IN CONTRACTS
REPORT DATE: 6/6/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
12,558 |
2.6 |
11,340 |
2.4 |
475,391 | |
NON U.S. |
21,486 |
4.5 |
4,866 |
1.0 |
|||
14 |
34,044 |
7.2 |
16,206 |
3.4 |
| ||
CBT WHEAT-HRW |
U.S. |
8,386 |
2.9 |
4,843 |
1.7 |
286,200 | |
NON U.S. |
7,518 |
2.6 |
362 |
0.1 |
|||
8 |
15,904 |
5.6 |
5,205 |
1.8 |
| ||
CBT CORN |
U.S. |
19,901 |
1.4 |
34,407 |
2.4 |
1,413,738 | |
NON U.S. |
62,727 |
4.4 |
10,907 |
0.8 |
|||
16 |
82,628 |
5.8 |
45,314 |
3.2 |
| ||
CBT SOYBEANS |
U.S. |
5,068 |
0.7 |
14,376 |
2.0 |
706,764 | |
NON U.S. |
24,427 |
3.5 |
2,587 |
0.4 |
|||
13 |
29,495 |
4.2 |
16,963 |
2.4 |
| ||
CBT SOYBEAN OIL |
U.S. |
8,833 |
1.9 |
5,072 |
1.1 |
457,208 | |
NON U.S. |
20,858 |
4.6 |
631 |
0.1 |
|||
9 |
29,691 |
6.5 |
5,703 |
1.2 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
5,167 |
0.7 |
2,472 |
0.4 |
704,014 | |
NON U.S. |
4,113 |
0.6 |
165 |
0.0 |
|||
7 |
9,280 |
1.3 |
2,637 |
0.4 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
22,380 |
5.9 |
2,047 |
0.5 |
378,134 | |
NON U.S. |
15,931 |
4.2 |
72 |
0.0 |
|||
8 |
38,311 |
10.1 |
2,119 |
0.6 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,423 |
6.7 |
52 |
0.1 |
36,431 | |
NON U.S. |
1,372 |
3.8 |
63 |
0.2 |
|||
5 |
3,795 |
10.4 |
115 |
0.3 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
21,335 |
0.4 |
1,452,678 |
26.6 |
5,470,034 |
NON U.S. |
8 |
46,369 |
0.8 |
806,066 |
14.7 |
||
12 |
67,704 |
1.2 |
2,258,744 |
41.3 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
16,535 |
6.2 |
13,735 |
5.2 |
266,536 | |
NON U.S. |
18,447 |
6.9 |
458 |
0.2 |
|||
8 |
34,982 |
13.1 |
14,193 |
5.3 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
3,664 |
1.7 |
19,755 |
9.1 |
216,066 | |
NON U.S. |
2,938 |
1.4 |
94,115 |
43.6 |
|||
7 |
6,602 |
3.1 |
113,870 |
52.7 |
| ||
IFED AECO FIN BASIS |
U.S. |
14,634 |
1.4 |
2,368 |
0.2 |
1,042,514 | |
NON U.S. |
36,198 |
3.5 |
646,078 |
62.0 |
|||
9 |
50,832 |
4.9 |
648,446 |
62.2 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
19,905 |
4.3 |
7,387 |
1.6 |
457,688 | |
NON U.S. |
151 |
0.0 |
56,710 |
12.4 |
|||
9 |
20,056 |
4.4 |
64,097 |
14.0 |
| ||
IFED HSC FIN BASIS |
U.S. |
18,525 |
4.9 |
40,309 |
10.7 |
377,569 | |
NON U.S. |
3,647 |
1.0 |
19,872 |
5.3 |
|||
7 |
22,172 |
5.9 |
60,181 |
15.9 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
17,950 |
11.2 |
14,416 |
9.0 |
160,008 | |
NON U.S. |
484 |
0.3 |
8,196 |
5.1 |
|||
5 |
18,434 |
11.5 |
22,612 |
14.1 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
3,696 |
0.6 |
123,312 |
20.9 |
590,750 | |
NON U.S. |
7,417 |
1.3 |
13,767 |
2.3 |
|||
7 |
11,113 |
1.9 |
137,079 |
23.2 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,033 |
2.7 |
10,020 |
13.2 |
75,764 | |
NON U.S. |
2,583 |
3.4 |
5,086 |
6.7 |
|||
5 |
4,616 |
6.1 |
15,106 |
19.9 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
6,381 |
6.5 |
2,636 |
2.7 |
98,571 | |
