|
REPORT DATE: 4/4/2023 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
12,454 |
3.3 |
1,160 |
0.3 |
375,999 |
NON U.S. |
|
24,981 |
6.6 |
6,547 |
1.7 |
|
|
14 |
37,435 |
10.0 |
7,707 |
2.0 |
|
CBT WHEAT-HRW |
U.S. |
|
7,857 |
4.5 |
622 |
0.4 |
175,353 |
NON U.S. |
|
18,310 |
10.4 |
6,463 |
3.7 |
|
|
11 |
26,167 |
14.9 |
7,085 |
4.0 |
|
CBT CORN |
U.S. |
|
65,529 |
4.9 |
924 |
0.1 |
1,334,671 |
NON U.S. |
|
78,496 |
5.9 |
9,491 |
0.7 |
|
|
17 |
144,025 |
10.8 |
10,415 |
0.8 |
|
CBT SOYBEANS |
U.S. |
|
22,912 |
3.1 |
9,541 |
1.3 |
746,111 |
NON U.S. |
|
40,640 |
5.4 |
9,051 |
1.2 |
|
|
17 |
63,552 |
8.5 |
18,592 |
2.5 |
|
IFED CALIF CARBON 23 |
NON U.S. |
|
7,639 |
4.3 |
67,269 |
38.0 |
176,918 |
|
8 |
7,639 |
4.3 |
67,269 |
38.0 |
|
CBT SOYBEAN OIL |
U.S. |
|
23,383 |
4.8 |
1,624 |
0.3 |
483,953 |
NON U.S. |
|
28,317 |
5.9 |
386 |
0.1 |
|
|
12 |
51,700 |
10.7 |
2,010 |
0.4 |
|
CBT UST BOND |
U.S. |
5 |
5,050 |
0.4 |
3,795 |
0.3 |
1,193,583 |
NON U.S. |
7 |
30 |
0.0 |
25,703 |
2.2 |
|
|
12 |
5,080 |
0.4 |
29,498 |
2.5 |
|
CBT ULTRA UST BOND |
U.S. |
|
5,027 |
0.4 |
215 |
0.0 |
1,409,153 |
NON U.S. |
|
1,280 |
0.1 |
8,080 |
0.6 |
|
|
5 |
6,307 |
0.4 |
8,295 |
0.6 |
|
NYME NY HARBOR ULSD |
U.S. |
|
7,968 |
2.9 |
2,636 |
1.0 |
270,347 |
NON U.S. |
|
14,371 |
5.3 |
1,307 |
0.5 |
|
|
11 |
22,339 |
8.3 |
3,943 |
1.5 |
|
IFED NAT GAS ICE LD1 |
U.S. |
5 |
17,778 |
0.3 |
1,773,769 |
28.7 |
6,189,562 |
NON U.S. |
8 |
78,264 |
1.3 |
1,019,895 |
16.5 |
|
|
13 |
96,042 |
1.6 |
2,793,664 |
45.1 |
|
IFED NAT GAS ICE PEN |
U.S. |
|
85,815 |
12.2 |
105,518 |
15.0 |
702,049 |
NON U.S. |
|
44,906 |
6.4 |
15,838 |
2.3 |
|
|
9 |
130,721 |
18.6 |
121,356 |
17.3 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
8,814 |
2.5 |
40,254 |
11.3 |
355,481 |
NON U.S. |
|
16,206 |
4.6 |
2,507 |
0.7 |
|
|
7 |
25,020 |
7.0 |
42,761 |
12.0 |
|
IFED AECO FIN BASIS |
U.S. |
|
151 |
0.0 |
11,361 |
1.3 |
860,764 |
NON U.S. |
|
19,672 |
2.3 |
497,298 |
57.8 |
|
|
7 |
19,823 |
2.3 |
508,659 |
59.1 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
19,896 |
5.5 |
3,693 |
1.0 |
359,366 |
NON U.S. |
|
5,875 |
1.6 |
4,391 |
1.2 |
|
|
6 |
25,771 |
7.2 |
