December Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 12/6/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

10,190

2.3

10,502

2.4

436,214

NON U.S.

11

21,699

5.0

2,291

0.5

 
 

15

31,889

7.3

12,793

2.9

CBT WHEAT-HRW

U.S.

 

8,320

3.3

7,616

3.0

255,892

NON U.S.

 

4,993

2.0

0

0.0

 
 

6

13,313

5.2

7,616

3.0

CBT CORN

U.S.

4

34,323

2.8

7,693

0.6

1,221,274

NON U.S.

11

64,618

5.3

3,495

0.3

 
 

15

98,941

8.1

11,188

0.9

CBT SOYBEANS

U.S.

4

19,200

2.6

4,447

0.6

736,998

NON U.S.

11

33,306

4.5

1,907

0.3

 
 

15

52,506

7.1

6,354

0.9

CBT SOYBEAN OIL

U.S.

 

11,681

2.7

2,688

0.6

434,653

NON U.S.

 

17,209

4.0

1,827

0.4

 
 

10

28,890

6.6

4,515

1.0

CBT U.S. TREASURY BONDS

U.S.

 

3,526

0.6

869

0.2

575,948

NON U.S.

 

3,165

0.5

670

0.1

 
 

8

6,691

1.2

1,539

0.3

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,258

4.2

695

1.3

53,373

NON U.S.

 

878

1.6

672

1.3

 
 

5

3,136

5.9

1,367

2.6

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

16,325

4.0

1,162

0.3

410,034

NON U.S.

5

17,735

4.3

199

0.0

 
 

9

34,060

8.3

1,361

0.3

NYME GULF COAST ULSD SWAP

U.S.

 

0

0.0

683

18.0

3,784

NON U.S.

 

180

4.8

712

18.8

 
 

5

180

4.8

1,395

36.9

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

1,367

3.0

329

0.7

45,855

NON U.S.

 

4,102

8.9

63

0.1

 
 

8

5,469

11.9

392

0.9

NYME EIA FLAT TAX ON HIGHWAY DIESEL

U.S.

 

809

20.1

0

0.0

4,023

NON U.S.

 

616

15.3

96

2.4

 
 

5

1,425

35.4

96

2.4

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

20,717

0.4

1,283,616

26.3

4,889,458

NON U.S.

8

34,876

0.7

717,797

14.7

 
 

12

55,593

1.1

2,001,413

40.9

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

18,519

8.6

14,981

7.0

214,638

NON U.S.

 

21,441

10.0

1,108

0.5

 
 

8

39,960

18.6

16,089

7.5

IFED NWP ROCKIES FIN BASIS

U.S.

 

606

0.4

28,749

19.7

146,200

NON U.S.

 

2,207

1.5

24,407

16.7

 
 

6

2,813

1.9

53,156

36.4

IFED AECO FIN BASIS

U.S.

 

18,338

2.1

2,794

0.3

867,002

NON U.S.

 

25,788

3.0

584,999

67.5

 
 

9

44,126

5.1

587,793

67.8

IFED CHICAGO FIN BASIS

U.S.

 

11,770

3.3

15,272

4.2

359,477

NON U.S.

 

305

0.1

63,117

17.6

 
 

9

12,075

3.4

78,389

21.8

IFED HSC FIN BASIS

U.S.

 

19,632

7.4

31,801

12.0

265,583

NON U.S.

 

5,031

1.9

16,659

6.3

 
 

7

24,663

9.3

48,460

18.2

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

U.S.

 

23,839

15.7

5,636

3.7

152,296

NON U.S.

 

214

0.1

7,578

5.0

 
 

5

24,053

15.8

13,214

8.7

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

1,094

0.3

75,860

18.0

422,055

NON U.S.

 

13,638

3.2

9,337

2.2

 
 

5

14,732

3.5

85,197

20.2

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

7,887

8.5

720

0.8

93,264

NON U.S.

 

6,636

7.1

0

0.0

 
 

5

14,523

15.6

720

0.8

NYME NATURAL GAS

U.S.