NON U.S. |
8,259 |
8.4 |
122 |
0.1 |
|||
5 |
14,640 |
14.9 |
2,758 |
2.8 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
43,389 |
2.9 |
37,216 |
2.5 |
1,512,631 |
NON U.S. |
13 |
40,131 |
2.7 |
51,670 |
3.4 |
||
17 |
83,520 |
5.5 |
88,886 |
5.9 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
4,935 |
1.2 |
87,660 |
21.4 |
410,443 | |
NON U.S. |
9,878 |
2.4 |
16,230 |
4.0 |
|||
8 |
14,813 |
3.6 |
103,890 |
25.3 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
12,656 |
9.8 |
2,296 |
1.8 |
129,232 | |
NON U.S. |
12,202 |
9.4 |
172 |
0.1 |
|||
7 |
24,858 |
19.2 |
2,468 |
1.9 |
| ||
CBT SOYBEAN MEAL |
U.S. |
7,298 |
1.8 |
11,152 |
2.7 |
413,898 | |
NON U.S. |
33,505 |
8.1 |
342 |
0.1 |
|||
12 |
40,803 |
9.9 |
11,494 |
2.8 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,129 |
1.8 |
826 |
0.4 |
234,798 | |
NON U.S. |
13,723 |
5.8 |
1,864 |
0.8 |
|||
13 |
17,852 |
7.6 |
2,690 |
1.1 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
23.2 |
4,891 |
22.2 |
22,052 | |
NON U.S. |
1,736 |
7.9 |
360 |
1.6 |
|||
5 |
6,846 |
31.0 |
5,251 |
23.8 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,341 |
6.0 |
3,040 |
5.5 |
55,234 | |
NON U.S. |
3,656 |
6.6 |
40,729 |
73.7 |
|||
5 |
6,997 |
12.7 |
43,769 |
79.2 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
7,073 |
24.9 |
1,104 |
3.9 |
28,440 | |
NON U.S. |
966 |
3.4 |
5,272 |
18.5 |
|||
5 |
8,039 |
28.3 |
6,376 |
22.4 |
| ||
NYME HENRY HUB SWAP |
U.S. |
6,330 |
0.5 |
329,503 |
26.0 |
1,268,683 | |
NON U.S. |
42,696 |
3.4 |
436,860 |
34.4 |
|||
10 |
49,026 |
3.9 |
766,363 |
60.4 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
33,620 |
13.7 |
2,824 |
1.2 |
244,857 | |
NON U.S. |
66,633 |
27.2 |
7,719 |
3.2 |
|||
10 |
100,253 |
40.9 |
10,543 |
4.3 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6,338 |
0.5 |
8,793 |
0.6 |
1,366,339 | |
NON U.S. |
19,983 |
1.5 |
33,241 |
2.4 |
|||
19 |
26,321 |
1.9 |
42,034 |
3.1 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
72,767 |
2.3 |
44,050 |
1.4 |
3,208,578 |
NON U.S. |
27 |
31,417 |
1.0 |
35,692 |
1.1 |
||
34 |
104,184 |
3.2 |
79,742 |
2.5 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
12,747 |
0.4 |
17,634 |
0.5 |
3,216,254 |
NON U.S. |
21 |
10,413 |
0.3 |
81,044 |
2.5 |
||
26 |
23,160 |
0.7 |
98,678 |
3.1 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
171,329 |
10.7 |
209,723 |
13.0 |
1,608,314 |
NON U.S. |
21 |
93,515 |
5.8 |
126,207 |
7.8 |
||
28 |
264,844 |
16.5 |
335,930 |
20.9 |
| ||
CME LEAN HOGS |
U.S. |
2,399 |
1.0 |
757 |
0.3 |
249,335 | |
NON U.S. |
17,472 |
7.0 |
605 |
0.2 |
|||
11 |
19,871 |
8.0 |
1,362 |
0.5 |
| ||
CME LIVE CATTLE |
U.S. |
2,225 |
0.5 |
368 |
0.1 |
414,712 | |
NON U.S. |
13,637 |
3.3 |
228 |
0.1 |
|||
9 |
15,862 |
3.8 |
596 |
0.1 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
3,946 |
18.4 |
21,435 | |
NON U.S. |
0 |
0.0 |
1,793 |
8.4 |
|||
5 |
0 |
0.0 |
5,739 |
