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May Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 5/2/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    6,514

    1.5

    5,507

    1.3

    438,524

    NON U.S.

     

    23,110

    5.3

    4,033

    0.9

     
     

    15

    29,624

    6.8

    9,540

    2.2

    CBT WHEAT-HRW

    U.S.

     

    12,060

    4.8

    8,379

    3.4

    249,823

    NON U.S.

     

    7,095

    2.8

    406

    0.2

     
     

    8

    19,155

    7.7

    8,785

    3.5

    CBT CORN

    U.S.

     

    11,702

    0.9

    29,496

    2.2

    1,326,162

    NON U.S.

     

    64,108

    4.8

    6,457

    0.5

     
     

    16

    75,810

    5.7

    35,953

    2.7

    CBT SOYBEANS

    U.S.

     

    1,288

    0.2

    9,971

    1.6

    641,899

    NON U.S.

     

    26,435

    4.1

    1,489

    0.2

     
     

    13

    27,723

    4.3

    11,460

    1.8

    CBT SOYBEAN OIL

    U.S.

     

    5,730

    1.4

    2,912

    0.7

    415,214

    NON U.S.

     

    21,947

    5.3

    0

    0.0

     
     

    9

    27,677

    6.7

    2,912

    0.7

    CBT U.S. TREASURY BONDS

    U.S.

    5

    7,486

    1.2

    3,760

    0.6

    642,881

    NON U.S.

    4

    1,707

    0.3

    482

    0.1

     
     

    9

    9,193

    1.4

    4,242

    0.7

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    21,338

    5.0

    2,820

    0.7

    426,835

    NON U.S.

     

    15,158

    3.6

    1

    0.000

     
     

    8

    36,496

    8.6

    2,821

    0.7

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    2,484

    6.4

    0

    0.0

    38,809

    NON U.S.

     

    2,106

    5.4

    63

    0.2

     
     

    7

    4,590

    11.8

    63

    0.2

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    19,570

    0.4

    1,414,772

    25.6

    5,528,502

    NON U.S.

    8

    38,850

    0.7

    830,659

    15.0

     
     

    12

    58,420

    1.1

    2,245,431

    40.6

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    15,488

    6.9

    13,215

    5.9

    224,999

    NON U.S.

     

    19,170

    8.5

    412

    0.2

     
     

    8

    34,658

    15.4

    13,627

    6.1

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    0

    0.0

    22,259

    11.4

    196,022

    NON U.S.

     

    4,920

    2.5

    61,824

    31.5

     
     

    5

    4,920

    2.5

    84,083

    42.9

    IFED AECO FIN BASIS

    U.S.

     

    16,999

    1.6

    2,519

    0.2

    1,037,480

    NON U.S.

     

    31,405

    3.0

    639,372

    61.6

     
     

    9

    48,404

    4.7

    641,891

    61.9

    IFED CHICAGO FIN BASIS

    U.S.

     

    19,449

    4.2

    9,468

    2.1

    461,266

    NON U.S.

     

    91

    0.0

    60,461

    13.1

     
     

    9

    19,540

    4.2

    69,929

    15.2

    IFED HSC FIN BASIS

    U.S.

     

    20,048

    5.4

    41,368

    11.2

    370,269

    NON U.S.

     

    3,961

    1.1

    20,033

    5.4

     
     

    7

    24,009

    6.5

    61,401

    16.6

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

    U.S.

     

    25,111

    14.9

    4,091

    2.4

    168,116

    NON U.S.

     

    484

    0.3

    5,270

    3.1

     
     

    5

    25,595

    15.2

    9,361

    5.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    2,990

    0.5

    118,103

    19.6

    601,098

    NON U.S.

     

    9,751

    1.6

    14,606

    2.4

     
     

    7

    12,741

    2.1

    132,709

    22.1

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

    U.S.

     

    2,311

    2.8

    11,127

    13.3

    83,871

    NON U.S.

