Font Size: AAA // Print // Bookmark

September Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 9/6/2016

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

    4

    7,000

    1.6

    9,681

    2.1

    451,070

    NON U.S.

    9

    18,083

    4.0

    5,564

    1.2

     
     

    13

    25,083

    5.6

    15,245

    3.4

    CBT WHEAT-HRW

    U.S.

     

    5,900

    2.5

    5,316

    2.3

    231,473

    NON U.S.

     

    8,323

    3.6

    1,813

    0.8

     
     

    8

    14,223

    6.1

    7,129

    3.1

    CBT CORN

    U.S.

    4

    18,437

    1.4

    17,203

    1.3

    1,317,098

    NON U.S.

    11

    64,573

    4.9

    6,710

    0.5

     
     

    15

    83,010

    6.3

    23,913

    1.8

    CBT SOYBEANS

    U.S.

    4

    7,879

    1.3

    1,511

    0.2

    628,449

    NON U.S.

    11

    24,147

    3.8

    4,075

    0.6

     
     

    15

    32,026

    5.1

    5,586

    0.9

    CBT SOYBEAN OIL

    U.S.

     

    12,395

    3.1

    3,791

    1.0

    397,815

    NON U.S.

     

    18,356

    4.6

    183

    0.0

     
     

    8

    30,751

    7.7

    3,974

    1.0

    CBT U.S. TREASURY BONDS

    U.S.

     

    5,651

    1.0

    540

    0.1

    562,705

    NON U.S.

     

    1,348

    0.2

    204

    0.0

     
     

    6

    6,999

    1.2

    744

    0.1

    NYME GULF # 6 FUEL 3.0% SULFUR SWAP

    U.S.

     

    2,078

    4.1

    698

    1.4

    50,110

    NON U.S.

     

    957

    1.9

    255

    0.5

     
     

    5

    3,035

    6.1

    953

    1.9

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

    4

    17,177

    4.5

    1,286

    0.3

    382,084

    NON U.S.

    5

    20,491

    5.4

    61

    0.0

     
     

    9

    37,668

    9.9

    1,347

    0.4

    NYME GULF COAST ULSD SWAP

    U.S.

     

    120

    2.9

    836

    20.3

    4,127

    NON U.S.

     

    96

    2.3

    298

    7.2

     
     

    5

    216

    5.2

    1,134

    27.5

    NYME UP DOWN GC ULSD VS HO SPR

    U.S.

     

    1,560

    3.9

    1,000

    2.5

    40,463

    NON U.S.

     

    4,470

    11.0

    0

    0.0

     
     

    6

    6,030

    14.9

    1,000

    2.5

    NYME EIA FLAT TAX ON HIGHWAY DIESEL

    U.S.

     

    962

    20.2

    120

    2.5

    4,761

    NON U.S.

     

    286

    6.0

    96

    2.0

     
     

    5

    1,248

    26.2

    216

    4.5

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    17,543

    0.4

    1,160,677

    25.3

    4,590,026

    NON U.S.

    8

    34,936

    0.8

    657,991

    14.3

     
     

    12

    52,479

    1.1

    1,818,668

    39.6

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    13,225

    6.9

    19,583

    10.3

    190,311

    NON U.S.

     

    17,831

    9.4

    597

    0.3

     
     

    8

    31,056

    16.3

    20,180

    10.6

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    696

    0.4

    36,408

    20.7

    175,910

    NON U.S.

     

    0

    0.0

    31,970

    18.2

     
     

    6

    696

    0.4

    68,378

    38.9

    IFED AECO FIN BASIS

    U.S.

     

    17,069

    2.2

    3,891

    0.5

    766,080

    NON U.S.

     

    14,905

    1.9

    456,618

    59.6

     
     

    9

    31,974

    4.2

    460,509

    60.1

    IFED CHICAGO FIN BASIS

    U.S.

     

    1,974

    0.6

    17,931

    5.4

    334,544

    NON U.S.

     

    91

    0.0

    56,331

    16.8

     
     

    8

    2,065

    0.6

    74,262

    22.2

    IFED HSC FIN BASIS

    U.S.

