|
REPORT DATE: 6/5/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
6,524 |
1.2 |
5,338 |
1.0 |
547,074 |
NON U.S. |
13 |
38,389 |
7.0 |
6,499 |
1.2 |
|
|
17 |
44,913 |
8.2 |
11,837 |
2.2 |
|
CBT WHEAT-HRW |
U.S. |
|
4,797 |
1.6 |
1,672 |
0.5 |
307,909 |
NON U.S. |
|
10,636 |
3.5 |
6,171 |
2.0 |
|
|
10 |
15,433 |
5.0 |
7,843 |
2.5 |
|
CBT CORN |
U.S. |
5 |
28,218 |
1.4 |
25,902 |
1.3 |
1,988,935 |
NON U.S. |
12 |
73,454 |
3.7 |
8,643 |
0.4 |
|
|
17 |
101,672 |
5.1 |
34,545 |
1.7 |
|
CBT SOYBEANS |
U.S. |
4 |
10,678 |
1.2 |
14,790 |
1.6 |
912,593 |
NON U.S. |
11 |
48,293 |
5.3 |
1,408 |
0.2 |
|
|
15 |
58,971 |
6.5 |
16,198 |
1.8 |
|
CBT SOYBEAN OIL |
U.S. |
|
10,146 |
2.0 |
7,868 |
1.5 |
512,124 |
NON U.S. |
|
32,292 |
6.3 |
994 |
0.2 |
|
|
10 |
42,438 |
8.3 |
8,862 |
1.7 |
|
CBT U.S. TREASURY BONDS |
U.S. |
4 |
4,890 |
0.6 |
1,750 |
0.2 |
808,644 |
NON U.S. |
5 |
9,615 |
1.2 |
4,452 |
0.6 |
|
|
9 |
14,505 |
1.8 |
6,202 |
0.8 |
|
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
|
2,397 |
4.9 |
506 |
1.0 |
49,372 |
NON U.S. |
|
319 |
0.6 |
100 |
0.2 |
|
|
5 |
2,716 |
5.5 |
606 |
1.2 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
|
11,859 |
2.9 |
3,136 |
0.8 |
407,264 |
NON U.S. |
|
14,755 |
3.6 |
909 |
0.2 |
|
|
9 |
26,614 |
6.5 |
4,045 |
1.0 |
|
IFED NATURAL GAS HENRY LD1 FIXED |
U.S. |
4 |
24,398 |
0.5 |
1,779,784 |
33.6 |
5,300,168 |
NON U.S. |
8 |
38,285 |
0.7 |
865,717 |
16.3 |
|
|
12 |
62,683 |
1.2 |
2,645,501 |
49.9 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
8,114 |
5.4 |
9,757 |
6.5 |
150,718 |
NON U.S. |
|
8,226 |
5.5 |
2,512 |
1.7 |
|
|
7 |
16,340 |
10.8 |
12,269 |
8.1 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
90 |
0.0 |
62,436 |
18.4 |
339,588 |
NON U.S. |
|
3,703 |
1.1 |
136,476 |
40.2 |
|
|
7 |
3,793 |
1.1 |
198,912 |
58.6 |
|
IFED AECO FIN BASIS |
U.S. |
|
4,162 |
0.5 |
631 |
0.1 |
835,812 |
NON U.S. |
|
35,232 |
4.2 |
628,667 |
75.2 |
|
|
8 |
39,394 |
4.7 |
629,298 |
75.3 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
26,420 |
5.8 |
841 |
0.2 |
452,234 |
NON U.S. |
|
1,300 |
0.3 |
66,267 |
14.7 |
|
|
8 |
27,720 |
6.1 |
67,108 |
14.8 |
|
IFED HSC FIN BASIS |
U.S. |
|
5,197 |
1.0 |
84,419 |
16.4 |
515,679 |
NON U.S. |
|
91 |
0.0 |
22,747 |
4.4 |
|
|
7 |
5,288 |
1.0 |
107,166 |
20.8 |
|
IFED WAHA FIN BASIS |
U.S. |
|
4,552 |
1.5 |
63,470 |
21.4 |
296,926 |
NON U.S. |
|
0 |
0.0 |
19,617 |
6.6 |
|
|
7 |
4,552 |
1.5 |
83,087 |
28.0 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
57,481 |
29.5 |
194,600 |
NON U.S. |
|
0 |
0.0 |
