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September Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 9/1/2015

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    7,233

    2.0

    0

    0.0

    367,605

    NON U.S.

     

    17,810

    4.8

    5,081

    1.4

     
     

    13

    25,043

    6.8

    5,081

    1.4

    CBT WHEAT-HRW

    U.S.

     

    2,539

    1.4

    0

    0.0

    179,864

    NON U.S.

     

    3,910

    2.2

    3,638

    2.0

     
     

    6

    6,449

    3.6

    3,638

    2.0

    CBT CORN

    U.S.

     

    26,345

    2.2

    7,536

    0.6

    1,212,362

    NON U.S.

     

    38,450

    3.2

    2,936

    0.2

     
     

    12

    64,795

    5.3

    10,472

    0.9

    CBT SOYBEANS

    U.S.

     

    6,944

    1.1

    22

    0.00

    656,453

    NON U.S.

     

    18,487

    2.8

    8,766

    1.3

     
     

    10

    25,431

    3.9

    8,788

    1.3

    CBT SOYBEAN OIL

    U.S.

     

    3,973

    1.0

    2,426

    0.6

    397,746

    NON U.S.

     

    16,145

    4.1

    2,709

    0.7

     
     

    7

    20,118

    5.1

    5,135

    1.3

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    4,004

    6.3

    1,213

    1.9

    64,001

    NON U.S.

     

    2,549

    4.0

    1,394

    2.2

     
     

    5

    6,553

    10.2

    2,607

    4.1

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    17,092

    4.1

    2,066

    0.5

    415,701

    NON U.S.

     

    12,656

    3.0

    1,306

    0.3

     
     

    6

    29,748

    7.2

    3,372

    0.8

    NYME SING GASOIL SWAP

    U.S.

     

    250

    5.9

    50

    1.2

    4,247

    NON U.S.

     

    940

    22.1

    200

    4.7

     
     

    5

    1,190

    28.0

    250

    5.9

    NYME UP DOWN GC ULSD VS HO SPR SWAP

    U.S.

     

    1,792

    2.7

    2,319

    3.5

    66,578

    NON U.S.

     

    2,201

    3.3

    723

    1.1

     
     

    6

    3,993

    6.0

    3,042

    4.6

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    82,710

    2.1

    666,854

    16.9

    3,947,134

    NON U.S.

    8

    52,277

    1.3

    640,596

    16.2

     
     

    12

    134,987

    3.4

    1,307,450

    33.1

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    34,954

    10.7

    41,637

    12.8

    326,468

    NON U.S.

     

    26,817

    8.2

    4,826

    1.5

     
     

    9

    61,771

    18.9

    46,463

    14.2

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    515

    0.2

    42,339

    20.0

    212,195

    NON U.S.

     

    2,766

    1.3

    45,707

    21.5

     
     

    8

    3,281

    1.5

    88,046

    41.5

    IFED AECO FIN BASIS

    U.S.

     

    12,371

    1.9

    7,195

    1.1

    662,087

    NON U.S.

     

    40,046

    6.0

    346,826

    52.4

     
     

    9

    52,417

    7.9

    354,021

    53.5

    IFED CHICAGO FIN BASIS

    U.S.

     

    1,044

    0.3

    15,065

    4.5

    333,248

    NON U.S.

     

    31

    0.00

    39,864

    12.0

     
     

    8

    1,075

    0.3

    54,929

    16.5

    IFED HSC FIN BASIS

    U.S.

     

    1,661

    0.7

    20,606

    8.5

    241,189

    NON U.S.

     

    27,227

    11.3

    28,431

    11.8

     
     

    7

    28,888

    12.0

    49,037

    20.3

    IFED WAHA FIN BASIS

    U.S.

     

    1,234

    1.1

    9,075

    8.3

    109,142

    NON U.S.

     

    0

    0.0

    19,325

    17.7

     
     

    6

    1,234

    1.1

    28,400

    26.0

    IFED COLORADO INTERSTATE - MAINLINE (BASIS)

    U.S.

     

    0

    0.0

    5,058

    6.5

    78,275

    NON U.S.

     

    44

    0.1

    14,325

    18.3

     
     

    5

    44

    0.1

    19,383

    24.8

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

    U.S.

     

    15,660

    8.4

    24,332

    13.0

    186,536

    NON U.S.

     

    17,080

    9.2

    16,174

    8.7

     
     

    6

    32,740

    17.6

    40,506

    21.7

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,003

    0.3

    46,771

    13.4

    348,954

    NON U.S.

