Font Size: AAA // Print // Bookmark

September Bank Participation Report Futures

  • IN CONTRACTS

     

    REPORT DATE: 9/5/2017

    COMMODITY

    BANK TYPE

    BANK COUNT

    LONG FUTURES

    %

    SHORT FUTURES

    %

    OPEN INTEREST

    CBT WHEAT-SRW

    U.S.

     

    9,205

    2.1

    5,122

    1.2

    438,652

    NON U.S.

     

    27,072

    6.2

    3,190

    0.7

     
     

    15

    36,277

    8.3

    8,312

    1.9

    CBT WHEAT-HRW

    U.S.

     

    7,188

    2.6

    3,747

    1.4

    272,800

    NON U.S.

     

    10,978

    4.0

    1,299

    0.5

     
     

    9

    18,166

    6.7

    5,046

    1.8

    CBT CORN

    U.S.

     

    21,299

    1.6

    24,020

    1.8

    1,337,632

    NON U.S.

     

    70,487

    5.3

    4,564

    0.3

     
     

    14

    91,786

    6.9

    28,584

    2.1

    CBT SOYBEANS

    U.S.

     

    7,317

    1.1

    9,607

    1.4

    663,179

    NON U.S.

     

    25,776

    3.9

    6,592

    1.0

     
     

    13

    33,093

    5.0

    16,199

    2.4

    CBT SOYBEAN OIL

    U.S.

     

    10,476

    2.4

    4,552

    1.1

    430,341

    NON U.S.

     

    25,320

    5.9

    0

    0.0

     
     

    9

    35,796

    8.3

    4,552

    1.1

    CBT U.S. TREASURY BONDS

    U.S.

     

    2,765

    0.4

    3,053

    0.4

    753,180

    NON U.S.

     

    350

    0.0

    1,096

    0.1

     
     

    7

    3,115

    0.4

    4,149

    0.6

    NYME #2 HEATING OIL, NY HARBOR-ULSD

    U.S.

     

    18,827

    4.6

    6,578

    1.6

    413,259

    NON U.S.

     

    15,391

    3.7

    28

    0.00

     
     

    8

    34,218

    8.3

    6,606

    1.6

    IFED NATURAL GAS ICE HENRY HUB

    U.S.

    4

    18,344

    0.4

    1,655,908

    31.7

    5,223,698

    NON U.S.

    7

    58,848

    1.1

    724,252

    13.9

     
     

    11

    77,192

    1.5

    2,380,160

    45.6

    IFED NATURAL GAS PENULTIMATE ICE

    U.S.

     

    16,482

    5.8

    12,498

    4.4

    282,787

    NON U.S.

     

    17,936

    6.3

    429

    0.2

     
     

    8

    34,418

    12.2

    12,927

    4.6

    IFED NWP ROCKIES FIN BASIS

    U.S.

     

    1,282

    0.5

    27,145

    10.7

    253,606

    NON U.S.

     

    2,782

    1.1

    101,877

    40.2

     
     

    7

    4,064

    1.6

    129,022

    50.9

    IFED AECO FIN BASIS

    U.S.

     

    10,061

    1.1

    2,629

    0.3

    910,673

    NON U.S.

     

    63,847

    7.0

    602,954

    66.2

     
     

    9

    73,908

    8.1

    605,583

    66.5

    IFED CHICAGO FIN BASIS

    U.S.

     

    20,506

    5.0

    5,149

    1.3

    407,247

    NON U.S.

     

    151

    0.0

    52,783

    13.0

     
     

    9

    20,657

    5.1

    57,932

    14.2

    IFED HSC FIN BASIS

    U.S.

     

    17,280

    4.3

    46,423

    11.5

    403,036

    NON U.S.

     

    2,909

    0.7

    19,072

    4.7

     
     

    7

    20,189

    5.0

    65,495

    16.3

    IFED WAHA FIN BASIS

    U.S.

     

    669

    0.3

    50,944

    22.5

    226,219

    NON U.S.

     

    61

    0.0

    20,737

    9.2

     
     

    5

    730

    0.3

    71,681

    31.7

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

    U.S.

     

    20,770

    12.7

    17,369

    10.6

    163,975

    NON U.S.

     

    304

    0.2

    6,605

    4.0

     
     

    5

    21,074

    12.9

    23,974

    14.6

    IFED DOMINION - SOUTH POINT (BASIS)

    U.S.

     

    9,307

    1.6

    119,268

    20.5

    580,967

    NON U.S.

     

    5,253

    0.9

    11,454

    2.0

     
     

    7

    14,560

    2.5

    130,722

    22.5

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

    U.S.

     

    5,860

    7.7

    10,015

    13.2

    76,062

    NON U.S.

