November Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 11/7/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

7,582

1.3

5,523

1.0

569,478

NON U.S.

12

28,519

5.0

2,925

0.5

 
 

16

36,101

6.3

8,448

1.5

CBT WHEAT-HRW

U.S.

 

4,366

1.3

1,377

0.4

331,038

NON U.S.

 

11,824

3.6

345

0.1

 
 

10

16,190

4.9

1,722

0.5

CBT CORN

U.S.

 

18,557

1.1

23,963

1.5

1,623,655

NON U.S.

 

69,791

4.3

3,802

0.2

 
 

15

88,348

5.4

27,765

1.7

CBT SOYBEANS

U.S.

 

7,599

1.1

1,545

0.2

687,514

NON U.S.

 

25,699

3.7

7,337

1.1

 
 

11

33,298

4.8

8,882

1.3

CBT SOYBEAN OIL

U.S.

 

11,111

2.4

4,886

1.0

469,380

NON U.S.

 

24,434

5.2

379

0.1

 
 

9

35,545

7.6

5,265

1.1

CBT U.S. TREASURY BONDS

U.S.

5

4,099

0.5

5,604

0.7

764,307

NON U.S.

7

3,451

0.5

1,694

0.2

 
 

12

7,550

1.0

7,298

1.0

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

4

12,986

3.0

6,778

1.6

435,238

NON U.S.

5

14,289

3.3

32

0.00

 
 

9

27,275

6.3

6,810

1.6

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

21,196

0.4

1,578,689

31.4

5,023,475

NON U.S.

7

60,798

1.2

706,762

14.1

 
 

11

81,994

1.6

2,285,451

45.5

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

20,847

7.4

12,773

4.5

283,010

NON U.S.

 

16,623

5.9

257

0.1

 
 

8

37,470

13.2

13,030

4.6

IFED NWP ROCKIES FIN BASIS

U.S.

 

0

0.0

31,063

12.8

243,293

NON U.S.

 

4,393

1.8

100,097

41.1

 
 

6

4,393

1.8

131,160

53.9

IFED AECO FIN BASIS

U.S.

 

8,756

1.1

2,449

0.3

833,591

NON U.S.

 

48,792

5.9

608,793

73.0

 
 

8

57,548

6.9

611,242

73.3

IFED CHICAGO FIN BASIS

U.S.

 

22,330

5.7

3,080

0.8

392,333

NON U.S.

 

91

0.0

62,320

15.9

 
 

9

22,421

5.7

65,400

16.7

IFED HSC FIN BASIS

U.S.

 

16,999

4.7

39,433

10.9

360,903

NON U.S.

 

2,495

0.7

30,036

8.3

 
 

7

19,494

5.4

69,469

19.2

IFED WAHA FIN BASIS

U.S.

 

760

0.3

51,372

23.0

223,072

NON U.S.

 

62

0.0

14,444

6.5

 
 

5

822

0.4

65,816

29.5

IFED COLORADO INTERSTATE - MAINLINE (BASIS)

U.S.

 

687

0.6

38,039

32.6

116,671

NON U.S.

 

0

0.0

13,529

11.6

 
 

5

687

0.6

51,568

44.2

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

12,256

2.4

94,008

18.2

517,779

NON U.S.

 

5,918

1.1

7,730

1.5

 
 

7

18,174

3.5

101,738

19.6

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

U.S.

 

5,460

8.6

6,118

9.6

63,756

NON U.S.

 

2,585

4.1

3,958

6.2

 
 

5

8,045

12.6

10,076

15.8

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

639

0.4

11,233

7.1

157,248

NON U.S.

 

7,319

4.7

5,363

3.4

 
 

5

7,958

5.1

16,596

10.6

IFED TETCO M2 Basis (Receipts)

U.S.

 

1,893

1.3

51,278

36.5

140,440

NON U.S.

 

1,670

1.2

10,653

7.6

 
 

5

3,563

2.5

61,931

44.1

NYME NATURAL GAS

U.S.

4

32,030

2.4

24,207

1.8

1,343,089

NON U.S.

14

47,564

3.5

56,334

4.2

 
 

18

79,594

5.9

80,541

6.0

NYME HENRY HUB LAST DAY FIN

U.S.

 

6,135

1.5

72,330

18.1

400,132

NON U.S.

 

5,263

1.3

12,845

3.2

 
 

8

11,398

2.8

85,175

21.3

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

11,434

9.4

3,697

3.0

121,977

NON U.S.

 

9,164

7.5

827

0.7

 
 

7

20,598

16.9

4,524

3.7

CBT SOYBEAN MEAL

U.S.

 

8,029

2.1

2,487

0.6

390,046

NON U.S.

 

29,014

7.4

2,157

0.6

 
 

10

37,043

9.5

4,644

1.2

ICUS COTTON NO. 2

U.S.

