October Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 10/4/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

7,116

1.5

8,026

1.7

477,960

NON U.S.

11

19,508

4.1

5,024

1.1

 
 

15

26,624

5.6

13,050

2.7

CBT WHEAT-HRW

U.S.

 

4,378

1.8

3,312

1.4

239,676

NON U.S.

 

7,100

3.0

2,080

0.9

 
 

9

11,478

4.8

5,392

2.2

CBT CORN

U.S.

4

19,190

1.5

10,520

0.8

1,310,849

NON U.S.

12

68,122

5.2

4,699

0.4

 
 

16

87,312

6.7

15,219

1.2

CBT SOYBEANS

U.S.

4

9,213

1.4

3,361

0.5

651,042

NON U.S.

12

24,714

3.8

2,639

0.4

 
 

16

33,927

5.2

6,000

0.9

CBT SOYBEAN OIL

U.S.

 

12,734

3.1

3,817

0.9

414,039

NON U.S.

 

18,986

4.6

417

0.1

 
 

9

31,720

7.7

4,234

1.0

CBT U.S. TREASURY BONDS

U.S.

 

2,897

0.5

746

0.1

569,086

NON U.S.

 

2,324

0.4

50

0.00

 
 

6

5,221

0.9

796

0.1

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,069

4.2

482

1.0

49,751

NON U.S.

 

861

1.7

560

1.1

 
 

5

2,930

5.9

1,042

2.1

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

17,711

4.5

1,453

0.4

391,294

NON U.S.

6

18,914

4.8

19

0.00

 
 

10

36,625

9.4

1,472

0.4

NYME GULF COAST ULSD SWAP

U.S.

 

120

2.9

820

20.1

4,089

NON U.S.

 

96

2.3

483

11.8

 
 

5

216

5.3

1,303

31.9

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

1,498

3.6

774

1.8

42,014

NON U.S.

 

4,500

10.7

0

0.0

 
 

6

5,998

14.3

774

1.8

NYME EIA FLAT TAX ON HIGHWAY DIESEL

U.S.

 

946

20.4

120

2.6

4,642

NON U.S.

 

471

10.1

96

2.1

 
 

5

1,417

30.5

216

4.7

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

23,506

0.5

1,201,808

25.4

4,738,699

NON U.S.

8

37,374

0.8

638,937

13.5

 
 

12

60,880

1.3

1,840,745

38.8

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

12,783

7.4

16,919

9.8

173,519

NON U.S.

 

18,205

10.5

597

0.3

 
 

8

30,988

17.9

17,516

10.1

IFED NWP ROCKIES FIN BASIS

U.S.

 

786

0.4

37,958

21.0

180,857

NON U.S.

 

0

0.0

30,990

17.1

 
 

6

786

0.4

68,948

38.1

IFED AECO FIN BASIS

U.S.

 

17,982

2.3

3,010

0.4

794,965

NON U.S.

 

17,514

2.2

500,160

62.9

 
 

9

35,496

4.5

503,170

63.3

IFED CHICAGO FIN BASIS

U.S.

 

9,316

2.5

17,657

4.8

367,949

NON U.S.

 

232

0.1

55,912

15.2

 
 

8

9,548

2.6

73,569

20.0

IFED HSC FIN BASIS

U.S.

 

20,650

8.0

30,276

11.7

259,101

NON U.S.

 

7,783

3.0

19,679

7.6

 
 

7

28,433

11.0

49,955

19.3

IFED WAHA FIN BASIS

U.S.

 

365

0.4

26,391

26.3

100,311

NON U.S.

 

0

0.0

3,923

3.9

 
 

5

365

0.4

30,314

30.2

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

U.S.

 

8,317

5.8

9,553

6.6

144,432

NON U.S.

 

1,454

1.0

8,592

5.9

 
 

6

9,771

6.8

18,145

12.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

409

0.1

55,242

13.3

416,788

NON U.S.

