|
REPORT DATE: 7/3/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
|
9,724 |
2.1 |
5,779 |
1.2 |
473,605 |
NON U.S. |
|
46,102 |
9.7 |
10,617 |
2.2 |
|
|
17 |
55,826 |
11.8 |
16,396 |
3.5 |
|
CBT WHEAT-HRW |
U.S. |
|
4,918 |
1.9 |
1,267 |
0.5 |
254,656 |
NON U.S. |
|
12,298 |
4.8 |
6,278 |
2.5 |
|
|
10 |
17,216 |
6.8 |
7,545 |
3.0 |
|
CBT CORN |
U.S. |
5 |
16,737 |
0.9 |
23,594 |
1.3 |
1,830,330 |
NON U.S. |
12 |
87,396 |
4.8 |
13,648 |
0.7 |
|
|
17 |
104,133 |
5.7 |
37,242 |
2.0 |
|
CBT SOYBEANS |
U.S. |
4 |
5,798 |
0.7 |
7,316 |
0.9 |
803,511 |
NON U.S. |
15 |
45,642 |
5.7 |
8,159 |
1.0 |
|
|
19 |
51,440 |
6.4 |
15,475 |
1.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
6,210 |
1.3 |
4,404 |
0.9 |
494,841 |
NON U.S. |
|
41,219 |
8.3 |
2,271 |
0.5 |
|
|
11 |
47,429 |
9.6 |
6,675 |
1.3 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
8,371 |
1.0 |
3,376 |
0.4 |
798,849 |
NON U.S. |
5 |
6,079 |
0.8 |
5,243 |
0.7 |
|
|
10 |
14,450 |
1.8 |
8,619 |
1.1 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
10,386 |
2.5 |
12,923 |
3.1 |
415,366 |
NON U.S. |
6 |
13,743 |
3.3 |
942 |
0.2 |
|
|
10 |
24,129 |
5.8 |
13,865 |
3.3 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
4 |
21,667 |
0.4 |
1,755,688 |
33.6 |
5,231,933 |
NON U.S. |
8 |
38,789 |
0.7 |
897,978 |
17.2 |
|
|
12 |
60,456 |
1.2 |
2,653,666 |
50.7 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
9,133 |
6.7 |
10,296 |
7.5 |
136,765 |
NON U.S. |
|
8,050 |
5.9 |
2,512 |
1.8 |
|
|
7 |
17,183 |
12.6 |
12,808 |
9.4 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
0 |
0.0 |
69,143 |
18.0 |
383,417 |
NON U.S. |
|
4,380 |
1.1 |
153,785 |
40.1 |
|
|
8 |
4,380 |
1.1 |
222,928 |
58.1 |
|
IFED AECO FIN BASIS |
U.S. |
|
7,013 |
0.8 |
526 |
0.1 |
903,397 |
NON U.S. |
|
41,020 |
4.5 |
667,642 |
73.9 |
|
|
8 |
48,033 |
5.3 |
668,168 |
74.0 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
26,082 |
5.6 |
717 |
0.2 |
467,032 |
NON U.S. |
|
1,040 |
0.2 |
68,670 |
14.7 |
|
|
8 |
27,122 |
5.8 |
69,387 |
14.9 |
|
IFED HSC FIN BASIS |
U.S. |
|
4,254 |
0.8 |
86,388 |
16.2 |
532,786 |
NON U.S. |
|
786 |
0.1 |
23,677 |
4.4 |
|
|
8 |
5,040 |
0.9 |
110,065 |
20.7 |
|
IFED WAHA FIN BASIS |
U.S. |
|
5,041 |
1.6 |
68,656 |
21.9 |
313,769 |
NON U.S. |
|
0 |
0.0 |
19,249 |
6.1 |
|
|
7 |
5,041 |
1.6 |
87,905 |
28.0 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
57,628 |
28.0 |
205,683 |
NON U.S. |
|
93 |
0.0 |
61,620 |
30.0 |
|
|
6 |
93 |
0.0 |
119,248 |
58.0 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
21,575 |
3.6 |
102,318 |
17.2 |
595,271 |
NON U.S. |
|
17,196 |
2.9 |
21,835 |
3.7 |
|
|
7 |
