IN CONTRACTS
REPORT DATE: 1/3/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
7,732 |
1.7 |
7,278 |
1.6 |
457,848 |
NON U.S. |
13 |
21,278 |
4.6 |
3,429 |
0.7 |
||
17 |
29,010 |
6.3 |
10,707 |
2.3 |
| ||
CBT WHEAT-HRW |
U.S. |
4 |
5,019 |
2.1 |
3,923 |
1.6 |
240,665 |
NON U.S. |
4 |
6,893 |
2.9 |
18 |
0.00 |
||
8 |
11,912 |
4.9 |
3,941 |
1.6 |
| ||
CBT CORN |
U.S. |
4 |
30,903 |
2.5 |
10,721 |
0.9 |
1,244,604 |
NON U.S. |
11 |
64,792 |
5.2 |
4,808 |
0.4 |
||
15 |
95,695 |
7.7 |
15,529 |
1.2 |
| ||
CBT SOYBEANS |
U.S. |
4 |
10,342 |
1.6 |
1,741 |
0.3 |
629,759 |
NON U.S. |
12 |
32,388 |
5.1 |
2,839 |
0.5 |
||
16 |
42,730 |
6.8 |
4,580 |
0.7 |
| ||
CBT SOYBEAN OIL |
U.S. |
11,691 |
3.2 |
4,080 |
1.1 |
370,118 | |
NON U.S. |
15,896 |
4.3 |
299 |
0.1 |
|||
10 |
27,587 |
7.5 |
4,379 |
1.2 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
3,779 |
0.6 |
593 |
0.1 |
604,589 |
NON U.S. |
4 |
2,119 |
0.4 |
454 |
0.1 |
||
8 |
5,898 |
1.0 |
1,047 |
0.2 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,270 |
4.2 |
804 |
1.5 |
54,187 | |
NON U.S. |
878 |
1.6 |
647 |
1.2 |
|||
5 |
3,148 |
5.8 |
1,451 |
2.7 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
17,336 |
4.0 |
1,219 |
0.3 |
429,039 |
NON U.S. |
6 |
18,160 |
4.2 |
112 |
0.0 |
||
10 |
35,496 |
8.3 |
1,331 |
0.3 |
| ||
NYME GULF COAST ULSD SWAP |
U.S. |
0 |
0.0 |
778 |
18.9 |
4,117 | |
NON U.S. |
180 |
4.4 |
712 |
17.3 |
|||
5 |
180 |
4.4 |
1,490 |
36.2 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,562 |
4.7 |
289 |
0.5 |
53,964 | |
NON U.S. |
4,087 |
7.6 |
63 |
0.1 |
|||
8 |
6,649 |
12.3 |
352 |
0.7 |
| ||
NYME EIA FLAT TAX ON HIGHWAY DIESEL |
U.S. |
753 |
19.1 |
26 |
0.7 |
3,940 | |
NON U.S. |
396 |
10.1 |
96 |
2.4 |
|||
5 |
1,149 |
29.2 |
122 |
3.1 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
15,307 |
0.3 |
1,363,477 |
27.1 |
5,029,743 |
NON U.S. |
8 |
32,884 |
0.7 |
753,801 |
15.0 |
||
12 |
48,191 |
1.0 |
2,117,278 |
42.1 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
17,753 |
8.3 |
14,346 |
6.7 |
212,656 | |
NON U.S. |
21,179 |
10.0 |
789 |
0.4 |
|||
8 |
38,932 |
18.3 |
15,135 |
7.1 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
0 |
0.0 |
30,275 |
20.6 |
146,950 | |
NON U.S. |
3,886 |
2.6 |
20,094 |
13.7 |
|||
5 |
3,886 |
2.6 |
50,369 |
34.3 |
| ||
IFED AECO FIN BASIS |
U.S. |
19,219 |
2.1 |
2,794 |
0.3 |
923,450 | |
NON U.S. |
26,288 |
2.8 |
624,265 |
67.6 |
|||
9 |
45,507 |
4.9 |
627,059 |
67.9 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
12,013 |
3.2 |
15,371 |
4.1 |
375,133 | |
NON U.S. |
305 |
0.1 |
64,337 |
17.2 |
|||
9 |
12,318 |
3.3 |
79,708 |
21.2 |
| ||
IFED HSC FIN BASIS |
U.S. |
21,049 |
7.5 |
32,763 |
11.7 |
279,854 | |
NON U.S. |
4,997 |
1.8 |
16,532 |
5.9 |
|||
7 |
26,046 |
9.3 |
49,295 |
17.6 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
25,995 |
15.9 |
5,930 |
3.6 |
163,169 | |
NON U.S. |
214 |
0.1 |
8,458 |
5.2 |
|||
5 |
26,209 |
16.1 |
