November Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 11/1/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

10,968

2.2

11,303

2.3

495,525

NON U.S.

12

22,825

4.6

5,526

1.1

 
 

16

33,793

6.8

16,829

3.4

CBT WHEAT-HRW

U.S.

 

8,166

3.1

7,180

2.7

263,869

NON U.S.

 

5,075

1.9

2,324

0.9

 
 

9

13,241

5.0

9,504

3.6

CBT CORN

U.S.

4

29,960

2.2

7,887

0.6

1,345,452

NON U.S.

11

69,614

5.2

3,074

0.2

 
 

15

99,574

7.4

10,961

0.8

CBT SOYBEANS

U.S.

4

18,251

3.0

2,890

0.5

615,146

NON U.S.

10

28,038

4.6

1,538

0.3

 
 

14

46,289

7.5

4,428

0.7

CBT SOYBEAN OIL

U.S.

 

17,909

3.8

8,869

1.9

475,067

NON U.S.

 

20,754

4.4

1,531

0.3

 
 

9

38,663

8.1

10,400

2.2

CBT U.S. TREASURY BONDS

U.S.

 

4,961

0.9

893

0.2

544,660

NON U.S.

 

10,589

1.9

587

0.1

 
 

10

15,550

2.9

1,480

0.3

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,483

4.3

913

1.6

58,123

NON U.S.

 

871

1.5

520

0.9

 
 

5

3,354

5.8

1,433

2.5

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

19,425

5.0

2,099

0.5

387,430

NON U.S.

7

18,764

4.8

255

0.1

 
 

11

38,189

9.9

2,354

0.6

NYME GULF COAST ULSD SWAP

U.S.

 

120

2.7

895

19.9

4,495

NON U.S.

 

210

4.7

747

16.6

 
 

5

330

7.3

1,642

36.5

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

1,538

2.8

724

1.3

54,088

NON U.S.

 

4,337

8.0

399

0.7

 
 

7

5,875

10.9

1,123

2.1

NYME EIA FLAT TAX ON HIGHWAY DIESEL

U.S.

 

840

20.5

120

2.9

4,096

NON U.S.

 

326

8.0

96

2.3

 
 

5

1,166

28.5

216

5.3

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

31,950

0.7

1,223,424

25.4

4,808,840

NON U.S.

8

35,834

0.7

666,694

13.9

 
 

12

67,784

1.4

1,890,118

39.3

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

18,101

8.6

15,928

7.5

211,130

NON U.S.

 

23,675

11.2

521

0.2

 
 

8

41,776

19.8

16,449

7.8

IFED NWP ROCKIES FIN BASIS

U.S.

 

966

0.6

34,868

20.3

172,161

NON U.S.

 

2,452

1.4

28,097

16.3

 
 

6

3,418

2.0

62,965

36.6

IFED AECO FIN BASIS

U.S.

 

17,803

2.0

3,218

0.4

871,463

NON U.S.

 

23,334

2.7

576,905

66.2

 
 

9

41,137

4.7

580,123

66.6

IFED CHICAGO FIN BASIS

U.S.

 

11,223

2.9

17,377

4.5

382,284

NON U.S.

 

91

0.0

56,806

14.9

 
 

8

11,314

3.0

74,183

19.4

IFED HSC FIN BASIS

U.S.

 

20,708

7.6

27,913

10.3

272,098

NON U.S.

 

6,773

2.5

19,351

7.1

 
 

7

27,481

10.1

47,264

17.4

IFED WAHA FIN BASIS

U.S.

 

365

0.4

25,595

27.4

93,457

NON U.S.

 

0

0.0

4,296

4.6

 
 

5

365

0.4

29,891

32.0

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

U.S.

 

7,072

4.8

12,021

8.2

147,380

NON U.S.

 

214

0.1

9,318

6.3

 
 

5

7,286

4.9

21,339

14.5

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

460

0.1

65,320

15.2

431,065

NON U.S.

