Kilambi News
Wednesday, October 28, 2026

NYME NW PIPE ROCKIES BASIS SWAP Bank Participation

Wednesday, October 28, 2026

Bank positions in NYME NW PIPE ROCKIES BASIS SWAP: all-bank net -34,705 contracts, positions as of Tue 11 Jul 2017.

Data as of Positions as of Tue 11 Jul 2017; report month 2017-07

Positions as of Tue 11 Jul 2017 - report month 2017-07

MarketNYME NW PIPE ROCKIES BASIS SWAP
Months in dataset30
Coverage2015-02 to 2017-07
Months with a suppressed bank count30
Latest US bank net, contracts+456
Latest non-US bank net, contracts-35,161
Latest all-bank net, contracts-34,705

Bank positions, last 24 months

MonthUS banksUS longUS shortUS netNon-US banksNon-US longNon-US shortNon-US netAll banksAll net
2017-07suppressed3,3412,885+456suppressed3,27438,435-35,1615-34,705
2017-06suppressed3,3413,040+301suppressed3,65640,729-37,0735-36,772
2017-05suppressed3,3413,190+151suppressed3,17242,829-39,6575-39,506
2017-04suppressed3,3413,345-4suppressed3,06544,999-41,9345-41,938
2017-03suppressed3,3413,495-154suppressed3,40747,219-43,8125-43,966
2017-02suppressed3,4963,495+1suppressed3,57349,234-45,6615-45,660
2017-01suppressed3,6363,579+57suppressed4,00251,054-47,0525-46,995
2016-12suppressed3,7913,672+119suppressed6,32653,224-46,8986-46,779
2016-11suppressed3,2733,889-616suppressed6,89054,872-47,9826-48,598
2016-10suppressed2,8204,040-1,220suppressed8,33457,185-48,8516-50,071
2016-09suppressed2,8623,957-1,095suppressed9,60358,535-48,9326-50,027
2016-08suppressed3,1324,407-1,275suppressed10,68360,242-49,5596-50,834
2016-07suppressed3,8105,052-1,242suppressed11,24960,309-49,0606-50,302
2016-06suppressed3,9655,880-1,915suppressed12,48756,752-44,2656-46,180
2016-05suppressed4,0606,092-2,032suppressed13,59743,899-30,3026-32,334
2016-04suppressed1,9836,036-4,053suppressed11,47339,812-28,3396-32,392
2016-03suppressed1,9217,064-5,143suppressed5,55736,677-31,1206-36,263
2016-02suppressed2,1667,036-4,870suppressed5,29041,895-36,6056-41,475
2016-01suppressed1,8025,338-3,536suppressed5,22340,665-35,4426-38,978
2015-12suppressed2,6464,977-2,331suppressed5,17231,598-26,4266-28,757
2015-11suppressed2,7684,094-1,326suppressed5,21027,390-22,1806-23,506
2015-10suppressed2,9183,666-748suppressed5,17428,094-22,9206-23,668
2015-09suppressed1,8233,701-1,878suppressed4,91018,823-13,9136-15,791
2015-08suppressed01,590-1,590suppressed4,75113,761-9,0105-10,600

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 11 Jul 2017.