26.8 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,557 |
2.5 |
10,038 |
9.9 |
100,979 | |
NON U.S. |
204 |
0.2 |
1,750 |
1.7 |
|||
5 |
2,761 |
2.7 |
11,788 |
11.7 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
1,380 |
1.8 |
4,798 |
6.2 |
77,236 | |
NON U.S. |
1,620 |
2.1 |
4,294 |
5.6 |
|||
6 |
3,000 |
3.9 |
9,092 |
11.8 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
110 |
1.2 |
1,237 |
13.1 |
9,432 | |
NON U.S. |
3,091 |
32.8 |
349 |
3.7 |
|||
6 |
3,201 |
33.9 |
1,586 |
16.8 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
213 |
1.4 |
534 |
3.5 |
15,192 | |
NON U.S. |
0 |
0.0 |
3,372 |
22.2 |
|||
5 |
213 |
1.4 |
3,906 |
25.7 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
18,938 |
3.2 |
53,006 |
8.9 |
598,744 | |
NON U.S. |
5,721 |
1.0 |
2,233 |
0.4 |
|||
15 |
24,659 |
4.1 |
55,239 |
9.2 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
444 |
6.9 |
727 |
11.3 |
6,448 | |
NON U.S. |
285 |
4.4 |
1,270 |
19.7 |
|||
7 |
729 |
11.3 |
1,997 |
31.0 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
65,344 |
2.9 |
186,444 |
8.4 |
2,228,585 |
NON U.S. |
23 |
77,756 |
3.5 |
158,149 |
7.1 |
||
27 |
143,100 |
6.4 |
344,593 |
15.5 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
646 |
0.5 |
6,859 |
5.7 |
119,892 | |
NON U.S. |
14,135 |
11.8 |
21,029 |
17.5 |
|||
8 |
14,781 |
12.3 |
27,888 |
23.3 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,335 |
8.6 |
411 |
2.6 |
15,510 | |
NON U.S. |
0 |
0.0 |
877 |
5.7 |
|||
5 |
1,335 |
8.6 |
1,288 |
8.3 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
225 |
2.9 |
45 |
0.6 |
7,800 | |
NON U.S. |
585 |
7.5 |
2,340 |
30.0 |
|||
6 |
810 |
10.4 |
2,385 |
30.6 |
| ||
ICUS COCOA |
U.S. |
6,546 |
2.4 |
6,260 |
2.3 |
271,462 | |
NON U.S. |
9,021 |
3.3 |
7,020 |
2.6 |
|||
12 |
15,567 |
5.7 |
13,280 |
4.9 |
| ||
NYME PALLADIUM |
U.S. |
319 |
0.9 |
7,271 |
21.0 |
34,586 | |
NON U.S. |
1,082 |
3.1 |
7,351 |
21.3 |
|||
15 |
1,401 |
4.1 |
14,622 |
42.3 |
| ||
NYME PLATINUM |
U.S. |
5 |
239 |
0.3 |
8,051 |
11.6 |
69,495 |
NON U.S. |
16 |
3,250 |
4.7 |
12,009 |
17.3 |
||
21 |
3,489 |
5.0 |
20,060 |
28.9 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
8,714 |
1.0 |
3,273 |
0.4 |
842,105 | |
NON U.S. |
33,551 |
4.0 |
5,854 |
0.7 |
|||
11 |
42,265 |
5.0 |
9,127 |
1.1 |
| ||
ICUS COFFEE C |
U.S. |
4,530 |
2.0 |
1,282 |
0.6 |
224,297 | |
NON U.S. |
9,455 |
4.2 |
4,554 |
2.0 |
|||
17 |
13,985 |
6.2 |
5,836 |
2.6 |
| ||
CMX SILVER |
U.S. |
5 |
2,664 |
1.3 |
33,566 |
16.1 |
208,967 |
NON U.S. |
23 |
7,317 |
3.5 |
39,076 |
18.7 |
||
28 |
9,981 |
4.8 |
72,642 |
34.8 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
6,911 |
2.7 |
1,159 |
0.5 |
253,643 | |
NON U.S. |
12,500 |
4.9 |
8,629 |
3.4 |
|||
19 |
19,411 |
7.7 |
9,788 |
3.9 |
| ||
CMX GOLD |
U.S. |
6 |
8,500 |
1.7 |
108,153 |
21.9 |
494,041 |
NON U.S. |
32 |
20,128 |
4.1 |
96,962 |
19.6 |
||
38 |
28,628 |
5.8 |
205,115 |
41.5 |
| ||
CME MEXICAN PESO |
