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October Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 10/6/2015

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    7,337

    2.0

    0

    0.0

    373,719

    NON U.S.

     

    25,461

    6.8

    6,999

    1.9

     
     

    15

    32,798

    8.8

    6,999

    1.9

    CBT WHEAT-HRW

    U.S.

     

    2,988

    1.6

    0

    0.0

    188,562

    NON U.S.

     

    5,501

    2.9

    734

    0.4

     
     

    8

    8,489

    4.5

    734

    0.4

    CBT CORN

    U.S.

     

    25,025

    1.9

    7,490

    0.6

    1,307,966

    NON U.S.

     

    62,905

    4.8

    3,677

    0.3

     
     

    12

    87,930

    6.7

    11,167

    0.9

    CBT SOYBEANS

    U.S.

     

    7,456

    1.1

    22

    0.00

    704,546

    NON U.S.

     

    28,420

    4.0

    5,781

    0.8

     
     

    10

    35,876

    5.1

    5,803

    0.8

    CBT SOYBEAN OIL

    U.S.

     

    2,930

    0.7

    1,434

    0.4

    407,003

    NON U.S.

     

    21,063

    5.2

    1,709

    0.4

     
     

    8

    23,993

    5.9

    3,143

    0.8

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    3,674

    6.2

    1,244

    2.1

    59,287

    NON U.S.

     

    2,547

    4.3

    1,136

    1.9

     
     

    5

    6,221

    10.5

    2,380

    4.0

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    17,141

    4.4

    1,624

    0.4

    385,732

    NON U.S.

     

    16,287

    4.2

    89

    0.0

     
     

    7

    33,428

    8.7

    1,713

    0.4

    NYME UP DOWN GC ULSD VS HO SPR SWAP

    U.S.

     

    2,269

    4.4

    1,465

    2.8

    51,587

    NON U.S.

     

    2,225

    4.3

    879

    1.7

     
     

    6

    4,494

    8.7

    2,344

    4.5

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    67,092

    1.7

    669,267

    16.9

    3,951,084

    NON U.S.

    9

    66,663

    1.7

    617,715

    15.6

     
     

    13

    133,755

    3.4

    1,286,982

    32.6

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    24,254

    6.4

    36,243

    9.6

    378,404

    NON U.S.

     

    25,230

    6.7

    5,121

    1.4

     
     

    9

    49,484

    13.1

    41,364

    10.9

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    635

    0.3

    37,171

    18.6

    199,479

    NON U.S.

     

    3,975

    2.0

    44,277

    22.2

     
     

    9

    4,610

    2.3

    81,448

    40.8

    IFED AECO FIN BASIS

    U.S.

     

    14,106

    2.3

    4,832

    0.8

    606,373

    NON U.S.

     

    37,827

    6.2

    301,013

    49.6

     
     

    9

    51,933

    8.6

    305,845

    50.4

    IFED CHICAGO FIN BASIS

    U.S.

     

    642

    0.2

    14,854

    4.6

    321,701

    NON U.S.

     

    428

    0.1

    56,768

    17.6

     
     

    9

    1,070

    0.3

    71,622

    22.3

    IFED HSC FIN BASIS

    U.S.

     

    1,723

    0.8

    16,726

    7.7

    217,072

    NON U.S.

     

    24,764

    11.4

    26,426

    12.2

     
     

    7

    26,487

    12.2

    43,152

    19.9

    IFED WAHA FIN BASIS

    U.S.

     

    12

    0.0

    11,368

    11.9

    95,254

    NON U.S.

     

    0

    0.0

    20,588

    21.6

     
     

    6

    12

    0.0

    31,956

    33.5

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

    U.S.

     

    15,874

    9.2

    18,293

    10.6

    171,808

    NON U.S.

     

    14,640

    8.5

    13,062

    7.6

     
     

    6

    30,514

    17.8

    31,355

    18.3

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    608

    0.2

    44,507

    12.8

    347,772

    NON U.S.

     

    29,792

    8.6

    37,705

    10.8

     
     

    8

    30,400

    8.7

    82,212

    23.6

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

    U.S.

     

    2,981

    5.3

    5,990

    10.6

    56,757

    NON U.S.

     

    1,725

    3.0

    11,114

    19.6

     
     

    6

    4,706

    8.3

    17,104

    30.1

    IFED NATURAL GAS PIPELINE, TEXOK (BASIS)

    U.S.

