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November Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 11/5/2013

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT

    U.S.

     

    16,564

    4.5

    2,054

    0.6

    364,997

    NON U.S.

     

    8,064

    2.2

    5,433

    1.5

     
     

    11

    24,628

    6.7

    7,487

    2.1

    CBT CORN

    U.S.

     

    55,809

    4.2

    0

    0.0

    1,332,836

    NON U.S.

     

    15,380

    1.2

    1,709

    0.1

     
     

    13

    71,189

    5.3

    1,709

    0.1

    CBT SOYBEANS

    U.S.

     

    17,720

    3.1

    5,083

    0.9

    563,699

    NON U.S.

     

    9,730

    1.7

    3,237

    0.6

     
     

    10

    27,450

    4.9

    8,320

    1.5

    CBT SOYBEAN OIL

    U.S.

     

    12,754

    3.9

    665

    0.2

    328,711

    NON U.S.

     

    3,937

    1.2

    340

    0.1

     
     

    6

    16,691

    5.1

    1,005

    0.3

    CBT U.S. TREASURY BONDS

    U.S.

    5

    3,216

    0.5

    12,153

    1.8

    670,743

    NON U.S.

    5

    663

    0.1

    6,564

    1.0

     
     

    10

    3,879

    0.6

    18,717

    2.8

    NYME MINI EUR 3.5%FOIL RTD CAL SWAP

    U.S.

     

    1,019

    11.0

    182

    2.0

    9,270

    NON U.S.

     

    555

    6.0

    480

    5.2

     
     

    5

    1,574

    17.0

    662

    7.1

    NYME NO. 2 HEATING OIL, N.Y. HARBOR

    U.S.

     

    18,572

    6.4

    1,837

    0.6

    291,380

    NON U.S.

     

    3,676

    1.3

    593

    0.2

     
     

    5

    22,248

    7.6

    2,430

    0.8

    NYME GULF COAST ULSD SWAP

    U.S.

     

    198

    2.1

    899

    9.3

    9,651

    NON U.S.

     

    16

    0.2

    392

    4.1

     
     

    5

    214

    2.2

    1,291

    13.4

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    124,620

    2.4

    542,098

    10.5

    5,143,493

    NON U.S.

    7

    30,460

    0.6

    416,926

    8.1

     
     

    11

    155,080

    3.0

    959,024

    18.6

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    175,099

    25.5

    32,394

    4.7

    687,897

    NON U.S.

     

    39,850

    5.8

    5,434

    0.8

     
     

    9

    214,949

    31.2

    37,828

    5.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    226

    0.1

    6,436

    3.0

    216,582

    NON U.S.

     

    5,176

    2.4

    18,624

    8.6

     
     

    6

    5,402

    2.5

    25,060

    11.6

    IFED AECO FIN BASIS

    U.S.

     

    2,545

    0.3

    976

    0.1

    755,935

    NON U.S.

     

    39,291

    5.2

    338,203

    44.7

     
     

    8

    41,836

    5.5

    339,179

    44.9

    IFED HSC FIN BASIS

    U.S.

     

    0

    0.0

    22,682

    9.4

    242,304

    NON U.S.

     

    1,980

    0.8

    16,608

    6.9

     
     

    6

    1,980

    0.8

    39,290

    16.2

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

    U.S.

     

    730

    0.5

    17,149

    11.5

    149,567

    NON U.S.

     

    0

    0.0

    12,219

    8.2

     
     

    5

    730

    0.5

    29,368

    19.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    0

    0.0

    35,804

    11.6

    307,605

    NON U.S.

     

    18,628

    6.1

    3,314

    1.1

     
     

    5

    18,628

    6.1

    39,118

    12.7

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    124

    0.0

    25,288

    8.5

    298,388

    NON U.S.

     

    986

    0.3

    21,406

    7.2

     
     

    5

    1,110

    0.4

    46,694

    15.6

    NYME NATURAL GAS

    U.S.

     

    31,136

    2.4

    16,078

    1.3

    1,278,043

    NON U.S.

     

    17,167

    1.3

    5,015

    0.4

     
     

    10

    48,303

    3.8

    21,093

    1.7

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    18,531

    4.6

    40,135

    9.9

    404,580

    NON U.S.

     

    2,311

    0.6

    11,137

    2.8

     
     

    7

    20,842

    5.2

    51,272

    12.7

    CBT SOYBEAN MEAL

    U.S.

     

    8,096

    3.0

    5,075

    1.9

    272,399

    NON U.S.

     

    12,096

    4.4

    6,547

    2.4

     
     

    9

    20,192

    7.4

    11,622

    4.3

    ICUS COTTON NO. 2

    U.S.

     

    9,280

    4.7

    3,737

    1.9

    195,950

    NON U.S.

     

    4,758

    2.4

    2,268

    1.2

     
     

    11

    14,038

    7.2

    6,005

    3.1

    NYME HENRY HUB SWAP

    U.S.

