IN CONTRACTS
REPORT DATE: 2/7/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
8,001 |
1.7 |
3,346 |
0.7 |
476,111 | |
NON U.S. |
23,946 |
5.0 |
4,686 |
1.0 |
|||
14 |
31,947 |
6.7 |
8,032 |
1.7 |
| ||
CBT WHEAT-HRW |
U.S. |
6,196 |
2.6 |
1,969 |
0.8 |
235,143 | |
NON U.S. |
6,191 |
2.6 |
251 |
0.1 |
|||
6 |
12,387 |
5.3 |
2,220 |
0.9 |
| ||
CBT CORN |
U.S. |
26,787 |
1.9 |
6,603 |
0.5 |
1,383,789 | |
NON U.S. |
70,177 |
5.1 |
2,204 |
0.2 |
|||
15 |
96,964 |
7.0 |
8,807 |
0.6 |
| ||
CBT SOYBEANS |
U.S. |
10,727 |
1.5 |
2,801 |
0.4 |
729,898 | |
NON U.S. |
34,584 |
4.7 |
2,236 |
0.3 |
|||
15 |
45,311 |
6.2 |
5,037 |
0.7 |
| ||
CBT SOYBEAN OIL |
U.S. |
9,330 |
2.3 |
3,364 |
0.8 |
397,899 | |
NON U.S. |
16,102 |
4.0 |
19 |
0.00 |
|||
9 |
25,432 |
6.4 |
3,383 |
0.9 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
2,896 |
0.5 |
1,088 |
0.2 |
621,110 |
NON U.S. |
4 |
2,421 |
0.4 |
250 |
0.0 |
||
8 |
5,317 |
0.9 |
1,338 |
0.2 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
16,405 |
3.9 |
859 |
0.2 |
415,983 |
NON U.S. |
6 |
16,794 |
4.0 |
92 |
0.0 |
||
10 |
33,199 |
8.0 |
951 |
0.2 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,945 |
7.4 |
22 |
0.1 |
39,965 | |
NON U.S. |
3,001 |
7.5 |
63 |
0.2 |
|||
8 |
5,946 |
14.9 |
85 |
0.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
14,566 |
0.3 |
1,423,215 |
27.4 |
5,185,640 |
NON U.S. |
8 |
37,559 |
0.7 |
736,951 |
14.2 |
||
12 |
52,125 |
1.0 |
2,160,166 |
41.7 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
16,926 |
7.3 |
14,337 |
6.2 |
230,703 | |
NON U.S. |
20,417 |
8.8 |
690 |
0.3 |
|||
8 |
37,343 |
16.2 |
15,027 |
6.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
0 |
0.0 |
27,310 |
20.5 |
133,453 | |
NON U.S. |
4,528 |
3.4 |
18,856 |
14.1 |
|||
5 |
4,528 |
3.4 |
46,166 |
34.6 |
| ||
IFED AECO FIN BASIS |
U.S. |
18,039 |
2.0 |
2,886 |
0.3 |
893,378 | |
NON U.S. |
29,642 |
3.3 |
596,500 |
66.8 |
|||
9 |
47,681 |
5.3 |
599,386 |
67.1 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
17,020 |
4.4 |
12,324 |
3.2 |
385,301 | |
NON U.S. |
305 |
0.1 |
59,409 |
15.4 |
|||
9 |
17,325 |
4.5 |
71,733 |
18.6 |
| ||
IFED HSC FIN BASIS |
U.S. |
22,797 |
7.8 |
33,881 |
11.6 |
292,643 | |
NON U.S. |
4,791 |
1.6 |
15,273 |
5.2 |
|||
7 |
27,588 |
9.4 |
49,154 |
16.8 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
26,159 |
15.6 |
3,076 |
1.8 |
167,169 | |
NON U.S. |
484 |
0.3 |
6,734 |
4.0 |
|||
5 |
26,643 |
15.9 |
9,810 |
5.9 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
3,155 |
0.7 |
98,860 |
20.4 |
484,445 | |
NON U.S. |
11,293 |
2.3 |
12,391 |
2.6 |
|||
6 |
14,448 |
3.0 |
111,251 |
23.0 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
3,135 |
4.1 |
8,914 |
11.6 |
77,006 | |
NON U.S. |
4,417 |
5.7 |
2,375 |
3.1 |
|||
5 |
7,552 |
9.8 |
11,289 |
14.7 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
8,405 |
8.6 |
1,036 |
1.1 |
97,253 | |
NON U.S. |
8,326 |
8.6 |
0 |
0.0 |
|||
5 |
16,731 |
17.2 |
1,036 |
1.1 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
