|
REPORT DATE: 5/1/2018 |
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
14,971 |
3.2 |
10,270 |
2.2 |
463,257 |
NON U.S. |
12 |
35,302 |
7.6 |
2,391 |
0.5 |
|
|
16 |
50,273 |
10.9 |
12,661 |
2.7 |
|
CBT WHEAT-HRW |
U.S. |
|
5,748 |
2.3 |
3,095 |
1.2 |
249,830 |
NON U.S. |
|
10,815 |
4.3 |
6,431 |
2.6 |
|
|
11 |
16,563 |
6.6 |
9,526 |
3.8 |
|
CBT CORN |
U.S. |
5 |
36,102 |
2.1 |
21,056 |
1.2 |
1,750,116 |
NON U.S. |
11 |
72,253 |
4.1 |
5,654 |
0.3 |
|
|
16 |
108,355 |
6.2 |
26,710 |
1.5 |
|
CBT SOYBEANS |
U.S. |
4 |
13,085 |
1.5 |
7,483 |
0.9 |
847,595 |
NON U.S. |
10 |
42,389 |
5.0 |
66 |
0.0 |
|
|
14 |
55,474 |
6.5 |
7,549 |
0.9 |
|
CBT SOYBEAN OIL |
U.S. |
|
6,703 |
1.3 |
4,239 |
0.8 |
509,165 |
NON U.S. |
|
28,872 |
5.7 |
824 |
0.2 |
|
|
10 |
35,575 |
7.0 |
5,063 |
1.0 |
|
CBT U.S. TREASURY BONDS |
U.S. |
5 |
9,188 |
1.1 |
2,167 |
0.3 |
838,806 |
NON U.S. |
8 |
3,830 |
0.5 |
4,518 |
0.5 |
|
|
13 |
13,018 |
1.6 |
6,685 |
0.8 |
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
13,889 |
3.2 |
6,047 |
1.4 |
437,185 |
NON U.S. |
4 |
13,381 |
3.1 |
15 |
0.0 |
|
|
8 |
27,270 |
6.2 |
6,062 |
1.4 |
|
IFED NATURAL GAS ICE HENRY HUB LD1 |
U.S. |
4 |
23,887 |
0.5 |
1,763,120 |
34.0 |
5,180,018 |
NON U.S. |
7 |
49,189 |
0.9 |
797,806 |
15.4 |
|
|
11 |
73,076 |
1.4 |
2,560,926 |
49.4 |
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
|
9,008 |
5.8 |
10,800 |
7.0 |
154,220 |
NON U.S. |
|
8,926 |
5.8 |
2,632 |
1.7 |
|
|
7 |
17,934 |
11.6 |
13,432 |
8.7 |
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
|
729 |
0.2 |
36,024 |
11.6 |
310,506 |
NON U.S. |
|
4,170 |
1.3 |
124,744 |
40.2 |
|
|
7 |
4,899 |
1.6 |
160,768 |
51.8 |
|
IFED AECO FIN BASIS |
U.S. |
|
6,571 |
0.8 |
538 |
0.1 |
801,196 |
NON U.S. |
|
30,201 |
3.8 |
620,161 |
77.4 |
|
|
7 |
36,772 |
4.6 |
620,699 |
77.5 |
|
IFED CHICAGO FIN BASIS |
U.S. |
|
28,599 |
5.4 |
992 |
0.2 |
526,624 |
NON U.S. |
|
1,300 |
0.2 |
65,715 |
12.5 |
|
|
8 |
29,899 |
5.7 |
66,707 |
12.7 |
|
IFED HSC FIN BASIS |
U.S. |
|
7,045 |
1.5 |
74,881 |
15.4 |
485,178 |
NON U.S. |
|
235 |
0.0 |
25,605 |
5.3 |
|
|
7 |
7,280 |
1.5 |
100,486 |
20.7 |
|
IFED WAHA FIN BASIS |
U.S. |
|
2,025 |
0.7 |
62,733 |
21.1 |
297,126 |
NON U.S. |
|
31 |
0.0 |
20,900 |
7.0 |
|
|
7 |
2,056 |
0.7 |
83,633 |
28.1 |
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
