IN CONTRACTS
REPORT DATE: 6/7/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
8,468 |
2.1 |
6,610 |
1.6 |
410,803 | |
NON U.S. |
19,515 |
4.8 |
4,614 |
1.1 |
|||
13 |
27,983 |
6.8 |
11,224 |
2.7 |
| ||
CBT WHEAT-HRW |
U.S. |
5,033 |
2.2 |
4,611 |
2.0 |
227,192 | |
NON U.S. |
4,719 |
2.1 |
2,641 |
1.2 |
|||
8 |
9,752 |
4.3 |
7,252 |
3.2 |
| ||
CBT CORN |
U.S. |
4 |
40,474 |
2.8 |
5,920 |
0.4 |
1,466,703 |
NON U.S. |
11 |
64,198 |
4.4 |
1,796 |
0.1 |
||
15 |
104,672 |
7.1 |
7,716 |
0.5 |
| ||
CBT SOYBEANS |
U.S. |
16,489 |
1.9 |
22 |
0.00 |
872,273 | |
NON U.S. |
30,128 |
3.5 |
5,941 |
0.7 |
|||
13 |
46,617 |
5.3 |
5,963 |
0.7 |
| ||
CBT SOYBEAN OIL |
U.S. |
5,038 |
1.2 |
4,092 |
1.0 |
405,541 | |
NON U.S. |
18,419 |
4.5 |
1,442 |
0.4 |
|||
9 |
23,457 |
5.8 |
5,534 |
1.4 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,338 |
4.7 |
1,596 |
3.2 |
49,386 | |
NON U.S. |
1,622 |
3.3 |
260 |
0.5 |
|||
5 |
3,960 |
8.0 |
1,856 |
3.8 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
14,596 |
3.5 |
1,765 |
0.4 |
416,893 |
NON U.S. |
6 |
17,547 |
4.2 |
1,548 |
0.4 |
||
10 |
32,143 |
7.7 |
3,313 |
0.8 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,522 |
2.9 |
3,386 |
6.5 |
52,027 | |
NON U.S. |
2,824 |
5.4 |
17 |
0.0 |
|||
6 |
4,346 |
8.4 |
3,403 |
6.5 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
13,838 |
0.3 |
1,137,864 |
25.5 |
4,470,300 |
NON U.S. |
8 |
26,774 |
0.6 |
662,024 |
14.8 |
||
12 |
40,612 |
0.9 |
1,799,888 |
40.3 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
14,297 |
6.4 |
24,922 |
11.1 |
223,797 | |
NON U.S. |
15,818 |
7.1 |
579 |
0.3 |
|||
8 |
30,115 |
13.5 |
25,501 |
11.4 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
302 |
0.1 |
44,038 |
20.4 |
215,826 | |
NON U.S. |
241 |
0.1 |
35,585 |
16.5 |
|||
6 |
543 |
0.3 |
79,623 |
36.9 |
| ||
IFED AECO FIN BASIS |
U.S. |
25,621 |
3.2 |
784 |
0.1 |
804,243 | |
NON U.S. |
14,020 |
1.7 |
456,556 |
56.8 |
|||
9 |
39,641 |
4.9 |
457,340 |
56.9 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
3,068 |
0.9 |
19,450 |
5.6 |
349,010 | |
NON U.S. |
0 |
0.0 |
53,554 |
15.3 |
|||
8 |
3,068 |
0.9 |
73,004 |
20.9 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,664 |
6.2 |
33,531 |
11.8 |
284,718 | |
NON U.S. |
14,351 |
5.0 |
18,661 |
6.6 |
|||
7 |
32,015 |
11.2 |
52,192 |
18.3 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
13,239 |
8.7 |
9,035 |
5.9 |
152,310 | |
NON U.S. |
4,920 |
3.2 |
10,480 |
6.9 |
|||
5 |
18,159 |
11.9 |
19,515 |
12.8 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
1,088 |
0.3 |
54,162 |
16.3 |
332,318 | |
NON U.S. |
21,209 |
6.4 |
18,463 |
5.6 |
|||
7 |
22,297 |
6.7 |
72,625 |
21.9 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
41,736 |
4.0 |
42,735 |
4.1 |
1,051,119 |
NON U.S. |
11 |
34,378 |
3.3 |
20,986 |
2.0 |
||
15 |
76,114 |
7.2 |
63,721 |
6.1 |
| ||
NYME DOMINION BASIS SWAP |
U.S. |
336 |
0.8 |
5,628 |
14.1 |
39,800 | |
NON U.S. |
492 |
1.2 |
5,540 |
13.9 |
|||
5 |
828 |
2.1 |
11,168 |
28.1 |
| ||
NYME CIG ROCKIES BASIS SWAP |
U.S. |
368 |
0.7 |
8,294 |
16.6 |
49,859 | |
NON U.S. |
1,296 |
2.6 |