     

    7,344

    7.9

    3,134

    3.4

    92,641

    NON U.S.

     

    1,008

    1.1

    10,544

    11.4

     
     

    5

    8,352

    9.0

    13,678

    14.8

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    2,330

    1.4

    10,360

    6.2

    167,002

    NON U.S.

     

    2,834

    1.7

    19,301

    11.6

     
     

    5

    5,164

    3.1

    29,661

    17.8

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

    U.S.

     

    0

    0.0

    7,048

    3.5

    200,960

    NON U.S.

     

    7,570

    3.8

    11,338

    5.6

     
     

    5

    7,570

    3.8

    18,386

    9.1

    NYME NATURAL GAS

    U.S.

     

    26,380

    2.8

    11,522

    1.2

    943,756

    NON U.S.

     

    52,340

    5.5

    16,794

    1.8

     
     

    12

    78,720

    8.3

    28,316

    3.0

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    10,705

    3.0

    37,226

    10.5

    355,380

    NON U.S.

     

    16,361

    4.6

    28,338

    8.0

     
     

    8

    27,066

    7.6

    65,564

    18.4

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    5,680

    6.8

    5,154

    6.2

    83,106

    NON U.S.

     

    6,469

    7.8

    1,989

    2.4

     
     

    6

    12,149

    14.6

    7,143

    8.6

    CBT SOYBEAN MEAL

    U.S.

     

    2,405

    0.6

    757

    0.2

    378,687

    NON U.S.

     

    24,630

    6.5

    687

    0.2

     
     

    10

    27,035

    7.1

    1,444

    0.4

    ICUS COTTON NO. 2

    U.S.

     

    2,890

    1.5

    80

    0.0

    189,761

    NON U.S.

     

    15,039

    7.9

    1,441

    0.8

     
     

    10

    17,929

    9.4

    1,521

    0.8

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    2,918

    6.3

    3,666

    8.0

    46,031

    NON U.S.

     

    5,174

    11.2

    28,094

    61.0

     
     

    6

    8,092

    17.6

    31,760

    69.0

    NYME HENRY HUB SWAP

    U.S.

     

    24,373

    1.5

    371,229

    23.3

    1,594,198

    NON U.S.

     

    29,835

    1.9

    457,013

    28.7

     
     

    10

    54,208

    3.4

    828,242

    52.0

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    35,901

    9.5

    16,095

    4.3

    377,501

    NON U.S.

     

    65,771

    17.4

    9,532

    2.5

     
     

    10

    101,672

    26.9

    25,627

    6.8

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    6

    3,655

    0.3

    7,106

    0.7

    1,080,510

    NON U.S.

    15

    3,709

    0.3

    28,672

    2.7

     
     

    21

    7,364

    0.7

    35,778

    3.3

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    40,225

    1.5

    22,104

    0.8

    2,769,936

    NON U.S.

    21

    29,316

    1.1

    38,256

    1.4

     
     

    27

    69,541

    2.5

    60,360

    2.2

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    9,714

    0.4

    4,507

    0.2

    2,414,214

    NON U.S.

    13

    23,875

    1.0

    22,050

    0.9

     
     

    17

    33,589

    1.4

    26,557

    1.1

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    97,269

    11.3

    134,725

    15.7

    860,543

    NON U.S.

    23

    22,241

    2.6

    65,412

    7.6

     
     

    30

    119,510

    13.9

    200,137

    23.3

    CME LEAN HOGS

    U.S.

     

    729

    0.4

    0

    0.0

    203,106

    NON U.S.

     

    12,587

    6.2

    1,463

    0.7

     
     

    11

    13,316

    6.6

    1,463

    0.7

    CME LIVE CATTLE

    U.S.

     

    841

    0.3

    0

    0.0

    259,893

    NON U.S.

     

    9,742

    3.7

    352

    0.1

     
     

    6

    10,583

    4.1

    352

    0.1

    NYME MT BELVIEU PROPANE (OPIS) SWAP

    U.S.

     

    2,166

    2.7

    7,082

    8.9

    79,946

    NON U.S.

     

    1,400

    1.8

    2,663

    3.3

     
     

    5

    3,566

    4.5

    9,745

    12.2

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    14,194

    3.6

    38,323

    9.9

    388,924

    NON U.S.

