IN CONTRACTS
REPORT DATE: 5/2/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
6,514 |
1.5 |
5,507 |
1.3 |
438,524 | |
NON U.S. |
23,110 |
5.3 |
4,033 |
0.9 |
|||
15 |
29,624 |
6.8 |
9,540 |
2.2 |
| ||
CBT WHEAT-HRW |
U.S. |
12,060 |
4.8 |
8,379 |
3.4 |
249,823 | |
NON U.S. |
7,095 |
2.8 |
406 |
0.2 |
|||
8 |
19,155 |
7.7 |
8,785 |
3.5 |
| ||
CBT CORN |
U.S. |
11,702 |
0.9 |
29,496 |
2.2 |
1,326,162 | |
NON U.S. |
64,108 |
4.8 |
6,457 |
0.5 |
|||
16 |
75,810 |
5.7 |
35,953 |
2.7 |
| ||
CBT SOYBEANS |
U.S. |
1,288 |
0.2 |
9,971 |
1.6 |
641,899 | |
NON U.S. |
26,435 |
4.1 |
1,489 |
0.2 |
|||
13 |
27,723 |
4.3 |
11,460 |
1.8 |
| ||
CBT SOYBEAN OIL |
U.S. |
5,730 |
1.4 |
2,912 |
0.7 |
415,214 | |
NON U.S. |
21,947 |
5.3 |
0 |
0.0 |
|||
9 |
27,677 |
6.7 |
2,912 |
0.7 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
5 |
7,486 |
1.2 |
3,760 |
0.6 |
642,881 |
NON U.S. |
4 |
1,707 |
0.3 |
482 |
0.1 |
||
9 |
9,193 |
1.4 |
4,242 |
0.7 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
21,338 |
5.0 |
2,820 |
0.7 |
426,835 | |
NON U.S. |
15,158 |
3.6 |
1 |
0.000 |
|||
8 |
36,496 |
8.6 |
2,821 |
0.7 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,484 |
6.4 |
0 |
0.0 |
38,809 | |
NON U.S. |
2,106 |
5.4 |
63 |
0.2 |
|||
7 |
4,590 |
11.8 |
63 |
0.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
19,570 |
0.4 |
1,414,772 |
25.6 |
5,528,502 |
NON U.S. |
8 |
38,850 |
0.7 |
830,659 |
15.0 |
||
12 |
58,420 |
1.1 |
2,245,431 |
40.6 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
15,488 |
6.9 |
13,215 |
5.9 |
224,999 | |
NON U.S. |
19,170 |
8.5 |
412 |
0.2 |
|||
8 |
34,658 |
15.4 |
13,627 |
6.1 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
0 |
0.0 |
22,259 |
11.4 |
196,022 | |
NON U.S. |
4,920 |
2.5 |
61,824 |
31.5 |
|||
5 |
4,920 |
2.5 |
84,083 |
42.9 |
| ||
IFED AECO FIN BASIS |
U.S. |
16,999 |
1.6 |
2,519 |
0.2 |
1,037,480 | |
NON U.S. |
31,405 |
3.0 |
639,372 |
61.6 |
|||
9 |
48,404 |
4.7 |
641,891 |
61.9 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
19,449 |
4.2 |
9,468 |
2.1 |
461,266 | |
NON U.S. |
91 |
0.0 |
60,461 |
13.1 |
|||
9 |
19,540 |
4.2 |
69,929 |
15.2 |
| ||
IFED HSC FIN BASIS |
U.S. |
20,048 |
5.4 |
41,368 |
11.2 |
370,269 | |
NON U.S. |
3,961 |
1.1 |
20,033 |
5.4 |
|||
7 |
24,009 |
6.5 |
61,401 |
16.6 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
25,111 |
14.9 |
4,091 |
2.4 |
168,116 | |
NON U.S. |
484 |
0.3 |
5,270 |
3.1 |
|||
5 |
25,595 |
15.2 |
9,361 |
5.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
2,990 |
0.5 |
118,103 |
19.6 |
601,098 | |
NON U.S. |
9,751 |
1.6 |
14,606 |
2.4 |
|||
7 |
12,741 |
2.1 |
132,709 |
22.1 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,311 |
2.8 |
11,127 |
13.3 |
83,871 | |
NON U.S. |
2,914 |
3.5 |
5,086 |
6.1 |
|||
5 |
5,225 |
6.2 |
16,213 |
19.3 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
7,305 |