16,608 |
33.3 |
|||
5 |
1,664 |
3.3 |
24,902 |
49.9 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
2,934 |
9.0 |
856 |
2.6 |
32,600 | |
NON U.S. |
4,464 |
13.7 |
8,192 |
25.1 |
|||
5 |
7,398 |
22.7 |
9,048 |
27.8 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
8,312 |
3.1 |
30,458 |
11.4 |
266,872 | |
NON U.S. |
14,818 |
5.6 |
24,415 |
9.1 |
|||
7 |
23,130 |
8.7 |
54,873 |
20.6 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
8,422 |
7.5 |
1,785 |
1.6 |
112,107 | |
NON U.S. |
8,192 |
7.3 |
4,001 |
3.6 |
|||
7 |
16,614 |
14.8 |
5,786 |
5.2 |
| ||
CBT SOYBEAN MEAL |
U.S. |
6,908 |
1.8 |
226 |
0.1 |
381,841 | |
NON U.S. |
16,625 |
4.4 |
979 |
0.3 |
|||
11 |
23,533 |
6.2 |
1,205 |
0.3 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,747 |
2.2 |
0 |
0.0 |
211,393 | |
NON U.S. |
16,895 |
8.0 |
1,394 |
0.7 |
|||
12 |
21,642 |
10.2 |
1,394 |
0.7 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
6,035 |
20.3 |
4,972 |
16.8 |
29,681 | |
NON U.S. |
1,429 |
4.8 |
552 |
1.9 |
|||
5 |
7,464 |
25.1 |
5,524 |
18.6 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,965 |
4.6 |
5,880 |
6.8 |
86,153 | |
NON U.S. |
12,487 |
14.5 |
56,752 |
65.9 |
|||
6 |
16,452 |
19.1 |
62,632 |
72.7 |
| ||
NYME PANHANDLE BASIS SWAP |
U.S. |
3,804 |
8.4 |
1,144 |
2.5 |
45,117 | |
NON U.S. |
2,279 |
5.1 |
10,671 |
23.7 |
|||
5 |
6,083 |
13.5 |
11,815 |
26.2 |
| ||
NYME HENRY HUB SWAP |
U.S. |
13,201 |
1.0 |
350,811 |
25.7 |
1,367,534 | |
NON U.S. |
46,715 |
3.4 |
462,821 |
33.8 |
|||
10 |
59,916 |
4.4 |
813,632 |
59.5 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
31,472 |
9.5 |
13,074 |
3.9 |
331,181 | |
NON U.S. |
57,291 |
17.3 |
13,387 |
4.0 |
|||
10 |
88,763 |
26.8 |
26,461 |
8.0 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
9,095 |
0.9 |
6,824 |
0.7 |
970,520 |
NON U.S. |
12 |
2,678 |
0.3 |
18,944 |
2.0 |
||
18 |
11,773 |
1.2 |
25,768 |
2.7 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
36,715 |
1.4 |
4,669 |
0.2 |
2,706,443 |
NON U.S. |
16 |
9,896 |
0.4 |
47,031 |
1.7 |
||
23 |
46,611 |
1.7 |
51,700 |
1.9 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
13,734 |
0.5 |
7,730 |
0.3 |
2,558,386 |
NON U.S. |
12 |
28,344 |
1.1 |
47,109 |
1.8 |
||
16 |
42,078 |
1.6 |
54,839 |
2.1 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
179,987 |
19.8 |
95,610 |
10.5 |
907,876 |
NON U.S. |
17 |
45,181 |
5.0 |
83,022 |
9.1 |
||
22 |
225,168 |
24.8 |
178,632 |
19.7 |
| ||
CME LEAN HOGS |
U.S. |
2,383 |
1.0 |
781 |
0.3 |
248,591 | |
NON U.S. |
12,857 |
5.2 |
359 |
0.1 |
|||
9 |
15,240 |
6.1 |
1,140 |
0.5 |
| ||
CME LIVE CATTLE |
U.S. |
2,411 |
1.0 |
639 |
0.3 |
250,554 | |
NON U.S. |
11,454 |
4.6 |
326 |
0.1 |
|||
9 |
13,865 |
5.5 |
965 |
0.4 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,722 |
1.2 |
15,299 |
10.8 |
141,446 | |
NON U.S. |
372 |
0.3 |
3,114 |
2.2 |
|||
6 |
2,094 |
1.5 |
18,413 |
13.0 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,911 |
4.1 |
3,185 |
4.4 |
71,574 | |
NON U.S. |
290 |
0.4 |
2,394 |
3.3 |
|||
5 |
3,201 |
4.5 |
5,579 |
7.8 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