     

    20,861

    8.5

    32,778

    13.4

    244,342

    NON U.S.

     

    7,936

    3.2

    19,623

    8.0

     
     

    7

    28,797

    11.8

    52,401

    21.4

    IFED WAHA FIN BASIS

    U.S.

     

    0

    0.0

    17,264

    20.7

    83,486

    NON U.S.

     

    0

    0.0

    4,421

    5.3

     
     

    5

    0

    0.0

    21,685

    26.0

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

    U.S.

     

    8,046

    5.9

    9,885

    7.3

    135,808

    NON U.S.

     

    1,240

    0.9

    7,010

    5.2

     
     

    5

    9,286

    6.8

    16,895

    12.4

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    1,326

    0.4

    46,839

    12.4

    377,148

    NON U.S.

     

    17,780

    4.7

    13,216

    3.5

     
     

    6

    19,106

    5.1

    60,055

    15.9

    IFED HENRY HUB SWING - TAILGATE, LOUISIANA

    U.S.

     

    589

    1.4

    276

    0.6

    43,380

    NON U.S.

     

    696

    1.6

    0

    0.0

     
     

    5

    1,285

    3.0

    276

    0.6

    NYME NATURAL GAS

    U.S.

    4

    36,432

    3.5

    38,222

    3.6

    1,052,129

    NON U.S.

    9

    35,247

    3.4

    27,034

    2.6

     
     

    13

    71,679

    6.8

    65,256

    6.2

    NYME PERMIAN BASIS SWAP

    U.S.

     

    0

    0.0

    3,681

    22.6

    16,297

    NON U.S.

     

    2,435

    14.9

    3,507

    21.5

     
     

    5

    2,435

    14.9

    7,188

    44.1

    NYME TCO BASIS SWAP

    U.S.

     

    764

    2.4

    17,991

    55.6

    32,371

    NON U.S.

     

    304

    0.9

    1,011

    3.1

     
     

    5

    1,068

    3.3

    19,002

    58.7

    NYME NGPL TEXOK BASIS SWAP

    U.S.

     

    2,371

    5.4

    3,594

    8.2

    43,648

    NON U.S.

     

    106

    0.2

    3,895

    8.9

     
     

    5

    2,477

    5.7

    7,489

    17.2

    NYME DOMINION BASIS SWAP

    U.S.

     

    336

    0.6

    5,406

    10.3

    52,516

    NON U.S.

     

    216

    0.4

    6,592

    12.6

     
     

    5

    552

    1.1

    11,998

    22.8

    NYME TRANSCO ZONE 4 BASIS SWAP

    U.S.

     

    2,566

    10.2

    856

    3.4

    25,080

    NON U.S.

     

    4,699

    18.7

    8,409

    33.5

     
     

    5

    7,265

    29.0

    9,265

    36.9

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    7,044

    2.5

    33,239

    11.7

    283,079

    NON U.S.

     

    15,408

    5.4

    24,661

    8.7

     
     

    7

    22,452

    7.9

    57,900

    20.5

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    19,071

    15.3

    636

    0.5

    124,633

    NON U.S.

     

    8,400

    6.7

    2,698

    2.2

     
     

    7

    27,471

    22.0

    3,334

    2.7

    CBT SOYBEAN MEAL

    U.S.

     

    7,382

    2.1

    1,858

    0.5

    359,617

    NON U.S.

     

    25,112

    7.0

    173

    0.0

     
     

    10

    32,494

    9.0

    2,031

    0.6

    ICUS COTTON NO. 2

    U.S.

     

    5,683

    2.5

    956

    0.4

    230,647

    NON U.S.

     

    18,158

    7.9

    851

    0.4

     
     

    14

    23,841

    10.3

    1,807

    0.8

    NYME HENRY HUB BASIS SWAP

    U.S.

     

    248

    0.5

    4,878

    9.7

    50,050

    NON U.S.