 

17,991

4.3

14,739

3.5

 
 

7

18,400

4.4

69,981

16.8

NYME NATURAL GAS

U.S.

4

35,643

3.2

37,642

3.4

1,103,354

NON U.S.

10

36,729

3.3

31,674

2.9

 
 

14

72,372

6.6

69,316

6.3

NYME PERMIAN BASIS SWAP

U.S.

 

428

2.1

3,246

16.0

20,240

NON U.S.

 

1,524

7.5

7,365

36.4

 
 

5

1,952

9.6

10,611

52.4

NYME NGPL TEXOK BASIS SWAP

U.S.

 

2,789

6.5

3,439

8.1

42,617

NON U.S.

 

98

0.2

3,833

9.0

 
 

5

2,887

6.8

7,272

17.1

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

 

2,442

11.1

856

3.9

22,081

NON U.S.

 

4,552

20.6

8,192

37.1

 
 

5

6,994

31.7

9,048

41.0

NYME HENRY HUB LAST DAY FIN

U.S.

 

7,460

2.7

29,884

10.6

280,782

NON U.S.

 

15,693

5.6

23,652

8.4

 
 

7

23,153

8.2

53,536

19.1

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

16,209

15.0

2,026

1.9

108,144

NON U.S.

 

10,466

9.7

2,397

2.2

 
 

7

26,675

24.7

4,423

4.1

CBT SOYBEAN MEAL

U.S.

 

6,133

1.7

1,759

0.5

364,721

NON U.S.

 

26,458

7.3

49

0.0

 
 

11

32,591

8.9

1,808

0.5

ICUS COTTON NO. 2

U.S.

 

5,488

2.2

742

0.3

248,637

NON U.S.

 

18,836

7.6

836

0.3

 
 

15

24,324

9.8

1,578

0.6

NYME HENRY HUB BASIS SWAP

U.S.

 

0

0.0

6,094

12.6

48,295

NON U.S.

 

976

2.0

2,859

5.9

 
 

6

976

2.0

8,953

18.5

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

19.9

6,885

26.9

25,637

NON U.S.

 

1,429

5.6

366

1.4

 
 

5

6,539

25.5

7,251

28.3

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

2,820

3.6

4,040

5.2

77,880

NON U.S.

 

8,334

10.7

57,185

73.4

 
 

6

11,154

14.3

61,225

78.6

NYME PANHANDLE BASIS SWAP

U.S.

 

7,433

16.7

199

0.4

44,377

NON U.S.

 

3,133

7.1

10,629

24.0

 
 

5

10,566

23.8

10,828

24.4

NYME HENRY HUB SWAP

U.S.

 

16,025

1.2

347,325

26.2

1,324,749

NON U.S.

 

52,147

3.9

451,543

34.1

 
 

10

68,172

5.1

798,868

60.3

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

20,228

7.1

12,794

4.5

286,889

NON U.S.

 

60,780

21.2

4,487

1.6

 
 

9

81,008

28.2

17,281

6.0

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

13,131

1.2

2,368

0.2

1,109,419

NON U.S.

19

18,456

1.7

23,293

2.1

 
 

24

31,587

2.8

25,661

2.3

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

56,402

2.0

5,697

0.2

2,857,712

NON U.S.

22

21,038

0.7

51,766

1.8

 
 

28

77,440

2.7

57,463

2.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

4

12,680

0.5

22,377

0.8

2,765,799

NON U.S.

13

29,384

1.1

27,186

1.0

 
 

17

42,064

1.5

49,563

1.8

CBT 30-DAY FEDERAL FUNDS

U.S.

7

147,208

13.8

89,597

8.4

1,065,083

NON U.S.

21

51,225

4.8

68,968

6.5

 
 

28

198,433

18.6

158,565

14.9

CME LEAN HOGS

U.S.

 

3,167

1.4

1,541

0.7

220,590

NON U.S.

 

13,801

6.3

541

0.2

 
 

11

16,968

7.7

2,082

0.9

CME LIVE CATTLE

U.S.