     

    2,914

    3.5

    5,086

    6.1

     
     

    5

    5,225

    6.2

    16,213

    19.3

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    7,305

    6.8

    3,020

    2.8

    107,865

    NON U.S.

     

    7,590

    7.0

    122

    0.1

     
     

    5

    14,895

    13.8

    3,142

    2.9

    NYME NATURAL GAS

    U.S.

    4

    47,645

    3.1

    40,277

    2.7

    1,519,525

    NON U.S.

    11

    35,337

    2.3

    47,544

    3.1

     
     

    15

    82,982

    5.5

    87,821

    5.8

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    5,194

    1.4

    74,405

    19.9

    374,703

    NON U.S.

     

    10,046

    2.7

    15,931

    4.3

     
     

    8

    15,240

    4.1

    90,336

    24.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    11,538

    9.1

    1,368

    1.1

    126,709

    NON U.S.

     

    12,248

    9.7

    207

    0.2

     
     

    7

    23,786

    18.8

    1,575

    1.2

    CBT SOYBEAN MEAL

    U.S.

     

    2,740

    0.7

    5,445

    1.5

    366,491

    NON U.S.

     

    34,795

    9.5

    122

    0.0

     
     

    12

    37,535

    10.2

    5,567

    1.5

    ICUS COTTON NO. 2

    U.S.

     

    4,588

    1.8

    51

    0.0

    260,058

    NON U.S.

     

    16,643

    6.4

    1,964

    0.8

     
     

    14

    21,231

    8.2

    2,015

    0.8

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    23.6

    5,401

    24.9

    21,648

    NON U.S.

     

    1,856

    8.6

    360

    1.7

     
     

    5

    6,966

    32.2

    5,761

    26.6

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,341

    5.8

    3,190

    5.6

    57,442

    NON U.S.

     

    3,172

    5.5

    42,829

    74.6

     
     

    5

    6,513

    11.3

    46,019

    80.1

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    7,403

    24.4

    1,284

    4.2

    30,390

    NON U.S.

     

    966

    3.2

    5,962

    19.6

     
     

    5

    8,369

    27.5

    7,246

    23.8

    NYME HENRY HUB SWAP

    U.S.

     

    6,822

    0.5

    319,470

    25.2

    1,269,842

    NON U.S.

     

    39,452

    3.1

    441,855

    34.8

     
     

    10

    46,274

    3.6

    761,325

    60.0

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    30,415

    12.4

    2,566

    1.0

    246,219

    NON U.S.

     

    69,440

    28.2

    5,502

    2.2

     
     

    10

    99,855

    40.6

    8,068

    3.3

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    3,924

    0.3

    26,131

    1.9

    1,388,577

    NON U.S.

    21

    8,693

    0.6

    41,242

    3.0

     
     

    26

    12,617

    0.9

    67,373

    4.9

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    51,063

    1.6

    21,451

    0.7

    3,250,046

    NON U.S.

    26

    22,538

    0.7

    37,289

    1.1

     
     

    34

    73,601

    2.3

    58,740

    1.8

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    6

    6,815

    0.2

    24,707

    0.8

    3,238,721

    NON U.S.

    24

    20,466

    0.6

    79,497

    2.5

     
     

    30

    27,281

    0.8

    104,204

    3.2

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    160,360

    12.6

    155,159

    12.2

    1,274,482

    NON U.S.

    24

    105,835

    8.3

    124,232

    9.7

     
     

    31

    266,195

    20.9

    279,391

    21.9

    CME LEAN HOGS

    U.S.

     

    2,087

    0.9

    650

    0.3

    221,089

    NON U.S.

     

    17,799

    8.1

    742

    0.3

     
     

    10

    19,886

    9.0

    1,392

    0.6

    CME LIVE CATTLE

    U.S.

     

    1,877

    0.4

    189

    0.0

    431,718

    NON U.S.

     

    15,653

    3.6

    0

    0.0

     
     

    10

    17,530

    4.1

    189

    0.0

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    4,479

    18.4

    24,288

    NON U.S.