38,771 |
6.5 |
124,153 |
20.9 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
24,006 |
9.4 |
6,482 |
2.5 |
254,231 |
NON U.S. |
|
214 |
0.1 |
8,269 |
3.3 |
|
|
6 |
24,220 |
9.5 |
14,751 |
5.8 |
|
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
|
439 |
0.4 |
412 |
0.4 |
112,046 |
NON U.S. |
|
8,735 |
7.8 |
5,060 |
4.5 |
|
|
5 |
9,174 |
8.2 |
5,472 |
4.9 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
3,656 |
2.1 |
15,485 |
9.0 |
171,765 |
NON U.S. |
|
4,791 |
2.8 |
9,129 |
5.3 |
|
|
6 |
8,447 |
4.9 |
24,614 |
14.3 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
5,112 |
3.3 |
18,075 |
11.6 |
155,916 |
NON U.S. |
|
14,719 |
9.4 |
0 |
0.0 |
|
|
5 |
19,831 |
12.7 |
18,075 |
11.6 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
1,902 |
1.3 |
57,427 |
38.0 |
151,288 |
NON U.S. |
|
246 |
0.2 |
20,994 |
13.9 |
|
|
5 |
2,148 |
1.4 |
78,421 |
51.8 |
|
NYME NATURAL GAS |
U.S. |
4 |
27,929 |
1.9 |
40,202 |
2.7 |
1,488,381 |
NON U.S. |
15 |
63,203 |
4.2 |
64,977 |
4.4 |
|
|
19 |
91,132 |
6.1 |
105,179 |
7.1 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
7,656 |
1.8 |
77,062 |
18.1 |
425,791 |
NON U.S. |
|
4,530 |
1.1 |
15,686 |
3.7 |
|
|
8 |
12,186 |
2.9 |
92,748 |
21.8 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
9,186 |
11.6 |
3,743 |
4.7 |
78,889 |
NON U.S. |
|
6,114 |
7.8 |
1,038 |
1.3 |
|
|
6 |
15,300 |
19.4 |
4,781 |
6.1 |
|
CBT SOYBEAN MEAL |
U.S. |
|
8,531 |
1.7 |
2,107 |
0.4 |
510,794 |
NON U.S. |
|
39,765 |
7.8 |
664 |
0.1 |
|
|
13 |
48,296 |
9.5 |
2,771 |
0.5 |
|
ICUS COTTON NO. 2 |
U.S. |
|
6,017 |
2.4 |
136 |
0.1 |
254,621 |
NON U.S. |
|
18,915 |
7.4 |
6,656 |
2.6 |
|
|
16 |
24,932 |
9.8 |
6,792 |
2.7 |
|
NYME HENRY HUB SWAP |
U.S. |
|
14,855 |
1.4 |
312,761 |
28.7 |
1,089,191 |
NON U.S. |
|
45,835 |
4.2 |
356,419 |
32.7 |
|
|
10 |
60,690 |
5.6 |
669,180 |
61.4 |
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
|
22,582 |
13.6 |
2,847 |
1.7 |
165,945 |
NON U.S. |
|
36,150 |
21.8 |
9,539 |
5.7 |
|
|
9 |
58,732 |
35.4 |
12,386 |
7.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
17,616 |
0.9 |
76,816 |
4.1 |
1,893,076 |
NON U.S. |
24 |
19,038 |
1.0 |
35,026 |
1.9 |
|
|
29 |
36,654 |
1.9 |
111,842 |
5.9 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
65,445 |
1.8 |
8,297 |
0.2 |
3,572,006 |
NON U.S. |
42 |
34,333 |
1.0 |
98,280 |
2.8 |
|
|
50 |
99,778 |
2.8 |
106,577 |
3.0 |
|
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
|
4,521 |
0.8 |
0 |
0.0 |
549,708 |
NON U.S. |
|
11,357 |
2.1 |
3,240 |
0.6 |
|
|
5 |
15,878 |
2.9 |
3,240 |
0.6 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
15,130 |
0.4 |
