March Bank Participation Report Futures IN CONTRACTS

               
 

REPORT DATE: 3/6/2018

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

9,580

2.1

7,381

1.6

465,424

NON U.S.

 

32,126

6.9

1,856

0.4

 
 

14

41,706

9.0

9,237

2.0

 

CBT WHEAT-HRW

U.S.

 

5,067

1.7

2,255

0.8

300,111

NON U.S.

 

11,994

4.0

186

0.1

 
 

9

17,061

5.7

2,441

0.8

 

CBT CORN

U.S.

5

14,269

0.8

15,327

0.9

1,743,951

NON U.S.

10

64,901

3.7

1,644

0.1

 
 

15

79,170

4.5

16,971

1.0

 

CBT SOYBEANS

U.S.

 

7,562

0.9

3,177

0.4

819,234

NON U.S.

 

31,226

3.8

8,291

1.0

 
 

13

38,788

4.7

11,468

1.4

 

CBT SOYBEAN OIL

U.S.

 

6,516

1.3

1,750

0.4

485,144

NON U.S.

 

29,455

6.1

104

0.0

 
 

10

35,971

7.4

1,854

0.4

 

CBT U.S. TREASURY BONDS

U.S.

4

3,877

0.5

2,175

0.3

812,681

NON U.S.

9

7,081

0.9

6,863

0.8

 
 

13

10,958

1.3

9,038

1.1

 

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

4

13,880

3.6

4,321

1.1

388,432

NON U.S.

4

12,916

3.3

9

0.00

 
 

8

26,796

6.9

4,330

1.1

 

IFED NATURAL GAS ICE HENRY HUB LD1

U.S.

4

24,636

0.5

1,705,022

33.4

5,109,874

NON U.S.

7

61,351

1.2

755,985

14.8

 
 

11

85,987

1.7

2,461,007

48.2

 

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

10,480

6.5

11,855

7.3

162,412

NON U.S.

 

15,435

9.5

136

0.1

 
 

8

25,915

16.0

11,991

7.4

 

IFED NWP ROCKIES FIN BASIS

U.S.

 

2,256

0.8

29,344

10.4

281,729

NON U.S.

 

2,700

1.0

111,215

39.5

 
 

6

4,956

1.8

140,559

49.9

 

IFED AECO FIN BASIS

U.S.

 

5,911

0.8

1,759

0.2

770,203

NON U.S.

 

35,598

4.6

617,549

80.2

 
 

7

41,509

5.4

619,308

80.4

 

IFED CHICAGO FIN BASIS

U.S.

 

23,906

5.1

1,100

0.2

472,934

NON U.S.

 

1,700

0.4

65,542

13.9

 
 

7

25,606

5.4

66,642

14.1

 

IFED HSC FIN BASIS

U.S.

 

17,841

4.8

35,156

9.5

370,570

NON U.S.

 

1,758

0.5

26,244

7.1

 
 

8

19,599

5.3

61,400

16.6

 

IFED WAHA FIN BASIS

U.S.

 

2,652

1.0

52,265

19.3

270,607

NON U.S.

 

0

0.0

12,728

4.7

 
 

5

2,652

1.0

64,993

24.0

 

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

 

473

0.3

31,586

19.9

158,463

NON U.S.

 

184

0.1

32,704

20.6

 
 

5

657

0.4

64,290

40.6

 

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

7,863

1.5

93,290

17.5

531,730

NON U.S.

 

13,771

2.6

14,749

2.8

 
 

7

21,634

4.1

108,039

20.3

 

IFED EL PASO - PERMIAN BASIN (BASIS)

U.S.

 

9,824

5.4

8,429

4.7

180,533

NON U.S.

 

0

0.0

4,124

2.3

 
 

5

9,824

5.4

12,553

7.0

 

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

2,100

1.1

13,808

7.6

182,674

NON U.S.

 

4,121

2.3

6,929

3.8

 
 

6

6,221

3.4

20,737

11.4

 

NYME NATURAL GAS

U.S.

4

49,097

3.6

31,427

2.3

1,365,913

NON U.S.

