IN CONTRACTS
REPORT DATE: 11/1/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
10,968 |
2.2 |
11,303 |
2.3 |
495,525 |
NON U.S. |
12 |
22,825 |
4.6 |
5,526 |
1.1 |
||
16 |
33,793 |
6.8 |
16,829 |
3.4 |
| ||
CBT WHEAT-HRW |
U.S. |
8,166 |
3.1 |
7,180 |
2.7 |
263,869 | |
NON U.S. |
5,075 |
1.9 |
2,324 |
0.9 |
|||
9 |
13,241 |
5.0 |
9,504 |
3.6 |
| ||
CBT CORN |
U.S. |
4 |
29,960 |
2.2 |
7,887 |
0.6 |
1,345,452 |
NON U.S. |
11 |
69,614 |
5.2 |
3,074 |
0.2 |
||
15 |
99,574 |
7.4 |
10,961 |
0.8 |
| ||
CBT SOYBEANS |
U.S. |
4 |
18,251 |
3.0 |
2,890 |
0.5 |
615,146 |
NON U.S. |
10 |
28,038 |
4.6 |
1,538 |
0.3 |
||
14 |
46,289 |
7.5 |
4,428 |
0.7 |
| ||
CBT SOYBEAN OIL |
U.S. |
17,909 |
3.8 |
8,869 |
1.9 |
475,067 | |
NON U.S. |
20,754 |
4.4 |
1,531 |
0.3 |
|||
9 |
38,663 |
8.1 |
10,400 |
2.2 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
4,961 |
0.9 |
893 |
0.2 |
544,660 | |
NON U.S. |
10,589 |
1.9 |
587 |
0.1 |
|||
10 |
15,550 |
2.9 |
1,480 |
0.3 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,483 |
4.3 |
913 |
1.6 |
58,123 | |
NON U.S. |
871 |
1.5 |
520 |
0.9 |
|||
5 |
3,354 |
5.8 |
1,433 |
2.5 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
19,425 |
5.0 |
2,099 |
0.5 |
387,430 |
NON U.S. |
7 |
18,764 |
4.8 |
255 |
0.1 |
||
11 |
38,189 |
9.9 |
2,354 |
0.6 |
| ||
NYME GULF COAST ULSD SWAP |
U.S. |
120 |
2.7 |
895 |
19.9 |
4,495 | |
NON U.S. |
210 |
4.7 |
747 |
16.6 |
|||
5 |
330 |
7.3 |
1,642 |
36.5 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,538 |
2.8 |
724 |
1.3 |
54,088 | |
NON U.S. |
4,337 |
8.0 |
399 |
0.7 |
|||
7 |
5,875 |
10.9 |
1,123 |
2.1 |
| ||
NYME EIA FLAT TAX ON HIGHWAY DIESEL |
U.S. |
840 |
20.5 |
120 |
2.9 |
4,096 | |
NON U.S. |
326 |
8.0 |
96 |
2.3 |
|||
5 |
1,166 |
28.5 |
216 |
5.3 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
31,950 |
0.7 |
1,223,424 |
25.4 |
4,808,840 |
NON U.S. |
8 |
35,834 |
0.7 |
666,694 |
13.9 |
||
12 |
67,784 |
1.4 |
1,890,118 |
39.3 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
18,101 |
8.6 |
15,928 |
7.5 |
211,130 | |
NON U.S. |
23,675 |
11.2 |
521 |
0.2 |
|||
8 |
41,776 |
19.8 |
16,449 |
7.8 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
966 |
0.6 |
34,868 |
20.3 |
172,161 | |
NON U.S. |
2,452 |
1.4 |
28,097 |
16.3 |
|||
6 |
3,418 |
2.0 |
62,965 |
36.6 |
| ||
IFED AECO FIN BASIS |
U.S. |
17,803 |
2.0 |
3,218 |
0.4 |
871,463 | |
NON U.S. |
23,334 |
2.7 |
576,905 |
66.2 |
|||
9 |
41,137 |
4.7 |
580,123 |
66.6 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
11,223 |
2.9 |
17,377 |
4.5 |
382,284 | |
NON U.S. |
91 |
