|
REPORT DATE: 4/3/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
10,294 |
2.1 |
5,676 |
1.1 |
498,866 |
NON U.S. |
12 |
36,651 |
7.3 |
3,603 |
0.7 |
|
|
16 |
46,945 |
9.4 |
9,279 |
1.9 |
|
CBT WHEAT-HRW |
U.S. |
|
6,762 |
2.3 |
4,918 |
1.7 |
290,554 |
NON U.S. |
|
11,771 |
4.1 |
501 |
0.2 |
|
|
9 |
18,533 |
6.4 |
5,419 |
1.9 |
|
CBT CORN |
U.S. |
5 |
33,696 |
1.8 |
18,159 |
1.0 |
1,865,937 |
NON U.S. |
11 |
66,157 |
3.5 |
8,570 |
0.5 |
|
|
16 |
99,853 |
5.4 |
26,729 |
1.4 |
|
CBT SOYBEANS |
U.S. |
4 |
12,494 |
1.4 |
5,536 |
0.6 |
906,217 |
NON U.S. |
9 |
33,545 |
3.7 |
7,253 |
0.8 |
|
|
13 |
46,039 |
5.1 |
12,789 |
1.4 |
|
CBT SOYBEAN OIL |
U.S. |
|
9,320 |
1.8 |
5,212 |
1.0 |
517,457 |
NON U.S. |
|
27,716 |
5.4 |
104 |
0.0 |
|
|
10 |
37,036 |
7.2 |
5,316 |
1.0 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
5,710 |
0.7 |
2,897 |
0.4 |
773,737 |
NON U.S. |
6 |
3,764 |
0.5 |
5,296 |
0.7 |
|
|
10 |
9,474 |
1.2 |
8,193 |
1.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
12,511 |
2.9 |
3,002 |
0.7 |
429,952 |
NON U.S. |
4 |
14,401 |
3.3 |
371 |
0.1 |
|
|
8 |
26,912 |
6.3 |
3,373 |
0.8 |
|
IFED NATURAL GAS ICE HENRY HUB LD1 |
U.S. |
4 |
25,491 |
0.5 |
1,748,747 |
33.9 |
5,153,405 |
NON U.S. |
7 |
59,260 |
1.1 |
750,753 |
14.6 |
|
|
11 |
84,751 |
1.6 |
2,499,500 |
48.5 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
9,278 |
6.2 |
11,698 |
7.8 |
149,331 |
NON U.S. |
|
10,166 |
6.8 |
184 |
0.1 |
|
|
7 |
19,444 |
13.0 |
11,882 |
8.0 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
1,647 |
0.5 |
34,845 |
11.3 |
309,549 |
NON U.S. |
|
4,296 |
1.4 |
124,253 |
40.1 |
|
|
7 |
5,943 |
1.9 |
159,098 |
51.4 |
|
IFED AECO FIN BASIS |
U.S. |
|
4,765 |
0.6 |
1,331 |
0.2 |
772,102 |
NON U.S. |
|
38,551 |
5.0 |
622,636 |
80.6 |
|
|
7 |
43,316 |
5.6 |
623,967 |
80.8 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
25,618 |
5.0 |
1,100 |
0.2 |
508,403 |
NON U.S. |
|
1,484 |
0.3 |
66,709 |
13.1 |
|
|
7 |
27,102 |
5.3 |
67,809 |
13.3 |
|
IFED HSC FIN BASIS |
U.S. |
|
8,559 |
1.9 |
58,523 |
13.2 |
442,688 |
NON U.S. |
|
1,912 |
0.4 |
26,151 |
5.9 |
|
|
8 |
10,471 |
2.4 |
84,674 |
19.1 |
|
IFED WAHA FIN BASIS |
U.S. |
|
2,534 |
0.9 |
55,014 |
18.9 |
290,760 |
NON U.S. |
|
31 |
0.0 |
17,728 |
6.1 |
|
|
6 |
2,565 |
0.9 |
72,742 |
25.0 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
473 |
0.3 |
36,143 |
19.9 |
181,449 |
NON U.S. |
|
0 |
0.0 |
47,956 |
26.4 |
|
|
5 |
473 |
0.3 |
84,099 |
46.3 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
13,937 |
2.5 |
100,416 |
17.8 |
565,532 |
NON U.S. |
|
15,078 |
2.7 |
23,149 |
4.1 |
|
|
7 |
29,015 |
5.1 |
123,565 |
21.8 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
11,058 |
5.2 |
9,291 |
4.3 |
213,726 |
NON U.S. |
|
0 |
0.0 |
5,463 |
2.6 |
|
|
6 |
11,058 |
5.2 |
14,754 |
