June Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 6/7/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

8,468

2.1

6,610

1.6

410,803

NON U.S.

 

19,515

4.8

4,614

1.1

 
 

13

27,983

6.8

11,224

2.7

CBT WHEAT-HRW

U.S.

 

5,033

2.2

4,611

2.0

227,192

NON U.S.

 

4,719

2.1

2,641

1.2

 
 

8

9,752

4.3

7,252

3.2

CBT CORN

U.S.

4

40,474

2.8

5,920

0.4

1,466,703

NON U.S.

11

64,198

4.4

1,796

0.1

 
 

15

104,672

7.1

7,716

0.5

CBT SOYBEANS

U.S.

 

16,489

1.9

22

0.00

872,273

NON U.S.

 

30,128

3.5

5,941

0.7

 
 

13

46,617

5.3

5,963

0.7

CBT SOYBEAN OIL

U.S.

 

5,038

1.2

4,092

1.0

405,541

NON U.S.

 

18,419

4.5

1,442

0.4

 
 

9

23,457

5.8

5,534

1.4

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,338

4.7

1,596

3.2

49,386

NON U.S.

 

1,622

3.3

260

0.5

 
 

5

3,960

8.0

1,856

3.8

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

14,596

3.5

1,765

0.4

416,893

NON U.S.

6

17,547

4.2

1,548

0.4

 
 

10

32,143

7.7

3,313

0.8

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

1,522

2.9

3,386

6.5

52,027

NON U.S.

 

2,824

5.4

17

0.0

 
 

6

4,346

8.4

3,403

6.5

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

13,838

0.3

1,137,864

25.5

4,470,300

NON U.S.

8

26,774

0.6

662,024

14.8

 
 

12

40,612

0.9

1,799,888

40.3

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

14,297

6.4

24,922

11.1

223,797

NON U.S.

 

15,818

7.1

579

0.3

 
 

8

30,115

13.5

25,501

11.4

IFED NWP ROCKIES FIN BASIS

U.S.

 

302

0.1

44,038

20.4

215,826

NON U.S.

 

241

0.1

35,585

16.5

 
 

6

543

0.3

79,623

36.9

IFED AECO FIN BASIS

U.S.

 

25,621

3.2

784

0.1

804,243

NON U.S.

 

14,020

1.7

456,556

56.8

 
 

9

39,641

4.9

457,340

56.9

IFED CHICAGO FIN BASIS

U.S.

 

3,068

0.9

19,450

5.6

349,010

NON U.S.

 

0

0.0

53,554

15.3

 
 

8

3,068

0.9

73,004

20.9

IFED HSC FIN BASIS

U.S.

 

17,664

6.2

33,531

11.8

284,718

NON U.S.

 

14,351

5.0

18,661

6.6

 
 

7

32,015

11.2

52,192

18.3

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

U.S.

 

13,239

8.7

9,035

5.9

152,310

NON U.S.

 

4,920

3.2

10,480

6.9

 
 

5

18,159

11.9

19,515

12.8

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

1,088

0.3

54,162

16.3

332,318

NON U.S.

 

21,209

6.4

18,463

5.6

 
 

7

22,297

6.7

72,625

21.9

NYME NATURAL GAS

U.S.

4

41,736

4.0

42,735

4.1

1,051,119

NON U.S.

11

34,378

3.3

20,986

2.0

 
 

15

76,114

7.2

63,721

6.1

NYME DOMINION BASIS SWAP

U.S.

 

336

0.8

5,628

14.1

39,800

NON U.S.

 

492

1.2

5,540

13.9

 
 

5

828

2.1

11,168

28.1

NYME CIG ROCKIES BASIS SWAP

U.S.

 

368

0.7

8,294

16.6

49,859

NON U.S.

 

1,296

2.6

16,608

33.3

 
 

5

1,664

3.3

24,902

49.9

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

 

2,934

9.0

856

2.6

32,600

NON U.S.

 

4,464

13.7

8,192

25.1

 
 

5

7,398

22.7

9,048

27.8

NYME HENRY HUB LAST DAY FIN

U.S.

 

8,312

3.1

30,458

11.4

266,872

NON U.S.

 

14,818

5.6

24,415

9.1

 
 

7

23,130

8.7

54,873

20.6

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

8,422

7.5

1,785

1.6

112,107

NON U.S.

 

8,192

7.3

4,001

3.6

 
 

7

16,614

14.8

5,786

5.2

CBT SOYBEAN MEAL

U.S.

 

6,908

1.8

226

0.1

381,841

NON U.S.

 

16,625

4.4

979

0.3

 
 

11

23,533

6.2

1,205

0.3

ICUS COTTON NO. 2

U.S.

 

4,747

2.2

0

0.0

211,393

NON U.S.

 

16,895

8.0

1,394

0.7

 
 

12

21,642

10.2

1,394

0.7

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

6,035

20.3

4,972

16.8

29,681

NON U.S.

