January Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 1/3/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

7,732

1.7

7,278

1.6

457,848

NON U.S.

13

21,278

4.6

3,429

0.7

 
 

17

29,010

6.3

10,707

2.3

CBT WHEAT-HRW

U.S.

4

5,019

2.1

3,923

1.6

240,665

NON U.S.

4

6,893

2.9

18

0.00

 
 

8

11,912

4.9

3,941

1.6

CBT CORN

U.S.

4

30,903

2.5

10,721

0.9

1,244,604

NON U.S.

11

64,792

5.2

4,808

0.4

 
 

15

95,695

7.7

15,529

1.2

CBT SOYBEANS

U.S.

4

10,342

1.6

1,741

0.3

629,759

NON U.S.

12

32,388

5.1

2,839

0.5

 
 

16

42,730

6.8

4,580

0.7

CBT SOYBEAN OIL

U.S.

 

11,691

3.2

4,080

1.1

370,118

NON U.S.

 

15,896

4.3

299

0.1

 
 

10

27,587

7.5

4,379

1.2

CBT U.S. TREASURY BONDS

U.S.

4

3,779

0.6

593

0.1

604,589

NON U.S.

4

2,119

0.4

454

0.1

 
 

8

5,898

1.0

1,047

0.2

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,270

4.2

804

1.5

54,187

NON U.S.

 

878

1.6

647

1.2

 
 

5

3,148

5.8

1,451

2.7

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

17,336

4.0

1,219

0.3

429,039

NON U.S.

6

18,160

4.2

112

0.0

 
 

10

35,496

8.3

1,331

0.3

NYME GULF COAST ULSD SWAP

U.S.

 

0

0.0

778

18.9

4,117

NON U.S.

 

180

4.4

712

17.3

 
 

5

180

4.4

1,490

36.2

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

2,562

4.7

289

0.5

53,964

NON U.S.

 

4,087

7.6

63

0.1

 
 

8

6,649

12.3

352

0.7

NYME EIA FLAT TAX ON HIGHWAY DIESEL

U.S.

 

753

19.1

26

0.7

3,940

NON U.S.

 

396

10.1

96

2.4

 
 

5

1,149

29.2

122

3.1

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

15,307

0.3

1,363,477

27.1

5,029,743

NON U.S.

8

32,884

0.7

753,801

15.0

 
 

12

48,191

1.0

2,117,278

42.1

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

17,753

8.3

14,346

6.7

212,656

NON U.S.

 

21,179

10.0

789

0.4

 
 

8

38,932

18.3

15,135

7.1

IFED NWP ROCKIES FIN BASIS

U.S.

 

0

0.0

30,275

20.6

146,950

NON U.S.

 

3,886

2.6

20,094

13.7

 
 

5

3,886

2.6

50,369

34.3

IFED AECO FIN BASIS

U.S.

 

19,219

2.1

2,794

0.3

923,450

NON U.S.

 

26,288

2.8

624,265

67.6

 
 

9

45,507

4.9

627,059

67.9

IFED CHICAGO FIN BASIS

U.S.

 

12,013

3.2

15,371

4.1

375,133

NON U.S.

 

305

0.1

64,337

17.2

 
 

9

12,318

3.3

79,708

21.2

IFED HSC FIN BASIS

U.S.

 

21,049

7.5

32,763

11.7

279,854

NON U.S.

 

4,997

1.8

16,532

5.9

 
 

7

26,046

9.3

49,295

17.6

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

U.S.

 

25,995

15.9

5,930

3.6

163,169

NON U.S.

 

214

0.1

8,458

5.2

 
 

5

26,209

16.1

14,388

8.8

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

1,610

0.4

77,228

18.0

427,905

NON U.S.

 

13,638

3.2

9,302

2.2

 
 

5

15,248

3.6

86,530

20.2

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

9,599

9.8

720

0.7

98,106

NON U.S.

 

6,938

7.1

0

0.0

 
 

5

16,537

16.9

720

0.7

NYME NATURAL GAS

U.S.

4

46,761

3.8

29,745

2.4

1,231,340

NON U.S.

12

42,162

3.4

37,981

3.1

 
 

16

88,923

7.2

67,726

5.5

NYME NGPL TEXOK BASIS SWAP

U.S.

 

1,888

4.6

2,523

6.2

40,686

NON U.S.

 

90

0.2

3,650

9.0

 
 

5

1,978

4.9

6,173

15.2

NYME HENRY HUB LAST DAY FIN

U.S.

 

10,849

3.0

69,759

19.6

355,791

NON U.S.

