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May Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 5/3/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    6,133

    1.6

    5,459

    1.4

    391,040

    NON U.S.

     

    22,754

    5.8

    4,244

    1.1

     
     

    13

    28,887

    7.4

    9,703

    2.5

    CBT WHEAT-HRW

    U.S.

     

    5,477

    2.7

    4,585

    2.3

    202,441

    NON U.S.

     

    4,510

    2.2

    1,993

    1.0

     
     

    7

    9,987

    4.9

    6,578

    3.2

    CBT CORN

    U.S.

     

    37,861

    2.8

    8,629

    0.6

    1,363,422

    NON U.S.

     

    63,402

    4.7

    3,053

    0.2

     
     

    13

    101,263

    7.4

    11,682

    0.9

    CBT SOYBEANS

    U.S.

     

    14,118

    1.8

    680

    0.1

    794,400

    NON U.S.

     

    30,996

    3.9

    6,634

    0.8

     
     

    13

    45,114

    5.7

    7,314

    0.9

    CBT SOYBEAN OIL

    U.S.

     

    7,799

    1.9

    2,147

    0.5

    408,065

    NON U.S.

     

    18,311

    4.5

    1,403

    0.3

     
     

    9

    26,110

    6.4

    3,550

    0.9

    CBT U.S. TREASURY BONDS

    U.S.

     

    4,497

    0.9

    1,826

    0.4

    509,896

    NON U.S.

     

    606

    0.1

    388

    0.1

     
     

    5

    5,103

    1.0

    2,214

    0.4

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,247

    4.0

    1,715

    3.0

    56,612

    NON U.S.

     

    1,586

    2.8

    300

    0.5

     
     

    5

    3,833

    6.8

    2,015

    3.6

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    15,720

    4.0

    2,836

    0.7

    393,146

    NON U.S.

    6

    19,898

    5.1

    25

    0.00

     
     

    10

    35,618

    9.1

    2,861

    0.7

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,849

    3.3

    3,715

    6.7

    55,670

    NON U.S.

     

    3,332

    6.0

    0

    0.0

     
     

    6

    5,181

    9.3

    3,715

    6.7

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    12,007

    0.3

    1,121,825

    25.1

    4,465,086

    NON U.S.

    9

    28,928

    0.6

    820,653

    18.4

     
     

    13

    40,935

    0.9

    1,942,478

    43.5

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    13,670

    6.0

    26,789

    11.8

    226,615

    NON U.S.

     

    12,065

    5.3

    3,719

    1.6

     
     

    8

    25,735

    11.4

    30,508

    13.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    302

    0.1

    51,549

    21.6

    238,522

    NON U.S.

     

    1,299

    0.5

    49,687

    20.8

     
     

    8

    1,601

    0.7

    101,236

    42.4

    IFED AECO FIN BASIS

    U.S.

     

    25,072

    3.3

    784

    0.1

    753,902

    NON U.S.

     

    16,520

    2.2

    426,181

    56.5

     
     

    10

    41,592

    5.5

    426,965

    56.6

    IFED CHICAGO FIN BASIS

    U.S.

     

    3,221

    0.9

    20,482

    6.0

    340,156

    NON U.S.

     

    0

    0.0

    54,981

    16.2

     
     

    9

    3,221

    0.9

    75,463

    22.2

    IFED HSC FIN BASIS

    U.S.

     

    17,589

    5.7

    29,774

    9.6

    309,258

    NON U.S.

     

    16,584

    5.4

    27,634

    8.9

     
     

    8

    34,173

    11.0

    57,408

    18.6

    IFED WAHA FIN BASIS

    U.S.

     

    0

    0.0

    9,250

    6.5

    142,171

    NON U.S.

     

    0

    0.0

    19,110

    13.4

     
     

    5

    0

    0.0

    28,360

    19.9

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    0

    0.0

    33,816

    30.5

    110,742

    NON U.S.

     

    0

    0.0

    12,566

    11.3

     
     

    5

    0

    0.0

    46,382

    41.9

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

    U.S.

     

    14,868

    8.7

    10,501

    6.1

    171,619

    NON U.S.

     

    22,200

    12.9

    12,956

    7.5

     
     

    6

    37,068

    21.6

    23,457

    13.7

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    129

    0.0

    47,805

    13.9

    343,242

    NON U.S.

     

    31,029

    9.0

    39,899

    11.6

     
     

    8

    31,158

    9.1

    87,704

    25.6

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

    U.S.

