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November Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 11/7/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    7,582

    1.3

    5,523

    1.0

    569,478

    NON U.S.

    12

    28,519

    5.0

    2,925

    0.5

     
     

    16

    36,101

    6.3

    8,448

    1.5

    CBT WHEAT-HRW

    U.S.

     

    4,366

    1.3

    1,377

    0.4

    331,038

    NON U.S.

     

    11,824

    3.6

    345

    0.1

     
     

    10

    16,190

    4.9

    1,722

    0.5

    CBT CORN

    U.S.

     

    18,557

    1.1

    23,963

    1.5

    1,623,655

    NON U.S.

     

    69,791

    4.3

    3,802

    0.2

     
     

    15

    88,348

    5.4

    27,765

    1.7

    CBT SOYBEANS

    U.S.

     

    7,599

    1.1

    1,545

    0.2

    687,514

    NON U.S.

     

    25,699

    3.7

    7,337

    1.1

     
     

    11

    33,298

    4.8

    8,882

    1.3

    CBT SOYBEAN OIL

    U.S.

     

    11,111

    2.4

    4,886

    1.0

    469,380

    NON U.S.

     

    24,434

    5.2

    379

    0.1

     
     

    9

    35,545

    7.6

    5,265

    1.1

    CBT U.S. TREASURY BONDS

    U.S.

    5

    4,099

    0.5

    5,604

    0.7

    764,307

    NON U.S.

    7

    3,451

    0.5

    1,694

    0.2

     
     

    12

    7,550

    1.0

    7,298

    1.0

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

    4

    12,986

    3.0

    6,778

    1.6

    435,238

    NON U.S.

    5

    14,289

    3.3

    32

    0.00

     
     

    9

    27,275

    6.3

    6,810

    1.6

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    21,196

    0.4

    1,578,689

    31.4

    5,023,475

    NON U.S.

    7

    60,798

    1.2

    706,762

    14.1

     
     

    11

    81,994

    1.6

    2,285,451

    45.5

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    20,847

    7.4

    12,773

    4.5

    283,010

    NON U.S.

     

    16,623

    5.9

    257

    0.1

     
     

    8

    37,470

    13.2

    13,030

    4.6

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    0

    0.0

    31,063

    12.8

    243,293

    NON U.S.

     

    4,393

    1.8

    100,097

    41.1

     
     

    6

    4,393

    1.8

    131,160

    53.9

    IFED AECO FIN BASIS

    U.S.

     

    8,756

    1.1

    2,449

    0.3

    833,591

    NON U.S.

     

    48,792

    5.9

    608,793

    73.0

     
     

    8

    57,548

    6.9

    611,242

    73.3

    IFED CHICAGO FIN BASIS

    U.S.

     

    22,330

    5.7

    3,080

    0.8

    392,333

    NON U.S.

     

    91

    0.0

    62,320

    15.9

     
     

    9

    22,421

    5.7

    65,400

    16.7

    IFED HSC FIN BASIS

    U.S.

     

    16,999

    4.7

    39,433

    10.9

    360,903

    NON U.S.

     

    2,495

    0.7

    30,036

    8.3

     
     

    7

    19,494

    5.4

    69,469

    19.2

    IFED WAHA FIN BASIS

    U.S.

     

    760

    0.3

    51,372

    23.0

    223,072

    NON U.S.

     

    62

    0.0

    14,444

    6.5

     
     

    5

    822

    0.4

    65,816

    29.5

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    687

    0.6

    38,039

    32.6

    116,671

    NON U.S.

     

    0

    0.0

    13,529

    11.6

     
     

    5

    687

    0.6

    51,568

    44.2

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    12,256

    2.4

    94,008

    18.2

    517,779

    NON U.S.

     

    5,918

    1.1

    7,730

    1.5

     
     

    7

    18,174

    3.5

    101,738

    19.6

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

    U.S.

     

    5,460

    8.6

    6,118

    9.6

    63,756

    NON U.S.

     

    2,585

    4.1

    3,958

    6.2

     
     

    5

    8,045

    12.6

    10,076

    15.8

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    639

    0.4

    11,233

    7.1

    157,248

    NON U.S.