     

    29,906

    8.6

    37,903

    10.9

     
     

    8

    30,909

    8.9

    84,674

    24.3

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

    U.S.

     

    3,865

    5.6

    5,623

    8.1

    69,400

    NON U.S.

     

    1,916

    2.8

    12,887

    18.6

     
     

    6

    5,781

    8.3

    18,510

    26.7

    IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

    U.S.

     

    2,948

    2.8

    8,715

    8.2

    106,871

    NON U.S.

     

    1,646

    1.5

    2,074

    1.9

     
     

    5

    4,594

    4.3

    10,789

    10.1

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    2,940

    1.5

    11,613

    5.9

    196,809

    NON U.S.

     

    2,167

    1.1

    20,674

    10.5

     
     

    5

    5,107

    2.6

    32,287

    16.4

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

    U.S.

     

    0

    0.0

    6,264

    2.7

    227,872

    NON U.S.

     

    7,570

    3.3

    12,288

    5.4

     
     

    5

    7,570

    3.3

    18,552

    8.1

    NYME NATURAL GAS

    U.S.

     

    27,497

    3.0

    12,641

    1.4

    922,375

    NON U.S.

     

    28,197

    3.1

    17,371

    1.9

     
     

    11

    55,694

    6.0

    30,012

    3.3

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    12,858

    3.4

    37,099

    9.8

    379,212

    NON U.S.

     

    16,030

    4.2

    30,715

    8.1

     
     

    8

    28,888

    7.6

    67,814

    17.9

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    5,712

    6.2

    4,668

    5.1

    91,728

    NON U.S.

     

    7,360

    8.0

    1,810

    2.0

     
     

    6

    13,072

    14.3

    6,478

    7.1

    CBT SOYBEAN MEAL

    U.S.

     

    3,362

    0.9

    280

    0.1

    369,524

    NON U.S.

     

    19,562

    5.3

    0

    0.0

     
     

    9

    22,924

    6.2

    280

    0.1

    ICUS COTTON NO. 2

    U.S.

     

    2,947

    1.6

    43

    0.0

    178,810

    NON U.S.

     

    10,900

    6.1

    445

    0.2

     
     

    10

    13,847

    7.7

    488

    0.3

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    1,823

    5.0

    3,701

    10.1

    36,673

    NON U.S.

     

    4,910

    13.4

    18,823

    51.3

     
     

    6

    6,733

    18.4

    22,524

    61.4

    NYME HENRY HUB SWAP

    U.S.

     

    24,731

    1.5

    388,628

    23.6

    1,647,934

    NON U.S.

     

    28,155

    1.7

    476,241

    28.9

     
     

    10

    52,886

    3.2

    864,869

    52.5

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    39,507

    9.4

    16,180

    3.9

    419,770

    NON U.S.

     

    66,661

    15.9

    6,638

    1.6

     
     

    10

    106,168

    25.3

    22,818

    5.4

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    19,593

    1.6

    10,925

    0.9

    1,219,722

    NON U.S.

    14

    3,435

    0.3

    31,047

    2.5

     
     

    19

    23,028

    1.9

    41,972

    3.4

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    5

    32,638

    1.2

    11,741

    0.4

    2,804,430

    NON U.S.

    17

    23,637

    0.8

    29,124

    1.0

     
     

    22

    56,275

    2.0

    40,865

    1.5

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

     

    12,017

    0.5

    3,564

    0.2

    2,373,823

    NON U.S.

     

    19,264

    0.8

    18,849

    0.8

     
     

    11

    31,281

    1.3

    22,413

    0.9

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    6

    100,989

    12.3

    69,386

    8.5

    820,522

    NON U.S.

    20

    29,398

    3.6

    58,132

    7.1

     
     

    26

    130,387

    15.9

    127,518

    15.5

    CME LEAN HOGS

    U.S.

     

    701

    0.4

    0

    0.0

    190,466

    NON U.S.

     

    6,893

    3.6

    534

    0.3

     
     

    9

    7,594

    4.0

    534

    0.3

    CME LIVE CATTLE

    U.S.

     

    685

    0.3

    217

    0.1

    246,990

    NON U.S.

     

    5,070

    2.1

    365

    0.1

     
     

    5

    5,755

    2.3

    582

    0.2

    NYME MT BELVIEU PROPANE (OPIS) SWAP

    U.S.

     

    1,613

    2.2

    5,731

    7.8

    73,265

    NON U.S.