     

    2,521

    3.3

    4,470

    5.9

     
     

    5

    8,381

    11.0

    14,485

    19.0

    IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS)

    U.S.

     

    4,213

    3.4

    0

    0.0

    125,245

    NON U.S.

     

    9,923

    7.9

    3,540

    2.8

     
     

    5

    14,136

    11.3

    3,540

    2.8

    IFED PANHANDLE EASTERN- POOL GAS (BASIS)

    U.S.

     

    1,432

    0.9

    10,365

    6.4

    161,055

    NON U.S.

     

    7,433

    4.6

    4,123

    2.6

     
     

    5

    8,865

    5.5

    14,488

    9.0

    IFED TRANSCO ZONE 6 BASIS

    U.S.

     

    0

    0.0

    11,102

    10.1

    109,701

    NON U.S.

     

    0

    0.0

    3,282

    3.0

     
     

    5

    0

    0.0

    14,384

    13.1

    IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

    U.S.

     

    5,898

    6.9

    4,129

    4.9

    85,081

    NON U.S.

     

    8,987

    10.6

    122

    0.1

     
     

    5

    14,885

    17.5

    4,251

    5.0

    IFED TETCO M2 Basis (Receipts)

    U.S.

     

    1,100

    0.8

    48,355

    37.3

    129,704

    NON U.S.

     

    2,608

    2.0

    3,894

    3.0

     
     

    5

    3,708

    2.9

    52,249

    40.3

    NYME NATURAL GAS

    U.S.

    4

    41,091

    3.2

    42,239

    3.2

    1,303,527

    NON U.S.

    13

    44,213

    3.4

    54,068

    4.1

     
     

    17

    85,304

    6.5

    96,307

    7.4

    NYME HENRY HUB LAST DAY FIN

    U.S.

     

    5,794

    1.6

    75,215

    20.2

    371,784

    NON U.S.

     

    6,115

    1.6

    10,767

    2.9

     
     

    7

    11,909

    3.2

    85,982

    23.1

    NYME HENRY HUB PENULTIMATE FIN

    U.S.

     

    16,070

    14.0

    2,168

    1.9

    114,663

    NON U.S.

     

    9,234

    8.1

    508

    0.4

     
     

    7

    25,304

    22.1

    2,676

    2.3

    CBT SOYBEAN MEAL

    U.S.

     

    3,729

    1.0

    6,345

    1.6

    390,740

    NON U.S.

     

    28,699

    7.3

    1,582

    0.4

     
     

    10

    32,428

    8.3

    7,927

    2.0

    ICUS COTTON NO. 2

    U.S.

     

    3,823

    1.6

    49

    0.0

    234,800

    NON U.S.

     

    26,337

    11.2

    934

    0.4

     
     

    13

    30,160

    12.8

    983

    0.4

    NYME HENRY HUB SWAP

    U.S.

     

    14,857

    1.2

    418,309

    34.4

    1,215,314

    NON U.S.

     

    38,422

    3.2

    328,898

    27.1

     
     

    10

    53,279

    4.4

    747,207

    61.5

    NYME HENRY HUB PENULTIMATE GAS SWAP

    U.S.

     

    33,337

    14.8

    2,521

    1.1

    224,507

    NON U.S.

     

    52,022

    23.2

    7,232

    3.2

     
     

    9

    85,359

    38.0

    9,753

    4.3

    CBT 2-YEAR U.S. TREASURY NOTES

    U.S.

    5

    604

    0.0

    20,545

    1.4

    1,490,582

    NON U.S.

    20

    12,944

    0.9

    42,405

    2.8

     
     

    25

    13,548

    0.9

    62,950

    4.2

    CBT 10-YEAR U.S. TREASURY NOTES

    U.S.

    8

    90,905

    2.7

    50,761

    1.5

    3,403,957

    NON U.S.

    27

    11,964

    0.4

    103,463

    3.0

     
     

    35

    102,869

    3.0

    154,224

    4.5

    CBT 5-YEAR U.S. TREASURY NOTES

    U.S.

    5

    29,760

    0.9

    14,690

    0.5

    3,225,663

    NON U.S.

    21

    35,834

    1.1

    81,890

    2.5

     
     

    26

    65,594

    2.0

    96,580

    3.0

    CBT 30-DAY FEDERAL FUNDS

    U.S.

    8

    307,126

    18.1

    177,197

    10.5

    1,693,063

    NON U.S.

    25

    83,762

    4.9

    150,637

    8.9

     
     

    33

    390,888

    23.1

    327,834

    19.4

    CME LEAN HOGS

    U.S.

     

    1,648

    0.7

    813

    0.3

    246,850

    NON U.S.

