September Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 9/6/2016

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

4

7,000

1.6

9,681

2.1

451,070

NON U.S.

9

18,083

4.0

5,564

1.2

 
 

13

25,083

5.6

15,245

3.4

CBT WHEAT-HRW

U.S.

 

5,900

2.5

5,316

2.3

231,473

NON U.S.

 

8,323

3.6

1,813

0.8

 
 

8

14,223

6.1

7,129

3.1

CBT CORN

U.S.

4

18,437

1.4

17,203

1.3

1,317,098

NON U.S.

11

64,573

4.9

6,710

0.5

 
 

15

83,010

6.3

23,913

1.8

CBT SOYBEANS

U.S.

4

7,879

1.3

1,511

0.2

628,449

NON U.S.

11

24,147

3.8

4,075

0.6

 
 

15

32,026

5.1

5,586

0.9

CBT SOYBEAN OIL

U.S.

 

12,395

3.1

3,791

1.0

397,815

NON U.S.

 

18,356

4.6

183

0.0

 
 

8

30,751

7.7

3,974

1.0

CBT U.S. TREASURY BONDS

U.S.

 

5,651

1.0

540

0.1

562,705

NON U.S.

 

1,348

0.2

204

0.0

 
 

6

6,999

1.2

744

0.1

NYME GULF # 6 FUEL 3.0% SULFUR SWAP

U.S.

 

2,078

4.1

698

1.4

50,110

NON U.S.

 

957

1.9

255

0.5

 
 

5

3,035

6.1

953

1.9

NYME #2 HEATING OIL, NY HARBOR-ULSD

U.S.

4

17,177

4.5

1,286

0.3

382,084

NON U.S.

5

20,491

5.4

61

0.0

 
 

9

37,668

9.9

1,347

0.4

NYME GULF COAST ULSD SWAP

U.S.

 

120

2.9

836

20.3

4,127

NON U.S.

 

96

2.3

298

7.2

 
 

5

216

5.2

1,134

27.5

NYME UP DOWN GC ULSD VS HO SPR

U.S.

 

1,560

3.9

1,000

2.5

40,463

NON U.S.

 

4,470

11.0

0

0.0

 
 

6

6,030

14.9

1,000

2.5

NYME EIA FLAT TAX ON HIGHWAY DIESEL

U.S.

 

962

20.2

120

2.5

4,761

NON U.S.

 

286

6.0

96

2.0

 
 

5

1,248

26.2

216

4.5

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

17,543

0.4

1,160,677

25.3

4,590,026

NON U.S.

8

34,936

0.8

657,991

14.3

 
 

12

52,479

1.1

1,818,668

39.6

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

13,225

6.9

19,583

10.3

190,311

NON U.S.

 

17,831

9.4

597

0.3

 
 

8

31,056

16.3

20,180

10.6

IFED NWP ROCKIES FIN BASIS

U.S.

 

696

0.4

36,408

20.7

175,910

NON U.S.

 

0

0.0

31,970

18.2

 
 

6

696

0.4

68,378

38.9

IFED AECO FIN BASIS

U.S.

 

17,069

2.2

3,891

0.5

766,080

NON U.S.

 

14,905

1.9

456,618

59.6

 
 

9

31,974

4.2

460,509

60.1

IFED CHICAGO FIN BASIS

U.S.

 

1,974

0.6

17,931

5.4

334,544

NON U.S.

 

91

0.0

56,331

16.8

 
 

8

2,065

0.6

74,262

22.2

IFED HSC FIN BASIS

U.S.

 

20,861

8.5

32,778

13.4

244,342

NON U.S.

 

7,936

3.2

19,623

8.0

 
 

7

28,797

11.8

52,401

21.4

IFED WAHA FIN BASIS

U.S.

 

0

0.0

17,264

20.7

83,486

NON U.S.

 

0

0.0

4,421

5.3

 
 

5

0

0.0

21,685

26.0

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

U.S.

 

8,046

5.9

9,885

7.3

135,808

NON U.S.

 

1,240

0.9

7,010

5.2

 
 

5

9,286

6.8

16,895

12.4

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

1,326

0.4

46,839

12.4

377,148

NON U.S.

 

17,780

4.7

13,216

3.5

 
 

6

19,106

5.1

60,055

15.9

IFED HENRY HUB SWING - TAILGATE, LOUISIANA

U.S.

