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November Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 11/1/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    10,968

    2.2

    11,303

    2.3

    495,525

    NON U.S.

    12

    22,825

    4.6

    5,526

    1.1

     
     

    16

    33,793

    6.8

    16,829

    3.4

    CBT WHEAT-HRW

    U.S.

     

    8,166

    3.1

    7,180

    2.7

    263,869

    NON U.S.

     

    5,075

    1.9

    2,324

    0.9

     
     

    9

    13,241

    5.0

    9,504

    3.6

    CBT CORN

    U.S.

    4

    29,960

    2.2

    7,887

    0.6

    1,345,452

    NON U.S.

    11

    69,614

    5.2

    3,074

    0.2

     
     

    15

    99,574

    7.4

    10,961

    0.8

    CBT SOYBEANS

    U.S.

    4

    18,251

    3.0

    2,890

    0.5

    615,146

    NON U.S.

    10

    28,038

    4.6

    1,538

    0.3

     
     

    14

    46,289

    7.5

    4,428

    0.7

    CBT SOYBEAN OIL

    U.S.

     

    17,909

    3.8

    8,869

    1.9

    475,067

    NON U.S.

     

    20,754

    4.4

    1,531

    0.3

     
     

    9

    38,663

    8.1

    10,400

    2.2

    CBT U.S. TREASURY BONDS

    U.S.

     

    4,961

    0.9

    893

    0.2

    544,660

    NON U.S.

     

    10,589

    1.9

    587

    0.1

     
     

    10

    15,550

    2.9

    1,480

    0.3

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,483

    4.3

    913

    1.6

    58,123

    NON U.S.

     

    871

    1.5

    520

    0.9

     
     

    5

    3,354

    5.8

    1,433

    2.5

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    19,425

    5.0

    2,099

    0.5

    387,430

    NON U.S.

    7

    18,764

    4.8

    255

    0.1

     
     

    11

    38,189

    9.9

    2,354

    0.6

    NYME GULF COAST ULSD SWAP

    U.S.

     

    120

    2.7

    895

    19.9

    4,495

    NON U.S.

     

    210

    4.7

    747

    16.6

     
     

    5

    330

    7.3

    1,642

    36.5

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,538

    2.8

    724

    1.3

    54,088

    NON U.S.

     

    4,337

    8.0

    399

    0.7

     
     

    7

    5,875

    10.9

    1,123

    2.1

    NYME EIA FLAT TAX ON HIGHWAY DIESEL

    U.S.

     

    840

    20.5

    120

    2.9

    4,096

    NON U.S.

     

    326

    8.0

    96

    2.3

     
     

    5

    1,166

    28.5

    216

    5.3

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    31,950

    0.7

    1,223,424

    25.4

    4,808,840

    NON U.S.

    8

    35,834

    0.7

    666,694

    13.9

     
     

    12

    67,784

    1.4

    1,890,118

    39.3

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    18,101

    8.6

    15,928

    7.5

    211,130

    NON U.S.

     

    23,675

    11.2

    521

    0.2

     
     

    8

    41,776

    19.8

    16,449

    7.8

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    966

    0.6

    34,868

    20.3

    172,161

    NON U.S.

     

    2,452

    1.4

    28,097

    16.3

     
     

    6

    3,418

    2.0

    62,965

    36.6

    IFED AECO FIN BASIS

    U.S.

     

    17,803

    2.0

    3,218

    0.4

    871,463

    NON U.S.

     

    23,334

    2.7

    576,905

    66.2

     
     

    9

    41,137

    4.7

    580,123

    66.6

    IFED CHICAGO FIN BASIS

    U.S.

     

    11,223

    2.9

    17,377

    4.5

    382,284

    NON U.S.

     

    91

    0.0

    56,806

    14.9

     
     

    8

    11,314

    3.0

    74,183

    19.4

    IFED HSC FIN BASIS

    U.S.

     

    20,708

    7.6

    27,913

    10.3

    272,098

    NON U.S.

     

    6,773

    2.5

    19,351

    7.1

     
     

    7

    27,481

    10.1

    47,264

    17.4

    IFED WAHA FIN BASIS

    U.S.

     

    365

    0.4

    25,595

    27.4

    93,457

    NON U.S.

     

    0

    0.0

    4,296

    4.6

     
     

    5

    365

    0.4

    29,891

    32.0

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

    U.S.

     

    7,072

    4.8

    12,021

    8.2

    147,380

    NON U.S.