     

    1,355

    1.8

    3,288

    4.5

     
     

    5

    2,968

    4.1

    9,019

    12.3

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    18,080

    4.5

    42,372

    10.6

    400,578

    NON U.S.

     

    10,185

    2.5

    7,479

    1.9

     
     

    18

    28,265

    7.1

    49,851

    12.4

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    2,760

    17.5

    3,032

    19.2

    15,811

    NON U.S.

     

    3,990

    25.2

    608

    3.8

     
     

    12

    6,750

    42.7

    3,640

    23.0

    ICEU WTI 1st Line-Brent 1st Line

    U.S.

     

    3,605

    4.7

    2,335

    3.0

    77,520

    NON U.S.

     

    60

    0.1

    9,057

    11.7

     
     

    7

    3,665

    4.7

    11,392

    14.7

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    0

    0.0

    2,748

    8.1

    33,753

    NON U.S.

     

    0

    0.0

    10,475

    31.0

     
     

    5

    0

    0.0

    13,223

    39.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

     

    27,617

    1.6

    146,099

    8.7

    1,688,806

    NON U.S.

     

    56,351

    3.3

    175,274

    10.4

     
     

    16

    83,968

    5.0

    321,373

    19.0

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    3,015

    2.2

    19,949

    14.8

    134,547

    NON U.S.

     

    8,966

    6.7

    27,301

    20.3

     
     

    9

    11,981

    8.9

    47,250

    35.1

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    0

    0.0

    14,370

    11.9

    120,578

    NON U.S.

     

    180

    0.1

    11,194

    9.3

     
     

    7

    180

    0.1

    25,564

    21.2

    NYME DATED TO FRONTLINE BRENT SWAP

    U.S.

     

    60

    0.5

    100

    0.8

    12,361

    NON U.S.

     

    317

    2.6

    2,899

    23.5

     
     

    5

    377

    3.0

    2,999

    24.3

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    404

    1.7

    4,010

    16.5

    24,291

    NON U.S.

     

    2,268

    9.3

    2,726

    11.2

     
     

    11

    2,672

    11.0

    6,736

    27.7

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    632

    4.2

    0

    0.0

    14,899

    NON U.S.

     

    2,974

    20.0

    5,303

    35.6

     
     

    6

    3,606

    24.2

    5,303

    35.6

    ICUS COCOA

    U.S.

     

    743

    0.4

    194

    0.1

    176,190

    NON U.S.

     

    4,549

    2.6

    5,815

    3.3

     
     

    5

    5,292

    3.0

    6,009

    3.4

    NYME PALLADIUM

    U.S.

     

    351

    1.2

    4,650

    16.2

    28,619

    NON U.S.

     

    1,549

    5.4

    2,398

    8.4

     
     

    14

    1,900

    6.6

    7,048

    24.6

    NYME PLATINUM

    U.S.

     

    0

    0.0

    9,142

    13.1

    69,973

    NON U.S.

     

    2,245

    3.2

    9,345

    13.4

     
     

    18

    2,245

    3.2

    18,487

    26.4

    ICUS SUGAR NO. 11

    U.S.

     

    16,110

    2.0

    9

    0.00

    818,040

    NON U.S.

     

    33,035

    4.0

    6,165

    0.8

     
     

    11

    49,145

    6.0

    6,174

    0.8

    ICUS COFFEE C

    U.S.

     

    1,330

    0.8

    0

    0.0

    175,913

    NON U.S.

     

    7,081

    4.0

    2,699

    1.5

     
     

    15

    8,411

    4.8

    2,699

    1.5

    CMX SILVER

    U.S.

     

    1,792

    1.1

    20,204

    12.9

    157,013

    NON U.S.

     

    10,863

    6.9

    27,814

    17.7

     
     

    15

    12,655

    8.1

    48,018

    30.6

    CMX COPPER-GRADE #1

    U.S.

     

    6,342

    4.0

    0

    0.0

    158,648

    NON U.S.

     

    5,776

    3.6

    1,297

    0.8

     
     

    12

    12,118

    7.6

    1,297

    0.8

    CMX GOLD

    U.S.

    4

    7,280

    1.8

    56,803

    13.8

    410,274

    NON U.S.

    20

    24,284

    5.9

    47,108

    11.5

     
     

    24

    31,564

    7.7

    103,911

    25.3

    CME RUSSIAN RUBLE

    U.S.

     

    6,057

    11.0

    1,802

    3.3

    54,840

    NON U.S.