 

12,080

3.4

21,846

6.1

 
 

7

22,929

6.4

91,605

25.7

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

16,079

15.0

531

0.5

107,394

NON U.S.

 

13,025

12.1

1,590

1.5

 
 

7

29,104

27.1

2,121

2.0

CBT SOYBEAN MEAL

U.S.

 

8,624

2.6

4,139

1.3

326,477

NON U.S.

 

30,375

9.3

42

0.0

 
 

12

38,999

11.9

4,181

1.3

ICUS COTTON NO. 2

U.S.

 

8,374

3.4

3,407

1.4

247,158

NON U.S.

 

16,018

6.5

1,946

0.8

 
 

14

24,392

9.9

5,353

2.2

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,110

21.5

7,223

30.3

23,821

NON U.S.

 

2,100

8.8

360

1.5

 
 

5

7,210

30.3

7,583

31.8

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

3,636

5.2

3,579

5.1

70,447

NON U.S.

 

4,002

5.7

51,054

72.5

 
 

5

7,638

10.8

54,633

77.6

NYME SAN JUAN BASIS SWAP

U.S.

 

8,369

22.2

2,004

5.3

37,628

NON U.S.

 

997

2.6

8,157

21.7

 
 

5

9,366

24.9

10,161

27.0

NYME HENRY HUB SWAP

U.S.

 

7,799

0.6

333,783

24.5

1,361,778

NON U.S.

 

45,373

3.3

448,219

32.9

 
 

10

53,172

3.9

782,002

57.4

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

24,728

8.7

8,415

3.0

284,230

NON U.S.

 

71,964

25.3

5,622

2.0

 
 

9

96,692

34.0

14,037

4.9

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

4,606

0.4

6,614

0.6

1,140,716

NON U.S.

10

14,407

1.3

15,675

1.4

 
 

15

19,013

1.7

22,289

2.0

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

7

44,516

1.4

51,887

1.7

3,096,552

NON U.S.

23

9,090

0.3

134,793

4.4

 
 

30

53,606

1.7

186,680

6.0

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

9,741

0.3

21,432

0.7

2,969,145

NON U.S.

21

40,269

1.4

89,651

3.0

 
 

26

50,010

1.7

111,083

3.7

CBT 30-DAY FEDERAL FUNDS

U.S.

5

151,767

17.2

83,010

9.4

882,307

NON U.S.

19

64,428

7.3

41,962

4.8

 
 

24

216,195

24.5

124,972

14.2

CME LEAN HOGS

U.S.

 

2,504

1.3

241

0.1

196,202

NON U.S.

 

12,258

6.2

305

0.2

 
 

10

14,762

7.5

546

0.3

CME LIVE CATTLE

U.S.

 

3,109

1.0

542

0.2

306,995

NON U.S.

 

11,928

3.9

1

0.000

 
 

10

15,037

4.9

543

0.2

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,104

0.8

14,115

10.3

136,943

NON U.S.

 

543

0.4

2,700

2.0

 
 

7

1,647

1.2

16,815

12.3

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,426

2.5

5,599

5.8

97,341

NON U.S.

 

1,620

1.7

6,277

6.4

 
 

6

4,046

4.2

11,876

12.2

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

0

0.0

906

6.4

14,233

NON U.S.

 

5,406

38.0

0

0.0

 
 

5

5,406

38.0

906

6.4

NYME CONWAY PROPANE (OPIS)

U.S.

 

141

0.9

217

1.4

15,823

NON U.S.

 

185

1.2

2,886

18.2

 
 

5

326

2.1

3,103

19.6

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

18,894

3.6

50,282

9.5

529,917

NON U.S.

 

3,136

0.6

3,906

0.7

 
 

15

22,030

4.2

54,188

10.2

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

501

10.3

837

17.2

4,878

NON U.S.

 

93

1.9

120

2.5

 
 

6

594

12.2

957

19.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

41,964

2.0

141,625

6.8

2,089,324

NON U.S.

21

70,863

3.4

184,717

8.8

 
 

25

112,827

5.4

326,342

15.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

679

0.6

10,747

9.3

115,318

NON U.S.

 

10,186

8.8

20,935

18.2

 
 

7

10,865

9.4

31,682

27.5

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

0

0.0

5,340

11.9

44,889

NON U.S.

 

3,045

6.8

780

1.7

 
 

5

3,045

6.8

6,120

13.6

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

2,066

16.6

325

2.6

12,456

NON U.S.

 

100

0.8

1,604

12.9

 
 

7

2,166

17.4

1,929

15.5

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

180

1.8

465

4.7

9,990

NON U.S.

 

680

6.8

1,297

13.0

 
 

5

860

8.6

1,762

17.6

ICUS COCOA

U.S.

