IN CONTRACTS
REPORT DATE: 4/4/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
13,354 |
2.6 |
9,234 |
1.8 |
513,555 | |
NON U.S. |
24,949 |
4.9 |
5,307 |
1.0 |
|||
14 |
38,303 |
7.5 |
14,541 |
2.8 |
| ||
CBT WHEAT-HRW |
U.S. |
4,921 |
1.8 |
2,449 |
0.9 |
270,062 | |
NON U.S. |
6,487 |
2.4 |
330 |
0.1 |
|||
8 |
11,408 |
4.2 |
2,779 |
1.0 |
| ||
CBT CORN |
U.S. |
22,374 |
1.5 |
28,255 |
1.9 |
1,455,465 | |
NON U.S. |
68,119 |
4.7 |
3,863 |
0.3 |
|||
16 |
90,493 |
6.2 |
32,118 |
2.2 |
| ||
CBT SOYBEANS |
U.S. |
4 |
2,139 |
0.3 |
6,631 |
0.9 |
741,939 |
NON U.S. |
11 |
29,389 |
4.0 |
1,674 |
0.2 |
||
15 |
31,528 |
4.2 |
8,305 |
1.1 |
| ||
CBT SOYBEAN OIL |
U.S. |
7,796 |
1.8 |
5,324 |
1.3 |
423,906 | |
NON U.S. |
21,398 |
5.0 |
347 |
0.1 |
|||
9 |
29,194 |
6.9 |
5,671 |
1.3 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
6,735 |
1.1 |
1,325 |
0.2 |
640,036 |
NON U.S. |
4 |
1,726 |
0.3 |
100 |
0.0 |
||
8 |
8,461 |
1.3 |
1,425 |
0.2 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
20,399 |
4.8 |
1,152 |
0.3 |
421,223 |
NON U.S. |
5 |
16,079 |
3.8 |
53 |
0.0 |
||
9 |
36,478 |
8.7 |
1,205 |
0.3 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,792 |
8.2 |
0 |
0.0 |
34,242 | |
NON U.S. |
2,386 |
7.0 |
63 |
0.2 |
|||
8 |
5,178 |
15.1 |
63 |
0.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
13,712 |
0.3 |
1,418,020 |
26.3 |
5,399,878 |
NON U.S. |
8 |
44,396 |
0.8 |
783,803 |
14.5 |
||
12 |
58,108 |
1.1 |
2,201,823 |
40.8 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
14,252 |
6.5 |
13,810 |
6.3 |
219,995 | |
NON U.S. |
20,074 |
9.1 |
521 |
0.2 |
|||
8 |
34,326 |
15.6 |
14,331 |
6.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
0 |
0.0 |
23,595 |
14.9 |
158,486 | |
NON U.S. |
4,769 |
3.0 |
17,688 |
11.2 |
|||
5 |
4,769 |
3.0 |
41,283 |
26.0 |
| ||
IFED AECO FIN BASIS |
U.S. |
18,528 |
1.8 |
2,641 |
0.3 |
1,041,332 | |
NON U.S. |
29,476 |
2.8 |
634,198 |
60.9 |
|||
9 |
48,004 |
4.6 |
636,839 |
61.2 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
19,390 |
4.5 |
11,059 |
2.5 |
435,503 | |
NON U.S. |
91 |
0.0 |
56,621 |
13.0 |
|||
9 |
19,481 |
4.5 |
67,680 |
15.5 |
| ||
IFED HSC FIN BASIS |
U.S. |
22,564 |
6.6 |
40,599 |
11.8 |
343,117 | |
NON U.S. |
4,265 |
1.2 |
17,579 |
5.1 |
|||
7 |
26,829 |
7.8 |
58,178 |
17.0 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
25,121 |
14.4 |
4,614 |
2.6 |
175,021 | |
NON U.S. |
484 |
0.3 |
5,757 |
3.3 |
|||
5 |
25,605 |
14.6 |
10,371 |
5.9 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
5,405 |
0.9 |
119,367 |
20.9 |
570,555 | |
NON U.S. |
10,929 |
1.9 |
14,724 |
2.6 |
|||
7 |
16,334 |
2.9 |
134,091 |
23.5 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,709 |
3.2 |
11,257 |
13.3 |
84,912 | |
NON U.S. |
3,439 |
4.1 |
3,960 |
4.7 |
|||
5 |
6,148 |
7.2 |
15,217 |
17.9 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
7,351 |
7.4 |
2,652 |
2.7 |
99,930 | |