     

    214

    0.1

    9,318

    6.3

     
     

    5

    7,286

    4.9

    21,339

    14.5

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    460

    0.1

    65,320

    15.2

    431,065

    NON U.S.

     

    16,151

    3.7

    14,227

    3.3

     
     

    7

    16,611

    3.9

    79,547

    18.5

    NYME NATURAL GAS

    U.S.

    4

    39,019

    3.4

    42,247

    3.7

    1,153,045

    NON U.S.

    10

    38,901

    3.4

    34,165

    3.0

     
     

    14

    77,920

    6.8

    76,412

    6.6

    NYME PERMIAN BASIS SWAP

    U.S.

     

    642

    3.0

    1,945

    9.0

    21,599

    NON U.S.

     

    1,344

    6.2

    7,425

    34.4

     
     

    5

    1,986

    9.2

    9,370

    43.4

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    2,789

    6.5

    3,439

    8.0

    43,087

    NON U.S.

     

    98

    0.2

    3,833

    8.9

     
     

    5

    2,887

    6.7

    7,272

    16.9

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,140

    10.3

    856

    4.1

    20,839

    NON U.S.

     

    4,192

    20.1

    8,030

    38.5

     
     

    5

    6,332

    30.4

    8,886

    42.6

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    6,382

    2.2

    32,226

    11.3

    285,405

    NON U.S.

     

    15,317

    5.4

    22,448

    7.9

     
     

    7

    21,699

    7.6

    54,674

    19.2

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    15,815

    14.5

    1,956

    1.8

    108,959

    NON U.S.

     

    10,710

    9.8

    3,975

    3.6

     
     

    7

    26,525

    24.3

    5,931

    5.4

    CBT SOYBEAN MEAL

    U.S.

     

    4,185

    1.1

    2,807

    0.8

    366,377

    NON U.S.

     

    27,902

    7.6

    27

    0.00

     
     

    12

    32,087

    8.8

    2,834

    0.8

    ICUS COTTON NO. 2

    U.S.

     

    5,194

    2.0

    1,356

    0.5

    257,262

    NON U.S.

     

    19,572

    7.6

    1,128

    0.4

     
     

    14

    24,766

    9.6

    2,484

    1.0

    NYME HENRY HUB BASIS SWAP

    U.S.

     

    0

    0.0

    5,254

    11.4

    46,115

    NON U.S.

     

    496

    1.1

    2,769

    6.0

     
     

    6

    496

    1.1

    8,023

    17.4

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    20.0

    7,161

    28.1

    25,526

    NON U.S.

     

    1,551

    6.1

    546

    2.1

     
     

    5

    6,661

    26.1

    7,707

    30.2

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    3,273

    4.3

    3,889

    5.2

    75,355

    NON U.S.

     

    6,890

    9.1

    54,872

    72.8

     
     

    6

    10,163

    13.5

    58,761

    78.0

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    7,435

    17.0

    101

    0.2

    43,682

    NON U.S.

     

    2,863

    6.6

    10,080

    23.1

     
     

    5

    10,298

    23.6

    10,181

    23.3

    NYME SAN JUAN BASIS SWAP

    U.S.

     

    7,399

    17.8

    2,190

    5.3

    41,651

    NON U.S.

     

    994

    2.4

    9,483

    22.8

     
     

    5

    8,393

    20.2

    11,673

    28.0

    NYME HENRY HUB SWAP

    U.S.

     

    15,483

    1.1

    347,656

    25.6

    1,358,107

    NON U.S.

     

    51,585

    3.8

    454,691

    33.5

     
     

    10

    67,068

    4.9

    802,347

    59.1

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    19,340

    6.8

    13,904

    4.9

    284,103

    NON U.S.

     

    72,216

    25.4

    4,112

    1.4

     
     

    9

    91,556

    32.2

    18,016

    6.3

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    8,666

    0.7

    4,732

    0.4

    1,260,953

    NON U.S.

    16

    21,093

    1.7

    30,104

    2.4

     
     

    21

    29,759

    2.4

    34,836

    2.8

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    7

    50,097

    1.7

    14,343

    0.5

    2,916,829

    NON U.S.

    28

    27,681

    0.9

    83,346

    2.9

     
     

    35

    77,778

    2.7

    97,689

    3.3

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    11,404

    0.4

    22,877

    0.8

    2,779,984

    NON U.S.

    16

    37,459

    1.3

    68,879

    2.5

     
     

    21

    48,863

    1.8

    91,756

    3.3

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    124,646

    13.8

    89,381

    9.9

    903,152

    NON U.S.