     

    699

    0.9

    4,596

    6.2

    74,413

    NON U.S.

     

    5,166

    6.9

    12,373

    16.6

     
     

    5

    5,865

    7.9

    16,969

    22.8

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    7,611

    6.1

    1,469

    1.2

    123,922

    NON U.S.

     

    6,098

    4.9

    0

    0.0

     
     

    6

    13,709

    11.1

    1,469

    1.2

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,090

    0.8

    6,217

    4.4

    142,466

    NON U.S.

     

    7,987

    5.6

    5,257

    3.7

     
     

    5

    9,077

    6.4

    11,474

    8.1

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    11,870

    13.0

    910

    1.0

    91,302

    NON U.S.

     

    10,076

    11.0

    0

    0.0

     
     

    5

    21,946

    24.0

    910

    1.0

    NYME NATURAL GAS

    U.S.

    4

    30,626

    2.8

    35,547

    3.2

    1,106,944

    NON U.S.

    10

    34,340

    3.1

    21,964

    2.0

     
     

    14

    64,966

    5.9

    57,511

    5.2

    NYME DOMINION BASIS SWAP

    U.S.

     

    336

    0.9

    5,012

    12.7

    39,435

    NON U.S.

     

    123

    0.3

    3,954

    10.0

     
     

    5

    459

    1.2

    8,966

    22.7

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    3,054

    8.6

    856

    2.4

    35,342

    NON U.S.

     

    4,657

    13.2

    8,192

    23.2

     
     

    5

    7,711

    21.8

    9,048

    25.6

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    8,589

    3.2

    30,052

    11.0

    272,109

    NON U.S.

     

    16,388

    6.0

    23,701

    8.7

     
     

    7

    24,977

    9.2

    53,753

    19.8

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    8,254

    7.7

    1,871

    1.7

    107,437

    NON U.S.

     

    8,398

    7.8

    5,481

    5.1

     
     

    7

    16,652

    15.5

    7,352

    6.8

    CBT SOYBEAN MEAL

    U.S.

     

    7,117

    2.0

    214

    0.1

    349,070

    NON U.S.

     

    16,683

    4.8

    996

    0.3

     
     

    10

    23,800

    6.8

    1,210

    0.3

    ICUS COTTON NO. 2

    U.S.

     

    4,065

    2.1

    96

    0.0

    193,424

    NON U.S.

     

    17,642

    9.1

    1,050

    0.5

     
     

    12

    21,707

    11.2

    1,146

    0.6

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    6,125

    24.9

    5,032

    20.5

    24,580

    NON U.S.

     

    1,429

    5.8

    552

    2.2

     
     

    5

    7,554

    30.7

    5,584

    22.7

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    4,060

    5.1

    6,092

    7.7

    78,861

    NON U.S.

     

    13,597

    17.2

    43,899

    55.7

     
     

    6

    17,657

    22.4

    49,991

    63.4

    NYME HENRY HUB SWAP

    U.S.

     

    12,929

    0.9

    355,736

    25.4

    1,398,943

    NON U.S.

     

    49,259

    3.5

    471,954

    33.7

     
     

    10

    62,188

    4.4

    827,690

    59.2

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    32,562

    10.3

    13,116

    4.1

    316,936

    NON U.S.

     

    58,050

    18.3

    14,250

    4.5

     
     

    10

    90,612

    28.6

    27,366

    8.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    7

    13,996

    1.3

    9,390

    0.9

    1,056,867

    NON U.S.

    14

    12,530

    1.2

    27,529

    2.6

     
     

    21

    26,526

    2.5

    36,919

    3.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    30,293

    1.1

    12,249

    0.5

    2,662,801

    NON U.S.

    16

    11,427

    0.4

    37,062

    1.4

     
     

    23

    41,720

    1.6

    49,311

    1.9

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    16,889

    0.7

    7,781

    0.3

    2,462,327

    NON U.S.

    13

    25,918

    1.1

    52,515

    2.1

     
     

    17

    42,807

    1.7

    60,296

    2.4

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    195,129

    23.3

    108,417

    13.0

    836,320

    NON U.S.

    18

    23,883

    2.9

    63,079

    7.5

     
     

    24

    219,012

    26.2

    171,496

    20.5

    CME LEAN HOGS

    U.S.

     

    2,383

    1.0

    864

    0.4

    228,102

    NON U.S.

     

    12,590

    5.5

    508

    0.2

     
     

    9

    14,973

    6.6

    1,372

    0.6

    CME LIVE CATTLE

    U.S.