     

    0

    0.0

    1,944

    8.0

     
     

    5

    0

    0.0

    6,423

    26.4

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,455

    1.4

    11,484

    10.7

    107,029

    NON U.S.

     

    184

    0.2

    2,083

    1.9

     
     

    5

    1,639

    1.5

    13,567

    12.7

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    1,380

    1.7

    5,482

    6.9

    79,269

    NON U.S.

     

    1,620

    2.0

    4,770

    6.0

     
     

    6

    3,000

    3.8

    10,252

    12.9

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    110

    1.2

    1,263

    13.6

    9,313

    NON U.S.

     

    3,544

    38.1

    357

    3.8

     
     

    6

    3,654

    39.2

    1,620

    17.4

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    186

    1.5

    510

    4.0

    12,735

    NON U.S.

     

    0

    0.0

    3,652

    28.7

     
     

    5

    186

    1.5

    4,162

    32.7

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    24,592

    4.1

    49,497

    8.2

    603,641

    NON U.S.

     

    7,667

    1.3

    2,493

    0.4

     
     

    15

    32,259

    5.3

    51,990

    8.6

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    369

    5.7

    932

    14.4

    6,473

    NON U.S.

     

    285

    4.4

    1,280

    19.8

     
     

    7

    654

    10.1

    2,212

    34.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    46,678

    2.1

    177,011

    8.0

    2,215,531

    NON U.S.

    22

    77,440

    3.5

    166,442

    7.5

     
     

    26

    124,118

    5.6

    343,453

    15.5

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    646

    0.5

    7,652

    6.3

    121,094

    NON U.S.

     

    12,688

    10.5

    19,520

    16.1

     
     

    7

    13,334

    11.0

    27,172

    22.4

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,483

    9.4

    459

    2.9

    15,826

    NON U.S.

     

    0

    0.0

    988

    6.2

     
     

    5

    1,483

    9.4

    1,447

    9.1

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    225

    2.5

    165

    1.8

    8,983

    NON U.S.

     

    590

    6.6

    2,920

    32.5

     
     

    7

    815

    9.1

    3,085

    34.3

    ICUS COCOA

    U.S.

     

    652

    0.2

    3,436

    1.1

    307,188

    NON U.S.

     

    8,723

    2.8

    5,614

    1.8

     
     

    12

    9,375

    3.1

    9,050

    2.9

    NYME PALLADIUM

    U.S.

    4

    324

    0.9

    6,660

    18.2

    36,686

    NON U.S.

    13

    1,136

    3.1

    7,648

    20.8

     
     

    17

    1,460

    4.0

    14,308

    39.0

    NYME PLATINUM

    U.S.

    4

    675

    0.9

    10,165

    14.2

    71,757

    NON U.S.

    16

    2,984

    4.2

    10,315

    14.4

     
     

    20

    3,659

    5.1

    20,480

    28.5

    ICUS SUGAR NO. 11

    U.S.

     

    11,974

    1.6

    3,197

    0.4

    765,024

    NON U.S.

     

    36,906

    4.8

    4,644

    0.6

     
     

    10

    48,880

    6.4

    7,841

    1.0

    ICUS COFFEE C

    U.S.

     

    6,635

    3.2

    3,385

    1.6

    206,724

    NON U.S.

     

    9,893

    4.8

    4,302

    2.1

     
     

    16

    16,528

    8.0

    7,687

    3.7

    CMX SILVER

    U.S.

    5

    3,478

    1.8

    29,940

    15.8

    189,240

    NON U.S.

    22

    6,633

    3.5

    39,844

    21.1

     
     

    27

    10,111

    5.3

    69,784

    36.9

    CMX COPPER-GRADE #1

    U.S.

     

    6,849

    2.8

    367

    0.1

    248,643

    NON U.S.

     

    13,537

    5.4

    4,947

    2.0

     
     

    17

    20,386

    8.2

    5,314

    2.1

    CMX GOLD

    U.S.