 

589

1.4

276

0.6

43,380

NON U.S.

 

696

1.6

0

0.0

 
 

5

1,285

3.0

276

0.6

NYME NATURAL GAS

U.S.

4

36,432

3.5

38,222

3.6

1,052,129

NON U.S.

9

35,247

3.4

27,034

2.6

 
 

13

71,679

6.8

65,256

6.2

NYME PERMIAN BASIS SWAP

U.S.

 

0

0.0

3,681

22.6

16,297

NON U.S.

 

2,435

14.9

3,507

21.5

 
 

5

2,435

14.9

7,188

44.1

NYME TCO BASIS SWAP

U.S.

 

764

2.4

17,991

55.6

32,371

NON U.S.

 

304

0.9

1,011

3.1

 
 

5

1,068

3.3

19,002

58.7

NYME NGPL TEXOK BASIS SWAP

U.S.

 

2,371

5.4

3,594

8.2

43,648

NON U.S.

 

106

0.2

3,895

8.9

 
 

5

2,477

5.7

7,489

17.2

NYME DOMINION BASIS SWAP

U.S.

 

336

0.6

5,406

10.3

52,516

NON U.S.

 

216

0.4

6,592

12.6

 
 

5

552

1.1

11,998

22.8

NYME TRANSCO ZONE 4 BASIS SWAP

U.S.

 

2,566

10.2

856

3.4

25,080

NON U.S.

 

4,699

18.7

8,409

33.5

 
 

5

7,265

29.0

9,265

36.9

NYME HENRY HUB LAST DAY FIN

U.S.

 

7,044

2.5

33,239

11.7

283,079

NON U.S.

 

15,408

5.4

24,661

8.7

 
 

7

22,452

7.9

57,900

20.5

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

19,071

15.3

636

0.5

124,633

NON U.S.

 

8,400

6.7

2,698

2.2

 
 

7

27,471

22.0

3,334

2.7

CBT SOYBEAN MEAL

U.S.

 

7,382

2.1

1,858

0.5

359,617

NON U.S.

 

25,112

7.0

173

0.0

 
 

10

32,494

9.0

2,031

0.6

ICUS COTTON NO. 2

U.S.

 

5,683

2.5

956

0.4

230,647

NON U.S.

 

18,158

7.9

851

0.4

 
 

14

23,841

10.3

1,807

0.8

NYME HENRY HUB BASIS SWAP

U.S.

 

248

0.5

4,878

9.7

50,050

NON U.S.

 

1,410

2.8

2,676

5.3

 
 

6

1,658

3.3

7,554

15.1

NYME HOUSTON SHIP CH BASIS SWAP

U.S.

 

5,203

19.8

6,885

26.2

26,265

NON U.S.

 

1,429

5.4

552

2.1

 
 

5

6,632

25.3

7,437

28.3

NYME NW PIPE ROCKIES BASIS SWAP

U.S.

 

2,862

3.5

3,957

4.8

81,608

NON U.S.

 

9,603

11.8

58,535

71.7

 
 

6

12,465

15.3

62,492

76.6

NYME PANHANDLE BASIS SWAP

U.S.

 

5,357

12.0

592

1.3

44,641

NON U.S.

 

3,172

7.1

11,476

25.7

 
 

5

8,529

19.1

12,068

27.0

NYME HENRY HUB SWAP

U.S.

 

19,191

1.4

344,228

25.6

1,346,929

NON U.S.

 

52,408

3.9

443,832

33.0

 
 

10

71,599

5.3

788,060

58.5

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

27,241

9.0

12,321

4.1

302,786

NON U.S.

 

64,346

21.3

8,179

2.7

 
 

10

91,587

30.2

20,500

6.8

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

14,903

1.4

9,383

0.9

1,047,916

NON U.S.

17

6,144

0.6

25,483

2.4

 
 

22

21,047

2.0

34,866

3.3

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

6

47,064

1.6

4,442

0.2

2,865,497

NON U.S.

22

16,285

0.6

72,678

2.5

 
 

28

63,349

2.2

77,120

2.7

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

5

12,942

0.5

21,453

0.8

2,820,777

NON U.S.

14

35,679

1.3

39,857

1.4

 
 

19

48,621

1.7

61,310

2.2

CBT 30-DAY FEDERAL FUNDS

U.S.

