December Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 12/5/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

6,414

1.3

4,403

0.9

495,710

NON U.S.

 

31,595

6.4

2,888

0.6

 
 

16

38,009

7.7

7,291

1.5

CBT WHEAT-HRW

U.S.

 

3,794

1.2

1,764

0.6

312,714

NON U.S.

 

11,192

3.6

591

0.2

 
 

8

14,986

4.8

2,355

0.8

CBT CORN

U.S.

4

15,268

1.0

30,338

2.0

1,484,205

NON U.S.

12

67,028

4.5

3,439

0.2

 
 

16

82,296

5.5

33,777

2.3

CBT SOYBEANS

U.S.

 

8,328

1.1

3,150

0.4

769,361

NON U.S.

 

24,643

3.2

8,059

1.0

 
 

12

32,971

4.3

11,209

1.5

CBT SOYBEAN OIL

U.S.

 

11,208

2.4

6,894

1.5

475,387

NON U.S.

 

23,646

5.0

0

0.0

 
 

9

34,854

7.3

6,894

1.5

CBT U.S. TREASURY BONDS

U.S.

5

4,036

0.5

3,866

0.5

784,646

NON U.S.

7

3,131

0.4

2,190

0.3

 
 

12

7,167

0.9

6,056

0.8

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

4

11,352

2.7

3,644

0.9

421,613

NON U.S.

5

13,730

3.3

359

0.1

 
 

9

25,082

5.9

4,003

0.9

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

20,852

0.4

1,561,240

30.9

5,045,932

NON U.S.

7

69,947

1.4

671,931

13.3

 
 

11

90,799

1.8

2,233,171

44.3

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

20,298

7.4

12,558

4.6

274,177

NON U.S.

 

17,344

6.3

180

0.1

 
 

8

37,642

13.7

12,738

4.6

IFED NWP ROCKIES FIN BASIS

U.S.

 

365

0.2

30,085

12.4

242,287

NON U.S.

 

4,402

1.8

94,602

39.0

 
 

6

4,767

2.0

124,687

51.5

IFED AECO FIN BASIS

U.S.

 

6,878

0.8

2,905

0.4

817,807

NON U.S.

 

43,390

5.3

608,778

74.4

 
 

8

50,268

6.1

611,683

74.8

IFED CHICAGO FIN BASIS

U.S.

 

22,000

5.3

2,288

0.6

411,505

NON U.S.

 

122

0.0

61,086

14.8

 
 

9

22,122

5.4

63,374

15.4

IFED HSC FIN BASIS

U.S.

 

16,661

4.8

33,709

9.8

344,207

NON U.S.

 

2,702

0.8

29,531

8.6

 
 

7

19,363

5.6

63,240

18.4

IFED WAHA FIN BASIS

U.S.

 

1,255

0.5

50,179

21.1

237,621

NON U.S.

 

0

0.0

14,289

6.0

 
 

5

1,255

0.5

64,468

27.1

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

 

0

0.0

36,357

28.2

128,999

NON U.S.

 

0

0.0

16,020

12.4

 
 

5

0

0.0

52,377

40.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

12,860

2.7

93,719

19.5

481,313

NON U.S.

 

13,561

2.8

5,629

1.2

 
 

6

26,421

5.5

99,348

20.6

IFED EL PASO - PERMIAN BASIN (BASIS)

U.S.

 

8,881

6.1

7,818

5.4

144,566

NON U.S.

 

0

0.0

7,200

5.0

 
 

5

8,881

6.1

15,018

10.4

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

U.S.

 

6,098

8.6

5,344

7.5

71,154

NON U.S.

 

1,096

1.5

12,204

17.2

 
 

5

7,194

10.1

17,548

24.7

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

914

0.6

12,120

7.4

164,454

NON U.S.

 

7,316

4.4

4,991

3.0

 
 

5

8,230

5.0

17,111

10.4

IFED TETCO M2 Basis (Receipts)

U.S.

 

3,350

2.2

55,579

35.9

154,655

NON U.S.

 

1,608

1.0

13,507

8.7

 
 

5

4,958

3.2

69,086

44.7

NYME NATURAL GAS

U.S.

4

41,664

2.7

31,395

2.1

1,516,674

NON U.S.

15

49,370

3.3

64,023

4.2

 
 

19

91,034

6.0

95,418

6.3

NYME HENRY HUB LAST DAY FIN

U.S.

 

5,910

1.5

71,355

17.7

402,818

NON U.S.

 

5,212

1.3

12,885

3.2

 
 

8

11,122

2.8

84,240

20.9

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

10,706

9.8

2,920

2.7

109,146

NON U.S.