    26

    68,450

    7.6

    66,265

    7.3

     
     

    33

    193,096

    21.4

    155,646

    17.2

    CME LEAN HOGS

    U.S.

     

    4,057

    1.8

    1,989

    0.9

    223,537

    NON U.S.

     

    14,556

    6.5

    701

    0.3

     
     

    11

    18,613

    8.3

    2,690

    1.2

    CME LIVE CATTLE

    U.S.

     

    3,172

    1.2

    604

    0.2

    275,224

    NON U.S.

     

    12,290

    4.5

    325

    0.1

     
     

    10

    15,462

    5.6

    929

    0.3

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,705

    1.2

    14,125

    10.0

    140,664

    NON U.S.

     

    509

    0.4

    3,196

    2.3

     
     

    7

    2,214

    1.6

    17,321

    12.3

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,376

    2.5

    3,424

    3.6

    94,681

    NON U.S.

     

    16

    0.0

    7,375

    7.8

     
     

    7

    2,392

    2.5

    10,799

    11.4

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    55

    0.4

    964

    6.6

    14,583

    NON U.S.

     

    6,466

    44.3

    0

    0.0

     
     

    5

    6,521

    44.7

    964

    6.6

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    17,616

    3.3

    47,841

    8.9

    537,020

    NON U.S.

     

    3,934

    0.7

    3,555

    0.7

     
     

    15

    21,550

    4.0

    51,396

    9.6

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    753

    11.0

    852

    12.4

    6,845

    NON U.S.

     

    208

    3.0

    130

    1.9

     
     

    9

    961

    14.0

    982

    14.3

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    42,249

    2.3

    124,188

    6.7

    1,854,612

    NON U.S.

    20

    75,965

    4.1

    166,124

    9.0

     
     

    24

    118,214

    6.4

    290,312

    15.7

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    770

    0.7

    15,401

    14.0

    109,681

    NON U.S.

     

    1,829

    1.7

    24,996

    22.8

     
     

    8

    2,599

    2.4

    40,397

    36.8

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    6,244

    12.9

    48,564

    NON U.S.

     

    3,045

    6.3

    1,680

    3.5

     
     

    6

    3,045

    6.3

    7,924

    16.3

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,217

    8.7

    606

    4.3

    13,969

    NON U.S.

     

    1,388

    9.9

    1,652

    11.8

     
     

    10

    2,605

    18.6

    2,258

    16.2

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    195

    1.7

    660

    5.7

    11,615

    NON U.S.

     

    862

    7.4

    1,968

    16.9

     
     

    7

    1,057

    9.1

    2,628

    22.6

    ICUS COCOA

    U.S.

     

    2,830

    1.1

    1,745

    0.7

    260,081

    NON U.S.

     

    6,427

    2.5

    1,107

    0.4

     
     

    10

    9,257

    3.6

    2,852

    1.1

    NYME PALLADIUM

    U.S.

    4

    633

    2.8

    4,080

    17.9

    22,766

    NON U.S.

    13

    1,731

    7.6

    3,852

    16.9

     
     

    17

    2,364

    10.4

    7,932

    34.8

    NYME PLATINUM

    U.S.

    5

    0

    0.0

    9,127

    12.8

    71,112

    NON U.S.

    17

    2,725

    3.8

    8,532

    12.0

     
     

    22

    2,725

    3.8

    17,659

    24.8

    ICUS SUGAR NO. 11

    U.S.

     

    15,482

    1.8

    1,895

    0.2

    844,926

    NON U.S.

     

    38,782

    4.6

    18,569

    2.2

     
     

    13

    54,264

    6.4

    20,464

    2.4

    ICUS COFFEE C

    U.S.

    4

    6,274

    2.9

    263

    0.1

    217,273

    NON U.S.

    15

    10,436

    4.8

    3,540

    1.6

     
     

    19

    16,710

    7.7

    3,803

    1.8

    CMX SILVER

    U.S.

    5

    7,121

    3.6

    30,307

    15.4

    196,912

    NON U.S.

    21

    8,848

    4.5

    39,590

    20.1

     
     

    26

    15,969

    8.1

    69,897

    35.5

    CMX COPPER-GRADE #1

    U.S.

    4

    7,215

    3.6

    110

    0.1

    203,042

    NON U.S.

    13

    13,644

    6.7

    525

    0.3

     
     

    17

    20,859

    10.3

    635

    0.3

    CMX GOLD

    U.S.

