IN CONTRACTS
REPORT DATE: 8/2/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
11,198 |
2.3 |
15,789 |
3.2 |
488,242 |
NON U.S. |
11 |
19,868 |
4.1 |
5,794 |
1.2 |
||
15 |
31,066 |
6.4 |
21,583 |
4.4 |
| ||
CBT WHEAT-HRW |
U.S. |
7,066 |
2.9 |
6,498 |
2.7 |
241,221 | |
NON U.S. |
6,669 |
2.8 |
1,813 |
0.8 |
|||
7 |
13,735 |
5.7 |
8,311 |
3.4 |
| ||
CBT CORN |
U.S. |
4 |
20,130 |
1.5 |
10,608 |
0.8 |
1,339,998 |
NON U.S. |
11 |
64,164 |
4.8 |
3,460 |
0.3 |
||
15 |
84,294 |
6.3 |
14,068 |
1.0 |
| ||
CBT SOYBEANS |
U.S. |
4 |
8,300 |
1.2 |
1,107 |
0.2 |
682,021 |
NON U.S. |
11 |
18,222 |
2.7 |
3,866 |
0.6 |
||
15 |
26,522 |
3.9 |
4,973 |
0.7 |
| ||
CBT SOYBEAN OIL |
U.S. |
5,607 |
1.6 |
2,760 |
0.8 |
358,148 | |
NON U.S. |
18,554 |
5.2 |
479 |
0.1 |
|||
9 |
24,161 |
6.7 |
3,239 |
0.9 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
2,222 |
0.4 |
2,198 |
0.4 |
563,228 | |
NON U.S. |
340 |
0.1 |
320 |
0.1 |
|||
6 |
2,562 |
0.5 |
2,518 |
0.4 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,413 |
4.7 |
1,330 |
2.6 |
51,045 | |
NON U.S. |
1,382 |
2.7 |
230 |
0.5 |
|||
5 |
3,795 |
7.4 |
1,560 |
3.1 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
16,844 |
4.3 |
1,117 |
0.3 |
393,209 |
NON U.S. |
4 |
17,758 |
4.5 |
115 |
0.0 |
||
8 |
34,602 |
8.8 |
1,232 |
0.3 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,375 |
2.5 |
1,756 |
3.2 |
55,150 | |
NON U.S. |
4,507 |
8.2 |
0 |
0.0 |
|||
6 |
5,882 |
10.7 |
1,756 |
3.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
12,466 |
0.3 |
1,136,664 |
25.2 |
4,511,311 |
NON U.S. |
8 |
29,900 |
0.7 |
666,604 |
14.8 |
||
12 |
42,366 |
0.9 |
1,803,268 |
40.0 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
13,919 |
7.2 |
24,025 |
12.4 |
194,508 | |
NON U.S. |
15,754 |
8.1 |
684 |
0.4 |
|||
8 |
29,673 |
15.3 |
24,709 |
12.7 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
333 |
0.2 |
40,001 |
18.7 |
214,050 | |
NON U.S. |
0 |
0.0 |
35,312 |
16.5 |
|||
6 |
333 |
0.2 |
75,313 |
35.2 |
| ||
IFED AECO FIN BASIS |
U.S. |
25,238 |
3.1 |
784 |
0.1 |
820,203 | |
NON U.S. |
16,565 |
2.0 |
472,131 |
57.6 |
|||
9 |
41,803 |
5.1 |
472,915 |
57.7 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
2,371 |
0.7 |
18,084 |
5.4 |
337,038 | |
NON U.S. |
31 |
0.00 |
53,621 |
15.9 |
|||
8 |
2,402 |
0.7 |
71,705 |
21.3 |
| ||
IFED HSC FIN BASIS |
U.S. |
19,798 |
7.0 |
37,686 |
13.4 |
281,368 | |
NON U.S. |
11,042 |
3.9 |
21,298 |
7.6 |
|||
7 |
30,840 |
11.0 |
58,984 |
21.0 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
10,334 |
6.8 |
11,043 |