26,834 |
0.7 |
3,838,219 |
NON U.S. |
26 |
86,418 |
2.3 |
70,718 |
1.8 |
|
|
32 |
101,548 |
2.6 |
97,552 |
2.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
9 |
265,076 |
13.9 |
341,034 |
17.8 |
1,913,210 |
NON U.S. |
22 |
131,403 |
6.9 |
153,005 |
8.0 |
|
|
31 |
396,479 |
20.7 |
494,039 |
25.8 |
|
CME LEAN HOGS |
U.S. |
|
1,150 |
0.5 |
1,780 |
0.8 |
232,067 |
NON U.S. |
|
24,358 |
10.5 |
468 |
0.2 |
|
|
9 |
25,508 |
11.0 |
2,248 |
1.0 |
|
CME LIVE CATTLE |
U.S. |
|
1,065 |
0.3 |
720 |
0.2 |
323,072 |
NON U.S. |
|
22,229 |
6.9 |
0 |
0.0 |
|
|
10 |
23,294 |
7.2 |
720 |
0.2 |
|
CME FEEDER CATTLE |
U.S. |
|
311 |
0.7 |
26 |
0.1 |
46,837 |
NON U.S. |
|
1,940 |
4.1 |
222 |
0.5 |
|
|
5 |
2,251 |
4.8 |
248 |
0.5 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
853 |
1.3 |
7,733 |
11.7 |
65,900 |
NON U.S. |
|
264 |
0.4 |
2,097 |
3.2 |
|
|
7 |
1,117 |
1.7 |
9,830 |
14.9 |
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
|
0 |
0.0 |
17,828 |
38.1 |
46,783 |
NON U.S. |
|
0 |
0.0 |
4,757 |
10.2 |
|
|
7 |
0 |
0.0 |
22,585 |
48.3 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
6,619 |
5.2 |
1,770 |
1.4 |
128,286 |
NON U.S. |
|
509 |
0.4 |
3,717 |
2.9 |
|
|
7 |
7,128 |
5.6 |
5,487 |
4.3 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
1,896 |
4.4 |
8,477 |
19.6 |
43,208 |
NON U.S. |
|
0 |
0.0 |
3,369 |
7.8 |
|
|
7 |
1,896 |
4.4 |
11,846 |
27.4 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
0 |
0.0 |
6,008 |
14.9 |
40,364 |
NON U.S. |
|
391 |
1.0 |
858 |
2.1 |
|
|
5 |
391 |
1.0 |
6,866 |
17.0 |
|
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
|
0 |
0.0 |
4,805 |
28.0 |
17,163 |
NON U.S. |
|
100 |
0.6 |
937 |
5.5 |
|
|
5 |
100 |
0.6 |
5,742 |
33.5 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
570 |
2.6 |
525 |
2.4 |
21,981 |
NON U.S. |
|
0 |
0.0 |
4,342 |
19.8 |
|
|
6 |
570 |
2.6 |
4,867 |
22.1 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
20,818 |
3.3 |
52,810 |
8.4 |
629,687 |
NON U.S. |
|
5,742 |
0.9 |
4,692 |
0.7 |
|
|
17 |
26,560 |
4.2 |
57,502 |
9.1 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
18,370 |
0.7 |
308,992 |
12.5 |
2,466,531 |
NON U.S. |
24 |
59,760 |
2.4 |
293,111 |
11.9 |
|
|
28 |
78,130 |
3.2 |
602,103 |
24.4 |
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
|
8,668 |
5.2 |
38,729 |
23.3 |
166,255 |
NON U.S. |
|
18,442 |
11.1 |
24,678 |
14.8 |
|
|
10 |
27,110 |
16.3 |
63,407 |
38.1 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
10,002 |
5.0 |
7,257 |
3.6 |
199,104 |
NON U.S. |
|
1,239 |
0.6 |
214 |
0.1 |
|
|
5 |
11,241 |
5.6 |
7,471 |
3.8 |
|
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
