February Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 2/7/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

8,001

1.7

3,346

0.7

476,111

NON U.S.

 

23,946

5.0

4,686

1.0

 
 

14

31,947

6.7

8,032

1.7

CBT WHEAT-HRW

U.S.

 

6,196

2.6

1,969

0.8

235,143

NON U.S.

 

6,191

2.6

251

0.1

 
 

6

12,387

5.3

2,220

0.9

CBT CORN

U.S.

 

26,787

1.9

6,603

0.5

1,383,789

NON U.S.

 

70,177

5.1

2,204

0.2

 
 

15

96,964

7.0

8,807

0.6

CBT SOYBEANS

U.S.

 

10,727

1.5

2,801

0.4

729,898

NON U.S.

 

34,584

4.7

2,236

0.3

 
 

15

45,311

6.2

5,037

0.7

CBT SOYBEAN OIL

U.S.

 

9,330

2.3

3,364

0.8

397,899

NON U.S.

 

16,102

4.0

19

0.00

 
 

9

25,432

6.4

3,383

0.9

CBT U.S. TREASURY BONDS

U.S.

4

2,896

0.5

1,088

0.2

621,110

NON U.S.

4

2,421

0.4

250

0.0

 
 

8

5,317

0.9

1,338

0.2

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

16,405

3.9

859

0.2

415,983

NON U.S.

6

16,794

4.0

92

0.0

 
 

10

33,199

8.0

951

0.2

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

2,945

7.4

22

0.1

39,965

NON U.S.

 

3,001

7.5

63

0.2

 
 

8

5,946

14.9

85

0.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

14,566

0.3

1,423,215

27.4

5,185,640

NON U.S.

8

37,559

0.7

736,951

14.2

 
 

12

52,125

1.0

2,160,166

41.7

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

16,926

7.3

14,337

6.2

230,703

NON U.S.

 

20,417

8.8

690

0.3

 
 

8

37,343

16.2

15,027

6.5

IFED NWP ROCKIES FIN BASIS

U.S.

 

0

0.0

27,310

20.5

133,453

NON U.S.

 

4,528

3.4

18,856

14.1

 
 

5

4,528

3.4

46,166

34.6

IFED AECO FIN BASIS

U.S.

 

18,039

2.0

2,886

0.3

893,378

NON U.S.

 

29,642

3.3

596,500

66.8

 
 

9

47,681

5.3

599,386

67.1

IFED CHICAGO FIN BASIS

U.S.

 

17,020

4.4

12,324

3.2

385,301

NON U.S.

 

305

0.1

59,409

15.4

 
 

9

17,325

4.5

71,733

18.6

IFED HSC FIN BASIS

U.S.

 

22,797

7.8

33,881

11.6

292,643

NON U.S.

 

4,791

1.6

15,273

5.2

 
 

7

27,588

9.4

49,154

16.8

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

U.S.

 

26,159

15.6

3,076

1.8

167,169

NON U.S.

 

484

0.3

6,734

4.0

 
 

5

26,643

15.9

9,810

5.9

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

3,155

0.7

98,860

20.4

484,445

NON U.S.

 

11,293

2.3

12,391

2.6

 
 

6

14,448

3.0

111,251

23.0

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

U.S.

 

3,135

4.1

8,914

11.6

77,006

NON U.S.

 

4,417

5.7

2,375

3.1

 
 

5

7,552

9.8

11,289

14.7

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

8,405

8.6

1,036

1.1

97,253

NON U.S.

 

8,326

8.6

0

0.0

 
 

5

16,731

17.2

1,036

1.1

NYME NATURAL GAS

U.S.

4

41,872

3.5

31,519

2.6

1,195,477

NON U.S.

12

40,221

3.4

38,209

3.2

 
 

16

82,093

6.9

69,728

5.8

NYME NGPL TEXOK BASIS SWAP

U.S.

 

1,888

5.1

2,110

5.7

37,028

NON U.S.

 

31

0.1

3,178

8.6

 
 

5

1,919

5.2

5,288

14.3

NYME HENRY HUB LAST DAY FIN

U.S.

 

6,200

1.7

67,592

18.5

364,785

NON U.S.

 

12,486

3.4

20,802

5.7

 
 

7

18,686

5.1

88,394

24.2

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

16,141

12.5

880

0.7

128,939

NON U.S.

 

13,195

10.2

1,391

1.1

 
 

7

29,336

22.8

2,271

1.8

CBT SOYBEAN MEAL

U.S.

 

8,013

2.1

2,045

0.5

381,615

NON U.S.

 

32,835

8.6

252

0.1

 
 

12

40,848

10.7

2,297

0.6

ICUS COTTON NO. 2

U.S.

 

5,455

1.9

478

0.2

283,531

NON U.S.

