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October Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 10/3/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    7,095

    1.6

    3,020

    0.7

    439,038

    NON U.S.

     

    27,025

    6.2

    2,956

    0.7

     
     

    15

    34,120

    7.8

    5,976

    1.4

    CBT WHEAT-HRW

    U.S.

     

    5,124

    1.9

    1,143

    0.4

    272,278

    NON U.S.

     

    11,339

    4.2

    120

    0.0

     
     

    9

    16,463

    6.0

    1,263

    0.5

    CBT CORN

    U.S.

     

    12,393

    0.9

    15,139

    1.1

    1,433,227

    NON U.S.

     

    70,856

    4.9

    5,467

    0.4

     
     

    15

    83,249

    5.8

    20,606

    1.4

    CBT SOYBEANS

    U.S.

    4

    9,167

    1.3

    5,390

    0.8

    695,045

    NON U.S.

    10

    25,583

    3.7

    6,965

    1.0

     
     

    14

    34,750

    5.0

    12,355

    1.8

    CBT SOYBEAN OIL

    U.S.

     

    11,924

    2.8

    6,053

    1.4

    423,443

    NON U.S.

     

    22,842

    5.4

    759

    0.2

     
     

    9

    34,766

    8.2

    6,812

    1.6

    CBT U.S. TREASURY BONDS

    U.S.

    4

    1,210

    0.2

    3,002

    0.4

    730,334

    NON U.S.

    5

    50

    0.00

    3,281

    0.4

     
     

    9

    1,260

    0.2

    6,283

    0.9

    NYME #2 HEATING OIL- NY HARBOR-ULSD

    U.S.

    4

    15,627

    3.5

    7,224

    1.6

    449,485

    NON U.S.

    5

    15,138

    3.4

    89

    0.0

     
     

    9

    30,765

    6.8

    7,313

    1.6

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    17,319

    0.3

    1,652,428

    32.1

    5,148,526

    NON U.S.

    7

    57,338

    1.1

    691,660

    13.4

     
     

    11

    74,657

    1.5

    2,344,088

    45.5

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,872

    5.9

    12,498

    4.4

    285,625

    NON U.S.

     

    17,292

    6.1

    324

    0.1

     
     

    8

    34,164

    12.0

    12,822

    4.5

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    1,748

    0.6

    36,142

    12.8

    283,185

    NON U.S.

     

    2,692

    1.0

    100,892

    35.6

     
     

    6

    4,440

    1.6

    137,034

    48.4

    IFED AECO FIN BASIS

    U.S.

     

    10,243

    1.2

    2,629

    0.3

    857,695

    NON U.S.

     

    63,258

    7.4

    595,759

    69.5

     
     

    9

    73,501

    8.6

    598,388

    69.8

    IFED CHICAGO FIN BASIS

    U.S.

     

    20,561

    5.1

    4,653

    1.1

    406,254

    NON U.S.

     

    151

    0.0

    58,588

    14.4

     
     

    9

    20,712

    5.1

    63,241

    15.6

    IFED HSC FIN BASIS

    U.S.

     

    17,783

    4.4

    45,744

    11.4

    401,409

    NON U.S.

     

    2,538

    0.6

    29,363

    7.3

     
     

    7

    20,321

    5.1

    75,107

    18.7

    IFED WAHA FIN BASIS

    U.S.

     

    689

    0.3

    49,785

    21.2

    234,778

    NON U.S.

     

    92

    0.0

    16,636

    7.1

     
     

    5

    781

    0.3

    66,421

    28.3

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

    U.S.

     

    19,592

    11.8

    17,267

    10.4

    166,265

    NON U.S.

     

    394

    0.2

    5,409

    3.3

     
     

    5

    19,986

    12.0

    22,676

    13.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    11,219

    2.0

    108,069

    19.2

    563,444

    NON U.S.

     

    4,001

    0.7

    11,195

    2.0

     
     

    7

    15,220

    2.7

    119,264

    21.2

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

    U.S.

