    0.6

    40,151

    22.3

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    93

    0.0

    35,635

    11.7

    304,045

    NON U.S.

     

    16,230

    5.3

    12,722

    4.2

     
     

    7

    16,323

    5.4

    48,357

    15.9

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    4,494

    1.5

    16,415

    5.6

    294,832

    NON U.S.

     

    1,320

    0.4

    19,701

    6.7

     
     

    5

    5,814

    2.0

    36,116

    12.2

    NYME NATURAL GAS

    U.S.

     

    16,549

    1.4

    14,221

    1.2

    1,190,626

    NON U.S.

     

    13,473

    1.1

    5,599

    0.5

     
     

    9

    30,022

    2.5

    19,820

    1.7

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,859

    2.7

    62,121

    13.9

    445,612

    NON U.S.

     

    1,497

    0.3

    27,892

    6.3

     
     

    6

    13,356

    3.0

    90,013

    20.2

    CBT SOYBEAN MEAL

    U.S.

     

    4,858

    1.6

    3,495

    1.1

    310,250

    NON U.S.

     

    10,245

    3.3

    5,304

    1.7

     
     

    10

    15,103

    4.9

    8,799

    2.8

    ICUS COTTON NO. 2

    U.S.

     

    8,669

    5.3

    0

    0.0

    164,258

    NON U.S.

     

    4,812

    2.9

    1,639

    1.0

     
     

    10

    13,481

    8.2

    1,639

    1.0

    NYME HENRY HUB SWAP

    U.S.

     

    54,990

    2.4

    273,088

    11.8

    2,320,781

    NON U.S.

     

    18,250

    0.8

    228,312

    9.8

     
     

    10

    73,240

    3.2

    501,400

    21.6

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    82,099

    10.7

    25,325

    3.3

    767,251

    NON U.S.

     

    73,373

    9.6

    4,525

    0.6

     
     

    9

    155,472

    20.3

    29,850

    3.9

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    13,907

    1.5

    62,631

    6.9

    903,554

    NON U.S.

    14

    4,519

    0.5

    25,567

    2.8

     
     

    20

    18,426

    2.0

    88,198

    9.8

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    23,773

    1.0

    56,470

    2.3

    2,407,282

    NON U.S.

    23

    37,522

    1.6

    20,656

    0.9

     
     

    30

    61,295

    2.5

    77,126

    3.2

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    6

    73,250

    3.8

    39,413

    2.0

    1,944,956

    NON U.S.

    12

    23,051

    1.2

    25,158

    1.3

     
     

    18

    96,301

    5.0

    64,571

    3.3

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    25,140

    8.5

    20,401

    6.9

    295,231

    NON U.S.

    11

    9,605

    3.3

    33,031

    11.2

     
     

    18

    34,745

    11.8

    53,432

    18.1

    CME LEAN HOGS

    U.S.

     

    4,890

    1.7

    9

    0.00

    289,979

    NON U.S.

     

    3,190

    1.1

    261

    0.1

     
     

    6

    8,080

    2.8

    270

    0.1

    CME LIVE CATTLE

    U.S.

     

    7,564

    2.0

    13

    0.00

    369,457

    NON U.S.

     

    3,901

    1.1

    0

    0.0

     
     

    7

    11,465

    3.1

    13

    0.00

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    33,503

    2.0

    164,511

    9.7

    1,687,807

    NON U.S.

     

    13,910

    0.8

    243,796

    14.4

     
     

    16

    47,413

    2.8

    408,307

    24.2

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    9,465

    6.3

    36,572

    24.4

    149,587

    NON U.S.

     

    6,874

    4.6

    24,775

    16.6

     
     

    11

    16,339

    10.9

    61,347

    41.0

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    444

    7.0

    36

    0.6

    6,327

    NON U.S.

     

    401

    6.3

    1,155

    18.3

     
     

    5

    845

    13.4

    1,191

    18.8

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    365

    0.3

    7,674

    6.8

    113,616

    NON U.S.

     

    508

    0.4

    5,492

    4.8

     
     

    7

    873

    0.8

    13,166

    11.6

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    4,652

    11.2

    3,416

    8.2

    41,635

    NON U.S.

     

    3,632

    8.7

    6,095

    14.6

     
     

    12

    8,284

    19.9

    9,511

    22.8

    ICUS COCOA

    U.S.

     

    1,901

    0.9

    1,050

    0.5

    210,599

    NON U.S.

     

    1,173

    0.6

    7,030

    3.3

     
     

    8

    3,074

    1.5

    8,080

    3.8

    NYME PALLADIUM

    U.S.

     

    35

    0.1

    8,483

    21.0

    40,300

    NON U.S.

     

    1,529

    3.8

    5,942

    14.7

     
     

    17

    1,564

    3.9

    14,425

    35.8

    NYME PLATINUM

    U.S.

     

    1,352

    2.0

    16,705

    25.3

    66,158

    NON U.S.

     

    1,837

    2.8

    8,101

    12.2

     
     

    16

    3,189

    4.8

    24,806

    37.5

    ICUS SUGAR NO. 11

    U.S.

     

    25,736

    3.3

    671

    0.1

    787,953

    NON U.S.

     

    18,556

    2.4

    10,132

    1.3

     
     

    11

    44,292

    5.6

    10,803

    1.4

    ICUS COFFEE C

    U.S.

