ICUS MSCI EMERGING MKTS MINI INDEX Bank Participation

Bank positions in ICUS MSCI EMERGING MKTS MINI INDEX: all-bank net +9,199 contracts, positions as of Tue 5 May 2020.

Positions as of Tue 5 May 2020 - report month 2020-05

Market	ICUS MSCI EMERGING MKTS MINI INDEX
Months in dataset	71
Coverage	2014-07 to 2020-05
Months with a suppressed bank count	34
Latest US bank net, contracts	+9,188
Latest non-US bank net, contracts	+11
Latest all-bank net, contracts	+9,199

Bank positions, last 24 months

Month	US banks	US long	US short	US net	Non-US banks	Non-US long	Non-US short	Non-US net	All banks	All net
2020-05	5	9,543	355	+9,188	13	15,751	15,740	+11	18	+9,199
2020-04	suppressed	4,504	74	+4,430	suppressed	16,626	18,839	-2,213	18	+2,217
2020-03	6	14,357	4,556	+9,801	16	14,803	171,161	-156,358	22	-146,557
2020-02	6	17,937	4,579	+13,358	15	16,294	164,917	-148,623	21	-135,265
2020-01	4	15,484	535	+14,949	15	18,392	145,490	-127,098	19	-112,149
2019-12	5	5,152	22,336	-17,184	15	18,663	95,880	-77,217	20	-94,401
2019-11	5	4,506	18,656	-14,150	13	17,645	79,164	-61,519	18	-75,669
2019-10	4	4,955	0	+4,955	11	16,523	79,770	-63,247	15	-58,292
2019-09	4	5,431	3,939	+1,492	13	32,208	77,217	-45,009	17	-43,517
2019-08	4	5,627	0	+5,627	11	17,431	48,788	-31,357	15	-25,730
2019-07	4	4,183	0	+4,183	12	14,430	56,724	-42,294	16	-38,111
2019-06	4	2,772	179	+2,593	14	14,939	90,845	-75,906	18	-73,313
2019-05	suppressed	2,271	0	+2,271	suppressed	21,838	78,050	-56,212	15	-53,941
2019-04	suppressed	2,141	0	+2,141	suppressed	15,794	86,395	-70,601	14	-68,460
2019-03	suppressed	2,105	0	+2,105	suppressed	18,764	59,143	-40,379	16	-38,274
2019-02	4	2,669	0	+2,669	15	17,310	76,573	-59,263	19	-56,594
2019-01	suppressed	3,373	0	+3,373	suppressed	15,589	63,752	-48,163	18	-44,790
2018-12	5	4,031	690	+3,341	13	35,656	53,664	-18,008	18	-14,667
2018-11	4	5,423	1,695	+3,728	14	35,098	49,785	-14,687	18	-10,959
2018-10	4	2,252	1,720	+532	13	21,829	30,343	-8,514	17	-7,982
2018-09	5	3,379	584	+2,795	13	23,271	19,573	+3,698	18	+6,493
2018-08	5	2,242	1,186	+1,056	14	17,324	21,007	-3,683	19	-2,627
2018-07	5	1,862	2,960	-1,098	14	13,283	23,134	-9,851	19	-10,949
2018-06	4	1,865	2,932	-1,067	15	22,272	24,433	-2,161	19	-3,228

Net is gross long minus gross short; the report publishes gross positions and the net is computed here. A suppressed bank count means the group held fewer than four banks that month; the split was withheld, not zero. Months where the split was withheld are part of the record and stay in the table.

Source: CFTC Bank Participation Report, monthly, futures. Positions as of Tue 5 May 2020.