13

61,276

4.5

70,505

5.2

 
 

17

110,373

8.1

101,932

7.5

 

NYME HENRY HUB LAST DAY FIN

U.S.

 

6,765

1.9

78,028

21.4

365,366

NON U.S.

 

4,456

1.2

13,707

3.8

 
 

8

11,221

3.1

91,735

25.1

 

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

7,056

7.7

2,380

2.6

92,224

NON U.S.

 

7,703

8.4

1,033

1.1

 
 

6

14,759

16.0

3,413

3.7

 

CBT SOYBEAN MEAL

U.S.

 

7,356

1.6

1,615

0.4

453,096

NON U.S.

 

32,776

7.2

57

0.0

 
 

12

40,132

8.9

1,672

0.4

 

ICUS COTTON NO. 2

U.S.

 

5,711

2.1

1,609

0.6

270,288

NON U.S.

 

20,534

7.6

6,170

2.3

 
 

14

26,245

9.7

7,779

2.9

 

NYME HENRY HUB SWAP

U.S.

 

15,247

1.4

354,637

31.6

1,120,551

NON U.S.

 

45,080

4.0

343,826

30.7

 
 

10

60,327

5.4

698,463

62.3

 

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

18,484

11.8

2,288

1.5

156,925

NON U.S.

 

40,573

25.9

8,534

5.4

 
 

9

59,057

37.6

10,822

6.9

 

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

4

4,576

0.2

26,273

1.4

1,840,176

NON U.S.

28

27,459

1.5

38,280

2.1

 
 

32

32,035

1.7

64,553

3.5

 

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

47,993

1.4

11,687

0.3

3,479,342

NON U.S.

34

22,414

0.6

104,550

3.0

 
 

42

70,407

2.0

116,237

3.3

 

CBT ULTRA 10-YEAR U.S. T-NOTES

U.S.

 

5,414

1.0

1,860

0.3

555,916

NON U.S.

 

10,110

1.8

4,800

0.9

 
 

5

15,524

2.8

6,660

1.2

 

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

6

11,463

0.3

37,216

1.1

3,375,246

NON U.S.

28

60,700

1.8

75,397

2.2

 
 

34

72,163

2.1

112,613

3.3

 

CBT 30-DAY FEDERAL FUNDS

U.S.

8

255,285

12.7

277,855

13.8

2,011,899

NON U.S.

23

118,347

5.9

174,003

8.6

 
 

31

373,632

18.6

451,858

22.5

 

CME LEAN HOGS

U.S.

 

974

0.4

2,032

0.9

223,728

NON U.S.

 

15,681

7.0

269

0.1

 
 

8

16,655

7.4

2,301

1.0

 

CME LIVE CATTLE

U.S.

 

1,230

0.3

732

0.2

372,271

NON U.S.

 

17,798

4.8

6

0.00

 
 

9

19,028

5.1

738

0.2

 

IFED PROPANE OPIS MT BELVIEU TET FP

U.S.

 

396

0.6

7,800

10.9

71,846

NON U.S.

 

75

0.1

973

1.4

 
 

6

471

0.7

8,773

12.2

 

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

0

0.0

12,974

37.4

34,720

NON U.S.

 

0

0.0

2,936

8.5

 
 

6

0

0.0

15,910

45.8

 

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

4,275

4.1

3,882

3.7

105,362

NON U.S.

 

716

0.7

1,234

1.2

 
 

5

4,991

4.7

5,116

4.9

 

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,984

6.5

7,394

16.2

45,562

NON U.S.

 

0

0.0

1,836

4.0

 
 

6

2,984

6.5

9,230

20.3

 

NYME CONWAY PROPANE (OPIS)

U.S.

 

414

2.7

338

2.2

15,538

NON U.S.

 

0

0.0

4,423

28.5

 
 

5

414

2.7

4,761

30.6

 

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

13,751

2.5

56,821

10.2

555,391

NON U.S.

 

6,093

1.1

4,332

0.8

 
 

14

19,844

3.6

61,153

11.0