February Bank Participation Report Futures IN CONTRACTS

               
 

REPORT DATE: 2/6/2018

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

13,074

2.4

11,285

2.1

536,754

NON U.S.

11

33,549

6.3

4,299

0.8

 
 

15

46,623

8.7

15,584

2.9

 

CBT WHEAT-HRW

U.S.

 

6,709

2.2

2,889

0.9

309,542

NON U.S.

 

12,007

3.9

218

0.1

 
 

10

18,716

6.0

3,107

1.0

 

CBT CORN

U.S.

6

32,744

1.9

45,914

2.7

1,711,904

NON U.S.

12

68,505

4.0

2,288

0.1

 
 

18

101,249

5.9

48,202

2.8

 

CBT SOYBEANS

U.S.

 

8,733

1.1

10,427

1.3

784,222

NON U.S.

 

29,944

3.8

11,379

1.5

 
 

12

38,677

4.9

21,806

2.8

 

CBT SOYBEAN OIL

U.S.

4

11,396

2.3

4,523

0.9

502,352

NON U.S.

7

28,079

5.6

104

0.0

 
 

11

39,475

7.9

4,627

0.9

 

CBT U.S. TREASURY BONDS

U.S.

 

3,318

0.4

1,845

0.2

790,780

NON U.S.

 

6,365

0.8

7,501

0.9

 
 

13

9,683

1.2

9,346

1.2

 

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

5

15,683

3.4

5,525

1.2

456,755

NON U.S.

4

12,500

2.7

142

0.0

 
 

9

28,183

6.2

5,667

1.2

 

IFED NATURAL GAS ICE HENRY HUB LD1

U.S.

4

23,462

0.5

1,678,235

32.4

5,187,446

NON U.S.

7

67,022

1.3

749,881

14.5

 
 

11

90,484

1.7

2,428,116

46.8

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

16,462

4.7

11,892

3.4

349,190

NON U.S.

 

16,911

4.8

36

0.0

 
 

8

33,373

9.6

11,928

3.4

 

IFED NWP ROCKIES FIN BASIS

U.S.

 

547

0.2

28,762

10.6

270,841

NON U.S.

 

2,613

1.0

99,481

36.7

 
 

5

3,160

1.2

128,243

47.3

 

IFED AECO FIN BASIS

U.S.

 

7,042

0.9

1,760

0.2

794,507

NON U.S.

 

41,146

5.2

611,988

77.0

 
 

8

48,188

6.1

613,748

77.2

 

IFED CHICAGO FIN BASIS

U.S.

 

28,386

6.2

1,639

0.4

454,444

NON U.S.

 

91

0.0

57,477

12.6

 
 

8

28,477

6.3

59,116

13.0

 

IFED HSC FIN BASIS

U.S.

 

17,389

4.8

30,739

8.4

364,616

NON U.S.

 

2,123

0.6

28,301

7.8

 
 

8

19,512

5.4

59,040

16.2

 

IFED WAHA FIN BASIS

U.S.

 

2,299

0.9

55,387

20.8

265,713

NON U.S.

 

0

0.0

13,224

5.0

 
 

5

2,299

0.9

68,611

25.8

 

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

 

687

0.4

27,765

18.1

153,638

NON U.S.

 

0

0.0

23,556

15.3

 
 

5

687

0.4

51,321

33.4

 

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

11,763

2.2

95,255

17.7

538,138

NON U.S.

 

13,975

2.6

13,123

2.4

 
 

7

25,738

4.8

108,378

20.1

 

IFED EL PASO - PERMIAN BASIN (BASIS)

U.S.

 

10,482

6.1

7,992

4.7

171,229

NON U.S.

 

0

0.0

5,683

3.3

 
 

5

10,482

6.1

13,675

8.0

 

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

U.S.

 

5,953

7.2

4,501

5.5

82,147

NON U.S.

 

819

1.0

14,043

17.1

 
 

5

6,772

8.2

18,544

22.6

 

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

700

0.4

14,590

8.1

180,787

NON U.S.

