March Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 3/1/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

4,516

1.0

8,205

1.9

437,577

NON U.S.

 

21,132

4.8

6,233

1.4

 
 

15

25,648

5.9

14,438

3.3

CBT WHEAT-HRW

U.S.

 

4,610

2.1

2,226

1.0

215,138

NON U.S.

 

5,040

2.3

2,275

1.1

 
 

8

9,650

4.5

4,501

2.1

CBT CORN

U.S.

 

38,194

2.9

12,256

0.9

1,325,794

NON U.S.

 

57,382

4.3

6,396

0.5

 
 

13

95,576

7.2

18,652

1.4

CBT SOYBEANS

U.S.

 

14,460

2.1

483

0.1

701,548

NON U.S.

 

22,011

3.1

8,149

1.2

 
 

12

36,471

5.2

8,632

1.2

CBT SOYBEAN OIL

U.S.

 

9,256

2.4

4,596

1.2

381,682

NON U.S.

 

18,214

4.8

1,613

0.4

 
 

10

27,470

7.2

6,209

1.6

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,683

4.6

1,254

2.1

58,544

NON U.S.

 

1,611

2.8

725

1.2

 
 

5

4,294

7.3

1,979

3.4

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

15,265

4.2

1,415

0.4

364,300

NON U.S.

4

16,899

4.6

80

0.0

 
 

8

32,164

8.8

1,495

0.4

NYME GULF COAST ULSD SWAP

U.S.

 

126

2.3

1,076

19.7

5,469

NON U.S.

 

96

1.8

326

6.0

 
 

5

222

4.1

1,402

25.6

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

2,087

3.9

2,694

5.1

52,995

NON U.S.

 

3,087

5.8

119

0.2

 
 

6

5,174

9.8

2,813

5.3

NYME EIA FLAT TAX ON HIGHWAY DIESEL

U.S.

 

935

18.1

0

0.0

5,179

NON U.S.

 

254

4.9

96

1.9

 
 

5

1,189

23.0

96

1.9

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

8,153

0.2

1,082,433

25.7

4,213,419

NON U.S.

9

42,694

1.0

766,656

18.2

 
 

13

50,847

1.2

1,849,089

43.9

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

14,645

4.9

28,449

9.6

297,700

NON U.S.

 

11,527

3.9

4,051

1.4

 
 

8

26,172

8.8

32,500

10.9

IFED NWP ROCKIES FIN BASIS

U.S.

 

302

0.1

51,126

21.4

238,886

NON U.S.

 

1,552

0.6

63,193

26.5

 
 

9

1,854

0.8

114,319

47.9

IFED AECO FIN BASIS

U.S.

 

16,324

2.4

1,342

0.2

690,429

NON U.S.

 

20,401

3.0

367,793

53.3

 
 

9

36,725

5.3

369,135

53.5

IFED CHICAGO FIN BASIS

U.S.

 

1,975

0.6

13,708

4.3

316,831

NON U.S.

 

0

0.0

59,187

18.7

 
 

8

1,975

0.6

72,895

23.0

IFED HSC FIN BASIS

U.S.

 

17,877

6.0

30,196

10.1

298,556

NON U.S.

 

17,486

5.9

19,613

6.6

 
 

7

35,363

11.8

49,809

16.7

IFED WAHA FIN BASIS

U.S.

 

0

0.0

10,347

7.3

141,290

NON U.S.

 

0

0.0

20,019

14.2

 
 

5

0

0.0

30,366

21.5

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

 

0

0.0

26,642

23.3

114,421

NON U.S.

 

234

0.2

15,297

13.4

 
 

6

234

0.2

41,939

36.7

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

U.S.

 

16,766

9.9

12,618

7.5

169,195

NON U.S.

 

25,664

15.2

14,649

8.7

 
 

7

42,430

25.1

27,267

16.1

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

257

0.1

48,589

14.9

326,598

NON U.S.

 

29,808

9.1

41,302

12.6

 
 

8

30,065

9.2

89,891

27.5

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

U.S.

