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November Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 11/3/2015

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    7,650

    2.0

    1,249

    0.3

    387,520

    NON U.S.

     

    24,782

    6.4

    7,564

    2.0

     
     

    16

    32,432

    8.4

    8,813

    2.3

    CBT WHEAT-HRW

    U.S.

     

    3,301

    1.7

    2,338

    1.2

    199,860

    NON U.S.

     

    5,516

    2.8

    1,213

    0.6

     
     

    9

    8,817

    4.4

    3,551

    1.8

    CBT CORN

    U.S.

     

    29,898

    2.2

    13,687

    1.0

    1,350,499

    NON U.S.

     

    71,371

    5.3

    5,007

    0.4

     
     

    13

    101,269

    7.5

    18,694

    1.4

    CBT SOYBEANS

    U.S.

     

    5,593

    0.9

    1,684

    0.3

    637,483

    NON U.S.

     

    28,271

    4.4

    8,667

    1.4

     
     

    12

    33,864

    5.3

    10,351

    1.6

    CBT SOYBEAN OIL

    U.S.

     

    9,441

    2.1

    8,918

    2.0

    446,311

    NON U.S.

     

    24,730

    5.5

    5,475

    1.2

     
     

    9

    34,171

    7.7

    14,393

    3.2

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    3,389

    5.8

    1,184

    2.0

    58,410

    NON U.S.

     

    2,072

    3.5

    1,103

    1.9

     
     

    5

    5,461

    9.3

    2,287

    3.9

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    15,815

    4.4

    989

    0.3

    355,913

    NON U.S.

     

    15,811

    4.4

    195

    0.1

     
     

    7

    31,626

    8.9

    1,184

    0.3

    NYME UP DOWN GC ULSD VS HO SPR SWAP

    U.S.

     

    1,682

    3.8

    1,685

    3.8

    44,159

    NON U.S.

     

    2,465

    5.6

    1,284

    2.9

     
     

    6

    4,147

    9.4

    2,969

    6.7

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    55,642

    1.5

    758,183

    19.8

    3,826,622

    NON U.S.

    8

    78,003

    2.0

    608,434

    15.9

     
     

    12

    133,645

    3.5

    1,366,617

    35.7

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,602

    4.6

    37,040

    10.3

    361,134

    NON U.S.

     

    20,811

    5.8

    4,621

    1.3

     
     

    9

    37,413

    10.4

    41,661

    11.5

    IFED SOCAL BORDER FIN BASIS

    U.S.

     

    7,076

    3.0

    2,333

    1.0

    237,905

    NON U.S.

     

    2,880

    1.2

    2,597

    1.1

     
     

    5

    9,956

    4.2

    4,930

    2.1

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    1,036

    0.5

    38,731

    17.2

    224,854

    NON U.S.

     

    2,572

    1.1

    60,610

    27.0

     
     

    9

    3,608

    1.6

    99,341

    44.2

    IFED AECO FIN BASIS

    U.S.

     

    13,630

    2.3

    3,705

    0.6

    597,997

    NON U.S.

     

    36,223

    6.1

    281,620

    47.1

     
     

    9

    49,853

    8.3

    285,325

    47.7

    IFED CHICAGO FIN BASIS

    U.S.

     

    2,992

    0.9

    15,222

    4.7

    325,757

    NON U.S.

     

    0

    0.0

    58,736

    18.0

     
     

    10

    2,992

    0.9

    73,958

    22.7

    IFED HSC FIN BASIS

    U.S.

     

    2,484

    1.0

    17,489

    7.4

    237,022

    NON U.S.

     

    25,037

    10.6

    25,930

    10.9

     
     

    7

    27,521

    11.6

    43,419

    18.3

    IFED WAHA FIN BASIS

    U.S.

     

    691

    0.7

    12,214

    11.5

    105,856

    NON U.S.

     

    0

    0.0

    21,107

    19.9

     
     

    7

    691

    0.7

    33,321

    31.5

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    332

    0.4

    2,778

    3.7

    74,617

    NON U.S.

     

    265

    0.4

    13,955

    18.7

     
     

    5

    597

    0.8

    16,733

    22.4

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

    U.S.

     

    18,104

    10.0

    17,441

    9.6

    180,972

    NON U.S.

     

    14,854

    8.2

    12,788

    7.1

     
     

    6

    32,958

    18.2

    30,229

    16.7

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    608

    0.2

    44,877

    12.3

    363,393

    NON U.S.

     

    29,792

    8.2

    40,969

    11.3

     
     

    8

    30,400

    8.4

    85,846

    23.6

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

    U.S.

