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March Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 3/1/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    4,516

    1.0

    8,205

    1.9

    437,577

    NON U.S.

     

    21,132

    4.8

    6,233

    1.4

     
     

    15

    25,648

    5.9

    14,438

    3.3

    CBT WHEAT-HRW

    U.S.

     

    4,610

    2.1

    2,226

    1.0

    215,138

    NON U.S.

     

    5,040

    2.3

    2,275

    1.1

     
     

    8

    9,650

    4.5

    4,501

    2.1

    CBT CORN

    U.S.

     

    38,194

    2.9

    12,256

    0.9

    1,325,794

    NON U.S.

     

    57,382

    4.3

    6,396

    0.5

     
     

    13

    95,576

    7.2

    18,652

    1.4

    CBT SOYBEANS

    U.S.

     

    14,460

    2.1

    483

    0.1

    701,548

    NON U.S.

     

    22,011

    3.1

    8,149

    1.2

     
     

    12

    36,471

    5.2

    8,632

    1.2

    CBT SOYBEAN OIL

    U.S.

     

    9,256

    2.4

    4,596

    1.2

    381,682

    NON U.S.

     

    18,214

    4.8

    1,613

    0.4

     
     

    10

    27,470

    7.2

    6,209

    1.6

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,683

    4.6

    1,254

    2.1

    58,544

    NON U.S.

     

    1,611

    2.8

    725

    1.2

     
     

    5

    4,294

    7.3

    1,979

    3.4

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    15,265

    4.2

    1,415

    0.4

    364,300

    NON U.S.

    4

    16,899

    4.6

    80

    0.0

     
     

    8

    32,164

    8.8

    1,495

    0.4

    NYME GULF COAST ULSD SWAP

    U.S.

     

    126

    2.3

    1,076

    19.7

    5,469

    NON U.S.

     

    96

    1.8

    326

    6.0

     
     

    5

    222

    4.1

    1,402

    25.6

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,087

    3.9

    2,694

    5.1

    52,995

    NON U.S.

     

    3,087

    5.8

    119

    0.2

     
     

    6

    5,174

    9.8

    2,813

    5.3

    NYME EIA FLAT TAX ON HIGHWAY DIESEL

    U.S.

     

    935

    18.1

    0

    0.0

    5,179

    NON U.S.

     

    254

    4.9

    96

    1.9

     
     

    5

    1,189

    23.0

    96

    1.9

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    8,153

    0.2

    1,082,433

    25.7

    4,213,419

    NON U.S.

    9

    42,694

    1.0

    766,656

    18.2

     
     

    13

    50,847

    1.2

    1,849,089

    43.9

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    14,645

    4.9

    28,449

    9.6

    297,700

    NON U.S.

     

    11,527

    3.9

    4,051

    1.4

     
     

    8

    26,172

    8.8

    32,500

    10.9

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    51,126

    21.4

    238,886

    NON U.S.

     

    1,552

    0.6

    63,193

    26.5

     
     

    9

    1,854

    0.8

    114,319

    47.9

    IFED AECO FIN BASIS

    U.S.

     

    16,324

    2.4

    1,342

    0.2

    690,429

    NON U.S.

     

    20,401

    3.0

    367,793

    53.3

     
     

    9

    36,725

    5.3

    369,135

    53.5

    IFED CHICAGO FIN BASIS

    U.S.

     

    1,975

    0.6

    13,708

    4.3

    316,831

    NON U.S.

     

    0

    0.0

    59,187

    18.7

     
     

    8

    1,975

    0.6

    72,895

    23.0

    IFED HSC FIN BASIS

    U.S.

     

    17,877

    6.0

    30,196

    10.1

    298,556

    NON U.S.

     

    17,486

    5.9

    19,613

    6.6

     
     

    7

    35,363

    11.8

    49,809

    16.7

    IFED WAHA FIN BASIS

    U.S.

     

    0

    0.0

    10,347

    7.3

    141,290

    NON U.S.

     

    0

    0.0

    20,019

    14.2

     
     

    5

    0

    0.0

    30,366

    21.5

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    0

    0.0

    26,642

    23.3

    114,421

    NON U.S.

     

    234

    0.2

    15,297

    13.4

     
     

    6

    234

    0.2

    41,939

    36.7

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

    U.S.

     

    16,766

    9.9

    12,618

    7.5

    169,195

    NON U.S.

     

    25,664

    15.2

    14,649

    8.7

     
     

    7

    42,430

    25.1

    27,267

    16.1

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    257

    0.1

    48,589

    14.9

    326,598

    NON U.S.