 

2,697

1.0

579

0.2

264,662

NON U.S.

 

12,005

4.5

310

0.1

 
 

10

14,702

5.6

889

0.3

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,600

1.1

14,550

10.1

144,721

NON U.S.

 

392

0.3

3,441

2.4

 
 

6

1,992

1.4

17,991

12.4

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,381

2.5

3,399

3.5

96,602

NON U.S.

 

76

0.1

7,191

7.4

 
 

7

2,457

2.5

10,590

11.0

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

0

0.0

1,078

6.9

15,702

NON U.S.

 

7,050

44.9

0

0.0

 
 

5

7,050

44.9

1,078

6.9

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

10,665

2.0

44,139

8.2

535,518

NON U.S.

 

2,800

0.5

3,695

0.7

 
 

15

13,465

2.5

47,834

8.9

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

879

13.1

852

12.7

6,731

NON U.S.

 

273

4.1

135

2.0

 
 

8

1,152

17.1

987

14.7

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

41,681

2.2

112,277

6.0

1,871,665

NON U.S.

20

80,214

4.3

161,603

8.6

 
 

24

121,895

6.5

273,880

14.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

893

0.8

15,430

13.7

112,911

NON U.S.

 

1,697

1.5

27,256

24.1

 
 

8

2,590

2.3

42,686

37.8

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

235

0.5

6,681

13.1

50,964

NON U.S.

 

3,045

6.0

2,130

4.2

 
 

6

3,280

6.4

8,811

17.3

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,217

8.6

689

4.9

14,109

NON U.S.

 

1,529

10.8

1,832

13.0

 
 

10

2,746

19.5

2,521

17.9

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

210

1.8

630

5.5

11,438

NON U.S.

 

1,515

13.2

1,921

16.8

 
 

6

1,725

15.1

2,551

22.3

ICUS COCOA

U.S.

 

1,920

0.8

1,182

0.5

235,123

NON U.S.

 

6,599

2.8

1,624

0.7

 
 

10

8,519

3.6

2,806

1.2

NYME PALLADIUM

U.S.

4

560

2.0

4,819

17.2

27,978

NON U.S.

14

1,208

4.3

4,945

17.7

 
 

18

1,768

6.3

9,764

34.9

NYME PLATINUM

U.S.

5

141

0.2

13,047

18.7

69,695

NON U.S.

15

2,394

3.4

9,014

12.9

 
 

20

2,535

3.6

22,061

31.7

ICUS SUGAR NO. 11

U.S.

 

14,926

1.8

2,270

0.3

830,713

NON U.S.

 

37,905

4.6

12,944

1.6

 
 

12

52,831

6.4

15,214

1.8

ICUS COFFEE C

U.S.

4

5,750

3.1

11

0.00

184,912

NON U.S.

15

10,599

5.7

2,842

1.5

 
 

19

16,349

8.8

2,853

1.5

CMX SILVER

U.S.

5

5,738

2.9

33,791

17.0

198,747

NON U.S.

19

7,373

3.7

39,319

19.8

 
 

24

13,111

6.6

73,110

36.8

CMX COPPER-GRADE #1

U.S.

4

7,108

3.9

107

0.1

181,809

NON U.S.

11

13,354

7.3

293

0.2

 
 

15

20,462

11.3

400

0.2

CMX GOLD

U.S.

5

8,589

1.6

76,538

14.0

544,824

NON U.S.

26

20,820

3.8

78,752

14.5

 
 

31

29,409

5.4

155,290

28.5

CME MEXICAN PESO

U.S.

 

0

0.0

2,415

1.5

157,510

NON U.S.

 

45,998

29.2

0

0.0

 
 

6

45,998

29.2

2,415

1.5

CME BRITISH POUND STERLING

U.S.

 

8,760

3.3

3,299

1.3

262,478

NON U.S.