4

42,480

3.5

41,795

3.5

1,200,726

NON U.S.

10

45,361

3.8

37,340

3.1

 
 

14

87,841

7.3

79,135

6.6

NYME PERMIAN BASIS SWAP

U.S.

 

642

3.1

1,604

7.8

20,476

NON U.S.

 

1,975

9.6

3,278

16.0

 
 

5

2,617

12.8

4,882

23.8

NYME NGPL TEXOK BASIS SWAP

U.S.

 

1,888

4.7

2,523

6.3

39,946

NON U.S.

 

90

0.2

3,650

9.1

 
 

5

1,978

5.0

6,173

15.5

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

 

2,140

10.8

856

4.3

19,863

NON U.S.

 

4,676

23.5

7,869

39.6

 
 

5

6,816

34.3

8,725

43.9

NYME HENRY HUB LAST DAY FIN

U.S.

 

10,360

3.4

41,274

13.5

306,524

NON U.S.

 

14,329

4.7

22,012

7.2

 
 

7

24,689

8.1

63,286

20.6

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

16,431

14.9

1,652

1.5

110,584

NON U.S.

 

12,991

11.7

2,395

2.2

 
 

7

29,422

26.6

4,047

3.7

CBT SOYBEAN MEAL

U.S.

 

7,003

2.0

1,684

0.5

358,330

NON U.S.

 

31,269

8.7

62

0.0

 
 

12

38,272

10.7

1,746

0.5

ICUS COTTON NO. 2

U.S.

 

5,987

2.4

655

0.3

251,402

NON U.S.

 

15,494

6.2

2,053

0.8

 
 

14

21,481

8.5

2,708

1.1

NYME HENRY HUB BASIS SWAP

U.S.

 

0

0.0

4,200

9.9

42,448

NON U.S.

 

0

0.0

2,676

6.3

 
 

5

0

0.0

6,876

16.2

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

21.3

7,068

29.5

23,945

NON U.S.

 

2,100

8.8

360

1.5

 
 

5

7,210

30.1

7,428

31.0

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,791

5.1

3,672

5.0

73,945

NON U.S.

 

6,326

8.6

53,224

72.0

 
 

6

10,117

13.7

56,896

76.9

NYME PANHANDLE BASIS SWAP

U.S.

 

7,221

18.1

0

0.0

39,816

NON U.S.

 

2,460

6.2

9,514

23.9

 
 

5

9,681

24.3

9,514

23.9

NYME SAN JUAN BASIS SWAP

U.S.

 

8,617

21.9

2,190

5.6

39,271

NON U.S.

 

997

2.5

8,529

21.7

 
 

5

9,614

24.5

10,719

27.3

NYME HENRY HUB SWAP

U.S.

 

14,317

1.0

338,963

24.9

1,364,018

NON U.S.

 

47,787

3.5

447,569

32.8

 
 

10

62,104

4.6

786,532

57.7

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

19,324

6.5

11,591

3.9

297,504

NON U.S.

 

80,669

27.1

5,246

1.8

 
 

10

99,993

33.6

16,837

5.7

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

4

7,941

0.7

6,568

0.6

1,162,331

NON U.S.

14

8,001

0.7

21,607

1.9

 
 

18

15,942

1.4

28,175

2.4

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

45,171

1.5

35,318

1.2

2,973,876

NON U.S.

26

12,274

0.4

143,283

4.8

 
 

33

57,445

1.9

178,601

6.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

14,206

0.5

21,923

0.8

2,844,573

NON U.S.

17

39,986

1.4

69,701

2.5

 
 

22

54,192

1.9

91,624

3.2

CBT 30-DAY FEDERAL FUNDS

U.S.

7

131,758

14.9

107,865

12.2

885,668

NON U.S.

20

78,549

8.9

49,643

5.6

 
 

27

210,307

23.7

157,508

17.8

CME LEAN HOGS

U.S.

 

3,275

1.6

1,000

0.5

210,283

NON U.S.

 

11,881

5.7

453

0.2

 
 

10

15,156

7.2

1,453

0.7

CME LIVE CATTLE

U.S.

