IN CONTRACTS
REPORT DATE: 2/2/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
5,772 |
1.4 |
10,780 |
2.6 |
407,498 | |
NON U.S. |
21,839 |
5.4 |
5,037 |
1.2 |
|||
15 |
27,611 |
6.8 |
15,817 |
3.9 |
| ||
CBT WHEAT-HRW |
U.S. |
3,936 |
1.8 |
2,261 |
1.0 |
219,124 | |
NON U.S. |
4,918 |
2.2 |
2,550 |
1.2 |
|||
7 |
8,854 |
4.0 |
4,811 |
2.2 |
| ||
CBT CORN |
U.S. |
32,147 |
2.3 |
19,263 |
1.4 |
1,368,832 | |
NON U.S. |
63,294 |
4.6 |
4,539 |
0.3 |
|||
13 |
95,441 |
7.0 |
23,802 |
1.7 |
| ||
CBT SOYBEANS |
U.S. |
13,739 |
1.9 |
1,758 |
0.2 |
715,617 | |
NON U.S. |
26,325 |
3.7 |
8,015 |
1.1 |
|||
13 |
40,064 |
5.6 |
9,773 |
1.4 |
| ||
CBT SOYBEAN OIL |
U.S. |
6,889 |
1.7 |
4,092 |
1.0 |
416,968 | |
NON U.S. |
19,701 |
4.7 |
1,709 |
0.4 |
|||
10 |
26,590 |
6.4 |
5,801 |
1.4 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,682 |
5.1 |
1,257 |
2.4 |
52,776 | |
NON U.S. |
1,636 |
3.1 |
750 |
1.4 |
|||
5 |
4,318 |
8.2 |
2,007 |
3.8 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
15,849 |
4.4 |
1,933 |
0.5 |
358,889 |
NON U.S. |
5 |
17,631 |
4.9 |
240 |
0.1 |
||
9 |
33,480 |
9.3 |
2,173 |
0.6 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,912 |
4.5 |
2,719 |
6.4 |
42,226 | |
NON U.S. |
3,487 |
8.3 |
119 |
0.3 |
|||
6 |
5,399 |
12.8 |
2,838 |
6.7 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
13,648 |
0.3 |
958,501 |
23.7 |
4,050,921 |
NON U.S. |
8 |
43,243 |
1.1 |
789,692 |
19.5 |
||
12 |
56,891 |
1.4 |
1,748,193 |
43.2 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
13,933 |
5.0 |
33,669 |
12.1 |
278,121 | |
NON U.S. |
15,137 |
5.4 |
3,868 |
1.4 |
|||
9 |
29,070 |
10.5 |
37,537 |
13.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
302 |
0.1 |
49,855 |
20.1 |
248,637 | |
NON U.S. |
1,780 |
0.7 |
67,455 |
27.1 |
|||
9 |
2,082 |
0.8 |
117,310 |
47.2 |
| ||
IFED AECO FIN BASIS |
U.S. |
13,333 |
2.1 |
1,280 |
0.2 |
642,551 | |
NON U.S. |
25,008 |
3.9 |
337,605 |
52.5 |
|||
9 |
38,341 |
6.0 |
338,885 |
52.7 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
0 |
0.0 |
14,056 |
4.5 |
314,646 | |
NON U.S. |
123 |
0.0 |
62,354 |
19.8 |
|||
7 |
123 |
0.0 |
76,410 |
24.3 |
| ||
IFED HSC FIN BASIS |
U.S. |
15,396 |
5.2 |
27,911 |
9.3 |
298,579 | |
NON U.S. |
21,349 |
7.2 |
20,486 |
6.9 |
|||
7 |
36,745 |
12.3 |
48,397 |
16.2 |
| ||
IFED WAHA FIN BASIS |
U.S. |
0 |
0.0 |
10,842 |
9.1 |
118,758 | |
NON U.S. |
0 |
0.0 |
21,187 |
17.8 |
|||
5 |
0 |
0.0 |
32,029 |
27.0 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
203 |
0.2 |
24,235 |
21.9 |
110,804 | |
NON U.S. |
0 |
0.0 |
11,171 |
10.1 |
|||
5 |