     

    8,511

    2.2

    7,336

    1.9

     
     

    18

    22,705

    5.8

    45,659

    11.7

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    2,505

    16.3

    2,682

    17.4

    15,406

    NON U.S.

     

    3,786

    24.6

    591

    3.8

     
     

    12

    6,291

    40.8

    3,273

    21.2

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,500

    4.6

    2,170

    2.8

    76,185

    NON U.S.

     

    60

    0.1

    8,844

    11.6

     
     

    7

    3,560

    4.7

    11,014

    14.5

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    70

    0.2

    3,204

    9.3

    34,581

    NON U.S.

     

    0

    0.0

    10,280

    29.7

     
     

    5

    70

    0.2

    13,484

    39.0

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    29,561

    1.8

    138,659

    8.3

    1,675,676

    NON U.S.

     

    85,317

    5.1

    168,498

    10.1

     
     

    17

    114,878

    6.9

    307,157

    18.3

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    2,620

    2.0

    18,139

    13.8

    131,309

    NON U.S.

     

    8,077

    6.2

    29,274

    22.3

     
     

    9

    10,697

    8.1

    47,413

    36.1

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    13,965

    12.0

    116,468

    NON U.S.

     

    180

    0.2

    10,203

    8.8

     
     

    7

    180

    0.2

    24,168

    20.8

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    308

    1.4

    3,874

    18.0

    21,524

    NON U.S.

     

    2,123

    9.9

    2,581

    12.0

     
     

    11

    2,431

    11.3

    6,455

    30.0

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    571

    4.0

    0

    0.0

    14,285

    NON U.S.

     

    3,422

    24.0

    4,333

    30.3

     
     

    6

    3,993

    28.0

    4,333

    30.3

    ICUS COCOA

    U.S.

     

    420

    0.2

    0

    0.0

    213,077

    NON U.S.

     

    4,976

    2.3

    4,768

    2.2

     
     

    8

    5,396

    2.5

    4,768

    2.2

    NYME PALLADIUM

    U.S.

     

    322

    1.2

    5,591

    21.2

    26,430

    NON U.S.

     

    2,282

    8.6

    2,534

    9.6

     
     

    17

    2,604

    9.9

    8,125

    30.7

    NYME PLATINUM

    U.S.

     

    0

    0.0

    7,510

    10.0

    74,919

    NON U.S.

     

    3,049

    4.1

    7,947

    10.6

     
     

    19

    3,049

    4.1

    15,457

    20.6

    ICUS SUGAR NO. 11

    U.S.

     

    17,424

    2.3

    11

    0.00

    743,349

    NON U.S.

     

    47,628

    6.4

    7,106

    1.0

     
     

    10

    65,052

    8.8

    7,117

    1.0

    ICUS COFFEE C

    U.S.

     

    1,360

    0.7

    400

    0.2

    190,831

    NON U.S.

     

    9,379

    4.9

    2,976

    1.6

     
     

    16

    10,739

    5.6

    3,376

    1.8

    CMX SILVER

    U.S.

     

    1,718

    1.1

    23,548

    15.1

    156,226

    NON U.S.

     

    11,402

    7.3

    33,811

    21.6

     
     

    17

    13,120

    8.4

    57,359

    36.7

    CMX COPPER-GRADE #1

    U.S.

     

    5,753

    3.8

    3

    0.00

    153,387

    NON U.S.

     

    12,710

    8.3

    1,714

    1.1

     
     

    13

    18,463

    12.0

    1,717

    1.1

    CMX GOLD

    U.S.

    4

    8,686

    2.0

    58,709

    13.6

    430,228

    NON U.S.

    24

    31,616

    7.3

    54,684

    12.7

     
     

    28

    40,302

    9.4

    113,393

    26.4

    CME RUSSIAN RUBLE

    U.S.

     

    235

    0.6

    1,500

    3.9

    38,859

    NON U.S.

     

    29,627

    76.2

    20,546

    52.9

     
     

    6

    29,862

    76.8

    22,046

    56.7

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    15,541

    13.0

    119,424

    NON U.S.

     

    53,381

    44.7

    5,164

    4.3

     
     

    7

    53,381

    44.7

    20,705

    17.3

    CME BRITISH POUND STERLING

    U.S.

