IN CONTRACTS
REPORT DATE: 7/11/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
12,521 |
2.9 |
1,897 |
0.4 |
436,850 | |
NON U.S. |
22,796 |
5.2 |
3,930 |
0.9 |
|||
15 |
35,317 |
8.1 |
5,827 |
1.3 |
| ||
CBT WHEAT-HRW |
U.S. |
7,011 |
2.6 |
738 |
0.3 |
269,659 | |
NON U.S. |
10,356 |
3.8 |
1,121 |
0.4 |
|||
9 |
17,367 |
6.4 |
1,859 |
0.7 |
| ||
CBT CORN |
U.S. |
8,110 |
0.6 |
15,774 |
1.1 |
1,373,866 | |
NON U.S. |
68,825 |
5.0 |
12,867 |
0.9 |
|||
16 |
76,935 |
5.6 |
28,641 |
2.1 |
| ||
CBT SOYBEANS |
U.S. |
4,365 |
0.6 |
10,365 |
1.5 |
675,354 | |
NON U.S. |
23,137 |
3.4 |
5,489 |
0.8 |
|||
11 |
27,502 |
4.1 |
15,854 |
2.3 |
| ||
CBT SOYBEAN OIL |
U.S. |
6,942 |
1.7 |
1,541 |
0.4 |
400,791 | |
NON U.S. |
20,684 |
5.2 |
0 |
0.0 |
|||
8 |
27,626 |
6.9 |
1,541 |
0.4 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
5 |
2,251 |
0.3 |
8,854 |
1.2 |
730,834 |
NON U.S. |
5 |
1,233 |
0.2 |
2,864 |
0.4 |
||
10 |
3,484 |
0.5 |
11,718 |
1.6 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
22,956 |
5.6 |
3,552 |
0.9 |
413,360 | |
NON U.S. |
16,366 |
4.0 |
1 |
0.000 |
|||
8 |
39,322 |
9.5 |
3,553 |
0.9 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
3,218 |
8.1 |
0 |
0.0 |
39,596 | |
NON U.S. |
1,298 |
3.3 |
63 |
0.2 |
|||
5 |
4,516 |
11.4 |
63 |
0.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
18,372 |
0.3 |
1,502,902 |
27.7 |
5,420,473 |
NON U.S. |
8 |
53,927 |
1.0 |
792,611 |
14.6 |
||
12 |
72,299 |
1.3 |
2,295,513 |
42.3 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
16,142 |
5.5 |
13,107 |
4.5 |
293,354 | |
NON U.S. |
17,995 |
6.1 |
423 |
0.1 |
|||
8 |
34,137 |
11.6 |
13,530 |
4.6 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
2,622 |
1.2 |
20,009 |
8.9 |
223,706 | |
NON U.S. |
2,875 |
1.3 |
106,894 |
47.8 |
|||
7 |
5,497 |
2.5 |
126,903 |
56.7 |
| ||
IFED AECO FIN BASIS |
U.S. |
12,989 |
1.3 |
2,368 |
0.2 |
972,020 | |
NON U.S. |
45,752 |
4.7 |
625,437 |
64.3 |
|||
9 |
58,741 |
6.0 |
627,805 |
64.6 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
20,507 |
4.7 |
6,314 |
1.4 |
440,078 | |
NON U.S. |
151 |
0.0 |
53,819 |
12.2 |
|||
9 |
20,658 |
4.7 |
60,133 |
13.7 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,163 |
4.2 |
48,285 |
11.7 |
410,976 | |
NON U.S. |
3,335 |
0.8 |
19,517 |
4.7 |
|||
7 |
20,498 |
5.0 |
67,802 |
16.5 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
17,634 |
10.8 |
15,520 |
9.5 |
163,226 | |
NON U.S. |
304 |
0.2 |
7,167 |
4.4 |
|||
5 |
17,938 |
11.0 |
22,687 |
13.9 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
3,315 |
0.6 |
122,282 |
22.0 |
556,000 | |
NON U.S. |
6,532 |
1.2 |
12,368 |
2.2 |
|||
7 |
9,847 |
1.8 |
134,650 |
24.2 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,033 |
2.9 |
9,287 |
13.1 |
71,039 | |
NON U.S. |
2,552 |
3.6 |
4,775 |
6.7 |
