July Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 7/3/2018
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S.   9,724 2.1 5,779 1.2 473,605
NON U.S.   46,102 9.7 10,617 2.2  
  17 55,826 11.8 16,396 3.5  
CBT WHEAT-HRW U.S.   4,918 1.9 1,267 0.5 254,656
NON U.S.   12,298 4.8 6,278 2.5  
  10 17,216 6.8 7,545 3.0  
CBT CORN U.S. 5 16,737 0.9 23,594 1.3 1,830,330
NON U.S. 12 87,396 4.8 13,648 0.7  
  17 104,133 5.7 37,242 2.0  
CBT SOYBEANS U.S. 4 5,798 0.7 7,316 0.9 803,511
NON U.S. 15 45,642 5.7 8,159 1.0  
  19 51,440 6.4 15,475 1.9  
CBT SOYBEAN OIL U.S.   6,210 1.3 4,404 0.9 494,841
NON U.S.   41,219 8.3 2,271 0.5  
  11 47,429 9.6 6,675 1.3  
CBT U.S. TREASURY BONDS U.S. 5 8,371 1.0 3,376 0.4 798,849
NON U.S. 5 6,079 0.8 5,243 0.7  
  10 14,450 1.8 8,619 1.1  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S. 4 10,386 2.5 12,923 3.1 415,366
NON U.S. 6 13,743 3.3 942 0.2  
  10 24,129 5.8 13,865 3.3  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 4 21,667 0.4 1,755,688 33.6 5,231,933
NON U.S. 8 38,789 0.7 897,978 17.2  
  12 60,456 1.2 2,653,666 50.7  
IFED NATURAL GAS PENULTIMATE ICE U.S.   9,133 6.7 10,296 7.5 136,765
NON U.S.   8,050 5.9 2,512 1.8  
  7 17,183 12.6 12,808 9.4  
IFED NWP ROCKIES FIN BASIS U.S.   0 0.0 69,143 18.0 383,417
NON U.S.   4,380 1.1 153,785 40.1  
  8 4,380 1.1 222,928 58.1  
IFED AECO FIN BASIS U.S.   7,013 0.8 526 0.1 903,397
NON U.S.   41,020 4.5 667,642 73.9  
  8 48,033 5.3 668,168 74.0  
IFED CHICAGO FIN BASIS U.S.   26,082 5.6 717 0.2 467,032
NON U.S.   1,040 0.2 68,670 14.7  
  8 27,122 5.8 69,387 14.9  
IFED HSC FIN BASIS U.S.   4,254 0.8 86,388 16.2 532,786
NON U.S.   786 0.1 23,677 4.4  
  8 5,040 0.9 110,065 20.7  
IFED WAHA FIN BASIS U.S.   5,041 1.6 68,656 21.9 313,769
NON U.S.   0 0.0 19,249 6.1  
  7 5,041 1.6 87,905 28.0  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 57,628 28.0 205,683
NON U.S.   93 0.0 61,620 30.0  
  6 93 0.0 119,248 58.0  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   21,575 3.6 102,318 17.2 595,271
NON U.S.   17,196 2.9 21,835 3.7  
  7 38,771 6.5 124,153 20.9  
IFED EL PASO - PERMIAN BASIN (BASIS) U.S.   24,006 9.4 6,482 2.5 254,231
NON U.S.   214 0.1 8,269 3.3  
  6 24,220 9.5 14,751 5.8  
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) U.S.   439 0.4 412 0.4 112,046
NON U.S.   8,735 7.8 5,060 4.5  
  5 9,174 8.2 5,472 4.9  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   3,656 2.1 15,485 9.0 171,765
NON U.S.   4,791 2.8 9,129 5.3  
