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October Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 10/4/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    7,116

    1.5

    8,026

    1.7

    477,960

    NON U.S.

    11

    19,508

    4.1

    5,024

    1.1

     
     

    15

    26,624

    5.6

    13,050

    2.7

    CBT WHEAT-HRW

    U.S.

     

    4,378

    1.8

    3,312

    1.4

    239,676

    NON U.S.

     

    7,100

    3.0

    2,080

    0.9

     
     

    9

    11,478

    4.8

    5,392

    2.2

    CBT CORN

    U.S.

    4

    19,190

    1.5

    10,520

    0.8

    1,310,849

    NON U.S.

    12

    68,122

    5.2

    4,699

    0.4

     
     

    16

    87,312

    6.7

    15,219

    1.2

    CBT SOYBEANS

    U.S.

    4

    9,213

    1.4

    3,361

    0.5

    651,042

    NON U.S.

    12

    24,714

    3.8

    2,639

    0.4

     
     

    16

    33,927

    5.2

    6,000

    0.9

    CBT SOYBEAN OIL

    U.S.

     

    12,734

    3.1

    3,817

    0.9

    414,039

    NON U.S.

     

    18,986

    4.6

    417

    0.1

     
     

    9

    31,720

    7.7

    4,234

    1.0

    CBT U.S. TREASURY BONDS

    U.S.

     

    2,897

    0.5

    746

    0.1

    569,086

    NON U.S.

     

    2,324

    0.4

    50

    0.00

     
     

    6

    5,221

    0.9

    796

    0.1

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,069

    4.2

    482

    1.0

    49,751

    NON U.S.

     

    861

    1.7

    560

    1.1

     
     

    5

    2,930

    5.9

    1,042

    2.1

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    17,711

    4.5

    1,453

    0.4

    391,294

    NON U.S.

    6

    18,914

    4.8

    19

    0.00

     
     

    10

    36,625

    9.4

    1,472

    0.4

    NYME GULF COAST ULSD SWAP

    U.S.

     

    120

    2.9

    820

    20.1

    4,089

    NON U.S.

     

    96

    2.3

    483

    11.8

     
     

    5

    216

    5.3

    1,303

    31.9

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,498

    3.6

    774

    1.8

    42,014

    NON U.S.

     

    4,500

    10.7

    0

    0.0

     
     

    6

    5,998

    14.3

    774

    1.8

    NYME EIA FLAT TAX ON HIGHWAY DIESEL

    U.S.

     

    946

    20.4

    120

    2.6

    4,642

    NON U.S.

     

    471

    10.1

    96

    2.1

     
     

    5

    1,417

    30.5

    216

    4.7

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    23,506

    0.5

    1,201,808

    25.4

    4,738,699

    NON U.S.

    8

    37,374

    0.8

    638,937

    13.5

     
     

    12

    60,880

    1.3

    1,840,745

    38.8

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    12,783

    7.4

    16,919

    9.8

    173,519

    NON U.S.

     

    18,205

    10.5

    597

    0.3

     
     

    8

    30,988

    17.9

    17,516

    10.1

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    786

    0.4

    37,958

    21.0

    180,857

    NON U.S.

     

    0

    0.0

    30,990

    17.1

     
     

    6

    786

    0.4

    68,948

    38.1

    IFED AECO FIN BASIS

    U.S.

     

    17,982

    2.3

    3,010

    0.4

    794,965

    NON U.S.

     

    17,514

    2.2

    500,160

    62.9

     
     

    9

    35,496

    4.5

    503,170

    63.3

    IFED CHICAGO FIN BASIS

    U.S.

     

    9,316

    2.5

    17,657

    4.8

    367,949

    NON U.S.

     

    232

    0.1

    55,912

    15.2

     
     

    8

    9,548

    2.6

    73,569

    20.0

    IFED HSC FIN BASIS

    U.S.

     

    20,650

    8.0

    30,276

    11.7

    259,101

    NON U.S.

     

    7,783

    3.0

    19,679

    7.6

     
     

    7

    28,433

    11.0

    49,955

    19.3

    IFED WAHA FIN BASIS

    U.S.

     

    365

    0.4

    26,391

    26.3

    100,311

    NON U.S.

     

    0

    0.0

    3,923

    3.9

     
     

    5

    365

    0.4

    30,314

    30.2

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

    U.S.

     

    8,317

    5.8

    9,553

    6.6

    144,432

    NON U.S.

     

    1,454

    1.0

    8,592

    5.9

     
     

    6

    9,771

    6.8

    18,145

    12.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    409

    0.1

    55,242

    13.3

    416,788

    NON U.S.