0.0 |
56,806 |
14.9 |
|||
8 |
11,314 |
3.0 |
74,183 |
19.4 |
| ||
IFED HSC FIN BASIS |
U.S. |
20,708 |
7.6 |
27,913 |
10.3 |
272,098 | |
NON U.S. |
6,773 |
2.5 |
19,351 |
7.1 |
|||
7 |
27,481 |
10.1 |
47,264 |
17.4 |
| ||
IFED WAHA FIN BASIS |
U.S. |
365 |
0.4 |
25,595 |
27.4 |
93,457 | |
NON U.S. |
0 |
0.0 |
4,296 |
4.6 |
|||
5 |
365 |
0.4 |
29,891 |
32.0 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
7,072 |
4.8 |
12,021 |
8.2 |
147,380 | |
NON U.S. |
214 |
0.1 |
9,318 |
6.3 |
|||
5 |
7,286 |
4.9 |
21,339 |
14.5 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
460 |
0.1 |
65,320 |
15.2 |
431,065 | |
NON U.S. |
16,151 |
3.7 |
14,227 |
3.3 |
|||
7 |
16,611 |
3.9 |
79,547 |
18.5 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
39,019 |
3.4 |
42,247 |
3.7 |
1,153,045 |
NON U.S. |
10 |
38,901 |
3.4 |
34,165 |
3.0 |
||
14 |
77,920 |
6.8 |
76,412 |
6.6 |
| ||
NYME PERMIAN BASIS SWAP |
U.S. |
642 |
3.0 |
1,945 |
9.0 |
21,599 | |
NON U.S. |
1,344 |
6.2 |
7,425 |
34.4 |
|||
5 |
1,986 |
9.2 |
9,370 |
43.4 |
| ||
NYME NGPL TEXOK BASIS SWAP |
U.S. |
2,789 |
6.5 |
3,439 |
8.0 |
43,087 | |
NON U.S. |
98 |
0.2 |
3,833 |
8.9 |
|||
5 |
2,887 |
6.7 |
7,272 |
16.9 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
2,140 |
10.3 |
856 |
4.1 |
20,839 | |
NON U.S. |
4,192 |
20.1 |
8,030 |
38.5 |
|||
5 |
6,332 |
30.4 |
8,886 |
42.6 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,382 |
2.2 |
32,226 |
11.3 |
285,405 | |
NON U.S. |
15,317 |
5.4 |
22,448 |
7.9 |
|||
7 |
21,699 |
7.6 |
54,674 |
19.2 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
15,815 |
14.5 |
1,956 |
1.8 |
108,959 | |
NON U.S. |
10,710 |
9.8 |
3,975 |
3.6 |
|||
7 |
26,525 |
24.3 |
5,931 |
5.4 |
| ||
CBT SOYBEAN MEAL |
U.S. |
4,185 |
1.1 |
2,807 |
0.8 |
366,377 | |
NON U.S. |
27,902 |
7.6 |
27 |
0.00 |
|||
12 |
32,087 |
8.8 |
2,834 |
0.8 |
| ||
ICUS COTTON NO. 2 |
U.S. |
5,194 |
2.0 |
1,356 |
0.5 |
257,262 | |
NON U.S. |
19,572 |
7.6 |
1,128 |
0.4 |
|||
14 |
24,766 |
9.6 |
2,484 |
1.0 |
| ||
NYME HENRY HUB BASIS SWAP |
U.S. |
0 |
0.0 |
5,254 |
11.4 |
46,115 | |
NON U.S. |
496 |
1.1 |
2,769 |
6.0 |
|||
6 |
496 |
1.1 |
8,023 |
17.4 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
20.0 |
7,161 |
28.1 |
25,526 | |
NON U.S. |
1,551 |
6.1 |
546 |
2.1 |
|||
5 |
6,661 |
26.1 |
7,707 |
30.2 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,273 |
4.3 |
3,889 |
5.2 |
75,355 | |
NON U.S. |
6,890 |
9.1 |
54,872 |
72.8 |
|||
6 |
10,163 |
13.5 |
58,761 |
78.0 |
| ||
NYME PANHANDLE BASIS SWAP |
U.S. |
7,435 |
17.0 |
101 |
0.2 |
43,682 | |