4

3,842

1.6

90

0.0

235,937

NON U.S.

9

23,721

10.1

1,530

0.6

 
 

13

27,563

11.7

1,620

0.7

NYME HENRY HUB SWAP

U.S.

 

3,118

0.3

407,640

33.7

1,209,761

NON U.S.

 

40,992

3.4

330,966

27.4

 
 

10

44,110

3.6

738,606

61.1

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

27,598

13.5

2,242

1.1

203,962

NON U.S.

 

44,976

22.1

6,581

3.2

 
 

9

72,574

35.6

8,823

4.3

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

5,820

0.3

17,138

1.0

1,803,201

NON U.S.

19

18,013

1.0

22,618

1.3

 
 

24

23,833

1.3

39,756

2.2

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

67,965

2.1

24,504

0.8

3,191,098

NON U.S.

35

28,349

0.9

83,054

2.6

 
 

43

96,314

3.0

107,558

3.4

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

24,400

0.8

19,373

0.6

3,150,570

NON U.S.

23

49,428

1.6

60,744

1.9

 
 

28

73,828

2.3

80,117

2.5

CBT 30-DAY FEDERAL FUNDS

U.S.

8

205,281

15.0

207,740

15.2

1,369,464

NON U.S.

21

82,481

6.0

97,416

7.1

 
 

29

287,762

21.0

305,156

22.3

CME LEAN HOGS

U.S.

 

900

0.3

483

0.2

270,132

NON U.S.

 

13,277

4.9

580

0.2

 
 

11

14,177

5.2

1,063

0.4

CME LIVE CATTLE

U.S.

 

981

0.3

633

0.2

382,837

NON U.S.

 

13,398

3.5

0

0.0

 
 

9

14,379

3.8

633

0.2

CME FEEDER CATTLE

U.S.

 

280

0.4

0

0.0

65,612

NON U.S.

 

829

1.3

67

0.1

 
 

5

1,109

1.7

67

0.1

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

0

0.0

4,786

19.1

25,055

NON U.S.

 

0

0.0

1,518

6.1

 
 

5

0

0.0

6,304

25.2

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

2,280

2.1

6,737

6.3

106,621

NON U.S.

 

765

0.7

1,799

1.7

 
 

6

3,045

2.9

8,536

8.0

NYME MT BELVIEU ETHANE OPIS

U.S.

 

3,798

5.9

5,032

7.8

64,167

NON U.S.

 

122

0.2

1,681

2.6

 
 

7

3,920

6.1

6,713

10.5

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

728

6.7

1,508

13.9

10,860

NON U.S.

 

215

2.0

747

6.9

 
 

7

943

8.7

2,255

20.8

NYME CONWAY PROPANE (OPIS)

U.S.

 

595

3.6

430

2.6

16,527

NON U.S.

 

0

0.0

3,767

22.8

 
 

6

595

3.6

4,197

25.4

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

20,635

3.2

53,061

8.2

646,306

NON U.S.

 

6,205

1.0

2,743

0.4

 
 

15

26,840

4.2

55,804

8.6

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

660

6.0

1,332

12.1

11,031

NON U.S.

 

1,345

12.2

438

4.0

 
 

8

2,005

18.2

1,770

16.0

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

 

0

0.0

20,212

12.2

165,357

NON U.S.

 

0

0.0

17,928

10.8

 
 

5

0

0.0

38,140

23.1

NYME CRUDE OIL, LIGHT SWEET

U.S.

 

14,825

0.6

274,681

10.6

2,601,977

NON U.S.

 

67,548

2.6

235,047

9.0

 
 

23

82,373

3.2

509,728

19.6

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

3,187

2.3

7,391

5.2

141,621

NON U.S.

 

19,350

13.7

25,112

17.7

 
 

9

22,537

15.9

32,503

23.0

NYME BRENT CRUDE OIL LAST DAY

U.S.

 

5,589

4.0

1,614

1.2

138,939

NON U.S.

 

123

0.1

491

0.4

 
 

5

5,712

4.1

2,105

1.5

NYME ARGUS LLS VS WTI TRADE MONTH

U.S.

 

0

0.0

3,518

9.3

37,793

NON U.S.

 

117

0.3

1,125

3.0

 
 

5

117

0.3

4,643

12.3

NYME WCS OIL NET ENERGY MONTHLY IND

U.S.

 

0

0.0

690

3.4

20,436

NON U.S.

 

45

0.2

8,331

40.8

 
 

5

45

0.2

9,021

44.1

ICUS COCOA

U.S.

4

3,411

1.4

2,299

0.9

251,036

NON U.S.

8

11,095

4.4

4,297

1.7

 
 

12

14,506

5.8

6,596

2.6

NYME PALLADIUM

U.S.

