October Bank Participation Report Futures

IN CONTRACTS

 

REPORT DATE: 10/3/2017

COMMODITY

BANK TYPE

BANK COUNT

LONG FUTURES

%

SHORT FUTURES

%

OPEN INTEREST

CBT WHEAT-SRW

U.S.

 

7,095

1.6

3,020

0.7

439,038

NON U.S.

 

27,025

6.2

2,956

0.7

 
 

15

34,120

7.8

5,976

1.4

CBT WHEAT-HRW

U.S.

 

5,124

1.9

1,143

0.4

272,278

NON U.S.

 

11,339

4.2

120

0.0

 
 

9

16,463

6.0

1,263

0.5

CBT CORN

U.S.

 

12,393

0.9

15,139

1.1

1,433,227

NON U.S.

 

70,856

4.9

5,467

0.4

 
 

15

83,249

5.8

20,606

1.4

CBT SOYBEANS

U.S.

4

9,167

1.3

5,390

0.8

695,045

NON U.S.

10

25,583

3.7

6,965

1.0

 
 

14

34,750

5.0

12,355

1.8

CBT SOYBEAN OIL

U.S.

 

11,924

2.8

6,053

1.4

423,443

NON U.S.

 

22,842

5.4

759

0.2

 
 

9

34,766

8.2

6,812

1.6

CBT U.S. TREASURY BONDS

U.S.

4

1,210

0.2

3,002

0.4

730,334

NON U.S.

5

50

0.00

3,281

0.4

 
 

9

1,260

0.2

6,283

0.9

NYME #2 HEATING OIL- NY HARBOR-ULSD

U.S.

4

15,627

3.5

7,224

1.6

449,485

NON U.S.

5

15,138

3.4

89

0.0

 
 

9

30,765

6.8

7,313

1.6

IFED NATURAL GAS ICE HENRY HUB

U.S.

4

17,319

0.3

1,652,428

32.1

5,148,526

NON U.S.

7

57,338

1.1

691,660

13.4

 
 

11

74,657

1.5

2,344,088

45.5

IFED NATURAL GAS PENULTIMATE ICE

U.S.

 

16,872

5.9

12,498

4.4

285,625

NON U.S.

 

17,292

6.1

324

0.1

 
 

8

34,164

12.0

12,822

4.5

IFED NWP ROCKIES FIN BASIS

U.S.

 

1,748

0.6

36,142

12.8

283,185

NON U.S.

 

2,692

1.0

100,892

35.6

 
 

6

4,440

1.6

137,034

48.4

IFED AECO FIN BASIS

U.S.

 

10,243

1.2

2,629

0.3

857,695

NON U.S.

 

63,258

7.4

595,759

69.5

 
 

9

73,501

8.6

598,388

69.8

IFED CHICAGO FIN BASIS

U.S.

 

20,561

5.1

4,653

1.1

406,254

NON U.S.

 

151

0.0

58,588

14.4

 
 

9

20,712

5.1

63,241

15.6

IFED HSC FIN BASIS

U.S.

 

17,783

4.4

45,744

11.4

401,409

NON U.S.

 

2,538

0.6

29,363

7.3

 
 

7

20,321

5.1

75,107

18.7

IFED WAHA FIN BASIS

U.S.

 

689

0.3

49,785

21.2

234,778

NON U.S.

 

92

0.0

16,636

7.1

 
 

5

781

0.3

66,421

28.3

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

U.S.

 

19,592

11.8

17,267

10.4

166,265

NON U.S.

 

394

0.2

5,409

3.3

 
 

5

19,986

12.0

22,676

13.6

IFED DOMINION - SOUTH POINT (BASIS)

U.S.

 

11,219

2.0

108,069

19.2

563,444

NON U.S.

 

4,001

0.7

11,195

2.0

 
 

7

15,220

2.7

119,264

21.2

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

U.S.

 

5,528

7.9

8,946

12.9

69,537

NON U.S.