 

3,474

1.2

746

0.3

283,740

NON U.S.

 

10,984

3.9

356

0.1

 
 

10

14,458

5.1

1,102

0.4

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,340

1.0

14,048

10.3

136,758

NON U.S.

 

448

0.3

2,680

2.0

 
 

7

1,788

1.3

16,728

12.2

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,483

2.4

3,656

3.6

102,842

NON U.S.

 

1,621

1.6

6,159

6.0

 
 

7

4,104

4.0

9,815

9.5

NYME MT BELV NORM BUTANE OPIS

U.S.

 

59

0.2

1,576

4.7

33,182

NON U.S.

 

10

0.0

1,062

3.2

 
 

5

69

0.2

2,638

8.0

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

55

0.3

930

5.8

16,050

NON U.S.

 

5,961

37.1

0

0.0

 
 

5

6,016

37.5

930

5.8

NYME CONWAY PROPANE (OPIS)

U.S.

 

141

0.9

269

1.6

16,385

NON U.S.

 

320

2.0

2,708

16.5

 
 

5

461

2.8

2,977

18.2

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

22,859

4.1

50,597

9.0

562,296

NON U.S.

 

3,749

0.7

2,475

0.4

 
 

15

26,608

4.7

53,072

9.4

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

627

11.4

852

15.4

5,524

NON U.S.

 

104

1.9

125

2.3

 
 

9

731

13.2

977

17.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

54,697

2.6

131,779

6.3

2,098,290

NON U.S.

19

73,680

3.5

170,378

8.1

 
 

23

128,377

6.1

302,157

14.4

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

604

0.5

14,976

13.1

114,161

NON U.S.

 

10,150

8.9

22,085

19.3

 
 

9

10,754

9.4

37,061

32.5

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

0

0.0

5,792

12.2

47,540

NON U.S.

 

3,045

6.4

1,230

2.6

 
 

6

3,045

6.4

7,022

14.8

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,217

9.7

523

4.2

12,599

NON U.S.

 

1,067

8.5

1,628

12.9

 
 

8

2,284

18.1

2,151

17.1

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

180

1.6

660

6.0

10,955

NON U.S.

 

715

6.5

1,427

13.0

 
 

6

895

8.2

2,087

19.1

ICUS COCOA

U.S.

 

4,333

1.7

5,482

2.2

253,550

NON U.S.

 

7,033

2.8

1,736

0.7

 
 

10

11,366

4.5

7,218

2.8

NYME PALLADIUM

U.S.

4

458

1.7

5,046

18.3

27,640

NON U.S.

14

1,052

3.8

5,887

21.3

 
 

18

1,510

5.5

10,933

39.6

NYME PLATINUM

U.S.

5

0

0.0

9,509

14.1

67,342

NON U.S.

18

2,597

3.9

9,286

13.8

 
 

23

2,597

3.9

18,795

27.9

ICUS SUGAR NO. 11

U.S.

 

15,597

1.9

2,462

0.3

835,875

NON U.S.

 

38,667

4.6

18,210

2.2

 
 

14

54,264

6.5

20,672

2.5

ICUS COFFEE C

U.S.

4

6,376

3.4

469

0.3

185,690

NON U.S.

13

8,490

4.6

3,949

2.1

 
 

17

14,866

8.0

4,418

2.4

CMX SILVER

U.S.

5

6,771

4.2

27,671

17.4

159,337

NON U.S.

21

7,792

4.9

35,811

22.5

 
 

26

14,563

9.1

63,482

39.8

CMX COPPER-GRADE #1

U.S.

4

7,588

3.2

3

0.00

236,290

NON U.S.

13

13,232

5.6

2,257

1.0

 
 

17

20,820

8.8

2,260

1.0

CMX GOLD

U.S.

5

10,429

2.7

51,990

13.2

393,524

NON U.S.

27

19,753

5.0

57,831

14.7

 
 

32

30,182

7.7

109,821

27.9

CME SWISS FRANC

U.S.