6.9 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
1,430 |
0.8 |
14,352 |
7.8 |
185,057 |
NON U.S. |
|
4,212 |
2.3 |
7,080 |
3.8 |
|
|
5 |
5,642 |
3.0 |
21,432 |
11.6 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
8,364 |
6.7 |
4,014 |
3.2 |
124,362 |
NON U.S. |
|
17,158 |
13.8 |
0 |
0.0 |
|
|
5 |
25,522 |
20.5 |
4,014 |
3.2 |
|
NYME NATURAL GAS |
U.S. |
4 |
47,898 |
3.3 |
39,120 |
2.7 |
1,456,501 |
NON U.S. |
14 |
65,495 |
4.5 |
72,405 |
5.0 |
|
|
18 |
113,393 |
7.8 |
111,525 |
7.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
7,044 |
1.9 |
71,946 |
19.5 |
368,325 |
NON U.S. |
|
4,537 |
1.2 |
16,103 |
4.4 |
|
|
8 |
11,581 |
3.1 |
88,049 |
23.9 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
9,926 |
12.1 |
1,660 |
2.0 |
81,740 |
NON U.S. |
|
4,982 |
6.1 |
1,027 |
1.3 |
|
|
6 |
14,908 |
18.2 |
2,687 |
3.3 |
|
CBT SOYBEAN MEAL |
U.S. |
|
6,865 |
1.4 |
1,959 |
0.4 |
477,478 |
NON U.S. |
|
37,349 |
7.8 |
1,259 |
0.3 |
|
|
12 |
44,214 |
9.3 |
3,218 |
0.7 |
|
ICUS COTTON NO. 2 |
U.S. |
|
4,203 |
1.5 |
0 |
0.0 |
277,835 |
NON U.S. |
|
21,345 |
7.7 |
8,397 |
3.0 |
|
|
16 |
25,548 |
9.2 |
8,397 |
3.0 |
|
NYME HENRY HUB SWAP |
U.S. |
|
14,325 |
1.3 |
343,463 |
31.2 |
1,099,914 |
NON U.S. |
|
43,990 |
4.0 |
351,502 |
32.0 |
|
|
10 |
58,315 |
5.3 |
694,965 |
63.2 |
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
|
17,829 |
11.7 |
2,209 |
1.5 |
152,164 |
NON U.S. |
|
41,359 |
27.2 |
8,453 |
5.6 |
|
|
9 |
59,188 |
38.9 |
10,662 |
7.0 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
5,697 |
0.3 |
62,272 |
3.2 |
1,918,159 |
NON U.S. |
24 |
23,563 |
1.2 |
39,737 |
2.1 |
|
|
29 |
29,260 |
1.5 |
102,009 |
5.3 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
42,151 |
1.2 |
12,252 |
0.4 |
3,439,319 |
NON U.S. |
31 |
42,767 |
1.2 |
86,312 |
2.5 |
|
|
38 |
84,918 |
2.5 |
98,564 |
2.9 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
10,253 |
0.3 |
20,979 |
0.6 |
3,397,735 |
NON U.S. |
22 |
46,806 |
1.4 |
63,592 |
1.9 |
|
|
28 |
57,059 |
1.7 |
84,571 |
2.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
9 |
299,726 |
12.9 |
256,112 |
11.0 |
2,325,474 |
NON U.S. |
22 |
113,932 |
4.9 |
177,324 |
7.6 |
|
|
31 |
413,658 |
17.8 |
433,436 |
18.6 |
|
CME LEAN HOGS |
U.S. |
|
995 |
0.4 |
1,513 |
0.6 |
239,313 |
NON U.S. |
|
14,025 |
5.9 |
55 |
0.0 |
|
|
9 |
15,020 |
6.3 |
1,568 |
0.7 |
|
CME LIVE CATTLE |
U.S. |
|
1,121 |
0.3 |
364 |
0.1 |
356,975 |
NON U.S. |
|
18,405 |
5.2 |
0 |
0.0 |
|
|
8 |
19,526 |
5.5 |
364 |
0.1 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,210 |
1.8 |
8,239 |
11.9 |
69,100 |
NON U.S. |
|
126 |
0.2 |
840 |
1.2 |
|
|
5 |
1,336 |
1.9 |
9,079 |
13.1 |
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
|
0 |
0.0 |
12,924 |
36.7 |
35,174 |
NON U.S. |
|
0 |
0.0 |
3,229 |
9.2 |
|
|
6 |
0 |
0.0 |
16,153 |