 

16,151

3.7

14,227

3.3

 
 

7

16,611

3.9

79,547

18.5

NYME NATURAL GAS

U.S.

4

39,019

3.4

42,247

3.7

1,153,045

NON U.S.

10

38,901

3.4

34,165

3.0

 
 

14

77,920

6.8

76,412

6.6

NYME PERMIAN BASIS SWAP

U.S.

 

642

3.0

1,945

9.0

21,599

NON U.S.

 

1,344

6.2

7,425

34.4

 
 

5

1,986

9.2

9,370

43.4

NYME NGPL TEXOK BASIS SWAP

U.S.

 

2,789

6.5

3,439

8.0

43,087

NON U.S.

 

98

0.2

3,833

8.9

 
 

5

2,887

6.7

7,272

16.9

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

 

2,140

10.3

856

4.1

20,839

NON U.S.

 

4,192

20.1

8,030

38.5

 
 

5

6,332

30.4

8,886

42.6

NYME HENRY HUB LAST DAY FIN

U.S.

 

6,382

2.2

32,226

11.3

285,405

NON U.S.

 

15,317

5.4

22,448

7.9

 
 

7

21,699

7.6

54,674

19.2

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

15,815

14.5

1,956

1.8

108,959

NON U.S.

 

10,710

9.8

3,975

3.6

 
 

7

26,525

24.3

5,931

5.4

CBT SOYBEAN MEAL

U.S.

 

4,185

1.1

2,807

0.8

366,377

NON U.S.

 

27,902

7.6

27

0.00

 
 

12

32,087

8.8

2,834

0.8

ICUS COTTON NO. 2

U.S.

 

5,194

2.0

1,356

0.5

257,262

NON U.S.

 

19,572

7.6

1,128

0.4

 
 

14

24,766

9.6

2,484

1.0

NYME HENRY HUB BASIS SWAP

U.S.

 

0

0.0

5,254

11.4

46,115

NON U.S.

 

496

1.1

2,769

6.0

 
 

6

496

1.1

8,023

17.4

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

20.0

7,161

28.1

25,526

NON U.S.

 

1,551

6.1

546

2.1

 
 

5

6,661

26.1

7,707

30.2

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,273

4.3

3,889

5.2

75,355

NON U.S.

 

6,890

9.1

54,872

72.8

 
 

6

10,163

13.5

58,761

78.0

NYME PANHANDLE BASIS SWAP

U.S.

 

7,435

17.0

101

0.2

43,682

NON U.S.

 

2,863

6.6

10,080

23.1

 
 

5

10,298

23.6

10,181

23.3

NYME SAN JUAN BASIS SWAP

U.S.

 

7,399

17.8

2,190

5.3

41,651

NON U.S.

 

994

2.4

9,483

22.8

 
 

5

8,393

20.2

11,673

28.0

NYME HENRY HUB SWAP

U.S.

 

15,483

1.1

347,656

25.6

1,358,107

NON U.S.

 

51,585

3.8

454,691

33.5

 
 

10

67,068

4.9

802,347

59.1

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

19,340

6.8

13,904

4.9

284,103

NON U.S.

 

72,216

25.4

4,112

1.4

 
 

9

91,556

32.2

18,016

6.3

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

8,666

0.7

4,732

0.4

1,260,953

NON U.S.

16

21,093

1.7

30,104

2.4

 
 

21

29,759

2.4

34,836

2.8

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

50,097

1.7

14,343

0.5

2,916,829

NON U.S.

28

27,681

0.9

83,346

2.9

 
 

35

77,778

2.7

97,689

3.3

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

11,404

0.4

22,877

0.8

2,779,984

NON U.S.

16

37,459

1.3

68,879

2.5

 
 

21

48,863

1.8

91,756

3.3

CBT 30-DAY FEDERAL FUNDS

U.S.