7.3 |
152,000 | |
NON U.S. |
3,680 |
2.4 |
8,090 |
5.3 |
|||
5 |
14,014 |
9.2 |
19,133 |
12.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
1,300 |
0.4 |
53,461 |
14.5 |
368,048 | |
NON U.S. |
20,112 |
5.5 |
16,546 |
4.5 |
|||
7 |
21,412 |
5.8 |
70,007 |
19.0 |
| ||
IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS) |
U.S. |
5,306 |
6.2 |
858 |
1.0 |
86,100 | |
NON U.S. |
1,202 |
1.4 |
0 |
0.0 |
|||
5 |
6,508 |
7.6 |
858 |
1.0 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
31,235 |
3.1 |
36,465 |
3.6 |
1,008,978 |
NON U.S. |
9 |
35,040 |
3.5 |
23,906 |
2.4 |
||
13 |
66,275 |
6.6 |
60,371 |
6.0 |
| ||
NYME PERMIAN BASIS SWAP |
U.S. |
0 |
0.0 |
3,709 |
23.3 |
15,888 | |
NON U.S. |
2,281 |
14.4 |
3,474 |
21.9 |
|||
6 |
2,281 |
14.4 |
7,183 |
45.2 |
| ||
NYME NGPL TEXOK BASIS SWAP |
U.S. |
2,071 |
4.2 |
3,744 |
7.6 |
49,536 | |
NON U.S. |
106 |
0.2 |
3,955 |
8.0 |
|||
5 |
2,177 |
4.4 |
7,699 |
15.5 |
| ||
NYME DOMINION BASIS SWAP |
U.S. |
336 |
0.7 |
5,614 |
12.5 |
45,077 | |
NON U.S. |
306 |
0.7 |
6,919 |
15.3 |
|||
5 |
642 |
1.4 |
12,533 |
27.8 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
2,686 |
9.9 |
856 |
3.1 |
27,211 | |
NON U.S. |
4,593 |
16.9 |
8,409 |
30.9 |
|||
5 |
7,279 |
26.8 |
9,265 |
34.0 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
8,276 |
3.0 |
30,566 |
11.0 |
278,125 | |
NON U.S. |
14,901 |
5.4 |
24,824 |
8.9 |
|||
7 |
23,177 |
8.3 |
55,390 |
19.9 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
15,350 |
12.5 |
5,479 |
4.4 |
123,268 | |
NON U.S. |
8,925 |
7.2 |
2,583 |
2.1 |
|||
7 |
24,275 |
19.7 |
8,062 |
6.5 |
| ||
CBT SOYBEAN MEAL |
U.S. |
6,505 |
1.8 |
764 |
0.2 |
359,746 | |
NON U.S. |
24,787 |
6.9 |
270 |
0.1 |
|||
10 |
31,292 |
8.7 |
1,034 |
0.3 |
| ||
ICUS COTTON NO. 2 |
U.S. |
5,586 |
2.4 |
594 |
0.3 |
237,053 | |
NON U.S. |
16,747 |
7.1 |
846 |
0.4 |
|||
13 |
22,333 |
9.4 |
1,440 |
0.6 |
| ||
NYME HENRY HUB BASIS SWAP |
U.S. |
488 |
1.1 |
2,198 |
4.8 |
45,483 | |
NON U.S. |
4,020 |
8.8 |
856 |
1.9 |
|||
5 |
4,508 |
9.9 |
3,054 |
6.7 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,353 |
18.4 |
6,885 |
23.7 |
29,054 | |
NON U.S. |
1,429 |
4.9 |
552 |
1.9 |
|||
5 |
6,782 |
23.3 |
7,437 |
25.6 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,132 |
3.6 |
4,407 |
5.1 |
85,922 | |
NON U.S. |
10,683 |
12.4 |
60,242 |
70.1 |
|||
6 |
13,815 |
16.1 |
64,649 |
75.2 |
| ||
NYME PANHANDLE BASIS SWAP |
U.S. |
4,561 |
10.6 |
772 |
1.8 |
42,862 | |
NON U.S. |
2,618 |
6.1 |
12,141 |
28.3 |
|||
5 |
7,179 |
16.7 |
12,913 |
30.1 |