     

    29,808

    9.1

    41,302

    12.6

     
     

    8

    30,065

    9.2

    89,891

    27.5

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

    U.S.

     

    1,133

    1.4

    5,143

    6.5

    78,644

    NON U.S.

     

    4,159

    5.3

    13,950

    17.7

     
     

    5

    5,292

    6.7

    19,093

    24.3

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    11,365

    10.5

    976

    0.9

    107,847

    NON U.S.

     

    6,707

    6.2

    0

    0.0

     
     

    5

    18,072

    16.8

    976

    0.9

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,755

    1.2

    8,110

    5.5

    148,152

    NON U.S.

     

    214

    0.1

    15,174

    10.2

     
     

    5

    1,969

    1.3

    23,284

    15.7

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    11,451

    12.6

    910

    1.0

    90,915

    NON U.S.

     

    11,378

    12.5

    0

    0.0

     
     

    5

    22,829

    25.1

    910

    1.0

    NYME NATURAL GAS

    U.S.

    4

    37,871

    3.6

    29,461

    2.8

    1,042,618

    NON U.S.

    10

    34,737

    3.3

    20,115

    1.9

     
     

    14

    72,608

    7.0

    49,576

    4.8

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    3,298

    8.6

    856

    2.2

    38,266

    NON U.S.

     

    5,051

    13.2

    8,192

    21.4

     
     

    5

    8,349

    21.8

    9,048

    23.6

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,534

    4.0

    31,363

    10.8

    289,380

    NON U.S.

     

    16,262

    5.6

    26,457

    9.1

     
     

    7

    27,796

    9.6

    57,820

    20.0

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    9,508

    9.0

    1,724

    1.6

    105,794

    NON U.S.

     

    7,723

    7.3

    5,414

    5.1

     
     

    7

    17,231

    16.3

    7,138

    6.7

    CBT SOYBEAN MEAL

    U.S.

     

    2,824

    0.7

    3,988

    1.0

    393,496

    NON U.S.

     

    16,389

    4.2

    1,696

    0.4

     
     

    12

    19,213

    4.9

    5,684

    1.4

    ICUS COTTON NO. 2

    U.S.

     

    4,066

    2.0

    534

    0.3

    202,863

    NON U.S.

     

    13,631

    6.7

    1,247

    0.6

     
     

    11

    17,697

    8.7

    1,781

    0.9

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    1,921

    2.9

    7,064

    10.6

    66,862

    NON U.S.

     

    5,557

    8.3

    36,677

    54.9

     
     

    6

    7,478

    11.2

    43,741

    65.4

    NYME HENRY HUB SWAP

    U.S.

     

    13,769

    0.9

    371,910

    25.6

    1,453,762

    NON U.S.

     

    46,845

    3.2

    467,558

    32.2

     
     

    10

    60,614

    4.2

    839,468

    57.7

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    37,665

    12.1

    13,925

    4.5

    310,676

    NON U.S.

     

    56,174

    18.1

    12,460

    4.0

     
     

    10

    93,839

    30.2

    26,385

    8.5

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    9,846

    0.9

    15,721

    1.5

    1,068,941

    NON U.S.

    13

    8,080

    0.8

    18,309

    1.7

     
     

    19

    17,926

    1.7

    34,030

    3.2

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    28,038

    1.0

    12,752

    0.4

    2,909,117

    NON U.S.

    16

    14,187

    0.5

    29,292

    1.0

     
     

    23

    42,225

    1.5

    42,044

    1.4

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    12,396

    0.5

    13,515

    0.5

    2,644,923

    NON U.S.

    10

    31,591

    1.2

    22,463

    0.8

     
     

    14

    43,987

    1.7

    35,978

    1.4

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    75,996

    10.5

    107,098

    14.8

    725,225

    NON U.S.

    13

    17,053

    2.4

    45,957

    6.3

     
     

    19

    93,049

    12.8

    153,055

    21.1

    CME LEAN HOGS

    U.S.

     

    954

    0.5

    168

    0.1

    196,308

    NON U.S.

     

    11,303

    5.8

    505

    0.3

     
     

    9

    12,257

    6.2

    673

    0.3

    CME LIVE CATTLE

    U.S.

     

    1,564

    0.6

    564

    0.2

    280,951

    NON U.S.

     

    11,596

    4.1

    457

    0.2

     
     

    8

    13,160

    4.7

    1,021

    0.4

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,340

    1.8

    15,685

    12.3

    127,988

    NON U.S.

     

    412

    0.3

    2,966

    2.3

     
     

    5

    2,752

    2.2

    18,651

    14.6

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    6,461

    1.5

    38,500

    8.8

    439,430

    NON U.S.