 

5,583

5.1

709

0.6

 
 

6

16,289

14.9

3,629

3.3

CBT SOYBEAN MEAL

U.S.

 

9,277

2.1

1,496

0.3

438,273

NON U.S.

 

30,797

7.0

1,579

0.4

 
 

11

40,074

9.1

3,075

0.7

ICUS COTTON NO. 2

U.S.

 

4,602

1.8

632

0.3

249,201

NON U.S.

 

19,039

7.6

3,334

1.3

 
 

13

23,641

9.5

3,966

1.6

NYME HENRY HUB SWAP

U.S.

 

12,204

1.0

390,921

31.9

1,224,225

NON U.S.

 

41,223

3.4

349,633

28.6

 
 

9

53,427

4.4

740,554

60.5

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

24,689

12.4

2,811

1.4

198,696

NON U.S.

 

41,048

20.7

7,295

3.7

 
 

9

65,737

33.1

10,106

5.1

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

4

8,445

0.5

14,481

0.8

1,766,552

NON U.S.

21

14,635

0.8

28,813

1.6

 
 

25

23,080

1.3

43,294

2.5

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

70,684

2.2

11,106

0.3

3,273,707

NON U.S.

23

18,398

0.6

65,785

2.0

 
 

30

89,082

2.7

76,891

2.3

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

20,290

0.7

33,785

1.1

3,072,028

NON U.S.

22

59,939

2.0

70,530

2.3

 
 

27

80,229

2.6

104,315

3.4

CBT 30-DAY FEDERAL FUNDS

U.S.

8

258,957

18.2

246,852

17.4

1,422,163

NON U.S.

18

121,495

8.5

80,457

5.7

 
 

26

380,452

26.8

327,309

23.0

CME LEAN HOGS

U.S.

 

214

0.1

764

0.3

252,848

NON U.S.

 

13,076

5.2

564

0.2

 
 

10

13,290

5.3

1,328

0.5

CME LIVE CATTLE

U.S.

 

588

0.2

699

0.2

361,073

NON U.S.

 

14,800

4.1

0

0.0

 
 

9

15,388

4.3

699

0.2

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

0

0.0

4,423

19.1

23,168

NON U.S.

 

0

0.0

1,877

8.1

 
 

5

0

0.0

6,300

27.2

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,868

1.8

5,884

5.8

101,095

NON U.S.

 

800

0.8

1,582

1.6

 
 

6

2,668

2.6

7,466

7.4

NYME MT BELVIEU ETHANE OPIS

U.S.

 

4,095

7.1

4,734

8.2

57,561

NON U.S.

 

61

0.1

1,329

2.3

 
 

7

4,156

7.2

6,063

10.5

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

367

2.9

1,444

11.6

12,471

NON U.S.

 

102

0.8

731

5.9

 
 

7

469

3.8

2,175

17.4

NYME CONWAY PROPANE (OPIS)

U.S.

 

639

4.1

250

1.6

15,710

NON U.S.

 

0

0.0

3,862

24.6

 
 

6

639

4.1

4,112

26.2

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

16,997

2.8

53,043

8.8

601,513

NON U.S.

 

4,825

0.8

3,100

0.5

 
 

14

21,822

3.6

56,143

9.3

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

407

3.3

1,881

15.5

12,160

NON U.S.

 

1,739

14.3

339

2.8

 
 

8

2,146

17.6

2,220

18.3

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

 

0

0.0

19,205

11.7

164,006

NON U.S.

 

0

0.0

20,584

12.6

 
 

5

0

0.0

39,789

24.3

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

21,052

0.8

295,791

11.6

2,554,224

NON U.S.

 

69,535

2.7

255,468

10.0

 
 

23

90,587

3.5

551,259

21.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

3,341

2.4

6,824

4.9

138,423

NON U.S.

 

17,487

12.6

17,270

12.5

 
 

9

20,828

15.0

24,094

17.4

NYME BRENT CRUDE OIL LAST DAY

U.S.

 

4,939

3.6

1,533

1.1

135,840

NON U.S.

 

106

0.1

551

0.4

 
 

5

5,045

3.7

2,084

1.5

NYME WCS OIL NET ENERGY MONTHLY IND

U.S.

 

120

0.5

555

2.2

24,691

NON U.S.

 

180

0.7

7,596

30.8

 
 

5

300

1.2

8,151

33.0

ICUS COCOA

U.S.

 

2,294

1.0

1,041

0.4

238,986

NON U.S.

 

9,221

3.9

3,827

1.6

 
 

11

11,515

4.8

4,868

2.0

NYME PALLADIUM

U.S.

4

33

0.1

12,375

36.7

33,706

NON U.S.