5

172,520

17.4

68,491

6.9

993,831

NON U.S.

19

59,803

6.0

77,935

7.8

 
 

24

232,323

23.4

146,426

14.7

CME LEAN HOGS

U.S.

 

3,299

1.6

1,629

0.8

208,974

NON U.S.

 

12,200

5.8

740

0.4

 
 

9

15,499

7.4

2,369

1.1

CME LIVE CATTLE

U.S.

 

2,700

1.0

736

0.3

263,449

NON U.S.

 

10,985

4.2

531

0.2

 
 

9

13,685

5.2

1,267

0.5

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

1,175

0.9

15,152

11.4

133,340

NON U.S.

 

330

0.2

2,623

2.0

 
 

5

1,505

1.1

17,775

13.3

NYME MT BELVIEU ETHANE OPIS

U.S.

 

2,556

2.8

3,199

3.5

90,805

NON U.S.

 

96

0.1

3,975

4.4

 
 

7

2,652

2.9

7,174

7.9

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

0

0.0

1,202

6.9

17,518

NON U.S.

 

7,323

41.8

0

0.0

 
 

5

7,323

41.8

1,202

6.9

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

8,536

1.6

49,290

9.4

526,058

NON U.S.

 

3,584

0.7

4,429

0.8

 
 

15

12,120

2.3

53,719

10.2

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

991

13.6

852

11.7

7,275

NON U.S.

 

344

4.7

140

1.9

 
 

8

1,335

18.4

992

13.6

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

42,284

2.3

98,060

5.3

1,861,718

NON U.S.

18

83,920

4.5

156,338

8.4

 
 

22

126,204

6.8

254,398

13.7

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

1,365

1.2

15,371

13.6

112,710

NON U.S.

 

1,408

1.2

31,797

28.2

 
 

8

2,773

2.5

47,168

41.8

NYME WTI-BRENT CALENDAR SWAP

U.S.

 

235

0.4

7,133

12.1

58,924

NON U.S.

 

3,045

5.2

2,580

4.4

 
 

6

3,280

5.6

9,713

16.5

NYME BRENT (ICE) CALENDAR SWAP

U.S.

 

1,356

9.0

828

5.5

15,136

NON U.S.

 

1,670

11.0

1,856

12.3

 
 

10

3,026

20.0

2,684

17.7

NYME CANADIAN HVY CRUDE NET ENRGY

U.S.

 

225

1.8

540

4.2

12,743

NON U.S.

 

2,310

18.1

2,342

18.4

 
 

6

2,535

19.9

2,882

22.6

ICUS COCOA

U.S.

 

2,558

1.3

1,425

0.7

196,846

NON U.S.

 

6,511

3.3

2,215

1.1

 
 

10

9,069

4.6

3,640

1.8

NYME PALLADIUM

U.S.

4

565

2.2

4,796

18.8

25,451

NON U.S.

13

1,075

4.2

4,232

16.6

 
 

17

1,640

6.4

9,028

35.5

NYME PLATINUM

U.S.

5

5

0.00

15,003

19.3

77,629

NON U.S.

17

2,914

3.8

11,355

14.6

 
 

22

2,919

3.8

26,358

34.0

ICUS SUGAR NO. 11

U.S.

 

17,398

1.9

2,099

0.2

913,475

NON U.S.

 

38,478

4.2

17,502

1.9

 
 

12

55,876

6.1

19,601

2.1

ICUS COFFEE C

U.S.

4

5,748

3.3

0

0.0

176,478

NON U.S.

14

10,512

6.0

1,359

0.8

 
 

18

16,260

9.2

1,359

0.8

CMX SILVER

U.S.

5

6,153

3.1

36,527

18.3

199,197

NON U.S.

21

7,501

3.8

42,223

21.2

 
 

26

13,654

6.9

78,750

39.5

CMX COPPER-GRADE #1

U.S.

4

6,997

3.4

107

0.1

203,453

NON U.S.

11

12,769

6.3

1,639

0.8

 
 

15

19,766

9.7

1,746

0.9

CMX GOLD

U.S.

5

8,903

1.5

99,083

16.8

590,656

NON U.S.

29

20,889

3.5

99,933

16.9

 
 

34

29,792

5.0

199,016

33.7

CME MEXICAN PESO

U.S.