     

    1,107

    0.7

    65

    0.0

    160,373

    NON U.S.

     

    4,444

    2.8

    0

    0.0

     
     

    5

    5,551

    3.5

    65

    0.0

    CME JAPANESE YEN

    U.S.

     

    23,481

    13.7

    0

    0.0

    170,780

    NON U.S.

     

    1,876

    1.1

    1,166

    0.7

     
     

    7

    25,357

    14.8

    1,166

    0.7

    CME EURO FX

    U.S.

     

    35,968

    10.7

    2,028

    0.6

    337,606

    NON U.S.

     

    26,315

    7.8

    2,064

    0.6

     
     

    15

    62,283

    18.4

    4,092

    1.2

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    5,935

    1.7

    6,554

    1.8

    357,665

    NON U.S.

     

    11,974

    3.3

    1,760

    0.5

     
     

    10

    17,909

    5.0

    8,314

    2.3

    NYME RBOB CALENDAR SWAP

    U.S.

     

    185

    1.7

    299

    2.8

    10,774

    NON U.S.

     

    400

    3.7

    193

    1.8

     
     

    5

    585

    5.4

    492

    4.6

    E VIX FUTURES

    U.S.

     

    2,556

    0.8

    1

    0.000

    323,209

    NON U.S.

     

    6,316

    2.0

    22,448

    6.9

     
     

    6

    8,872

    2.7

    22,449

    6.9

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    2,500

    3.6

    0

    0.0

    69,336

    NON U.S.

    6

    4,291

    6.2

    6,834

    9.9

     
     

    10

    6,791

    9.8

    6,834

    9.9

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,069,532

    18.8

    1,176,638

    10.7

    10,982,190

    NON U.S.

    39

    539,653

    4.9

    800,829

    7.3

     
     

    47

    2,609,185

    23.8

    1,977,467

    18.0

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    16,207

    0.6

    28,338

    1.0

    2,931,539

    NON U.S.

    28

    63,965

    2.2

    64,011

    2.2

     
     

    33

    80,172

    2.7

    92,349

    3.2

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    1,001

    0.4

    0

    0.0

    260,686

    NON U.S.

     

    4,661

    1.8

    18,583

    7.1

     
     

    13

    5,662

    2.2

    18,583

    7.1

    CME AUSTRALIAN DOLLAR

    U.S.

     

    14,046

    10.0

    0

    0.0

    139,935

    NON U.S.

     

    7,954

    5.7

    411

    0.3

     
     

    5

    22,000

    15.7

    411

    0.3

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    0

    0.0

    2,161

    0.6

    388,749

    NON U.S.

     

    1,169

    0.3

    1,221

    0.3

     
     

    9

    1,169

    0.3

    3,382

    0.9

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    111

    0.1

    90,851

    NON U.S.

     

    720

    0.8

    1,264

    1.4

     
     

    7

    720

    0.8

    1,375

    1.5

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    425

    0.3

    300

    0.2

    159,913

    NON U.S.

     

    3,676

    2.3

    5,664

    3.5

     
     

    8

    4,101

    2.6

    5,964

    3.7

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,317

    0.3

    424

    0.1

    499,518

    NON U.S.

    14

    15,496

    3.1

    22,495

    4.5

     
     

    18

    16,813

    3.4

    22,919

    4.6

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    634

    46.1

    186

    13.5

    1,374

    NON U.S.

     

    204

    14.8

    241

    17.5

     
     

    5

    838

    61.0

    427

    31.1

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    5,106

    16.0

    105

    0.3

    31,872

    NON U.S.

     

    3,115

    9.8

    0

    0.0

     
     

    6

    8,221

    25.8

    105

    0.3

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    837

    5.5

    3,163

    20.6

    15,334

    NON U.S.

     

    2,896

    18.9

    694

    4.5

     
     

    7

    3,733

    24.3

    3,857

    25.2

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    428

    3.3

    413

    3.2

    13,012

    NON U.S.

     

    2,643

    20.3

    174

    1.3

     
     

    6

    3,071

    23.6

    587

    4.5

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    1,787

    6.1

    548

    1.9

    29,408

    NON U.S.

     

    261

    0.9

    913

    3.1

     
     

    5

    2,048

    7.0

    1,461

    5.0