11

1,030

3.1

4,942

14.7

 
 

15

1,063

3.2

17,317

51.4

NYME PLATINUM

U.S.

5

319

0.4

12,442

15.8

78,993

NON U.S.

18

3,683

4.7

12,168

15.4

 
 

23

4,002

5.1

24,610

31.2

ICUS SUGAR NO. 11

U.S.

 

9,628

1.4

1,439

0.2

707,756

NON U.S.

 

48,992

6.9

5,963

0.8

 
 

11

58,620

8.3

7,402

1.0

ICUS COFFEE C

U.S.

 

1,993

1.0

1,106

0.6

191,144

NON U.S.

 

13,759

7.2

1,158

0.6

 
 

16

15,752

8.2

2,264

1.2

CMX SILVER

U.S.

5

4,223

2.2

30,735

15.9

192,970

NON U.S.

21

6,891

3.6

32,055

16.6

 
 

26

11,114

5.8

62,790

32.5

CMX COPPER-GRADE #1

U.S.

4

5,611

2.2

177

0.1

258,050

NON U.S.

13

12,138

4.7

7,688

3.0

 
 

17

17,749

6.9

7,865

3.0

CMX GOLD

U.S.

5

11,383

2.4

111,680

23.6

472,795

NON U.S.

29

26,973

5.7

84,422

17.9

 
 

34

38,356

8.1

196,102

41.5

CME CANADIAN DOLLAR

U.S.

 

813

0.6

4,511

3.1

147,099

NON U.S.

 

2,306

1.6

7,292

5.0

 
 

5

3,119

2.1

11,803

8.0

CME MEXICAN PESO

U.S.

 

713

0.4

0

0.0

179,296

NON U.S.

 

6,424

3.6

53,752

30.0

 
 

5

7,137

4.0

53,752

30.0

CME BRITISH POUND STERLING

U.S.

 

16,953

8.4

5,357

2.6

202,693

NON U.S.

 

2,501

1.2

1,595

0.8

 
 

5

19,454

9.6

6,952

3.4

CME JAPANESE YEN

U.S.

 

30,382

12.8

6,497

2.7

238,077

NON U.S.

 

4,166

1.7

2,865

1.2

 
 

5

34,548

14.5

9,362

3.9

CME EURO FX

U.S.

 

1,455

0.3

52,759

10.6

499,124

NON U.S.

 

25,201

5.0

24,645

4.9

 
 

20

26,656

5.3

77,404

15.5

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

5,140

1.2

8,731

2.1

411,955

NON U.S.

11

11,635

2.8

1,115

0.3

 
 

15

16,775

4.1

9,846

2.4

E VIX FUTURES

U.S.

 

1,068

0.2

0

0.0

622,772

NON U.S.

 

49,423

7.9

2,665

0.4

 
 

10

50,491

8.1

2,665

0.4

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

5

3,712

2.4

2,570

1.6

156,912

NON U.S.

4

218

0.1

23,989

15.3

 
 

9

3,930

2.5

26,559

16.9

CME 3-MONTH EURODOLLARS

U.S.

8

2,566,640

18.1

827,480

5.8

14,188,185

NON U.S.

30

739,625

5.2

491,256

3.5

 
 

38

3,306,265

23.3

1,318,736

9.3

CME E-MINI S&P 500 STOCK INDEX

U.S.

7

21,269

0.6

117,494

3.3

3,513,444

NON U.S.

26

70,339

2.0

201,890

5.7

 
 

33

91,608

2.6

319,384

9.1

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

7,227

2.4

5,067

1.7

304,281

NON U.S.

12

6,501

2.1

10,630

3.5

 
 

16

13,728

4.5

15,697

5.2

CME AUSTRALIAN DOLLAR

U.S.

 

7,580

5.4

1,445

1.0

139,427

NON U.S.

 

4,119

3.0

969

0.7

 
 

5

11,699

8.4

2,414

1.7

CME E-MINI RUSSELL 2000 INDEX

U.S.

5

668

0.1

16,137

2.7

592,595

NON U.S.

11

5,677

1.0

6,164

1.0

 
 

16

6,345

1.1

22,301

3.8

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

986

1.4

624

0.9

68,535

NON U.S.

4

9,635

14.1

1,135

1.7

 
 

8

10,621

15.5

1,759

2.6

ICUS MSCI EAFE MINI INDEX

U.S.

 

1,333

0.5

640

0.2

293,335

NON U.S.

 

1,334

0.5

16,286

5.6

 
 

7

2,667

0.9

16,926

5.8

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

 

2

0.000

4,249

0.4

1,026,039

NON U.S.

 

13,307

1.3

42,551

4.1

 
 

17

13,309

1.3

46,800

4.6