July Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 7/11/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

12,521

2.9

1,897

0.4

436,850

NON U.S.

 

22,796

5.2

3,930

0.9

 
 

15

35,317

8.1

5,827

1.3

CBT WHEAT-HRW

U.S.

 

7,011

2.6

738

0.3

269,659

NON U.S.

 

10,356

3.8

1,121

0.4

 
 

9

17,367

6.4

1,859

0.7

CBT CORN

U.S.

 

8,110

0.6

15,774

1.1

1,373,866

NON U.S.

 

68,825

5.0

12,867

0.9

 
 

16

76,935

5.6

28,641

2.1

CBT SOYBEANS

U.S.

 

4,365

0.6

10,365

1.5

675,354

NON U.S.

 

23,137

3.4

5,489

0.8

 
 

11

27,502

4.1

15,854

2.3

CBT SOYBEAN OIL

U.S.

 

6,942

1.7

1,541

0.4

400,791

NON U.S.

 

20,684

5.2

0

0.0

 
 

8

27,626

6.9

1,541

0.4

CBT U.S. TREASURY BONDS

U.S.

5

2,251

0.3

8,854

1.2

730,834

NON U.S.

5

1,233

0.2

2,864

0.4

 
 

10

3,484

0.5

11,718

1.6

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

 

22,956

5.6

3,552

0.9

413,360

NON U.S.

 

16,366

4.0

1

0.000

 
 

8

39,322

9.5

3,553

0.9

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

3,218

8.1

0

0.0

39,596

NON U.S.

 

1,298

3.3

63

0.2

 
 

5

4,516

11.4

63

0.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

18,372

0.3

1,502,902

27.7

5,420,473

NON U.S.

8

53,927

1.0

792,611

14.6

 
 

12

72,299

1.3

2,295,513

42.3

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

16,142

5.5

13,107

4.5

293,354

NON U.S.

 

17,995

6.1

423

0.1

 
 

8

34,137

11.6

13,530

4.6

IFED NWP ROCKIES FIN BASIS

U.S.

 

2,622

1.2

20,009

8.9

223,706

NON U.S.

 

2,875

1.3

106,894

47.8

 
 

7

5,497

2.5

126,903

56.7

IFED AECO FIN BASIS

U.S.

 

12,989

1.3

2,368

0.2

972,020

NON U.S.

 

45,752

4.7

625,437

64.3

 
 

9

58,741

6.0

627,805

64.6

IFED CHICAGO FIN BASIS

U.S.

 

20,507

4.7

6,314

1.4

440,078

NON U.S.

 

151

0.0

53,819

12.2

 
 

9

20,658

4.7

60,133

13.7

IFED HSC FIN BASIS

U.S.

 

17,163

4.2

48,285

11.7

410,976

NON U.S.

 

3,335

0.8

19,517

4.7

 
 

7

20,498

5.0

67,802

16.5

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

U.S.

 

17,634

10.8

15,520

9.5

163,226

NON U.S.

 

304

0.2

7,167

4.4

 
 

5

17,938

11.0

22,687

13.9

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

3,315

0.6

122,282

22.0

556,000

NON U.S.

 

6,532

1.2

12,368

2.2

 
 

7

9,847

1.8

134,650

24.2

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

U.S.

 

2,033

2.9

9,287

13.1

71,039

NON U.S.

 

2,552

3.6

4,775

6.7

 
 

5

4,585

6.5

14,062

19.8

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

5,699

6.2

4,335

4.7

92,202

NON U.S.

 

8,011

8.7

122

0.1

 
 

5

13,710

14.9

4,457

4.8

NYME NATURAL GAS

U.S.

4

36,423

2.7

32,860

2.4

1,347,125

NON U.S.

14

43,347

3.2

49,688

3.7

 
 

18

79,770

5.9

82,548

6.1

NYME HENRY HUB LAST DAY FIN

U.S.

 

4,610

1.2

81,827

21.4

381,674

NON U.S.

 

9,984

2.6

15,641

4.1

 
 

8

14,594

3.8

97,468

25.5

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

14,114

10.4

2,255

1.7

135,551

NON U.S.

 

11,987

8.8

574

0.4

 
 

7

26,101

19.3

2,829

2.1

CBT SOYBEAN MEAL

U.S.

 

2,656

0.8

5,371

1.5

352,336

NON U.S.

 

28,889

8.2

194

0.1

 
 

10

31,545

9.0

5,565

1.6

ICUS COTTON NO. 2

U.S.