|
0 |
0.0 |
43,313 |
23.3 |
186,025 |
NON U.S. |
|
0 |
0.0 |
55,209 |
29.7 |
|
|
5 |
0 |
0.0 |
98,522 |
53.0 |
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
|
17,487 |
3.0 |
107,553 |
18.2 |
589,877 |
NON U.S. |
|
16,092 |
2.7 |
28,020 |
4.8 |
|
|
7 |
33,579 |
5.7 |
135,573 |
23.0 |
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
|
20,030 |
8.6 |
7,565 |
3.2 |
232,876 |
NON U.S. |
|
214 |
0.1 |
5,520 |
2.4 |
|
|
6 |
20,244 |
8.7 |
13,085 |
5.6 |
|
IFED HENRY HUB - TAILGATE LOUISIANA (BASIS) |
U.S. |
|
12,057 |
6.5 |
13,904 |
7.4 |
186,674 |
NON U.S. |
|
0 |
0.0 |
3,454 |
1.9 |
|
|
5 |
12,057 |
6.5 |
17,358 |
9.3 |
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
|
4,022 |
2.3 |
13,987 |
7.9 |
178,107 |
NON U.S. |
|
4,212 |
2.4 |
6,072 |
3.4 |
|
|
6 |
8,234 |
4.6 |
20,059 |
11.3 |
|
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
|
7,982 |
6.7 |
2,692 |
2.3 |
118,856 |
NON U.S. |
|
16,618 |
14.0 |
0 |
0.0 |
|
|
5 |
24,600 |
20.7 |
2,692 |
2.3 |
|
NYME NATURAL GAS |
U.S. |
4 |
40,246 |
2.8 |
36,609 |
2.6 |
1,421,698 |
NON U.S. |
15 |
64,871 |
4.6 |
72,521 |
5.1 |
|
|
19 |
105,117 |
7.4 |
109,130 |
7.7 |
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
|
7,194 |
1.9 |
68,987 |
18.7 |
369,485 |
NON U.S. |
|
4,741 |
1.3 |
15,245 |
4.1 |
|
|
8 |
11,935 |
3.2 |
84,232 |
22.8 |
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
|
10,142 |
12.3 |
2,574 |
3.1 |
82,135 |
NON U.S. |
|
5,015 |
6.1 |
1,102 |
1.3 |
|
|
6 |
15,157 |
18.5 |
3,676 |
4.5 |
|
CBT SOYBEAN MEAL |
U.S. |
|
6,534 |
1.3 |
1,217 |
0.2 |
519,252 |
NON U.S. |
|
34,039 |
6.6 |
23 |
0.0 |
|
|
12 |
40,573 |
7.8 |
1,240 |
0.2 |
|
ICUS COTTON NO. 2 |
U.S. |
|
4,421 |
1.6 |
0 |
0.0 |
270,245 |
NON U.S. |
|
22,204 |
8.2 |
8,801 |
3.3 |
|
|
16 |
26,625 |
9.9 |
8,801 |
3.3 |
|
NYME HENRY HUB SWAP |
U.S. |
|
14,358 |
1.3 |
330,978 |
29.7 |
1,114,505 |
NON U.S. |
|
42,258 |
3.8 |
361,973 |
32.5 |
|
|
10 |
56,616 |
5.1 |
692,951 |
62.2 |
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
|
16,205 |
10.7 |
2,412 |
1.6 |
151,240 |
NON U.S. |
|
40,011 |
26.5 |
7,459 |
4.9 |
|
|
9 |
56,216 |
37.2 |
9,871 |
6.5 |
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
8,157 |
0.4 |
47,748 |
2.4 |
1,997,748 |
NON U.S. |
22 |
26,956 |
1.3 |
43,874 |
2.2 |
|
|
27 |
35,113 |
1.8 |
91,622 |