14,388 |
8.8 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
1,610 |
0.4 |
77,228 |
18.0 |
427,905 | |
NON U.S. |
13,638 |
3.2 |
9,302 |
2.2 |
|||
5 |
15,248 |
3.6 |
86,530 |
20.2 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
9,599 |
9.8 |
720 |
0.7 |
98,106 | |
NON U.S. |
6,938 |
7.1 |
0 |
0.0 |
|||
5 |
16,537 |
16.9 |
720 |
0.7 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
46,761 |
3.8 |
29,745 |
2.4 |
1,231,340 |
NON U.S. |
12 |
42,162 |
3.4 |
37,981 |
3.1 |
||
16 |
88,923 |
7.2 |
67,726 |
5.5 |
| ||
NYME NGPL TEXOK BASIS SWAP |
U.S. |
1,888 |
4.6 |
2,523 |
6.2 |
40,686 | |
NON U.S. |
90 |
0.2 |
3,650 |
9.0 |
|||
5 |
1,978 |
4.9 |
6,173 |
15.2 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
10,849 |
3.0 |
69,759 |
19.6 |
355,791 | |
NON U.S. |
12,080 |
3.4 |
21,846 |
6.1 |
|||
7 |
22,929 |
6.4 |
91,605 |
25.7 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
16,079 |
15.0 |
531 |
0.5 |
107,394 | |
NON U.S. |
13,025 |
12.1 |
1,590 |
1.5 |
|||
7 |
29,104 |
27.1 |
2,121 |
2.0 |
| ||
CBT SOYBEAN MEAL |
U.S. |
8,624 |
2.6 |
4,139 |
1.3 |
326,477 | |
NON U.S. |
30,375 |
9.3 |
42 |
0.0 |
|||
12 |
38,999 |
11.9 |
4,181 |
1.3 |
| ||
ICUS COTTON NO. 2 |
U.S. |
8,374 |
3.4 |
3,407 |
1.4 |
247,158 | |
NON U.S. |
16,018 |
6.5 |
1,946 |
0.8 |
|||
14 |
24,392 |
9.9 |
5,353 |
2.2 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
21.5 |
7,223 |
30.3 |
23,821 | |
NON U.S. |
2,100 |
8.8 |
360 |
1.5 |
|||
5 |
7,210 |
30.3 |
7,583 |
31.8 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,636 |
5.2 |
3,579 |
5.1 |
70,447 | |
NON U.S. |
4,002 |
5.7 |
51,054 |
72.5 |
|||
5 |
7,638 |
10.8 |
54,633 |
77.6 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
8,369 |
22.2 |
2,004 |
5.3 |
37,628 | |
NON U.S. |
997 |
2.6 |
8,157 |
21.7 |
|||
5 |
9,366 |
24.9 |
10,161 |
27.0 |
| ||
NYME HENRY HUB SWAP |
U.S. |
7,799 |
0.6 |
333,783 |
24.5 |
1,361,778 | |
NON U.S. |
45,373 |
3.3 |
448,219 |
32.9 |
|||
10 |
53,172 |
3.9 |
782,002 |
57.4 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
24,728 |
8.7 |
8,415 |
3.0 |
284,230 | |
NON U.S. |
71,964 |
25.3 |
5,622 |
2.0 |
|||
9 |
96,692 |
34.0 |
14,037 |
4.9 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
4,606 |
0.4 |
6,614 |
0.6 |
1,140,716 |
NON U.S. |
10 |
14,407 |
1.3 |
15,675 |
1.4 |
||
15 |
19,013 |
1.7 |
22,289 |
2.0 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
44,516 |
1.4 |
51,887 |
1.7 |
3,096,552 |
NON U.S. |
23 |
9,090 |
0.3 |
134,793 |
4.4 |
||
30 |
53,606 |
1.7 |
186,680 |
6.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
9,741 |
0.3 |
21,432 |
0.7 |
2,969,145 |
NON U.S. |
21 |
40,269 |
1.4 |
89,651 |
3.0 |
||
26 |
50,010 |
1.7 |
111,083 |
3.7 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
151,767 |
17.2 |
83,010 |
9.4 |
882,307 |
NON U.S. |
19 |
64,428 |
7.3 |
41,962 |
4.8 |
||
24 |
216,195 |
24.5 |
124,972 |
14.2 |
| ||
CME LEAN HOGS |
U.S. |
2,504 |
1.3 |
241 |
0.1 |