     

    1,410

    2.8

    2,676

    5.3

     
     

    6

    1,658

    3.3

    7,554

    15.1

    NYME HOUSTON SHIP CH BASIS SWAP

    U.S.

     

    5,203

    19.8

    6,885

    26.2

    26,265

    NON U.S.

     

    1,429

    5.4

    552

    2.1

     
     

    5

    6,632

    25.3

    7,437

    28.3

    NYME NW PIPE ROCKIES BASIS SWAP

    U.S.

     

    2,862

    3.5

    3,957

    4.8

    81,608

    NON U.S.

     

    9,603

    11.8

    58,535

    71.7

     
     

    6

    12,465

    15.3

    62,492

    76.6

    NYME PANHANDLE BASIS SWAP

    U.S.

     

    5,357

    12.0

    592

    1.3

    44,641

    NON U.S.

     

    3,172

    7.1

    11,476

    25.7

     
     

    5

    8,529

    19.1

    12,068

    27.0

    NYME HENRY HUB SWAP

    U.S.

     

    19,191

    1.4

    344,228

    25.6

    1,346,929

    NON U.S.

     

    52,408

    3.9

    443,832

    33.0

     
     

    10

    71,599

    5.3

    788,060

    58.5

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    27,241

    9.0

    12,321

    4.1

    302,786

    NON U.S.

     

    64,346

    21.3

    8,179

    2.7

     
     

    10

    91,587

    30.2

    20,500

    6.8

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    14,903

    1.4

    9,383

    0.9

    1,047,916

    NON U.S.

    17

    6,144

    0.6

    25,483

    2.4

     
     

    22

    21,047

    2.0

    34,866

    3.3

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    6

    47,064

    1.6

    4,442

    0.2

    2,865,497

    NON U.S.

    22

    16,285

    0.6

    72,678

    2.5

     
     

    28

    63,349

    2.2

    77,120

    2.7

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    12,942

    0.5

    21,453

    0.8

    2,820,777

    NON U.S.

    14

    35,679

    1.3

    39,857

    1.4

     
     

    19

    48,621

    1.7

    61,310

    2.2

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    5

    172,520

    17.4

    68,491

    6.9

    993,831

    NON U.S.

    19

    59,803

    6.0

    77,935

    7.8

     
     

    24

    232,323

    23.4

    146,426

    14.7

    CME LEAN HOGS

    U.S.

     

    3,299

    1.6

    1,629

    0.8

    208,974

    NON U.S.

     

    12,200

    5.8

    740

    0.4

     
     

    9

    15,499

    7.4

    2,369

    1.1

    CME LIVE CATTLE

    U.S.

     

    2,700

    1.0

    736

    0.3

    263,449

    NON U.S.

     

    10,985

    4.2

    531

    0.2

     
     

    9

    13,685

    5.2

    1,267

    0.5

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    1,175

    0.9

    15,152

    11.4

    133,340

    NON U.S.

     

    330

    0.2

    2,623

    2.0

     
     

    5

    1,505

    1.1

    17,775

    13.3

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    2,556

    2.8

    3,199

    3.5

    90,805

    NON U.S.

     

    96

    0.1

    3,975

    4.4

     
     

    7

    2,652

    2.9

    7,174

    7.9

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    0

    0.0

    1,202

    6.9

    17,518

    NON U.S.

     

    7,323

    41.8

    0

    0.0

     
     

    5

    7,323

    41.8

    1,202

    6.9

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    8,536

    1.6

    49,290

    9.4

    526,058

    NON U.S.

     

    3,584

    0.7

    4,429

    0.8

     
     

    15

    12,120

    2.3

    53,719

    10.2

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    991

    13.6

    852

    11.7

    7,275

    NON U.S.

     

    344

    4.7

    140

    1.9

     
     

    8

    1,335

    18.4

    992

    13.6

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    42,284

    2.3

    98,060

    5.3

    1,861,718

    NON U.S.

    18

    83,920

    4.5

    156,338

    8.4

     
     

    22

    126,204

    6.8

    254,398

    13.7

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,365

    1.2

    15,371

    13.6

    112,710

    NON U.S.