    5

    8,537

    1.6

    75,406

    14.5

    521,506

    NON U.S.

    28

    18,951

    3.6

    83,178

    15.9

     
     

    33

    27,488

    5.3

    158,584

    30.4

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    2,415

    1.5

    157,048

    NON U.S.

     

    45,959

    29.3

    625

    0.4

     
     

    6

    45,959

    29.3

    3,040

    1.9

    CME BRITISH POUND STERLING

    U.S.

     

    8,680

    3.2

    3,047

    1.1

    267,564

    NON U.S.

     

    7,762

    2.9

    0

    0.0

     
     

    6

    16,442

    6.1

    3,047

    1.1

    CME JAPANESE YEN

    U.S.

     

    8,060

    4.9

    26,730

    16.2

    165,124

    NON U.S.

     

    2,094

    1.3

    1,603

    1.0

     
     

    8

    10,154

    6.1

    28,333

    17.2

    CME EURO FX

    U.S.

     

    7,000

    1.6

    1,319

    0.3

    444,502

    NON U.S.

     

    20,738

    4.7

    3,549

    0.8

     
     

    17

    27,738

    6.2

    4,868

    1.1

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    10,606

    2.8

    5,405

    1.4

    383,766

    NON U.S.

    8

    11,413

    3.0

    1,767

    0.5

     
     

    12

    22,019

    5.7

    7,172

    1.9

    NYME RBOB CALENDAR SWAP

    U.S.

     

    1,635

    15.9

    0

    0.0

    10,253

    NON U.S.

     

    463

    4.5

    126

    1.2

     
     

    5

    2,098

    20.5

    126

    1.2

    E VIX FUTURES

    U.S.

     

    71

    0.0

    3,775

    0.9

    428,792

    NON U.S.

     

    81,705

    19.1

    1,663

    0.4

     
     

    9

    81,776

    19.1

    5,438

    1.3

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    865

    0.7

    2,776

    2.4

    116,627

    NON U.S.

    5

    3,295

    2.8

    2,666

    2.3

     
     

    9

    4,160

    3.6

    5,442

    4.7

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,351,272

    20.5

    939,725

    8.2

    11,495,892

    NON U.S.

    35

    712,083

    6.2

    617,533

    5.4

     
     

    43

    3,063,355

    26.6

    1,557,258

    13.5

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    11,185

    0.4

    81,165

    2.7

    2,986,724

    NON U.S.

    17

    58,345

    2.0

    69,540

    2.3

     
     

    22

    69,530

    2.3

    150,705

    5.0

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    691

    0.2

    22,926

    7.2

    316,487

    NON U.S.

     

    5,548

    1.8

    5,751

    1.8

     
     

    14

    6,239

    2.0

    28,677

    9.1

    CME AUSTRALIAN DOLLAR

    U.S.

     

    0

    0.0

    6,118

    4.9

    125,387

    NON U.S.

     

    2,584

    2.1

    505

    0.4

     
     

    5

    2,584

    2.1

    6,623

    5.3

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    2,946

    0.9

    2,487

    0.8

    328,190

    NON U.S.

    5

    1,109

    0.3

    2,423

    0.7

     
     

    9

    4,055

    1.2

    4,910

    1.5

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    626

    1.0

    60,584

    NON U.S.

     

    1,270

    2.1

    4,541

    7.5

     
     

    6

    1,270

    2.1

    5,167

    8.5

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    499

    0.2

    0

    0.0

    221,199

    NON U.S.

     

    4,897

    2.2

    4,653

    2.1

     
     

    7

    5,396

    2.4

    4,653

    2.1

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,995

    0.2

    424

    0.0

    881,530

    NON U.S.

    12

    15,830

    1.8

    51,707

    5.9

     
     

    16

    17,825

    2.0

    52,131

    5.9

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    3,000

    9.7

    30,940

    NON U.S.

     

    704

    2.3

    926

    3.0

     
     

    5

    704

    2.3

    3,926

    12.7

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    5,738

    14.8

    0

    0.0

    38,742

    NON U.S.

     

    3,055

    7.9

    0

    0.0

     
     

    5

    8,793

    22.7

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,968

    10.6

    1,398

    7.5

    18,637

    NON U.S.

     

    1,543

    8.3

    330

    1.8

     
     

    6

    3,511

    18.8

    1,728

    9.3

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,235

    9.9

    1,505

    12.0

    12,503

    NON U.S.

     

    1,966

    15.7

    648

    5.2

     
     

    6

    3,201

    25.6

    2,153

    17.2