 

1,133

1.4

5,143

6.5

78,644

NON U.S.

 

4,159

5.3

13,950

17.7

 
 

5

5,292

6.7

19,093

24.3

IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS)

U.S.

 

11,365

10.5

976

0.9

107,847

NON U.S.

 

6,707

6.2

0

0.0

 
 

5

18,072

16.8

976

0.9

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

1,755

1.2

8,110

5.5

148,152

NON U.S.

 

214

0.1

15,174

10.2

 
 

5

1,969

1.3

23,284

15.7

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

11,451

12.6

910

1.0

90,915

NON U.S.

 

11,378

12.5

0

0.0

 
 

5

22,829

25.1

910

1.0

NYME NATURAL GAS

U.S.

4

37,871

3.6

29,461

2.8

1,042,618

NON U.S.

10

34,737

3.3

20,115

1.9

 
 

14

72,608

7.0

49,576

4.8

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

 

3,298

8.6

856

2.2

38,266

NON U.S.

 

5,051

13.2

8,192

21.4

 
 

5

8,349

21.8

9,048

23.6

NYME HENRY HUB LAST DAY FIN

U.S.

 

11,534

4.0

31,363

10.8

289,380

NON U.S.

 

16,262

5.6

26,457

9.1

 
 

7

27,796

9.6

57,820

20.0

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

9,508

9.0

1,724

1.6

105,794

NON U.S.

 

7,723

7.3

5,414

5.1

 
 

7

17,231

16.3

7,138

6.7

CBT SOYBEAN MEAL

U.S.

 

2,824

0.7

3,988

1.0

393,496

NON U.S.

 

16,389

4.2

1,696

0.4

 
 

12

19,213

4.9

5,684

1.4

ICUS COTTON NO. 2

U.S.

 

4,066

2.0

534

0.3

202,863

NON U.S.

 

13,631

6.7

1,247

0.6

 
 

11

17,697

8.7

1,781

0.9

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

1,921

2.9

7,064

10.6

66,862

NON U.S.

 

5,557

8.3

36,677

54.9

 
 

6

7,478

11.2

43,741

65.4

NYME HENRY HUB SWAP

U.S.

 

13,769

0.9

371,910

25.6

1,453,762

NON U.S.

 

46,845

3.2

467,558

32.2

 
 

10

60,614

4.2

839,468

57.7

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

37,665

12.1

13,925

4.5

310,676

NON U.S.

 

56,174

18.1

12,460

4.0

 
 

10

93,839

30.2

26,385

8.5

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

6

9,846

0.9

15,721

1.5

1,068,941

NON U.S.

13

8,080

0.8

18,309

1.7

 
 

19

17,926

1.7

34,030

3.2

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

28,038

1.0

12,752

0.4

2,909,117

NON U.S.

16

14,187

0.5

29,292

1.0

 
 

23

42,225

1.5

42,044

1.4

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

12,396

0.5

13,515

0.5

2,644,923

NON U.S.

10

31,591

1.2

22,463

0.8

 
 

14

43,987

1.7

35,978

1.4

CBT 30-DAY FEDERAL FUNDS

U.S.

6

75,996

10.5

107,098

14.8

725,225

NON U.S.

13

17,053

2.4

45,957

6.3

 
 

19

93,049

12.8

153,055

21.1

CME LEAN HOGS

U.S.

 

954

0.5

168

0.1

196,308

NON U.S.

 

11,303

5.8

505

0.3

 
 

9

12,257

6.2

673

0.3

CME LIVE CATTLE

U.S.

 

1,564

0.6

564

0.2

280,951

NON U.S.

 

11,596

4.1

457

0.2

 
 

8

13,160

4.7

1,021

0.4

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

2,340

1.8

15,685

12.3

127,988

NON U.S.

 

412

0.3

2,966

2.3

 
 

5

2,752

2.2

18,651

14.6

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

6,461

1.5

38,500

8.8

439,430

NON U.S.