6.8 |
3,020 |
2.8 |
107,865 | |
NON U.S. |
7,590 |
7.0 |
122 |
0.1 |
|||
5 |
14,895 |
13.8 |
3,142 |
2.9 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
47,645 |
3.1 |
40,277 |
2.7 |
1,519,525 |
NON U.S. |
11 |
35,337 |
2.3 |
47,544 |
3.1 |
||
15 |
82,982 |
5.5 |
87,821 |
5.8 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
5,194 |
1.4 |
74,405 |
19.9 |
374,703 | |
NON U.S. |
10,046 |
2.7 |
15,931 |
4.3 |
|||
8 |
15,240 |
4.1 |
90,336 |
24.1 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
11,538 |
9.1 |
1,368 |
1.1 |
126,709 | |
NON U.S. |
12,248 |
9.7 |
207 |
0.2 |
|||
7 |
23,786 |
18.8 |
1,575 |
1.2 |
| ||
CBT SOYBEAN MEAL |
U.S. |
2,740 |
0.7 |
5,445 |
1.5 |
366,491 | |
NON U.S. |
34,795 |
9.5 |
122 |
0.0 |
|||
12 |
37,535 |
10.2 |
5,567 |
1.5 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,588 |
1.8 |
51 |
0.0 |
260,058 | |
NON U.S. |
16,643 |
6.4 |
1,964 |
0.8 |
|||
14 |
21,231 |
8.2 |
2,015 |
0.8 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
23.6 |
5,401 |
24.9 |
21,648 | |
NON U.S. |
1,856 |
8.6 |
360 |
1.7 |
|||
5 |
6,966 |
32.2 |
5,761 |
26.6 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,341 |
5.8 |
3,190 |
5.6 |
57,442 | |
NON U.S. |
3,172 |
5.5 |
42,829 |
74.6 |
|||
5 |
6,513 |
11.3 |
46,019 |
80.1 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
7,403 |
24.4 |
1,284 |
4.2 |
30,390 | |
NON U.S. |
966 |
3.2 |
5,962 |
19.6 |
|||
5 |
8,369 |
27.5 |
7,246 |
23.8 |
| ||
NYME HENRY HUB SWAP |
U.S. |
6,822 |
0.5 |
319,470 |
25.2 |
1,269,842 | |
NON U.S. |
39,452 |
3.1 |
441,855 |
34.8 |
|||
10 |
46,274 |
3.6 |
761,325 |
60.0 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
30,415 |
12.4 |
2,566 |
1.0 |
246,219 | |
NON U.S. |
69,440 |
28.2 |
5,502 |
2.2 |
|||
10 |
99,855 |
40.6 |
8,068 |
3.3 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
3,924 |
0.3 |
26,131 |
1.9 |
1,388,577 |
NON U.S. |
21 |
8,693 |
0.6 |
41,242 |
3.0 |
||
26 |
12,617 |
0.9 |
67,373 |
4.9 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
51,063 |
1.6 |
21,451 |
0.7 |
3,250,046 |
NON U.S. |
26 |
22,538 |
0.7 |
37,289 |
1.1 |
||
34 |
73,601 |
2.3 |
58,740 |
1.8 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
6,815 |
0.2 |
24,707 |
0.8 |
3,238,721 |
NON U.S. |
24 |
20,466 |
0.6 |
79,497 |
2.5 |
||
30 |
27,281 |
0.8 |
104,204 |
3.2 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
160,360 |
12.6 |
155,159 |
12.2 |
1,274,482 |
NON U.S. |
24 |
105,835 |
8.3 |
124,232 |
9.7 |
||
31 |
266,195 |
20.9 |
279,391 |
21.9 |
| ||
CME LEAN HOGS |
U.S. |
2,087 |
0.9 |
650 |
0.3 |
221,089 | |
NON U.S. |
17,799 |
8.1 |
742 |
0.3 |
|||
10 |
19,886 |
9.0 |
1,392 |
0.6 |
| ||
CME LIVE CATTLE |
U.S. |
1,877 |
0.4 |
189 |
0.0 |
431,718 | |
NON U.S. |
15,653 |
3.6 |
0 |
0.0 |
|||
10 |
17,530 |
4.1 |
189 |
0.0 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
4,479 |
18.4 |
24,288 | |
