April Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 4/4/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

13,354

2.6

9,234

1.8

513,555

NON U.S.

 

24,949

4.9

5,307

1.0

 
 

14

38,303

7.5

14,541

2.8

CBT WHEAT-HRW

U.S.

 

4,921

1.8

2,449

0.9

270,062

NON U.S.

 

6,487

2.4

330

0.1

 
 

8

11,408

4.2

2,779

1.0

CBT CORN

U.S.

 

22,374

1.5

28,255

1.9

1,455,465

NON U.S.

 

68,119

4.7

3,863

0.3

 
 

16

90,493

6.2

32,118

2.2

CBT SOYBEANS

U.S.

4

2,139

0.3

6,631

0.9

741,939

NON U.S.

11

29,389

4.0

1,674

0.2

 
 

15

31,528

4.2

8,305

1.1

CBT SOYBEAN OIL

U.S.

 

7,796

1.8

5,324

1.3

423,906

NON U.S.

 

21,398

5.0

347

0.1

 
 

9

29,194

6.9

5,671

1.3

CBT U.S. TREASURY BONDS

U.S.

4

6,735

1.1

1,325

0.2

640,036

NON U.S.

4

1,726

0.3

100

0.0

 
 

8

8,461

1.3

1,425

0.2

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

20,399

4.8

1,152

0.3

421,223

NON U.S.

5

16,079

3.8

53

0.0

 
 

9

36,478

8.7

1,205

0.3

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

2,792

8.2

0

0.0

34,242

NON U.S.

 

2,386

7.0

63

0.2

 
 

8

5,178

15.1

63

0.2

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

13,712

0.3

1,418,020

26.3

5,399,878

NON U.S.

8

44,396

0.8

783,803

14.5

 
 

12

58,108

1.1

2,201,823

40.8

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

14,252

6.5

13,810

6.3

219,995

NON U.S.

 

20,074

9.1

521

0.2

 
 

8

34,326

15.6

14,331

6.5

IFED NWP ROCKIES FIN BASIS

U.S.

 

0

0.0

23,595

14.9

158,486

NON U.S.

 

4,769

3.0

17,688

11.2

 
 

5

4,769

3.0

41,283

26.0

IFED AECO FIN BASIS

U.S.

 

18,528

1.8

2,641

0.3

1,041,332

NON U.S.

 

29,476

2.8

634,198

60.9

 
 

9

48,004

4.6

636,839

61.2

IFED CHICAGO FIN BASIS

U.S.

 

19,390

4.5

11,059

2.5

435,503

NON U.S.

 

91

0.0

56,621

13.0

 
 

9

19,481

4.5

67,680

15.5

IFED HSC FIN BASIS

U.S.

 

22,564

6.6

40,599

11.8

343,117

NON U.S.

 

4,265

1.2

17,579

5.1

 
 

7

26,829

7.8

58,178

17.0

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

U.S.

 

25,121

14.4

4,614

2.6

175,021

NON U.S.

 

484

0.3

5,757

3.3

 
 

5

25,605

14.6

10,371

5.9

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

5,405

0.9

119,367

20.9

570,555

NON U.S.

 

10,929

1.9

14,724

2.6

 
 

7

16,334

2.9

134,091

23.5

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

U.S.

 

2,709

3.2

11,257

13.3

84,912

NON U.S.

 

3,439

4.1

3,960

4.7

 
 

5

6,148

7.2

15,217

17.9

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

7,351

7.4

2,652

2.7

99,930

NON U.S.

 

7,838

7.8

0

0.0

 
 

5

15,189

15.2

2,652

2.7

NYME NATURAL GAS

U.S.

4

44,830

3.2

41,993

3.0

1,419,938

NON U.S.

12

37,958

2.7

39,349

2.8

 
 

16

82,788

5.8

81,342

5.7

NYME HENRY HUB LAST DAY FIN

U.S.

 

6,413

1.7

68,110

17.8

382,515

NON U.S.

 

10,442

2.7

16,126

4.2

 
 

8

16,855

4.4

84,236

22.0

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

12,752

10.1

468

0.4

126,812

NON U.S.

 

12,302

9.7

389

0.3

 
 

7

25,054

19.8

857

0.7

CBT SOYBEAN MEAL

U.S.

 

8,083

2.1

3,499

0.9

380,711

NON U.S.

 

36,728

9.6

954

0.3

 
 

11

44,811

11.8

4,453

1.2

ICUS COTTON NO. 2

U.S.

 

8,091

2.9

1,172

0.4

277,475

NON U.S.