196,202 | |
NON U.S. |
12,258 |
6.2 |
305 |
0.2 |
|||
10 |
14,762 |
7.5 |
546 |
0.3 |
| ||
CME LIVE CATTLE |
U.S. |
3,109 |
1.0 |
542 |
0.2 |
306,995 | |
NON U.S. |
11,928 |
3.9 |
1 |
0.000 |
|||
10 |
15,037 |
4.9 |
543 |
0.2 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,104 |
0.8 |
14,115 |
10.3 |
136,943 | |
NON U.S. |
543 |
0.4 |
2,700 |
2.0 |
|||
7 |
1,647 |
1.2 |
16,815 |
12.3 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,426 |
2.5 |
5,599 |
5.8 |
97,341 | |
NON U.S. |
1,620 |
1.7 |
6,277 |
6.4 |
|||
6 |
4,046 |
4.2 |
11,876 |
12.2 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
906 |
6.4 |
14,233 | |
NON U.S. |
5,406 |
38.0 |
0 |
0.0 |
|||
5 |
5,406 |
38.0 |
906 |
6.4 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
141 |
0.9 |
217 |
1.4 |
15,823 | |
NON U.S. |
185 |
1.2 |
2,886 |
18.2 |
|||
5 |
326 |
2.1 |
3,103 |
19.6 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
18,894 |
3.6 |
50,282 |
9.5 |
529,917 | |
NON U.S. |
3,136 |
0.6 |
3,906 |
0.7 |
|||
15 |
22,030 |
4.2 |
54,188 |
10.2 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
501 |
10.3 |
837 |
17.2 |
4,878 | |
NON U.S. |
93 |
1.9 |
120 |
2.5 |
|||
6 |
594 |
12.2 |
957 |
19.6 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
41,964 |
2.0 |
141,625 |
6.8 |
2,089,324 |
NON U.S. |
21 |
70,863 |
3.4 |
184,717 |
8.8 |
||
25 |
112,827 |
5.4 |
326,342 |
15.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
679 |
0.6 |
10,747 |
9.3 |
115,318 | |
NON U.S. |
10,186 |
8.8 |
20,935 |
18.2 |
|||
7 |
10,865 |
9.4 |
31,682 |
27.5 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
5,340 |
11.9 |
44,889 | |
NON U.S. |
3,045 |
6.8 |
780 |
1.7 |
|||
5 |
3,045 |
6.8 |
6,120 |
13.6 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
2,066 |
16.6 |
325 |
2.6 |
12,456 | |
NON U.S. |
100 |
0.8 |
1,604 |
12.9 |
|||
7 |
2,166 |
17.4 |
1,929 |
15.5 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
180 |
1.8 |
465 |
4.7 |
9,990 | |
NON U.S. |
680 |
6.8 |
1,297 |
13.0 |
|||
5 |
860 |
8.6 |
1,762 |
17.6 |
| ||
ICUS COCOA |
U.S. |
3,814 |
1.4 |
4,974 |
1.8 |
277,169 | |
NON U.S. |
6,425 |
2.3 |
1,913 |
0.7 |
|||
9 |
10,239 |
3.7 |
6,887 |
2.5 |
| ||
NYME PALLADIUM |
U.S. |
4 |
331 |
1.4 |
5,114 |
20.9 |
24,483 |
NON U.S. |
14 |
1,212 |
5.0 |
5,006 |
20.4 |
||
18 |
1,543 |
6.3 |
10,120 |
41.3 |
| ||
NYME PLATINUM |
U.S. |
5 |
0 |
0.0 |
10,775 |
16.8 |
64,102 |
NON U.S. |
17 |
2,693 |
4.2 |
9,584 |
15.0 |
||
22 |
2,693 |
4.2 |
20,359 |
31.8 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
20,321 |
2.5 |
6,520 |
0.8 |
810,483 | |
NON U.S. |
41,717 |
5.1 |
19,317 |
2.4 |
|||
14 |
62,038 |
7.7 |
25,837 |
3.2 |
| ||
ICUS COFFEE C |
U.S. |
4 |
5,817 |
3.0 |
1,503 |
0.8 |
194,266 |
NON U.S. |
13 |
9,520 |
4.9 |
3,969 |
2.0 |
||
17 |
15,337 |
7.9 |
5,472 |
2.8 |
| ||
CMX SILVER |
U.S. |
5 |
6,247 |
3.8 |
27,579 |
16.8 |
163,812 |
NON U.S. |
21 |
7,330 |
4.5 |
37,877 |
23.1 |
||
26 |