4

231

0.6

10,159

28.5

35,650

NON U.S.

12

1,080

3.0

5,068

14.2

 
 

16

1,311

3.7

15,227

42.7

NYME PLATINUM

U.S.

5

1,456

1.9

10,798

13.8

78,380

NON U.S.

17

3,662

4.7

11,623

14.8

 
 

22

5,118

6.5

22,421

28.6

ICUS SUGAR NO. 11

U.S.

 

10,900

1.5

2,137

0.3

711,780

NON U.S.

 

47,757

6.7

5,523

0.8

 
 

12

58,657

8.2

7,660

1.1

ICUS COFFEE C

U.S.

 

2,943

1.2

611

0.3

240,183

NON U.S.

 

13,013

5.4

4,088

1.7

 
 

18

15,956

6.6

4,699

2.0

CMX SILVER

U.S.

5

3,579

1.8

40,024

19.7

203,330

NON U.S.

19

7,391

3.6

40,419

19.9

 
 

24

10,970

5.4

80,443

39.6

CMX COPPER-GRADE #1

U.S.

4

6,626

2.2

1,044

0.3

299,392

NON U.S.

15

12,647

4.2

7,519

2.5

 
 

19

19,273

6.4

8,563

2.9

CMX GOLD

U.S.

5

7,834

1.5

112,291

20.9

536,843

NON U.S.

27

24,201

4.5

88,989

16.6

 
 

32

32,035

6.0

201,280

37.5

CME MEXICAN PESO

U.S.

 

1,281

0.7

0

0.0

177,429

NON U.S.

 

6,954

3.9

54,344

30.6

 
 

7

8,235

4.6

54,344

30.6

CME BRITISH POUND STERLING

U.S.

 

21,295

12.0

6,654

3.7

177,968

NON U.S.

 

2,153

1.2

2,642

1.5

 
 

5

23,448

13.2

9,296

5.2

CME JAPANESE YEN

U.S.

 

30,368

10.5

10,135

3.5

287,936

NON U.S.

 

4,818

1.7

1,470

0.5

 
 

5

35,186

12.2

11,605

4.0

CME EURO FX

U.S.

 

1,387

0.3

43,677

9.8

446,502

NON U.S.

 

24,248

5.4

15,258

3.4

 
 

16

25,635

5.7

58,935

13.2

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

8,704

2.1

10,270

2.4

419,357

NON U.S.

10

11,096

2.6

692

0.2

 
 

14

19,800

4.7

10,962

2.6

E VIX FUTURES

U.S.

 

1,552

0.2

0

0.0

659,250

NON U.S.

 

68,535

10.4

29

0.00

 
 

8

70,087

10.6

29

0.00

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

4

2,953

1.9

2,583

1.7

156,241

NON U.S.

4

0

0.0

23,771

15.2

 
 

8

2,953

1.9

26,354

16.9

CME 3-MONTH EURODOLLARS

U.S.

8

2,329,987

18.1

748,850

5.8

12,846,756

NON U.S.

30

877,656

6.8

399,214

3.1

 
 

38

3,207,643

25.0

1,148,064

8.9

CME E-MINI S&P 500 STOCK INDEX

U.S.

6

21,049

0.6

89,833

2.8

3,244,403

NON U.S.

24

64,139

2.0

168,598

5.2

 
 

30

85,188

2.6

258,431

8.0

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

5,999

2.2

3,887

1.4

275,700

NON U.S.

11

556

0.2

10,407

3.8

 
 

15

6,555

2.4

14,294

5.2

CME AUSTRALIAN DOLLAR

U.S.

 

4,830

3.9

2,325

1.9

125,196

NON U.S.

 

3,279

2.6

6,684

5.3

 
 

5

8,109

6.5

9,009

7.2

CME E-MINI RUSSELL 2000 INDEX

U.S.

4

2,464

0.5

18,616

3.4

541,412

NON U.S.

11

5,592

1.0

4,829

0.9

 
 

15

8,056

1.5

23,445

4.3

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

 

867

1.3

210

0.3

67,893

NON U.S.

 

5,984

8.8

1,135

1.7

 
 

7

6,851

10.1

1,345

2.0

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

380

0.6

65,283

NON U.S.

 

1,548

2.4

50

0.1

 
 

5

1,548

2.4

430

0.7

ICUS MSCI EAFE MINI INDEX

U.S.

 

514

0.2

2,085

0.7

288,658

NON U.S.

 

1,161

0.4

13,984

4.8

 
 

8

1,675

0.6

16,069

5.6

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

 

0

0.0

5,150

0.5

1,058,809

NON U.S.

 

9,618

0.9

44,523

4.2

 
 

16

9,618

0.9

49,673

4.7