4

5,570

2.6

52

0.0

210,783

NON U.S.

10

21,694

10.3

734

0.3

 
 

14

27,264

12.9

786

0.4

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

23.1

4,364

19.8

22,077

NON U.S.

 

1,612

7.3

360

1.6

 
 

5

6,722

30.4

4,724

21.4

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,341

6.4

2,885

5.5

52,320

NON U.S.

 

3,274

6.3

38,435

73.5

 
 

5

6,615

12.6

41,320

79.0

NYME SAN JUAN BASIS SWAP

U.S.

 

6,732

25.1

918

3.4

26,859

NON U.S.

 

966

3.6

4,590

17.1

 
 

5

7,698

28.7

5,508

20.5

NYME HENRY HUB SWAP

U.S.

 

5,592

0.4

331,175

25.4

1,305,728

NON U.S.

 

42,954

3.3

433,196

33.2

 
 

10

48,546

3.7

764,371

58.5

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

33,801

13.7

3,882

1.6

246,252

NON U.S.

 

64,239

26.1

7,456

3.0

 
 

10

98,040

39.8

11,338

4.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

3,440

0.3

18,302

1.4

1,333,159

NON U.S.

17

12,151

0.9

27,539

2.1

 
 

22

15,591

1.2

45,841

3.4

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

9

67,344

2.1

22,256

0.7

3,136,441

NON U.S.

27

20,653

0.7

67,347

2.1

 
 

36

87,997

2.8

89,603

2.9

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

15,412

0.5

14,420

0.5

2,986,911

NON U.S.

19

19,336

0.6

89,570

3.0

 
 

23

34,748

1.2

103,990

3.5

CBT 30-DAY FEDERAL FUNDS

U.S.

8

197,983

12.5

190,796

12.1

1,582,233

NON U.S.

20

82,080

5.2

128,998

8.2

 
 

28

280,063

17.7

319,794

20.2

CME LEAN HOGS

U.S.

 

2,743

1.0

940

0.3

279,523

NON U.S.

 

18,350

6.6

1,638

0.6

 
 

11

21,093

7.5

2,578

0.9

CME LIVE CATTLE

U.S.

 

2,324

0.6

86

0.0

371,693

NON U.S.

 

14,588

3.9

0

0.0

 
 

9

16,912

4.5

86

0.0

CME FEEDER CATTLE

U.S.

 

260

0.4

20

0.0

58,761

NON U.S.

 

429

0.7

316

0.5

 
 

5

689

1.2

336

0.6

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

0

0.0

3,733

16.6

22,435

NON U.S.

 

0

0.0

1,800

8.0

 
 

5

0

0.0

5,533

24.7

NYME MT BELVIEU ETHANE OPIS

U.S.

 

1,380

1.9

4,289

5.8

73,571

NON U.S.

 

1,620

2.2

3,926

5.3

 
 

6

3,000

4.1

8,215

11.2

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

110

1.2

1,166

12.7

9,188

NON U.S.

 

2,598

28.3

341

3.7

 
 

5

2,708

29.5

1,507

16.4

NYME CONWAY PROPANE (OPIS)

U.S.

 

339

2.0

531

3.1

16,865

NON U.S.

 

0

0.0

3,435

20.4

 
 

5

339

2.0

3,966

23.5

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

16,469

3.0

45,681

8.4

545,765

NON U.S.

 

5,697

1.0

3,181

0.6

 
 

15

22,166

4.1

48,862

9.0

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

411

6.3

672

10.3

6,528

NON U.S.

 

285

4.4

1,062

16.3

 
 

7

696

10.7

1,734

26.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

55,068

2.6

179,509

8.4

2,133,575

NON U.S.

 

84,887

4.0

145,446

6.8

 
 

25

139,955

6.6

324,955

15.2

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

646

0.6

6,313

5.5

114,661

NON U.S.

 

13,688

11.9

18,192

15.9

 
 

7

14,334

12.5

24,505

21.4

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,187

7.3

363

2.2

16,183

NON U.S.

 

0

0.0

766

4.7

 
 

5

1,187

7.3

1,129

7.0

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

295

4.7

0

0.0

6,305

NON U.S.

 

510

8.1

1,750

27.8

 
 

5

805

12.8

1,750

27.8

ICUS COCOA

U.S.

4

1,410

0.5

2,741

1.0

274,523

NON U.S.