| ||
NYME HENRY HUB SWAP |
U.S. |
19,464 |
1.4 |
350,002 |
25.5 |
1,371,382 | |
NON U.S. |
48,805 |
3.6 |
455,659 |
33.2 |
|||
10 |
68,269 |
5.0 |
805,661 |
58.7 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
26,757 |
8.5 |
14,375 |
4.6 |
314,208 | |
NON U.S. |
60,194 |
19.2 |
9,627 |
3.1 |
|||
10 |
86,951 |
27.7 |
24,002 |
7.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
4,038 |
0.4 |
6,996 |
0.6 |
1,093,965 |
NON U.S. |
13 |
8,074 |
0.7 |
19,350 |
1.8 |
||
19 |
12,112 |
1.1 |
26,346 |
2.4 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
42,835 |
1.5 |
573 |
0.0 |
2,769,492 |
NON U.S. |
14 |
23,702 |
0.9 |
39,693 |
1.4 |
||
20 |
66,537 |
2.4 |
40,266 |
1.5 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
13,894 |
0.5 |
12,619 |
0.5 |
2,755,966 |
NON U.S. |
9 |
35,813 |
1.3 |
43,121 |
1.6 |
||
14 |
49,707 |
1.8 |
55,740 |
2.0 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
121,847 |
15.9 |
79,635 |
10.4 |
764,199 |
NON U.S. |
16 |
59,496 |
7.8 |
48,865 |
6.4 |
||
23 |
181,343 |
23.7 |
128,500 |
16.8 |
| ||
CME LEAN HOGS |
U.S. |
2,399 |
1.1 |
967 |
0.4 |
224,120 | |
NON U.S. |
11,686 |
5.2 |
418 |
0.2 |
|||
9 |
14,085 |
6.3 |
1,385 |
0.6 |
| ||
CME LIVE CATTLE |
U.S. |
2,423 |
1.0 |
775 |
0.3 |
252,242 | |
NON U.S. |
11,578 |
4.6 |
299 |
0.1 |
|||
9 |
14,001 |
5.6 |
1,074 |
0.4 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,396 |
1.0 |
16,304 |
11.5 |
142,321 | |
NON U.S. |
392 |
0.3 |
2,974 |
2.1 |
|||
6 |
1,788 |
1.3 |
19,278 |
13.5 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,587 |
3.3 |
3,150 |
4.0 |
78,457 | |
NON U.S. |
116 |
0.1 |
2,086 |
2.7 |
|||
5 |
2,703 |
3.4 |
5,236 |
6.7 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
1,366 |
8.3 |
16,555 | |
NON U.S. |
7,612 |
46.0 |
0 |
0.0 |
|||
5 |
7,612 |
46.0 |
1,366 |
8.3 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
7,624 |
1.5 |
49,003 |
9.7 |
505,169 | |
NON U.S. |
3,388 |
0.7 |
3,925 |
0.8 |
|||
15 |
11,012 |
2.2 |
52,928 |
10.5 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
866 |
14.1 |
564 |
9.2 |
6,161 | |
NON U.S. |
415 |
6.7 |
145 |
2.4 |
|||
8 |
1,281 |
20.8 |
709 |
11.5 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
27,955 |
1.6 |
91,005 |
5.1 |
1,792,640 |
NON U.S. |
16 |
76,186 |
4.2 |
151,962 |
8.5 |
||
20 |
104,141 |
5.8 |
242,967 |
13.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,527 |
1.3 |
16,655 |
14.6 |
113,939 | |
NON U.S. |
1,444 |
1.3 |
31,316 |
27.5 |
|||
8 |
2,971 |
2.6 |
47,971 |
42.1 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