     

    2,064

    0.7

    377

    0.1

    277,517

    NON U.S.

     

    11,781

    4.2

    469

    0.2

     
     

    9

    13,845

    5.0

    846

    0.3

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,719

    1.4

    15,694

    12.8

    123,021

    NON U.S.

     

    330

    0.3

    3,307

    2.7

     
     

    5

    2,049

    1.7

    19,001

    15.4

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    5

    0.0

    1,477

    10.1

    14,625

    NON U.S.

     

    7,707

    52.7

    0

    0.0

     
     

    5

    7,712

    52.7

    1,477

    10.1

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    6,079

    1.4

    43,277

    9.7

    445,329

    NON U.S.

     

    5,647

    1.3

    5,245

    1.2

     
     

    18

    11,726

    2.6

    48,522

    10.9

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,091

    18.1

    670

    11.1

    6,035

    NON U.S.

     

    896

    14.8

    200

    3.3

     
     

    10

    1,987

    32.9

    870

    14.4

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,315

    4.7

    1,340

    1.9

    70,682

    NON U.S.

     

    20

    0.0

    6,410

    9.1

     
     

    5

    3,335

    4.7

    7,750

    11.0

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    32

    0.1

    5,135

    14.1

    36,418

    NON U.S.

     

    0

    0.0

    8,019

    22.0

     
     

    5

    32

    0.1

    13,154

    36.1

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    37,703

    2.2

    117,328

    6.7

    1,748,628

    NON U.S.

    18

    99,517

    5.7

    172,424

    9.9

     
     

    22

    137,220

    7.8

    289,752

    16.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,912

    1.6

    15,196

    12.5

    121,109

    NON U.S.

     

    1,742

    1.4

    33,671

    27.8

     
     

    8

    3,654

    3.0

    48,867

    40.3

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    8,496

    12.6

    67,633

    NON U.S.

     

    420

    0.6

    5,205

    7.7

     
     

    6

    420

    0.6

    13,701

    20.3

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    788

    4.9

    1,968

    12.2

    16,142

    NON U.S.

     

    2,112

    13.1

    2,036

    12.6

     
     

    10

    2,900

    18.0

    4,004

    24.8

    NYME ARGUS LLS VS WTI TRADE MONTH

    U.S.

     

    470

    3.6

    410

    3.1

    13,114

    NON U.S.

     

    485

    3.7

    773

    5.9

     
     

    5

    955

    7.3

    1,183

    9.0

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    150

    1.0

    210

    1.4

    14,665

    NON U.S.

     

    3,055

    20.8

    4,145

    28.3

     
     

    6

    3,205

    21.9

    4,355

    29.7

    ICUS COCOA

    U.S.

     

    1,472

    0.6

    1,550

    0.6

    250,904

    NON U.S.

     

    7,088

    2.8

    3,082

    1.2

     
     

    11

    8,560

    3.4

    4,632

    1.8

    NYME PALLADIUM

    U.S.

    4

    391

    1.7

    3,153

    13.9

    22,749

    NON U.S.

    15

    1,321

    5.8

    4,013

    17.6

     
     

    19

    1,712

    7.5

    7,166

    31.5

    NYME PLATINUM

    U.S.

    5

    28

    0.0

    10,217

    15.9

    64,158

    NON U.S.

    18

    2,969

    4.6

    15,752

    24.6

     
     

    23

    2,997

    4.7

    25,969

    40.5

    ICUS SUGAR NO. 11

    U.S.

     

    20,766

    2.6

    2,399

    0.3

    789,143

    NON U.S.

     

    43,606

    5.5

    12,618

    1.6

     
     

    12

    64,372

    8.2

    15,017

    1.9

    ICUS COFFEE C

    U.S.

     

    3,292

    1.7

    1,368

    0.7

    192,813

    NON U.S.

     

    11,052

    5.7

    3,583

    1.9

     
     

    17

    14,344

    7.4

    4,951

    2.6

    CMX SILVER

    U.S.

    5

    6,970

    3.5

    31,773

    16.0

    198,237

    NON U.S.

    14

    6,305

    3.2

    43,916

    22.2

     
     

    19

    13,275

    6.7

    75,689

    38.2

    CMX COPPER-GRADE #1

    U.S.

    4

    8,134

    4.6

    105

    0.1

    176,458

    NON U.S.

    11

    13,832

    7.8

    901

    0.5

     
     

    15

    21,966

    12.4

    1,006

    0.6

    CMX GOLD

    U.S.