9

7,635

2.8

6,568

2.4

 
 

13

9,045

3.3

9,309

3.4

NYME PALLADIUM

U.S.

4

300

0.9

7,839

23.7

33,097

NON U.S.

13

1,224

3.7

5,831

17.6

 
 

17

1,524

4.6

13,670

41.3

NYME PLATINUM

U.S.

5

244

0.3

5,198

7.0

74,471

NON U.S.

17

3,742

5.0

8,494

11.4

 
 

22

3,986

5.4

13,692

18.4

ICUS SUGAR NO. 11

U.S.

 

12,013

1.6

3,591

0.5

762,211

NON U.S.

 

42,801

5.6

4,983

0.7

 
 

13

54,814

7.2

8,574

1.1

ICUS COFFEE C

U.S.

4

3,675

1.6

713

0.3

227,103

NON U.S.

16

10,910

4.8

4,496

2.0

 
 

20

14,585

6.4

5,209

2.3

CMX SILVER

U.S.

5

2,480

1.2

22,897

11.0

207,592

NON U.S.

23

8,724

4.2

29,611

14.3

 
 

28

11,204

5.4

52,508

25.3

CMX COPPER-GRADE #1

U.S.

4

6,253

2.4

98

0.0

264,039

NON U.S.

16

14,168

5.4

7,101

2.7

 
 

20

20,421

7.7

7,199

2.7

CMX GOLD

U.S.

5

14,013

2.9

78,063

16.4

475,669

NON U.S.

29

26,675

5.6

67,373

14.2

 
 

34

40,688

8.6

145,436

30.6

CME MEXICAN PESO

U.S.

 

0

0.0

595

0.3

213,241

NON U.S.

 

16,107

7.6

57,201

26.8

 
 

6

16,107

7.6

57,796

27.1

CME JAPANESE YEN

U.S.

 

32,908

13.7

514

0.2

239,786

NON U.S.

 

9,837

4.1

3,001

1.3

 
 

6

42,745

17.8

3,515

1.5

CME EURO FX

U.S.

 

392

0.1

48,230

11.0

436,899

NON U.S.

 

33,926

7.8

12,018

2.8

 
 

20

34,318

7.9

60,248

13.8

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

9,543

2.5

2,985

0.8

383,501

NON U.S.

7

11,958

3.1

685

0.2

 
 

11

21,501

5.6

3,670

1.0

E VIX FUTURES

U.S.

 

4,276

0.7

40

0.00

576,528

NON U.S.

 

53,761

9.3

6,218

1.1

 
 

11

58,037

10.1

6,258

1.1

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

5

3,043

2.3

3,629

2.8

129,503

NON U.S.

5

615

0.5

9,200

7.1

 
 

10

3,658

2.8

12,829

9.9

CME 3-MONTH EURODOLLARS

U.S.

7

2,498,567

19.3

1,021,993

7.9

12,971,072

NON U.S.

34

622,957

4.8

648,891

5.0

 
 

41

3,121,524

24.1

1,670,884

12.9

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

13,355

0.5

77,861

2.7

2,844,657

NON U.S.

20

59,546

2.1

93,169

3.3

 
 

25

72,901

2.6

171,030

6.0

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

1,726

0.6

3,396

1.2

279,925

NON U.S.

12

818

0.3

15,906

5.7

 
 

16

2,544

0.9

19,302

6.9

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

6,540

1.1

10,777

1.9

571,124

NON U.S.

13

6,890

1.2

4,547

0.8

 
 

18

13,430

2.4

15,324

2.7

ICUS MSCI EAFE MINI INDEX

U.S.

 

720

0.2

372

0.1

319,564

NON U.S.

 

12,412

3.9

17,210

5.4

 
 

7

13,132

4.1

17,582

5.5

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

239

0.0

20,479

2.0

1,031,885

NON U.S.

13

20,657

2.0

15,323

1.5

 
 

17

20,896

2.0

35,802

3.5

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

3,850

12.1

0

0.0

31,865

NON U.S.

 

2,146

6.7

0

0.0

 
 

5

5,996

18.8

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

2,547

13.4

954

5.0

18,988

NON U.S.

 

1,155

6.1

180

0.9

 
 

5

3,702

19.5

1,134

6.0

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

255

3.8

1,065

15.8

6,745

NON U.S.

 

1,620

24.0

300

4.4

 
 

5

1,875

27.8

1,365

20.2