IN CONTRACTS
REPORT DATE: 11/7/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
7,582 |
1.3 |
5,523 |
1.0 |
569,478 |
NON U.S. |
12 |
28,519 |
5.0 |
2,925 |
0.5 |
||
16 |
36,101 |
6.3 |
8,448 |
1.5 |
| ||
CBT WHEAT-HRW |
U.S. |
4,366 |
1.3 |
1,377 |
0.4 |
331,038 | |
NON U.S. |
11,824 |
3.6 |
345 |
0.1 |
|||
10 |
16,190 |
4.9 |
1,722 |
0.5 |
| ||
CBT CORN |
U.S. |
18,557 |
1.1 |
23,963 |
1.5 |
1,623,655 | |
NON U.S. |
69,791 |
4.3 |
3,802 |
0.2 |
|||
15 |
88,348 |
5.4 |
27,765 |
1.7 |
| ||
CBT SOYBEANS |
U.S. |
7,599 |
1.1 |
1,545 |
0.2 |
687,514 | |
NON U.S. |
25,699 |
3.7 |
7,337 |
1.1 |
|||
11 |
33,298 |
4.8 |
8,882 |
1.3 |
| ||
CBT SOYBEAN OIL |
U.S. |
11,111 |
2.4 |
4,886 |
1.0 |
469,380 | |
NON U.S. |
24,434 |
5.2 |
379 |
0.1 |
|||
9 |
35,545 |
7.6 |
5,265 |
1.1 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
5 |
4,099 |
0.5 |
5,604 |
0.7 |
764,307 |
NON U.S. |
7 |
3,451 |
0.5 |
1,694 |
0.2 |
||
12 |
7,550 |
1.0 |
7,298 |
1.0 |
| ||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
12,986 |
3.0 |
6,778 |
1.6 |
435,238 |
NON U.S. |
5 |
14,289 |
3.3 |
32 |
0.00 |
||
9 |
27,275 |
6.3 |
6,810 |
1.6 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
21,196 |
0.4 |
1,578,689 |
31.4 |
5,023,475 |
NON U.S. |
7 |
60,798 |
1.2 |
706,762 |
14.1 |
||
11 |
81,994 |
1.6 |
2,285,451 |
45.5 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
20,847 |
7.4 |
12,773 |
4.5 |
283,010 | |
NON U.S. |
16,623 |
5.9 |
257 |
0.1 |
|||
8 |
37,470 |
13.2 |
13,030 |
4.6 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
0 |
0.0 |
31,063 |
12.8 |
243,293 | |
NON U.S. |
4,393 |
1.8 |
100,097 |
41.1 |
|||
6 |
4,393 |
1.8 |
131,160 |
53.9 |
| ||
IFED AECO FIN BASIS |
U.S. |
8,756 |
1.1 |
2,449 |
0.3 |
833,591 | |
NON U.S. |
48,792 |
5.9 |
608,793 |
73.0 |
|||
8 |
57,548 |
6.9 |
611,242 |
73.3 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
22,330 |
5.7 |
3,080 |
0.8 |
392,333 | |
NON U.S. |
91 |
0.0 |
62,320 |
15.9 |
|||
9 |
22,421 |
5.7 |
65,400 |
16.7 |
| ||
IFED HSC FIN BASIS |
U.S. |
16,999 |
4.7 |
39,433 |
10.9 |
360,903 | |
NON U.S. |
2,495 |
0.7 |
30,036 |
8.3 |
|||
7 |
19,494 |
5.4 |
69,469 |
19.2 |
| ||
IFED WAHA FIN BASIS |
U.S. |
760 |
0.3 |
51,372 |
23.0 |
223,072 | |
NON U.S. |
62 |
0.0 |
14,444 |
6.5 |
|||
5 |
822 |
0.4 |
65,816 |
29.5 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
687 |
0.6 |
38,039 |
32.6 |
116,671 | |
NON U.S. |
0 |
0.0 |
13,529 |
11.6 |
|||
5 |
687 |
0.6 |
51,568 |
44.2 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
12,256 |
2.4 |
94,008 |
18.2 |
517,779 | |
NON U.S. |
5,918 |
1.1 |
7,730 |
1.5 |
|||