     

    5,528

    7.9

    8,946

    12.9

    69,537

    NON U.S.

     

    2,522

    3.6

    3,930

    5.7

     
     

    5

    8,050

    11.6

    12,876

    18.5

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,072

    0.7

    10,157

    6.3

    161,399

    NON U.S.

     

    7,378

    4.6

    5,043

    3.1

     
     

    5

    8,450

    5.2

    15,200

    9.4

    IFED TRANSCO ZONE 6 BASIS

    U.S.

     

    0

    0.0

    12,268

    11.2

    109,296

    NON U.S.

     

    0

    0.0

    5,216

    4.8

     
     

    5

    0

    0.0

    17,484

    16.0

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    5,974

    5.8

    5,178

    5.1

    102,314

    NON U.S.

     

    12,459

    12.2

    122

    0.1

     
     

    5

    18,433

    18.0

    5,300

    5.2

    IFED TETCO M2 Basis (Receipts)

    U.S.

     

    2,017

    1.5

    51,889

    38.6

    134,457

    NON U.S.

     

    2,391

    1.8

    3,624

    2.7

     
     

    5

    4,408

    3.3

    55,513

    41.3

    NYME NATURAL GAS

    U.S.

    4

    39,339

    2.8

    37,395

    2.7

    1,394,563

    NON U.S.

    14

    49,796

    3.6

    58,134

    4.2

     
     

    18

    89,135

    6.4

    95,529

    6.9

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    5,823

    1.5

    75,971

    19.1

    397,675

    NON U.S.

     

    5,975

    1.5

    10,161

    2.6

     
     

    7

    11,798

    3.0

    86,132

    21.7

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    13,829

    12.4

    3,295

    2.9

    111,770

    NON U.S.

     

    8,965

    8.0

    790

    0.7

     
     

    7

    22,794

    20.4

    4,085

    3.7

    CBT SOYBEAN MEAL

    U.S.

     

    6,700

    1.8

    2,433

    0.7

    365,972

    NON U.S.

     

    28,645

    7.8

    1,714

    0.5

     
     

    10

    35,345

    9.7

    4,147

    1.1

    ICUS COTTON NO. 2

    U.S.

    4

    3,963

    1.7

    49

    0.0

    229,503

    NON U.S.

    10

    24,591

    10.7

    723

    0.3

     
     

    14

    28,554

    12.4

    772

    0.3

    NYME HENRY HUB SWAP

    U.S.

     

    3,897

    0.3

    416,688

    34.5

    1,207,894

    NON U.S.

     

    39,448

    3.3

    322,433

    26.7

     
     

    10

    43,345

    3.6

    739,121

    61.2

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    27,604

    13.3

    2,483

    1.2

    207,649

    NON U.S.

     

    48,100

    23.2

    7,133

    3.4

     
     

    9

    75,704

    36.5

    9,616

    4.6

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    545

    0.0

    26,664

    1.7

    1,580,756

    NON U.S.

    19

    11,290

    0.7

    28,044

    1.8

     
     

    24

    11,835

    0.7

    54,708

    3.5

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    70,439

    2.3

    34,222

    1.1

    3,105,646

    NON U.S.

    25

    22,133

    0.7

    67,006

    2.2

     
     

    33

    92,572

    3.0

    101,228

    3.3

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    6

    41,511

    1.4

    14,164

    0.5

    2,960,992

    NON U.S.

    20

    44,099

    1.5

    74,557

    2.5

     
     

    26

    85,610

    2.9

    88,721

    3.0

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    228,302

    15.2

    204,729

    13.6

    1,501,670

    NON U.S.

    23

    68,096

    4.5

    117,857

    7.8

     
     

    31

    296,398

    19.7

    322,586

    21.5

    CME LEAN HOGS

    U.S.

     

    1,969

    0.8

    1,334

    0.5

    257,477

    NON U.S.

     

    16,558

    6.4

    1,502

    0.6

     
     

    11

    18,527

    7.2

    2,836

    1.1

    CME LIVE CATTLE

    U.S.

