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February Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 3/7/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    11,576

    2.8

    6,234

    1.5

    415,912

    NON U.S.

     

    26,615

    6.4

    4,989

    1.2

     
     

    14

    38,191

    9.2

    11,223

    2.7

    CBT WHEAT-HRW

    U.S.

     

    5,394

    2.5

    626

    0.3

    211,872

    NON U.S.

     

    6,094

    2.9

    4

    0.00

     
     

    7

    11,488

    5.4

    630

    0.3

    CBT CORN

    U.S.

     

    28,647

    2.1

    3,662

    0.3

    1,373,407

    NON U.S.

     

    72,103

    5.2

    2,253

    0.2

     
     

    15

    100,750

    7.3

    5,915

    0.4

    CBT SOYBEANS

    U.S.

     

    17,127

    2.5

    6,145

    0.9

    676,564

    NON U.S.

     

    29,486

    4.4

    719

    0.1

     
     

    14

    46,613

    6.9

    6,864

    1.0

    CBT SOYBEAN OIL

    U.S.

     

    8,700

    2.4

    4,244

    1.2

    367,689

    NON U.S.

     

    19,771

    5.4

    0

    0.0

     
     

    9

    28,471

    7.7

    4,244

    1.2

    CBT U.S. TREASURY BONDS

    U.S.

     

    6,162

    0.9

    643

    0.1

    673,380

    NON U.S.

     

    2,518

    0.4

    435

    0.1

     
     

    7

    8,680

    1.3

    1,078

    0.2

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    19,221

    4.9

    2,381

    0.6

    393,821

    NON U.S.

    6

    15,650

    4.0

    84

    0.0

     
     

    10

    34,871

    8.9

    2,465

    0.6

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,850

    7.6

    0

    0.0

    37,536

    NON U.S.

     

    2,807

    7.5

    63

    0.2

     
     

    8

    5,657

    15.1

    63

    0.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    13,937

    0.3

    1,438,704

    27.3

    5,260,912

    NON U.S.

    8

    47,016

    0.9

    716,383

    13.6

     
     

    12

    60,953

    1.2

    2,155,087

    41.0

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    15,567

    7.0

    13,810

    6.2

    220,983

    NON U.S.

     

    21,217

    9.6

    470

    0.2

     
     

    8

    36,784

    16.6

    14,280

    6.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    0

    0.0

    26,370

    20.0

    131,997

    NON U.S.

     

    4,769

    3.6

    17,750

    13.4

     
     

    5

    4,769

    3.6

    44,120

    33.4

    IFED AECO FIN BASIS

    U.S.

     

    19,759

    2.0

    2,641

    0.3

    977,499

    NON U.S.

     

    28,518

    2.9

    614,324

    62.8

     
     

    9

    48,277

    4.9

    616,965

    63.1

    IFED CHICAGO FIN BASIS

    U.S.

     

    19,390

    5.0

    11,059

    2.9

    387,119

    NON U.S.

     

    91

    0.0

    56,947

    14.7

     
     

    9

    19,481

    5.0

    68,006

    17.6

    IFED HSC FIN BASIS

    U.S.

     

    22,547

    7.5

    38,104

    12.6

    301,774

    NON U.S.

     

    4,505

    1.5

    17,489

    5.8

     
     

    7

    27,052

    9.0

    55,593

    18.4

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

    U.S.

     

    25,121

    15.2

    3,000

    1.8

    164,983

    NON U.S.

     

    484

    0.3

    6,207

    3.8

     
     

    5

    25,605

    15.5

    9,207

    5.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    5,598

    1.1

    119,865

    22.6

    530,483

    NON U.S.

     

    10,014

    1.9

    13,552

    2.6

     
     

    6

    15,612

    2.9

    133,417

    25.2

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

    U.S.

     

    2,492

    3.2

    10,222

    13.3

    76,884

    NON U.S.

     

    3,829

    5.0

    3,684

    4.8

     
     

    5

    6,321

    8.2

    13,906

    18.1

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    7,351

    7.9

    1,612

    1.7

    93,424

    NON U.S.

