IN CONTRACTS
REPORT DATE: 12/5/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
6,414 |
1.3 |
4,403 |
0.9 |
495,710 | |
NON U.S. |
31,595 |
6.4 |
2,888 |
0.6 |
|||
16 |
38,009 |
7.7 |
7,291 |
1.5 |
| ||
CBT WHEAT-HRW |
U.S. |
3,794 |
1.2 |
1,764 |
0.6 |
312,714 | |
NON U.S. |
11,192 |
3.6 |
591 |
0.2 |
|||
8 |
14,986 |
4.8 |
2,355 |
0.8 |
| ||
CBT CORN |
U.S. |
4 |
15,268 |
1.0 |
30,338 |
2.0 |
1,484,205 |
NON U.S. |
12 |
67,028 |
4.5 |
3,439 |
0.2 |
||
16 |
82,296 |
5.5 |
33,777 |
2.3 |
| ||
CBT SOYBEANS |
U.S. |
8,328 |
1.1 |
3,150 |
0.4 |
769,361 | |
NON U.S. |
24,643 |
3.2 |
8,059 |
1.0 |
|||
12 |
32,971 |
4.3 |
11,209 |
1.5 |
| ||
CBT SOYBEAN OIL |
U.S. |
11,208 |
2.4 |
6,894 |
1.5 |
475,387 | |
NON U.S. |
23,646 |
5.0 |
0 |
0.0 |
|||
9 |
34,854 |
7.3 |
6,894 |
1.5 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
5 |
4,036 |
0.5 |
3,866 |
0.5 |
784,646 |
NON U.S. |
7 |
3,131 |
0.4 |
2,190 |
0.3 |
||
12 |
7,167 |
0.9 |
6,056 |
0.8 |
| ||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
11,352 |
2.7 |
3,644 |
0.9 |
421,613 |
NON U.S. |
5 |
13,730 |
3.3 |
359 |
0.1 |
||
9 |
25,082 |
5.9 |
4,003 |
0.9 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
20,852 |
0.4 |
1,561,240 |
30.9 |
5,045,932 |
NON U.S. |
7 |
69,947 |
1.4 |
671,931 |
13.3 |
||
11 |
90,799 |
1.8 |
2,233,171 |
44.3 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
20,298 |
7.4 |
12,558 |
4.6 |
274,177 | |
NON U.S. |
17,344 |
6.3 |
180 |
0.1 |
|||
8 |
37,642 |
13.7 |
12,738 |
4.6 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
365 |
0.2 |
30,085 |
12.4 |
242,287 | |
NON U.S. |
4,402 |
1.8 |
94,602 |
39.0 |
|||
6 |
4,767 |
2.0 |
124,687 |
51.5 |
| ||
IFED AECO FIN BASIS |
U.S. |
6,878 |
0.8 |
2,905 |
0.4 |
817,807 | |
NON U.S. |
43,390 |
5.3 |
608,778 |
74.4 |
|||
8 |
50,268 |
6.1 |
611,683 |
74.8 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
22,000 |
5.3 |
2,288 |
0.6 |
411,505 | |
NON U.S. |
122 |
0.0 |
61,086 |
14.8 |
|||
9 |
22,122 |
5.4 |
63,374 |
15.4 |
| ||
IFED HSC FIN BASIS |
U.S. |
16,661 |
4.8 |
33,709 |
9.8 |
344,207 | |
NON U.S. |
2,702 |
0.8 |
29,531 |
8.6 |
|||
7 |
19,363 |
5.6 |
63,240 |
18.4 |
| ||
IFED WAHA FIN BASIS |
U.S. |
1,255 |
0.5 |
50,179 |
21.1 |
237,621 | |
NON U.S. |
0 |
0.0 |
14,289 |
6.0 |
|||
5 |
1,255 |
0.5 |
64,468 |
27.1 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
0 |
0.0 |
36,357 |
28.2 |
128,999 | |
NON U.S. |
0 |
0.0 |
16,020 |
12.4 |
|||
5 |
0 |
0.0 |
52,377 |
40.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
12,860 |
2.7 |
93,719 |
19.5 |
481,313 | |
NON U.S. |
13,561 |
2.8 |
5,629 |
1.2 |
|||
6 |
26,421 |
5.5 |
99,348 |
20.6 |
| ||
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
8,881 |
6.1 |
7,818 |
5.4 |
144,566 | |
NON U.S. |
0 |
0.0 |
7,200 |
5.0 |
|||
5 |
8,881 |
6.1 |
15,018 |
10.4 |
| ||