41,872 |
3.5 |
31,519 |
2.6 |
1,195,477 |
NON U.S. |
12 |
40,221 |
3.4 |
38,209 |
3.2 |
||
16 |
82,093 |
6.9 |
69,728 |
5.8 |
| ||
NYME NGPL TEXOK BASIS SWAP |
U.S. |
1,888 |
5.1 |
2,110 |
5.7 |
37,028 | |
NON U.S. |
31 |
0.1 |
3,178 |
8.6 |
|||
5 |
1,919 |
5.2 |
5,288 |
14.3 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,200 |
1.7 |
67,592 |
18.5 |
364,785 | |
NON U.S. |
12,486 |
3.4 |
20,802 |
5.7 |
|||
7 |
18,686 |
5.1 |
88,394 |
24.2 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
16,141 |
12.5 |
880 |
0.7 |
128,939 | |
NON U.S. |
13,195 |
10.2 |
1,391 |
1.1 |
|||
7 |
29,336 |
22.8 |
2,271 |
1.8 |
| ||
CBT SOYBEAN MEAL |
U.S. |
8,013 |
2.1 |
2,045 |
0.5 |
381,615 | |
NON U.S. |
32,835 |
8.6 |
252 |
0.1 |
|||
12 |
40,848 |
10.7 |
2,297 |
0.6 |
| ||
ICUS COTTON NO. 2 |
U.S. |
5,455 |
1.9 |
478 |
0.2 |
283,531 | |
NON U.S. |
15,562 |
5.5 |
1,995 |
0.7 |
|||
12 |
21,017 |
7.4 |
2,473 |
0.9 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
21.8 |
7,027 |
30.0 |
23,401 | |
NON U.S. |
2,100 |
9.0 |
360 |
1.5 |
|||
5 |
7,210 |
30.8 |
7,387 |
31.6 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,496 |
5.2 |
3,495 |
5.2 |
66,985 | |
NON U.S. |
3,573 |
5.3 |
49,234 |
73.5 |
|||
5 |
7,069 |
10.6 |
52,729 |
78.7 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
8,229 |
22.8 |
1,836 |
5.1 |
36,060 | |
NON U.S. |
997 |
2.8 |
7,737 |
21.5 |
|||
5 |
9,226 |
25.6 |
9,573 |
26.5 |
| ||
NYME HENRY HUB SWAP |
U.S. |
7,706 |
0.6 |
330,782 |
25.3 |
1,306,933 | |
NON U.S. |
45,290 |
3.5 |
438,890 |
33.6 |
|||
10 |
52,996 |
4.1 |
769,672 |
58.9 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
29,112 |
10.2 |
8,371 |
2.9 |
284,709 | |
NON U.S. |
77,960 |
27.4 |
5,926 |
2.1 |
|||
10 |
107,072 |
37.6 |
14,297 |
5.0 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
2,044 |
0.2 |
27,669 |
2.0 |
1,350,063 |
NON U.S. |
13 |
5,814 |
0.4 |
49,715 |
3.7 |
||
18 |
7,858 |
0.6 |
77,384 |
5.7 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
43,544 |
1.4 |
36,325 |
1.1 |
3,215,261 |
NON U.S. |
25 |
16,935 |
0.5 |
92,900 |
2.9 |
||
32 |
60,479 |
1.9 |
129,225 |
4.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
9,996 |
0.3 |
26,510 |
0.8 |
3,237,562 |
NON U.S. |
23 |
32,215 |
1.0 |
102,780 |
3.2 |
||
28 |
42,211 |
1.3 |
129,290 |
4.0 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
189,023 |
15.8 |
127,059 |
10.6 |
1,195,184 |
NON U.S. |
23 |
91,883 |
7.7 |
85,644 |
7.2 |
||
29 |
280,906 |
23.5 |
212,703 |
17.8 |
| ||
CME LEAN HOGS |
U.S. |
2,566 |
1.1 |
339 |
0.1 |
232,270 | |
NON U.S. |
13,874 |
6.0 |
4 |
0.00 |
|||
9 |
16,440 |
7.1 |
343 |
0.1 |
| ||
CME LIVE CATTLE |
U.S. |
3,165 |
0.9 |
429 |
0.1 |
338,623 | |
NON U.S. |
15,791 |
4.7 |
0 |
0.0 |
|||
9 |
18,956 |
5.6 |
429 |
0.1 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,795 |
1.6 |
12,728 |
11.4 |
111,460 | |
NON U.S. |
411 |
0.4 |
1,797 |
1.6 |
|||
7 |
2,206 |
2.0 |
14,525 |
13.0 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,356 |
2.5 |
4,885 |