8,084 |
2.2 |
|
IFED HSC FIN BASIS |
U.S. |
4 |
59,518 |
9.8 |
19,834 |
3.3 |
604,581 |
NON U.S. |
5 |
6,594 |
1.1 |
40,079 |
6.6 |
|
|
9 |
66,112 |
10.9 |
59,913 |
9.9 |
|
IFED WAHA FIN BASIS |
U.S. |
4 |
4,076 |
0.8 |
155,148 |
28.9 |
536,295 |
NON U.S. |
5 |
1,962 |
0.4 |
32,728 |
6.1 |
|
|
9 |
6,038 |
1.1 |
187,876 |
35.0 |
|
IFED CIG ROCKIES BASIS |
U.S. |
|
1,875 |
0.5 |
208,784 |
50.8 |
410,891 |
NON U.S. |
|
0 |
0.0 |
46,033 |
11.2 |
|
|
7 |
1,875 |
0.5 |
254,817 |
62.0 |
|
IFED TCO Basis |
U.S. |
|
0 |
0.0 |
88,376 |
39.6 |
223,007 |
NON U.S. |
|
2,340 |
1.0 |
29,910 |
13.4 |
|
|
6 |
2,340 |
1.0 |
118,286 |
53.0 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
4 |
6,640 |
0.8 |
268,551 |
33.5 |
801,996 |
NON U.S. |
5 |
33,013 |
4.1 |
171,356 |
21.4 |
|
|
9 |
39,653 |
4.9 |
439,907 |
54.9 |
|
IFED EP SAN JUAN BASIS |
U.S. |
|
1,928 |
0.8 |
31,780 |
13.2 |
241,338 |
NON U.S. |
|
0 |
0.0 |
36,537 |
15.1 |
|
|
5 |
1,928 |
0.8 |
68,317 |
28.3 |
|
IFED MICHCON BASIS |
U.S. |
|
514 |
0.2 |
47,220 |
16.8 |
280,861 |
NON U.S. |
|
3,969 |
1.4 |
10,398 |
3.7 |
|
|
6 |
4,483 |
1.6 |
57,618 |
20.5 |
|
IFED NGPL TXOK BASIS |
U.S. |
|
2,904 |
1.0 |
86,110 |
30.0 |
287,088 |
NON U.S. |
|
0 |
0.0 |
8,457 |
2.9 |
|
|
5 |
2,904 |
1.0 |
94,567 |
32.9 |
|
IFED ONEOK GAS TRANSPORTATION BASIS |
U.S. |
|
0 |
0.0 |
18,365 |
41.2 |
44,535 |
NON U.S. |
|
910 |
2.0 |
7,275 |
16.3 |
|
|
5 |
910 |
2.0 |
25,640 |
57.6 |
|
IFED TRANSCO LEIDY BASIS |
U.S. |
|
1,712 |
1.6 |
21,125 |
19.8 |
106,527 |
NON U.S. |
|
1,460 |
1.4 |
11,961 |
11.2 |
|
|
5 |
3,172 |
3.0 |
33,086 |
31.1 |
|
NYME NAT GAS NYME |
U.S. |
4 |
45,799 |
3.4 |
38,684 |
2.8 |
1,365,656 |
NON U.S. |
12 |
62,985 |
4.6 |
22,297 |
1.6 |
|
|
16 |
108,784 |
8.0 |
60,981 |
4.5 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
4 |
1,534 |
0.4 |
52,762 |
13.4 |
394,695 |
NON U.S. |
6 |
2,925 |
0.7 |
45,140 |
11.4 |
|
|
10 |
4,459 |
1.1 |
97,902 |
24.8 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
42,887 |
20.9 |
7,261 |
3.5 |
204,962 |
NON U.S. |
|
43,390 |
21.2 |
6,781 |
3.3 |
|
|
10 |
86,277 |
42.1 |
14,042 |
6.9 |
|
CBT SOYBEAN MEAL |
U.S. |
|
17,294 |
4.0 |
67 |