     

    17,991

    4.3

    14,739

    3.5

     
     

    7

    18,400

    4.4

    69,981

    16.8

    NYME NATURAL GAS

    U.S.

    4

    35,643

    3.2

    37,642

    3.4

    1,103,354

    NON U.S.

    10

    36,729

    3.3

    31,674

    2.9

     
     

    14

    72,372

    6.6

    69,316

    6.3

    NYME PERMIAN BASIS SWAP

    U.S.

     

    428

    2.1

    3,246

    16.0

    20,240

    NON U.S.

     

    1,524

    7.5

    7,365

    36.4

     
     

    5

    1,952

    9.6

    10,611

    52.4

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    2,789

    6.5

    3,439

    8.1

    42,617

    NON U.S.

     

    98

    0.2

    3,833

    9.0

     
     

    5

    2,887

    6.8

    7,272

    17.1

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,442

    11.1

    856

    3.9

    22,081

    NON U.S.

     

    4,552

    20.6

    8,192

    37.1

     
     

    5

    6,994

    31.7

    9,048

    41.0

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    7,460

    2.7

    29,884

    10.6

    280,782

    NON U.S.

     

    15,693

    5.6

    23,652

    8.4

     
     

    7

    23,153

    8.2

    53,536

    19.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    16,209

    15.0

    2,026

    1.9

    108,144

    NON U.S.

     

    10,466

    9.7

    2,397

    2.2

     
     

    7

    26,675

    24.7

    4,423

    4.1

    CBT SOYBEAN MEAL

    U.S.

     

    6,133

    1.7

    1,759

    0.5

    364,721

    NON U.S.

     

    26,458

    7.3

    49

    0.0

     
     

    11

    32,591

    8.9

    1,808

    0.5

    ICUS COTTON NO. 2

    U.S.

     

    5,488

    2.2

    742

    0.3

    248,637

    NON U.S.

     

    18,836

    7.6

    836

    0.3

     
     

    15

    24,324

    9.8

    1,578

    0.6

    NYME HENRY HUB BASIS SWAP

    U.S.

     

    0

    0.0

    6,094

    12.6

    48,295

    NON U.S.

     

    976

    2.0

    2,859

    5.9

     
     

    6

    976

    2.0

    8,953

    18.5

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,110

    19.9

    6,885

    26.9

    25,637

    NON U.S.

     

    1,429

    5.6

    366

    1.4

     
     

    5

    6,539

    25.5

    7,251

    28.3

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    2,820

    3.6

    4,040

    5.2

    77,880

    NON U.S.

     

    8,334

    10.7

    57,185

    73.4

     
     

    6

    11,154

    14.3

    61,225

    78.6

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    7,433

    16.7

    199

    0.4

    44,377

    NON U.S.

     

    3,133

    7.1

    10,629

    24.0

     
     

    5

    10,566

    23.8

    10,828

    24.4

    NYME HENRY HUB SWAP

    U.S.

     

    16,025

    1.2

    347,325

    26.2

    1,324,749

    NON U.S.

     

    52,147

    3.9

    451,543

    34.1

     
     

    10

    68,172

    5.1

    798,868

    60.3

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    20,228

    7.1

    12,794

    4.5

    286,889

    NON U.S.

     

    60,780

    21.2

    4,487

    1.6

     
     

    9

    81,008

    28.2

    17,281

    6.0

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    13,131

    1.2

    2,368

    0.2

    1,109,419

    NON U.S.

    19

    18,456

    1.7

    23,293

    2.1

     
     

    24

    31,587

    2.8

    25,661

    2.3

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    56,402

    2.0

    5,697

    0.2

    2,857,712

    NON U.S.

    22

    21,038

    0.7

    51,766

    1.8

     
     

    28

    77,440

    2.7

    57,463

    2.0

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    4

    12,680

    0.5

    22,377

    0.8

    2,765,799

    NON U.S.

    13

    29,384

    1.1

    27,186

    1.0

     
     

    17

    42,064

    1.5

    49,563

    1.8

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    7

    147,208

    13.8

    89,597

    8.4

    1,065,083

    NON U.S.

    21

    51,225

    4.8

    68,968

    6.5

     
     

    28

    198,433

    18.6

    158,565

    14.9

    CME LEAN HOGS

    U.S.

     

    3,167

    1.4

    1,541

    0.7

    220,590

    NON U.S.

     

    13,801

    6.3

    541

    0.2

     
     

    11

    16,968

    7.7

    2,082

    0.9

    CME LIVE CATTLE

    U.S.