 

3,814

1.4

4,974

1.8

277,169

NON U.S.

 

6,425

2.3

1,913

0.7

 
 

9

10,239

3.7

6,887

2.5

NYME PALLADIUM

U.S.

4

331

1.4

5,114

20.9

24,483

NON U.S.

14

1,212

5.0

5,006

20.4

 
 

18

1,543

6.3

10,120

41.3

NYME PLATINUM

U.S.

5

0

0.0

10,775

16.8

64,102

NON U.S.

17

2,693

4.2

9,584

15.0

 
 

22

2,693

4.2

20,359

31.8

ICUS SUGAR NO. 11

U.S.

 

20,321

2.5

6,520

0.8

810,483

NON U.S.

 

41,717

5.1

19,317

2.4

 
 

14

62,038

7.7

25,837

3.2

ICUS COFFEE C

U.S.

4

5,817

3.0

1,503

0.8

194,266

NON U.S.

13

9,520

4.9

3,969

2.0

 
 

17

15,337

7.9

5,472

2.8

CMX SILVER

U.S.

5

6,247

3.8

27,579

16.8

163,812

NON U.S.

21

7,330

4.5

37,877

23.1

 
 

26

13,577

8.3

65,456

40.0

CMX COPPER-GRADE #1

U.S.

4

7,781

3.5

484

0.2

223,874

NON U.S.

15

13,149

5.9

1,659

0.7

 
 

19

20,930

9.3

2,143

1.0

CMX GOLD

U.S.

5

11,393

2.7

60,352

14.2

424,673

NON U.S.

28

24,501

5.8

49,264

11.6

 
 

33

35,894

8.5

109,616

25.8

CME JAPANESE YEN

U.S.

 

51,109

23.2

199

0.1

220,120

NON U.S.

 

6,789

3.1

634

0.3

 
 

8

57,898

26.3

833

0.4

CME EURO FX

U.S.

 

12,471

3.0

339

0.1

416,239

NON U.S.

 

24,718

5.9

3,380

0.8

 
 

15

37,189

8.9

3,719

0.9

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,915

2.2

4,888

1.2

408,987

NON U.S.

7

11,727

2.9

543

0.1

 
 

11

20,642

5.0

5,431

1.3

NYME MINI EUROBOB GAS OXY NWE

U.S.

 

70

1.3

95

1.7

5,502

NON U.S.

 

155

2.8

30

0.5

 
 

5

225

4.1

125

2.3

E VIX FUTURES

U.S.

 

635

0.2

585

0.1

411,436

NON U.S.

 

49,845

12.1

780

0.2

 
 

7

50,480

12.3

1,365

0.3

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

938

0.7

2,956

2.1

138,681

NON U.S.

5

3,082

2.2

6,118

4.4

 
 

9

4,020

2.9

9,074

6.5

CME 3-MONTH EURODOLLARS

U.S.

7

2,837,550

25.1

839,179

7.4

11,315,977

NON U.S.

31

427,444

3.8

514,167

4.5

 
 

38

3,264,994

28.9

1,353,346

12.0

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

9,238

0.3

79,908

2.8

2,812,086

NON U.S.

16

77,681

2.8

68,124

2.4

 
 

22

86,919

3.1

148,032

5.3

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

0

0.0

2,390

1.0

229,623

NON U.S.

 

5,851

2.5

2,319

1.0

 
 

10

5,851

2.5

4,709

2.1

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

5

795

0.1

6,025

0.9

660,441

NON U.S.

8

2,070

0.3

7,256

1.1

 
 

13

2,865

0.4

13,281

2.0

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

1,108

1.9

59,207

NON U.S.

 

1,831

3.1

219

0.4

 
 

7

1,831

3.1

1,327

2.2

ICUS MSCI EAFE MINI INDEX

U.S.

 

713

0.3

136

0.1

223,274

NON U.S.

 

794

0.4

6,615

3.0

 
 

6

1,507

0.7

6,751

3.0

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

 

1,373

0.2

424

0.1

811,882

NON U.S.

 

22,641

2.8

43,607

5.4

 
 

16

24,014

3.0

44,031

5.4

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

4,991

13.7

0

0.0

36,488

NON U.S.

 

2,999

8.2

0

0.0

 
 

5

7,990

21.9

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

1,980

12.1

1,170

7.1

16,420

NON U.S.

 

1,786

10.9

287

1.7

 
 

6

3,766

22.9

1,457

8.9

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,155

11.3

1,455

14.2

10,262

NON U.S.

 

1,704

16.6

300

2.9

 
 

6

2,859

27.9

1,755

17.1