NON U.S. |
0 |
0.0 |
1,944 |
8.0 |
|||
5 |
0 |
0.0 |
6,423 |
26.4 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,455 |
1.4 |
11,484 |
10.7 |
107,029 | |
NON U.S. |
184 |
0.2 |
2,083 |
1.9 |
|||
5 |
1,639 |
1.5 |
13,567 |
12.7 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
1,380 |
1.7 |
5,482 |
6.9 |
79,269 | |
NON U.S. |
1,620 |
2.0 |
4,770 |
6.0 |
|||
6 |
3,000 |
3.8 |
10,252 |
12.9 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
110 |
1.2 |
1,263 |
13.6 |
9,313 | |
NON U.S. |
3,544 |
38.1 |
357 |
3.8 |
|||
6 |
3,654 |
39.2 |
1,620 |
17.4 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
186 |
1.5 |
510 |
4.0 |
12,735 | |
NON U.S. |
0 |
0.0 |
3,652 |
28.7 |
|||
5 |
186 |
1.5 |
4,162 |
32.7 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
24,592 |
4.1 |
49,497 |
8.2 |
603,641 | |
NON U.S. |
7,667 |
1.3 |
2,493 |
0.4 |
|||
15 |
32,259 |
5.3 |
51,990 |
8.6 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
369 |
5.7 |
932 |
14.4 |
6,473 | |
NON U.S. |
285 |
4.4 |
1,280 |
19.8 |
|||
7 |
654 |
10.1 |
2,212 |
34.2 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
46,678 |
2.1 |
177,011 |
8.0 |
2,215,531 |
NON U.S. |
22 |
77,440 |
3.5 |
166,442 |
7.5 |
||
26 |
124,118 |
5.6 |
343,453 |
15.5 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
646 |
0.5 |
7,652 |
6.3 |
121,094 | |
NON U.S. |
12,688 |
10.5 |
19,520 |
16.1 |
|||
7 |
13,334 |
11.0 |
27,172 |
22.4 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,483 |
9.4 |
459 |
2.9 |
15,826 | |
NON U.S. |
0 |
0.0 |
988 |
6.2 |
|||
5 |
1,483 |
9.4 |
1,447 |
9.1 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
225 |
2.5 |
165 |
1.8 |
8,983 | |
NON U.S. |
590 |
6.6 |
2,920 |
32.5 |
|||
7 |
815 |
9.1 |
3,085 |
34.3 |
| ||
ICUS COCOA |
U.S. |
652 |
0.2 |
3,436 |
1.1 |
307,188 | |
NON U.S. |
8,723 |
2.8 |
5,614 |
1.8 |
|||
12 |
9,375 |
3.1 |
9,050 |
2.9 |
| ||
NYME PALLADIUM |
U.S. |
4 |
324 |
0.9 |
6,660 |
18.2 |
36,686 |
NON U.S. |
13 |
1,136 |
3.1 |
7,648 |
20.8 |
||
17 |
1,460 |
4.0 |
14,308 |
39.0 |
| ||
NYME PLATINUM |
U.S. |
4 |
675 |
0.9 |
10,165 |
14.2 |
71,757 |
NON U.S. |
16 |
2,984 |
4.2 |
10,315 |
14.4 |
||
20 |
3,659 |
5.1 |
20,480 |
28.5 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
11,974 |
1.6 |
3,197 |
0.4 |
765,024 | |
NON U.S. |
36,906 |
4.8 |
4,644 |
0.6 |
|||
10 |
48,880 |
6.4 |
7,841 |
1.0 |
| ||
ICUS COFFEE C |
U.S. |
6,635 |
3.2 |
3,385 |
1.6 |
206,724 | |
NON U.S. |
9,893 |
4.8 |
4,302 |
2.1 |
|||
16 |
16,528 |
8.0 |
7,687 |
3.7 |
| ||
CMX SILVER |
U.S. |
5 |
3,478 |
1.8 |
29,940 |
15.8 |
189,240 |
NON U.S. |
22 |
6,633 |
3.5 |
39,844 |
21.1 |
||
27 |
10,111 |
5.3 |
69,784 |
36.9 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
6,849 |
2.8 |
367 |
0.1 |
248,643 | |
NON U.S. |
13,537 |
5.4 |
4,947 |
2.0 |
|||
17 |
20,386 |
8.2 |
5,314 |
2.1 |
| ||
CMX GOLD |
U.S. |
6 |
8,546 |
1.9 |