  6 8,447 4.9 24,614 14.3  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   5,112 3.3 18,075 11.6 155,916
NON U.S.   14,719 9.4 0 0.0  
  5 19,831 12.7 18,075 11.6  
IFED TETCO M2 Basis (Receipts) U.S.   1,902 1.3 57,427 38.0 151,288
NON U.S.   246 0.2 20,994 13.9  
  5 2,148 1.4 78,421 51.8  
NYME NATURAL GAS U.S. 4 27,929 1.9 40,202 2.7 1,488,381
NON U.S. 15 63,203 4.2 64,977 4.4  
  19 91,132 6.1 105,179 7.1  
NYME HENRY HUB LAST DAY FIN U.S.   7,656 1.8 77,062 18.1 425,791
NON U.S.   4,530 1.1 15,686 3.7  
  8 12,186 2.9 92,748 21.8  
NYME HENRY HUB PENULTIMATE FIN U.S.   9,186 11.6 3,743 4.7 78,889
NON U.S.   6,114 7.8 1,038 1.3  
  6 15,300 19.4 4,781 6.1  
CBT SOYBEAN MEAL U.S.   8,531 1.7 2,107 0.4 510,794
NON U.S.   39,765 7.8 664 0.1  
  13 48,296 9.5 2,771 0.5  
ICUS COTTON NO. 2 U.S.   6,017 2.4 136 0.1 254,621
NON U.S.   18,915 7.4 6,656 2.6  
  16 24,932 9.8 6,792 2.7  
NYME HENRY HUB SWAP U.S.   14,855 1.4 312,761 28.7 1,089,191
NON U.S.   45,835 4.2 356,419 32.7  
  10 60,690 5.6 669,180 61.4  
NYME HENRY HUB PENULTIMATE GAS SWAP U.S.   22,582 13.6 2,847 1.7 165,945
NON U.S.   36,150 21.8 9,539 5.7  
  9 58,732 35.4 12,386 7.5  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 5 17,616 0.9 76,816 4.1 1,893,076
NON U.S. 24 19,038 1.0 35,026 1.9  
  29 36,654 1.9 111,842 5.9  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 8 65,445 1.8 8,297 0.2 3,572,006
NON U.S. 42 34,333 1.0 98,280 2.8  
  50 99,778 2.8 106,577 3.0  
CBT ULTRA 10-YEAR U.S. T-NOTES U.S.   4,521 0.8 0 0.0 549,708
NON U.S.   11,357 2.1 3,240 0.6  
  5 15,878 2.9 3,240 0.6  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 15,130 0.4 26,834 0.7 3,838,219
NON U.S. 26 86,418 2.3 70,718 1.8  
  32 101,548 2.6 97,552 2.5  
CBT 30-DAY FEDERAL FUNDS U.S. 9 265,076 13.9 341,034 17.8 1,913,210
NON U.S. 22 131,403 6.9 153,005 8.0  
  31 396,479 20.7 494,039 25.8  
CME LEAN HOGS U.S.   1,150 0.5 1,780 0.8 232,067
NON U.S.   24,358 10.5 468 0.2  
  9 25,508 11.0 2,248 1.0  
CME LIVE CATTLE U.S.   1,065 0.3 720 0.2 323,072
NON U.S.   22,229 6.9 0 0.0  
  10 23,294 7.2 720 0.2  
CME FEEDER CATTLE U.S.   311 0.7 26 0.1 46,837
NON U.S.   1,940 4.1 222 0.5  
  5 2,251 4.8 248 0.5  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   853 1.3 7,733 11.7 65,900
NON U.S.   264 0.4 2,097 3.2  
  7 1,117 1.7 9,830 14.9  
NYME PROPANE NON-LDH MT BEL SWAP U.S.   0 0.0 17,828 38.1 46,783
NON U.S.   0 0.0 4,757 10.2  
  7 0 0.0 22,585 48.3  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   6,619 5.2 1,770 1.4 128,286
NON U.S.   509 0.4 3,717 2.9  