     

    1,611

    0.5

    576

    0.2

    333,751

    NON U.S.

     

    13,678

    4.1

    0

    0.0

     
     

    9

    15,289

    4.6

    576

    0.2

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    2,749

    14.4

    19,110

    NON U.S.

     

    0

    0.0

    1,569

    8.2

     
     

    5

    0

    0.0

    4,318

    22.6

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,883

    2.6

    9,275

    8.2

    113,029

    NON U.S.

     

    651

    0.6

    1,202

    1.1

     
     

    6

    3,534

    3.1

    10,477

    9.3

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    3,298

    4.7

    5,422

    7.7

    70,401

    NON U.S.

     

    183

    0.3

    2,117

    3.0

     
     

    7

    3,481

    4.9

    7,539

    10.7

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    1,193

    11.9

    1,018

    10.2

    10,019

    NON U.S.

     

    322

    3.2

    411

    4.1

     
     

    6

    1,515

    15.1

    1,429

    14.3

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    612

    3.7

    510

    3.1

    16,644

    NON U.S.

     

    0

    0.0

    3,933

    23.6

     
     

    6

    612

    3.7

    4,443

    26.7

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    21,281

    3.4

    50,104

    8.0

    623,599

    NON U.S.

     

    7,044

    1.1

    2,510

    0.4

     
     

    16

    28,325

    4.5

    52,614

    8.4

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    384

    4.0

    1,131

    11.7

    9,680

    NON U.S.

     

    957

    9.9

    651

    6.7

     
     

    8

    1,341

    13.9

    1,782

    18.4

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    120

    0.1

    18,332

    11.1

    164,748

    NON U.S.

     

    0

    0.0

    17,516

    10.6

     
     

    5

    120

    0.1

    35,848

    21.8

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    21,669

    0.9

    241,575

    9.8

    2,471,226

    NON U.S.

    20

    73,894

    3.0

    205,086

    8.3

     
     

    24

    95,563

    3.9

    446,661

    18.1

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    2,344

    1.8

    8,463

    6.5

    130,817

    NON U.S.

     

    17,561

    13.4

    17,950

    13.7

     
     

    9

    19,905

    15.2

    26,413

    20.2

    NYME ARGUS LLS VS WTI TRADE MONTH

    U.S.

     

    0

    0.0

    372

    1.4

    26,790

    NON U.S.

     

    206

    0.8

    1,155

    4.3

     
     

    5

    206

    0.8

    1,527

    5.7

    NYME WCS OIL NET ENERGY MONTHLY IND

    U.S.

     

    0

    0.0

    600

    3.9

    15,510

    NON U.S.

     

    0

    0.0

    6,060

    39.1

     
     

    5

    0

    0.0

    6,660

    42.9

    ICUS COCOA

    U.S.

     

    1,539

    0.6

    806

    0.3

    254,019

    NON U.S.

     

    11,497

    4.5

    4,872

    1.9

     
     

    10

    13,036

    5.1

    5,678

    2.2

    NYME PALLADIUM

    U.S.

    4

    609

    2.0

    9,662

    31.6

    30,590

    NON U.S.

    11

    906

    3.0

    4,838

    15.8

     
     

    15

    1,515

    5.0

    14,500

    47.4

    NYME PLATINUM

    U.S.

    5

    275

    0.4

    11,188

    15.6

    71,860

    NON U.S.

    15

    3,543

    4.9

    10,409

    14.5

     
     

    20

    3,818

    5.3

    21,597

    30.1

    ICUS SUGAR NO. 11

    U.S.

     

    10,173

    1.5

    2,548

    0.4

    683,879

    NON U.S.

     

    46,119

    6.7

    5,362

    0.8

     
     

    12

    56,292

    8.2

    7,910

    1.2

    ICUS COFFEE C

    U.S.

    4

    3,431

    1.6

    392

    0.2

    208,591

    NON U.S.