NON U.S. |
7,838 |
7.8 |
0 |
0.0 |
|||
5 |
15,189 |
15.2 |
2,652 |
2.7 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
44,830 |
3.2 |
41,993 |
3.0 |
1,419,938 |
NON U.S. |
12 |
37,958 |
2.7 |
39,349 |
2.8 |
||
16 |
82,788 |
5.8 |
81,342 |
5.7 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,413 |
1.7 |
68,110 |
17.8 |
382,515 | |
NON U.S. |
10,442 |
2.7 |
16,126 |
4.2 |
|||
8 |
16,855 |
4.4 |
84,236 |
22.0 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
12,752 |
10.1 |
468 |
0.4 |
126,812 | |
NON U.S. |
12,302 |
9.7 |
389 |
0.3 |
|||
7 |
25,054 |
19.8 |
857 |
0.7 |
| ||
CBT SOYBEAN MEAL |
U.S. |
8,083 |
2.1 |
3,499 |
0.9 |
380,711 | |
NON U.S. |
36,728 |
9.6 |
954 |
0.3 |
|||
11 |
44,811 |
11.8 |
4,453 |
1.2 |
| ||
ICUS COTTON NO. 2 |
U.S. |
8,091 |
2.9 |
1,172 |
0.4 |
277,475 | |
NON U.S. |
15,923 |
5.7 |
2,197 |
0.8 |
|||
13 |
24,014 |
8.7 |
3,369 |
1.2 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
23.4 |
5,928 |
27.1 |
21,841 | |
NON U.S. |
1,980 |
9.1 |
360 |
1.6 |
|||
5 |
7,090 |
32.5 |
6,288 |
28.8 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,341 |
5.6 |
3,345 |
5.6 |
59,957 | |
NON U.S. |
3,065 |
5.1 |
44,999 |
75.1 |
|||
5 |
6,406 |
10.7 |
48,344 |
80.6 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
7,744 |
23.9 |
1,470 |
4.5 |
32,405 | |
NON U.S. |
966 |
3.0 |
6,675 |
20.6 |
|||
5 |
8,710 |
26.9 |
8,145 |
25.1 |
| ||
NYME HENRY HUB SWAP |
U.S. |
6,822 |
0.5 |
327,117 |
25.4 |
1,286,763 | |
NON U.S. |
39,825 |
3.1 |
431,138 |
33.5 |
|||
10 |
46,647 |
3.6 |
758,255 |
58.9 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
30,026 |
10.8 |
3,248 |
1.2 |
278,823 | |
NON U.S. |
74,369 |
26.7 |
5,687 |
2.0 |
|||
10 |
104,395 |
37.4 |
8,935 |
3.2 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
4,573 |
0.3 |
39,904 |
2.9 |
1,365,836 |
NON U.S. |
19 |
16,800 |
1.2 |
45,927 |
3.4 |
||
24 |
21,373 |
1.6 |
85,831 |
6.3 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
46,903 |
1.5 |
6,201 |
0.2 |
3,027,576 |
NON U.S. |
27 |
22,567 |
0.7 |
24,947 |
0.8 |
||
33 |
69,470 |
2.3 |
31,148 |
1.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
19,371 |
0.7 |
17,192 |
0.6 |
2,975,040 |
NON U.S. |
21 |
21,591 |
0.7 |
84,654 |
2.8 |
||
26 |
40,962 |
1.4 |
101,846 |
3.4 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
261,280 |
16.6 |
125,548 |
8.0 |
1,572,965 |
NON U.S. |
25 |
111,034 |
7.1 |
116,230 |
7.4 |
||
32 |
372,314 |
23.7 |
241,778 |
15.4 |
| ||
CME LEAN HOGS |
U.S. |
2,154 |
1.1 |
556 |
0.3 |
203,853 | |
NON U.S. |
12,563 |
6.2 |
291 |
0.1 |
|||
9 |
14,717 |
7.2 |
847 |
0.4 |
| ||
CME LIVE CATTLE |
U.S. |
2,433 |
0.6 |
456 |
0.1 |
390,786 | |
NON U.S. |
15,315 |
3.9 |
1 |
0.000 |
|||
10 |
17,748 |
4.5 |
457 |
0.1 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
42 |
0.2 |
4,322 |
16.8 |
25,704 | |
NON U.S. |
0 |
0.0 |
2,019 |
7.9 |
|||
5 |
42 |
0.2 |
6,341 |