13,577 |
8.3 |
65,456 |
40.0 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
7,781 |
3.5 |
484 |
0.2 |
223,874 |
NON U.S. |
15 |
13,149 |
5.9 |
1,659 |
0.7 |
||
19 |
20,930 |
9.3 |
2,143 |
1.0 |
| ||
CMX GOLD |
U.S. |
5 |
11,393 |
2.7 |
60,352 |
14.2 |
424,673 |
NON U.S. |
28 |
24,501 |
5.8 |
49,264 |
11.6 |
||
33 |
35,894 |
8.5 |
109,616 |
25.8 |
| ||
CME JAPANESE YEN |
U.S. |
51,109 |
23.2 |
199 |
0.1 |
220,120 | |
NON U.S. |
6,789 |
3.1 |
634 |
0.3 |
|||
8 |
57,898 |
26.3 |
833 |
0.4 |
| ||
CME EURO FX |
U.S. |
12,471 |
3.0 |
339 |
0.1 |
416,239 | |
NON U.S. |
24,718 |
5.9 |
3,380 |
0.8 |
|||
15 |
37,189 |
8.9 |
3,719 |
0.9 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
8,915 |
2.2 |
4,888 |
1.2 |
408,987 |
NON U.S. |
7 |
11,727 |
2.9 |
543 |
0.1 |
||
11 |
20,642 |
5.0 |
5,431 |
1.3 |
| ||
NYME MINI EUROBOB GAS OXY NWE |
U.S. |
70 |
1.3 |
95 |
1.7 |
5,502 | |
NON U.S. |
155 |
2.8 |
30 |
0.5 |
|||
5 |
225 |
4.1 |
125 |
2.3 |
| ||
E VIX FUTURES |
U.S. |
635 |
0.2 |
585 |
0.1 |
411,436 | |
NON U.S. |
49,845 |
12.1 |
780 |
0.2 |
|||
7 |
50,480 |
12.3 |
1,365 |
0.3 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
938 |
0.7 |
2,956 |
2.1 |
138,681 |
NON U.S. |
5 |
3,082 |
2.2 |
6,118 |
4.4 |
||
9 |
4,020 |
2.9 |
9,074 |
6.5 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
2,837,550 |
25.1 |
839,179 |
7.4 |
11,315,977 |
NON U.S. |
31 |
427,444 |
3.8 |
514,167 |
4.5 |
||
38 |
3,264,994 |
28.9 |
1,353,346 |
12.0 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
9,238 |
0.3 |
79,908 |
2.8 |
2,812,086 |
NON U.S. |
16 |
77,681 |
2.8 |
68,124 |
2.4 |
||
22 |
86,919 |
3.1 |
148,032 |
5.3 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
0 |
0.0 |
2,390 |
1.0 |
229,623 | |
NON U.S. |
5,851 |
2.5 |
2,319 |
1.0 |
|||
10 |
5,851 |
2.5 |
4,709 |
2.1 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
795 |
0.1 |
6,025 |
0.9 |
660,441 |
NON U.S. |
8 |
2,070 |
0.3 |
7,256 |
1.1 |
||
13 |
2,865 |
0.4 |
13,281 |
2.0 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,108 |
1.9 |
59,207 | |
NON U.S. |
1,831 |
3.1 |
219 |
0.4 |
|||
7 |
1,831 |
3.1 |
1,327 |
2.2 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
713 |
0.3 |
136 |
0.1 |
223,274 | |
NON U.S. |
794 |
0.4 |
6,615 |
3.0 |
|||
6 |
1,507 |
0.7 |
6,751 |
3.0 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
1,373 |
0.2 |
424 |
0.1 |
811,882 | |
NON U.S. |
22,641 |
2.8 |
43,607 |
5.4 |
|||
16 |
24,014 |
3.0 |
44,031 |
5.4 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,991 |
13.7 |
0 |
0.0 |
36,488 | |
NON U.S. |
2,999 |
8.2 |
0 |
0.0 |
|||
5 |
7,990 |
21.9 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,980 |
12.1 |
1,170 |
7.1 |
16,420 | |
NON U.S. |
1,786 |
10.9 |
287 |
1.7 |
|||
6 |
3,766 |
22.9 |
1,457 |
8.9 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,155 |
11.3 |
1,455 |
14.2 |
10,262 | |
NON U.S. |
1,704 |
16.6 |
300 |
2.9 |
|||
6 |
2,859 |
27.9 |
1,755 |
17.1 |
|