     

    17,098

    6.9

    9

    0.00

     
     

    10

    18,746

    7.6

    822

    0.3

    CME LIVE CATTLE

    U.S.

     

    1,357

    0.4

    318

    0.1

    315,133

    NON U.S.

     

    13,963

    4.4

    3

    0.000

     
     

    9

    15,320

    4.9

    321

    0.1

    NYME PROPANE NON-LDH MT BEL SWAP

    U.S.

     

    0

    0.0

    3,047

    16.3

    18,650

    NON U.S.

     

    0

    0.0

    1,578

    8.5

     
     

    5

    0

    0.0

    4,625

    24.8

    NYME MT BELVIEU LDH PROPANE (OPIS)

    U.S.

     

    2,756

    2.5

    9,429

    8.5

    111,545

    NON U.S.

     

    162

    0.1

    1,353

    1.2

     
     

    6

    2,918

    2.6

    10,782

    9.7

    NYME MT BELVIEU ETHANE OPIS

    U.S.

     

    3,407

    4.7

    5,451

    7.5

    72,798

    NON U.S.

     

    244

    0.3

    2,558

    3.5

     
     

    7

    3,651

    5.0

    8,009

    11.0

    NYME MT BELV NAT GASOLINE OPIS SWAP

    U.S.

     

    1,554

    17.8

    1,019

    11.7

    8,708

    NON U.S.

     

    343

    3.9

    325

    3.7

     
     

    6

    1,897

    21.8

    1,344

    15.4

    NYME CONWAY PROPANE (OPIS)

    U.S.

     

    542

    3.6

    618

    4.1

    15,120

    NON U.S.

     

    0

    0.0

    3,072

    20.3

     
     

    6

    542

    3.6

    3,690

    24.4

    ICEU CRUDE OIL, LIGHT SWEET-WTI

    U.S.

     

    16,855

    2.9

    46,861

    8.1

    577,295

    NON U.S.

     

    6,411

    1.1

    2,108

    0.4

     
     

    15

    23,266

    4.0

    48,969

    8.5

    ICEU WTI CRUDE OIL 1ST LINE-LINKED

    U.S.

     

    529

    5.9

    1,122

    12.4

    9,015

    NON U.S.

     

    545

    6.0

    1,006

    11.2

     
     

    8

    1,074

    11.9

    2,128

    23.6

    ICEU ARGUS WTI Mid/WTI TRADE MONTH

    U.S.

     

    0

    0.0

    17,561

    11.2

    156,985

    NON U.S.

     

    0

    0.0

    15,790

    10.1

     
     

    5

    0

    0.0

    33,351

    21.2

    NYME CRUDE OIL, LIGHT SWEET

    U.S.

    4

    38,233

    1.6

    227,602

    9.8

    2,326,586

    NON U.S.

    20

    85,393

    3.7

    168,402

    7.2

     
     

    24

    123,626

    5.3

    396,004

    17.0

    NYME WTI CRUDE OIL CALENDAR SWAP

    U.S.

     

    1,249

    1.1

    7,548

    6.4

    118,863

    NON U.S.

     

    13,644

    11.5

    12,790

    10.8

     
     

    7

    14,893

    12.5

    20,338

    17.1

    ICUS COCOA

    U.S.

     

    1,212

    0.5

    1,349

    0.5

    248,497

    NON U.S.

     

    10,165

    4.1

    5,353

    2.2

     
     

    11

    11,377

    4.6

    6,702

    2.7

    NYME PALLADIUM

    U.S.

    4

    530

    1.5

    11,243

    32.1

    34,977

    NON U.S.

    13

    928

    2.7

    5,757

    16.5

     
     

    17

    1,458

    4.2

    17,000

    48.6

    NYME PLATINUM

    U.S.

    5

    233

    0.3

    15,086

    19.0

    79,308

    NON U.S.

    15

    2,725

    3.4

    15,083

    19.0

     
     

    20

    2,958

    3.7

    30,169

    38.0

    ICUS SUGAR NO. 11

    U.S.

     

    12,006

    1.5

    3,591

    0.4

    824,467

    NON U.S.

     

    48,271

    5.9

    5,526

    0.7

     
     

    13

    60,277

    7.3

    9,117

    1.1

    ICUS COFFEE C

    U.S.

    4

    4,103

    2.0

    1,331

    0.6

    206,646

    NON U.S.

    15

    11,998

    5.8

    3,862

    1.9

     
     

    19

    16,101

    7.8

    5,193

    2.5

    CMX SILVER

    U.S.

    4

    2,609

    1.4

    38,916

    21.2

    183,276

    NON U.S.

    19

    6,273

    3.4

    37,434

    20.4

     
     

    23

    8,882

    4.8

    76,350

    41.7

    CMX COPPER-GRADE #1

    U.S.