1,521 |
9.2 |
16,538 | |
NON U.S. |
7,894 |
47.7 |
0 |
0.0 |
|||
5 |
7,894 |
47.7 |
1,521 |
9.2 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
7,055 |
1.7 |
45,278 |
10.9 |
416,170 | |
NON U.S. |
2,446 |
0.6 |
3,755 |
0.9 |
|||
18 |
9,501 |
2.3 |
49,033 |
11.8 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,114 |
16.7 |
559 |
8.4 |
6,664 | |
NON U.S. |
613 |
9.2 |
157 |
2.4 |
|||
9 |
1,727 |
25.9 |
716 |
10.7 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
34,006 |
1.9 |
94,676 |
5.4 |
1,748,314 |
NON U.S. |
18 |
73,143 |
4.2 |
169,687 |
9.7 |
||
22 |
107,149 |
6.1 |
264,363 |
15.1 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,392 |
1.1 |
17,542 |
14.1 |
124,294 | |
NON U.S. |
1,490 |
1.2 |
33,292 |
26.8 |
|||
8 |
2,882 |
2.3 |
50,834 |
40.9 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
8,514 |
11.8 |
71,945 | |
NON U.S. |
420 |
0.6 |
4,770 |
6.6 |
|||
6 |
420 |
0.6 |
13,284 |
18.5 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,634 |
9.9 |
1,621 |
9.9 |
16,442 | |
NON U.S. |
2,032 |
12.4 |
1,994 |
12.1 |
|||
10 |
3,666 |
22.3 |
3,615 |
22.0 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
150 |
1.0 |
315 |
2.1 |
15,346 | |
NON U.S. |
2,760 |
18.0 |
4,368 |
28.5 |
|||
6 |
2,910 |
19.0 |
4,683 |
30.5 |
| ||
ICUS COCOA |
U.S. |
1,178 |
0.6 |
1,592 |
0.8 |
206,203 | |
NON U.S. |
6,892 |
3.3 |
3,421 |
1.7 |
|||
12 |
8,070 |
3.9 |
5,013 |
2.4 |
| ||
NYME PALLADIUM |
U.S. |
381 |
1.6 |
2,183 |
9.4 |
23,144 | |
NON U.S. |
1,925 |
8.3 |
2,700 |
11.7 |
|||
17 |
2,306 |
10.0 |
4,883 |
21.1 |
| ||
NYME PLATINUM |
U.S. |
5 |
301 |
0.5 |
8,612 |
13.6 |
63,185 |
NON U.S. |
18 |
3,135 |
5.0 |
13,642 |
21.6 |
||
23 |
3,436 |
5.4 |
22,254 |
35.2 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
22,442 |
2.5 |
1,285 |
0.1 |
899,793 | |
NON U.S. |
41,440 |
4.6 |
17,674 |
2.0 |
|||
13 |
63,882 |
7.1 |
18,959 |
2.1 |
| ||
ICUS COFFEE C |
U.S. |
4 |
2,696 |
1.4 |
695 |
0.4 |
188,825 |
NON U.S. |
16 |
11,300 |
6.0 |
3,360 |
1.8 |
||
20 |
13,996 |
7.4 |
4,055 |
2.1 |
| ||
CMX SILVER |
U.S. |
5 |
6,654 |
3.5 |
27,036 |
14.1 |
192,376 |
NON U.S. |
17 |
6,860 |
3.6 |
37,143 |
19.3 |
||
22 |
13,514 |
7.0 |
64,179 |
33.4 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
8,739 |
3.8 |
3 |
0.00 |
227,927 |
NON U.S. |
11 |
12,044 |
5.3 |
1,700 |
0.7 |
||
15 |
20,783 |
9.1 |
1,703 |
0.7 |
| ||
CMX GOLD |
U.S. |
5 |
12,074 |
2.4 |
73,928 |
14.9 |
496,330 |
NON U.S. |
20 |
21,004 |
4.2 |
93,076 |
18.8 |
||
25 |
33,078 |
6.7 |
167,004 |
33.6 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.7 |
2,150 |
6.5 |
33,329 | |
NON U.S. |
14,828 |
44.5 |
11,319 |
34.0 |
|||
5 |
15,063 |
45.2 |
13,469 |
40.4 |
| ||
CME MEXICAN PESO |
U.S. |
7,693 |
5.4 |
12,100 |
8.5 |
142,333 | |
NON U.S. |
44,314 |
31.1 |
8,394 |
5.9 |
|||
9 |
52,007 |
36.5 |
20,494 |
14.4 |
| ||
CME BRITISH POUND STERLING |
U.S. |
12,567 |
4.8 |
11,337 |
4.4 |
259,238 | |
NON U.S. |
22,964 |
8.9 |
198 |
0.1 |
|||
7 |
35,531 |
13.7 |
11,535 |
4.4 |
| ||
CME JAPANESE YEN |
U.S. |
20,910 |
11.6 |
31,016 |
17.1 |
180,894 | |
NON U.S. |
10,626 |
5.9 |
713 |