 

2,522

3.6

3,930

5.7

 
 

5

8,050

11.6

12,876

18.5

IFED PANHANDLE EASTERN- POOL GAS (BASIS)

U.S.

 

1,072

0.7

10,157

6.3

161,399

NON U.S.

 

7,378

4.6

5,043

3.1

 
 

5

8,450

5.2

15,200

9.4

IFED TRANSCO ZONE 6 BASIS

U.S.

 

0

0.0

12,268

11.2

109,296

NON U.S.

 

0

0.0

5,216

4.8

 
 

5

0

0.0

17,484

16.0

IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4)

U.S.

 

5,974

5.8

5,178

5.1

102,314

NON U.S.

 

12,459

12.2

122

0.1

 
 

5

18,433

18.0

5,300

5.2

IFED TETCO M2 Basis (Receipts)

U.S.

 

2,017

1.5

51,889

38.6

134,457

NON U.S.

 

2,391

1.8

3,624

2.7

 
 

5

4,408

3.3

55,513

41.3

NYME NATURAL GAS

U.S.

4

39,339

2.8

37,395

2.7

1,394,563

NON U.S.

14

49,796

3.6

58,134

4.2

 
 

18

89,135

6.4

95,529

6.9

NYME HENRY HUB LAST DAY FIN

U.S.

 

5,823

1.5

75,971

19.1

397,675

NON U.S.

 

5,975

1.5

10,161

2.6

 
 

7

11,798

3.0

86,132

21.7

NYME HENRY HUB PENULTIMATE FIN

U.S.

 

13,829

12.4

3,295

2.9

111,770

NON U.S.

 

8,965

8.0

790

0.7

 
 

7

22,794

20.4

4,085

3.7

CBT SOYBEAN MEAL

U.S.

 

6,700

1.8

2,433

0.7

365,972

NON U.S.

 

28,645

7.8

1,714

0.5

 
 

10

35,345

9.7

4,147

1.1

ICUS COTTON NO. 2

U.S.

4

3,963

1.7

49

0.0

229,503

NON U.S.

10

24,591

10.7

723

0.3

 
 

14

28,554

12.4

772

0.3

NYME HENRY HUB SWAP

U.S.

 

3,897

0.3

416,688

34.5

1,207,894

NON U.S.

 

39,448

3.3

322,433

26.7

 
 

10

43,345

3.6

739,121

61.2

NYME HENRY HUB PENULTIMATE GAS SWAP

U.S.

 

27,604

13.3

2,483

1.2

207,649

NON U.S.

 

48,100

23.2

7,133

3.4

 
 

9

75,704

36.5

9,616

4.6

CBT 2-YEAR U.S. TREASURY NOTES

U.S.

5

545

0.0

26,664

1.7

1,580,756

NON U.S.

19

11,290

0.7

28,044

1.8

 
 

24

11,835

0.7

54,708

3.5

CBT 10-YEAR U.S. TREASURY NOTES

U.S.

8

70,439

2.3

34,222

1.1

3,105,646

NON U.S.

25

22,133

0.7

67,006

2.2

 
 

33

92,572

3.0

101,228

3.3

CBT 5-YEAR U.S. TREASURY NOTES

U.S.

6

41,511

1.4

14,164

0.5

2,960,992

NON U.S.

20

44,099

1.5

74,557

2.5

 
 

26

85,610

2.9

88,721

3.0

CBT 30-DAY FEDERAL FUNDS

U.S.

8

228,302

15.2

204,729

13.6

1,501,670

NON U.S.

23

68,096

4.5

117,857

7.8

 
 

31

296,398

19.7

322,586

21.5

CME LEAN HOGS

U.S.

 

1,969

0.8

1,334

0.5

257,477

NON U.S.

 

16,558

6.4

1,502

0.6

 
 

11

18,527

7.2

2,836

1.1

CME LIVE CATTLE

U.S.

 

1,611

0.5

576

0.2

333,751

NON U.S.