     

    35,850

    65.4

    15,526

    28.3

     
     

    8

    41,907

    76.4

    17,328

    31.6

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    27,362

    14.3

    191,019

    NON U.S.

     

    59,701

    31.3

    4,800

    2.5

     
     

    6

    59,701

    31.3

    32,162

    16.8

    CME BRITISH POUND STERLING

    U.S.

     

    9,702

    5.7

    8,860

    5.2

    170,032

    NON U.S.

     

    19,462

    11.4

    993

    0.6

     
     

    7

    29,164

    17.2

    9,853

    5.8

    CME JAPANESE YEN

    U.S.

     

    91,639

    33.5

    2,837

    1.0

    273,205

    NON U.S.

     

    12,649

    4.6

    3,395

    1.2

     
     

    8

    104,288

    38.2

    6,232

    2.3

    CME EURO FX

    U.S.

     

    36,813

    10.1

    7,390

    2.0

    363,980

    NON U.S.

     

    26,823

    7.4

    6,469

    1.8

     
     

    16

    63,636

    17.5

    13,859

    3.8

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

     

    6,622

    1.8

    6,309

    1.8

    359,742

    NON U.S.

     

    6,611

    1.8

    2,256

    0.6

     
     

    8

    13,233

    3.7

    8,565

    2.4

    NYME RBOB CALENDAR SWAP

    U.S.

     

    185

    1.4

    459

    3.5

    13,215

    NON U.S.

     

    400

    3.0

    313

    2.4

     
     

    6

    585

    4.4

    772

    5.8

    E VIX FUTURES

    U.S.

     

    2,669

    0.8

    1,764

    0.5

    330,119

    NON U.S.

     

    6,117

    1.9

    19,028

    5.8

     
     

    5

    8,786

    2.7

    20,792

    6.3

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    4

    2,328

    2.7

    0

    0.0

    84,688

    NON U.S.

    6

    4,288

    5.1

    23,480

    27.7

     
     

    10

    6,616

    7.8

    23,480

    27.7

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,279,567

    18.7

    964,716

    7.9

    12,192,635

    NON U.S.

    42

    697,532

    5.7

    899,962

    7.4

     
     

    50

    2,977,099

    24.4

    1,864,678

    15.3

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    17,251

    0.5

    21,936

    0.7

    3,220,963

    NON U.S.

    29

    80,433

    2.5

    72,042

    2.2

     
     

    34

    97,684

    3.0

    93,978

    2.9

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    2,379

    0.8

    0

    0.0

    295,040

    NON U.S.

     

    5,861

    2.0

    40,824

    13.8

     
     

    12

    8,240

    2.8

    40,824

    13.8

    CME AUSTRALIAN DOLLAR

    U.S.

     

    21,408

    12.3

    6,313

    3.6

    173,947

    NON U.S.

     

    19,493

    11.2

    0

    0.0

     
     

    6

    40,901

    23.5

    6,313

    3.6

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

     

    4,320

    1.1

    373

    0.1

    384,879

    NON U.S.

     

    1,413

    0.4

    1,303

    0.3

     
     

    10

    5,733

    1.5

    1,676

    0.4

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    1,577

    1.3

    123,406

    NON U.S.

     

    983

    0.8

    2,227

    1.8

     
     

    6

    983

    0.8

    3,804

    3.1

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    226

    0.1

    1,040

    0.7

    158,765

    NON U.S.

     

    3,835

    2.4

    1,980

    1.2

     
     

    7

    4,061

    2.6

    3,020

    1.9

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    4

    1,321

    0.3

    424

    0.1

    461,827

    NON U.S.

    14

    15,475

    3.4

    17,834

    3.9

     
     

    18

    16,796

    3.6

    18,258

    4.0

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    882

    56.6

    222

    14.2

    1,558

    NON U.S.

     

    24

    1.5

    131

    8.4

     
     

    5

    906

    58.2

    353

    22.7

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    4,920

    12.4

    440

    1.1

    39,761

    NON U.S.

     

    4,011

    10.1

    0

    0.0

     
     

    6

    8,931

    22.5

    440

    1.1

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    941

    6.3

    3,626

    24.4

    14,857

    NON U.S.

     

    2,726

    18.3

    586

    3.9

     
     

    7

    3,667

    24.7

    4,212

    28.4

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    479

    3.5

    433

    3.2

    13,508

    NON U.S.

     

    2,910

    21.5

    174

    1.3

     
     

    6

    3,389

    25.1

    607

    4.5