     

    3,346

    5.1

    6,021

    9.2

    65,674

    NON U.S.

     

    2,623

    4.0

    14,444

    22.0

     
     

    6

    5,969

    9.1

    20,465

    31.2

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    4,092

    3.8

    4,289

    4.0

    106,898

    NON U.S.

     

    1,526

    1.4

    1,188

    1.1

     
     

    5

    5,618

    5.3

    5,477

    5.1

    IFED NATURAL GAS PIPELINE, TEXOK (BASIS)

    U.S.

     

    8,167

    8.2

    6,051

    6.1

    99,300

    NON U.S.

     

    978

    1.0

    10,544

    10.6

     
     

    5

    9,145

    9.2

    16,595

    16.7

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,463

    0.8

    14,498

    8.4

    172,172

    NON U.S.

     

    3,781

    2.2

    19,090

    11.1

     
     

    6

    5,244

    3.0

    33,588

    19.5

    IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS)

    U.S.

     

    0

    0.0

    8,686

    4.2

    207,117

    NON U.S.

     

    7,570

    3.7

    11,338

    5.5

     
     

    5

    7,570

    3.7

    20,024

    9.7

    NYME NATURAL GAS

    U.S.

    4

    30,260

    2.9

    14,616

    1.4

    1,046,280

    NON U.S.

    10

    52,657

    5.0

    18,275

    1.7

     
     

    14

    82,917

    7.9

    32,891

    3.1

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    11,981

    3.5

    36,386

    10.6

    343,872

    NON U.S.

     

    15,716

    4.6

    25,885

    7.5

     
     

    8

    27,697

    8.1

    62,271

    18.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    6,829

    7.5

    3,116

    3.4

    91,338

    NON U.S.

     

    6,512

    7.1

    2,094

    2.3

     
     

    6

    13,341

    14.6

    5,210

    5.7

    CBT SOYBEAN MEAL

    U.S.

     

    6,487

    1.6

    2,857

    0.7

    414,929

    NON U.S.

     

    25,980

    6.3

    1,600

    0.4

     
     

    11

    32,467

    7.8

    4,457

    1.1

    ICUS COTTON NO. 2

    U.S.

     

    3,993

    2.0

    126

    0.1

    199,327

    NON U.S.

     

    15,396

    7.7

    1,688

    0.8

     
     

    11

    19,389

    9.7

    1,814

    0.9

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    2,768

    6.1

    4,094

    9.1

    45,185

    NON U.S.

     

    5,210

    11.5

    27,390

    60.6

     
     

    6

    7,978

    17.7

    31,484

    69.7

    NYME HENRY HUB SWAP

    U.S.

     

    22,567

    1.5

    364,537

    23.5

    1,550,364

    NON U.S.

     

    30,105

    1.9

    429,246

    27.7

     
     

    10

    52,672

    3.4

    793,783

    51.2

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    40,669

    10.5

    15,856

    4.1

    388,680

    NON U.S.

     

    61,868

    15.9

    12,204

    3.1

     
     

    10

    102,537

    26.4

    28,060

    7.2

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    10,427

    0.9

    11,395

    1.0

    1,119,439

    NON U.S.

    13

    8,366

    0.7

    27,555

    2.5

     
     

    19

    18,793

    1.7

    38,950

    3.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    49,255

    1.8

    6,467

    0.2

    2,697,923

    NON U.S.

    17

    18,355

    0.7

    30,635

    1.1

     
     

    23

    67,610

    2.5

    37,102

    1.4

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    24,573

    1.0

    3,398

    0.1

    2,384,266

    NON U.S.

    11

    17,420

    0.7

    24,953

    1.0

     
     

    15

    41,993

    1.8

    28,351

    1.2

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    109,136

    15.0

    111,442

    15.3

    726,822

    NON U.S.

    18

    20,889

    2.9

    33,693

    4.6

     
     

    25

    130,025

    17.9

    145,135

    20.0

    CME LEAN HOGS

    U.S.

     

    1,632

    0.8

    1,004

    0.5

    203,242

    NON U.S.

     

    13,423

    6.6

    2,775

    1.4

     
     

    11

    15,055

    7.4

    3,779

    1.9

    CME LIVE CATTLE

    U.S.

     

    1,321

    0.5

    431

    0.2

    266,672

    NON U.S.

     

    9,967

    3.7

    595

    0.2

     
     

    7

    11,288

    4.2

    1,026

    0.4

    NYME MT BELVIEU PROPANE (OPIS) SWAP

    U.S.