100,937 |
21.9 |
461,905 |
NON U.S. |
30 |
19,548 |
4.2 |
88,570 |
19.2 |
||
36 |
28,094 |
6.1 |
189,507 |
41.0 |
| ||
CME MEXICAN PESO |
U.S. |
447 |
0.3 |
0 |
0.0 |
177,326 | |
NON U.S. |
38,934 |
22.0 |
33,433 |
18.9 |
|||
6 |
39,381 |
22.2 |
33,433 |
18.9 |
| ||
CME BRITISH POUND STERLING |
U.S. |
22,148 |
8.3 |
3,871 |
1.4 |
267,230 | |
NON U.S. |
4,199 |
1.6 |
6,654 |
2.5 |
|||
5 |
26,347 |
9.9 |
10,525 |
3.9 |
| ||
CME JAPANESE YEN |
U.S. |
23,510 |
11.9 |
1,480 |
0.8 |
196,845 | |
NON U.S. |
3,441 |
1.7 |
7,380 |
3.7 |
|||
8 |
26,951 |
13.7 |
8,860 |
4.5 |
| ||
CME EURO FX |
U.S. |
807 |
0.2 |
29,496 |
7.2 |
409,936 | |
NON U.S. |
22,653 |
5.5 |
7,153 |
1.7 |
|||
19 |
23,460 |
5.7 |
36,649 |
8.9 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
13,660 |
3.3 |
6,201 |
1.5 |
407,813 | |
NON U.S. |
11,022 |
2.7 |
592 |
0.1 |
|||
10 |
24,682 |
6.1 |
6,793 |
1.7 |
| ||
E VIX FUTURES |
U.S. |
1,892 |
0.4 |
485 |
0.1 |
540,301 | |
NON U.S. |
36,692 |
6.8 |
1,439 |
0.3 |
|||
12 |
38,584 |
7.1 |
1,924 |
0.4 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
2,158 |
1.7 |
3,164 |
2.5 |
126,370 | |
NON U.S. |
516 |
0.4 |
17,408 |
13.8 |
|||
7 |
2,674 |
2.1 |
20,572 |
16.3 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
3,147,573 |
23.7 |
950,297 |
7.1 |
13,306,893 |
NON U.S. |
39 |
657,776 |
4.9 |
724,345 |
5.4 |
||
46 |
3,805,349 |
28.6 |
1,674,642 |
12.6 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
17,071 |
0.6 |
61,054 |
2.1 |
2,958,197 |
NON U.S. |
16 |
72,378 |
2.4 |
67,840 |
2.3 |
||
22 |
89,449 |
3.0 |
128,894 |
4.4 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
697 |
0.3 |
1,576 |
0.6 |
272,977 | |
NON U.S. |
2,261 |
0.8 |
5,806 |
2.1 |
|||
11 |
2,958 |
1.1 |
7,382 |
2.7 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
212 |
0.0 |
13,105 |
2.2 |
583,258 |
NON U.S. |
10 |
7,181 |
1.2 |
2,015 |
0.3 |
||
15 |
7,393 |
1.3 |
15,120 |
2.6 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,166 |
1.4 |
81,188 | |
NON U.S. |
1,727 |
2.1 |
1,443 |
1.8 |
|||
6 |
1,727 |
2.1 |
2,609 |
3.2 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
759 |
0.3 |
0 |
0.0 |
288,898 | |
NON U.S. |
8,497 |
2.9 |
413 |
0.1 |
|||
8 |
9,256 |
3.2 |
413 |
0.1 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
872 |
0.1 |
10,119 |
1.1 |
924,551 |
NON U.S. |
13 |
12,524 |
1.4 |
39,839 |
4.3 |
||
17 |
13,396 |
1.4 |
49,958 |
5.4 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,155 |
14.3 |
0 |
0.0 |
29,150 | |
NON U.S. |
1,735 |
6.0 |
0 |
0.0 |
|||
5 |
5,890 |
20.2 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
2,202 |
11.7 |
536 |
2.8 |
18,886 | |
NON U.S. |
1,720 |
9.1 |
206 |
1.1 |
|||
6 |
3,922 |
20.8 |
742 |
3.9 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
855 |
10.1 |
1,295 |
15.3 |
8,484 | |
NON U.S. |
1,342 |
15.8 |
300 |
3.5 |
|||
5 |
2,197 |
25.9 |
1,595 |
18.8 |
|