7

124,646

13.8

89,381

9.9

903,152

NON U.S.

26

68,450

7.6

66,265

7.3

 
 

33

193,096

21.4

155,646

17.2

CME LEAN HOGS

U.S.

 

4,057

1.8

1,989

0.9

223,537

NON U.S.

 

14,556

6.5

701

0.3

 
 

11

18,613

8.3

2,690

1.2

CME LIVE CATTLE

U.S.

 

3,172

1.2

604

0.2

275,224

NON U.S.

 

12,290

4.5

325

0.1

 
 

10

15,462

5.6

929

0.3

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,705

1.2

14,125

10.0

140,664

NON U.S.

 

509

0.4

3,196

2.3

 
 

7

2,214

1.6

17,321

12.3

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,376

2.5

3,424

3.6

94,681

NON U.S.

 

16

0.0

7,375

7.8

 
 

7

2,392

2.5

10,799

11.4

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

55

0.4

964

6.6

14,583

NON U.S.

 

6,466

44.3

0

0.0

 
 

5

6,521

44.7

964

6.6

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

17,616

3.3

47,841

8.9

537,020

NON U.S.

 

3,934

0.7

3,555

0.7

 
 

15

21,550

4.0

51,396

9.6

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

753

11.0

852

12.4

6,845

NON U.S.

 

208

3.0

130

1.9

 
 

9

961

14.0

982

14.3

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

42,249

2.3

124,188

6.7

1,854,612

NON U.S.

20

75,965

4.1

166,124

9.0

 
 

24

118,214

6.4

290,312

15.7

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

770

0.7

15,401

14.0

109,681

NON U.S.

 

1,829

1.7

24,996

22.8

 
 

8

2,599

2.4

40,397

36.8

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

0

0.0

6,244

12.9

48,564

NON U.S.

 

3,045

6.3

1,680

3.5

 
 

6

3,045

6.3

7,924

16.3

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,217

8.7

606

4.3

13,969

NON U.S.

 

1,388

9.9

1,652

11.8

 
 

10

2,605

18.6

2,258

16.2

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

195

1.7

660

5.7

11,615

NON U.S.

 

862

7.4

1,968

16.9

 
 

7

1,057

9.1

2,628

22.6

ICUS COCOA

U.S.

 

2,830

1.1

1,745

0.7

260,081

NON U.S.

 

6,427

2.5

1,107

0.4

 
 

10

9,257

3.6

2,852

1.1

NYME PALLADIUM

U.S.

4

633

2.8

4,080

17.9

22,766

NON U.S.

13

1,731

7.6

3,852

16.9

 
 

17

2,364

10.4

7,932

34.8

NYME PLATINUM

U.S.

5

0

0.0

9,127

12.8

71,112

NON U.S.

17

2,725

3.8

8,532

12.0

 
 

22

2,725

3.8

17,659

24.8

ICUS SUGAR NO. 11

U.S.

 

15,482

1.8

1,895

0.2

844,926

NON U.S.

 

38,782

4.6

18,569

2.2

 
 

13

54,264

6.4

20,464

2.4

ICUS COFFEE C

U.S.

4

6,274

2.9

263

0.1

217,273

NON U.S.

15

10,436

4.8

3,540

1.6

 
 

19

16,710

7.7

3,803

1.8

CMX SILVER

U.S.

5

7,121

3.6

30,307

15.4

196,912

NON U.S.

21

8,848

4.5

39,590

20.1

 
 

26

15,969

8.1

69,897

35.5

CMX COPPER-GRADE #1

U.S.

4

7,215

3.6

110

0.1

203,042

NON U.S.

13

13,644

6.7

525

0.3

 
 

17

20,859

10.3

635

0.3

CMX GOLD

U.S.

5

8,537

1.6

75,406

14.5

521,506

NON U.S.