203 |
0.2 |
35,406 |
32.0 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
17,005 |
9.9 |
13,920 |
8.1 |
170,919 | |
NON U.S. |
18,558 |
10.9 |
16,256 |
9.5 |
|||
7 |
35,563 |
20.8 |
30,176 |
17.7 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
214 |
0.1 |
49,891 |
15.0 |
332,348 | |
NON U.S. |
30,901 |
9.3 |
41,317 |
12.4 |
|||
8 |
31,115 |
9.4 |
91,208 |
27.4 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
1,754 |
2.2 |
5,560 |
7.0 |
79,746 | |
NON U.S. |
4,159 |
5.2 |
14,843 |
18.6 |
|||
5 |
5,913 |
7.4 |
20,403 |
25.6 |
| ||
IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS) |
U.S. |
9,546 |
11.2 |
1,295 |
1.5 |
84,978 | |
NON U.S. |
6,116 |
7.2 |
0 |
0.0 |
|||
5 |
15,662 |
18.4 |
1,295 |
1.5 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,582 |
1.1 |
8,584 |
6.1 |
140,988 | |
NON U.S. |
214 |
0.2 |
16,541 |
11.7 |
|||
5 |
1,796 |
1.3 |
25,125 |
17.8 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
29,178 |
3.1 |
20,830 |
2.2 |
947,373 |
NON U.S. |
9 |
37,209 |
3.9 |
20,627 |
2.2 |
||
13 |
66,387 |
7.0 |
41,457 |
4.4 |
| ||
NYME DOMINION BASIS SWAP |
U.S. |
1,195 |
3.6 |
4,953 |
14.8 |
33,534 | |
NON U.S. |
123 |
0.4 |
3,738 |
11.1 |
|||
5 |
1,318 |
3.9 |
8,691 |
25.9 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
11,743 |
4.0 |
33,211 |
11.4 |
292,274 | |
NON U.S. |
16,882 |
5.8 |
28,204 |
9.6 |
|||
7 |
28,625 |
9.8 |
61,415 |
21.0 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
9,753 |
9.9 |
1,959 |
2.0 |
98,069 | |
NON U.S. |
8,881 |
9.1 |
5,165 |
5.3 |
|||
7 |
18,634 |
19.0 |
7,124 |
7.3 |
| ||
CBT SOYBEAN MEAL |
U.S. |
4,124 |
1.0 |
5,148 |
1.3 |
409,219 | |
NON U.S. |
18,386 |
4.5 |
1,896 |
0.5 |
|||
12 |
22,510 |
5.5 |
7,044 |
1.7 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,269 |
2.2 |
137 |
0.1 |
197,632 | |
NON U.S. |
13,857 |
7.0 |
1,488 |
0.8 |
|||
12 |
18,126 |
9.2 |
1,625 |
0.8 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
2,166 |
3.1 |
7,036 |
10.1 |
69,916 | |
NON U.S. |
5,290 |
7.6 |
41,895 |
59.9 |
|||
6 |
7,456 |
10.7 |
48,931 |
70.0 |
| ||
NYME HENRY HUB SWAP |
U.S. |
21,132 |
1.5 |
341,529 |
23.9 |
1,429,461 | |
NON U.S. |
37,026 |
2.6 |
453,251 |
31.7 |
|||
10 |
58,158 |
4.1 |
794,780 |
55.6 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
40,405 |
13.0 |
13,680 |
4.4 |
310,993 | |
NON U.S. |
57,449 |
18.5 |
12,853 |
4.1 |
|||
10 |
97,854 |
31.5 |
26,533 |
8.5 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
2,625 |
0.2 |
12,855 |
1.1 |
1,130,156 |
NON U.S. |
15 |
9,415 |
0.8 |
24,571 |
2.2 |
||
21 |
12,040 |
1.1 |
37,426 |