    4

    10,791

    1.9

    118,437

    20.9

    565,774

    NON U.S.

    18

    21,905

    3.9

    109,511

    19.4

     
     

    22

    32,696

    5.8

    227,948

    40.3

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.8

    2,150

    7.6

    28,426

    NON U.S.

     

    14,878

    52.3

    11,387

    40.1

     
     

    5

    15,113

    53.2

    13,537

    47.6

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    19,178

    16.5

    116,533

    NON U.S.

     

    39,151

    33.6

    5,703

    4.9

     
     

    5

    39,151

    33.6

    24,881

    21.4

    CME BRITISH POUND STERLING

    U.S.

     

    10,669

    4.3

    7,874

    3.2

    248,180

    NON U.S.

     

    22,648

    9.1

    501

    0.2

     
     

    7

    33,317

    13.4

    8,375

    3.4

    CME JAPANESE YEN

    U.S.

     

    2,162

    1.3

    11,288

    7.0

    161,529

    NON U.S.

     

    6,682

    4.1

    577

    0.4

     
     

    7

    8,844

    5.5

    11,865

    7.3

    CME EURO FX

    U.S.

     

    15,785

    4.4

    7,314

    2.0

    360,461

    NON U.S.

     

    24,155

    6.7

    4,801

    1.3

     
     

    15

    39,940

    11.1

    12,115

    3.4

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,785

    2.2

    7,173

    1.8

    394,714

    NON U.S.

    9

    13,403

    3.4

    1,825

    0.5

     
     

    13

    22,188

    5.6

    8,998

    2.3

    E VIX FUTURES

    U.S.

     

    7,101

    1.6

    137

    0.0

    451,899

    NON U.S.

     

    71,876

    15.9

    1,744

    0.4

     
     

    7

    78,977

    17.5

    1,881

    0.4

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    997

    0.8

    237

    0.2

    124,586

    NON U.S.

     

    2,986

    2.4

    721

    0.6

     
     

    6

    3,983

    3.2

    958

    0.8

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,025,854

    19.7

    958,017

    9.3

    10,303,832

    NON U.S.

    34

    764,576

    7.4

    461,954

    4.5

     
     

    42

    2,790,430

    27.1

    1,419,971

    13.8

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    18,439

    0.7

    8,253

    0.3

    2,811,993

    NON U.S.

    23

    34,254

    1.2

    45,844

    1.6

     
     

    28

    52,693

    1.9

    54,097

    1.9

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    0

    0.0

    1,503

    0.6

    240,748

    NON U.S.

     

    4,453

    1.8

    925

    0.4

     
     

    9

    4,453

    1.8

    2,428

    1.0

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    216

    0.1

    1,510

    0.4

    377,846

    NON U.S.

     

    4,850

    1.3

    1,177

    0.3

     
     

    8

    5,066

    1.3

    2,687

    0.7

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,526

    1.6

    96,727

    NON U.S.

     

    3,206

    3.3

    396

    0.4

     
     

    8

    3,206

    3.3

    1,922

    2.0

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    795

    0.4

    0

    0.0

    192,274

    NON U.S.

     

    4,431

    2.3

    1,061

    0.6

     
     

    7

    5,226

    2.7

    1,061

    0.6

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    5

    1,569

    0.2

    2,084

    0.3

    633,388

    NON U.S.

    12

    14,756

    2.3

    46,082

    7.3

     
     

    17

    16,325

    2.6

    48,166

    7.6

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    6,000

    20.3

    29,518

    NON U.S.

     

    1,261

    4.3

    1,523

    5.2

     
     

    6

    1,261

    4.3

    7,523

    25.5

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    3,738

    12.6

    0

    0.0

    29,620

    NON U.S.

     

    3,854

    13.0

    0

    0.0

     
     

    6

    7,592

    25.6

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,914

    10.2

    2,004

    10.7

    18,777

    NON U.S.

     

    2,971

    15.8

    436

    2.3

     
     

    6

    4,885

    26.0

    2,440

    13.0

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    953

    7.4

    1,095

    8.6

    12,792

    NON U.S.

     

    4,252

    33.2

    48

    0.4

     
     

    6

    5,205

    40.7

    1,143

    8.9

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    1,155

    3.8

    205

    0.7

    30,186

    NON U.S.

     

    345

    1.1

    330

    1.1

     
     

    5

    1,500

    5.0

    535

    1.8