 

13,678

4.1

0

0.0

 
 

9

15,289

4.6

576

0.2

NYME PROPANE NON-LDH MT BEL SWAP

U.S.

 

0

0.0

2,749

14.4

19,110

NON U.S.

 

0

0.0

1,569

8.2

 
 

5

0

0.0

4,318

22.6

NYME MT BELVIEU LDH PROPANE (OPIS)

U.S.

 

2,883

2.6

9,275

8.2

113,029

NON U.S.

 

651

0.6

1,202

1.1

 
 

6

3,534

3.1

10,477

9.3

NYME MT BELVIEU ETHANE OPIS

U.S.

 

3,298

4.7

5,422

7.7

70,401

NON U.S.

 

183

0.3

2,117

3.0

 
 

7

3,481

4.9

7,539

10.7

NYME MT BELV NAT GASOLINE OPIS SWAP

U.S.

 

1,193

11.9

1,018

10.2

10,019

NON U.S.

 

322

3.2

411

4.1

 
 

6

1,515

15.1

1,429

14.3

NYME CONWAY PROPANE (OPIS)

U.S.

 

612

3.7

510

3.1

16,644

NON U.S.

 

0

0.0

3,933

23.6

 
 

6

612

3.7

4,443

26.7

ICEU CRUDE OIL, LIGHT SWEET-WTI

U.S.

 

21,281

3.4

50,104

8.0

623,599

NON U.S.

 

7,044

1.1

2,510

0.4

 
 

16

28,325

4.5

52,614

8.4

ICEU WTI CRUDE OIL 1ST LINE-LINKED

U.S.

 

384

4.0

1,131

11.7

9,680

NON U.S.

 

957

9.9

651

6.7

 
 

8

1,341

13.9

1,782

18.4

ICEU ARGUS WTI Mid/WTI TRADE MONTH

U.S.

 

120

0.1

18,332

11.1

164,748

NON U.S.

 

0

0.0

17,516

10.6

 
 

5

120

0.1

35,848

21.8

NYME CRUDE OIL, LIGHT SWEET

U.S.

4

21,669

0.9

241,575

9.8

2,471,226

NON U.S.

20

73,894

3.0

205,086

8.3

 
 

24

95,563

3.9

446,661

18.1

NYME WTI CRUDE OIL CALENDAR SWAP

U.S.

 

2,344

1.8

8,463

6.5

130,817

NON U.S.

 

17,561

13.4

17,950

13.7

 
 

9

19,905

15.2

26,413

20.2

NYME ARGUS LLS VS WTI TRADE MONTH

U.S.

 

0

0.0

372

1.4

26,790

NON U.S.

 

206

0.8

1,155

4.3

 
 

5

206

0.8

1,527

5.7

NYME WCS OIL NET ENERGY MONTHLY IND

U.S.

 

0

0.0

600

3.9

15,510

NON U.S.

 

0

0.0

6,060

39.1

 
 

5

0

0.0

6,660

42.9

ICUS COCOA

U.S.

 

1,539

0.6

806

0.3

254,019

NON U.S.

 

11,497

4.5

4,872

1.9

 
 

10

13,036

5.1

5,678

2.2

NYME PALLADIUM

U.S.

4

609

2.0

9,662

31.6

30,590

NON U.S.

11

906

3.0

4,838

15.8

 
 

15

1,515

5.0

14,500

47.4

NYME PLATINUM

U.S.

5

275

0.4

11,188

15.6

71,860

NON U.S.

15

3,543

4.9

10,409

14.5

 
 

20

3,818

5.3

21,597

30.1

ICUS SUGAR NO. 11

U.S.

 

10,173

1.5

2,548

0.4

683,879

NON U.S.

 

46,119

6.7

5,362

0.8

 
 

12

56,292

8.2

7,910

1.2

ICUS COFFEE C

U.S.

4

3,431

1.6

392

0.2

208,591

NON U.S.