     

    2,403

    2.6

    5,392

    5.7

    94,137

    NON U.S.

     

    1,484

    1.6

    2,757

    2.9

     
     

    5

    3,887

    4.1

    8,149

    8.7

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    15,946

    3.8

    42,095

    10.0

    419,126

    NON U.S.

     

    9,469

    2.3

    7,603

    1.8

     
     

    20

    25,415

    6.1

    49,698

    11.9

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    1,946

    16.6

    2,654

    22.6

    11,725

    NON U.S.

     

    2,966

    25.3

    442

    3.8

     
     

    12

    4,912

    41.9

    3,096

    26.4

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,500

    4.8

    2,345

    3.2

    73,618

    NON U.S.

     

    210

    0.3

    7,861

    10.7

     
     

    7

    3,710

    5.0

    10,206

    13.9

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    80

    0.2

    3,325

    9.3

    35,877

    NON U.S.

     

    0

    0.0

    10,407

    29.0

     
     

    5

    80

    0.2

    13,732

    38.3

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    23,728

    1.4

    120,010

    7.2

    1,676,897

    NON U.S.

    15

    94,329

    5.6

    170,687

    10.2

     
     

    19

    118,057

    7.0

    290,697

    17.3

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,951

    1.5

    17,214

    13.3

    128,973

    NON U.S.

     

    7,200

    5.6

    29,725

    23.0

     
     

    9

    9,151

    7.1

    46,939

    36.4

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    13,118

    12.2

    107,099

    NON U.S.

     

    180

    0.2

    9,222

    8.6

     
     

    7

    180

    0.2

    22,340

    20.9

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    308

    1.6

    3,588

    18.5

    19,361

    NON U.S.

     

    1,988

    10.3

    2,452

    12.7

     
     

    11

    2,296

    11.9

    6,040

    31.2

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    525

    3.5

    29

    0.2

    14,866

    NON U.S.

     

    3,477

    23.4

    3,520

    23.7

     
     

    6

    4,002

    26.9

    3,549

    23.9

    ICUS COCOA

    U.S.

     

    1,641

    0.7

    719

    0.3

    224,684

    NON U.S.

     

    5,650

    2.5

    4,308

    1.9

     
     

    9

    7,291

    3.2

    5,027

    2.2

    NYME PALLADIUM

    U.S.

    4

    517

    1.9

    5,152

    19.2

    26,826

    NON U.S.

    14

    1,293

    4.8

    5,068

    18.9

     
     

    18

    1,810

    6.7

    10,220

    38.1

    NYME PLATINUM

    U.S.

    4

    30

    0.0

    9,526

    13.6

    70,053

    NON U.S.

    17

    2,603

    3.7

    13,588

    19.4

     
     

    21

    2,633

    3.8

    23,114

    33.0

    ICUS SUGAR NO. 11

    U.S.

     

    15,416

    1.9

    1,287

    0.2

    827,353

    NON U.S.

     

    50,784

    6.1

    9,055

    1.1

     
     

    12

    66,200

    8.0

    10,342

    1.3

    ICUS COFFEE C

    U.S.

     

    1,339

    0.7

    1,007

    0.5

    199,749

    NON U.S.

     

    10,453

    5.2

    3,482

    1.7

     
     

    18

    11,792

    5.9

    4,489

    2.2

    CMX SILVER

    U.S.

    4

    1,628

    1.0

    27,711

    16.6

    166,942

    NON U.S.

    14

    8,056

    4.8

    38,150

    22.9

     
     

    18

    9,684

    5.8

    65,861

    39.5

    CMX COPPER-GRADE #1

    U.S.

    4

    5,893

    3.6

    0

    0.0

    165,386

    NON U.S.

    11

    16,165

    9.8

    1,170

    0.7

     
     

    15

    22,058

    13.3

    1,170

    0.7

    CMX GOLD

    U.S.

    5

    7,884

    1.8

    64,058

    14.4

    443,900

    NON U.S.

    23

    34,096

    7.7

    77,041

    17.4

     
     

    28

    41,980

    9.5

    141,099

    31.8

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.6

    2,500

    6.4

    38,861

    NON U.S.

     

    25,300

    65.1

    20,921

    53.8

     
     

    6

    25,535

    65.7

    23,421

    60.3

    CME CANADIAN DOLLAR

    U.S.

     

    5,788

    4.8

    3,784

    3.2

    119,629

    NON U.S.

     

    1,649

    1.4

    1,068

    0.9

     
     

    5

    7,437

    6.2

    4,852

    4.1

    CME SWISS FRANC

    U.S.