     

    8,078

    8.6

    0

    0.0

     
     

    5

    15,429

    16.5

    1,612

    1.7

    NYME NATURAL GAS

    U.S.

    4

    44,358

    3.2

    35,511

    2.6

    1,366,662

    NON U.S.

    12

    41,892

    3.1

    38,071

    2.8

     
     

    16

    86,250

    6.3

    73,582

    5.4

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    6,656

    1.8

    65,324

    17.5

    373,375

    NON U.S.

     

    12,802

    3.4

    16,156

    4.3

     
     

    7

    19,458

    5.2

    81,480

    21.8

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    12,795

    10.8

    861

    0.7

    118,452

    NON U.S.

     

    12,418

    10.5

    471

    0.4

     
     

    7

    25,213

    21.3

    1,332

    1.1

    CBT SOYBEAN MEAL

    U.S.

     

    8,302

    2.3

    3,235

    0.9

    363,324

    NON U.S.

     

    35,910

    9.9

    923

    0.3

     
     

    12

    44,212

    12.2

    4,158

    1.1

    ICUS COTTON NO. 2

    U.S.

     

    7,545

    2.8

    1,768

    0.6

    273,357

    NON U.S.

     

    16,648

    6.1

    2,638

    1.0

     
     

    12

    24,193

    8.9

    4,406

    1.6

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    22.7

    6,438

    28.7

    22,471

    NON U.S.

     

    2,100

    9.3

    360

    1.6

     
     

    5

    7,210

    32.1

    6,798

    30.3

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,341

    5.3

    3,495

    5.5

    63,077

    NON U.S.

     

    3,407

    5.4

    47,219

    74.9

     
     

    5

    6,748

    10.7

    50,714

    80.4

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    8,074

    23.5

    1,650

    4.8

    34,355

    NON U.S.

     

    966

    2.8

    7,365

    21.4

     
     

    5

    9,040

    26.3

    9,015

    26.2

    NYME HENRY HUB SWAP

    U.S.

     

    6,330

    0.5

    326,980

    25.3

    1,294,499

    NON U.S.

     

    40,458

    3.1

    433,352

    33.5

     
     

    10

    46,788

    3.6

    760,332

    58.7

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    26,990

    9.3

    7,306

    2.5

    288,887

    NON U.S.

     

    74,609

    25.8

    6,029

    2.1

     
     

    10

    101,599

    35.2

    13,335

    4.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    2,668

    0.2

    34,893

    2.5

    1,416,168

    NON U.S.

    16

    590

    0.0

    34,428

    2.4

     
     

    21

    3,258

    0.2

    69,321

    4.9

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    50,853

    1.6

    7,563

    0.2

    3,254,479

    NON U.S.

    26

    19,304

    0.6

    30,403

    0.9

     
     

    32

    70,157

    2.2

    37,966

    1.2

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    17,149

    0.6

    19,817

    0.6

    3,082,637

    NON U.S.

    23

    18,600

    0.6

    88,725

    2.9

     
     

    27

    35,749

    1.2

    108,542

    3.5

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    255,982

    18.3

    93,053

    6.6

    1,400,594

    NON U.S.

    24

    97,939

    7.0

    91,194

    6.5

     
     

    31

    353,921

    25.3

    184,247

    13.2

    CME LEAN HOGS

    U.S.

     

    2,520

    1.2

    748

    0.3

    216,581

    NON U.S.

     

    13,836

    6.4

    11

    0.00

     
     

    9

    16,356

    7.6

    759

    0.4

    CME LIVE CATTLE

    U.S.

     

    2,706

    0.8

    472

    0.1

    338,857

    NON U.S.

     

    15,779

    4.7

    0

    0.0

     
     

    9

    18,485

    5.5

    472

    0.1

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    42

    0.2

    3,815

    13.8

    27,731

    NON U.S.

     

    0

    0.0

    1,914

    6.9

     
     

    5

    42

    0.2

    5,729

    20.7

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,665

    1.6

    12,296

    12.0

    102,810

    NON U.S.