 

7,390

1.7

5,519

1.3

 
 

17

13,851

3.2

44,019

10.0

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

1,317

16.2

750

9.2

8,149

NON U.S.

 

1,346

16.5

214

2.6

 
 

10

2,663

32.7

964

11.8

ICEU WTI 1st Line-Brent 1st Line

U.S.

 

3,455

5.6

1,590

2.6

62,095

NON U.S.

 

90

0.1

6,515

10.5

 
 

5

3,545

5.7

8,105

13.1

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

 

32

0.1

4,936

15.4

32,027

NON U.S.

 

0

0.0

8,821

27.5

 
 

5

32

0.1

13,757

43.0

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

44,537

2.5

112,959

6.3

1,800,298

NON U.S.

18

94,433

5.2

139,575

7.8

 
 

22

138,970

7.7

252,534

14.0

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

2,568

2.2

13,779

11.9

115,959

NON U.S.

 

2,331

2.0

27,793

24.0

 
 

7

4,899

4.2

41,572

35.9

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

0

0.0

9,880

13.5

73,076

NON U.S.

 

420

0.6

6,100

8.3

 
 

6

420

0.6

15,980

21.9

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

308

1.9

3,171

20.1

15,805

NON U.S.

 

1,490

9.4

2,216

14.0

 
 

9

1,798

11.4

5,387

34.1

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

150

0.9

465

2.7

17,084

NON U.S.

 

4,035

23.6

3,354

19.6

 
 

5

4,185

24.5

3,819

22.4

ICUS COCOA

U.S.

 

1,371

0.6

548

0.2

238,761

NON U.S.

 

6,857

2.9

2,983

1.2

 
 

9

8,228

3.4

3,531

1.5

NYME PALLADIUM

U.S.

4

776

3.1

3,074

12.2

25,293

NON U.S.

14

2,307

9.1

2,988

11.8

 
 

18

3,083

12.2

6,062

24.0

NYME PLATINUM

U.S.

4

174

0.3

9,078

13.7

66,211

NON U.S.

18

3,013

4.6

12,301

18.6

 
 

22

3,187

4.8

21,379

32.3

ICUS SUGAR NO. 11

U.S.

 

20,163

2.7

1,925

0.3

752,262

NON U.S.

 

37,949

5.0

5,195

0.7

 
 

10

58,112

7.7

7,120

0.9

ICUS COFFEE C

U.S.

 

2,262

1.2

578

0.3

195,239

NON U.S.

 

10,423

5.3

2,420

1.2

 
 

17

12,685

6.5

2,998

1.5

CMX SILVER

U.S.

5

6,359

3.9

27,153

16.7

162,293

NON U.S.

14

7,692

4.7

38,523

23.7

 
 

19

14,051

8.7

65,676

40.5

CMX COPPER-GRADE #1

U.S.

4

7,914

4.9

21

0.0

160,010

NON U.S.

10

12,533

7.8

880

0.5

 
 

14

20,447

12.8

901

0.6

CMX GOLD

U.S.

5

8,183

1.8

81,050

18.0

450,555

NON U.S.

20

20,514

4.6

72,777

16.2

 
 

25

28,697

6.4

153,827

34.1

CME RUSSIAN RUBLE

U.S.

 

235

0.8

4,747

15.8

29,983

NON U.S.

 

17,275

57.6

12,351

41.2

 
 

5

17,510

58.4

17,098

57.0

CME CANADIAN DOLLAR

U.S.

 

4,000

2.5

20,370

12.8

159,107

NON U.S.

 

10,079

6.3

0

0.0

 
 

5

14,079

8.8

20,370

12.8

CME MEXICAN PESO

U.S.

 

14,867

10.5

0

0.0

141,104

NON U.S.

 

54,374

38.5

8,794

6.2

 
 

6

69,241

49.1

8,794

6.2

CME BRITISH POUND STERLING

U.S.

 

16,545

6.0

4,113

1.5

275,825

NON U.S.

