June Bank Participation Report Futures IN CONTRACTS

  REPORT DATE: 6/5/2018
COMMODITY BANK TYPE BANK COUNT LONG FUTURES % SHORT FUTURES % OPEN INTEREST
CBT WHEAT-SRW U.S. 4 6,524 1.2 5,338 1.0 547,074
NON U.S. 13 38,389 7.0 6,499 1.2  
  17 44,913 8.2 11,837 2.2  
CBT WHEAT-HRW U.S.   4,797 1.6 1,672 0.5 307,909
NON U.S.   10,636 3.5 6,171 2.0  
  10 15,433 5.0 7,843 2.5  
CBT CORN U.S. 5 28,218 1.4 25,902 1.3 1,988,935
NON U.S. 12 73,454 3.7 8,643 0.4  
  17 101,672 5.1 34,545 1.7  
CBT SOYBEANS U.S. 4 10,678 1.2 14,790 1.6 912,593
NON U.S. 11 48,293 5.3 1,408 0.2  
  15 58,971 6.5 16,198 1.8  
CBT SOYBEAN OIL U.S.   10,146 2.0 7,868 1.5 512,124
NON U.S.   32,292 6.3 994 0.2  
  10 42,438 8.3 8,862 1.7  
CBT U.S. TREASURY BONDS U.S. 4 4,890 0.6 1,750 0.2 808,644
NON U.S. 5 9,615 1.2 4,452 0.6  
  9 14,505 1.8 6,202 0.8  
NYME GULF # 6 FUEL 3.0% SULFUR SWAP U.S.   2,397 4.9 506 1.0 49,372
NON U.S.   319 0.6 100 0.2  
  5 2,716 5.5 606 1.2  
NYME #2 HEATING OIL- NY HARBOR-ULSD U.S.   11,859 2.9 3,136 0.8 407,264
NON U.S.   14,755 3.6 909 0.2  
  9 26,614 6.5 4,045 1.0  
IFED NATURAL GAS HENRY LD1 FIXED U.S. 4 24,398 0.5 1,779,784 33.6 5,300,168
NON U.S. 8 38,285 0.7 865,717 16.3  
  12 62,683 1.2 2,645,501 49.9  
IFED NATURAL GAS PENULTIMATE ICE U.S.   8,114 5.4 9,757 6.5 150,718
NON U.S.   8,226 5.5 2,512 1.7  
  7 16,340 10.8 12,269 8.1  
IFED NWP ROCKIES FIN BASIS U.S.   90 0.0 62,436 18.4 339,588
NON U.S.   3,703 1.1 136,476 40.2  
  7 3,793 1.1 198,912 58.6  
IFED AECO FIN BASIS U.S.   4,162 0.5 631 0.1 835,812
NON U.S.   35,232 4.2 628,667 75.2  
  8 39,394 4.7 629,298 75.3  
IFED CHICAGO FIN BASIS U.S.   26,420 5.8 841 0.2 452,234
NON U.S.   1,300 0.3 66,267 14.7  
  8 27,720 6.1 67,108 14.8  
IFED HSC FIN BASIS U.S.   5,197 1.0 84,419 16.4 515,679
NON U.S.   91 0.0 22,747 4.4  
  7 5,288 1.0 107,166 20.8  
IFED WAHA FIN BASIS U.S.   4,552 1.5 63,470 21.4 296,926
NON U.S.   0 0.0 19,617 6.6  
  7 4,552 1.5 83,087 28.0  
IFED COLORADO INTERSTATE - MAINLINE (BASIS) U.S.   0 0.0 57,481 29.5 194,600
NON U.S.   0 0.0 60,610 31.1  
  6 0 0.0 118,091 60.7  
IFED DOMINION - SOUTH POINT (BASIS) U.S.   18,871 3.3 100,826 17.9 564,063
NON U.S.   15,579 2.8 23,642 4.2  
  7 34,450 6.1 124,468 22.1  
IFED EL PASO - PERMIAN BASIN (BASIS) U.S.   23,431 10.0 5,943 2.5 233,744
NON U.S.   214 0.1 3,794 1.6  
  5 23,645 10.1 9,737 4.2  
IFED PANHANDLE EASTERN- POOL GAS (BASIS) U.S.   3,898 2.6 16,891 11.1 151,754