     

    225

    0.2

    2,141

    2.1

     
     

    7

    1,890

    1.8

    14,437

    14.0

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    1,996

    2.3

    4,581

    5.3

    86,281

    NON U.S.

     

    1,620

    1.9

    5,220

    6.0

     
     

    6

    3,616

    4.2

    9,801

    11.4

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    905

    7.6

    11,940

    NON U.S.

     

    4,392

    36.8

    257

    2.2

     
     

    6

    4,392

    36.8

    1,162

    9.7

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    186

    1.4

    213

    1.6

    13,187

    NON U.S.

     

    0

    0.0

    4,030

    30.6

     
     

    5

    186

    1.4

    4,243

    32.2

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    18,117

    3.0

    49,804

    8.2

    608,829

    NON U.S.

     

    7,305

    1.2

    2,384

    0.4

     
     

    15

    25,422

    4.2

    52,188

    8.6

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    435

    7.4

    742

    12.5

    5,915

    NON U.S.

     

    93

    1.6

    1,300

    22.0

     
     

    7

    528

    8.9

    2,042

    34.5

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    33,817

    1.6

    163,832

    7.7

    2,137,532

    NON U.S.

     

    65,716

    3.1

    174,605

    8.2

     
     

    24

    99,533

    4.7

    338,437

    15.8

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    646

    0.5

    9,920

    8.0

    124,554

    NON U.S.

     

    11,900

    9.6

    18,638

    15.0

     
     

    7

    12,546

    10.1

    28,558

    22.9

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,837

    11.6

    508

    3.2

    15,796

    NON U.S.

     

    100

    0.6

    1,310

    8.3

     
     

    6

    1,937

    12.3

    1,818

    11.5

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    225

    1.9

    405

    3.4

    11,844

    NON U.S.

     

    600

    5.1

    3,645

    30.8

     
     

    6

    825

    7.0

    4,050

    34.2

    ICUS COCOA

    U.S.

     

    728

    0.2

    3,242

    1.1

    292,026

    NON U.S.

     

    7,708

    2.6

    4,760

    1.6

     
     

    14

    8,436

    2.9

    8,002

    2.7

    NYME PALLADIUM

    U.S.

    4

    275

    1.0

    6,997

    25.0

    27,966

    NON U.S.

    13

    1,311

    4.7

    5,175

    18.5

     
     

    17

    1,586

    5.7

    12,172

    43.5

    NYME PLATINUM

    U.S.

    5

    530

    0.8

    14,649

    21.5

    68,200

    NON U.S.

    17

    3,468

    5.1

    12,398

    18.2

     
     

    22

    3,998

    5.9

    27,047

    39.7

    ICUS SUGAR NO. 11

    U.S.

     

    11,110

    1.5

    2,550

    0.3

    765,590

    NON U.S.

     

    39,040

    5.1

    10,862

    1.4

     
     

    10

    50,150

    6.6

    13,412

    1.8

    ICUS COFFEE C

    U.S.

     

    4,252

    2.4

    851

    0.5

    175,170

    NON U.S.

     

    10,024

    5.7

    5,551

    3.2

     
     

    16

    14,276

    8.1

    6,402

    3.7

    CMX SILVER

    U.S.

    5

    6,778

    3.5

    38,608

    20.1

    192,398

    NON U.S.

    20

    7,701

    4.0

    44,007

    22.9

     
     

    25

    14,479

    7.5

    82,615

    42.9

    CMX COPPER-GRADE #1

    U.S.

     

    6,534

    2.4

    8

    0.00

    267,379

    NON U.S.

     

    15,337

    5.7

    3,383

    1.3

     
     

    22

    21,871

    8.2

    3,391

    1.3

    CMX GOLD

    U.S.

    5

    10,434

    2.4

    65,333

    15.0

    434,401

    NON U.S.

    31

    22,124

    5.1

    70,723

    16.3

     
     

    36

    32,558

    7.5

    136,056

    31.3

    CME CANADIAN DOLLAR

    U.S.