  7 7,128 5.6 5,487 4.3  
NYME MT BELVIEU ETHANE OPIS U.S.   1,896 4.4 8,477 19.6 43,208
NON U.S.   0 0.0 3,369 7.8  
  7 1,896 4.4 11,846 27.4  
NYME MT BELV NORM BUTANE OPIS U.S.   0 0.0 6,008 14.9 40,364
NON U.S.   391 1.0 858 2.1  
  5 391 1.0 6,866 17.0  
NYME MT BELV NAT GASOLINE OPIS SWAP U.S.   0 0.0 4,805 28.0 17,163
NON U.S.   100 0.6 937 5.5  
  5 100 0.6 5,742 33.5  
NYME CONWAY PROPANE (OPIS) U.S.   570 2.6 525 2.4 21,981
NON U.S.   0 0.0 4,342 19.8  
  6 570 2.6 4,867 22.1  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   20,818 3.3 52,810 8.4 629,687
NON U.S.   5,742 0.9 4,692 0.7  
  17 26,560 4.2 57,502 9.1  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 18,370 0.7 308,992 12.5 2,466,531
NON U.S. 24 59,760 2.4 293,111 11.9  
  28 78,130 3.2 602,103 24.4  
NYME WTI CRUDE OIL CALENDAR SWAP U.S.   8,668 5.2 38,729 23.3 166,255
NON U.S.   18,442 11.1 24,678 14.8  
  10 27,110 16.3 63,407 38.1  
NYME BRENT CRUDE OIL LAST DAY U.S.   10,002 5.0 7,257 3.6 199,104
NON U.S.   1,239 0.6 214 0.1  
  5 11,241 5.6 7,471 3.8  
NYME ARGUS LLS VS WTI TRADE MONTH U.S.   250 0.5 10,182 20.3 50,239
NON U.S.   0 0.0 1,187 2.4  
  5 250 0.5 11,369 22.6  
NYME WTI MIDLAND ARGUS VS WTI TRADE U.S.   9,500 5.4 29,425 16.6 176,906
NON U.S.   40 0.0 8,103 4.6  
  5 9,540 5.4 37,528 21.2  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   695 3.6 50 0.3 19,500
NON U.S.   570 2.9 4,775 24.5  
  6 1,265 6.5 4,825 24.7  
ICUS COCOA U.S.   3,436 1.4 1,960 0.8 253,171
NON U.S.   3,861 1.5 3,351 1.3  
  10 7,297 2.9 5,311 2.1  
NYME PALLADIUM U.S. 4 409 1.9 7,071 32.2 21,980
NON U.S. 15 1,325 6.0 3,167 14.4  
  19 1,734 7.9 10,238 46.6  
NYME PLATINUM U.S. 4 1,845 2.2 4,488 5.4 83,561
NON U.S. 14 3,413 4.1 6,583 7.9  
  18 5,258 6.3 11,071 13.2  
ICUS SUGAR NO. 11 U.S.   15,683 1.7 3,304 0.3 946,405
NON U.S.   57,208 6.0 7,519 0.8  
  13 72,891 7.7 10,823 1.1  
ICUS COFFEE C U.S.   3,321 1.2 1,435 0.5 287,274
NON U.S.   13,897 4.8 729 0.3  
  17 17,218 6.0 2,164 0.8  
CMX SILVER U.S. 5 2,557 1.2 37,642 18.3 205,622
NON U.S. 22 8,341 4.1 31,072 15.1  
  27 10,898 5.3 68,714 33.4  
CMX COPPER-GRADE #1 U.S.   4,406 1.7 0 0.0 261,618
NON U.S.   12,674 4.8 2,736 1.0  
  16 17,080 6.5 2,736 1.0  
CMX GOLD U.S. 5 8,236 1.7 68,114 13.8 494,164
NON U.S. 28 40,638 8.2 78,417 15.9  
  33 48,874 9.9 146,531 29.7  
CME CANADIAN DOLLAR U.S.   15,628 9.9 0 0.0 158,341
NON U.S.   6,221 3.9 23 0.0  
  6 21,849 13.8 23 0.0  
CME MEXICAN PESO NON U.S.   996 0.7 35,757 24.6 145,233
  7 996 0.7 35,757 24.6  