0.0 |
436,606 |
NON U.S. |
|
28,944 |
6.6 |
590 |
0.1 |
|
|
11 |
46,238 |
10.6 |
657 |
0.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
8,082 |
4.2 |
1,614 |
0.8 |
193,846 |
NON U.S. |
|
18,685 |
9.6 |
11,957 |
6.2 |
|
|
15 |
26,767 |
13.8 |
13,571 |
7.0 |
|
NYME HENRY HUB |
U.S. |
4 |
7,667 |
1.7 |
158,894 |
35.6 |
446,409 |
NON U.S. |
6 |
21,062 |
4.7 |
99,862 |
22.4 |
|
|
10 |
28,729 |
6.4 |
258,756 |
58.0 |
|
NYME HENRY HUB PENULTIMATE NAT GAS |
U.S. |
4 |
24,930 |
17.0 |
7,991 |
5.5 |
146,477 |
NON U.S. |
6 |
43,960 |
30.0 |
8,942 |
6.1 |
|
|
10 |
68,890 |
47.0 |
16,933 |
11.6 |
|
CBT UST 2Y NOTE |
U.S. |
6 |
16,186 |
0.7 |
19,179 |
0.8 |
2,351,682 |
NON U.S. |
27 |
13,657 |
0.6 |
61,291 |
2.6 |
|
|
33 |
29,843 |
1.3 |
80,470 |
3.4 |
|
CBT UST 10Y NOTE |
U.S. |
5 |
44,599 |
1.0 |
22,407 |
0.5 |
4,263,195 |
NON U.S. |
25 |
26,888 |
0.6 |
71,272 |
1.7 |
|
|
30 |
71,487 |
1.7 |
93,679 |
2.2 |
|
CBT UST 5Y NOTE |
U.S. |
8 |
15,500 |
0.3 |
49,104 |
1.1 |
4,493,575 |
NON U.S. |
21 |
51,416 |
1.1 |
90,593 |
2.0 |
|
|
29 |
66,916 |
1.5 |
139,697 |
3.1 |
|
CBT FED FUNDS |
U.S. |
6 |
178,624 |
11.3 |
184,389 |
11.7 |
1,577,225 |
NON U.S. |
28 |
182,496 |
11.6 |
123,945 |
7.9 |
|
|
34 |
361,120 |
22.9 |
308,334 |
19.5 |
|
CME LEAN HOGS |
U.S. |
|
7,873 |
3.5 |
105 |
0.0 |
223,567 |
NON U.S. |
|
14,925 |
6.7 |
3,488 |
1.6 |
|
|
11 |
22,798 |
10.2 |
3,593 |
1.6 |
|
CME LIVE CATTLE |
U.S. |
|
8,522 |
2.6 |
255 |
0.1 |
329,687 |
NON U.S. |
|
16,423 |
5.0 |
2,049 |
0.6 |
|
|
9 |
24,945 |
7.6 |
2,304 |
0.7 |
|
CME FEEDER CATTLE |
U.S. |
|
905 |
1.5 |
134 |
0.2 |
59,572 |
NON U.S. |
|
1,806 |
3.0 |
1,743 |
2.9 |
|
|
6 |
2,711 |
4.6 |
1,877 |
3.2 |
|
IFED PROPANE OPIS MT BELV NONTET FP |
U.S. |
|
0 |
0.0 |
5,242 |
15.0 |
35,025 |
NON U.S. |
|
0 |
0.0 |
1,185 |
3.4 |
|
|
7 |
0 |
0.0 |
6,427 |
18.3 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,925 |
2.5 |
2,423 |
3.2 |
76,384 |
NON U.S. |
|
6,767 |
8.9 |
539 |
0.7 |
|
|
6 |
8,692 |
11.4 |
2,962 |
3.9 |
|
NYME PROPANE NON-LDH MT BEL |
U.S. |
|
300 |
0.9 |
1,503 |
4.3 |
34,929 |
NON U.S. |
|
54 |
0.2 |
2,450 |
7.0 |
|
|
6 |
354 |
1.0 |
3,953 |
11.3 |
|
NYME PROPANE |
U.S. |