|
250 |
0.5 |
10,182 |
20.3 |
50,239 |
NON U.S. |
|
0 |
0.0 |
1,187 |
2.4 |
|
|
5 |
250 |
0.5 |
11,369 |
22.6 |
|
NYME WTI MIDLAND ARGUS VS WTI TRADE |
U.S. |
|
9,500 |
5.4 |
29,425 |
16.6 |
176,906 |
NON U.S. |
|
40 |
0.0 |
8,103 |
4.6 |
|
|
5 |
9,540 |
5.4 |
37,528 |
21.2 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
695 |
3.6 |
50 |
0.3 |
19,500 |
NON U.S. |
|
570 |
2.9 |
4,775 |
24.5 |
|
|
6 |
1,265 |
6.5 |
4,825 |
24.7 |
|
ICUS COCOA |
U.S. |
|
3,436 |
1.4 |
1,960 |
0.8 |
253,171 |
NON U.S. |
|
3,861 |
1.5 |
3,351 |
1.3 |
|
|
10 |
7,297 |
2.9 |
5,311 |
2.1 |
|
NYME PALLADIUM |
U.S. |
4 |
409 |
1.9 |
7,071 |
32.2 |
21,980 |
NON U.S. |
15 |
1,325 |
6.0 |
3,167 |
14.4 |
|
|
19 |
1,734 |
7.9 |
10,238 |
46.6 |
|
NYME PLATINUM |
U.S. |
4 |
1,845 |
2.2 |
4,488 |
5.4 |
83,561 |
NON U.S. |
14 |
3,413 |
4.1 |
6,583 |
7.9 |
|
|
18 |
5,258 |
6.3 |
11,071 |
13.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
15,683 |
1.7 |
3,304 |
0.3 |
946,405 |
NON U.S. |
|
57,208 |
6.0 |
7,519 |
0.8 |
|
|
13 |
72,891 |
7.7 |
10,823 |
1.1 |
|
ICUS COFFEE C |
U.S. |
|
3,321 |
1.2 |
1,435 |
0.5 |
287,274 |
NON U.S. |
|
13,897 |
4.8 |
729 |
0.3 |
|
|
17 |
17,218 |
6.0 |
2,164 |
0.8 |
|
CMX SILVER |
U.S. |
5 |
2,557 |
1.2 |
37,642 |
18.3 |
205,622 |
NON U.S. |
22 |
8,341 |
4.1 |
31,072 |
15.1 |
|
|
27 |
10,898 |
5.3 |
68,714 |
33.4 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,406 |
1.7 |
0 |
0.0 |
261,618 |
NON U.S. |
|
12,674 |
4.8 |
2,736 |
1.0 |
|
|
16 |
17,080 |
6.5 |
2,736 |
1.0 |
|
CMX GOLD |
U.S. |
5 |
8,236 |
1.7 |
68,114 |
13.8 |
494,164 |
NON U.S. |
28 |
40,638 |
8.2 |
78,417 |
15.9 |
|
|
33 |
48,874 |
9.9 |
146,531 |
29.7 |
|
CME CANADIAN DOLLAR |
U.S. |
|
15,628 |
9.9 |
0 |
0.0 |
158,341 |
NON U.S. |
|
6,221 |
3.9 |
23 |
0.0 |
|
|
6 |
21,849 |
13.8 |
23 |
0.0 |
|
CME MEXICAN PESO |
NON U.S. |
|
996 |
0.7 |
35,757 |
24.6 |
145,233 |
|
7 |
996 |
0.7 |
35,757 |
24.6 |
|
CME BRITISH POUND STERLING |
U.S. |
|
19,013 |
10.3 |
2,936 |
1.6 |
184,402 |
NON U.S. |
|
5,280 |
2.9 |
633 |
0.3 |
|
|
6 |
24,293 |
13.2 |
3,569 |
1.9 |
|
CME JAPANESE YEN |
U.S. |
|
6,252 |
3.7 |
0 |
0.0 |
168,360 |
NON U.S. |
|
13,678 |
8.1 |
6,240 |
3.7 |
|
|
6 |
19,930 |
11.8 |
6,240 |
3.7 |
|
CME EURO FX |
U.S. |
|
7,898 |
1.6 |
0 |
0.0 |
487,131 |
NON U.S. |
|
22,334 |
4.6 |
3,821 |
0.8 |
|
|
17 |
30,232 |
6.2 |
3,821 |
0.8 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
5,070 |
1.2 |
11,607 |
2.6 |
439,110 |
NON U.S. |
8 |
14,174 |
3.2 |
2,972 |
0.7 |
|
|
12 |
19,244 |
4.4 |
14,579 |
3.3 |
|
E VIX FUTURES |
U.S. |
|
750 |
0.2 |
3,070 |
0.8 |
391,215 |
NON U.S. |
|
12,526 |
3.2 |