     

    11,162

    21.5

    0

    0.0

    51,953

    NON U.S.

     

    223

    0.4

    1,654

    3.2

     
     

    5

    11,385

    21.9

    1,654

    3.2

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    17,444

    11.7

    148,844

    NON U.S.

     

    56,975

    38.3

    8,539

    5.7

     
     

    5

    56,975

    38.3

    25,983

    17.5

    CME BRITISH POUND STERLING

    U.S.

     

    2,243

    1.5

    1,247

    0.8

    151,194

    NON U.S.

     

    4,103

    2.7

    703

    0.5

     
     

    5

    6,346

    4.2

    1,950

    1.3

    CME JAPANESE YEN

    U.S.

     

    42,495

    20.8

    0

    0.0

    204,271

    NON U.S.

     

    2,168

    1.1

    1,149

    0.6

     
     

    7

    44,663

    21.9

    1,149

    0.6

    CME EURO FX

    U.S.

     

    70,198

    17.3

    4,500

    1.1

    405,462

    NON U.S.

     

    37,970

    9.4

    3,279

    0.8

     
     

    17

    108,168

    26.7

    7,779

    1.9

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    7,976

    2.3

    6,849

    2.0

    342,437

    NON U.S.

    8

    10,584

    3.1

    1,113

    0.3

     
     

    12

    18,560

    5.4

    7,962

    2.3

    NYME RBOB CALENDAR SWAP

    U.S.

     

    80

    0.8

    156

    1.6

    10,021

    NON U.S.

     

    42

    0.4

    112

    1.1

     
     

    5

    122

    1.2

    268

    2.7

    E VIX FUTURES

    U.S.

     

    3,413

    1.1

    1,139

    0.4

    321,131

    NON U.S.

     

    10,060

    3.1

    2,624

    0.8

     
     

    6

    13,473

    4.2

    3,763

    1.2

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    2,827

    3.0

    0

    0.0

    95,580

    NON U.S.

     

    4,091

    4.3

    6,668

    7.0

     
     

    7

    6,918

    7.2

    6,668

    7.0

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,213,695

    19.6

    1,148,869

    10.2

    11,295,409

    NON U.S.

    37

    597,888

    5.3

    693,632

    6.1

     
     

    45

    2,811,583

    24.9

    1,842,501

    16.3

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    19,699

    0.7

    27,443

    1.0

    2,860,279

    NON U.S.

    24

    62,218

    2.2

    53,884

    1.9

     
     

    29

    81,917

    2.9

    81,327

    2.8

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    2,368

    0.7

    8

    0.00

    341,687

    NON U.S.

     

    3,981

    1.2

    22,469

    6.6

     
     

    14

    6,349

    1.9

    22,477

    6.6

    CME AUSTRALIAN DOLLAR

    U.S.

     

    10,221

    7.0

    1,778

    1.2

    145,861

    NON U.S.

     

    9,064

    6.2

    565

    0.4

     
     

    7

    19,285

    13.2

    2,343

    1.6

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    0

    0.0

    2,479

    0.7

    375,670

    NON U.S.

     

    3,373

    0.9

    460

    0.1

     
     

    7

    3,373

    0.9

    2,939

    0.8

    CME NIKKEI STOCK AVERAGE YEN DENOM

    NON U.S.

     

    4,170

    4.4

    1,039

    1.1

    94,069

     

    8

    4,170

    4.4

    1,039

    1.1

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    860

    0.6

    290

    0.2

    154,545

    NON U.S.

     

    5,468

    3.5

    4,975

    3.2

     
     

    7

    6,328

    4.1

    5,265

    3.4

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,155

    0.2

    424

    0.1

    489,792

    NON U.S.

    15

    15,620

    3.2

    21,805

    4.5

     
     

    19

    16,775

    3.4

    22,229

    4.5

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    509

    39.1

    168

    12.9

    1,301

    NON U.S.

     

    130

    10.0

    258

    19.8

     
     

    5

    639

    49.1

    426

    32.7

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,654

    14.4

    0

    0.0

    32,280

    NON U.S.

     

    2,877

    8.9

    120

    0.4

     
     

    5

    7,531

    23.3

    120

    0.4

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    611

    4.1

    2,837

    19.2

    14,748

    NON U.S.

     

    2,971

    20.1

    686

    4.7

     
     

    7

    3,582

    24.3

    3,523

    23.9

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    542

    3.6

    628

    4.2

    15,096

    NON U.S.

     

    2,851

    18.9

    948

    6.3

     
     

    6

    3,393

    22.5

    1,576

    10.4