 

7,677

2.9

275

0.1

 
 

6

16,437

6.3

3,574

1.4

CME JAPANESE YEN

U.S.

 

223

0.1

26,220

16.6

157,574

NON U.S.

 

2,423

1.5

640

0.4

 
 

5

2,646

1.7

26,860

17.0

CME EURO FX

U.S.

 

20

0.00

2,852

0.8

347,643

NON U.S.

 

19,914

5.7

2,389

0.7

 
 

16

19,934

5.7

5,241

1.5

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

11,253

2.9

5,437

1.4

383,062

NON U.S.

8

12,180

3.2

1,672

0.4

 
 

12

23,433

6.1

7,109

1.9

NYME RBOB CALENDAR SWAP

U.S.

 

2,073

16.8

485

3.9

12,336

NON U.S.

 

112

0.9

768

6.2

 
 

5

2,185

17.7

1,253

10.2

E VIX FUTURES

U.S.

 

344

0.1

1,743

0.4

482,610

NON U.S.

 

92,632

19.2

12,655

2.6

 
 

9

92,976

19.3

14,398

3.0

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

755

0.6

2,546

2.1

122,027

NON U.S.

4

1,943

1.6

2,662

2.2

 
 

8

2,698

2.2

5,208

4.3

CME 3-MONTH EURODOLLARS

U.S.

8

2,349,484

20.9

857,093

7.6

11,222,644

NON U.S.

35

673,376

6.0

601,903

5.4

 
 

43

3,022,860

26.9

1,458,996

13.0

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

15,437

0.5

50,883

1.7

2,925,178

NON U.S.

15

54,124

1.9

62,782

2.1

 
 

20

69,561

2.4

113,665

3.9

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

0

0.0

23,167

7.8

295,870

NON U.S.

 

4,482

1.5

1,912

0.6

 
 

12

4,482

1.5

25,079

8.5

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

 

0

0.0

2,606

0.8

333,898

NON U.S.

 

1,999

0.6

1,658

0.5

 
 

8

1,999

0.6

4,264

1.3

CME NIKKEI STOCK AVERAGE YEN DENOM

NON U.S.

 

1,077

2.2

3,171

6.4

49,712

 

7

1,077

2.2

3,171

6.4

ICUS MSCI EAFE MINI INDEX

U.S.

 

498

0.2

0

0.0

218,943

NON U.S.

 

1,440

0.7

4,563

2.1

 
 

6

1,938

0.9

4,563

2.1

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

5

2,346

0.3

424

0.0

850,261

NON U.S.

11

9,114

1.1

39,536

4.6

 
 

16

11,460

1.3

39,960

4.7

NYME GULF COAST JET FUEL CAL SWAP

U.S.

 

189

19.3

267

27.2

981

NON U.S.

 

174

17.7

384

39.1

 
 

5

363

37.0

651

66.4

CME EURO FX/BRITISH POUND XRATE

U.S.

 

0

0.0

3,000

9.6

31,348

NON U.S.

 

758

2.4

962

3.1

 
 

6

758

2.4

3,962

12.6

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

5,563

16.0

0

0.0

34,765

NON U.S.

 

2,877

8.3

36

0.1

 
 

5

8,440

24.3

36

0.1

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

1,806

9.6

1,428

7.6

18,839

NON U.S.

 

1,432

7.6

398

2.1

 
 

6

3,238

17.2

1,826

9.7

NYME Heating Oil/Brent Crack Sprd

U.S.

 

900

6.7

390

2.9

13,380

NON U.S.

 

183

1.4

30

0.2

 
 

5

1,083

8.1

420

3.1

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,275

10.8

1,410

11.9

11,839

NON U.S.

 

2,925

24.7

0

0.0

 
 

6

4,200

35.5

1,410

11.9

NYME EUROBOB OXY NWE CRK SPR

U.S.

 

255

1.3

431

2.3

19,025

NON U.S.

 

270

1.4

393

2.1

 
 

5

525

2.8

824

4.3