     

    2,697

    1.0

    579

    0.2

    264,662

    NON U.S.

     

    12,005

    4.5

    310

    0.1

     
     

    10

    14,702

    5.6

    889

    0.3

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,600

    1.1

    14,550

    10.1

    144,721

    NON U.S.

     

    392

    0.3

    3,441

    2.4

     
     

    6

    1,992

    1.4

    17,991

    12.4

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,381

    2.5

    3,399

    3.5

    96,602

    NON U.S.

     

    76

    0.1

    7,191

    7.4

     
     

    7

    2,457

    2.5

    10,590

    11.0

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,078

    6.9

    15,702

    NON U.S.

     

    7,050

    44.9

    0

    0.0

     
     

    5

    7,050

    44.9

    1,078

    6.9

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    10,665

    2.0

    44,139

    8.2

    535,518

    NON U.S.

     

    2,800

    0.5

    3,695

    0.7

     
     

    15

    13,465

    2.5

    47,834

    8.9

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    879

    13.1

    852

    12.7

    6,731

    NON U.S.

     

    273

    4.1

    135

    2.0

     
     

    8

    1,152

    17.1

    987

    14.7

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    41,681

    2.2

    112,277

    6.0

    1,871,665

    NON U.S.

    20

    80,214

    4.3

    161,603

    8.6

     
     

    24

    121,895

    6.5

    273,880

    14.6

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    893

    0.8

    15,430

    13.7

    112,911

    NON U.S.

     

    1,697

    1.5

    27,256

    24.1

     
     

    8

    2,590

    2.3

    42,686

    37.8

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    235

    0.5

    6,681

    13.1

    50,964

    NON U.S.

     

    3,045

    6.0

    2,130

    4.2

     
     

    6

    3,280

    6.4

    8,811

    17.3

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,217

    8.6

    689

    4.9

    14,109

    NON U.S.

     

    1,529

    10.8

    1,832

    13.0

     
     

    10

    2,746

    19.5

    2,521

    17.9

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    210

    1.8

    630

    5.5

    11,438

    NON U.S.

     

    1,515

    13.2

    1,921

    16.8

     
     

    6

    1,725

    15.1

    2,551

    22.3

    ICUS COCOA

    U.S.

     

    1,920

    0.8

    1,182

    0.5

    235,123

    NON U.S.

     

    6,599

    2.8

    1,624

    0.7

     
     

    10

    8,519

    3.6

    2,806

    1.2

    NYME PALLADIUM

    U.S.

    4

    560

    2.0

    4,819

    17.2

    27,978

    NON U.S.

    14

    1,208

    4.3

    4,945

    17.7

     
     

    18

    1,768

    6.3

    9,764

    34.9

    NYME PLATINUM

    U.S.

    5

    141

    0.2

    13,047

    18.7

    69,695

    NON U.S.

    15

    2,394

    3.4

    9,014

    12.9

     
     

    20

    2,535

    3.6

    22,061

    31.7

    ICUS SUGAR NO. 11

    U.S.

     

    14,926

    1.8

    2,270

    0.3

    830,713

    NON U.S.

     

    37,905

    4.6

    12,944

    1.6

     
     

    12

    52,831

    6.4

    15,214

    1.8

    ICUS COFFEE C

    U.S.

    4

    5,750

    3.1

    11

    0.00

    184,912

    NON U.S.

    15

    10,599

    5.7

    2,842

    1.5

     
     

    19

    16,349

    8.8

    2,853

    1.5

    CMX SILVER

    U.S.

    5

    5,738

    2.9

    33,791

    17.0

    198,747

    NON U.S.

    19

    7,373

    3.7

    39,319

    19.8

     
     

    24

    13,111

    6.6

    73,110

    36.8

    CMX COPPER-GRADE #1

    U.S.

    4

    7,108

    3.9

    107

    0.1

    181,809

    NON U.S.

    11

    13,354

    7.3

    293

    0.2

     
     

    15

    20,462

    11.3

    400

    0.2

    CMX GOLD

    U.S.

    5

    8,589

    1.6

    76,538

    14.0

    544,824

    NON U.S.

    26

    20,820

    3.8

    78,752

    14.5

     
     

    31

    29,409

    5.4

    155,290

    28.5

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    2,415

    1.5

    157,510

    NON U.S.

     

    45,998

    29.2

    0

    0.0

     
     

    6

    45,998

    29.2

    2,415

    1.5

    CME BRITISH POUND STERLING

    U.S.