     

    7,319

    4.7

    5,363

    3.4

     
     

    5

    7,958

    5.1

    16,596

    10.6

    IFED TETCO M2 Basis (Receipts)

    U.S.

     

    1,893

    1.3

    51,278

    36.5

    140,440

    NON U.S.

     

    1,670

    1.2

    10,653

    7.6

     
     

    5

    3,563

    2.5

    61,931

    44.1

    NYME NATURAL GAS

    U.S.

    4

    32,030

    2.4

    24,207

    1.8

    1,343,089

    NON U.S.

    14

    47,564

    3.5

    56,334

    4.2

     
     

    18

    79,594

    5.9

    80,541

    6.0

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    6,135

    1.5

    72,330

    18.1

    400,132

    NON U.S.

     

    5,263

    1.3

    12,845

    3.2

     
     

    8

    11,398

    2.8

    85,175

    21.3

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    11,434

    9.4

    3,697

    3.0

    121,977

    NON U.S.

     

    9,164

    7.5

    827

    0.7

     
     

    7

    20,598

    16.9

    4,524

    3.7

    CBT SOYBEAN MEAL

    U.S.

     

    8,029

    2.1

    2,487

    0.6

    390,046

    NON U.S.

     

    29,014

    7.4

    2,157

    0.6

     
     

    10

    37,043

    9.5

    4,644

    1.2

    ICUS COTTON NO. 2

    U.S.

    4

    3,842

    1.6

    90

    0.0

    235,937

    NON U.S.

    9

    23,721

    10.1

    1,530

    0.6

     
     

    13

    27,563

    11.7

    1,620

    0.7

    NYME HENRY HUB SWAP

    U.S.

     

    3,118

    0.3

    407,640

    33.7

    1,209,761

    NON U.S.

     

    40,992

    3.4

    330,966

    27.4

     
     

    10

    44,110

    3.6

    738,606

    61.1

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    27,598

    13.5

    2,242

    1.1

    203,962

    NON U.S.

     

    44,976

    22.1

    6,581

    3.2

     
     

    9

    72,574

    35.6

    8,823

    4.3

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    5,820

    0.3

    17,138

    1.0

    1,803,201

    NON U.S.

    19

    18,013

    1.0

    22,618

    1.3

     
     

    24

    23,833

    1.3

    39,756

    2.2

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    67,965

    2.1

    24,504

    0.8

    3,191,098

    NON U.S.

    35

    28,349

    0.9

    83,054

    2.6

     
     

    43

    96,314

    3.0

    107,558

    3.4

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    24,400

    0.8

    19,373

    0.6

    3,150,570

    NON U.S.

    23

    49,428

    1.6

    60,744

    1.9

     
     

    28

    73,828

    2.3

    80,117

    2.5

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    205,281

    15.0

    207,740

    15.2

    1,369,464

    NON U.S.

    21

    82,481

    6.0

    97,416

    7.1

     
     

    29

    287,762

    21.0

    305,156

    22.3

    CME LEAN HOGS

    U.S.

     

    900

    0.3

    483

    0.2

    270,132

    NON U.S.

     

    13,277

    4.9

    580

    0.2

     
     

    11

    14,177

    5.2

    1,063

    0.4

    CME LIVE CATTLE

    U.S.

     

    981

    0.3

    633

    0.2

    382,837

    NON U.S.

     

    13,398

    3.5

    0

    0.0

     
     

    9

    14,379

    3.8

    633

    0.2

    CME FEEDER CATTLE

    U.S.

     

    280

    0.4

    0

    0.0

    65,612

    NON U.S.

     

    829

    1.3

    67

    0.1

     
     

    5

    1,109

    1.7

    67

    0.1

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    4,786

    19.1

    25,055

    NON U.S.

     

    0

    0.0

    1,518

    6.1

     
     

    5

    0

    0.0

    6,304

    25.2

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,280

    2.1

    6,737

    6.3

    106,621

    NON U.S.