4.6 |
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
53,460 |
1.4 |
9,541 |
0.3 |
3,691,604 |
NON U.S. |
34 |
38,027 |
1.0 |
84,021 |
2.3 |
|
|
42 |
91,487 |
2.5 |
93,562 |
2.5 |
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
20,167 |
0.5 |
19,709 |
0.5 |
3,685,665 |
NON U.S. |
23 |
74,522 |
2.0 |
52,461 |
1.4 |
|
|
29 |
94,689 |
2.6 |
72,170 |
2.0 |
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
303,185 |
14.0 |
274,127 |
12.6 |
2,172,516 |
NON U.S. |
18 |
128,623 |
5.9 |
134,315 |
6.2 |
|
|
26 |
431,808 |
19.9 |
408,442 |
18.8 |
|
CME LEAN HOGS |
U.S. |
|
988 |
0.4 |
1,562 |
0.6 |
255,180 |
NON U.S. |
|
13,777 |
5.4 |
647 |
0.3 |
|
|
9 |
14,765 |
5.8 |
2,209 |
0.9 |
|
CME LIVE CATTLE |
U.S. |
|
1,367 |
0.4 |
813 |
0.2 |
351,026 |
NON U.S. |
|
18,618 |
5.3 |
162 |
0.0 |
|
|
10 |
19,985 |
5.7 |
975 |
0.3 |
|
CME FEEDER CATTLE |
U.S. |
|
250 |
0.6 |
229 |
0.5 |
43,808 |
NON U.S. |
|
891 |
2.0 |
0 |
0.0 |
|
|
5 |
1,141 |
2.6 |
229 |
0.5 |
|
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
|
1,080 |
1.4 |
8,545 |
11.3 |
75,336 |
NON U.S. |
|
216 |
0.3 |
1,389 |
1.8 |
|
|
7 |
1,296 |
1.7 |
9,934 |
13.2 |
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
|
0 |
0.0 |
16,253 |
41.1 |
39,579 |
NON U.S. |
|
0 |
0.0 |
3,354 |
8.5 |
|
|
6 |
0 |
0.0 |
19,607 |
49.5 |
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
|
5,837 |
4.8 |
2,596 |
2.2 |
120,395 |
NON U.S. |
|
780 |
0.6 |
2,194 |
1.8 |
|
|
7 |
6,617 |
5.5 |
4,790 |
4.0 |
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
|
2,690 |
6.1 |
7,493 |
16.9 |
44,285 |
NON U.S. |
|
0 |
0.0 |
2,572 |
5.8 |
|
|
7 |
2,690 |
6.1 |
10,065 |
22.7 |
|
NYME MT BELV NORM BUTANE OPIS |
U.S. |
|
0 |
0.0 |
5,447 |
16.8 |
32,506 |
NON U.S. |
|
709 |
2.2 |
733 |
2.3 |
|
|
6 |
709 |
2.2 |
6,180 |
19.0 |
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
|
640 |
3.2 |
497 |
2.5 |
20,057 |
NON U.S. |
|
5 |
0.0 |
4,569 |
22.8 |
|
|
5 |
645 |
3.2 |
5,066 |
25.3 |
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
|
11,146 |
1.7 |
64,103 |
9.9 |
649,875 |
NON U.S. |
|
6,034 |
0.9 |
5,485 |
0.8 |
|
|
14 |
17,180 |
2.6 |
69,588 |
10.7 |
|
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
|
2,262 |
5.4 |
2,096 |
5.0 |
42,037 |
NON U.S. |
|
3,753 |
8.9 |
8,701 |
20.7 |
|
|
6 |
6,015 |
14.3 |
10,797 |
25.7 |