     

    69,240

    2.8

    278,394

    11.1

    2,510,921

    NON U.S.

     

    19,231

    0.8

    197,947

    7.9

     
     

    10

    88,471

    3.5

    476,341

    19.0

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    43,298

    5.2

    35,537

    4.3

    834,005

    NON U.S.

     

    47,432

    5.7

    5,690

    0.7

     
     

    10

    90,730

    10.9

    41,227

    4.9

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    4

    31,789

    3.3

    26,508

    2.8

    961,104

    NON U.S.

    15

    4,896

    0.5

    29,551

    3.1

     
     

    19

    36,685

    3.8

    56,059

    5.8

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    35,085

    1.5

    68,053

    3.0

    2,275,937

    NON U.S.

    22

    44,721

    2.0

    25,664

    1.1

     
     

    28

    79,806

    3.5

    93,717

    4.1

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    80,194

    4.3

    17,949

    1.0

    1,872,456

    NON U.S.

    12

    85,918

    4.6

    33,729

    1.8

     
     

    17

    166,112

    8.9

    51,678

    2.8

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    18,489

    6.7

    26,713

    9.6

    277,789

    NON U.S.

    8

    12,850

    4.6

    22,512

    8.1

     
     

    13

    31,339

    11.3

    49,225

    17.7

    CME LEAN HOGS

    U.S.

     

    7,008

    2.4

    11

    0.00

    295,473

    NON U.S.

     

    4,788

    1.6

    285

    0.1

     
     

    7

    11,796

    4.0

    296

    0.1

    CME LIVE CATTLE

    U.S.

     

    9,144

    2.8

    393

    0.1

    327,981

    NON U.S.

     

    6,316

    1.9

    972

    0.3

     
     

    6

    15,460

    4.7

    1,365

    0.4

    CME FEEDER CATTLE

    U.S.

     

    603

    1.7

    142

    0.4

    36,534

    NON U.S.

     

    339

    0.9

    77

    0.2

     
     

    5

    942

    2.6

    219

    0.6

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    40,283

    2.3

    166,751

    9.6

    1,736,874

    NON U.S.

     

    15,890

    0.9

    232,924

    13.4

     
     

    18

    56,173

    3.2

    399,675

    23.0

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    11,407

    7.4

    31,826

    20.6

    154,213

    NON U.S.

     

    11,527

    7.5

    24,241

    15.7

     
     

    12

    22,934

    14.9

    56,067

    36.4

    NYME DATED BRENT CALENDAR SWAP

    U.S.

     

    721

    18.6

    36

    0.9

    3,876

    NON U.S.

     

    630

    16.3

    557

    14.4

     
     

    5

    1,351

    34.9

    593

    15.3

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    1,490

    1.8

    3,925

    4.7

    83,314

    NON U.S.

     

    300

    0.4

    5,072

    6.1

     
     

    6

    1,790

    2.1

    8,997

    10.8

    NYME DATED TO FRONTLINE BRENT SWAP

    U.S.

     

    660

    5.7

    690

    5.9

    11,602

    NON U.S.

     

    1,863

    16.1

    749

    6.5

     
     

    5

    2,523

    21.7

    1,439

    12.4

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    4,662

    10.3

    4,609

    10.2

    45,234

    NON U.S.

     

    4,673

    10.3

    4,260

    9.4

     
     

    12

    9,335

    20.6

    8,869

    19.6

    NYME BRENT CRUDE OIL LAST DAY

    U.S.

     

    1,842

    3.0

    1,106

    1.8

    61,737

    NON U.S.

     

    200

    0.3

    384

    0.6

     
     

    5

    2,042

    3.3

    1,490

    2.4

    ICUS COCOA

    U.S.

     

    4,822

    2.2

    663

    0.3

    223,952

    NON U.S.

     

    2,070

    0.9

    5,158

    2.3

     
     

    8

    6,892

    3.1

    5,821

    2.6

    NYME PALLADIUM

    U.S.

     

    0

    0.0

    12,260

    30.5

    40,147

    NON U.S.

     

    1,006

    2.5

    5,627

    14.0

     
     

    15

    1,006

    2.5

    17,887

    44.6

    NYME PLATINUM

    U.S.

    4

    499

    0.9

    13,843

    23.7

    58,319

    NON U.S.

    13

    2,088

    3.6

    5,848

    10.0

     
     

    17

    2,587

    4.4

    19,691

    33.8

    ICUS SUGAR NO. 11

    U.S.

     

    36,272

    4.4

    318

    0.0

    816,554

    NON U.S.

     

    23,044

    2.8

    9,727

    1.2

     
     

    12

    59,316

    7.3

    10,045

    1.2

    ICUS COFFEE C

    U.S.

     

    6,766

    4.0

    2

    0.00

    170,609

    NON U.S.