7 |
18,174 |
3.5 |
101,738 |
19.6 |
| ||
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
5,460 |
8.6 |
6,118 |
9.6 |
63,756 | |
NON U.S. |
2,585 |
4.1 |
3,958 |
6.2 |
|||
5 |
8,045 |
12.6 |
10,076 |
15.8 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
639 |
0.4 |
11,233 |
7.1 |
157,248 | |
NON U.S. |
7,319 |
4.7 |
5,363 |
3.4 |
|||
5 |
7,958 |
5.1 |
16,596 |
10.6 |
| ||
IFED TETCO M2 Basis (Receipts) |
U.S. |
1,893 |
1.3 |
51,278 |
36.5 |
140,440 | |
NON U.S. |
1,670 |
1.2 |
10,653 |
7.6 |
|||
5 |
3,563 |
2.5 |
61,931 |
44.1 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
32,030 |
2.4 |
24,207 |
1.8 |
1,343,089 |
NON U.S. |
14 |
47,564 |
3.5 |
56,334 |
4.2 |
||
18 |
79,594 |
5.9 |
80,541 |
6.0 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,135 |
1.5 |
72,330 |
18.1 |
400,132 | |
NON U.S. |
5,263 |
1.3 |
12,845 |
3.2 |
|||
8 |
11,398 |
2.8 |
85,175 |
21.3 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
11,434 |
9.4 |
3,697 |
3.0 |
121,977 | |
NON U.S. |
9,164 |
7.5 |
827 |
0.7 |
|||
7 |
20,598 |
16.9 |
4,524 |
3.7 |
| ||
CBT SOYBEAN MEAL |
U.S. |
8,029 |
2.1 |
2,487 |
0.6 |
390,046 | |
NON U.S. |
29,014 |
7.4 |
2,157 |
0.6 |
|||
10 |
37,043 |
9.5 |
4,644 |
1.2 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4 |
3,842 |
1.6 |
90 |
0.0 |
235,937 |
NON U.S. |
9 |
23,721 |
10.1 |
1,530 |
0.6 |
||
13 |
27,563 |
11.7 |
1,620 |
0.7 |
| ||
NYME HENRY HUB SWAP |
U.S. |
3,118 |
0.3 |
407,640 |
33.7 |
1,209,761 | |
NON U.S. |
40,992 |
3.4 |
330,966 |
27.4 |
|||
10 |
44,110 |
3.6 |
738,606 |
61.1 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
27,598 |
13.5 |
2,242 |
1.1 |
203,962 | |
NON U.S. |
44,976 |
22.1 |
6,581 |
3.2 |
|||
9 |
72,574 |
35.6 |
8,823 |
4.3 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
5,820 |
0.3 |
17,138 |
1.0 |
1,803,201 |
NON U.S. |
19 |
18,013 |
1.0 |
22,618 |
1.3 |
||
24 |
23,833 |
1.3 |
39,756 |
2.2 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
67,965 |
2.1 |
24,504 |
0.8 |
3,191,098 |
NON U.S. |
35 |
28,349 |
0.9 |
83,054 |
2.6 |
||
43 |
96,314 |
3.0 |
107,558 |
3.4 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
24,400 |
0.8 |
19,373 |
0.6 |
3,150,570 |
NON U.S. |
23 |
49,428 |
1.6 |
60,744 |
1.9 |
||
28 |
73,828 |
2.3 |
80,117 |
2.5 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
205,281 |
15.0 |
207,740 |
15.2 |
1,369,464 |
NON U.S. |
21 |
82,481 |
6.0 |
97,416 |
7.1 |
||
29 |
287,762 |
21.0 |
305,156 |
22.3 |
| ||
CME LEAN HOGS |
U.S. |
900 |
0.3 |
483 |
0.2 |
270,132 | |
NON U.S. |
13,277 |
4.9 |
580 |
0.2 |
|||
11 |
14,177 |
5.2 |
1,063 |
0.4 |
| ||
CME LIVE CATTLE |