 

4,121

2.3

6,201

3.4

 
 

5

4,821

2.7

20,791

11.5

 

IFED TETCO M2 Basis (Receipts)

U.S.

 

1,888

1.2

66,622

40.8

163,367

NON U.S.

 

1,931

1.2

20,867

12.8

 
 

5

3,819

2.3

87,489

53.6

 

NYME NATURAL GAS

U.S.

5

49,156

3.5

31,201

2.2

1,405,245

NON U.S.

14

61,051

4.3

72,881

5.2

 
 

19

110,207

7.8

104,082

7.4

 

NYME HENRY HUB LAST DAY FIN

U.S.

 

6,459

1.6

74,865

19.0

394,228

NON U.S.

 

5,062

1.3

13,795

3.5

 
 

8

11,521

2.9

88,660

22.5

 

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

10,355

8.5

3,611

3.0

121,467

NON U.S.

 

7,874

6.5

1,196

1.0

 
 

7

18,229

15.0

4,807

4.0

 

CBT SOYBEAN MEAL

U.S.

 

9,054

2.0

4,580

1.0

450,915

NON U.S.

 

29,659

6.6

109

0.0

 
 

12

38,713

8.6

4,689

1.0

 

ICUS COTTON NO. 2

U.S.

4

5,031

1.7

917

0.3

293,564

NON U.S.

8

18,334

6.2

4,483

1.5

 
 

12

23,365

8.0

5,400

1.8

 

NYME HENRY HUB SWAP

U.S.

 

15,080

1.3

364,191

31.7

1,150,277

NON U.S.

 

43,832

3.8

350,196

30.4

 
 

10

58,912

5.1

714,387

62.1

 

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

19,431

11.0

2,988

1.7

175,922

NON U.S.

 

40,474

23.0

7,170

4.1

 
 

9

59,905

34.1

10,158

5.8

 

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

19,242

1.0

16,886

0.8

1,998,510

NON U.S.

24

17,391

0.9

38,631

1.9

 
 

29

36,633

1.8

55,517

2.8

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

48,216

1.3

19,681

0.5

3,659,818

NON U.S.

34

27,529

0.8

113,273

3.1

 
 

42

75,745

2.1

132,954

3.6

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

6

15,818

0.5

28,556

0.8

3,450,680

NON U.S.

27

62,859

1.8

80,954

2.3

 
 

33

78,677

2.3

109,510

3.2

 

CBT 30-DAY FEDERAL FUNDS

U.S.

8

269,633

16.5

211,559

13.0

1,630,706

NON U.S.

20

137,041

8.4

138,508

8.5

 
 

28

406,674

24.9

350,067

21.5

 

CME LEAN HOGS

U.S.

 

5,239

2.2

1,152

0.5

237,591

NON U.S.

 

13,711

5.8

7

0.00

 
 

10

18,950

8.0

1,159

0.5

 

CME LIVE CATTLE

U.S.

4

6,868

1.9

832

0.2

370,240

NON U.S.

6

17,956

4.8

0

0.0

 
 

10

24,824

6.7

832

0.2

 

CME FEEDER CATTLE

U.S.

 

459

0.8

0

0.0

56,314

NON U.S.

 

1,210

2.1

67

0.1

 
 

5

1,669

3.0

67

0.1

 

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

0

0.0

7,273

25.3

28,749

NON U.S.

 

0

0.0

2,681

9.3

 
 

6

0

0.0

9,954

34.6

 

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

2,035

2.0

6,855

6.6

104,093

NON U.S.

 

755

0.7

1,508

1.4

 
 

6

2,790

2.7

8,363

8.0

 

NYME MT BELVIEU ETHANE OPIS

U.S.

 

3,274

6.6

7,184

14.4

49,908

NON U.S.

 

0

0.0

1,868

3.7

 
 

6

3,274

6.6

9,052

18.1

 

NYME CONWAY PROPANE (OPIS)

U.S.

 

474

2.9

297

1.8

16,457

NON U.S.

 

0

0.0

4,227

25.7

 
 

5

474

2.9