NON U.S.   4,277 2.8 5,043 3.3  
  6 8,175 5.4 21,934 14.5  
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) U.S.   5,909 3.9 18,408 12.2 150,858
NON U.S.   15,123 10.0 0 0.0  
  5 21,032 13.9 18,408 12.2  
IFED TETCO M2 Basis (Receipts) U.S.   1,950 1.3 58,226 40.0 145,461
NON U.S.   246 0.2 21,614 14.9  
  5 2,196 1.5 79,840 54.9  
NYME NATURAL GAS U.S. 4 30,852 2.0 51,534 3.3 1,571,064
NON U.S. 15 69,523 4.4 72,060 4.6  
  19 100,375 6.4 123,594 7.9  
NYME HENRY HUB LAST DAY FIN U.S.   7,017 1.7 64,619 16.1 401,111
NON U.S.   4,550 1.1 15,574 3.9  
  8 11,567 2.9 80,193 20.0  
NYME HENRY HUB PENULTIMATE FIN U.S.   10,104 12.0 4,002 4.8 84,174
NON U.S.   5,246 6.2 1,141 1.4  
  6 15,350 18.2 5,143 6.1  
CBT SOYBEAN MEAL U.S.   9,204 1.8 3,100 0.6 517,330
NON U.S.   36,001 7.0 245 0.0  
  12 45,205 8.7 3,345 0.6  
ICUS COTTON NO. 2 U.S.   6,598 2.1 1,960 0.6 320,545
NON U.S.   19,482 6.1 9,008 2.8  
  17 26,080 8.1 10,968 3.4  
NYME HENRY HUB SWAP U.S.   3,741 0.3 327,052 29.2 1,119,722
NON U.S.   42,464 3.8 359,528 32.1  
  10 46,205 4.1 686,580 61.3  
NYME HENRY HUB PENULTIMATE GAS SWAP U.S.   19,373 11.3 1,968 1.1 171,157
NON U.S.   37,559 21.9 8,777 5.1  
  9 56,932 33.3 10,745 6.3  
CBT 2-YEAR U.S. TREASURY NOTES U.S. 6 8,629 0.5 73,382 4.0 1,813,231
NON U.S. 27 24,649 1.4 45,336 2.5  
  33 33,278 1.8 118,718 6.5  
CBT 10-YEAR U.S. TREASURY NOTES U.S. 9 62,623 1.8 11,714 0.3 3,523,788
NON U.S. 41 31,458 0.9 105,095 3.0  
  50 94,081 2.7 116,809 3.3  
CBT 5-YEAR U.S. TREASURY NOTES U.S. 6 25,425 0.7 20,922 0.6 3,680,757
NON U.S. 25 65,404 1.8 69,731 1.9  
  31 90,829 2.5 90,653 2.5  
CBT 30-DAY FEDERAL FUNDS U.S. 8 298,167 15.8 244,234 13.0 1,885,196
NON U.S. 16 116,680 6.2 96,353 5.1  
  24 414,847 22.0 340,587 18.1  
CME LEAN HOGS U.S.   1,258 0.5 1,635 0.7 238,817
NON U.S.   15,127 6.3 508 0.2  
  9 16,385 6.9 2,143 0.9  
CME LIVE CATTLE U.S.   772 0.2 363 0.1 335,678
NON U.S.   16,110 4.8 0 0.0  
  10 16,882 5.0 363 0.1  
CME FEEDER CATTLE U.S.   420 1.0 95 0.2 43,060
NON U.S.   1,335 3.1 0 0.0  
  5 1,755 4.1 95 0.2  
IFED PROPANE OPIS MT BELVIEU TET FP U.S.   995 1.4 7,425 10.5 70,492
NON U.S.   312 0.4 1,878 2.7  
  7 1,307 1.9 9,303 13.2  
NYME PROPANE NON-LDH MT BEL SWAP U.S.   0 0.0 16,377 36.9 44,400
NON U.S.   0 0.0 4,087 9.2  
  7 0 0.0 20,464 46.1  
NYME MT BELVIEU LDH PROPANE (OPIS) U.S.   5,469 4.6 1,961 1.7 117,667
NON U.S.   362 0.3 3,044 2.6  