NON U.S. |
2,863 |
6.6 |
10,080 |
23.1 |
|||
5 |
10,298 |
23.6 |
10,181 |
23.3 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
7,399 |
17.8 |
2,190 |
5.3 |
41,651 | |
NON U.S. |
994 |
2.4 |
9,483 |
22.8 |
|||
5 |
8,393 |
20.2 |
11,673 |
28.0 |
| ||
NYME HENRY HUB SWAP |
U.S. |
15,483 |
1.1 |
347,656 |
25.6 |
1,358,107 | |
NON U.S. |
51,585 |
3.8 |
454,691 |
33.5 |
|||
10 |
67,068 |
4.9 |
802,347 |
59.1 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
19,340 |
6.8 |
13,904 |
4.9 |
284,103 | |
NON U.S. |
72,216 |
25.4 |
4,112 |
1.4 |
|||
9 |
91,556 |
32.2 |
18,016 |
6.3 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
8,666 |
0.7 |
4,732 |
0.4 |
1,260,953 |
NON U.S. |
16 |
21,093 |
1.7 |
30,104 |
2.4 |
||
21 |
29,759 |
2.4 |
34,836 |
2.8 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
50,097 |
1.7 |
14,343 |
0.5 |
2,916,829 |
NON U.S. |
28 |
27,681 |
0.9 |
83,346 |
2.9 |
||
35 |
77,778 |
2.7 |
97,689 |
3.3 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
11,404 |
0.4 |
22,877 |
0.8 |
2,779,984 |
NON U.S. |
16 |
37,459 |
1.3 |
68,879 |
2.5 |
||
21 |
48,863 |
1.8 |
91,756 |
3.3 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
124,646 |
13.8 |
89,381 |
9.9 |
903,152 |
NON U.S. |
26 |
68,450 |
7.6 |
66,265 |
7.3 |
||
33 |
193,096 |
21.4 |
155,646 |
17.2 |
| ||
CME LEAN HOGS |
U.S. |
4,057 |
1.8 |
1,989 |
0.9 |
223,537 | |
NON U.S. |
14,556 |
6.5 |
701 |
0.3 |
|||
11 |
18,613 |
8.3 |
2,690 |
1.2 |
| ||
CME LIVE CATTLE |
U.S. |
3,172 |
1.2 |
604 |
0.2 |
275,224 | |
NON U.S. |
12,290 |
4.5 |
325 |
0.1 |
|||
10 |
15,462 |
5.6 |
929 |
0.3 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,705 |
1.2 |
14,125 |
10.0 |
140,664 | |
NON U.S. |
509 |
0.4 |
3,196 |
2.3 |
|||
7 |
2,214 |
1.6 |
17,321 |
12.3 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,376 |
2.5 |
3,424 |
3.6 |
94,681 | |
NON U.S. |
16 |
0.0 |
7,375 |
7.8 |
|||
7 |
2,392 |
2.5 |
10,799 |
11.4 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
55 |
0.4 |
964 |
6.6 |
14,583 | |
NON U.S. |
6,466 |
44.3 |
0 |
0.0 |
|||
5 |
6,521 |
44.7 |
964 |
6.6 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
17,616 |
3.3 |
47,841 |
8.9 |
537,020 | |
NON U.S. |
3,934 |
0.7 |
3,555 |
0.7 |
|||
15 |
21,550 |
4.0 |
51,396 |
9.6 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
753 |
11.0 |
852 |
12.4 |
6,845 | |
NON U.S. |
208 |
3.0 |
130 |
1.9 |
|||
9 |
961 |
14.0 |
982 |
14.3 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
42,249 |
2.3 |
124,188 |
6.7 |
1,854,612 |
NON U.S. |
20 |
75,965 |
4.1 |
166,124 |
9.0 |
||
24 |