235 |
0.3 |
7,585 |
11.2 |
67,607 | |
NON U.S. |
1,605 |
2.4 |
3,030 |
4.5 |
|||
6 |
1,840 |
2.7 |
10,615 |
15.7 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,495 |
9.1 |
1,303 |
8.0 |
16,358 | |
NON U.S. |
1,811 |
11.1 |
1,880 |
11.5 |
|||
10 |
3,306 |
20.2 |
3,183 |
19.5 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
240 |
2.0 |
180 |
1.5 |
11,965 | |
NON U.S. |
2,760 |
23.1 |
3,169 |
26.5 |
|||
6 |
3,000 |
25.1 |
3,349 |
28.0 |
| ||
ICUS COCOA |
U.S. |
2,731 |
1.2 |
2,295 |
1.0 |
229,453 | |
NON U.S. |
6,204 |
2.7 |
2,461 |
1.1 |
|||
10 |
8,935 |
3.9 |
4,756 |
2.1 |
| ||
NYME PALLADIUM |
U.S. |
4 |
554 |
1.9 |
4,837 |
16.5 |
29,287 |
NON U.S. |
15 |
1,005 |
3.4 |
5,485 |
18.7 |
||
19 |
1,559 |
5.3 |
10,322 |
35.2 |
| ||
NYME PLATINUM |
U.S. |
5 |
96 |
0.1 |
14,150 |
17.8 |
79,541 |
NON U.S. |
16 |
2,622 |
3.3 |
14,791 |
18.6 |
||
21 |
2,718 |
3.4 |
28,941 |
36.4 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
15,466 |
1.8 |
1,696 |
0.2 |
846,754 | |
NON U.S. |
39,369 |
4.6 |
15,074 |
1.8 |
|||
11 |
54,835 |
6.5 |
16,770 |
2.0 |
| ||
ICUS COFFEE C |
U.S. |
4 |
2,927 |
1.5 |
739 |
0.4 |
189,156 |
NON U.S. |
15 |
10,823 |
5.7 |
3,353 |
1.8 |
||
19 |
13,750 |
7.3 |
4,092 |
2.2 |
| ||
CMX SILVER |
U.S. |
5 |
5,929 |
2.6 |
43,063 |
19.2 |
224,540 |
NON U.S. |
21 |
7,317 |
3.3 |
45,111 |
20.1 |
||
26 |
13,246 |
5.9 |
88,174 |
39.3 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
7,895 |
4.2 |
0 |
0.0 |
188,805 |
NON U.S. |
13 |
14,063 |
7.4 |
1,066 |
0.6 |
||
17 |
21,958 |
11.6 |
1,066 |
0.6 |
| ||
CMX GOLD |
U.S. |
5 |
9,813 |
1.7 |
106,631 |
18.3 |
582,211 |
NON U.S. |
28 |
20,903 |
3.6 |
95,884 |
16.5 |
||
33 |
30,716 |
5.3 |
202,515 |
34.8 |
| ||
CME MEXICAN PESO |
U.S. |
11,990 |
9.4 |
0 |
0.0 |
128,186 | |
NON U.S. |
32,934 |
25.7 |
8,529 |
6.7 |
|||
7 |
44,924 |
35.0 |
8,529 |
6.7 |
| ||
CME BRITISH POUND STERLING |
U.S. |
11,549 |
5.0 |
4,386 |
1.9 |
233,265 | |
NON U.S. |
10,585 |
4.5 |
1,339 |
0.6 |
|||
7 |
22,134 |
9.5 |
5,725 |
2.5 |
| ||
CME JAPANESE YEN |
U.S. |
993 |
0.6 |
35,109 |
22.4 |
156,696 | |
NON U.S. |
2,845 |
1.8 |
684 |
0.4 |
|||
7 |
3,838 |
2.4 |
35,793 |
22.8 |
| ||
CME EURO FX |
U.S. |
14,997 |
4.0 |
12,282 |
3.2 |
378,500 | |
NON U.S. |
26,105 |
6.9 |
3,770 |
1.0 |
|||
19 |
41,102 |
10.9 |
16,052 |
4.2 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
10,084 |
2.6 |
1,749 |
0.4 |
391,069 |
NON U.S. |
10 |
12,859 |
3.3 |
2,285 |
0.6 |
||
14 |
22,943 |
5.9 |
4,034 |
1.0 |
| ||
E VIX FUTURES |
U.S. |
778 |
0.2 |
2,104 |
0.4 |