 

1,429

4.8

552

1.9

 
 

5

7,464

25.1

5,524

18.6

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,965

4.6

5,880

6.8

86,153

NON U.S.

 

12,487

14.5

56,752

65.9

 
 

6

16,452

19.1

62,632

72.7

NYME PANHANDLE BASIS SWAP

U.S.

 

3,804

8.4

1,144

2.5

45,117

NON U.S.

 

2,279

5.1

10,671

23.7

 
 

5

6,083

13.5

11,815

26.2

NYME HENRY HUB SWAP

U.S.

 

13,201

1.0

350,811

25.7

1,367,534

NON U.S.

 

46,715

3.4

462,821

33.8

 
 

10

59,916

4.4

813,632

59.5

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

31,472

9.5

13,074

3.9

331,181

NON U.S.

 

57,291

17.3

13,387

4.0

 
 

10

88,763

26.8

26,461

8.0

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6

9,095

0.9

6,824

0.7

970,520

NON U.S.

12

2,678

0.3

18,944

2.0

 
 

18

11,773

1.2

25,768

2.7

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

36,715

1.4

4,669

0.2

2,706,443

NON U.S.

16

9,896

0.4

47,031

1.7

 
 

23

46,611

1.7

51,700

1.9

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

13,734

0.5

7,730

0.3

2,558,386

NON U.S.

12

28,344

1.1

47,109

1.8

 
 

16

42,078

1.6

54,839

2.1

CBT 30-DAY FEDERAL FUNDS

U.S.

5

179,987

19.8

95,610

10.5

907,876

NON U.S.

17

45,181

5.0

83,022

9.1

 
 

22

225,168

24.8

178,632

19.7

CME LEAN HOGS

U.S.

 

2,383

1.0

781

0.3

248,591

NON U.S.

 

12,857

5.2

359

0.1

 
 

9

15,240

6.1

1,140

0.5

CME LIVE CATTLE

U.S.

 

2,411

1.0

639

0.3

250,554

NON U.S.

 

11,454

4.6

326

0.1

 
 

9

13,865

5.5

965

0.4

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,722

1.2

15,299

10.8

141,446

NON U.S.

 

372

0.3

3,114

2.2

 
 

6

2,094

1.5

18,413

13.0

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,911

4.1

3,185

4.4

71,574

NON U.S.

 

290

0.4

2,394

3.3

 
 

5

3,201

4.5

5,579

7.8

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

0

0.0

1,521

9.2

16,538

NON U.S.

 

7,894

47.7

0

0.0

 
 

5

7,894

47.7

1,521

9.2

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

7,055

1.7

45,278

10.9

416,170

NON U.S.

 

2,446

0.6

3,755

0.9

 
 

18

9,501

2.3

49,033

11.8

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

1,114

16.7

559

8.4

6,664

NON U.S.

 

613

9.2

157

2.4

 
 

9

1,727

25.9

716

10.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

34,006

1.9

94,676

5.4

1,748,314

NON U.S.

18

73,143

4.2

169,687

9.7

 
 

22

107,149

6.1

264,363

15.1

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

1,392

1.1

17,542

14.1

124,294

NON U.S.

 

1,490

1.2

33,292

26.8

 
 

8

2,882

2.3

50,834

40.9

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

0

0.0

8,514

11.8

71,945

NON U.S.

 

420

0.6

4,770

6.6

 
 

6

420

0.6

13,284

18.5

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,634

9.9

1,621

9.9

16,442

NON U.S.

 

2,032

12.4

1,994

12.1

 
 

10

3,666

22.3

3,615

22.0

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

150

1.0

315

2.1

15,346

NON U.S.

 

2,760

18.0

4,368

28.5

 
 

6

2,910

19.0

4,683

30.5

ICUS COCOA

U.S.

 

1,178

0.6

1,592

0.8

206,203

NON U.S.

 

6,892

3.3

3,421

1.7

 
 

12

8,070

3.9

5,013

2.4

NYME PALLADIUM

U.S.

 

381

1.6

2,183

9.4

23,144

NON U.S.

 

1,925

8.3

2,700

11.7

 
 

17

2,306

10.0

4,883

21.1

NYME PLATINUM

U.S.

5

301

0.5

8,612

13.6

63,185

NON U.S.

18

3,135

5.0

13,642

21.6

 
 

23

3,436

5.4

22,254

35.2

ICUS SUGAR NO. 11

U.S.

 

22,442

2.5

1,285

0.1

899,793

NON U.S.

 

41,440

4.6

17,674

2.0

 
 

13

63,882

7.1

18,959

2.1

ICUS COFFEE C

U.S.

4

2,696

1.4

695

0.4

188,825

NON U.S.

16

11,300

6.0

3,360

1.8

 
 

20

13,996

7.4

4,055

2.1

CMX SILVER

U.S.

5

6,654

3.5

27,036

14.1

192,376

NON U.S.

17

6,860

3.6

37,143

19.3

 
 

22

13,514

7.0

64,179

33.4

CMX COPPER-GRADE #1

U.S.