 

9,681

3.5

584

0.2

 
 

7

26,226

9.5

4,697

1.7

CME JAPANESE YEN

U.S.

 

36,822

14.1

8,713

3.3

261,679

NON U.S.

 

3,409

1.3

9,356

3.6

 
 

8

40,231

15.4

18,069

6.9

CME EURO FX

U.S.

 

38,098

9.1

2,583

0.6

417,624

NON U.S.

 

34,868

8.3

10,480

2.5

 
 

16

72,966

17.5

13,063

3.1

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

11,326

2.8

10,848

2.6

409,709

NON U.S.

6

12,692

3.1

525

0.1

 
 

10

24,018

5.9

11,373

2.8

NYME EUROBOB GAS OXY NWE

U.S.

 

703

9.8

286

4.0

7,202

NON U.S.

 

133

1.8

69

1.0

 
 

5

836

11.6

355

4.9

E VIX FUTURES

U.S.

 

0

0.0

1,266

0.5

273,237

NON U.S.

 

7,480

2.7

17,722

6.5

 
 

5

7,480

2.7

18,988

6.9

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

 

1,865

3.0

1,074

1.7

62,431

NON U.S.

 

3,414

5.5

2,023

3.2

 
 

8

5,279

8.5

3,097

5.0

CME 3-MONTH EURODOLLARS

U.S.

8

1,874,859

17.2

1,072,759

9.8

10,929,373

NON U.S.

36

666,062

6.1

467,075

4.3

 
 

44

2,540,921

23.2

1,539,834

14.1

CME S&P 500 STOCK INDEX

U.S.

 

2,384

1.6

0

0.0

146,272

NON U.S.

 

3,190

2.2

4,950

3.4

 
 

5

5,574

3.8

4,950

3.4

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

19,851

0.6

35,845

1.1

3,149,871

NON U.S.

22

57,422

1.8

79,933

2.5

 
 

27

77,273

2.5

115,778

3.7

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

1,476

0.6

2,881

1.1

258,086

NON U.S.

 

5,011

1.9

17,967

7.0

 
 

13

6,487

2.5

20,848

8.1

CME AUSTRALIAN DOLLAR

U.S.

 

0

0.0

10,647

8.7

122,911

NON U.S.

 

2,732

2.2

7,861

6.4

 
 

5

2,732

2.2

18,508

15.1

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

564

0.1

1,456

0.3

429,603

NON U.S.

6

11,827

2.8

927

0.2

 
 

11

12,391

2.9

2,383

0.6

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

940

0.9

100,816

NON U.S.

 

4,529

4.5

301

0.3

 
 

6

4,529

4.5

1,241

1.2

ICUS MSCI EAFE MINI INDEX

U.S.

 

749

0.4

460

0.2

201,838

NON U.S.

 

5,567

2.8

1,480

0.7

 
 

8

6,316

3.1

1,940

1.0

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

1,972

0.4

424

0.1

565,050

NON U.S.

16

16,024

2.8

24,067

4.3

 
 

20

17,996

3.2

24,491

4.3

CME EURO FX/BRITISH POUND XRATE

U.S.

 

0

0.0

4,000

11.7

34,144

NON U.S.

 

954

2.8

365

1.1

 
 

6

954

2.8

4,365

12.8

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

4,098

12.3

45

0.1

33,228

NON U.S.

 

3,944

11.9

0

0.0

 
 

6

8,042

24.2

45

0.1

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

588

3.8

2,291

14.8

15,513

NON U.S.

 

3,028

19.5

380

2.4

 
 

6

3,616

23.3

2,671

17.2

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

360

2.7

1,120

8.5

13,116

NON U.S.

 

4,353

33.2

48

0.4

 
 

6

4,713

35.9

1,168

8.9

NYME EUROBOB OXY NWE CRK SPR

U.S.

 

1,122

3.7

470

1.5

30,390

NON U.S.

 

345

1.1

383

1.3

 
 

5

1,467

4.8

853

2.8