U.S. |
829 |
0.4 |
0 |
0.0 |
207,116 | |
NON U.S. |
31,006 |
15.0 |
30,589 |
14.8 |
|||
5 |
31,835 |
15.4 |
30,589 |
14.8 |
| ||
CME BRITISH POUND STERLING |
U.S. |
14,955 |
6.0 |
3,194 |
1.3 |
248,173 | |
NON U.S. |
6,044 |
2.4 |
4,673 |
1.9 |
|||
5 |
20,999 |
8.5 |
7,867 |
3.2 |
| ||
CME JAPANESE YEN |
U.S. |
28,065 |
12.4 |
1,241 |
0.6 |
225,549 | |
NON U.S. |
3,922 |
1.7 |
4,899 |
2.2 |
|||
6 |
31,987 |
14.2 |
6,140 |
2.7 |
| ||
CME EURO FX |
U.S. |
1,953 |
0.4 |
47,056 |
10.5 |
447,178 | |
NON U.S. |
32,700 |
7.3 |
11,311 |
2.5 |
|||
20 |
34,653 |
7.7 |
58,367 |
13.1 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
12,800 |
3.3 |
5,478 |
1.4 |
387,713 |
NON U.S. |
7 |
11,834 |
3.1 |
1,012 |
0.3 |
||
11 |
24,634 |
6.4 |
6,490 |
1.7 |
| ||
E VIX FUTURES |
U.S. |
3,666 |
0.6 |
25 |
0.00 |
614,761 | |
NON U.S. |
61,135 |
9.9 |
2,798 |
0.5 |
|||
11 |
64,801 |
10.5 |
2,823 |
0.5 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
2,479 |
2.0 |
3,469 |
2.8 |
124,686 |
NON U.S. |
5 |
541 |
0.4 |
18,256 |
14.6 |
||
10 |
3,020 |
2.4 |
21,725 |
17.4 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,834,578 |
20.1 |
1,044,786 |
7.4 |
14,075,364 |
NON U.S. |
37 |
519,365 |
3.7 |
743,880 |
5.3 |
||
45 |
3,353,943 |
23.8 |
1,788,666 |
12.7 |
| ||
CME S&P 500 STOCK INDEX |
U.S. |
400 |
0.5 |
7,200 |
9.2 |
78,376 | |
NON U.S. |
0 |
0.0 |
5,162 |
6.6 |
|||
5 |
400 |
0.5 |
12,362 |
15.8 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
28,661 |
0.9 |
47,651 |
1.5 |
3,142,563 |
NON U.S. |
19 |
99,612 |
3.2 |
64,623 |
2.1 |
||
25 |
128,273 |
4.1 |
112,274 |
3.6 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
1,268 |
0.4 |
2,473 |
0.8 |
316,206 | |
NON U.S. |
2,030 |
0.6 |
8,504 |
2.7 |
|||
14 |
3,298 |
1.0 |
10,977 |
3.5 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
301 |
0.1 |
13,581 |
2.4 |
571,114 |
NON U.S. |
12 |
10,202 |
1.8 |
3,020 |
0.5 |
||
16 |
10,503 |
1.8 |
16,601 |
2.9 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,197 |
1.2 |
102,861 | |
NON U.S. |
2,933 |
2.9 |
3,326 |
3.2 |
|||
7 |
2,933 |
2.9 |
4,523 |
4.4 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
497 |
0.2 |
0 |
0.0 |
306,466 | |
NON U.S. |
12,678 |
4.1 |
8,492 |
2.8 |
|||
7 |
13,175 |
4.3 |
8,492 |
2.8 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
847 |
0.1 |
10,034 |
1.0 |
986,884 |
NON U.S. |
12 |
17,516 |
1.8 |
47,544 |
4.8 |
||
16 |
18,363 |
1.9 |
57,578 |
5.8 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,445 |
14.6 |
0 |
0.0 |
30,389 | |
NON U.S. |
1,903 |
6.3 |
0 |
0.0 |
|||
5 |
6,348 |
20.9 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
2,736 |
13.9 |
1,052 |
5.3 |
19,678 | |
NON U.S. |
1,562 |
7.9 |
193 |
1.0 |
|||
6 |
4,298 |
21.8 |
1,245 |
6.3 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
555 |
7.3 |
1,180 |
15.5 |
7,589 | |
NON U.S. |
1,346 |
17.7 |
300 |
4.0 |
|||
5 |
1,901 |
25.0 |
1,480 |
19.5 |
|