  7 5,831 5.0 5,005 4.3  
NYME MT BELVIEU ETHANE OPIS U.S.   2,508 5.8 7,879 18.1 43,575
NON U.S.   0 0.0 2,867 6.6  
  7 2,508 5.8 10,746 24.7  
NYME MT BELV NORM BUTANE OPIS U.S.   0 0.0 5,779 16.0 36,124
NON U.S.   568 1.6 926 2.6  
  6 568 1.6 6,705 18.6  
NYME MT BELV NAT GASOLINE OPIS SWAP U.S.   0 0.0 4,998 27.7 18,067
NON U.S.   110 0.6 764 4.2  
  5 110 0.6 5,762 31.9  
NYME CONWAY PROPANE (OPIS) U.S.   603 3.0 391 1.9 20,395
NON U.S.   35 0.2 4,508 22.1  
  6 638 3.1 4,899 24.0  
ICEU CRUDE OIL, LIGHT SWEET-WTI U.S.   15,252 2.3 57,775 8.8 653,638
NON U.S.   9,277 1.4 6,146 0.9  
  15 24,529 3.8 63,921 9.8  
IFED WTI CRUDE OIL 1ST LINE U.S.   735 4.2 2,864 16.3 17,547
NON U.S.   1,975 11.3 550 3.1  
  5 2,710 15.4 3,414 19.5  
IFED CRUDE DIFF-TMX WCS 1A INDEX U.S.   2,712 6.2 1,896 4.4 43,497
NON U.S.   4,353 10.0 8,569 19.7  
  6 7,065 16.2 10,465 24.1  
NYME CRUDE OIL, LIGHT SWEET U.S. 4 16,187 0.6 331,067 13.0 2,546,827
NON U.S. 25 60,330 2.4 300,754 11.8  
  29 76,517 3.0 631,821 24.8  
NYME WTI CRUDE OIL CALENDAR SWAP U.S.   8,680 5.0 29,934 17.3 173,125
NON U.S.   18,433 10.6 24,292 14.0  
  9 27,113 15.7 54,226 31.3  
NYME BRENT CRUDE OIL LAST DAY U.S.   8,505 4.3 5,532 2.8 196,895
NON U.S.   817 0.4 952 0.5  
  7 9,322 4.7 6,484 3.3  
NYME WCS OIL NET ENERGY MONTHLY IND U.S.   440 2.0 220 1.0 22,406
NON U.S.   555 2.5 5,533 24.7  
  6 995 4.4 5,753 25.7  
ICUS COCOA U.S.   8,057 2.7 5,246 1.8 299,350
NON U.S.   5,507 1.8 2,747 0.9  
  9 13,564 4.5 7,993 2.7  
NYME PALLADIUM U.S. 4 238 1.1 8,395 38.3 21,945
NON U.S. 14 1,311 6.0 3,547 16.2  
  18 1,549 7.1 11,942 54.4  
NYME PLATINUM U.S. 4 2,430 2.9 6,803 8.1 84,484
NON U.S. 16 4,509 5.3 8,534 10.1  
  20 6,939 8.2 15,337 18.2  
ICUS SUGAR NO. 11 U.S.   19,298 1.9 6,532 0.7 997,686
NON U.S.   62,634 6.3 9,503 1.0  
  14 81,932 8.2 16,035 1.6  
ICUS COFFEE C U.S.   5,055 1.9 3,233 1.2 265,867
NON U.S.   14,115 5.3 756 0.3  
  17 19,170 7.2 3,989 1.5  
CMX SILVER U.S. 5 2,017 1.0 36,218 17.1 211,605
NON U.S. 21 9,248 4.4 30,047 14.2  
  26 11,265 5.3 66,265 31.3  
CMX COPPER-GRADE #1 U.S.   7,663 2.9 3,580 1.4 264,350
NON U.S.   13,264 5.0 5,204 2.0  
  17 20,927 7.9 8,784 3.3  
CMX GOLD U.S. 5 9,822 2.2 92,675 20.6 450,641
NON U.S. 28 32,994 7.3 82,929 18.4  
  33 42,816 9.5 175,604 39.0  
CME CANADIAN DOLLAR U.S.   2,035 1.3 1,108 0.7 158,317
NON U.S.   6,181 3.9 1,876 1.2  
  5 8,216 5.2 2,984 1.9  