     

    7,390

    1.7

    5,519

    1.3

     
     

    17

    13,851

    3.2

    44,019

    10.0

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,317

    16.2

    750

    9.2

    8,149

    NON U.S.

     

    1,346

    16.5

    214

    2.6

     
     

    10

    2,663

    32.7

    964

    11.8

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,455

    5.6

    1,590

    2.6

    62,095

    NON U.S.

     

    90

    0.1

    6,515

    10.5

     
     

    5

    3,545

    5.7

    8,105

    13.1

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    32

    0.1

    4,936

    15.4

    32,027

    NON U.S.

     

    0

    0.0

    8,821

    27.5

     
     

    5

    32

    0.1

    13,757

    43.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    44,537

    2.5

    112,959

    6.3

    1,800,298

    NON U.S.

    18

    94,433

    5.2

    139,575

    7.8

     
     

    22

    138,970

    7.7

    252,534

    14.0

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    2,568

    2.2

    13,779

    11.9

    115,959

    NON U.S.

     

    2,331

    2.0

    27,793

    24.0

     
     

    7

    4,899

    4.2

    41,572

    35.9

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    9,880

    13.5

    73,076

    NON U.S.

     

    420

    0.6

    6,100

    8.3

     
     

    6

    420

    0.6

    15,980

    21.9

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    308

    1.9

    3,171

    20.1

    15,805

    NON U.S.

     

    1,490

    9.4

    2,216

    14.0

     
     

    9

    1,798

    11.4

    5,387

    34.1

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    150

    0.9

    465

    2.7

    17,084

    NON U.S.

     

    4,035

    23.6

    3,354

    19.6

     
     

    5

    4,185

    24.5

    3,819

    22.4

    ICUS COCOA

    U.S.

     

    1,371

    0.6

    548

    0.2

    238,761

    NON U.S.

     

    6,857

    2.9

    2,983

    1.2

     
     

    9

    8,228

    3.4

    3,531

    1.5

    NYME PALLADIUM

    U.S.

    4

    776

    3.1

    3,074

    12.2

    25,293

    NON U.S.

    14

    2,307

    9.1

    2,988

    11.8

     
     

    18

    3,083

    12.2

    6,062

    24.0

    NYME PLATINUM

    U.S.

    4

    174

    0.3

    9,078

    13.7

    66,211

    NON U.S.

    18

    3,013

    4.6

    12,301

    18.6

     
     

    22

    3,187

    4.8

    21,379

    32.3

    ICUS SUGAR NO. 11

    U.S.

     

    20,163

    2.7

    1,925

    0.3

    752,262

    NON U.S.

     

    37,949

    5.0

    5,195

    0.7

     
     

    10

    58,112

    7.7

    7,120

    0.9

    ICUS COFFEE C

    U.S.

     

    2,262

    1.2

    578

    0.3

    195,239

    NON U.S.

     

    10,423

    5.3

    2,420

    1.2

     
     

    17

    12,685

    6.5

    2,998

    1.5

    CMX SILVER

    U.S.

    5

    6,359

    3.9

    27,153

    16.7

    162,293

    NON U.S.

    14

    7,692

    4.7

    38,523

    23.7

     
     

    19

    14,051

    8.7

    65,676

    40.5

    CMX COPPER-GRADE #1

    U.S.

    4

    7,914

    4.9

    21

    0.0

    160,010

    NON U.S.

    10

    12,533

    7.8

    880

    0.5

     
     

    14

    20,447

    12.8

    901

    0.6

    CMX GOLD

    U.S.

    5

    8,183

    1.8

    81,050

    18.0

    450,555

    NON U.S.

    20

    20,514

    4.6

    72,777

    16.2

     
     

    25

    28,697

    6.4

    153,827

    34.1

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.8

    4,747

    15.8

    29,983

    NON U.S.

     

    17,275

    57.6

    12,351

    41.2

     
     

    5

    17,510

    58.4

    17,098

    57.0

    CME CANADIAN DOLLAR

    U.S.

     

    4,000

    2.5

    20,370

    12.8

    159,107

    NON U.S.

     

    10,079

    6.3

    0

    0.0

     
     

    5

    14,079

    8.8

    20,370

    12.8

    CME MEXICAN PESO

    U.S.

     

    14,867

    10.5

    0

    0.0

    141,104

    NON U.S.

     

    54,374

    38.5

    8,794

    6.2

     
     

    6

    69,241

    49.1

    8,794

    6.2

    CME BRITISH POUND STERLING

    U.S.