45.9 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
4,724 |
4.1 |
4,856 |
4.2 |
114,545 |
NON U.S. |
|
753 |
0.7 |
1,455 |
1.3 |
|
|
6 |
5,477 |
4.8 |
6,311 |
5.5 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,712 |
6.0 |
7,520 |
16.7 |
44,973 |
NON U.S. |
|
0 |
0.0 |
2,573 |
5.7 |
|
|
7 |
2,712 |
6.0 |
10,093 |
22.4 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
0 |
0.0 |
5,395 |
20.0 |
26,960 |
NON U.S. |
|
780 |
2.9 |
457 |
1.7 |
|
|
5 |
780 |
2.9 |
5,852 |
21.7 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
462 |
2.4 |
447 |
2.4 |
18,975 |
NON U.S. |
|
0 |
0.0 |
4,714 |
24.8 |
|
|
5 |
462 |
2.4 |
5,161 |
27.2 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
11,365 |
2.0 |
59,645 |
10.4 |
574,008 |
NON U.S. |
|
6,380 |
1.1 |
2,381 |
0.4 |
|
|
14 |
17,745 |
3.1 |
62,026 |
10.8 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
1,386 |
9.2 |
2,136 |
14.1 |
15,122 |
NON U.S. |
|
1,575 |
10.4 |
0 |
0.0 |
|
|
5 |
2,961 |
19.6 |
2,136 |
14.1 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
1,722 |
4.3 |
1,351 |
3.4 |
40,276 |
NON U.S. |
|
3,503 |
8.7 |
8,459 |
21.0 |
|
|
6 |
5,225 |
13.0 |
9,810 |
24.4 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
18,535 |
0.7 |
331,541 |
13.0 |
2,547,337 |
NON U.S. |
22 |
58,419 |
2.3 |
302,880 |
11.9 |
|
|
26 |
76,954 |
3.0 |
634,421 |
24.9 |
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
|
7,550 |
4.7 |
27,184 |
17.1 |
159,185 |
NON U.S. |
|
18,085 |
11.4 |
22,041 |
13.8 |
|
|
9 |
25,635 |
16.1 |
49,225 |
30.9 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
7,004 |
3.6 |
2,443 |
1.3 |
192,830 |
NON U.S. |
|
883 |
0.5 |
0 |
0.0 |
|
|
5 |
7,887 |
4.1 |
2,443 |
1.3 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
600 |
2.4 |
255 |
1.0 |
25,255 |
NON U.S. |
|
225 |
0.9 |
5,774 |
22.9 |
|
|
5 |
825 |
3.3 |
6,029 |
23.9 |
|
ICUS COCOA |
U.S. |
|
3,150 |
1.1 |
453 |
0.2 |
299,390 |
NON U.S. |
|
6,126 |
2.0 |
3,365 |
1.1 |
|
|
13 |
9,276 |
3.1 |
3,818 |
1.3 |
|
NYME PALLADIUM |
U.S. |
4 |
148 |
0.6 |
7,966 |
33.9 |
23,486 |
NON U.S. |
15 |
1,322 |
5.6 |
3,529 |
15.0 |
|
|
19 |
1,470 |
6.3 |
11,495 |
48.9 |
|
NYME PLATINUM |
U.S. |
4 |
1,289 |
1.7 |
13,133 |
17.3 |
75,757 |
NON U.S. |
17 |
3,709 |
4.9 |
9,243 |
12.2 |
|
|
21 |
4,998 |
6.6 |
22,376 |
29.5 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,978 |
2.0 |
11,717 |
1.2 |
990,051 |
NON U.S. |
|
64,465 |
6.5 |
4,499 |
0.5 |
|
|
12 |
84,443 |
8.5 |
16,216 |
1.6 |
|
ICUS COFFEE C |
U.S. |
|
3,497 |
1.3 |
4,019 |
1.4 |
279,405 |
NON U.S. |
|
15,466 |
5.5 |
322 |
0.1 |
|
|
17 |
18,963 |
6.8 |
4,341 |
1.6 |
|
CMX SILVER |
U.S. |
5 |
5,450 |
2.3 |
27,451 |
11.8 |
232,682 |
NON U.S. |
21 |
10,767 |
4.6 |
24,365 |
10.5 |
|
|
26 |
16,217 |
7.0 |
51,816 |
22.3 |
|
CMX COPPER-GRADE #1 |
U.S. |
4 |
8,150 |
2.8 |