     

    8,760

    3.3

    3,299

    1.3

    262,478

    NON U.S.

     

    7,677

    2.9

    275

    0.1

     
     

    6

    16,437

    6.3

    3,574

    1.4

    CME JAPANESE YEN

    U.S.

     

    223

    0.1

    26,220

    16.6

    157,574

    NON U.S.

     

    2,423

    1.5

    640

    0.4

     
     

    5

    2,646

    1.7

    26,860

    17.0

    CME EURO FX

    U.S.

     

    20

    0.00

    2,852

    0.8

    347,643

    NON U.S.

     

    19,914

    5.7

    2,389

    0.7

     
     

    16

    19,934

    5.7

    5,241

    1.5

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    11,253

    2.9

    5,437

    1.4

    383,062

    NON U.S.

    8

    12,180

    3.2

    1,672

    0.4

     
     

    12

    23,433

    6.1

    7,109

    1.9

    NYME RBOB CALENDAR SWAP

    U.S.

     

    2,073

    16.8

    485

    3.9

    12,336

    NON U.S.

     

    112

    0.9

    768

    6.2

     
     

    5

    2,185

    17.7

    1,253

    10.2

    E VIX FUTURES

    U.S.

     

    344

    0.1

    1,743

    0.4

    482,610

    NON U.S.

     

    92,632

    19.2

    12,655

    2.6

     
     

    9

    92,976

    19.3

    14,398

    3.0

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    755

    0.6

    2,546

    2.1

    122,027

    NON U.S.

    4

    1,943

    1.6

    2,662

    2.2

     
     

    8

    2,698

    2.2

    5,208

    4.3

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,349,484

    20.9

    857,093

    7.6

    11,222,644

    NON U.S.

    35

    673,376

    6.0

    601,903

    5.4

     
     

    43

    3,022,860

    26.9

    1,458,996

    13.0

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    15,437

    0.5

    50,883

    1.7

    2,925,178

    NON U.S.

    15

    54,124

    1.9

    62,782

    2.1

     
     

    20

    69,561

    2.4

    113,665

    3.9

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    0

    0.0

    23,167

    7.8

    295,870

    NON U.S.

     

    4,482

    1.5

    1,912

    0.6

     
     

    12

    4,482

    1.5

    25,079

    8.5

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    0

    0.0

    2,606

    0.8

    333,898

    NON U.S.

     

    1,999

    0.6

    1,658

    0.5

     
     

    8

    1,999

    0.6

    4,264

    1.3

    CME NIKKEI STOCK AVERAGE YEN DENOM

    NON U.S.

     

    1,077

    2.2

    3,171

    6.4

    49,712

     

    7

    1,077

    2.2

    3,171

    6.4

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    498

    0.2

    0

    0.0

    218,943

    NON U.S.

     

    1,440

    0.7

    4,563

    2.1

     
     

    6

    1,938

    0.9

    4,563

    2.1

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    5

    2,346

    0.3

    424

    0.0

    850,261

    NON U.S.

    11

    9,114

    1.1

    39,536

    4.6

     
     

    16

    11,460

    1.3

    39,960

    4.7

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    189

    19.3

    267

    27.2

    981

    NON U.S.

     

    174

    17.7

    384

    39.1

     
     

    5

    363

    37.0

    651

    66.4

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    3,000

    9.6

    31,348

    NON U.S.

     

    758

    2.4

    962

    3.1

     
     

    6

    758

    2.4

    3,962

    12.6

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    5,563

    16.0

    0

    0.0

    34,765

    NON U.S.

     

    2,877

    8.3

    36

    0.1

     
     

    5

    8,440

    24.3

    36

    0.1

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,806

    9.6

    1,428

    7.6

    18,839

    NON U.S.

     

    1,432

    7.6

    398

    2.1

     
     

    6

    3,238

    17.2

    1,826

    9.7

    NYME Heating Oil/Brent Crack Sprd

    U.S.

     

    900

    6.7

    390

    2.9

    13,380

    NON U.S.

     

    183

    1.4

    30

    0.2

     
     

    5

    1,083

    8.1

    420

    3.1

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,275

    10.8

    1,410

    11.9

    11,839

    NON U.S.

     

    2,925

    24.7

    0

    0.0

     
     

    6

    4,200

    35.5

    1,410

    11.9

    NYME EUROBOB OXY NWE CRK SPR

    U.S.

     

    255

    1.3

    431

    2.3

    19,025

    NON U.S.

     

    270

    1.4

    393

    2.1

     
     

    5

    525

    2.8

    824

    4.3