     

    1,408

    1.2

    31,797

    28.2

     
     

    8

    2,773

    2.5

    47,168

    41.8

    NYME WTI-BRENT CALENDAR SWAP

    U.S.

     

    235

    0.4

    7,133

    12.1

    58,924

    NON U.S.

     

    3,045

    5.2

    2,580

    4.4

     
     

    6

    3,280

    5.6

    9,713

    16.5

    NYME BRENT (ICE) CALENDAR SWAP

    U.S.

     

    1,356

    9.0

    828

    5.5

    15,136

    NON U.S.

     

    1,670

    11.0

    1,856

    12.3

     
     

    10

    3,026

    20.0

    2,684

    17.7

    NYME CANADIAN HVY CRUDE NET ENRGY

    U.S.

     

    225

    1.8

    540

    4.2

    12,743

    NON U.S.

     

    2,310

    18.1

    2,342

    18.4

     
     

    6

    2,535

    19.9

    2,882

    22.6

    ICUS COCOA

    U.S.

     

    2,558

    1.3

    1,425

    0.7

    196,846

    NON U.S.

     

    6,511

    3.3

    2,215

    1.1

     
     

    10

    9,069

    4.6

    3,640

    1.8

    NYME PALLADIUM

    U.S.

    4

    565

    2.2

    4,796

    18.8

    25,451

    NON U.S.

    13

    1,075

    4.2

    4,232

    16.6

     
     

    17

    1,640

    6.4

    9,028

    35.5

    NYME PLATINUM

    U.S.

    5

    5

    0.00

    15,003

    19.3

    77,629

    NON U.S.

    17

    2,914

    3.8

    11,355

    14.6

     
     

    22

    2,919

    3.8

    26,358

    34.0

    ICUS SUGAR NO. 11

    U.S.

     

    17,398

    1.9

    2,099

    0.2

    913,475

    NON U.S.

     

    38,478

    4.2

    17,502

    1.9

     
     

    12

    55,876

    6.1

    19,601

    2.1

    ICUS COFFEE C

    U.S.

    4

    5,748

    3.3

    0

    0.0

    176,478

    NON U.S.

    14

    10,512

    6.0

    1,359

    0.8

     
     

    18

    16,260

    9.2

    1,359

    0.8

    CMX SILVER

    U.S.

    5

    6,153

    3.1

    36,527

    18.3

    199,197

    NON U.S.

    21

    7,501

    3.8

    42,223

    21.2

     
     

    26

    13,654

    6.9

    78,750

    39.5

    CMX COPPER-GRADE #1

    U.S.

    4

    6,997

    3.4

    107

    0.1

    203,453

    NON U.S.

    11

    12,769

    6.3

    1,639

    0.8

     
     

    15

    19,766

    9.7

    1,746

    0.9

    CMX GOLD

    U.S.

    5

    8,903

    1.5

    99,083

    16.8

    590,656

    NON U.S.

    29

    20,889

    3.5

    99,933

    16.9

     
     

    34

    29,792

    5.0

    199,016

    33.7

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    9,345

    5.8

    162,430

    NON U.S.

     

    43,983

    27.1

    21,653

    13.3

     
     

    6

    43,983

    27.1

    30,998

    19.1

    CME BRITISH POUND STERLING

    U.S.

     

    9,362

    3.7

    5,304

    2.1

    255,953

    NON U.S.

     

    9,765

    3.8

    5,109

    2.0

     
     

    7

    19,127

    7.5

    10,413

    4.1

    CME JAPANESE YEN

    U.S.

     

    1,141

    0.7

    38,540

    24.2

    159,342

    NON U.S.

     

    3,695

    2.3

    974

    0.6

     
     

    7

    4,836

    3.0

    39,514

    24.8

    CME EURO FX

    U.S.

     

    18,397

    4.9

    9,305

    2.5

    375,985

    NON U.S.

     

    31,191

    8.3

    2,305

    0.6

     
     

    18

    49,588

    13.2

    11,610

    3.1

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    11,337

    2.8

    3,962

    1.0

    401,094

    NON U.S.