CME MEXICAN PESO NON U.S.   13,209 6.5 37,734 18.7 202,098
  6 13,209 6.5 37,734 18.7  
CME BRITISH POUND STERLING U.S.   38,597 16.1 18,125 7.6 239,409
NON U.S.   4,350 1.8 9,498 4.0  
  7 42,947 17.9 27,623 11.5  
CME JAPANESE YEN U.S.   3,986 2.7 0 0.0 146,448
NON U.S.   8,801 6.0 696 0.5  
  6 12,787 8.7 696 0.5  
CME EURO FX U.S.   18,235 3.2 4,989 0.9 576,287
NON U.S.   28,769 5.0 19,369 3.4  
  18 47,004 8.2 24,358 4.2  
NYME GASOLINE BLENDSTOCK (RBOB) U.S. 4 10,506 2.2 7,907 1.7 478,392
NON U.S. 10 14,589 3.0 3,481 0.7  
  14 25,095 5.2 11,388 2.4  
E VIX FUTURES U.S.   3,100 0.7 0 0.0 427,468
NON U.S.   13,817 3.2 35,387 8.3  
  5 16,917 4.0 35,387 8.3  
CBT DOW JONES INDUSTRIAL AVG- x $5 U.S. 5 3,643 3.7 1,068 1.1 97,709
NON U.S. 6 3,401 3.5 4,176 4.3  
  11 7,044 7.2 5,244 5.4  
CME 3-MONTH EURODOLLARS U.S. 7 2,401,442 15.6 769,385 5.0 15,359,979
NON U.S. 38 824,346 5.4 669,970 4.4  
  45 3,225,788 21.0 1,439,355 9.4  
CME E-MINI S&P ENERGY INDEX U.S.   0 0.0 715 2.9 24,813
NON U.S.   944 3.8 2,306 9.3  
  5 944 3.8 3,021 12.2  
CME E-MINI S&P 500 STOCK INDEX U.S. 7 28,541 0.9 120,510 3.7 3,242,617
NON U.S. 21 41,830 1.3 174,594 5.4  
  28 70,371 2.2 295,104 9.1  
CME E-MINI S&P FINANCIAL INDEX U.S.   0 0.0 2,138 6.4 33,548
NON U.S.   699 2.1 3,967 11.8  
  5 699 2.1 6,105 18.2  
CME E-MINI S&P UTILITIES INDEX U.S.   0 0.0 8,882 30.7 28,917
NON U.S.   4,440 15.4 211 0.7  
  5 4,440 15.4 9,093 31.4  
CME S&P 500 TOTAL RETURN INDEX U.S.   11,434 9.7 26,760 22.7 117,983
NON U.S.   12,509 10.6 18,250 15.5  
  5 23,943 20.3 45,010 38.1  
CME NASDAQ-100 STOCK INDEX (MINI) U.S. 4 4,880 1.9 2,898 1.1 259,707
NON U.S. 11 6,108 2.4 624 0.2  
  15 10,988 4.2 3,522 1.4  
CME AUSTRALIAN DOLLAR U.S.   1,767 1.2 4,521 3.1 143,872
NON U.S.   40,023 27.8 22 0.0  
  5 41,790 29.0 4,543 3.2  
CME E-MINI RUSSELL 2000 INDEX U.S. 5 10,835 1.9 4,482 0.8 563,371
NON U.S. 7 12,683 2.3 4,574 0.8  
  12 23,518 4.2 9,056 1.6  
CME NIKKEI STOCK AVERAGE YEN DENOM U.S.   12,521 16.0 0 0.0 78,322
NON U.S.   2,270 2.9 1,905 2.4  
  6 14,791 18.9 1,905 2.4  
ICUS MSCI EAFE MINI INDEX U.S.   0 0.0 1,623 0.5 309,896
NON U.S.   1,476 0.5 16,887 5.4  
  7 1,476 0.5 18,510 6.0  
ICUS MSCI EMERGING MKTS MINI INDEX U.S. 4 1,865 0.2 2,932 0.3 1,014,354
NON U.S. 15 22,272 2.2 24,433 2.4  
  19 24,137 2.4 27,365 2.7  
CME S&P 500 ANNUAL DIVIDEND INDEX U.S.   491 0.4 1,285 1.2 110,630
NON U.S.   50 0.0 3,440 3.1  
  5 541 0.5 4,725 4.3