24.7 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,652 |
1.5 |
12,247 |
11.2 |
108,920 | |
NON U.S. |
243 |
0.2 |
2,244 |
2.1 |
|||
7 |
1,895 |
1.7 |
14,491 |
13.3 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
1,680 |
2.0 |
5,291 |
6.3 |
83,423 | |
NON U.S. |
1,620 |
1.9 |
4,669 |
5.6 |
|||
6 |
3,300 |
4.0 |
9,960 |
11.9 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
110 |
1.0 |
1,164 |
11.0 |
10,605 | |
NON U.S. |
3,967 |
37.4 |
249 |
2.3 |
|||
6 |
4,077 |
38.4 |
1,413 |
13.3 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
186 |
1.5 |
543 |
4.4 |
12,222 | |
NON U.S. |
0 |
0.0 |
3,729 |
30.5 |
|||
5 |
186 |
1.5 |
4,272 |
35.0 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
18,269 |
2.9 |
48,156 |
7.6 |
637,258 | |
NON U.S. |
7,243 |
1.1 |
2,365 |
0.4 |
|||
15 |
25,512 |
4.0 |
50,521 |
7.9 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
402 |
5.9 |
987 |
14.4 |
6,863 | |
NON U.S. |
93 |
1.4 |
1,290 |
18.8 |
|||
7 |
495 |
7.2 |
2,277 |
33.2 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
49,610 |
2.2 |
158,655 |
7.2 |
2,213,064 |
NON U.S. |
22 |
69,758 |
3.2 |
164,970 |
7.5 |
||
26 |
119,368 |
5.4 |
323,625 |
14.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
646 |
0.5 |
8,790 |
7.4 |
118,733 | |
NON U.S. |
11,521 |
9.7 |
18,129 |
15.3 |
|||
7 |
12,167 |
10.2 |
26,919 |
22.7 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,706 |
10.5 |
508 |
3.1 |
16,252 | |
NON U.S. |
100 |
0.6 |
1,349 |
8.3 |
|||
6 |
1,806 |
11.1 |
1,857 |
11.4 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
225 |
2.0 |
285 |
2.6 |
11,076 | |
NON U.S. |
595 |
5.4 |
3,590 |
32.4 |
|||
7 |
820 |
7.4 |
3,875 |
35.0 |
| ||
ICUS COCOA |
U.S. |
787 |
0.3 |
1,444 |
0.5 |
283,269 | |
NON U.S. |
8,477 |
3.0 |
6,081 |
2.1 |
|||
12 |
9,264 |
3.3 |
7,525 |
2.7 |
| ||
NYME PALLADIUM |
U.S. |
4 |
264 |
0.8 |
7,208 |
21.2 |
33,938 |
NON U.S. |
14 |
1,042 |
3.1 |
6,492 |
19.1 |
||
18 |
1,306 |
3.8 |
13,700 |
40.4 |
| ||
NYME PLATINUM |
U.S. |
4 |
734 |
1.2 |
11,503 |
18.0 |
63,741 |
NON U.S. |
16 |
2,515 |
3.9 |
10,651 |
16.7 |
||
20 |
3,249 |
5.1 |
22,154 |
34.8 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
9,752 |
1.2 |
3,632 |
0.5 |
801,818 | |
NON U.S. |
40,203 |
5.0 |
9,824 |
1.2 |
|||
10 |
49,955 |
6.2 |
13,456 |
1.7 |
| ||
ICUS COFFEE C |
U.S. |
3,623 |
1.8 |
403 |
0.2 |
198,653 | |
NON U.S. |
9,786 |
4.9 |
5,300 |
2.7 |
|||
17 |
13,409 |
6.7 |
5,703 |
2.9 |
| ||
CMX SILVER |
U.S. |
5 |
3,789 |
1.7 |
39,550 |
18.0 |
219,160 |
NON U.S. |
21 |
6,635 |
3.0 |
45,883 |
20.9 |
||
26 |
10,424 |
4.8 |
85,433 |
39.0 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
6,536 |
2.4 |
345 |
0.1 |
277,949 | |
NON U.S. |
13,369 |
4.8 |
2,884 |
1.0 |
|||
21 |
19,905 |
7.2 |
3,229 |
1.2 |
| ||
CMX GOLD |
U.S. |
5 |
10,650 |
2.5 |
81,519 |
19.1 |
427,808 |
NON U.S. |
32 |
18,944 |
4.4 |
79,603 |
18.6 |
||
37 |
29,594 |
6.9 |
161,122 |