4

8,739

3.8

3

0.00

227,927

NON U.S.

11

12,044

5.3

1,700

0.7

 
 

15

20,783

9.1

1,703

0.7

CMX GOLD

U.S.

5

12,074

2.4

73,928

14.9

496,330

NON U.S.

20

21,004

4.2

93,076

18.8

 
 

25

33,078

6.7

167,004

33.6

CME RUSSIAN RUBLE

U.S.

 

235

0.7

2,150

6.5

33,329

NON U.S.

 

14,828

44.5

11,319

34.0

 
 

5

15,063

45.2

13,469

40.4

CME MEXICAN PESO

U.S.

 

7,693

5.4

12,100

8.5

142,333

NON U.S.

 

44,314

31.1

8,394

5.9

 
 

9

52,007

36.5

20,494

14.4

CME BRITISH POUND STERLING

U.S.

 

12,567

4.8

11,337

4.4

259,238

NON U.S.

 

22,964

8.9

198

0.1

 
 

7

35,531

13.7

11,535

4.4

CME JAPANESE YEN

U.S.

 

20,910

11.6

31,016

17.1

180,894

NON U.S.

 

10,626

5.9

713

0.4

 
 

6

31,536

17.4

31,729

17.5

CME EURO FX

U.S.

 

17,318

4.5

0

0.0

386,010

NON U.S.

 

23,019

6.0

5,541

1.4

 
 

14

40,337

10.4

5,541

1.4

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

10,256

2.6

2,140

0.5

395,749

NON U.S.

10

12,503

3.2

2,061

0.5

 
 

14

22,759

5.8

4,201

1.1

CME NEW ZEALAND DOLLAR

U.S.

 

157

0.3

6,014

10.4

57,750

NON U.S.

 

2,217

3.8

77

0.1

 
 

5

2,374

4.1

6,091

10.5

E VIX FUTURES

U.S.

 

1,839

0.4

69

0.0

501,258

NON U.S.

 

94,200

18.8

1,299

0.3

 
 

7

96,039

19.2

1,368

0.3

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

 

526

0.4

0

0.0

130,243

NON U.S.

 

3,803

2.9

818

0.6

 
 

7

4,329

3.3

818

0.6

CME 3-MONTH EURODOLLARS

U.S.

8

2,155,627

19.9

812,870

7.5

10,823,863

NON U.S.

38

776,568

7.2

456,992

4.2

 
 

46

2,932,195

27.1

1,269,862

11.7

CME E-MINI S&P 500 STOCK INDEX

U.S.

4

24,291

0.8

10,398

0.3

3,123,389

NON U.S.

21

41,323

1.3

39,050

1.3

 
 

25

65,614

2.1

49,448

1.6

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

304

0.1

1,197

0.5

243,822

NON U.S.

 

6,184

2.5

590

0.2

 
 

9

6,488

2.7

1,787

0.7

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

358

0.1

5,625

1.4

397,562

NON U.S.

7

6,599

1.7

1,382

0.3

 
 

11

6,957

1.7

7,007

1.8

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

1,154

1.2

97,456

NON U.S.

 

4,236

4.3

1,078

1.1

 
 

9

4,236

4.3

2,232

2.3

ICUS MSCI EAFE MINI INDEX

U.S.

 

374

0.2

0

0.0

180,998

NON U.S.

 

2,718

1.5

715

0.4

 
 

6

3,092

1.7

715

0.4

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

2,133

0.3

424

0.1

648,141

NON U.S.

12

13,787

2.1

46,054

7.1

 
 

16

15,920

2.5

46,478

7.2

NYME GULF COAST JET FUEL CAL SWAP

U.S.

 

135

16.0

328

38.8

846

NON U.S.

 

95

11.2

165

19.5

 
 

5

230

27.2

493

58.3

CME EURO FX/BRITISH POUND XRATE

U.S.

 

0

0.0

6,000

18.9

31,815

NON U.S.

 

827

2.6

1,544

4.9

 
 

5

827

2.6

7,544

23.7

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

5,473

16.0

0

0.0

34,250

NON U.S.

 

3,679

10.7

0

0.0

 
 

6

9,152

26.7

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

1,740

9.1

1,811

9.5

19,048

NON U.S.

 

2,828

14.8

512

2.7

 
 

6

4,568

24.0

2,323

12.2

NYME Heating Oil/Brent Crack Sprd

U.S.

 

900

5.4

905

5.4

16,788

NON U.S.

 

363

2.2

245

1.5

 
 

5

1,263

7.5

1,150

6.9

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,613

10.3

2,270

14.5

15,651

NON U.S.

 

3,911

25.0

348

2.2

 
 

6

5,524

35.3

2,618

16.7

NYME EUROBOB OXY NWE CRK SPR

U.S.

 

1,004

3.9

111

0.4

25,701

NON U.S.

 

399

1.6

379

1.5

 
 

5

1,403

5.5

490

1.9