|
IFED ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
|
0 |
0.0 |
17,211 |
11.0 |
155,899 |
NON U.S. |
|
0 |
0.0 |
14,862 |
9.5 |
|
|
5 |
0 |
0.0 |
32,073 |
20.6 |
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
11,438 |
0.4 |
331,496 |
12.6 |
2,621,768 |
NON U.S. |
24 |
62,218 |
2.4 |
309,711 |
11.8 |
|
|
28 |
73,656 |
2.8 |
641,207 |
24.5 |
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
|
8,446 |
5.0 |
28,529 |
17.0 |
168,077 |
NON U.S. |
|
18,093 |
10.8 |
25,253 |
15.0 |
|
|
9 |
26,539 |
15.8 |
53,782 |
32.0 |
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
|
6,379 |
3.3 |
3,251 |
1.7 |
191,054 |
NON U.S. |
|
839 |
0.4 |
182 |
0.1 |
|
|
5 |
7,218 |
3.8 |
3,433 |
1.8 |
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
|
620 |
2.6 |
260 |
1.1 |
24,035 |
NON U.S. |
|
345 |
1.4 |
5,286 |
22.0 |
|
|
6 |
965 |
4.0 |
5,546 |
23.1 |
|
ICUS COCOA |
U.S. |
|
5,027 |
1.6 |
2,252 |
0.7 |
308,518 |
NON U.S. |
|
5,102 |
1.7 |
2,932 |
1.0 |
|
|
12 |
10,129 |
3.3 |
5,184 |
1.7 |
|
NYME PALLADIUM |
U.S. |
4 |
263 |
1.1 |
7,261 |
31.4 |
23,155 |
NON U.S. |
12 |
1,369 |
5.9 |
3,707 |
16.0 |
|
|
16 |
1,632 |
7.0 |
10,968 |
47.4 |
|
NYME PLATINUM |
U.S. |
4 |
1,276 |
1.6 |
8,904 |
11.0 |
80,633 |
NON U.S. |
17 |
4,583 |
5.7 |
8,318 |
10.3 |
|
|
21 |
5,859 |
7.3 |
17,222 |
21.4 |
|
ICUS SUGAR NO. 11 |
U.S. |
|
15,858 |
1.6 |
6,086 |
0.6 |
977,547 |
NON U.S. |
|
64,378 |
6.6 |
4,128 |
0.4 |
|
|
11 |
80,236 |
8.2 |
10,214 |
1.0 |
|
ICUS COFFEE C |
U.S. |
|
2,869 |
1.1 |
1,997 |
0.8 |
253,078 |
NON U.S. |
|
15,082 |
6.0 |
587 |
0.2 |
|
|
17 |
17,951 |
7.1 |
2,584 |
1.0 |
|
CMX SILVER |
U.S. |
5 |
2,495 |
1.3 |
26,868 |
13.8 |
194,685 |
NON U.S. |
20 |
9,749 |
5.0 |
23,296 |
12.0 |
|
|
25 |
12,244 |
6.3 |
50,164 |
25.8 |
|
CMX COPPER-GRADE #1 |
U.S. |
|
4,250 |
1.7 |
411 |
0.2 |
243,337 |
NON U.S. |
|
12,724 |
5.2 |
5,182 |
2.1 |
|
|
17 |
16,974 |
7.0 |
5,593 |
2.3 |
|
CMX GOLD |
U.S. |
5 |
11,560 |
2.3 |
93,890 |
18.5 |
507,756 |
NON U.S. |
26 |
34,772 |
6.8 |
90,218 |
17.8 |
|
|
31 |
46,332 |
9.1 |
184,108 |
36.3 |
|
CME CANADIAN DOLLAR |
U.S. |
|
6,669 |
5.5 |
438 |
0.4 |
121,676 |
NON U.S. |
|
3,232 |
2.7 |
712 |
0.6 |
|
|
6 |
9,901 |
8.1 |
1,150 |
0.9 |
|
CME MEXICAN PESO |
NON U.S. |
|
4,538 |
2.1 |
40,473 |
18.7 |
216,905 |
|
7 |
4,538 |
2.1 |
40,473 |
18.7 |