 

15,562

5.5

1,995

0.7

 
 

12

21,017

7.4

2,473

0.9

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

21.8

7,027

30.0

23,401

NON U.S.

 

2,100

9.0

360

1.5

 
 

5

7,210

30.8

7,387

31.6

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,496

5.2

3,495

5.2

66,985

NON U.S.

 

3,573

5.3

49,234

73.5

 
 

5

7,069

10.6

52,729

78.7

NYME SAN JUAN BASIS SWAP

U.S.

 

8,229

22.8

1,836

5.1

36,060

NON U.S.

 

997

2.8

7,737

21.5

 
 

5

9,226

25.6

9,573

26.5

NYME HENRY HUB SWAP

U.S.

 

7,706

0.6

330,782

25.3

1,306,933

NON U.S.

 

45,290

3.5

438,890

33.6

 
 

10

52,996

4.1

769,672

58.9

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

29,112

10.2

8,371

2.9

284,709

NON U.S.

 

77,960

27.4

5,926

2.1

 
 

10

107,072

37.6

14,297

5.0

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

2,044

0.2

27,669

2.0

1,350,063

NON U.S.

13

5,814

0.4

49,715

3.7

 
 

18

7,858

0.6

77,384

5.7

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

43,544

1.4

36,325

1.1

3,215,261

NON U.S.

25

16,935

0.5

92,900

2.9

 
 

32

60,479

1.9

129,225

4.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

9,996

0.3

26,510

0.8

3,237,562

NON U.S.

23

32,215

1.0

102,780

3.2

 
 

28

42,211

1.3

129,290

4.0

CBT 30-DAY FEDERAL FUNDS

U.S.

6

189,023

15.8

127,059

10.6

1,195,184

NON U.S.

23

91,883

7.7

85,644

7.2

 
 

29

280,906

23.5

212,703

17.8

CME LEAN HOGS

U.S.

 

2,566

1.1

339

0.1

232,270

NON U.S.

 

13,874

6.0

4

0.00

 
 

9

16,440

7.1

343

0.1

CME LIVE CATTLE

U.S.

 

3,165

0.9

429

0.1

338,623

NON U.S.

 

15,791

4.7

0

0.0

 
 

9

18,956

5.6

429

0.1

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,795

1.6

12,728

11.4

111,460

NON U.S.

 

411

0.4

1,797

1.6

 
 

7

2,206

2.0

14,525

13.0

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,356

2.5

4,885

5.3

92,949

NON U.S.

 

1,620

1.7

5,716

6.1

 
 

6

3,976

4.3

10,601

11.4

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

0

0.0

743

5.8

12,860

NON U.S.

 

4,875

37.9

0

0.0

 
 

5

4,875

37.9

743

5.8

NYME CONWAY PROPANE (OPIS)

U.S.

 

186

1.3

184

1.3

14,514

NON U.S.

 

115

0.8

4,195

28.9

 
 

6

301

2.1

4,379

30.2

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

17,566

2.9

48,614

7.9

613,075

NON U.S.

 

5,117

0.8

2,578

0.4

 
 

15

22,683

3.7

51,192

8.4

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

468

9.5

782

15.8

4,945

NON U.S.

 

93

1.9

110

2.2

 
 

6

561

11.3

892

18.0

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

39,931

1.8

159,023

7.3

2,191,158

NON U.S.

 

59,916

2.7

174,128

7.9

 
 

24

99,847

4.6

333,151

15.2

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

864

0.7

12,590

10.5

120,037

NON U.S.

 

10,552

8.8

19,952

16.6

 
 

8

11,416

9.5

32,542

27.1

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

2,085

14.5

325

2.3

14,366

NON U.S.

 

100

0.7

1,421

9.9

 
 

6

2,185

15.2

1,746

12.2

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

180

1.6

615

5.3

11,555

NON U.S.

 

635

5.5

3,120

27.0

 
 

6

815

7.1

3,735

32.3

NYME CANADIAN LIGHT SWEET OIL

U.S.

 

30

0.3

270

2.8

9,520

NON U.S.

 

0

0.0

2,955

31.0

 
 

5

30

0.3

3,225

33.9

ICUS COCOA

U.S.

 

779

0.3

2,289

0.9

260,157

NON U.S.

 

8,585

3.3

2,738

1.1

 
 

11

9,364

3.6

5,027

1.9

NYME PALLADIUM

U.S.

4

341

1.2

7,736

26.4

29,331

NON U.S.

12

1,782

6.1

4,829

16.5

 
 

16

2,123

7.2

12,565

42.8

NYME PLATINUM

U.S.

5

217

0.3

14,743

22.7

64,811

NON U.S.

17

2,572

4.0

11,961

18.5

 
 

22

2,789

4.3

26,704

41.2

ICUS SUGAR NO. 11

U.S.

 

16,267

1.9

3,666

0.4

859,366

NON U.S.