|
2,649 |
1.7 |
4,258 |
2.7 |
155,827 |
NON U.S. |
|
1,120 |
0.7 |
4,548 |
2.9 |
|
|
8 |
3,769 |
2.4 |
8,806 |
5.7 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
75 |
0.2 |
2,542 |
5.4 |
46,648 |
NON U.S. |
|
0 |
0.0 |
4,392 |
9.4 |
|
|
7 |
75 |
0.2 |
6,934 |
14.9 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
18 |
0.0 |
3,424 |
8.3 |
41,232 |
NON U.S. |
|
1,039 |
2.5 |
1,888 |
4.6 |
|
|
7 |
1,057 |
2.6 |
5,312 |
12.9 |
|
NYME MT BELV NAT GASOLINE OPIS |
U.S. |
|
0 |
0.0 |
2,105 |
6.9 |
30,450 |
NON U.S. |
|
1,603 |
5.3 |
1,246 |
4.1 |
|
|
7 |
1,603 |
5.3 |
3,351 |
11.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
7,237 |
1.6 |
14,065 |
3.0 |
464,769 |
NON U.S. |
|
2,197 |
0.5 |
3,480 |
0.7 |
|
|
6 |
9,434 |
2.0 |
17,545 |
3.8 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
NON U.S. |
|
288 |
1.1 |
3,349 |
12.6 |
26,617 |
|
5 |
288 |
1.1 |
3,349 |
12.6 |
|
NYME WTI-PHYSICAL |
U.S. |
4 |
15,733 |
0.8 |
199,325 |
10.7 |
1,858,446 |
NON U.S. |
15 |
40,870 |
2.2 |
95,843 |
5.2 |
|
|
19 |
56,603 |
3.0 |
295,168 |
15.9 |
|
NYME WTI FINANCIAL CRUDE OIL |
U.S. |
4 |
5,871 |
4.6 |
23,675 |
18.6 |
127,362 |
NON U.S. |
5 |
3,913 |
3.1 |
12,136 |
9.5 |
|
|
9 |
9,784 |
7.7 |
35,811 |
28.1 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
0 |
0.0 |
27,396 |
13.8 |
199,000 |
NON U.S. |
|
0 |
0.0 |
18,476 |
9.3 |
|
|
5 |
0 |
0.0 |
45,872 |
23.1 |
|
ICUS COCOA |
U.S. |
|
5,344 |
1.3 |
11,993 |
3.0 |
402,799 |
NON U.S. |
|
6,119 |
1.5 |
9,101 |
2.3 |
|
|
8 |
11,463 |
2.8 |
21,094 |
5.2 |
|
NYME PALLADIUM |
U.S. |
5 |
1,404 |
11.9 |
119 |
1.0 |
11,820 |
NON U.S. |
16 |
1,352 |
11.4 |
383 |
3.2 |
|
|
21 |
2,756 |
23.3 |
502 |
4.2 |
|
NYME PLATINUM |
U.S. |
5 |
792 |
1.3 |
18,564 |
31.4 |
59,156 |
NON U.S. |
17 |
3,258 |
5.5 |
6,292 |
10.6 |
|
|
22 |
4,050 |
6.8 |
24,856 |
42.0 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
8,780 |
0.9 |
41,470 |
4.1 |
1,005,892 |
NON U.S. |
|
44,371 |
4.4 |
67,467 |
6.7 |
|
|
13 |
53,151 |
5.3 |
108,937 |
10.8 |
|
ICUS COFFEE C |
U.S. |
|
8,427 |
4.2 |
39 |
0.0 |
201,425 |
NON U.S. |
|
12,154 |
6.0 |
11,157 |
5.5 |
|
|
18 |
20,581 |
10.2 |
11,196 |
5.6 |
|
CMX SILVER |