118,214 |
6.4 |
290,312 |
15.7 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
770 |
0.7 |
15,401 |
14.0 |
109,681 | |
NON U.S. |
1,829 |
1.7 |
24,996 |
22.8 |
|||
8 |
2,599 |
2.4 |
40,397 |
36.8 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
6,244 |
12.9 |
48,564 | |
NON U.S. |
3,045 |
6.3 |
1,680 |
3.5 |
|||
6 |
3,045 |
6.3 |
7,924 |
16.3 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,217 |
8.7 |
606 |
4.3 |
13,969 | |
NON U.S. |
1,388 |
9.9 |
1,652 |
11.8 |
|||
10 |
2,605 |
18.6 |
2,258 |
16.2 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
195 |
1.7 |
660 |
5.7 |
11,615 | |
NON U.S. |
862 |
7.4 |
1,968 |
16.9 |
|||
7 |
1,057 |
9.1 |
2,628 |
22.6 |
| ||
ICUS COCOA |
U.S. |
2,830 |
1.1 |
1,745 |
0.7 |
260,081 | |
NON U.S. |
6,427 |
2.5 |
1,107 |
0.4 |
|||
10 |
9,257 |
3.6 |
2,852 |
1.1 |
| ||
NYME PALLADIUM |
U.S. |
4 |
633 |
2.8 |
4,080 |
17.9 |
22,766 |
NON U.S. |
13 |
1,731 |
7.6 |
3,852 |
16.9 |
||
17 |
2,364 |
10.4 |
7,932 |
34.8 |
| ||
NYME PLATINUM |
U.S. |
5 |
0 |
0.0 |
9,127 |
12.8 |
71,112 |
NON U.S. |
17 |
2,725 |
3.8 |
8,532 |
12.0 |
||
22 |
2,725 |
3.8 |
17,659 |
24.8 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
15,482 |
1.8 |
1,895 |
0.2 |
844,926 | |
NON U.S. |
38,782 |
4.6 |
18,569 |
2.2 |
|||
13 |
54,264 |
6.4 |
20,464 |
2.4 |
| ||
ICUS COFFEE C |
U.S. |
4 |
6,274 |
2.9 |
263 |
0.1 |
217,273 |
NON U.S. |
15 |
10,436 |
4.8 |
3,540 |
1.6 |
||
19 |
16,710 |
7.7 |
3,803 |
1.8 |
| ||
CMX SILVER |
U.S. |
5 |
7,121 |
3.6 |
30,307 |
15.4 |
196,912 |
NON U.S. |
21 |
8,848 |
4.5 |
39,590 |
20.1 |
||
26 |
15,969 |
8.1 |
69,897 |
35.5 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
7,215 |
3.6 |
110 |
0.1 |
203,042 |
NON U.S. |
13 |
13,644 |
6.7 |
525 |
0.3 |
||
17 |
20,859 |
10.3 |
635 |
0.3 |
| ||
CMX GOLD |
U.S. |
5 |
8,537 |
1.6 |
75,406 |
14.5 |
521,506 |
NON U.S. |
28 |
18,951 |
3.6 |
83,178 |
15.9 |
||
33 |
27,488 |
5.3 |
158,584 |
30.4 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
2,415 |
1.5 |
157,048 | |
NON U.S. |
45,959 |
29.3 |
625 |
0.4 |
|||
6 |
45,959 |
29.3 |
3,040 |
1.9 |
| ||
CME BRITISH POUND STERLING |
U.S. |
8,680 |
3.2 |
3,047 |
1.1 |
267,564 | |
NON U.S. |
7,762 |
2.9 |
0 |
0.0 |
|||
6 |
16,442 |
6.1 |
3,047 |
1.1 |
| ||
CME JAPANESE YEN |
U.S. |
8,060 |
4.9 |
26,730 |
16.2 |
165,124 | |
NON U.S. |
2,094 |
1.3 |
1,603 |
1.0 |
|||
8 |
10,154 |
6.1 |
28,333 |
17.2 |
| ||
CME EURO FX |
U.S. |
7,000 |
1.6 |
1,319 |
0.3 |
444,502 | |
NON U.S. |
20,738 |
4.7 |
3,549 |
0.8 |
|||
17 |
27,738 |
6.2 |
4,868 |
1.1 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