|||
5 |
4,585 |
6.5 |
14,062 |
19.8 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
5,699 |
6.2 |
4,335 |
4.7 |
92,202 | |
NON U.S. |
8,011 |
8.7 |
122 |
0.1 |
|||
5 |
13,710 |
14.9 |
4,457 |
4.8 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
36,423 |
2.7 |
32,860 |
2.4 |
1,347,125 |
NON U.S. |
14 |
43,347 |
3.2 |
49,688 |
3.7 |
||
18 |
79,770 |
5.9 |
82,548 |
6.1 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
4,610 |
1.2 |
81,827 |
21.4 |
381,674 | |
NON U.S. |
9,984 |
2.6 |
15,641 |
4.1 |
|||
8 |
14,594 |
3.8 |
97,468 |
25.5 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
14,114 |
10.4 |
2,255 |
1.7 |
135,551 | |
NON U.S. |
11,987 |
8.8 |
574 |
0.4 |
|||
7 |
26,101 |
19.3 |
2,829 |
2.1 |
| ||
CBT SOYBEAN MEAL |
U.S. |
2,656 |
0.8 |
5,371 |
1.5 |
352,336 | |
NON U.S. |
28,889 |
8.2 |
194 |
0.1 |
|||
10 |
31,545 |
9.0 |
5,565 |
1.6 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4 |
5,570 |
2.6 |
52 |
0.0 |
210,783 |
NON U.S. |
10 |
21,694 |
10.3 |
734 |
0.3 |
||
14 |
27,264 |
12.9 |
786 |
0.4 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
23.1 |
4,364 |
19.8 |
22,077 | |
NON U.S. |
1,612 |
7.3 |
360 |
1.6 |
|||
5 |
6,722 |
30.4 |
4,724 |
21.4 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,341 |
6.4 |
2,885 |
5.5 |
52,320 | |
NON U.S. |
3,274 |
6.3 |
38,435 |
73.5 |
|||
5 |
6,615 |
12.6 |
41,320 |
79.0 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
6,732 |
25.1 |
918 |
3.4 |
26,859 | |
NON U.S. |
966 |
3.6 |
4,590 |
17.1 |
|||
5 |
7,698 |
28.7 |
5,508 |
20.5 |
| ||
NYME HENRY HUB SWAP |
U.S. |
5,592 |
0.4 |
331,175 |
25.4 |
1,305,728 | |
NON U.S. |
42,954 |
3.3 |
433,196 |
33.2 |
|||
10 |
48,546 |
3.7 |
764,371 |
58.5 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
33,801 |
13.7 |
3,882 |
1.6 |
246,252 | |
NON U.S. |
64,239 |
26.1 |
7,456 |
3.0 |
|||
10 |
98,040 |
39.8 |
11,338 |
4.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
3,440 |
0.3 |
18,302 |
1.4 |
1,333,159 |
NON U.S. |
17 |
12,151 |
0.9 |
27,539 |
2.1 |
||
22 |
15,591 |
1.2 |
45,841 |
3.4 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
9 |
67,344 |
2.1 |
22,256 |
0.7 |
3,136,441 |
NON U.S. |
27 |
20,653 |
0.7 |
67,347 |
2.1 |
||
36 |
87,997 |
2.8 |
89,603 |
2.9 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
15,412 |
0.5 |
14,420 |
0.5 |
2,986,911 |
NON U.S. |
19 |
19,336 |
0.6 |
89,570 |
3.0 |
||
23 |
34,748 |
1.2 |
103,990 |
3.5 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
197,983 |
12.5 |
190,796 |
12.1 |
1,582,233 |
NON U.S. |
20 |
82,080 |
5.2 |
128,998 |
8.2 |
||
28 |
280,063 |
17.7 |
319,794 |
20.2 |
| ||
CME LEAN HOGS |
U.S. |
2,743 |
1.0 |
940 |
0.3 |
279,523 | |
NON U.S. |
18,350 |
6.6 |
1,638 |
0.6 |
|||
11 |
21,093 |
7.5 |
2,578 |
0.9 |
| ||
CME LIVE CATTLE |
U.S. |
2,324 |
0.6 |