3,891 |
1.3 |
289,138 |
NON U.S. |
16 |
14,046 |
4.9 |
5,992 |
2.1 |
|
|
20 |
22,196 |
7.7 |
9,883 |
3.4 |
|
CMX GOLD |
U.S. |
4 |
9,734 |
2.0 |
104,897 |
21.3 |
493,141 |
NON U.S. |
30 |
27,356 |
5.5 |
96,987 |
19.7 |
|
|
34 |
37,090 |
7.5 |
201,884 |
40.9 |
|
CME CANADIAN DOLLAR |
U.S. |
|
6,848 |
5.4 |
480 |
0.4 |
127,509 |
NON U.S. |
|
3,124 |
2.5 |
51 |
0.0 |
|
|
5 |
9,972 |
7.8 |
531 |
0.4 |
|
CME MEXICAN PESO |
NON U.S. |
|
1,300 |
0.6 |
39,594 |
18.9 |
209,945 |
|
6 |
1,300 |
0.6 |
39,594 |
18.9 |
|
CME BRITISH POUND STERLING |
U.S. |
|
2,597 |
1.5 |
3,022 |
1.8 |
172,017 |
NON U.S. |
|
484 |
0.3 |
4,737 |
2.8 |
|
|
6 |
3,081 |
1.8 |
7,759 |
4.5 |
|
CME JAPANESE YEN |
U.S. |
|
335 |
0.2 |
7,055 |
4.7 |
148,818 |
NON U.S. |
|
9,948 |
6.7 |
6,785 |
4.6 |
|
|
6 |
10,283 |
6.9 |
13,840 |
9.3 |
|
CME EURO FX |
U.S. |
|
238 |
0.0 |
9,823 |
2.0 |
493,677 |
NON U.S. |
|
26,890 |
5.4 |
12,687 |
2.6 |
|
|
17 |
27,128 |
5.5 |
22,510 |
4.6 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
6,781 |
1.6 |
4,502 |
1.1 |
425,243 |
NON U.S. |
8 |
13,882 |
3.3 |
1,205 |
0.3 |
|
|
12 |
20,663 |
4.9 |
5,707 |
1.3 |
|
E VIX FUTURES |
U.S. |
|
410 |
0.1 |
3,225 |
0.9 |
377,503 |
NON U.S. |
|
12,194 |
3.2 |
82,628 |
21.9 |
|
|
7 |
12,604 |
3.3 |
85,853 |
22.7 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,604 |
3.7 |
849 |
0.9 |
96,907 |
NON U.S. |
7 |
3,322 |
3.4 |
4,455 |
4.6 |
|
|
12 |
6,926 |
7.1 |
5,304 |
5.5 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,773,137 |
16.4 |
661,559 |
3.9 |
16,917,039 |
NON U.S. |
33 |
1,244,550 |
7.4 |
537,392 |
3.2 |
|
|
41 |
4,017,687 |
23.7 |
1,198,951 |
7.1 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
17,048 |
0.6 |
75,895 |
2.5 |
3,052,445 |
NON U.S. |
25 |
38,304 |
1.3 |
217,551 |
7.1 |
|
|
32 |
55,352 |
1.8 |
293,446 |
9.6 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
3,700 |
10.4 |
35,425 |
NON U.S. |
|
0 |
0.0 |
5,602 |
15.8 |
|
|
5 |
0 |
0.0 |
9,302 |
26.3 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
11,680 |
4.6 |
3,583 |
1.4 |
253,749 |
NON U.S. |
9 |
2,898 |
1.1 |
2,821 |
1.1 |
|
|
13 |
14,578 |
5.7 |
6,404 |
2.5 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
8,519 |
1.8 |
8,356 |
1.7 |
482,368 |
NON U.S. |
9 |
13,567 |
2.8 |
3,508 |
0.7 |
|
|
14 |
22,086 |
4.6 |
11,864 |
2.5 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
0 |
0.0 |
1,609 |
0.6 |
280,390 |
NON U.S. |
|
856 |
0.3 |
10,199 |
3.6 |
|
|
7 |
856 |
0.3 |
11,808 |
4.2 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
|
859 |
0.1 |
2,699 |
0.3 |
1,067,881 |
NON U.S. |
|
16,394 |
1.5 |
26,658 |
2.5 |
|
|
18 |
17,253 |
1.6 |
29,357 |
2.7 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
270 |
0.3 |
1,310 |
1.2 |
107,179 |
NON U.S. |
|
50 |
0.0 |
3,440 |
3.2 |
|
|
5 |
320 |
0.3 |
4,750 |
4.4 |
|