    6

    8,546

    1.9

    100,937

    21.9

    461,905

    NON U.S.

    30

    19,548

    4.2

    88,570

    19.2

     
     

    36

    28,094

    6.1

    189,507

    41.0

    CME MEXICAN PESO

    U.S.

     

    447

    0.3

    0

    0.0

    177,326

    NON U.S.

     

    38,934

    22.0

    33,433

    18.9

     
     

    6

    39,381

    22.2

    33,433

    18.9

    CME BRITISH POUND STERLING

    U.S.

     

    22,148

    8.3

    3,871

    1.4

    267,230

    NON U.S.

     

    4,199

    1.6

    6,654

    2.5

     
     

    5

    26,347

    9.9

    10,525

    3.9

    CME JAPANESE YEN

    U.S.

     

    23,510

    11.9

    1,480

    0.8

    196,845

    NON U.S.

     

    3,441

    1.7

    7,380

    3.7

     
     

    8

    26,951

    13.7

    8,860

    4.5

    CME EURO FX

    U.S.

     

    807

    0.2

    29,496

    7.2

    409,936

    NON U.S.

     

    22,653

    5.5

    7,153

    1.7

     
     

    19

    23,460

    5.7

    36,649

    8.9

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    13,660

    3.3

    6,201

    1.5

    407,813

    NON U.S.

     

    11,022

    2.7

    592

    0.1

     
     

    10

    24,682

    6.1

    6,793

    1.7

    E VIX FUTURES

    U.S.

     

    1,892

    0.4

    485

    0.1

    540,301

    NON U.S.

     

    36,692

    6.8

    1,439

    0.3

     
     

    12

    38,584

    7.1

    1,924

    0.4

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    2,158

    1.7

    3,164

    2.5

    126,370

    NON U.S.

     

    516

    0.4

    17,408

    13.8

     
     

    7

    2,674

    2.1

    20,572

    16.3

    CME 3-MONTH EURODOLLARS

    U.S.

    7

    3,147,573

    23.7

    950,297

    7.1

    13,306,893

    NON U.S.

    39

    657,776

    4.9

    724,345

    5.4

     
     

    46

    3,805,349

    28.6

    1,674,642

    12.6

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    17,071

    0.6

    61,054

    2.1

    2,958,197

    NON U.S.

    16

    72,378

    2.4

    67,840

    2.3

     
     

    22

    89,449

    3.0

    128,894

    4.4

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    697

    0.3

    1,576

    0.6

    272,977

    NON U.S.

     

    2,261

    0.8

    5,806

    2.1

     
     

    11

    2,958

    1.1

    7,382

    2.7

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    5

    212

    0.0

    13,105

    2.2

    583,258

    NON U.S.

    10

    7,181

    1.2

    2,015

    0.3

     
     

    15

    7,393

    1.3

    15,120

    2.6

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,166

    1.4

    81,188

    NON U.S.

     

    1,727

    2.1

    1,443

    1.8

     
     

    6

    1,727

    2.1

    2,609

    3.2

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    759

    0.3

    0

    0.0

    288,898

    NON U.S.

     

    8,497

    2.9

    413

    0.1

     
     

    8

    9,256

    3.2

    413

    0.1

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    872

    0.1

    10,119

    1.1

    924,551

    NON U.S.

    13

    12,524

    1.4

    39,839

    4.3

     
     

    17

    13,396

    1.4

    49,958

    5.4

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,155

    14.3

    0

    0.0

    29,150

    NON U.S.

     

    1,735

    6.0

    0

    0.0

     
     

    5

    5,890

    20.2

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,202

    11.7

    536

    2.8

    18,886

    NON U.S.

     

    1,720

    9.1

    206

    1.1

     
     

    6

    3,922

    20.8

    742

    3.9

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    855

    10.1

    1,295

    15.3

    8,484

    NON U.S.

     

    1,342

    15.8

    300

    3.5

     
     

    5

    2,197

    25.9

    1,595

    18.8