 

41,023

4.8

21,728

2.5

 
 

14

57,290

6.7

25,394

3.0

ICUS COFFEE C

U.S.

 

3,984

2.2

235

0.1

181,894

NON U.S.

 

9,844

5.4

4,108

2.3

 
 

16

13,828

7.6

4,343

2.4

CMX SILVER

U.S.

5

6,905

3.6

33,459

17.3

193,936

NON U.S.

22

7,637

3.9

45,110

23.3

 
 

27

14,542

7.5

78,569

40.5

CMX COPPER-GRADE #1

U.S.

 

7,379

2.5

0

0.0

291,924

NON U.S.

 

13,625

4.7

2,541

0.9

 
 

19

21,004

7.2

2,541

0.9

CMX GOLD

U.S.

5

11,327

2.7

65,242

15.7

415,543

NON U.S.

27

21,590

5.2

63,458

15.3

 
 

32

32,917

7.9

128,700

31.0

CME CANADIAN DOLLAR

U.S.

 

1,628

1.4

77

0.1

118,424

NON U.S.

 

2,077

1.8

4,222

3.6

 
 

5

3,705

3.1

4,299

3.6

CME MEXICAN PESO

U.S.

 

0

0.0

7,708

4.1

189,464

NON U.S.

 

68,350

36.1

7,586

4.0

 
 

6

68,350

36.1

15,294

8.1

CME BRITISH POUND STERLING

U.S.

 

6,350

3.0

1,779

0.8

211,013

NON U.S.

 

4,367

2.1

701

0.3

 
 

6

10,717

5.1

2,480

1.2

CME JAPANESE YEN

U.S.

 

61,770

30.6

6,090

3.0

201,632

NON U.S.

 

4,762

2.4

6,663

3.3

 
 

10

66,532

33.0

12,753

6.3

CME EURO FX

U.S.

 

24,313

5.9

128

0.0

409,178

NON U.S.

 

19,344

4.7

2,722

0.7

 
 

16

43,657

10.7

2,850

0.7

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

7,641

1.8

3,975

0.9

428,725

NON U.S.

8

10,877

2.5

733

0.2

 
 

12

18,518

4.3

4,708

1.1

CME NEW ZEALAND DOLLAR

U.S.

 

4,432

8.2

0

0.0

54,073

NON U.S.

 

2,041

3.8

50

0.1

 
 

5

6,473

12.0

50

0.1

E VIX FUTURES

U.S.

 

3,192

0.6

243

0.0

535,393

NON U.S.

 

48,444

9.0

3,478

0.6

 
 

8

51,636

9.6

3,721

0.7

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

1,000

0.8

2,853

2.2

128,263

NON U.S.

8

3,278

2.6

9,458

7.4

 
 

12

4,278

3.3

12,311

9.6

CME 3-MONTH EURODOLLARS

U.S.

7

3,213,969

26.7

680,631

5.7

12,017,000

NON U.S.

32

463,781

3.9

837,884

7.0

 
 

39

3,677,750

30.6

1,518,515

12.6

CME E-MINI S&P 500 STOCK INDEX

U.S.

7

11,383

0.4

73,602

2.5

2,890,204

NON U.S.

14

69,151

2.4

85,871

3.0

 
 

21

80,534

2.8

159,473

5.5

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

240

0.1

1,740

0.8

231,695

NON U.S.

 

9,810

4.2

2,543

1.1

 
 

11

10,050

4.3

4,283

1.8

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

1,011

0.2

8,629

1.4

625,415

NON U.S.

9

3,482

0.6

6,308

1.0

 
 

14

4,493

0.7

14,937

2.4

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

810

1.4

58,206

NON U.S.

 

1,566

2.7

1,052

1.8

 
 

5

1,566

2.7

1,862

3.2

ICUS MSCI EAFE MINI INDEX

U.S.

 

542

0.2

56

0.0

262,788

NON U.S.

 

1,119

0.4

11,835

4.5

 
 

6

1,661

0.6

11,891

4.5

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

 

691

0.1

9,461

1.1

856,461

NON U.S.

 

17,707

2.1

45,293

5.3

 
 

15

18,398

2.1

54,754

6.4

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

4,399

14.7

0

0.0

29,860

NON U.S.

 

2,543

8.5

0

0.0

 
 

5

6,942

23.2

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

1,932

11.1

868

5.0

17,465

NON U.S.

 

1,819

10.4

245

1.4

 
 

6

3,751

21.5

1,113

6.4

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,155

12.0

1,440

14.9

9,665

NON U.S.

 

1,332

13.8

300

3.1

 
 

5

2,487

25.7

1,740

18.0

NYME EUROBOB OXY NWE CRK SPR

U.S.

 

825

3.0

611

2.2

27,791

NON U.S.

 

360

1.3

74

0.3

 
 

5

1,185

4.3

685

2.5