    9

    12,548

    3.1

    1,875

    0.5

     
     

    13

    23,885

    6.0

    5,837

    1.5

    NYME RBOB CALENDAR SWAP

    U.S.

     

    2,105

    16.9

    5

    0.0

    12,452

    NON U.S.

     

    96

    0.8

    302

    2.4

     
     

    5

    2,201

    17.7

    307

    2.5

    E VIX FUTURES

    U.S.

     

    0

    0.0

    2,124

    0.4

    547,744

    NON U.S.

     

    116,126

    21.2

    7,517

    1.4

     
     

    5

    116,126

    21.2

    9,641

    1.8

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

     

    419

    0.3

    1,208

    0.8

    148,052

    NON U.S.

     

    2,316

    1.6

    4,087

    2.8

     
     

    8

    2,735

    1.8

    5,295

    3.6

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,385,518

    21.2

    984,932

    8.7

    11,262,012

    NON U.S.

    38

    772,257

    6.9

    612,498

    5.4

     
     

    46

    3,157,775

    28.0

    1,597,430

    14.2

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    5

    13,585

    0.4

    34,781

    1.1

    3,151,038

    NON U.S.

    22

    132,970

    4.2

    68,442

    2.2

     
     

    27

    146,555

    4.7

    103,223

    3.3

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

    4

    135

    0.0

    24,937

    8.1

    309,012

    NON U.S.

    10

    6,520

    2.1

    3,665

    1.2

     
     

    14

    6,655

    2.2

    28,602

    9.3

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    1,084

    0.3

    8,859

    2.6

    338,817

    NON U.S.

    6

    3,812

    1.1

    2,150

    0.6

     
     

    10

    4,896

    1.4

    11,009

    3.2

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    0

    0.0

    844

    1.1

    78,225

    NON U.S.

     

    2,062

    2.6

    2,922

    3.7

     
     

    8

    2,062

    2.6

    3,766

    4.8

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    187

    0.1

    0

    0.0

    229,097

    NON U.S.

     

    5,660

    2.5

    152

    0.1

     
     

    6

    5,847

    2.6

    152

    0.1

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

    5

    1,756

    0.2

    424

    0.0

    945,639

    NON U.S.

    11

    15,206

    1.6

    35,215

    3.7

     
     

    16

    16,962

    1.8

    35,639

    3.8

    NYME GULF COAST JET FUEL CAL SWAP

    U.S.

     

    198

    18.7

    288

    27.1

    1,061

    NON U.S.

     

    199

    18.8

    404

    38.1

     
     

    5

    397

    37.4

    692

    65.2

    CME EURO FX/BRITISH POUND XRATE

    U.S.

     

    0

    0.0

    6,122

    19.3

    31,703

    NON U.S.

     

    1,391

    4.4

    335

    1.1

     
     

    6

    1,391

    4.4

    6,457

    20.4

    NYME GULF JET NY HEAT OIL SPR SWAP

    U.S.

     

    5,908

    16.5

    0

    0.0

    35,716

    NON U.S.

     

    3,098

    8.7

    0

    0.0

     
     

    5

    9,006

    25.2

    0

    0.0

    NYME 3.5% FUEL OIL RDAM CRACK SPR

    U.S.

     

    1,950

    9.6

    1,634

    8.0

    20,389

    NON U.S.

     

    1,738

    8.5

    430

    2.1

     
     

    6

    3,688

    18.1

    2,064

    10.1

    NYME Heating Oil/Brent Crack Sprd

    U.S.

     

    900

    6.5

    550

    4.0

    13,799

    NON U.S.

     

    228

    1.7

    90

    0.7

     
     

    5

    1,128

    8.2

    640

    4.6

    NYME HEAT OIL CRACK SPRD CAL SWAP

    U.S.

     

    1,315

    10.3

    1,460

    11.5

    12,732

    NON U.S.

     

    3,332

    26.2

    0

    0.0

     
     

    6

    4,647

    36.5

    1,460

    11.5