|
CME BRITISH POUND STERLING |
U.S. |
|
1,780 |
0.9 |
6,532 |
3.4 |
194,859 |
NON U.S. |
|
4,430 |
2.3 |
7,488 |
3.8 |
|
|
6 |
6,210 |
3.2 |
14,020 |
7.2 |
|
CME JAPANESE YEN |
U.S. |
|
3,866 |
2.4 |
6,964 |
4.3 |
160,337 |
NON U.S. |
|
9,754 |
6.1 |
7,165 |
4.5 |
|
|
6 |
13,620 |
8.5 |
14,129 |
8.8 |
|
CME EURO FX |
U.S. |
|
238 |
0.0 |
10,082 |
2.0 |
509,659 |
NON U.S. |
|
25,133 |
4.9 |
16,303 |
3.2 |
|
|
16 |
25,371 |
5.0 |
26,385 |
5.2 |
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
9,682 |
2.1 |
6,981 |
1.5 |
460,350 |
NON U.S. |
9 |
14,850 |
3.2 |
188 |
0.0 |
|
|
13 |
24,532 |
5.3 |
7,169 |
1.6 |
|
NYME RBOB CALENDAR SWAP |
U.S. |
|
720 |
7.6 |
146 |
1.5 |
9,470 |
NON U.S. |
|
83 |
0.9 |
500 |
5.3 |
|
|
5 |
803 |
8.5 |
646 |
6.8 |
|
E VIX FUTURES |
U.S. |
|
3,015 |
0.8 |
0 |
0.0 |
372,034 |
NON U.S. |
|
14,174 |
3.8 |
60,402 |
16.2 |
|
|
5 |
17,189 |
4.6 |
60,402 |
16.2 |
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,821 |
3.7 |
1,056 |
1.0 |
103,878 |
NON U.S. |
8 |
3,766 |
3.6 |
4,322 |
4.2 |
|
|
13 |
7,587 |
7.3 |
5,378 |
5.2 |
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,872,237 |
17.3 |
689,555 |
4.1 |
16,640,727 |
NON U.S. |
34 |
1,136,857 |
6.8 |
553,643 |
3.3 |
|
|
42 |
4,009,094 |
24.1 |
1,243,198 |
7.5 |
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
22,226 |
0.7 |
119,430 |
4.0 |
2,994,612 |
NON U.S. |
21 |
39,115 |
1.3 |
229,291 |
7.7 |
|
|
28 |
61,341 |
2.0 |
348,721 |
11.6 |
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
6,222 |
2.6 |
3,195 |
1.3 |
239,248 |
NON U.S. |
10 |
5,805 |
2.4 |
1,021 |
0.4 |
|
|
14 |
12,027 |
5.0 |
4,216 |
1.8 |
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
8,982 |
1.8 |
1,075 |
0.2 |
507,421 |
NON U.S. |
9 |
14,803 |
2.9 |
4,068 |
0.8 |
|
|
14 |
23,785 |
4.7 |
5,143 |
1.0 |
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
|
0 |
0.0 |
1,610 |
0.5 |
295,495 |
NON U.S. |
|
966 |
0.3 |
15,612 |
5.3 |
|
|
6 |
966 |
0.3 |
17,222 |
5.8 |
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
|
1,240 |
0.1 |
2,994 |
0.3 |
1,077,695 |
NON U.S. |
|
15,230 |
1.4 |
21,173 |
2.0 |
|
|
15 |
16,470 |
1.5 |
24,167 |
2.2 |
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
|
281 |
0.3 |
1,325 |
1.2 |
107,728 |
NON U.S. |
|
50 |
0.0 |
3,440 |
3.2 |
|
|
5 |
331 |
0.3 |
4,765 |
4.4 |
|