86 |
0.0 |
371,693 | |
NON U.S. |
14,588 |
3.9 |
0 |
0.0 |
|||
9 |
16,912 |
4.5 |
86 |
0.0 |
| ||
CME FEEDER CATTLE |
U.S. |
260 |
0.4 |
20 |
0.0 |
58,761 | |
NON U.S. |
429 |
0.7 |
316 |
0.5 |
|||
5 |
689 |
1.2 |
336 |
0.6 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
3,733 |
16.6 |
22,435 | |
NON U.S. |
0 |
0.0 |
1,800 |
8.0 |
|||
5 |
0 |
0.0 |
5,533 |
24.7 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
1,380 |
1.9 |
4,289 |
5.8 |
73,571 | |
NON U.S. |
1,620 |
2.2 |
3,926 |
5.3 |
|||
6 |
3,000 |
4.1 |
8,215 |
11.2 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
110 |
1.2 |
1,166 |
12.7 |
9,188 | |
NON U.S. |
2,598 |
28.3 |
341 |
3.7 |
|||
5 |
2,708 |
29.5 |
1,507 |
16.4 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
339 |
2.0 |
531 |
3.1 |
16,865 | |
NON U.S. |
0 |
0.0 |
3,435 |
20.4 |
|||
5 |
339 |
2.0 |
3,966 |
23.5 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
16,469 |
3.0 |
45,681 |
8.4 |
545,765 | |
NON U.S. |
5,697 |
1.0 |
3,181 |
0.6 |
|||
15 |
22,166 |
4.1 |
48,862 |
9.0 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
411 |
6.3 |
672 |
10.3 |
6,528 | |
NON U.S. |
285 |
4.4 |
1,062 |
16.3 |
|||
7 |
696 |
10.7 |
1,734 |
26.6 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
55,068 |
2.6 |
179,509 |
8.4 |
2,133,575 | |
NON U.S. |
84,887 |
4.0 |
145,446 |
6.8 |
|||
25 |
139,955 |
6.6 |
324,955 |
15.2 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
646 |
0.6 |
6,313 |
5.5 |
114,661 | |
NON U.S. |
13,688 |
11.9 |
18,192 |
15.9 |
|||
7 |
14,334 |
12.5 |
24,505 |
21.4 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,187 |
7.3 |
363 |
2.2 |
16,183 | |
NON U.S. |
0 |
0.0 |
766 |
4.7 |
|||
5 |
1,187 |
7.3 |
1,129 |
7.0 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
295 |
4.7 |
0 |
0.0 |
6,305 | |
NON U.S. |
510 |
8.1 |
1,750 |
27.8 |
|||
5 |
805 |
12.8 |
1,750 |
27.8 |
| ||
ICUS COCOA |
U.S. |
4 |
1,410 |
0.5 |
2,741 |
1.0 |
274,523 |
NON U.S. |
9 |
7,635 |
2.8 |
6,568 |
2.4 |
||
13 |
9,045 |
3.3 |
9,309 |
3.4 |
| ||
NYME PALLADIUM |
U.S. |
4 |
300 |
0.9 |
7,839 |
23.7 |
33,097 |
NON U.S. |
13 |
1,224 |
3.7 |
5,831 |
17.6 |
||
17 |
1,524 |
4.6 |
13,670 |
41.3 |
| ||
NYME PLATINUM |
U.S. |
5 |
244 |
0.3 |
5,198 |
7.0 |
74,471 |
NON U.S. |
17 |
3,742 |
5.0 |
8,494 |
11.4 |
||
22 |
3,986 |
5.4 |
13,692 |
18.4 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
12,013 |
1.6 |
3,591 |
0.5 |
762,211 | |
NON U.S. |
42,801 |
5.6 |
4,983 |
0.7 |
|||
13 |
54,814 |
7.2 |
8,574 |
1.1 |
| ||
ICUS COFFEE C |
U.S. |
4 |
3,675 |
1.6 |
713 |
0.3 |
227,103 |
NON U.S. |
16 |
10,910 |
4.8 |
4,496 |
2.0 |
||
20 |
14,585 |
6.4 |
5,209 |
2.3 |
| ||
CMX SILVER |
U.S. |
5 |
2,480 |
1.2 |
22,897 |
11.0 |
207,592 |
NON U.S. |
23 |
8,724 |
4.2 |
29,611 |
14.3 |
||
28 |
11,204 |
5.4 |
52,508 |