    4

    5,815

    1.8

    181

    0.1

    330,702

    NON U.S.

    14

    12,713

    3.8

    7,022

    2.1

     
     

    18

    18,528

    5.6

    7,203

    2.2

    CMX GOLD

    U.S.

    6

    9,512

    1.7

    136,995

    24.2

    566,817

    NON U.S.

    30

    20,032

    3.5

    106,295

    18.8

     
     

    36

    29,544

    5.2

    243,290

    42.9

    CME RUSSIAN RUBLE

    U.S.

     

    0

    0.0

    2,450

    6.1

    40,072

    NON U.S.

     

    2,605

    6.5

    3,454

    8.6

     
     

    5

    2,605

    6.5

    5,904

    14.7

    CME MEXICAN PESO

    U.S.

     

    0

    0.0

    1,177

    0.5

    240,705

    NON U.S.

     

    8,427

    3.5

    59,538

    24.7

     
     

    8

    8,427

    3.5

    60,715

    25.2

    CME BRITISH POUND STERLING

    U.S.

     

    21,290

    9.7

    6,286

    2.9

    219,048

    NON U.S.

     

    6,702

    3.1

    358

    0.2

     
     

    5

    27,992

    12.8

    6,644

    3.0

    CME JAPANESE YEN

    U.S.

     

    30,280

    14.2

    295

    0.1

    213,200

    NON U.S.

     

    8,117

    3.8

    3,771

    1.8

     
     

    6

    38,397

    18.0

    4,066

    1.9

    CME EURO FX

    U.S.

     

    3,135

    0.7

    46,368

    10.0

    464,988

    NON U.S.

     

    33,315

    7.2

    13,183

    2.8

     
     

    18

    36,450

    7.8

    59,551

    12.8

    NYME GASOLINE BLENDSTOCK (RBOB)

    U.S.

    4

    8,187

    2.0

    6,706

    1.6

    416,762

    NON U.S.

    9

    11,710

    2.8

    924

    0.2

     
     

    13

    19,897

    4.8

    7,630

    1.8

    E VIX FUTURES

    U.S.

     

    1,046

    0.2

    9

    0.00

    618,725

    NON U.S.

     

    61,458

    9.9

    8,512

    1.4

     
     

    9

    62,504

    10.1

    8,521

    1.4

    CBT DOW JONES INDUSTRIAL AVG- x $5

    U.S.

    5

    3,231

    2.2

    3,853

    2.6

    149,637

    NON U.S.

    7

    491

    0.3

    10,188

    6.8

     
     

    12

    3,722

    2.5

    14,041

    9.4

    CME 3-MONTH EURODOLLARS

    U.S.

    8

    2,230,926

    15.8

    1,279,134

    9.1

    14,129,650

    NON U.S.

    37

    841,781

    6.0

    647,717

    4.6

     
     

    45

    3,072,707

    21.7

    1,926,851

    13.6

    CME E-MINI S&P 500 STOCK INDEX

    U.S.

    6

    16,784

    0.5

    100,892

    3.0

    3,327,423

    NON U.S.

    22

    81,104

    2.4

    105,975

    3.2

     
     

    28

    97,888

    2.9

    206,867

    6.2

    CME NASDAQ-100 STOCK INDEX (MINI)

    U.S.

     

    7,868

    2.8

    2,402

    0.9

    281,453

    NON U.S.

     

    1,194

    0.4

    14,817

    5.3

     
     

    17

    9,062

    3.2

    17,219

    6.1

    ICUS RUSSELL 2000 MINI INDEX FUTURE

    U.S.

    4

    6,043

    1.1

    13,080

    2.4

    545,269

    NON U.S.

    13

    8,362

    1.5

    7,447

    1.4

     
     

    17

    14,405

    2.6

    20,527

    3.8

    CME NIKKEI STOCK AVERAGE YEN DENOM

    U.S.

     

    94

    0.1

    468

    0.7

    65,043

    NON U.S.

     

    1,930

    3.0

    3,281

    5.0

     
     

    6

    2,024

    3.1

    3,749

    5.8

    ICUS MSCI EAFE MINI INDEX

    U.S.

     

    3,057

    0.9

    372

    0.1

    349,043

    NON U.S.

     

    12,708

    3.6

    18,329

    5.3

     
     

    9

    15,765

    4.5

    18,701

    5.4

    ICUS MSCI EMERGING MKTS MINI INDEX

    U.S.

     

    0

    0.0

    9,581

    0.8

    1,136,874

    NON U.S.

     

    23,093

    2.0

    13,312

    1.2

     
     

    17

    23,093

    2.0

    22,893

    2.0