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
6,098 |
8.6 |
5,344 |
7.5 |
71,154 | |
NON U.S. |
1,096 |
1.5 |
12,204 |
17.2 |
|||
5 |
7,194 |
10.1 |
17,548 |
24.7 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
914 |
0.6 |
12,120 |
7.4 |
164,454 | |
NON U.S. |
7,316 |
4.4 |
4,991 |
3.0 |
|||
5 |
8,230 |
5.0 |
17,111 |
10.4 |
| ||
IFED TETCO M2 Basis (Receipts) |
U.S. |
3,350 |
2.2 |
55,579 |
35.9 |
154,655 | |
NON U.S. |
1,608 |
1.0 |
13,507 |
8.7 |
|||
5 |
4,958 |
3.2 |
69,086 |
44.7 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
41,664 |
2.7 |
31,395 |
2.1 |
1,516,674 |
NON U.S. |
15 |
49,370 |
3.3 |
64,023 |
4.2 |
||
19 |
91,034 |
6.0 |
95,418 |
6.3 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
5,910 |
1.5 |
71,355 |
17.7 |
402,818 | |
NON U.S. |
5,212 |
1.3 |
12,885 |
3.2 |
|||
8 |
11,122 |
2.8 |
84,240 |
20.9 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
10,706 |
9.8 |
2,920 |
2.7 |
109,146 | |
NON U.S. |
5,583 |
5.1 |
709 |
0.6 |
|||
6 |
16,289 |
14.9 |
3,629 |
3.3 |
| ||
CBT SOYBEAN MEAL |
U.S. |
9,277 |
2.1 |
1,496 |
0.3 |
438,273 | |
NON U.S. |
30,797 |
7.0 |
1,579 |
0.4 |
|||
11 |
40,074 |
9.1 |
3,075 |
0.7 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,602 |
1.8 |
632 |
0.3 |
249,201 | |
NON U.S. |
19,039 |
7.6 |
3,334 |
1.3 |
|||
13 |
23,641 |
9.5 |
3,966 |
1.6 |
| ||
NYME HENRY HUB SWAP |
U.S. |
12,204 |
1.0 |
390,921 |
31.9 |
1,224,225 | |
NON U.S. |
41,223 |
3.4 |
349,633 |
28.6 |
|||
9 |
53,427 |
4.4 |
740,554 |
60.5 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
24,689 |
12.4 |
2,811 |
1.4 |
198,696 | |
NON U.S. |
41,048 |
20.7 |
7,295 |
3.7 |
|||
9 |
65,737 |
33.1 |
10,106 |
5.1 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
8,445 |
0.5 |
14,481 |
0.8 |
1,766,552 |
NON U.S. |
21 |
14,635 |
0.8 |
28,813 |
1.6 |
||
25 |
23,080 |
1.3 |
43,294 |
2.5 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
70,684 |
2.2 |
11,106 |
0.3 |
3,273,707 |
NON U.S. |
23 |
18,398 |
0.6 |
65,785 |
2.0 |
||
30 |
89,082 |
2.7 |
76,891 |
2.3 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
20,290 |
0.7 |
33,785 |
1.1 |
3,072,028 |
NON U.S. |
22 |
59,939 |
2.0 |
70,530 |
2.3 |
||
27 |
80,229 |
2.6 |
104,315 |
3.4 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
258,957 |
18.2 |
246,852 |
17.4 |
1,422,163 |
NON U.S. |
18 |
121,495 |
8.5 |
80,457 |
5.7 |
||
26 |
380,452 |
26.8 |
327,309 |
23.0 |
| ||
CME LEAN HOGS |
U.S. |
214 |
0.1 |
764 |
0.3 |
252,848 | |
NON U.S. |
13,076 |
5.2 |
564 |
0.2 |
|||
10 |
13,290 |
5.3 |
1,328 |
0.5 |
| ||
CME LIVE CATTLE |
U.S. |
588 |
0.2 |
699 |
0.2 |
361,073 | |
NON U.S. |
14,800 |
4.1 |
0 |
0.0 |
|||
9 |
15,388 |
4.3 |
699 |
0.2 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
4,423 |
19.1 |
23,168 | |
NON U.S. |
0 |
0.0 |
1,877 |
8.1 |
|||
5 |
0 |
0.0 |
6,300 |
27.2 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,868 |