     

    16,545

    6.0

    4,113

    1.5

    275,825

    NON U.S.

     

    9,681

    3.5

    584

    0.2

     
     

    7

    26,226

    9.5

    4,697

    1.7

    CME JAPANESE YEN

    U.S.

     

    36,822

    14.1

    8,713

    3.3

    261,679

    NON U.S.

     

    3,409

    1.3

    9,356

    3.6

     
     

    8

    40,231

    15.4

    18,069

    6.9

    CME EURO FX

    U.S.

     

    38,098

    9.1

    2,583

    0.6

    417,624

    NON U.S.

     

    34,868

    8.3

    10,480

    2.5

     
     

    16

    72,966

    17.5

    13,063

    3.1

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    11,326

    2.8

    10,848

    2.6

    409,709

    NON U.S.

    6

    12,692

    3.1

    525

    0.1

     
     

    10

    24,018

    5.9

    11,373

    2.8

    NYME EUROBOB GAS OXY NWE

    U.S.

     

    703

    9.8

    286

    4.0

    7,202

    NON U.S.

     

    133

    1.8

    69

    1.0

     
     

    5

    836

    11.6

    355

    4.9

    E VIX FUTURES

    U.S.

     

    0

    0.0

    1,266

    0.5

    273,237

    NON U.S.

     

    7,480

    2.7

    17,722

    6.5

     
     

    5

    7,480

    2.7

    18,988

    6.9

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    1,865

    3.0

    1,074

    1.7

    62,431

    NON U.S.

     

    3,414

    5.5

    2,023

    3.2

     
     

    8

    5,279

    8.5

    3,097

    5.0

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    1,874,859

    17.2

    1,072,759

    9.8

    10,929,373

    NON U.S.

    36

    666,062

    6.1

    467,075

    4.3

     
     

    44

    2,540,921

    23.2

    1,539,834

    14.1

    CME S&P 500 STOCK INDEX

    U.S.

     

    2,384

    1.6

    0

    0.0

    146,272

    NON U.S.

     

    3,190

    2.2

    4,950

    3.4

     
     

    5

    5,574

    3.8

    4,950

    3.4

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    19,851

    0.6

    35,845

    1.1

    3,149,871

    NON U.S.

    22

    57,422

    1.8

    79,933

    2.5

     
     

    27

    77,273

    2.5

    115,778

    3.7

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    1,476

    0.6

    2,881

    1.1

    258,086

    NON U.S.

     

    5,011

    1.9

    17,967

    7.0

     
     

    13

    6,487

    2.5

    20,848

    8.1

    CME AUSTRALIAN DOLLAR

    U.S.

     

    0

    0.0

    10,647

    8.7

    122,911

    NON U.S.

     

    2,732

    2.2

    7,861

    6.4

     
     

    5

    2,732

    2.2

    18,508

    15.1

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    564

    0.1

    1,456

    0.3

    429,603

    NON U.S.

    6

    11,827

    2.8

    927

    0.2

     
     

    11

    12,391

    2.9

    2,383

    0.6

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    940

    0.9

    100,816

    NON U.S.

     

    4,529

    4.5

    301

    0.3

     
     

    6

    4,529

    4.5

    1,241

    1.2

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    749

    0.4

    460

    0.2

    201,838

    NON U.S.

     

    5,567

    2.8

    1,480

    0.7

     
     

    8

    6,316

    3.1

    1,940

    1.0

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,972

    0.4

    424

    0.1

    565,050

    NON U.S.

    16

    16,024

    2.8

    24,067

    4.3

     
     

    20

    17,996

    3.2

    24,491

    4.3

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    4,000

    11.7

    34,144

    NON U.S.

     

    954

    2.8

    365

    1.1

     
     

    6

    954

    2.8

    4,365

    12.8

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,098

    12.3

    45

    0.1

    33,228

    NON U.S.

     

    3,944

    11.9

    0

    0.0

     
     

    6

    8,042

    24.2

    45

    0.1

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    588

    3.8

    2,291

    14.8

    15,513

    NON U.S.

     

    3,028

    19.5

    380

    2.4

     
     

    6

    3,616

    23.3

    2,671

    17.2

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    360

    2.7

    1,120

    8.5

    13,116

    NON U.S.

     

    4,353

    33.2

    48

    0.4

     
     

    6

    4,713

    35.9

    1,168

    8.9

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    1,122

    3.7

    470

    1.5

    30,390

    NON U.S.

     

    345

    1.1

    383

    1.3

     
     

    5

    1,467

    4.8

    853

    2.8