60,610 |
31.1 |
|
|
6 |
0 |
0.0 |
118,091 |
60.7 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
18,871 |
3.3 |
100,826 |
17.9 |
564,063 |
NON U.S. |
|
15,579 |
2.8 |
23,642 |
4.2 |
|
|
7 |
34,450 |
6.1 |
124,468 |
22.1 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
23,431 |
10.0 |
5,943 |
2.5 |
233,744 |
NON U.S. |
|
214 |
0.1 |
3,794 |
1.6 |
|
|
5 |
23,645 |
10.1 |
9,737 |
4.2 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
3,898 |
2.6 |
16,891 |
11.1 |
151,754 |
NON U.S. |
|
4,277 |
2.8 |
5,043 |
3.3 |
|
|
6 |
8,175 |
5.4 |
21,934 |
14.5 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
5,909 |
3.9 |
18,408 |
12.2 |
150,858 |
NON U.S. |
|
15,123 |
10.0 |
0 |
0.0 |
|
|
5 |
21,032 |
13.9 |
18,408 |
12.2 |
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
|
1,950 |
1.3 |
58,226 |
40.0 |
145,461 |
NON U.S. |
|
246 |
0.2 |
21,614 |
14.9 |
|
|
5 |
2,196 |
1.5 |
79,840 |
54.9 |
|
NYME NATURAL GAS |
U.S. |
4 |
30,852 |
2.0 |
51,534 |
3.3 |
1,571,064 |
NON U.S. |
15 |
69,523 |
4.4 |
72,060 |
4.6 |
|
|
19 |
100,375 |
6.4 |
123,594 |
7.9 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
7,017 |
1.7 |
64,619 |
16.1 |
401,111 |
NON U.S. |
|
4,550 |
1.1 |
15,574 |
3.9 |
|
|
8 |
11,567 |
2.9 |
80,193 |
20.0 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
10,104 |
12.0 |
4,002 |
4.8 |
84,174 |
NON U.S. |
|
5,246 |
6.2 |
1,141 |
1.4 |
|
|
6 |
15,350 |
18.2 |
5,143 |
6.1 |
|
CBT SOYBEAN MEAL |
U.S. |
|
9,204 |
1.8 |
3,100 |
0.6 |
517,330 |
NON U.S. |
|
36,001 |
7.0 |
245 |
0.0 |
|
|
12 |
45,205 |
8.7 |
3,345 |
0.6 |
|
ICUS COTTON NO. 2 |
U.S. |
|
6,598 |
2.1 |
1,960 |
0.6 |
320,545 |
NON U.S. |
|
19,482 |
6.1 |
9,008 |
2.8 |
|
|
17 |
26,080 |
8.1 |
10,968 |
3.4 |
|
NYME HENRY HUB SWAP |
U.S. |
|
3,741 |
0.3 |
327,052 |
29.2 |
1,119,722 |
NON U.S. |
|
42,464 |
3.8 |
359,528 |
32.1 |
|
|
10 |
46,205 |
4.1 |
686,580 |
61.3 |
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
|
19,373 |
11.3 |
1,968 |
1.1 |
171,157 |
NON U.S. |
|
37,559 |
21.9 |
8,777 |
5.1 |
|
|
9 |
56,932 |
33.3 |
10,745 |
6.3 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
8,629 |
0.5 |
73,382 |
4.0 |
1,813,231 |
NON U.S. |
27 |
24,649 |
1.4 |
45,336 |
2.5 |
|
|
33 |
33,278 |
1.8 |
118,718 |
6.5 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
9 |
62,623 |
1.8 |
11,714 |
0.3 |
3,523,788 |
NON U.S. |
41 |
31,458 |
0.9 |
105,095 |
3.0 |
|
|
50 |
94,081 |
2.7 |
116,809 |
3.3 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
25,425 |
0.7 |
20,922 |
0.6 |
3,680,757 |
NON U.S. |
25 |
65,404 |