 

0

0.0

9,345

5.8

162,430

NON U.S.

 

43,983

27.1

21,653

13.3

 
 

6

43,983

27.1

30,998

19.1

CME BRITISH POUND STERLING

U.S.

 

9,362

3.7

5,304

2.1

255,953

NON U.S.

 

9,765

3.8

5,109

2.0

 
 

7

19,127

7.5

10,413

4.1

CME JAPANESE YEN

U.S.

 

1,141

0.7

38,540

24.2

159,342

NON U.S.

 

3,695

2.3

974

0.6

 
 

7

4,836

3.0

39,514

24.8

CME EURO FX

U.S.

 

18,397

4.9

9,305

2.5

375,985

NON U.S.

 

31,191

8.3

2,305

0.6

 
 

18

49,588

13.2

11,610

3.1

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

11,337

2.8

3,962

1.0

401,094

NON U.S.

9

12,548

3.1

1,875

0.5

 
 

13

23,885

6.0

5,837

1.5

NYME RBOB CALENDAR SWAP

U.S.

 

2,105

16.9

5

0.0

12,452

NON U.S.

 

96

0.8

302

2.4

 
 

5

2,201

17.7

307

2.5

E VIX FUTURES

U.S.

 

0

0.0

2,124

0.4

547,744

NON U.S.

 

116,126

21.2

7,517

1.4

 
 

5

116,126

21.2

9,641

1.8

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

 

419

0.3

1,208

0.8

148,052

NON U.S.

 

2,316

1.6

4,087

2.8

 
 

8

2,735

1.8

5,295

3.6

CME 3-MONTH EURODOLLARS

U.S.

8

2,385,518

21.2

984,932

8.7

11,262,012

NON U.S.

38

772,257

6.9

612,498

5.4

 
 

46

3,157,775

28.0

1,597,430

14.2

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

13,585

0.4

34,781

1.1

3,151,038

NON U.S.

22

132,970

4.2

68,442

2.2

 
 

27

146,555

4.7

103,223

3.3

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

4

135

0.0

24,937

8.1

309,012

NON U.S.

10

6,520

2.1

3,665

1.2

 
 

14

6,655

2.2

28,602

9.3

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

1,084

0.3

8,859

2.6

338,817

NON U.S.

6

3,812

1.1

2,150

0.6

 
 

10

4,896

1.4

11,009

3.2

CME NIKKEI STOCK AVERAGE YEN DENOM

U.S.

 

0

0.0

844

1.1

78,225

NON U.S.

 

2,062

2.6

2,922

3.7

 
 

8

2,062

2.6

3,766

4.8

ICUS MSCI EAFE MINI INDEX

U.S.

 

187

0.1

0

0.0

229,097

NON U.S.

 

5,660

2.5

152

0.1

 
 

6

5,847

2.6

152

0.1

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

5

1,756

0.2

424

0.0

945,639

NON U.S.

11

15,206

1.6

35,215

3.7

 
 

16

16,962

1.8

35,639

3.8

NYME GULF COAST JET FUEL CAL SWAP

U.S.

 

198

18.7

288

27.1

1,061

NON U.S.

 

199

18.8

404

38.1

 
 

5

397

37.4

692

65.2

CME EURO FX/BRITISH POUND XRATE

U.S.

 

0

0.0

6,122

19.3

31,703

NON U.S.

 

1,391

4.4

335

1.1

 
 

6

1,391

4.4

6,457

20.4

NYME GULF JET NY HEAT OIL SPR SWAP

U.S.

 

5,908

16.5

0

0.0

35,716

NON U.S.

 

3,098

8.7

0

0.0

 
 

5

9,006

25.2

0

0.0

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

1,950

9.6

1,634

8.0

20,389

NON U.S.

 

1,738

8.5

430

2.1

 
 

6

3,688

18.1

2,064

10.1

NYME Heating Oil/Brent Crack Sprd

U.S.

 

900

6.5

550

4.0

13,799

NON U.S.

 

228

1.7

90

0.7

 
 

5

1,128

8.2

640

4.6

NYME HEAT OIL CRACK SPRD CAL SWAP

U.S.

 

1,315

10.3

1,460

11.5

12,732

NON U.S.

 

3,332

26.2

0

0.0

 
 

6

4,647

36.5

1,460

11.5