     

    765

    0.7

    1,799

    1.7

     
     

    6

    3,045

    2.9

    8,536

    8.0

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    3,798

    5.9

    5,032

    7.8

    64,167

    NON U.S.

     

    122

    0.2

    1,681

    2.6

     
     

    7

    3,920

    6.1

    6,713

    10.5

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    728

    6.7

    1,508

    13.9

    10,860

    NON U.S.

     

    215

    2.0

    747

    6.9

     
     

    7

    943

    8.7

    2,255

    20.8

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    595

    3.6

    430

    2.6

    16,527

    NON U.S.

     

    0

    0.0

    3,767

    22.8

     
     

    6

    595

    3.6

    4,197

    25.4

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    20,635

    3.2

    53,061

    8.2

    646,306

    NON U.S.

     

    6,205

    1.0

    2,743

    0.4

     
     

    15

    26,840

    4.2

    55,804

    8.6

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    660

    6.0

    1,332

    12.1

    11,031

    NON U.S.

     

    1,345

    12.2

    438

    4.0

     
     

    8

    2,005

    18.2

    1,770

    16.0

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    0

    0.0

    20,212

    12.2

    165,357

    NON U.S.

     

    0

    0.0

    17,928

    10.8

     
     

    5

    0

    0.0

    38,140

    23.1

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    14,825

    0.6

    274,681

    10.6

    2,601,977

    NON U.S.

     

    67,548

    2.6

    235,047

    9.0

     
     

    23

    82,373

    3.2

    509,728

    19.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    3,187

    2.3

    7,391

    5.2

    141,621

    NON U.S.

     

    19,350

    13.7

    25,112

    17.7

     
     

    9

    22,537

    15.9

    32,503

    23.0

    NYME BRENT CRUDE OIL LAST DAY

    U.S.

     

    5,589

    4.0

    1,614

    1.2

    138,939

    NON U.S.

     

    123

    0.1

    491

    0.4

     
     

    5

    5,712

    4.1

    2,105

    1.5

    NYME ARGUS LLS VS WTI TRADE MONTH

    U.S.

     

    0

    0.0

    3,518

    9.3

    37,793

    NON U.S.

     

    117

    0.3

    1,125

    3.0

     
     

    5

    117

    0.3

    4,643

    12.3

    NYME WCS OIL NET ENERGY MONTHLY IND

    U.S.

     

    0

    0.0

    690

    3.4

    20,436

    NON U.S.

     

    45

    0.2

    8,331

    40.8

     
     

    5

    45

    0.2

    9,021

    44.1

    ICUS COCOA

    U.S.

    4

    3,411

    1.4

    2,299

    0.9

    251,036

    NON U.S.

    8

    11,095

    4.4

    4,297

    1.7

     
     

    12

    14,506

    5.8

    6,596

    2.6

    NYME PALLADIUM

    U.S.

    4

    231

    0.6

    10,159

    28.5

    35,650

    NON U.S.

    12

    1,080

    3.0

    5,068

    14.2

     
     

    16

    1,311

    3.7

    15,227

    42.7

    NYME PLATINUM

    U.S.

    5

    1,456

    1.9

    10,798

    13.8

    78,380

    NON U.S.

    17

    3,662

    4.7

    11,623

    14.8

     
     

    22

    5,118

    6.5

    22,421

    28.6

    ICUS SUGAR NO. 11

    U.S.

     

    10,900

    1.5

    2,137

    0.3

    711,780

    NON U.S.

     

    47,757

    6.7

    5,523

    0.8

     
     

    12

    58,657

    8.2

    7,660

    1.1

    ICUS COFFEE C

    U.S.

     

    2,943

    1.2

    611

    0.3

    240,183

    NON U.S.

     

    13,013

    5.4

    4,088

    1.7

     
     

    18

    15,956

    6.6

    4,699

    2.0

    CMX SILVER

    U.S.

    5

    3,579

    1.8

    40,024

    19.7

    203,330

    NON U.S.

    19

    7,391

    3.6

    40,419

    19.9

     
     

    24

    10,970

    5.4

    80,443

    39.6

    CMX COPPER-GRADE #1

    U.S.

    4

    6,626

    2.2

    1,044

    0.3

    299,392

    NON U.S.