516,359 | |
NON U.S. |
114,252 |
22.1 |
3,715 |
0.7 |
|||
5 |
115,030 |
22.3 |
5,819 |
1.1 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
418 |
0.3 |
1,283 |
0.9 |
139,480 | |
NON U.S. |
2,066 |
1.5 |
3,103 |
2.2 |
|||
9 |
2,484 |
1.8 |
4,386 |
3.1 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,193,714 |
20.9 |
979,473 |
9.3 |
10,506,734 |
NON U.S. |
34 |
692,561 |
6.6 |
490,415 |
4.7 |
||
42 |
2,886,275 |
27.5 |
1,469,888 |
14.0 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
14,917 |
0.5 |
46,047 |
1.6 |
2,943,229 |
NON U.S. |
22 |
104,439 |
3.5 |
54,946 |
1.9 |
||
27 |
119,356 |
4.1 |
100,993 |
3.4 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
0 |
0.0 |
24,613 |
8.7 |
284,511 |
NON U.S. |
9 |
6,208 |
2.2 |
3,841 |
1.4 |
||
13 |
6,208 |
2.2 |
28,454 |
10.0 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
1,249 |
0.4 |
8,696 |
2.6 |
328,302 |
NON U.S. |
6 |
2,680 |
0.8 |
1,658 |
0.5 |
||
11 |
3,929 |
1.2 |
10,354 |
3.2 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,005 |
1.4 |
71,526 | |
NON U.S. |
1,893 |
2.6 |
2,180 |
3.0 |
|||
9 |
1,893 |
2.6 |
3,185 |
4.5 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
104 |
0.0 |
0 |
0.0 |
223,450 | |
NON U.S. |
5,191 |
2.3 |
390 |
0.2 |
|||
6 |
5,295 |
2.4 |
390 |
0.2 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
2,427 |
0.3 |
424 |
0.1 |
759,662 |
NON U.S. |
12 |
14,114 |
1.9 |
34,945 |
4.6 |
||
17 |
16,541 |
2.2 |
35,369 |
4.7 |
| ||
NYME GULF COAST JET FUEL CAL SWAP |
U.S. |
249 |
23.9 |
288 |
27.7 |
1,040 | |
NON U.S. |
159 |
15.3 |
424 |
40.8 |
|||
5 |
408 |
39.2 |
712 |
68.5 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
6,122 |
18.6 |
32,986 | |
NON U.S. |
1,380 |
4.2 |
334 |
1.0 |
|||
6 |
1,380 |
4.2 |
6,456 |
19.6 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
5,673 |
15.7 |
0 |
0.0 |
36,114 | |
NON U.S. |
3,392 |
9.4 |
0 |
0.0 |
|||
6 |
9,065 |
25.1 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,950 |
10.4 |
1,684 |
9.0 |
18,688 | |
NON U.S. |
2,111 |
11.3 |
448 |
2.4 |
|||
6 |
4,061 |
21.7 |
2,132 |
11.4 |
| ||
NYME Heating Oil/Brent Crack Sprd |
U.S. |
900 |
6.4 |
710 |
5.0 |
14,113 | |
NON U.S. |
273 |
1.9 |
150 |
1.1 |
|||
5 |
1,173 |
8.3 |
860 |
6.1 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,506 |
11.2 |
1,549 |
11.5 |
13,435 | |
NON U.S. |
3,739 |
27.8 |
0 |
0.0 |
|||
6 |
5,245 |
39.0 |
1,549 |
11.5 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
513 |
2.5 |
139 |
0.7 |
20,856 | |
NON U.S. |
406 |
1.9 |
259 |
1.2 |
|||
5 |
919 |
4.4 |
398 |
1.9 |
|