     

    4,742

    3.2

    2,088

    1.4

    147,601

    NON U.S.

     

    1,059

    0.7

    4,227

    2.9

     
     

    5

    5,801

    3.9

    6,315

    4.3

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    9,312

    4.4

    209,454

    NON U.S.

     

    80,283

    38.3

    19,418

    9.3

     
     

    6

    80,283

    38.3

    28,730

    13.7

    CME BRITISH POUND STERLING

    U.S.

     

    8,555

    3.3

    5,011

    1.9

    262,512

    NON U.S.

     

    4,593

    1.7

    1,583

    0.6

     
     

    5

    13,148

    5.0

    6,594

    2.5

    CME JAPANESE YEN

    U.S.

     

    58,390

    26.8

    0

    0.0

    217,982

    NON U.S.

     

    5,640

    2.6

    7,109

    3.3

     
     

    9

    64,030

    29.4

    7,109

    3.3

    CME EURO FX

    U.S.

     

    27,542

    6.3

    128

    0.0

    435,309

    NON U.S.

     

    20,401

    4.7

    6,098

    1.4

     
     

    17

    47,943

    11.0

    6,226

    1.4

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    13,466

    3.3

    8,418

    2.0

    410,660

    NON U.S.

    10

    11,993

    2.9

    1,165

    0.3

     
     

    14

    25,459

    6.2

    9,583

    2.3

    E VIX FUTURES

    U.S.

     

    2,734

    0.5

    140

    0.0

    596,912

    NON U.S.

     

    41,940

    7.0

    5,242

    0.9

     
     

    10

    44,674

    7.5

    5,382

    0.9

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    838

    0.6

    1,532

    1.0

    147,532

    NON U.S.

    5

    2,820

    1.9

    9,015

    6.1

     
     

    9

    3,658

    2.5

    10,547

    7.1

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    3,444,557

    25.8

    788,920

    5.9

    13,375,593

    NON U.S.

    36

    706,146

    5.3

    799,594

    6.0

     
     

    43

    4,150,703

    31.0

    1,588,514

    11.9

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    37,139

    1.1

    132,402

    4.1

    3,231,427

    NON U.S.

    16

    69,961

    2.2

    101,388

    3.1

     
     

    22

    107,100

    3.3

    233,790

    7.2

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    285

    0.1

    1,641

    0.7

    234,280

    NON U.S.

     

    9,286

    4.0

    3,878

    1.7

     
     

    12

    9,571

    4.1

    5,519

    2.4

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    1,239

    0.2

    16,090

    2.6

    607,697

    NON U.S.

    9

    4,258

    0.7

    9,162

    1.5

     
     

    14

    5,497

    0.9

    25,252

    4.2

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    825

    1.0

    1,332

    1.7

    79,732

    NON U.S.

     

    1,483

    1.9

    2,003

    2.5

     
     

    5

    2,308

    2.9

    3,335

    4.2

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    435

    0.1

    12

    0.00

    291,868

    NON U.S.

     

    12,285

    4.2

    23,120

    7.9

     
     

    6

    12,720

    4.4

    23,132

    7.9

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    1,251

    0.1

    9,277

    1.0

    902,024

    NON U.S.

     

    17,732

    2.0

    47,767

    5.3

     
     

    16

    18,983

    2.1

    57,044

    6.3

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,442

    13.8

    0

    0.0

    32,281

    NON U.S.

     

    2,201

    6.8

    0

    0.0

     
     

    5

    6,643

    20.6

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,884

    10.8

    812

    4.7

    17,367

    NON U.S.

     

    1,986

    11.4

    277

    1.6

     
     

    7

    3,870

    22.3

    1,089

    6.3

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,155

    12.6

    1,425

    15.6

    9,163

    NON U.S.

     

    1,200

    13.1

    300

    3.3

     
     

    5

    2,355

    25.7

    1,725

    18.8

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    654

    2.6

    1,050

    4.1

    25,515

    NON U.S.

     

    340

    1.3

    74

    0.3

     
     

    5

    994

    3.9

    1,124

    4.4