1.8 |
5,884 |
5.8 |
101,095 | |
NON U.S. |
800 |
0.8 |
1,582 |
1.6 |
|||
6 |
2,668 |
2.6 |
7,466 |
7.4 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
4,095 |
7.1 |
4,734 |
8.2 |
57,561 | |
NON U.S. |
61 |
0.1 |
1,329 |
2.3 |
|||
7 |
4,156 |
7.2 |
6,063 |
10.5 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
367 |
2.9 |
1,444 |
11.6 |
12,471 | |
NON U.S. |
102 |
0.8 |
731 |
5.9 |
|||
7 |
469 |
3.8 |
2,175 |
17.4 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
639 |
4.1 |
250 |
1.6 |
15,710 | |
NON U.S. |
0 |
0.0 |
3,862 |
24.6 |
|||
6 |
639 |
4.1 |
4,112 |
26.2 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
16,997 |
2.8 |
53,043 |
8.8 |
601,513 | |
NON U.S. |
4,825 |
0.8 |
3,100 |
0.5 |
|||
14 |
21,822 |
3.6 |
56,143 |
9.3 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
407 |
3.3 |
1,881 |
15.5 |
12,160 | |
NON U.S. |
1,739 |
14.3 |
339 |
2.8 |
|||
8 |
2,146 |
17.6 |
2,220 |
18.3 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
0 |
0.0 |
19,205 |
11.7 |
164,006 | |
NON U.S. |
0 |
0.0 |
20,584 |
12.6 |
|||
5 |
0 |
0.0 |
39,789 |
24.3 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
21,052 |
0.8 |
295,791 |
11.6 |
2,554,224 | |
NON U.S. |
69,535 |
2.7 |
255,468 |
10.0 |
|||
23 |
90,587 |
3.5 |
551,259 |
21.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
3,341 |
2.4 |
6,824 |
4.9 |
138,423 | |
NON U.S. |
17,487 |
12.6 |
17,270 |
12.5 |
|||
9 |
20,828 |
15.0 |
24,094 |
17.4 |
| ||
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
4,939 |
3.6 |
1,533 |
1.1 |
135,840 | |
NON U.S. |
106 |
0.1 |
551 |
0.4 |
|||
5 |
5,045 |
3.7 |
2,084 |
1.5 |
| ||
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
120 |
0.5 |
555 |
2.2 |
24,691 | |
NON U.S. |
180 |
0.7 |
7,596 |
30.8 |
|||
5 |
300 |
1.2 |
8,151 |
33.0 |
| ||
ICUS COCOA |
U.S. |
2,294 |
1.0 |
1,041 |
0.4 |
238,986 | |
NON U.S. |
9,221 |
3.9 |
3,827 |
1.6 |
|||
11 |
11,515 |
4.8 |
4,868 |
2.0 |
| ||
NYME PALLADIUM |
U.S. |
4 |
33 |
0.1 |
12,375 |
36.7 |
33,706 |
NON U.S. |
11 |
1,030 |
3.1 |
4,942 |
14.7 |
||
15 |
1,063 |
3.2 |
17,317 |
51.4 |
| ||
NYME PLATINUM |
U.S. |
5 |
319 |
0.4 |
12,442 |
15.8 |
78,993 |
NON U.S. |
18 |
3,683 |
4.7 |
12,168 |
15.4 |
||
23 |
4,002 |
5.1 |
24,610 |
31.2 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
9,628 |
1.4 |
1,439 |
0.2 |
707,756 | |
NON U.S. |
48,992 |
6.9 |
5,963 |
0.8 |
|||
11 |
58,620 |
8.3 |
7,402 |
1.0 |
| ||
ICUS COFFEE C |
U.S. |
1,993 |
1.0 |
1,106 |
0.6 |
191,144 | |
NON U.S. |
13,759 |
7.2 |
1,158 |
0.6 |
|||
16 |
15,752 |
8.2 |
2,264 |
1.2 |
| ||
CMX SILVER |
U.S. |
5 |
4,223 |
2.2 |
30,735 |
15.9 |
192,970 |
NON U.S. |
21 |
6,891 |
3.6 |
32,055 |
16.6 |
||
26 |
11,114 |
5.8 |
62,790 |
32.5 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
5,611 |
2.2 |
177 |
0.1 |
258,050 |
NON U.S. |
13 |