15

12,146

5.8

4,009

1.9

 
 

19

15,577

7.5

4,401

2.1

CMX SILVER

U.S.

4

2,181

1.2

34,202

18.6

183,494

NON U.S.

19

6,081

3.3

35,284

19.2

 
 

23

8,262

4.5

69,486

37.9

CMX COPPER-GRADE #1

U.S.

4

5,477

2.0

239

0.1

273,497

NON U.S.

15

12,161

4.4

7,515

2.7

 
 

19

17,638

6.4

7,754

2.8

CMX GOLD

U.S.

5

8,895

1.7

117,339

22.3

525,127

NON U.S.

27

21,077

4.0

94,830

18.1

 
 

32

29,972

5.7

212,169

40.4

CME MEXICAN PESO

U.S.

 

1,126

0.6

0

0.0

204,344

NON U.S.

 

6,425

3.1

54,503

26.7

 
 

6

7,551

3.7

54,503

26.7

CME JAPANESE YEN

U.S.

 

19,967

8.1

3,328

1.3

246,889

NON U.S.

 

4,620

1.9

37

0.0

 
 

5

24,587

10.0

3,365

1.4

CME EURO FX

U.S.

 

52

0.0

56,202

12.8

438,663

NON U.S.

 

25,307

5.8

13,979

3.2

 
 

16

25,359

5.8

70,181

16.0

NYME GASOLINE BLENDSTOCK (RBOB)

U.S.

4

6,693

1.7

7,447

1.9

383,136

NON U.S.

9

11,308

3.0

636

0.2

 
 

13

18,001

4.7

8,083

2.1

E VIX FUTURES

U.S.

 

1,455

0.2

0

0.0

669,232

NON U.S.

 

76,978

11.5

9,941

1.5

 
 

9

78,433

11.7

9,941

1.5

CBT DOW JONES INDUSTRIAL AVG- x $5

U.S.

5

3,142

2.0

2,794

1.8

154,359

NON U.S.

6

0

0.0

24,091

15.6

 
 

11

3,142

2.0

26,885

17.4

CME 3-MONTH EURODOLLARS

U.S.

8

2,197,834

17.3

858,330

6.7

12,731,755

NON U.S.

29

872,508

6.9

433,457

3.4

 
 

37

3,070,342

24.1

1,291,787

10.1

CME E-MINI S&P 500 STOCK INDEX

U.S.

5

6,442

0.2

48,635

1.6

3,013,291

NON U.S.

21

57,083

1.9

147,031

4.9

 
 

26

63,525

2.1

195,666

6.5

CME NASDAQ-100 STOCK INDEX (MINI)

U.S.

 

6,038

2.2

3,048

1.1

269,830

NON U.S.

 

702

0.3

10,372

3.8

 
 

16

6,740

2.5

13,420

5.0

CME E-MINI RUSSELL 2000 INDEX

U.S.

4

5,442

1.0

22,442

4.2

538,396

NON U.S.

10

5,776

1.1

2,729

0.5

 
 

14

11,218

2.1

25,171

4.7

ICUS RUSSELL 2000 MINI INDEX FUTURE

U.S.

4

721

1.2

150

0.2

61,773

NON U.S.

8

5,294

8.6

1,981

3.2

 
 

12

6,015

9.7

2,131

3.4

ICUS MSCI EAFE MINI INDEX

U.S.

 

466

0.2

0

0.0

285,714

NON U.S.

 

1,269

0.4

12,594

4.4

 
 

8

1,735

0.6

12,594

4.4

ICUS MSCI EMERGING MKTS MINI INDEX

U.S.

 

215

0.0

6,613

0.6

1,061,215

NON U.S.

 

8,641

0.8

45,598

4.3

 
 

16

8,856

0.8

52,211

4.9

NYME 3.5% FUEL OIL RDAM CRACK SPR

U.S.

 

2,085

14.2

597

4.1

14,664

NON U.S.

 

1,028

7.0

39

0.3

 
 

5

3,113

21.2

636

4.3