     

    8,243

    5.1

    1,226

    0.8

    160,659

    NON U.S.

     

    3,133

    2.0

    3,224

    2.0

     
     

    13

    11,376

    7.1

    4,450

    2.8

    CMX SILVER

    U.S.

     

    3,711

    2.8

    22,459

    16.8

    133,550

    NON U.S.

     

    9,989

    7.5

    27,424

    20.5

     
     

    15

    13,700

    10.3

    49,883

    37.4

    CMX COPPER-GRADE #1

    U.S.

     

    12,206

    8.4

    366

    0.3

    145,295

    NON U.S.

     

    2,869

    2.0

    1,121

    0.8

     
     

    14

    15,075

    10.4

    1,487

    1.0

    CMX GOLD

    U.S.

    4

    56,272

    14.3

    30,669

    7.8

    393,266

    NON U.S.

    20

    17,526

    4.5

    54,385

    13.8

     
     

    24

    73,798

    18.8

    85,054

    21.6

    CME RUSSIAN RUBLE

    U.S.

     

    6,139

    15.4

    4,396

    11.0

    39,944

    NON U.S.

     

    15,225

    38.1

    17,145

    42.9

     
     

    8

    21,364

    53.5

    21,541

    53.9

    CME CANADIAN DOLLAR

    U.S.

     

    3,932

    2.7

    5,444

    3.7

    147,033

    NON U.S.

     

    337

    0.2

    360

    0.2

     
     

    6

    4,269

    2.9

    5,804

    3.9

    CME SWISS FRANC

    U.S.

     

    5,422

    9.0

    2,801

    4.6

    60,532

    NON U.S.

     

    821

    1.4

    3,800

    6.3

     
     

    6

    6,243

    10.3

    6,601

    10.9

    CME MEXICAN PESO

    U.S.

     

    1,622

    1.3

    318

    0.3

    126,885

    NON U.S.

     

    40,555

    32.0

    3,963

    3.1

     
     

    6

    42,177

    33.2

    4,281

    3.4

    CME BRITISH POUND STERLING

    U.S.

    4

    3,915

    1.5

    6,321

    2.5

    254,013

    NON U.S.

    4

    9,384

    3.7

    2,809

    1.1

     
     

    8

    13,299

    5.2

    9,130

    3.6

    CME JAPANESE YEN

    U.S.

    5

    25,087

    12.2

    1,428

    0.7

    205,886

    NON U.S.

    5

    4,766

    2.3

    1,816

    0.9

     
     

    10

    29,853

    14.5

    3,244

    1.6

    CME EURO FX

    U.S.

    4

    6,901

    2.3

    8,437

    2.8

    304,308

    NON U.S.

    17

    11,163

    3.7

    2,905

    1.0

     
     

    21

    18,064

    5.9

    11,342

    3.7

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    3,013

    1.1

    2,246

    0.8

    271,215

    NON U.S.

     

    2,442

    0.9

    330

    0.1

     
     

    6

    5,455

    2.0

    2,576

    0.9

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    6,384

    4.8

    1,731

    1.3

    132,489

    NON U.S.

    5

    4,494

    3.4

    537

    0.4

     
     

    9

    10,878

    8.2

    2,268

    1.7

    CME 3-MONTH EURODOLLARS

    U.S.

    9

    1,326,673

    12.6

    799,084

    7.6

    10,494,701

    NON U.S.

    32

    407,070

    3.9

    1,089,219

    10.4

     
     

    41

    1,733,743

    16.5

    1,888,303

    18.0

    CME S&P 500 STOCK INDEX

    U.S.

     

    2,000

    0.9

    0

    0.0

    220,157

    NON U.S.

     

    1,667

    0.8

    7,181

    3.3

     
     

    5

    3,667

    1.7

    7,181

    3.3

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    45,492

    1.4

    22,664

    0.7

    3,301,075

    NON U.S.

    27

    41,242

    1.2

    48,558

    1.5

     
     

    33

    86,734

    2.6

    71,222

    2.2

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    1,489

    0.3

    12,230

    2.6

    475,074

    NON U.S.

    13

    6,516

    1.4

    2,500

    0.5

     
     

    17

    8,005

    1.7

    14,730

    3.1

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    3,110

    1.0

    1,570

    0.5

    324,834

    NON U.S.

     

    5,011

    1.5

    0

    0.0

     
     

    9

    8,121

    2.5

    1,570

    0.5

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    65

    0.1

    3,401

    3.0

    115,159

    NON U.S.

     

    4,603

    4.0

    605

    0.5

     
     

    9

    4,668

    4.1

    4,006

    3.5

    NYL MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,226

    0.5

    2,712

    1.0

    258,503

    NON U.S.

    12

    9,083

    3.5

    8,461

    3.3

     
     

    16

    10,309

    4.0

    11,173

    4.3

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,953

    8.7

    1,624

    7.2

    22,550

    NON U.S.

     

    1,709

    7.6

    436

    1.9

     
     

    7

    3,662

    16.2

    2,060

    9.1

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    1,792

    5.4

    173

    0.5

    33,438

    NON U.S.

     

    49

    0.1

    603

    1.8

     
     

    5

    1,841

    5.5

    776

    2.3