12,138 |
4.7 |
7,688 |
3.0 |
||
17 |
17,749 |
6.9 |
7,865 |
3.0 |
| ||
CMX GOLD |
U.S. |
5 |
11,383 |
2.4 |
111,680 |
23.6 |
472,795 |
NON U.S. |
29 |
26,973 |
5.7 |
84,422 |
17.9 |
||
34 |
38,356 |
8.1 |
196,102 |
41.5 |
| ||
CME CANADIAN DOLLAR |
U.S. |
813 |
0.6 |
4,511 |
3.1 |
147,099 | |
NON U.S. |
2,306 |
1.6 |
7,292 |
5.0 |
|||
5 |
3,119 |
2.1 |
11,803 |
8.0 |
| ||
CME MEXICAN PESO |
U.S. |
713 |
0.4 |
0 |
0.0 |
179,296 | |
NON U.S. |
6,424 |
3.6 |
53,752 |
30.0 |
|||
5 |
7,137 |
4.0 |
53,752 |
30.0 |
| ||
CME BRITISH POUND STERLING |
U.S. |
16,953 |
8.4 |
5,357 |
2.6 |
202,693 | |
NON U.S. |
2,501 |
1.2 |
1,595 |
0.8 |
|||
5 |
19,454 |
9.6 |
6,952 |
3.4 |
| ||
CME JAPANESE YEN |
U.S. |
30,382 |
12.8 |
6,497 |
2.7 |
238,077 | |
NON U.S. |
4,166 |
1.7 |
2,865 |
1.2 |
|||
5 |
34,548 |
14.5 |
9,362 |
3.9 |
| ||
CME EURO FX |
U.S. |
1,455 |
0.3 |
52,759 |
10.6 |
499,124 | |
NON U.S. |
25,201 |
5.0 |
24,645 |
4.9 |
|||
20 |
26,656 |
5.3 |
77,404 |
15.5 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
5,140 |
1.2 |
8,731 |
2.1 |
411,955 |
NON U.S. |
11 |
11,635 |
2.8 |
1,115 |
0.3 |
||
15 |
16,775 |
4.1 |
9,846 |
2.4 |
| ||
E VIX FUTURES |
U.S. |
1,068 |
0.2 |
0 |
0.0 |
622,772 | |
NON U.S. |
49,423 |
7.9 |
2,665 |
0.4 |
|||
10 |
50,491 |
8.1 |
2,665 |
0.4 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,712 |
2.4 |
2,570 |
1.6 |
156,912 |
NON U.S. |
4 |
218 |
0.1 |
23,989 |
15.3 |
||
9 |
3,930 |
2.5 |
26,559 |
16.9 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,566,640 |
18.1 |
827,480 |
5.8 |
14,188,185 |
NON U.S. |
30 |
739,625 |
5.2 |
491,256 |
3.5 |
||
38 |
3,306,265 |
23.3 |
1,318,736 |
9.3 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
21,269 |
0.6 |
117,494 |
3.3 |
3,513,444 |
NON U.S. |
26 |
70,339 |
2.0 |
201,890 |
5.7 |
||
33 |
91,608 |
2.6 |
319,384 |
9.1 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
7,227 |
2.4 |
5,067 |
1.7 |
304,281 |
NON U.S. |
12 |
6,501 |
2.1 |
10,630 |
3.5 |
||
16 |
13,728 |
4.5 |
15,697 |
5.2 |
| ||
CME AUSTRALIAN DOLLAR |
U.S. |
7,580 |
5.4 |
1,445 |
1.0 |
139,427 | |
NON U.S. |
4,119 |
3.0 |
969 |
0.7 |
|||
5 |
11,699 |
8.4 |
2,414 |
1.7 |
| ||
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
668 |
0.1 |
16,137 |
2.7 |
592,595 |
NON U.S. |
11 |
5,677 |
1.0 |
6,164 |
1.0 |
||
16 |
6,345 |
1.1 |
22,301 |
3.8 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
986 |
1.4 |
624 |
0.9 |
68,535 |
NON U.S. |
4 |
9,635 |
14.1 |
1,135 |
1.7 |
||
8 |
10,621 |
15.5 |
1,759 |
2.6 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
1,333 |
0.5 |
640 |
0.2 |
293,335 | |
NON U.S. |
1,334 |
0.5 |
16,286 |
5.6 |
|||
7 |
2,667 |
0.9 |
16,926 |
5.8 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
2 |
0.000 |
4,249 |
0.4 |
1,026,039 | |
NON U.S. |
13,307 |
1.3 |
42,551 |
4.1 |
|||
17 |
13,309 |
1.3 |
46,800 |
4.6 |
|