     

    3,403

    2.0

    1,374

    0.8

     
     

    14

    10,169

    6.0

    1,376

    0.8

    CMX SILVER

    U.S.

     

    2,341

    2.0

    24,101

    20.3

    118,718

    NON U.S.

     

    7,007

    5.9

    26,688

    22.5

     
     

    15

    9,348

    7.9

    50,789

    42.8

    CMX COPPER-GRADE #1

    U.S.

     

    14,791

    10.0

    816

    0.5

    148,624

    NON U.S.

     

    3,664

    2.5

    407

    0.3

     
     

    13

    18,455

    12.4

    1,223

    0.8

    CMX GOLD

    U.S.

    4

    75,802

    19.6

    26,068

    6.7

    386,796

    NON U.S.

    20

    19,006

    4.9

    58,486

    15.1

     
     

    24

    94,808

    24.5

    84,554

    21.9

    CME RUSSIAN RUBLE

    U.S.

     

    6,438

    15.0

    2,335

    5.4

    42,845

    NON U.S.

     

    14,427

    33.7

    17,935

    41.9

     
     

    8

    20,865

    48.7

    20,270

    47.3

    CME CANADIAN DOLLAR

    U.S.

    4

    7,682

    6.6

    7,533

    6.4

    117,253

    NON U.S.

    4

    785

    0.7

    1,590

    1.4

     
     

    8

    8,467

    7.2

    9,123

    7.8

    CME SWISS FRANC

    U.S.

     

    621

    1.2

    5,382

    10.2

    52,752

    NON U.S.

     

    1,573

    3.0

    6,201

    11.8

     
     

    7

    2,194

    4.2

    11,583

    22.0

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    1,364

    1.2

    116,072

    NON U.S.

     

    39,376

    33.9

    0

    0.0

     
     

    7

    39,376

    33.9

    1,364

    1.2

    CME BRITISH POUND STERLING

    U.S.

    4

    232

    0.1

    12,396

    7.2

    172,368

    NON U.S.

    5

    1,623

    0.9

    3,054

    1.8

     
     

    9

    1,855

    1.1

    15,450

    9.0

    CME JAPANESE YEN

    U.S.

    4

    7,193

    4.3

    941

    0.6

    169,004

    NON U.S.

    5

    2,322

    1.4

    1,737

    1.0

     
     

    9

    9,515

    5.6

    2,678

    1.6

    CME EURO FX

    U.S.

    5

    5,642

    2.2

    11,965

    4.7

    252,554

    NON U.S.

    16

    10,722

    4.2

    3,124

    1.2

     
     

    21

    16,364

    6.5

    15,089

    6.0

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    10,650

    4.5

    659

    0.3

    237,107

    NON U.S.

     

    2,707

    1.1

    765

    0.3

     
     

    7

    13,357

    5.6

    1,424

    0.6

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    5,405

    4.3

    0

    0.0

    125,887

    NON U.S.

    4

    4,562

    3.6

    3,343

    2.7

     
     

    8

    9,967

    7.9

    3,343

    2.7

    CME 3-MONTH EURODOLLARS

    U.S.

    10

    1,048,887

    10.7

    722,097

    7.4

    9,815,794

    NON U.S.

    30

    253,484

    2.6

    1,166,037

    11.9

     
     

    40

    1,302,371

    13.3

    1,888,134

    19.2

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    53,082

    1.9

    12,961

    0.5

    2,813,333

    NON U.S.

    23

    29,846

    1.1

    58,905

    2.1

     
     

    29

    82,928

    2.9

    71,866

    2.6

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    1,430

    0.3

    4,829

    1.1

    420,610

    NON U.S.

    10

    2,896

    0.7

    6,627

    1.6

     
     

    14

    4,326

    1.0

    11,456

    2.7

    CME AUSTRALIAN DOLLAR

    U.S.

     

    22,403

    17.3

    2,498

    1.9

    129,497

    NON U.S.

     

    439

    0.3

    532

    0.4

     
     

    7

    22,842

    17.6

    3,030

    2.3

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    6

    5,867

    1.7

    6,011

    1.7

    354,884

    NON U.S.

    4

    5,494

    1.5

    0

    0.0

     
     

    10

    11,361

    3.2

    6,011

    1.7

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    120

    0.1

    80,984

    NON U.S.

     

    3,249

    4.0

    538

    0.7

     
     

    8

    3,249

    4.0

    658

    0.8

    NYL MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    409

    Infinity

    424

    Infinity

    0

    NON U.S.

     

    7,651

    Infinity

    8,766

    Infinity

     
     

    15

    8,060

    Infinity

    9,190

    Infinity

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,132

    6.8

    1,175

    3.8

    31,168

    NON U.S.

     

    3,130

    10.0

    471

    1.5

     
     

    7

    5,262

    16.9

    1,646

    5.3