CME BRITISH POUND STERLING U.S.   19,013 10.3 2,936 1.6 184,402
NON U.S.   5,280 2.9 633 0.3  
  6 24,293 13.2 3,569 1.9  
CME JAPANESE YEN U.S.   6,252 3.7 0 0.0 168,360
NON U.S.   13,678 8.1 6,240 3.7  
  6 19,930 11.8 6,240 3.7  
CME EURO FX U.S.   7,898 1.6 0 0.0 487,131
NON U.S.   22,334 4.6 3,821 0.8  
  17 30,232 6.2 3,821 0.8  
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 5,070 1.2 11,607 2.6 439,110
NON U.S. 8 14,174 3.2 2,972 0.7  
  12 19,244 4.4 14,579 3.3  
E VIX FUTURES U.S.   750 0.2 3,070 0.8 391,215
NON U.S.   12,526 3.2 34,063 8.7  
  9 13,276 3.4 37,133 9.5  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 2,042 2.4 2,055 2.5 83,821
NON U.S. 9 836 1.0 14,029 16.7  
  14 2,878 3.4 16,084 19.2  
CME 3-MONTH EURODOLLARS U.S. 8 2,304,926 16.5 636,923 4.6 13,990,406
NON U.S. 35 1,015,275 7.3 904,323 6.5  
  43 3,320,201 23.7 1,541,246 11.0  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 1,315 5.0 26,187
NON U.S.   0 0.0 5,735 21.9  
  6 0 0.0 7,050 26.9  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 12,394 0.5 89,624 3.3 2,677,808
NON U.S. 24 46,429 1.7 118,999 4.4  
  31 58,823 2.2 208,623 7.8  
CME E-MINI S&P FINANCIAL INDEX U.S.   1,226 4.5 0 0.0 27,441
NON U.S.   1,013 3.7 2,028 7.4  
  5 2,239 8.2 2,028 7.4  
CME E-MINI S&P TECHNOLOGY INDEX U.S.   0 0.0 1,737 13.8 12,546
NON U.S.   1,610 12.8 2,061 16.4  
  5 1,610 12.8 3,798 30.3  
CME S&P 500 TOTAL RETURN INDEX U.S.   1,000 1.0 10,500 10.6 99,353
NON U.S.   12,550 12.6 17,500 17.6  
  5 13,550 13.6 28,000 28.2  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 232 0.1 4,935 2.0 242,301
NON U.S. 9 5,677 2.3 10,714 4.4  
  13 5,909 2.4 15,649 6.5  
CME AUSTRALIAN DOLLAR U.S.   864 0.6 0 0.0 141,049
NON U.S.   8,892 6.3 80 0.1  
  6 9,756 6.9 80 0.1  
CME E-MINI RUSSELL 2000 INDEX U.S. 6 12,796 2.3 4,122 0.7 557,938
NON U.S. 9 17,369 3.1 13,703 2.5  
  15 30,165 5.4 17,825 3.2  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   0 0.0 775 1.4 54,109
NON U.S.   502 0.9 1,823 3.4  
  6 502 0.9 2,598 4.8  
ICUS MSCI EAFE MINI INDEX U.S.   0 0.0 266 0.1 308,537
NON U.S.   1,355 0.4 23,347 7.6  
  7 1,355 0.4 23,613 7.7  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 5 1,862 0.2 2,960 0.3 964,605
NON U.S. 14 13,283 1.4 23,134 2.4  
  19 15,145 1.6 26,094 2.7  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   491 0.4 1,515 1.3 112,537
NON U.S.   45,529 40.5 27,869 24.8  
  6 46,020 40.9 29,384 26.1  
NYME 3.5% FUEL OIL RDAM CRACK SPR U.S.   2,100 19.0 36 0.3 11,047
NON U.S.   480 4.3 50 0.5  
  5 2,580 23.4 86 0.8