5.3 |
92,949 | |
NON U.S. |
1,620 |
1.7 |
5,716 |
6.1 |
|||
6 |
3,976 |
4.3 |
10,601 |
11.4 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
743 |
5.8 |
12,860 | |
NON U.S. |
4,875 |
37.9 |
0 |
0.0 |
|||
5 |
4,875 |
37.9 |
743 |
5.8 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
186 |
1.3 |
184 |
1.3 |
14,514 | |
NON U.S. |
115 |
0.8 |
4,195 |
28.9 |
|||
6 |
301 |
2.1 |
4,379 |
30.2 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
17,566 |
2.9 |
48,614 |
7.9 |
613,075 | |
NON U.S. |
5,117 |
0.8 |
2,578 |
0.4 |
|||
15 |
22,683 |
3.7 |
51,192 |
8.4 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
468 |
9.5 |
782 |
15.8 |
4,945 | |
NON U.S. |
93 |
1.9 |
110 |
2.2 |
|||
6 |
561 |
11.3 |
892 |
18.0 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
39,931 |
1.8 |
159,023 |
7.3 |
2,191,158 | |
NON U.S. |
59,916 |
2.7 |
174,128 |
7.9 |
|||
24 |
99,847 |
4.6 |
333,151 |
15.2 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
864 |
0.7 |
12,590 |
10.5 |
120,037 | |
NON U.S. |
10,552 |
8.8 |
19,952 |
16.6 |
|||
8 |
11,416 |
9.5 |
32,542 |
27.1 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
2,085 |
14.5 |
325 |
2.3 |
14,366 | |
NON U.S. |
100 |
0.7 |
1,421 |
9.9 |
|||
6 |
2,185 |
15.2 |
1,746 |
12.2 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
180 |
1.6 |
615 |
5.3 |
11,555 | |
NON U.S. |
635 |
5.5 |
3,120 |
27.0 |
|||
6 |
815 |
7.1 |
3,735 |
32.3 |
| ||
NYME CANADIAN LIGHT SWEET OIL |
U.S. |
30 |
0.3 |
270 |
2.8 |
9,520 | |
NON U.S. |
0 |
0.0 |
2,955 |
31.0 |
|||
5 |
30 |
0.3 |
3,225 |
33.9 |
| ||
ICUS COCOA |
U.S. |
779 |
0.3 |
2,289 |
0.9 |
260,157 | |
NON U.S. |
8,585 |
3.3 |
2,738 |
1.1 |
|||
11 |
9,364 |
3.6 |
5,027 |
1.9 |
| ||
NYME PALLADIUM |
U.S. |
4 |
341 |
1.2 |
7,736 |
26.4 |
29,331 |
NON U.S. |
12 |
1,782 |
6.1 |
4,829 |
16.5 |
||
16 |
2,123 |
7.2 |
12,565 |
42.8 |
| ||
NYME PLATINUM |
U.S. |
5 |
217 |
0.3 |
14,743 |
22.7 |
64,811 |
NON U.S. |
17 |
2,572 |
4.0 |
11,961 |
18.5 |
||
22 |
2,789 |
4.3 |
26,704 |
41.2 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
16,267 |
1.9 |
3,666 |
0.4 |
859,366 | |
NON U.S. |
41,023 |
4.8 |
21,728 |
2.5 |
|||
14 |
57,290 |
6.7 |
25,394 |
3.0 |
| ||
ICUS COFFEE C |
U.S. |
3,984 |
2.2 |
235 |
0.1 |
181,894 | |
NON U.S. |
9,844 |
5.4 |
4,108 |
2.3 |
|||
16 |
13,828 |
7.6 |
4,343 |
2.4 |
| ||
CMX SILVER |
U.S. |
5 |
6,905 |
3.6 |
33,459 |
17.3 |
193,936 |
NON U.S. |
22 |
7,637 |
3.9 |
45,110 |
23.3 |
||
27 |
14,542 |
7.5 |
78,569 |
40.5 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
7,379 |
2.5 |
0 |
0.0 |
291,924 | |
NON U.S. |
13,625 |
4.7 |
2,541 |
0.9 |
|||
19 |
21,004 |
7.2 |
2,541 |
0.9 |
| ||
CMX GOLD |
U.S. |
5 |
11,327 |
2.7 |
65,242 |
15.7 |
415,543 |
NON U.S. |
27 |
21,590 |
5.2 |
63,458 |
15.3 |
||
32 |
32,917 |
7.9 |
128,700 |
31.0 |
| ||
CME CANADIAN DOLLAR |
U.S. |
1,628 |
1.4 |
77 |
0.1 |
118,424 | |
NON U.S. |
2,077 |
1.8 |
4,222 |
3.6 |
|||
5 |
3,705 |
3.1 |
4,299 |
3.6 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
7,708 |