10,606 |
2.8 |
5,405 |
1.4 |
383,766 |
NON U.S. |
8 |
11,413 |
3.0 |
1,767 |
0.5 |
||
12 |
22,019 |
5.7 |
7,172 |
1.9 |
| ||
NYME RBOB CALENDAR SWAP |
U.S. |
1,635 |
15.9 |
0 |
0.0 |
10,253 | |
NON U.S. |
463 |
4.5 |
126 |
1.2 |
|||
5 |
2,098 |
20.5 |
126 |
1.2 |
| ||
E VIX FUTURES |
U.S. |
71 |
0.0 |
3,775 |
0.9 |
428,792 | |
NON U.S. |
81,705 |
19.1 |
1,663 |
0.4 |
|||
9 |
81,776 |
19.1 |
5,438 |
1.3 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
865 |
0.7 |
2,776 |
2.4 |
116,627 |
NON U.S. |
5 |
3,295 |
2.8 |
2,666 |
2.3 |
||
9 |
4,160 |
3.6 |
5,442 |
4.7 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,351,272 |
20.5 |
939,725 |
8.2 |
11,495,892 |
NON U.S. |
35 |
712,083 |
6.2 |
617,533 |
5.4 |
||
43 |
3,063,355 |
26.6 |
1,557,258 |
13.5 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
11,185 |
0.4 |
81,165 |
2.7 |
2,986,724 |
NON U.S. |
17 |
58,345 |
2.0 |
69,540 |
2.3 |
||
22 |
69,530 |
2.3 |
150,705 |
5.0 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
691 |
0.2 |
22,926 |
7.2 |
316,487 | |
NON U.S. |
5,548 |
1.8 |
5,751 |
1.8 |
|||
14 |
6,239 |
2.0 |
28,677 |
9.1 |
| ||
CME AUSTRALIAN DOLLAR |
U.S. |
0 |
0.0 |
6,118 |
4.9 |
125,387 | |
NON U.S. |
2,584 |
2.1 |
505 |
0.4 |
|||
5 |
2,584 |
2.1 |
6,623 |
5.3 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
2,946 |
0.9 |
2,487 |
0.8 |
328,190 |
NON U.S. |
5 |
1,109 |
0.3 |
2,423 |
0.7 |
||
9 |
4,055 |
1.2 |
4,910 |
1.5 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
626 |
1.0 |
60,584 | |
NON U.S. |
1,270 |
2.1 |
4,541 |
7.5 |
|||
6 |
1,270 |
2.1 |
5,167 |
8.5 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
499 |
0.2 |
0 |
0.0 |
221,199 | |
NON U.S. |
4,897 |
2.2 |
4,653 |
2.1 |
|||
7 |
5,396 |
2.4 |
4,653 |
2.1 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
1,995 |
0.2 |
424 |
0.0 |
881,530 |
NON U.S. |
12 |
15,830 |
1.8 |
51,707 |
5.9 |
||
16 |
17,825 |
2.0 |
52,131 |
5.9 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
3,000 |
9.7 |
30,940 | |
NON U.S. |
704 |
2.3 |
926 |
3.0 |
|||
5 |
704 |
2.3 |
3,926 |
12.7 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
5,738 |
14.8 |
0 |
0.0 |
38,742 | |
NON U.S. |
3,055 |
7.9 |
0 |
0.0 |
|||
5 |
8,793 |
22.7 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,968 |
10.6 |
1,398 |
7.5 |
18,637 | |
NON U.S. |
1,543 |
8.3 |
330 |
1.8 |
|||
6 |
3,511 |
18.8 |
1,728 |
9.3 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,235 |
9.9 |
1,505 |
12.0 |
12,503 | |
NON U.S. |
1,966 |
15.7 |
648 |
5.2 |
|||
6 |
3,201 |
25.6 |
2,153 |
17.2 |
|