3.3 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
24,503 |
0.8 |
13,136 |
0.4 |
2,984,496 |
NON U.S. |
16 |
5,327 |
0.2 |
46,455 |
1.6 |
||
23 |
29,830 |
1.0 |
59,591 |
2.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
14,030 |
0.5 |
12,550 |
0.5 |
2,698,198 |
NON U.S. |
9 |
19,575 |
0.7 |
26,542 |
1.0 |
||
14 |
33,605 |
1.2 |
39,092 |
1.4 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
61,290 |
8.3 |
82,136 |
11.1 |
740,448 |
NON U.S. |
15 |
17,284 |
2.3 |
50,076 |
6.8 |
||
21 |
78,574 |
10.6 |
132,212 |
17.9 |
| ||
CME LEAN HOGS |
U.S. |
967 |
0.5 |
614 |
0.3 |
183,386 | |
NON U.S. |
12,114 |
6.6 |
563 |
0.3 |
|||
10 |
13,081 |
7.1 |
1,177 |
0.6 |
| ||
CME LIVE CATTLE |
U.S. |
1,119 |
0.4 |
500 |
0.2 |
276,556 | |
NON U.S. |
11,616 |
4.2 |
421 |
0.2 |
|||
8 |
12,735 |
4.6 |
921 |
0.3 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,862 |
1.7 |
15,103 |
13.7 |
110,279 | |
NON U.S. |
474 |
0.4 |
3,174 |
2.9 |
|||
5 |
2,336 |
2.1 |
18,277 |
16.6 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
12,782 |
2.8 |
39,077 |
8.5 |
462,240 | |
NON U.S. |
8,137 |
1.8 |
6,665 |
1.4 |
|||
16 |
20,919 |
4.5 |
45,742 |
9.9 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,247 |
14.2 |
1,120 |
12.7 |
8,799 | |
NON U.S. |
1,681 |
19.1 |
221 |
2.5 |
|||
10 |
2,928 |
33.3 |
1,341 |
15.2 |
| ||
ICEU WTI 1st Line-Brent 1st Line |
U.S. |
3,620 |
5.7 |
1,715 |
2.7 |
63,162 | |
NON U.S. |
150 |
0.2 |
6,225 |
9.9 |
|||
5 |
3,770 |
6.0 |
7,940 |
12.6 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
32 |
0.1 |
4,063 |
12.6 |
32,241 | |
NON U.S. |
0 |
0.0 |
9,658 |
30.0 |
|||
5 |
32 |
0.1 |
13,721 |
42.6 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
39,857 |
2.1 |
107,644 |
5.8 |
1,855,603 |
NON U.S. |
17 |
96,062 |
5.2 |
132,607 |
7.1 |
||
21 |
135,919 |
7.3 |
240,251 |
12.9 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
2,098 |
1.8 |
13,637 |
11.6 |
117,229 | |
NON U.S. |
3,716 |
3.2 |
23,567 |
20.1 |
|||
7 |
5,814 |
5.0 |
37,204 |
31.7 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
10,802 |
12.9 |
83,948 | |
NON U.S. |
240 |
0.3 |
7,460 |
8.9 |
|||
6 |
240 |
0.3 |
18,262 |
21.8 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
308 |
2.1 |
2,879 |
19.2 |
15,002 | |
NON U.S. |
1,426 |
9.5 |
2,306 |
15.4 |
|||
8 |
1,734 |
11.6 |
5,185 |
34.6 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
180 |
1.0 |
375 |
2.1 |
18,080 | |
NON U.S. |
4,203 |
23.2 |
2,550 |
14.1 |
|||
5 |
4,383 |
24.2 |
2,925 |
16.2 |
| ||
ICUS COCOA |
U.S. |
1,647 |
0.7 |
283 |
0.1 |
239,603 | |
NON U.S. |