 

15,923

5.7

2,197

0.8

 
 

13

24,014

8.7

3,369

1.2

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

23.4

5,928

27.1

21,841

NON U.S.

 

1,980

9.1

360

1.6

 
 

5

7,090

32.5

6,288

28.8

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,341

5.6

3,345

5.6

59,957

NON U.S.

 

3,065

5.1

44,999

75.1

 
 

5

6,406

10.7

48,344

80.6

NYME SAN JUAN BASIS SWAP

U.S.

 

7,744

23.9

1,470

4.5

32,405

NON U.S.

 

966

3.0

6,675

20.6

 
 

5

8,710

26.9

8,145

25.1

NYME HENRY HUB SWAP

U.S.

 

6,822

0.5

327,117

25.4

1,286,763

NON U.S.

 

39,825

3.1

431,138

33.5

 
 

10

46,647

3.6

758,255

58.9

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

30,026

10.8

3,248

1.2

278,823

NON U.S.

 

74,369

26.7

5,687

2.0

 
 

10

104,395

37.4

8,935

3.2

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

4,573

0.3

39,904

2.9

1,365,836

NON U.S.

19

16,800

1.2

45,927

3.4

 
 

24

21,373

1.6

85,831

6.3

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

46,903

1.5

6,201

0.2

3,027,576

NON U.S.

27

22,567

0.7

24,947

0.8

 
 

33

69,470

2.3

31,148

1.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

19,371

0.7

17,192

0.6

2,975,040

NON U.S.

21

21,591

0.7

84,654

2.8

 
 

26

40,962

1.4

101,846

3.4

CBT 30-DAY FEDERAL FUNDS

U.S.

7

261,280

16.6

125,548

8.0

1,572,965

NON U.S.

25

111,034

7.1

116,230

7.4

 
 

32

372,314

23.7

241,778

15.4

CME LEAN HOGS

U.S.

 

2,154

1.1

556

0.3

203,853

NON U.S.

 

12,563

6.2

291

0.1

 
 

9

14,717

7.2

847

0.4

CME LIVE CATTLE

U.S.

 

2,433

0.6

456

0.1

390,786

NON U.S.

 

15,315

3.9

1

0.000

 
 

10

17,748

4.5

457

0.1

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

42

0.2

4,322

16.8

25,704

NON U.S.

 

0

0.0

2,019

7.9

 
 

5

42

0.2

6,341

24.7

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,652

1.5

12,247

11.2

108,920

NON U.S.

 

243

0.2

2,244

2.1

 
 

7

1,895

1.7

14,491

13.3

NYME MT BELVIEU ETHANE OPIS

U.S.

 

1,680

2.0

5,291

6.3

83,423

NON U.S.

 

1,620

1.9

4,669

5.6

 
 

6

3,300

4.0

9,960

11.9

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

110

1.0

1,164

11.0

10,605

NON U.S.

 

3,967

37.4

249

2.3

 
 

6

4,077

38.4

1,413

13.3

NYME CONWAY PROPANE (OPIS)

U.S.

 

186

1.5

543

4.4

12,222

NON U.S.

 

0

0.0

3,729

30.5

 
 

5

186

1.5

4,272

35.0

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

18,269

2.9

48,156

7.6

637,258

NON U.S.

 

7,243

1.1

2,365

0.4

 
 

15

25,512

4.0

50,521

7.9

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

402

5.9

987

14.4

6,863

NON U.S.

 

93

1.4

1,290

18.8

 
 

7

495

7.2

2,277

33.2

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

49,610

2.2

158,655

7.2

2,213,064

NON U.S.

22

69,758

3.2

164,970

7.5

 
 

26

119,368

5.4

323,625

14.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

646

0.5

8,790

7.4

118,733

NON U.S.

 

11,521

9.7

18,129

15.3

 
 

7

12,167

10.2

26,919

22.7

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,706

10.5

508

3.1

16,252

NON U.S.

 

100

0.6

1,349

8.3

 
 

6

1,806

11.1

1,857

11.4

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

225

2.0

285

2.6

11,076

NON U.S.

 

595

5.4

3,590

32.4

 
 

7

820

7.4

3,875

35.0

ICUS COCOA

U.S.

 

787

0.3

1,444

0.5

283,269

NON U.S.

 

8,477

3.0

6,081

2.1

 
 

12

9,264

3.3

7,525

2.7

NYME PALLADIUM

U.S.

4

264

0.8

7,208

21.2

33,938

NON U.S.

14

1,042

3.1

6,492

19.1

 
 

18

1,306

3.8

13,700

40.4

NYME PLATINUM

U.S.

4

734

1.2

11,503

18.0

63,741

NON U.S.