25.3 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
6,253 |
2.4 |
98 |
0.0 |
264,039 |
NON U.S. |
16 |
14,168 |
5.4 |
7,101 |
2.7 |
||
20 |
20,421 |
7.7 |
7,199 |
2.7 |
| ||
CMX GOLD |
U.S. |
5 |
14,013 |
2.9 |
78,063 |
16.4 |
475,669 |
NON U.S. |
29 |
26,675 |
5.6 |
67,373 |
14.2 |
||
34 |
40,688 |
8.6 |
145,436 |
30.6 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
595 |
0.3 |
213,241 | |
NON U.S. |
16,107 |
7.6 |
57,201 |
26.8 |
|||
6 |
16,107 |
7.6 |
57,796 |
27.1 |
| ||
CME JAPANESE YEN |
U.S. |
32,908 |
13.7 |
514 |
0.2 |
239,786 | |
NON U.S. |
9,837 |
4.1 |
3,001 |
1.3 |
|||
6 |
42,745 |
17.8 |
3,515 |
1.5 |
| ||
CME EURO FX |
U.S. |
392 |
0.1 |
48,230 |
11.0 |
436,899 | |
NON U.S. |
33,926 |
7.8 |
12,018 |
2.8 |
|||
20 |
34,318 |
7.9 |
60,248 |
13.8 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
9,543 |
2.5 |
2,985 |
0.8 |
383,501 |
NON U.S. |
7 |
11,958 |
3.1 |
685 |
0.2 |
||
11 |
21,501 |
5.6 |
3,670 |
1.0 |
| ||
E VIX FUTURES |
U.S. |
4,276 |
0.7 |
40 |
0.00 |
576,528 | |
NON U.S. |
53,761 |
9.3 |
6,218 |
1.1 |
|||
11 |
58,037 |
10.1 |
6,258 |
1.1 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,043 |
2.3 |
3,629 |
2.8 |
129,503 |
NON U.S. |
5 |
615 |
0.5 |
9,200 |
7.1 |
||
10 |
3,658 |
2.8 |
12,829 |
9.9 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
2,498,567 |
19.3 |
1,021,993 |
7.9 |
12,971,072 |
NON U.S. |
34 |
622,957 |
4.8 |
648,891 |
5.0 |
||
41 |
3,121,524 |
24.1 |
1,670,884 |
12.9 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
13,355 |
0.5 |
77,861 |
2.7 |
2,844,657 |
NON U.S. |
20 |
59,546 |
2.1 |
93,169 |
3.3 |
||
25 |
72,901 |
2.6 |
171,030 |
6.0 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
1,726 |
0.6 |
3,396 |
1.2 |
279,925 |
NON U.S. |
12 |
818 |
0.3 |
15,906 |
5.7 |
||
16 |
2,544 |
0.9 |
19,302 |
6.9 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
6,540 |
1.1 |
10,777 |
1.9 |
571,124 |
NON U.S. |
13 |
6,890 |
1.2 |
4,547 |
0.8 |
||
18 |
13,430 |
2.4 |
15,324 |
2.7 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
720 |
0.2 |
372 |
0.1 |
319,564 | |
NON U.S. |
12,412 |
3.9 |
17,210 |
5.4 |
|||
7 |
13,132 |
4.1 |
17,582 |
5.5 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
239 |
0.0 |
20,479 |
2.0 |
1,031,885 |
NON U.S. |
13 |
20,657 |
2.0 |
15,323 |
1.5 |
||
17 |
20,896 |
2.0 |
35,802 |
3.5 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
3,850 |
12.1 |
0 |
0.0 |
31,865 | |
NON U.S. |
2,146 |
6.7 |
0 |
0.0 |
|||
5 |
5,996 |
18.8 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
2,547 |
13.4 |
954 |
5.0 |
18,988 | |
NON U.S. |
1,155 |
6.1 |
180 |
0.9 |
|||
5 |
3,702 |
19.5 |
1,134 |
6.0 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
255 |
3.8 |
1,065 |
15.8 |
6,745 | |
NON U.S. |
1,620 |
24.0 |
300 |
4.4 |
|||
5 |
1,875 |
27.8 |
1,365 |
20.2 |
|