 

18,207

27.8

0

0.0

65,455

NON U.S.

 

1,636

2.5

829

1.3

 
 

5

19,843

30.3

829

1.3

CME MEXICAN PESO

U.S.

 

0

0.0

4,415

2.9

151,640

NON U.S.

 

48,856

32.2

0

0.0

 
 

5

48,856

32.2

4,415

2.9

CME BRITISH POUND STERLING

U.S.

 

8,613

3.5

2,727

1.1

243,671

NON U.S.

 

8,220

3.4

447

0.2

 
 

7

16,833

6.9

3,174

1.3

CME JAPANESE YEN

U.S.

 

12,174

5.2

27,797

11.8

235,915

NON U.S.

 

10,469

4.4

1,970

0.8

 
 

8

22,643

9.6

29,767

12.6

CME EURO FX

U.S.

 

8,339

1.9

90

0.0

433,237

NON U.S.

 

21,409

4.9

4,199

1.0

 
 

15

29,748

6.9

4,289

1.0

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,116

2.1

5,496

1.4

387,760

NON U.S.

8

12,377

3.2

1,273

0.3

 
 

12

20,493

5.3

6,769

1.7

E VIX FUTURES

U.S.

 

335

0.1

2,955

0.7

431,627

NON U.S.

 

63,964

14.8

2,198

0.5

 
 

7

64,299

14.9

5,153

1.2

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

 

438

0.3

2,462

1.7

142,266

NON U.S.

 

3,767

2.6

5,555

3.9

 
 

11

4,205

3.0

8,017

5.6

CME 3-MONTH EURODOLLARS

U.S.

8

2,916,211

22.9

956,252

7.5

12,748,555

NON U.S.

35

733,173

5.8

644,198

5.1

 
 

43

3,649,384

28.6

1,600,450

12.6

CME S&P 500 STOCK INDEX

U.S.

 

2,413

2.6

0

0.0

92,138

NON U.S.

 

1,204

1.3

2,463

2.7

 
 

5

3,617

3.9

2,463

2.7

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

8,333

0.3

110,090

3.6

3,051,926

NON U.S.

16

79,353

2.6

57,014

1.9

 
 

21

87,686

2.9

167,104

5.5

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

715

0.3

2,522

1.0

254,185

NON U.S.

 

4,945

1.9

7,308

2.9

 
 

12

5,660

2.2

9,830

3.9

CME AUSTRALIAN DOLLAR

U.S.

 

400

0.5

2,879

3.4

84,900

NON U.S.

 

4,302

5.1

519

0.6

 
 

5

4,702

5.5

3,398

4.0

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

6

2,055

0.3

10,507

1.5

691,904

NON U.S.

9

2,055

0.3

7,761

1.1

 
 

15

4,110

0.6

18,268

2.6

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

381

0.4

1,095

1.2

88,361

NON U.S.

 

2,138

2.4

4,820

5.5

 
 

6

2,519

2.9

5,915

6.7

ICUS MSCI EAFE MINI INDEX

U.S.

 

885

0.4

245

0.1

221,754

NON U.S.

 

6,669

3.0

4,110

1.9

 
 

7

7,554

3.4

4,355

2.0

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

1,914

0.2

424

0.1

834,985

NON U.S.

13

14,212

1.7

39,515

4.7

 
 

17

16,126

1.9

39,939

4.8

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

4,592

14.4

0

0.0

31,939

NON U.S.

 

2,869

9.0

0

0.0

 
 

5

7,461

23.4

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

2,077

11.5

1,320

7.3

18,036

NON U.S.

 

1,964

10.9

324

1.8

 
 

6

4,041

22.4

1,644

9.1

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,195

10.6

1,480

13.1

11,278

NON U.S.

 

2,111

18.7

300

2.7

 
 

6

3,306

29.3

1,780

15.8

NYME EUROBOB OXY NWE CRK SPR

U.S.

 

550

2.6

805

3.9

20,815

NON U.S.

 

270

1.3

128

0.6

 
 

5

820

3.9

933

4.5