0.4 |
|||
6 |
31,536 |
17.4 |
31,729 |
17.5 |
| ||
CME EURO FX |
U.S. |
17,318 |
4.5 |
0 |
0.0 |
386,010 | |
NON U.S. |
23,019 |
6.0 |
5,541 |
1.4 |
|||
14 |
40,337 |
10.4 |
5,541 |
1.4 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
10,256 |
2.6 |
2,140 |
0.5 |
395,749 |
NON U.S. |
10 |
12,503 |
3.2 |
2,061 |
0.5 |
||
14 |
22,759 |
5.8 |
4,201 |
1.1 |
| ||
CME NEW ZEALAND DOLLAR |
U.S. |
157 |
0.3 |
6,014 |
10.4 |
57,750 | |
NON U.S. |
2,217 |
3.8 |
77 |
0.1 |
|||
5 |
2,374 |
4.1 |
6,091 |
10.5 |
| ||
E VIX FUTURES |
U.S. |
1,839 |
0.4 |
69 |
0.0 |
501,258 | |
NON U.S. |
94,200 |
18.8 |
1,299 |
0.3 |
|||
7 |
96,039 |
19.2 |
1,368 |
0.3 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
526 |
0.4 |
0 |
0.0 |
130,243 | |
NON U.S. |
3,803 |
2.9 |
818 |
0.6 |
|||
7 |
4,329 |
3.3 |
818 |
0.6 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,155,627 |
19.9 |
812,870 |
7.5 |
10,823,863 |
NON U.S. |
38 |
776,568 |
7.2 |
456,992 |
4.2 |
||
46 |
2,932,195 |
27.1 |
1,269,862 |
11.7 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
4 |
24,291 |
0.8 |
10,398 |
0.3 |
3,123,389 |
NON U.S. |
21 |
41,323 |
1.3 |
39,050 |
1.3 |
||
25 |
65,614 |
2.1 |
49,448 |
1.6 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
304 |
0.1 |
1,197 |
0.5 |
243,822 | |
NON U.S. |
6,184 |
2.5 |
590 |
0.2 |
|||
9 |
6,488 |
2.7 |
1,787 |
0.7 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
358 |
0.1 |
5,625 |
1.4 |
397,562 |
NON U.S. |
7 |
6,599 |
1.7 |
1,382 |
0.3 |
||
11 |
6,957 |
1.7 |
7,007 |
1.8 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,154 |
1.2 |
97,456 | |
NON U.S. |
4,236 |
4.3 |
1,078 |
1.1 |
|||
9 |
4,236 |
4.3 |
2,232 |
2.3 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
374 |
0.2 |
0 |
0.0 |
180,998 | |
NON U.S. |
2,718 |
1.5 |
715 |
0.4 |
|||
6 |
3,092 |
1.7 |
715 |
0.4 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
2,133 |
0.3 |
424 |
0.1 |
648,141 |
NON U.S. |
12 |
13,787 |
2.1 |
46,054 |
7.1 |
||
16 |
15,920 |
2.5 |
46,478 |
7.2 |
| ||
NYME GULF COAST JET FUEL CAL SWAP |
U.S. |
135 |
16.0 |
328 |
38.8 |
846 | |
NON U.S. |
95 |
11.2 |
165 |
19.5 |
|||
5 |
230 |
27.2 |
493 |
58.3 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
6,000 |
18.9 |
31,815 | |
NON U.S. |
827 |
2.6 |
1,544 |
4.9 |
|||
5 |
827 |
2.6 |
7,544 |
23.7 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
5,473 |
16.0 |
0 |
0.0 |
34,250 | |
NON U.S. |
3,679 |
10.7 |
0 |
0.0 |
|||
6 |
9,152 |
26.7 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,740 |
9.1 |
1,811 |
9.5 |
19,048 | |
NON U.S. |
2,828 |
14.8 |
512 |
2.7 |
|||
6 |
4,568 |
24.0 |
2,323 |
12.2 |
| ||
NYME Heating Oil/Brent Crack Sprd |
U.S. |
900 |
5.4 |
905 |
5.4 |
16,788 | |
NON U.S. |
363 |
2.2 |
245 |
1.5 |
|||
5 |
1,263 |
7.5 |
1,150 |
6.9 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,613 |
10.3 |
2,270 |
14.5 |
15,651 | |
NON U.S. |
3,911 |
25.0 |
348 |
2.2 |
|||
6 |
5,524 |
35.3 |
2,618 |
16.7 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
1,004 |
3.9 |
111 |
0.4 |
25,701 | |
NON U.S. |
399 |
1.6 |
379 |
1.5 |
|||
5 |
1,403 |
5.5 |
490 |
1.9 |
|