U.S. |
5 |
5,706 |
4.3 |
28,573 |
21.8 |
131,210 |
NON U.S. |
20 |
9,278 |
7.1 |
20,757 |
15.8 |
|
|
25 |
14,984 |
11.4 |
49,330 |
37.6 |
|
CMX COPPER- #1 |
U.S. |
|
17,261 |
7.9 |
2,232 |
1.0 |
218,687 |
NON U.S. |
|
17,817 |
8.1 |
6,465 |
3.0 |
|
|
14 |
35,078 |
16.0 |
8,697 |
4.0 |
|
CMX GOLD |
U.S. |
5 |
21,706 |
4.6 |
76,741 |
16.1 |
476,592 |
NON U.S. |
23 |
36,909 |
7.7 |
70,471 |
14.8 |
|
|
28 |
58,615 |
12.3 |
147,212 |
30.9 |
|
CME CANADIAN DOLLAR |
U.S. |
|
7,799 |
4.6 |
0 |
0.0 |
169,138 |
NON U.S. |
|
2,676 |
1.6 |
1,315 |
0.8 |
|
|
6 |
10,475 |
6.2 |
1,315 |
0.8 |
|
CME MEXICAN PESO |
NON U.S. |
|
352 |
0.1 |
5,439 |
2.2 |
250,403 |
|
6 |
352 |
0.1 |
5,439 |
2.2 |
|
CME BRITISH POUND |
U.S. |
|
51,856 |
23.1 |
2,295 |
1.0 |
224,690 |
NON U.S. |
|
3,974 |
1.8 |
4,002 |
1.8 |
|
|
5 |
55,830 |
24.8 |
6,297 |
2.8 |
|
CME JAPANESE YEN |
U.S. |
|
26,699 |
14.9 |
1,628 |
0.9 |
178,828 |
NON U.S. |
|
1,125 |
0.6 |
5,381 |
3.0 |
|
|
7 |
27,824 |
15.6 |
7,009 |
3.9 |
|
CME EURO FX |
U.S. |
|
0 |
0.0 |
170,217 |
22.8 |
747,095 |
NON U.S. |
|
11,490 |
1.5 |
19,274 |
2.6 |
|
|
14 |
11,490 |
1.5 |
189,491 |
25.4 |
|
NYME GASOLINE RBOB |
U.S. |
|
8,274 |
2.7 |
3,706 |
1.2 |
308,852 |
NON U.S. |
|
10,323 |
3.3 |
2,881 |
0.9 |
|
|
9 |
18,597 |
6.0 |
6,587 |
2.1 |
|
E VIX FUTURES |
U.S. |
|
583 |
0.2 |
1,308 |
0.4 |
355,008 |
NON U.S. |
|
21,340 |
6.0 |
6,157 |
1.7 |
|
|
9 |
21,923 |
6.2 |
7,465 |
2.1 |
|
CBT DJIA x $5 |
U.S. |
|
3,078 |
3.5 |
59 |
0.1 |
88,291 |
NON U.S. |
|
12,786 |
14.5 |
8,110 |
9.2 |
|
|
11 |
15,864 |
18.0 |
8,169 |
9.3 |
|
CME EURODOLLARS-3M |
U.S. |
4 |
754,365 |
16.1 |
588,493 |
12.6 |
4,684,564 |
NON U.S. |
16 |
446,617 |
9.5 |
359,218 |
7.7 |
|
|
20 |
1,200,982 |
25.6 |
947,711 |
20.2 |
|
CME SOFR-3M |
U.S. |
17 |
1,299,646 |
13.8 |
560,456 |
6.0 |
9,414,548 |
NON U.S. |
71 |
886,784 |
9.4 |
969,338 |
10.3 |
|
|
88 |
2,186,430 |
23.2 |
1,529,794 |
16.2 |
|
CME SOFR-1M |
U.S. |
8 |
90,827 |
12.7 |
130,151 |
18.2 |
714,244 |
NON U.S. |
28 |
76,897 |
10.8 |
96,219 |
13.5 |
|
|
36 |
167,724 |
23.5 |
226,370 |
31.7 |
|
ICUS CANOLA |
U.S. |
|
435 |
0.2 |
33 |
0.0 |
287,760 |
NON U.S. |
|
2,512 |