16

2,515

3.9

10,651

16.7

 
 

20

3,249

5.1

22,154

34.8

ICUS SUGAR NO. 11

U.S.

 

9,752

1.2

3,632

0.5

801,818

NON U.S.

 

40,203

5.0

9,824

1.2

 
 

10

49,955

6.2

13,456

1.7

ICUS COFFEE C

U.S.

 

3,623

1.8

403

0.2

198,653

NON U.S.

 

9,786

4.9

5,300

2.7

 
 

17

13,409

6.7

5,703

2.9

CMX SILVER

U.S.

5

3,789

1.7

39,550

18.0

219,160

NON U.S.

21

6,635

3.0

45,883

20.9

 
 

26

10,424

4.8

85,433

39.0

CMX COPPER-GRADE #1

U.S.

 

6,536

2.4

345

0.1

277,949

NON U.S.

 

13,369

4.8

2,884

1.0

 
 

21

19,905

7.2

3,229

1.2

CMX GOLD

U.S.

5

10,650

2.5

81,519

19.1

427,808

NON U.S.

32

18,944

4.4

79,603

18.6

 
 

37

29,594

6.9

161,122

37.7

CME MEXICAN PESO

U.S.

 

0

0.0

559

0.3

199,099

NON U.S.

 

48,990

24.6

36,604

18.4

 
 

7

48,990

24.6

37,163

18.7

CME BRITISH POUND STERLING

U.S.

 

26,768

11.1

3,794

1.6

241,774

NON U.S.

 

4,017

1.7

3,400

1.4

 
 

5

30,785

12.7

7,194

3.0

CME JAPANESE YEN

U.S.

 

23,338

12.0

1,913

1.0

194,368

NON U.S.

 

3,021

1.6

6,236

3.2

 
 

9

26,359

13.6

8,149

4.2

CME EURO FX

U.S.

 

1,270

0.3

22,763

5.7

397,594

NON U.S.

 

23,087

5.8

3,916

1.0

 
 

19

24,357

6.1

26,679

6.7

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

11,049

2.8

5,059

1.3

389,010

NON U.S.

8

11,203

2.9

961

0.2

 
 

12

22,252

5.7

6,020

1.5

E VIX FUTURES

U.S.

 

3,828

0.7

269

0.1

518,165

NON U.S.

 

30,561

5.9

1,459

0.3

 
 

11

34,389

6.6

1,728

0.3

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

1,597

1.2

2,116

1.6

129,637

NON U.S.

4

1,224

0.9

17,619

13.6

 
 

8

2,821

2.2

19,735

15.2

CME 3-MONTH EURODOLLARS

U.S.

7

3,355,024

26.1

890,432

6.9

12,845,735

NON U.S.

35

630,051

4.9

640,169

5.0

 
 

42

3,985,075

31.0

1,530,601

11.9

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

12,439

0.4

80,517

2.8

2,853,269

NON U.S.

19

82,428

2.9

68,054

2.4

 
 

25

94,867

3.3

148,571

5.2

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

7

0.00

1,085

0.4

242,137

NON U.S.

 

2,354

1.0

3,138

1.3

 
 

9

2,361

1.0

4,223

1.7

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

270

0.0

18,802

3.4

560,648

NON U.S.

10

7,928

1.4

2,882

0.5

 
 

15

8,198

1.5

21,684

3.9

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

1,023

1.6

63,738

NON U.S.

 

956

1.5

1,775

2.8

 
 

5

956

1.5

2,798

4.4

ICUS MSCI EAFE MINI INDEX

U.S.

 

597

0.2

0

0.0

284,747

NON U.S.

 

9,995

3.5

200

0.1

 
 

6

10,592

3.7

200

0.1

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

4

1,306

0.1

7,996

0.9

937,179

NON U.S.

14

16,564

1.8

45,665

4.9

 
 

18

17,870

1.9

53,661

5.7

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

4,535

16.4

0

0.0

27,642

NON U.S.

 

1,853

6.7

0

0.0

 
 

5

6,388

23.1

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

2,250

11.8

666

3.5

18,996

NON U.S.

 

1,846

9.7

264

1.4

 
 

7

4,096

21.6

930

4.9

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,155

12.8

1,410

15.6

9,013

NON U.S.

 

1,338

14.8

300

3.3

 
 

5

2,493

27.7

1,710

19.0

NYME EUROBOB OXY NWE CRK SPR

U.S.

 

620

2.2

1,379

4.9

27,961

NON U.S.

 

362

1.3

74

0.3

 
 

5

982

3.5

1,453

5.2