1.8 |
69,731 |
1.9 |
|
|
31 |
90,829 |
2.5 |
90,653 |
2.5 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
298,167 |
15.8 |
244,234 |
13.0 |
1,885,196 |
NON U.S. |
16 |
116,680 |
6.2 |
96,353 |
5.1 |
|
|
24 |
414,847 |
22.0 |
340,587 |
18.1 |
|
CME LEAN HOGS |
U.S. |
|
1,258 |
0.5 |
1,635 |
0.7 |
238,817 |
NON U.S. |
|
15,127 |
6.3 |
508 |
0.2 |
|
|
9 |
16,385 |
6.9 |
2,143 |
0.9 |
|
CME LIVE CATTLE |
U.S. |
|
772 |
0.2 |
363 |
0.1 |
335,678 |
NON U.S. |
|
16,110 |
4.8 |
0 |
0.0 |
|
|
10 |
16,882 |
5.0 |
363 |
0.1 |
|
CME FEEDER CATTLE |
U.S. |
|
420 |
1.0 |
95 |
0.2 |
43,060 |
NON U.S. |
|
1,335 |
3.1 |
0 |
0.0 |
|
|
5 |
1,755 |
4.1 |
95 |
0.2 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
995 |
1.4 |
7,425 |
10.5 |
70,492 |
NON U.S. |
|
312 |
0.4 |
1,878 |
2.7 |
|
|
7 |
1,307 |
1.9 |
9,303 |
13.2 |
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
|
0 |
0.0 |
16,377 |
36.9 |
44,400 |
NON U.S. |
|
0 |
0.0 |
4,087 |
9.2 |
|
|
7 |
0 |
0.0 |
20,464 |
46.1 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
5,469 |
4.6 |
1,961 |
1.7 |
117,667 |
NON U.S. |
|
362 |
0.3 |
3,044 |
2.6 |
|
|
7 |
5,831 |
5.0 |
5,005 |
4.3 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,508 |
5.8 |
7,879 |
18.1 |
43,575 |
NON U.S. |
|
0 |
0.0 |
2,867 |
6.6 |
|
|
7 |
2,508 |
5.8 |
10,746 |
24.7 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
0 |
0.0 |
5,779 |
16.0 |
36,124 |
NON U.S. |
|
568 |
1.6 |
926 |
2.6 |
|
|
6 |
568 |
1.6 |
6,705 |
18.6 |
|
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
|
0 |
0.0 |
4,998 |
27.7 |
18,067 |
NON U.S. |
|
110 |
0.6 |
764 |
4.2 |
|
|
5 |
110 |
0.6 |
5,762 |
31.9 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
603 |
3.0 |
391 |
1.9 |
20,395 |
NON U.S. |
|
35 |
0.2 |
4,508 |
22.1 |
|
|
6 |
638 |
3.1 |
4,899 |
24.0 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
15,252 |
2.3 |
57,775 |
8.8 |
653,638 |
NON U.S. |
|
9,277 |
1.4 |
6,146 |
0.9 |
|
|
15 |
24,529 |
3.8 |
63,921 |
9.8 |
|
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
|
735 |
4.2 |
2,864 |
16.3 |
17,547 |
NON U.S. |
|
1,975 |
11.3 |
550 |
3.1 |
|
|
5 |
2,710 |
15.4 |
3,414 |
19.5 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
2,712 |
6.2 |
1,896 |
4.4 |
43,497 |
NON U.S. |
|
4,353 |
10.0 |
8,569 |
19.7 |
|
|
6 |
7,065 |
16.2 |
10,465 |
24.1 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
16,187 |
0.6 |
331,067 |
13.0 |
2,546,827 |
NON U.S. |
25 |
60,330 |
2.4 |
300,754 |
11.8 |
|
|
29 |
76,517 |
3.0 |
631,821 |
24.8 |
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