    15

    12,647

    4.2

    7,519

    2.5

     
     

    19

    19,273

    6.4

    8,563

    2.9

    CMX GOLD

    U.S.

    5

    7,834

    1.5

    112,291

    20.9

    536,843

    NON U.S.

    27

    24,201

    4.5

    88,989

    16.6

     
     

    32

    32,035

    6.0

    201,280

    37.5

    CME MEXICAN PESO

    U.S.

     

    1,281

    0.7

    0

    0.0

    177,429

    NON U.S.

     

    6,954

    3.9

    54,344

    30.6

     
     

    7

    8,235

    4.6

    54,344

    30.6

    CME BRITISH POUND STERLING

    U.S.

     

    21,295

    12.0

    6,654

    3.7

    177,968

    NON U.S.

     

    2,153

    1.2

    2,642

    1.5

     
     

    5

    23,448

    13.2

    9,296

    5.2

    CME JAPANESE YEN

    U.S.

     

    30,368

    10.5

    10,135

    3.5

    287,936

    NON U.S.

     

    4,818

    1.7

    1,470

    0.5

     
     

    5

    35,186

    12.2

    11,605

    4.0

    CME EURO FX

    U.S.

     

    1,387

    0.3

    43,677

    9.8

    446,502

    NON U.S.

     

    24,248

    5.4

    15,258

    3.4

     
     

    16

    25,635

    5.7

    58,935

    13.2

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,704

    2.1

    10,270

    2.4

    419,357

    NON U.S.

    10

    11,096

    2.6

    692

    0.2

     
     

    14

    19,800

    4.7

    10,962

    2.6

    E VIX FUTURES

    U.S.

     

    1,552

    0.2

    0

    0.0

    659,250

    NON U.S.

     

    68,535

    10.4

    29

    0.00

     
     

    8

    70,087

    10.6

    29

    0.00

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    2,953

    1.9

    2,583

    1.7

    156,241

    NON U.S.

    4

    0

    0.0

    23,771

    15.2

     
     

    8

    2,953

    1.9

    26,354

    16.9

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,329,987

    18.1

    748,850

    5.8

    12,846,756

    NON U.S.

    30

    877,656

    6.8

    399,214

    3.1

     
     

    38

    3,207,643

    25.0

    1,148,064

    8.9

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    21,049

    0.6

    89,833

    2.8

    3,244,403

    NON U.S.

    24

    64,139

    2.0

    168,598

    5.2

     
     

    30

    85,188

    2.6

    258,431

    8.0

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    5,999

    2.2

    3,887

    1.4

    275,700

    NON U.S.

    11

    556

    0.2

    10,407

    3.8

     
     

    15

    6,555

    2.4

    14,294

    5.2

    CME AUSTRALIAN DOLLAR

    U.S.

     

    4,830

    3.9

    2,325

    1.9

    125,196

    NON U.S.

     

    3,279

    2.6

    6,684

    5.3

     
     

    5

    8,109

    6.5

    9,009

    7.2

    CME E-MINI RUSSELL 2000 INDEX

    U.S.

    4

    2,464

    0.5

    18,616

    3.4

    541,412

    NON U.S.

    11

    5,592

    1.0

    4,829

    0.9

     
     

    15

    8,056

    1.5

    23,445

    4.3

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    867

    1.3

    210

    0.3

    67,893

    NON U.S.

     

    5,984

    8.8

    1,135

    1.7

     
     

    7

    6,851

    10.1

    1,345

    2.0

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    380

    0.6

    65,283

    NON U.S.

     

    1,548

    2.4

    50

    0.1

     
     

    5

    1,548

    2.4

    430

    0.7

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    514

    0.2

    2,085

    0.7

    288,658

    NON U.S.

     

    1,161

    0.4

    13,984

    4.8

     
     

    8

    1,675

    0.6

    16,069

    5.6

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    0

    0.0

    5,150

    0.5

    1,058,809

    NON U.S.

     

    9,618

    0.9

    44,523

    4.2

     
     

    16

    9,618

    0.9

    49,673

    4.7