4.1 |
189,464 | |
NON U.S. |
68,350 |
36.1 |
7,586 |
4.0 |
|||
6 |
68,350 |
36.1 |
15,294 |
8.1 |
| ||
CME BRITISH POUND STERLING |
U.S. |
6,350 |
3.0 |
1,779 |
0.8 |
211,013 | |
NON U.S. |
4,367 |
2.1 |
701 |
0.3 |
|||
6 |
10,717 |
5.1 |
2,480 |
1.2 |
| ||
CME JAPANESE YEN |
U.S. |
61,770 |
30.6 |
6,090 |
3.0 |
201,632 | |
NON U.S. |
4,762 |
2.4 |
6,663 |
3.3 |
|||
10 |
66,532 |
33.0 |
12,753 |
6.3 |
| ||
CME EURO FX |
U.S. |
24,313 |
5.9 |
128 |
0.0 |
409,178 | |
NON U.S. |
19,344 |
4.7 |
2,722 |
0.7 |
|||
16 |
43,657 |
10.7 |
2,850 |
0.7 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
7,641 |
1.8 |
3,975 |
0.9 |
428,725 |
NON U.S. |
8 |
10,877 |
2.5 |
733 |
0.2 |
||
12 |
18,518 |
4.3 |
4,708 |
1.1 |
| ||
CME NEW ZEALAND DOLLAR |
U.S. |
4,432 |
8.2 |
0 |
0.0 |
54,073 | |
NON U.S. |
2,041 |
3.8 |
50 |
0.1 |
|||
5 |
6,473 |
12.0 |
50 |
0.1 |
| ||
E VIX FUTURES |
U.S. |
3,192 |
0.6 |
243 |
0.0 |
535,393 | |
NON U.S. |
48,444 |
9.0 |
3,478 |
0.6 |
|||
8 |
51,636 |
9.6 |
3,721 |
0.7 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
1,000 |
0.8 |
2,853 |
2.2 |
128,263 |
NON U.S. |
8 |
3,278 |
2.6 |
9,458 |
7.4 |
||
12 |
4,278 |
3.3 |
12,311 |
9.6 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
3,213,969 |
26.7 |
680,631 |
5.7 |
12,017,000 |
NON U.S. |
32 |
463,781 |
3.9 |
837,884 |
7.0 |
||
39 |
3,677,750 |
30.6 |
1,518,515 |
12.6 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
11,383 |
0.4 |
73,602 |
2.5 |
2,890,204 |
NON U.S. |
14 |
69,151 |
2.4 |
85,871 |
3.0 |
||
21 |
80,534 |
2.8 |
159,473 |
5.5 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
240 |
0.1 |
1,740 |
0.8 |
231,695 | |
NON U.S. |
9,810 |
4.2 |
2,543 |
1.1 |
|||
11 |
10,050 |
4.3 |
4,283 |
1.8 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
1,011 |
0.2 |
8,629 |
1.4 |
625,415 |
NON U.S. |
9 |
3,482 |
0.6 |
6,308 |
1.0 |
||
14 |
4,493 |
0.7 |
14,937 |
2.4 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
810 |
1.4 |
58,206 | |
NON U.S. |
1,566 |
2.7 |
1,052 |
1.8 |
|||
5 |
1,566 |
2.7 |
1,862 |
3.2 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
542 |
0.2 |
56 |
0.0 |
262,788 | |
NON U.S. |
1,119 |
0.4 |
11,835 |
4.5 |
|||
6 |
1,661 |
0.6 |
11,891 |
4.5 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
691 |
0.1 |
9,461 |
1.1 |
856,461 | |
NON U.S. |
17,707 |
2.1 |
45,293 |
5.3 |
|||
15 |
18,398 |
2.1 |
54,754 |
6.4 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,399 |
14.7 |
0 |
0.0 |
29,860 | |
NON U.S. |
2,543 |
8.5 |
0 |
0.0 |
|||
5 |
6,942 |
23.2 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,932 |
11.1 |
868 |
5.0 |
17,465 | |
NON U.S. |
1,819 |
10.4 |
245 |
1.4 |
|||
6 |
3,751 |
21.5 |
1,113 |
6.4 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,155 |
12.0 |
1,440 |
14.9 |
9,665 | |
NON U.S. |
1,332 |
13.8 |
300 |
3.1 |
|||
5 |
2,487 |
25.7 |
1,740 |
18.0 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
825 |
3.0 |
611 |
2.2 |
27,791 | |
NON U.S. |
360 |
1.3 |
74 |
0.3 |
|||
5 |
1,185 |
4.3 |
685 |
2.5 |
|