0.9 |
1,315 |
0.5 |
|
|
5 |
2,947 |
1.0 |
1,348 |
0.5 |
|
CME E-MINI S&P ENERGY INDEX |
NON U.S. |
|
2,940 |
13.9 |
8,558 |
40.5 |
21,135 |
|
5 |
2,940 |
13.9 |
8,558 |
40.5 |
|
CME E-MINI S&P 500 |
U.S. |
6 |
150,560 |
6.8 |
4,278 |
0.2 |
2,219,512 |
NON U.S. |
18 |
82,244 |
3.7 |
58,811 |
2.6 |
|
|
24 |
232,804 |
10.5 |
63,089 |
2.8 |
|
CME E-MINI S&P FINANCIAL INDEX |
NON U.S. |
|
5,157 |
15.5 |
20,514 |
61.8 |
33,213 |
|
5 |
5,157 |
15.5 |
20,514 |
61.8 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
NON U.S. |
|
227 |
1.8 |
8,265 |
66.6 |
12,415 |
|
5 |
227 |
1.8 |
8,265 |
66.6 |
|
CME E-MINI S&P UTILITIES INDEX |
NON U.S. |
|
7,986 |
31.4 |
7,260 |
28.6 |
25,401 |
|
5 |
7,986 |
31.4 |
7,260 |
28.6 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
0 |
0.0 |
28,996 |
53.2 |
54,536 |
NON U.S. |
|
3,698 |
6.8 |
3,000 |
5.5 |
|
|
5 |
3,698 |
6.8 |
31,996 |
58.7 |
|
CME ADJUSTED INT RATE S&P 500 TOTL |
U.S. |
|
22,808 |
7.4 |
50,156 |
16.3 |
308,155 |
NON U.S. |
|
50,428 |
16.4 |
52,930 |
17.2 |
|
|
7 |
73,236 |
23.8 |
103,086 |
33.5 |
|
CMX ALUMINUM MWP |
U.S. |
|
8,851 |
35.4 |
0 |
0.0 |
24,982 |
NON U.S. |
|
3,310 |
13.2 |
0 |
0.0 |
|
|
5 |
12,161 |
48.7 |
0 |
0.0 |
|
CME NASDAQ MINI |
U.S. |
5 |
12,642 |
5.4 |
0 |
0.0 |
232,186 |
NON U.S. |
10 |
11,346 |
4.9 |
11,307 |
4.9 |
|
|
15 |
23,988 |
10.3 |
11,307 |
4.9 |
|
CME RUSSELL E-MINI |
U.S. |
6 |
27,741 |
5.7 |
4,888 |
1.0 |
490,740 |
NON U.S. |
14 |
59,985 |
12.2 |
8,824 |
1.8 |
|
|
20 |
87,726 |
17.9 |
13,712 |
2.8 |
|
ICUS MSCI EAFE |
U.S. |
4 |
1,402 |
0.4 |
13,384 |
3.4 |
394,570 |
NON U.S. |
5 |
3,815 |
1.0 |
59,727 |
15.1 |
|
|
9 |
5,217 |
1.3 |
73,111 |
18.5 |
|
ICUS MSCI EM INDEX |
U.S. |
5 |
1,585 |
0.1 |
11,064 |
1.0 |
1,147,966 |
NON U.S. |
15 |
23,099 |
2.0 |
80,623 |
7.0 |
|
|
20 |
24,684 |
2.2 |
91,687 |
8.0 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
105 |
0.1 |
37,044 |
18.6 |
198,849 |
NON U.S. |
|
15,918 |
8.0 |
15,953 |
8.0 |
|
|
13 |
16,023 |
8.1 |
52,997 |
26.7 |
|
CME S&P 500 QUARTERLY DIVIDEND IND |
U.S. |
|
2,145 |
7.3 |
980 |
3.3 |
29,520 |
NON U.S. |
|
949 |
3.2 |
16,442 |
55.7 |
|
|
5 |
3,094 |
10.5 |
17,422 |
59.0 |
|