5,514 |
2.3 |
3,249 |
1.4 |
|||
8 |
7,161 |
3.0 |
3,532 |
1.5 |
| ||
NYME PALLADIUM |
U.S. |
4 |
841 |
3.2 |
2,993 |
11.4 |
26,235 |
NON U.S. |
17 |
2,379 |
9.1 |
3,060 |
11.7 |
||
21 |
3,220 |
12.3 |
6,053 |
23.1 |
| ||
NYME PLATINUM |
U.S. |
4 |
192 |
0.3 |
6,740 |
10.2 |
66,265 |
NON U.S. |
17 |
2,570 |
3.9 |
10,576 |
16.0 |
||
21 |
2,762 |
4.2 |
17,316 |
26.1 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
13,650 |
1.6 |
2,602 |
0.3 |
877,254 | |
NON U.S. |
41,294 |
4.7 |
13,822 |
1.6 |
|||
12 |
54,944 |
6.3 |
16,424 |
1.9 |
| ||
ICUS COFFEE C |
U.S. |
2,011 |
1.0 |
1,020 |
0.5 |
201,589 | |
NON U.S. |
10,712 |
5.3 |
2,919 |
1.4 |
|||
16 |
12,723 |
6.3 |
3,939 |
2.0 |
| ||
CMX SILVER |
U.S. |
4 |
3,165 |
2.0 |
23,205 |
14.7 |
157,934 |
NON U.S. |
13 |
8,319 |
5.3 |
29,765 |
18.8 |
||
17 |
11,484 |
7.3 |
52,970 |
33.5 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
7,070 |
3.5 |
129 |
0.1 |
201,682 |
NON U.S. |
9 |
12,979 |
6.4 |
1,780 |
0.9 |
||
13 |
20,049 |
9.9 |
1,909 |
0.9 |
| ||
CMX GOLD |
U.S. |
5 |
9,136 |
2.4 |
54,150 |
14.3 |
379,185 |
NON U.S. |
19 |
22,313 |
5.9 |
42,663 |
11.3 |
||
24 |
31,449 |
8.3 |
96,813 |
25.5 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.8 |
4,747 |
15.3 |
31,078 | |
NON U.S. |
18,543 |
59.7 |
13,351 |
43.0 |
|||
5 |
18,778 |
60.4 |
18,098 |
58.2 |
| ||
CME CANADIAN DOLLAR |
U.S. |
4,000 |
2.5 |
9,625 |
6.1 |
157,362 | |
NON U.S. |
7,502 |
4.8 |
0 |
0.0 |
|||
6 |
11,502 |
7.3 |
9,625 |
6.1 |
| ||
CME MEXICAN PESO |
U.S. |
7,181 |
4.3 |
0 |
0.0 |
166,295 | |
NON U.S. |
55,067 |
33.1 |
9,017 |
5.4 |
|||
5 |
62,248 |
37.4 |
9,017 |
5.4 |
| ||
CME BRITISH POUND STERLING |
U.S. |
15,714 |
5.8 |
3,913 |
1.4 |
270,680 | |
NON U.S. |
7,814 |
2.9 |
0 |
0.0 |
|||
7 |
23,528 |
8.7 |
3,913 |
1.4 |
| ||
CME JAPANESE YEN |
U.S. |
38,212 |
16.1 |
6,902 |
2.9 |
237,289 | |
NON U.S. |
1,786 |
0.8 |
4,787 |
2.0 |
|||
8 |
39,998 |
16.9 |
11,689 |
4.9 |
| ||
CME EURO FX |
U.S. |
38,379 |
9.5 |
15,910 |
3.9 |
403,939 | |
NON U.S. |
29,130 |
7.2 |
8,764 |
2.2 |
|||
15 |
67,509 |
16.7 |
24,674 |
6.1 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
8,288 |
2.1 |
9,557 |
2.4 |
398,909 |
NON U.S. |
6 |
11,386 |
2.9 |
2,393 |
0.6 |
||
10 |
19,674 |
4.9 |
11,950 |
3.0 |
| ||
NYME RBOB GASOLINE/BRENT CRACK SPRD |
U.S. |
2,070 |
10.2 |
582 |
2.9 |
20,312 | |
NON U.S. |
295 |
1.5 |
0 |
0.0 |
|||
5 |
2,365 |
11.6 |
582 |
2.9 |
| ||
NYME MINI EUROBOB GAS OXY NWE |
U.S. |
330 |
5.6 |
10 |
0.2 |
5,903 | |
NON U.S. |
222 |
3.8 |
100 |
1.7 |
|||
5 |
552 |
9.4 |
110 |
1.9 |
| ||
E VIX FUTURES |