|
8,680 |
5.0 |
29,934 |
17.3 |
173,125 |
NON U.S. |
|
18,433 |
10.6 |
24,292 |
14.0 |
|
|
9 |
27,113 |
15.7 |
54,226 |
31.3 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
8,505 |
4.3 |
5,532 |
2.8 |
196,895 |
NON U.S. |
|
817 |
0.4 |
952 |
0.5 |
|
|
7 |
9,322 |
4.7 |
6,484 |
3.3 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
440 |
2.0 |
220 |
1.0 |
22,406 |
NON U.S. |
|
555 |
2.5 |
5,533 |
24.7 |
|
|
6 |
995 |
4.4 |
5,753 |
25.7 |
|
ICUS COCOA |
U.S. |
|
8,057 |
2.7 |
5,246 |
1.8 |
299,350 |
NON U.S. |
|
5,507 |
1.8 |
2,747 |
0.9 |
|
|
9 |
13,564 |
4.5 |
7,993 |
2.7 |
|
NYME PALLADIUM |
U.S. |
4 |
238 |
1.1 |
8,395 |
38.3 |
21,945 |
NON U.S. |
14 |
1,311 |
6.0 |
3,547 |
16.2 |
|
|
18 |
1,549 |
7.1 |
11,942 |
54.4 |
|
NYME PLATINUM |
U.S. |
4 |
2,430 |
2.9 |
6,803 |
8.1 |
84,484 |
NON U.S. |
16 |
4,509 |
5.3 |
8,534 |
10.1 |
|
|
20 |
6,939 |
8.2 |
15,337 |
18.2 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
19,298 |
1.9 |
6,532 |
0.7 |
997,686 |
NON U.S. |
|
62,634 |
6.3 |
9,503 |
1.0 |
|
|
14 |
81,932 |
8.2 |
16,035 |
1.6 |
|
ICUS COFFEE C |
U.S. |
|
5,055 |
1.9 |
3,233 |
1.2 |
265,867 |
NON U.S. |
|
14,115 |
5.3 |
756 |
0.3 |
|
|
17 |
19,170 |
7.2 |
3,989 |
1.5 |
|
CMX SILVER |
U.S. |
5 |
2,017 |
1.0 |
36,218 |
17.1 |
211,605 |
NON U.S. |
21 |
9,248 |
4.4 |
30,047 |
14.2 |
|
|
26 |
11,265 |
5.3 |
66,265 |
31.3 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
7,663 |
2.9 |
3,580 |
1.4 |
264,350 |
NON U.S. |
|
13,264 |
5.0 |
5,204 |
2.0 |
|
|
17 |
20,927 |
7.9 |
8,784 |
3.3 |
|
CMX GOLD |
U.S. |
5 |
9,822 |
2.2 |
92,675 |
20.6 |
450,641 |
NON U.S. |
28 |
32,994 |
7.3 |
82,929 |
18.4 |
|
|
33 |
42,816 |
9.5 |
175,604 |
39.0 |
|
CME CANADIAN DOLLAR |
U.S. |
|
2,035 |
1.3 |
1,108 |
0.7 |
158,317 |
NON U.S. |
|
6,181 |
3.9 |
1,876 |
1.2 |
|
|
5 |
8,216 |
5.2 |
2,984 |
1.9 |
|
CME MEXICAN PESO |
NON U.S. |
|
13,209 |
6.5 |
37,734 |
18.7 |
202,098 |
|
6 |
13,209 |
6.5 |
37,734 |
18.7 |
|
CME BRITISH POUND STERLING |
U.S. |
|
38,597 |
16.1 |
18,125 |
7.6 |
239,409 |
NON U.S. |
|
4,350 |
1.8 |
9,498 |
4.0 |
|
|
7 |
42,947 |
17.9 |
27,623 |
11.5 |
|
CME JAPANESE YEN |
U.S. |
|
3,986 |
2.7 |
0 |
0.0 |
146,448 |
NON U.S. |
|
8,801 |
6.0 |
696 |
0.5 |
|
|
6 |
12,787 |
8.7 |
696 |
0.5 |
|
CME EURO FX |
U.S. |
|
18,235 |
3.2 |
4,989 |
0.9 |
576,287 |
NON U.S. |
|
28,769 |
5.0 |
19,369 |
3.4 |
|
|
18 |
47,004 |
8.2 |
24,358 |
4.2 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
10,506 |
2.2 |
7,907 |
1.7 |
478,392 |
NON U.S. |
10 |
14,589 |
3.0 |
3,481 |