28

18,951

3.6

83,178

15.9

 
 

33

27,488

5.3

158,584

30.4

CME MEXICAN PESO

U.S.

 

0

0.0

2,415

1.5

157,048

NON U.S.

 

45,959

29.3

625

0.4

 
 

6

45,959

29.3

3,040

1.9

CME BRITISH POUND STERLING

U.S.

 

8,680

3.2

3,047

1.1

267,564

NON U.S.

 

7,762

2.9

0

0.0

 
 

6

16,442

6.1

3,047

1.1

CME JAPANESE YEN

U.S.

 

8,060

4.9

26,730

16.2

165,124

NON U.S.

 

2,094

1.3

1,603

1.0

 
 

8

10,154

6.1

28,333

17.2

CME EURO FX

U.S.

 

7,000

1.6

1,319

0.3

444,502

NON U.S.

 

20,738

4.7

3,549

0.8

 
 

17

27,738

6.2

4,868

1.1

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

10,606

2.8

5,405

1.4

383,766

NON U.S.

8

11,413

3.0

1,767

0.5

 
 

12

22,019

5.7

7,172

1.9

NYME RBOB CALENDAR SWAP

U.S.

 

1,635

15.9

0

0.0

10,253

NON U.S.

 

463

4.5

126

1.2

 
 

5

2,098

20.5

126

1.2

E VIX FUTURES

U.S.

 

71

0.0

3,775

0.9

428,792

NON U.S.

 

81,705

19.1

1,663

0.4

 
 

9

81,776

19.1

5,438

1.3

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

865

0.7

2,776

2.4

116,627

NON U.S.

5

3,295

2.8

2,666

2.3

 
 

9

4,160

3.6

5,442

4.7

CME 3-MONTH EURODOLLARS

U.S.

8

2,351,272

20.5

939,725

8.2

11,495,892

NON U.S.

35

712,083

6.2

617,533

5.4

 
 

43

3,063,355

26.6

1,557,258

13.5

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

11,185

0.4

81,165

2.7

2,986,724

NON U.S.

17

58,345

2.0

69,540

2.3

 
 

22

69,530

2.3

150,705

5.0

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

691

0.2

22,926

7.2

316,487

NON U.S.

 

5,548

1.8

5,751

1.8

 
 

14

6,239

2.0

28,677

9.1

CME AUSTRALIAN DOLLAR

U.S.

 

0

0.0

6,118

4.9

125,387

NON U.S.

 

2,584

2.1

505

0.4

 
 

5

2,584

2.1

6,623

5.3

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

2,946

0.9

2,487

0.8

328,190

NON U.S.

5

1,109

0.3

2,423

0.7

 
 

9

4,055

1.2

4,910

1.5

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

626

1.0

60,584

NON U.S.

 

1,270

2.1

4,541

7.5

 
 

6

1,270

2.1

5,167

8.5

ICUS MSCI EAFE MINI INDEX

U.S.

 

499

0.2

0

0.0

221,199

NON U.S.

 

4,897

2.2

4,653

2.1

 
 

7

5,396

2.4

4,653

2.1

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

1,995

0.2

424

0.0

881,530

NON U.S.

12

15,830

1.8

51,707

5.9

 
 

16

17,825

2.0

52,131

5.9

CME EURO FX/BRITISH POUND XRATE

U.S.

 

0

0.0

3,000

9.7

30,940

NON U.S.

 

704

2.3

926

3.0

 
 

5

704

2.3

3,926

12.7

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

5,738

14.8

0

0.0

38,742

NON U.S.

 

3,055

7.9

0

0.0

 
 

5

8,793

22.7

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

1,968

10.6

1,398

7.5

18,637

NON U.S.

 

1,543

8.3

330

1.8

 
 

6

3,511

18.8

1,728

9.3

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,235

9.9

1,505

12.0

12,503

NON U.S.

 

1,966

15.7

648

5.2

 
 

6

3,201

25.6

2,153

17.2