U.S. |
3,458 |
1.4 |
1,519 |
0.6 |
252,613 | |
NON U.S. |
6,688 |
2.6 |
12,955 |
5.1 |
|||
6 |
10,146 |
4.0 |
14,474 |
5.7 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
1,781 |
3.0 |
1,420 |
2.4 |
59,934 | |
NON U.S. |
2,863 |
4.8 |
1,684 |
2.8 |
|||
8 |
4,644 |
7.7 |
3,104 |
5.2 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,009,273 |
18.0 |
1,019,592 |
9.1 |
11,169,637 |
NON U.S. |
39 |
720,928 |
6.5 |
555,231 |
5.0 |
||
47 |
2,730,201 |
24.4 |
1,574,823 |
14.1 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
20,577 |
0.7 |
31,896 |
1.1 |
2,989,501 |
NON U.S. |
22 |
61,610 |
2.1 |
56,487 |
1.9 |
||
27 |
82,187 |
2.7 |
88,383 |
3.0 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
1,532 |
0.6 |
1,353 |
0.5 |
271,070 | |
NON U.S. |
6,818 |
2.5 |
17,291 |
6.4 |
|||
14 |
8,350 |
3.1 |
18,644 |
6.9 |
| ||
CME AUSTRALIAN DOLLAR |
U.S. |
6,811 |
5.6 |
2,470 |
2.0 |
122,056 | |
NON U.S. |
2,868 |
2.3 |
441 |
0.4 |
|||
5 |
9,679 |
7.9 |
2,911 |
2.4 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
2,101 |
0.5 |
0 |
0.0 |
418,965 | |
NON U.S. |
6,920 |
1.7 |
1,078 |
0.3 |
|||
9 |
9,021 |
2.2 |
1,078 |
0.3 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
719 |
0.8 |
94,529 | |
NON U.S. |
2,352 |
2.5 |
810 |
0.9 |
|||
8 |
2,352 |
2.5 |
1,529 |
1.6 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
781 |
0.4 |
460 |
0.2 |
196,967 | |
NON U.S. |
1,853 |
0.9 |
1,003 |
0.5 |
|||
7 |
2,634 |
1.3 |
1,463 |
0.7 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
1,968 |
0.4 |
424 |
0.1 |
523,662 | |
NON U.S. |
14,275 |
2.7 |
18,675 |
3.6 |
|||
19 |
16,243 |
3.1 |
19,099 |
3.6 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
4,000 |
11.5 |
34,847 | |
NON U.S. |
407 |
1.2 |
175 |
0.5 |
|||
5 |
407 |
1.2 |
4,175 |
12.0 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
3,838 |
12.5 |
45 |
0.1 |
30,773 | |
NON U.S. |
3,589 |
11.7 |
0 |
0.0 |
|||
6 |
7,427 |
24.1 |
45 |
0.1 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
490 |
3.3 |
2,460 |
16.6 |
14,797 | |
NON U.S. |
2,852 |
19.3 |
412 |
2.8 |
|||
6 |
3,342 |
22.6 |
2,872 |
19.4 |
| ||
NYME NAPHTHA CRACK SPR SWAP |
U.S. |
81 |
0.8 |
1,259 |
13.0 |
9,666 | |
NON U.S. |
145 |
1.5 |
155 |
1.6 |
|||
5 |
226 |
2.3 |
1,414 |
14.6 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
400 |
2.9 |
1,145 |
8.2 |
13,933 | |
NON U.S. |
4,725 |
33.9 |
48 |
0.3 |
|||
6 |
5,125 |
36.8 |
1,193 |
8.6 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
774 |
2.5 |
832 |
2.7 |
30,403 | |
NON U.S. |
309 |
1.0 |
543 |
1.8 |
|||
5 |
1,083 |
3.6 |
1,375 |
4.5 |
|