37.7 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
559 |
0.3 |
199,099 | |
NON U.S. |
48,990 |
24.6 |
36,604 |
18.4 |
|||
7 |
48,990 |
24.6 |
37,163 |
18.7 |
| ||
CME BRITISH POUND STERLING |
U.S. |
26,768 |
11.1 |
3,794 |
1.6 |
241,774 | |
NON U.S. |
4,017 |
1.7 |
3,400 |
1.4 |
|||
5 |
30,785 |
12.7 |
7,194 |
3.0 |
| ||
CME JAPANESE YEN |
U.S. |
23,338 |
12.0 |
1,913 |
1.0 |
194,368 | |
NON U.S. |
3,021 |
1.6 |
6,236 |
3.2 |
|||
9 |
26,359 |
13.6 |
8,149 |
4.2 |
| ||
CME EURO FX |
U.S. |
1,270 |
0.3 |
22,763 |
5.7 |
397,594 | |
NON U.S. |
23,087 |
5.8 |
3,916 |
1.0 |
|||
19 |
24,357 |
6.1 |
26,679 |
6.7 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
11,049 |
2.8 |
5,059 |
1.3 |
389,010 |
NON U.S. |
8 |
11,203 |
2.9 |
961 |
0.2 |
||
12 |
22,252 |
5.7 |
6,020 |
1.5 |
| ||
E VIX FUTURES |
U.S. |
3,828 |
0.7 |
269 |
0.1 |
518,165 | |
NON U.S. |
30,561 |
5.9 |
1,459 |
0.3 |
|||
11 |
34,389 |
6.6 |
1,728 |
0.3 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
1,597 |
1.2 |
2,116 |
1.6 |
129,637 |
NON U.S. |
4 |
1,224 |
0.9 |
17,619 |
13.6 |
||
8 |
2,821 |
2.2 |
19,735 |
15.2 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
3,355,024 |
26.1 |
890,432 |
6.9 |
12,845,735 |
NON U.S. |
35 |
630,051 |
4.9 |
640,169 |
5.0 |
||
42 |
3,985,075 |
31.0 |
1,530,601 |
11.9 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
12,439 |
0.4 |
80,517 |
2.8 |
2,853,269 |
NON U.S. |
19 |
82,428 |
2.9 |
68,054 |
2.4 |
||
25 |
94,867 |
3.3 |
148,571 |
5.2 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
7 |
0.00 |
1,085 |
0.4 |
242,137 | |
NON U.S. |
2,354 |
1.0 |
3,138 |
1.3 |
|||
9 |
2,361 |
1.0 |
4,223 |
1.7 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
270 |
0.0 |
18,802 |
3.4 |
560,648 |
NON U.S. |
10 |
7,928 |
1.4 |
2,882 |
0.5 |
||
15 |
8,198 |
1.5 |
21,684 |
3.9 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,023 |
1.6 |
63,738 | |
NON U.S. |
956 |
1.5 |
1,775 |
2.8 |
|||
5 |
956 |
1.5 |
2,798 |
4.4 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
597 |
0.2 |
0 |
0.0 |
284,747 | |
NON U.S. |
9,995 |
3.5 |
200 |
0.1 |
|||
6 |
10,592 |
3.7 |
200 |
0.1 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
1,306 |
0.1 |
7,996 |
0.9 |
937,179 |
NON U.S. |
14 |
16,564 |
1.8 |
45,665 |
4.9 |
||
18 |
17,870 |
1.9 |
53,661 |
5.7 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,535 |
16.4 |
0 |
0.0 |
27,642 | |
NON U.S. |
1,853 |
6.7 |
0 |
0.0 |
|||
5 |
6,388 |
23.1 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
2,250 |
11.8 |
666 |
3.5 |
18,996 | |
NON U.S. |
1,846 |
9.7 |
264 |
1.4 |
|||
7 |
4,096 |
21.6 |
930 |
4.9 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,155 |
12.8 |
1,410 |
15.6 |
9,013 | |
NON U.S. |
1,338 |
14.8 |
300 |
3.3 |
|||
5 |
2,493 |
27.7 |
1,710 |
19.0 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
620 |
2.2 |
1,379 |
4.9 |
27,961 | |
NON U.S. |
362 |
1.3 |
74 |
0.3 |
|||
5 |
982 |
3.5 |
1,453 |
5.2 |
|