34,063 |
8.7 |
|
|
9 |
13,276 |
3.4 |
37,133 |
9.5 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
2,042 |
2.4 |
2,055 |
2.5 |
83,821 |
NON U.S. |
9 |
836 |
1.0 |
14,029 |
16.7 |
|
|
14 |
2,878 |
3.4 |
16,084 |
19.2 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,304,926 |
16.5 |
636,923 |
4.6 |
13,990,406 |
NON U.S. |
35 |
1,015,275 |
7.3 |
904,323 |
6.5 |
|
|
43 |
3,320,201 |
23.7 |
1,541,246 |
11.0 |
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
1,315 |
5.0 |
26,187 |
NON U.S. |
|
0 |
0.0 |
5,735 |
21.9 |
|
|
6 |
0 |
0.0 |
7,050 |
26.9 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
12,394 |
0.5 |
89,624 |
3.3 |
2,677,808 |
NON U.S. |
24 |
46,429 |
1.7 |
118,999 |
4.4 |
|
|
31 |
58,823 |
2.2 |
208,623 |
7.8 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
1,226 |
4.5 |
0 |
0.0 |
27,441 |
NON U.S. |
|
1,013 |
3.7 |
2,028 |
7.4 |
|
|
5 |
2,239 |
8.2 |
2,028 |
7.4 |
|
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
|
0 |
0.0 |
1,737 |
13.8 |
12,546 |
NON U.S. |
|
1,610 |
12.8 |
2,061 |
16.4 |
|
|
5 |
1,610 |
12.8 |
3,798 |
30.3 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
1,000 |
1.0 |
10,500 |
10.6 |
99,353 |
NON U.S. |
|
12,550 |
12.6 |
17,500 |
17.6 |
|
|
5 |
13,550 |
13.6 |
28,000 |
28.2 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
232 |
0.1 |
4,935 |
2.0 |
242,301 |
NON U.S. |
9 |
5,677 |
2.3 |
10,714 |
4.4 |
|
|
13 |
5,909 |
2.4 |
15,649 |
6.5 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
864 |
0.6 |
0 |
0.0 |
141,049 |
NON U.S. |
|
8,892 |
6.3 |
80 |
0.1 |
|
|
6 |
9,756 |
6.9 |
80 |
0.1 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
6 |
12,796 |
2.3 |
4,122 |
0.7 |
557,938 |
NON U.S. |
9 |
17,369 |
3.1 |
13,703 |
2.5 |
|
|
15 |
30,165 |
5.4 |
17,825 |
3.2 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
|
0 |
0.0 |
775 |
1.4 |
54,109 |
NON U.S. |
|
502 |
0.9 |
1,823 |
3.4 |
|
|
6 |
502 |
0.9 |
2,598 |
4.8 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
0 |
0.0 |
266 |
0.1 |
308,537 |
NON U.S. |
|
1,355 |
0.4 |
23,347 |
7.6 |
|
|
7 |
1,355 |
0.4 |
23,613 |
7.7 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
1,862 |
0.2 |
2,960 |
0.3 |
964,605 |
NON U.S. |
14 |
13,283 |
1.4 |
23,134 |
2.4 |
|
|
19 |
15,145 |
1.6 |
26,094 |
2.7 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
491 |
0.4 |
1,515 |
1.3 |
112,537 |
NON U.S. |
|
45,529 |
40.5 |
27,869 |
24.8 |
|
|
6 |
46,020 |
40.9 |
29,384 |
26.1 |
|
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
|
2,100 |
19.0 |
36 |
0.3 |
11,047 |
NON U.S. |
|
480 |
4.3 |
50 |
0.5 |
|
|
5 |
2,580 |
23.4 |
86 |
0.8 |
|
|
|
|
|
|
|
|
|