    15

    12,146

    5.8

    4,009

    1.9

     
     

    19

    15,577

    7.5

    4,401

    2.1

    CMX SILVER

    U.S.

    4

    2,181

    1.2

    34,202

    18.6

    183,494

    NON U.S.

    19

    6,081

    3.3

    35,284

    19.2

     
     

    23

    8,262

    4.5

    69,486

    37.9

    CMX COPPER-GRADE #1

    U.S.

    4

    5,477

    2.0

    239

    0.1

    273,497

    NON U.S.

    15

    12,161

    4.4

    7,515

    2.7

     
     

    19

    17,638

    6.4

    7,754

    2.8

    CMX GOLD

    U.S.

    5

    8,895

    1.7

    117,339

    22.3

    525,127

    NON U.S.

    27

    21,077

    4.0

    94,830

    18.1

     
     

    32

    29,972

    5.7

    212,169

    40.4

    CME MEXICAN PESO

    U.S.

     

    1,126

    0.6

    0

    0.0

    204,344

    NON U.S.

     

    6,425

    3.1

    54,503

    26.7

     
     

    6

    7,551

    3.7

    54,503

    26.7

    CME JAPANESE YEN

    U.S.

     

    19,967

    8.1

    3,328

    1.3

    246,889

    NON U.S.

     

    4,620

    1.9

    37

    0.0

     
     

    5

    24,587

    10.0

    3,365

    1.4

    CME EURO FX

    U.S.

     

    52

    0.0

    56,202

    12.8

    438,663

    NON U.S.

     

    25,307

    5.8

    13,979

    3.2

     
     

    16

    25,359

    5.8

    70,181

    16.0

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    6,693

    1.7

    7,447

    1.9

    383,136

    NON U.S.

    9

    11,308

    3.0

    636

    0.2

     
     

    13

    18,001

    4.7

    8,083

    2.1

    E VIX FUTURES

    U.S.

     

    1,455

    0.2

    0

    0.0

    669,232

    NON U.S.

     

    76,978

    11.5

    9,941

    1.5

     
     

    9

    78,433

    11.7

    9,941

    1.5

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    3,142

    2.0

    2,794

    1.8

    154,359

    NON U.S.

    6

    0

    0.0

    24,091

    15.6

     
     

    11

    3,142

    2.0

    26,885

    17.4

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,197,834

    17.3

    858,330

    6.7

    12,731,755

    NON U.S.

    29

    872,508

    6.9

    433,457

    3.4

     
     

    37

    3,070,342

    24.1

    1,291,787

    10.1

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    6,442

    0.2

    48,635

    1.6

    3,013,291

    NON U.S.

    21

    57,083

    1.9

    147,031

    4.9

     
     

    26

    63,525

    2.1

    195,666

    6.5

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    6,038

    2.2

    3,048

    1.1

    269,830

    NON U.S.

     

    702

    0.3

    10,372

    3.8

     
     

    16

    6,740

    2.5

    13,420

    5.0

    CME E-MINI RUSSELL 2000 INDEX

    U.S.

    4

    5,442

    1.0

    22,442

    4.2

    538,396

    NON U.S.

    10

    5,776

    1.1

    2,729

    0.5

     
     

    14

    11,218

    2.1

    25,171

    4.7

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    721

    1.2

    150

    0.2

    61,773

    NON U.S.

    8

    5,294

    8.6

    1,981

    3.2

     
     

    12

    6,015

    9.7

    2,131

    3.4

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    466

    0.2

    0

    0.0

    285,714

    NON U.S.

     

    1,269

    0.4

    12,594

    4.4

     
     

    8

    1,735

    0.6

    12,594

    4.4

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    215

    0.0

    6,613

    0.6

    1,061,215

    NON U.S.

     

    8,641

    0.8

    45,598

    4.3

     
     

    16

    8,856

    0.8

    52,211

    4.9

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    2,085

    14.2

    597

    4.1

    14,664

    NON U.S.

     

    1,028

    7.0

    39

    0.3

     
     

    5

    3,113

    21.2

    636

    4.3