0.7 |
|
|
14 |
25,095 |
5.2 |
11,388 |
2.4 |
|
E VIX FUTURES |
U.S. |
|
3,100 |
0.7 |
0 |
0.0 |
427,468 |
NON U.S. |
|
13,817 |
3.2 |
35,387 |
8.3 |
|
|
5 |
16,917 |
4.0 |
35,387 |
8.3 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,643 |
3.7 |
1,068 |
1.1 |
97,709 |
NON U.S. |
6 |
3,401 |
3.5 |
4,176 |
4.3 |
|
|
11 |
7,044 |
7.2 |
5,244 |
5.4 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
2,401,442 |
15.6 |
769,385 |
5.0 |
15,359,979 |
NON U.S. |
38 |
824,346 |
5.4 |
669,970 |
4.4 |
|
|
45 |
3,225,788 |
21.0 |
1,439,355 |
9.4 |
|
CME E-MINI S&P ENERGY INDEX |
U.S. |
|
0 |
0.0 |
715 |
2.9 |
24,813 |
NON U.S. |
|
944 |
3.8 |
2,306 |
9.3 |
|
|
5 |
944 |
3.8 |
3,021 |
12.2 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
28,541 |
0.9 |
120,510 |
3.7 |
3,242,617 |
NON U.S. |
21 |
41,830 |
1.3 |
174,594 |
5.4 |
|
|
28 |
70,371 |
2.2 |
295,104 |
9.1 |
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
|
0 |
0.0 |
2,138 |
6.4 |
33,548 |
NON U.S. |
|
699 |
2.1 |
3,967 |
11.8 |
|
|
5 |
699 |
2.1 |
6,105 |
18.2 |
|
CME E-MINI S&P UTILITIES INDEX |
U.S. |
|
0 |
0.0 |
8,882 |
30.7 |
28,917 |
NON U.S. |
|
4,440 |
15.4 |
211 |
0.7 |
|
|
5 |
4,440 |
15.4 |
9,093 |
31.4 |
|
CME S&P 500 TOTAL RETURN INDEX |
U.S. |
|
11,434 |
9.7 |
26,760 |
22.7 |
117,983 |
NON U.S. |
|
12,509 |
10.6 |
18,250 |
15.5 |
|
|
5 |
23,943 |
20.3 |
45,010 |
38.1 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
4,880 |
1.9 |
2,898 |
1.1 |
259,707 |
NON U.S. |
11 |
6,108 |
2.4 |
624 |
0.2 |
|
|
15 |
10,988 |
4.2 |
3,522 |
1.4 |
|
CME AUSTRALIAN DOLLAR |
U.S. |
|
1,767 |
1.2 |
4,521 |
3.1 |
143,872 |
NON U.S. |
|
40,023 |
27.8 |
22 |
0.0 |
|
|
5 |
41,790 |
29.0 |
4,543 |
3.2 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
10,835 |
1.9 |
4,482 |
0.8 |
563,371 |
NON U.S. |
7 |
12,683 |
2.3 |
4,574 |
0.8 |
|
|
12 |
23,518 |
4.2 |
9,056 |
1.6 |
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
|
12,521 |
16.0 |
0 |
0.0 |
78,322 |
NON U.S. |
|
2,270 |
2.9 |
1,905 |
2.4 |
|
|
6 |
14,791 |
18.9 |
1,905 |
2.4 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
0 |
0.0 |
1,623 |
0.5 |
309,896 |
NON U.S. |
|
1,476 |
0.5 |
16,887 |
5.4 |
|
|
7 |
1,476 |
0.5 |
18,510 |
6.0 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
1,865 |
0.2 |
2,932 |
0.3 |
1,014,354 |
NON U.S. |
15 |
22,272 |
2.2 |
24,433 |
2.4 |
|
|
19 |
24,137 |
2.4 |
27,365 |
2.7 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
491 |
0.4 |
1,285 |
1.2 |
110,630 |
NON U.S. |
|
50 |
0.0 |
3,440 |
3.1 |
|
|
5 |
541 |
0.5 |
4,725 |
4.3 |
|