U.S. |
981 |
0.3 |
633 |
0.2 |
382,837 | |
NON U.S. |
13,398 |
3.5 |
0 |
0.0 |
|||
9 |
14,379 |
3.8 |
633 |
0.2 |
| ||
CME FEEDER CATTLE |
U.S. |
280 |
0.4 |
0 |
0.0 |
65,612 | |
NON U.S. |
829 |
1.3 |
67 |
0.1 |
|||
5 |
1,109 |
1.7 |
67 |
0.1 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
4,786 |
19.1 |
25,055 | |
NON U.S. |
0 |
0.0 |
1,518 |
6.1 |
|||
5 |
0 |
0.0 |
6,304 |
25.2 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,280 |
2.1 |
6,737 |
6.3 |
106,621 | |
NON U.S. |
765 |
0.7 |
1,799 |
1.7 |
|||
6 |
3,045 |
2.9 |
8,536 |
8.0 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
3,798 |
5.9 |
5,032 |
7.8 |
64,167 | |
NON U.S. |
122 |
0.2 |
1,681 |
2.6 |
|||
7 |
3,920 |
6.1 |
6,713 |
10.5 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
728 |
6.7 |
1,508 |
13.9 |
10,860 | |
NON U.S. |
215 |
2.0 |
747 |
6.9 |
|||
7 |
943 |
8.7 |
2,255 |
20.8 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
595 |
3.6 |
430 |
2.6 |
16,527 | |
NON U.S. |
0 |
0.0 |
3,767 |
22.8 |
|||
6 |
595 |
3.6 |
4,197 |
25.4 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
20,635 |
3.2 |
53,061 |
8.2 |
646,306 | |
NON U.S. |
6,205 |
1.0 |
2,743 |
0.4 |
|||
15 |
26,840 |
4.2 |
55,804 |
8.6 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
660 |
6.0 |
1,332 |
12.1 |
11,031 | |
NON U.S. |
1,345 |
12.2 |
438 |
4.0 |
|||
8 |
2,005 |
18.2 |
1,770 |
16.0 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
0 |
0.0 |
20,212 |
12.2 |
165,357 | |
NON U.S. |
0 |
0.0 |
17,928 |
10.8 |
|||
5 |
0 |
0.0 |
38,140 |
23.1 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
14,825 |
0.6 |
274,681 |
10.6 |
2,601,977 | |
NON U.S. |
67,548 |
2.6 |
235,047 |
9.0 |
|||
23 |
82,373 |
3.2 |
509,728 |
19.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
3,187 |
2.3 |
7,391 |
5.2 |
141,621 | |
NON U.S. |
19,350 |
13.7 |
25,112 |
17.7 |
|||
9 |
22,537 |
15.9 |
32,503 |
23.0 |
| ||
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
5,589 |
4.0 |
1,614 |
1.2 |
138,939 | |
NON U.S. |
123 |
0.1 |
491 |
0.4 |
|||
5 |
5,712 |
4.1 |
2,105 |
1.5 |
| ||
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
0 |
0.0 |
3,518 |
9.3 |
37,793 | |
NON U.S. |
117 |
0.3 |
1,125 |
3.0 |
|||
5 |
117 |
0.3 |
4,643 |
12.3 |
| ||
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
0 |
0.0 |
690 |
3.4 |
20,436 | |
NON U.S. |
45 |
0.2 |
8,331 |
40.8 |
|||
5 |
45 |
0.2 |
9,021 |
44.1 |
| ||
ICUS COCOA |
U.S. |
4 |
3,411 |
1.4 |
2,299 |
0.9 |
251,036 |
NON U.S. |
8 |
11,095 |
4.4 |
4,297 |
1.7 |
||
12 |
14,506 |
5.8 |
6,596 |
2.6 |
| ||
NYME PALLADIUM |
U.S. |
4 |
231 |
0.6 |
10,159 |
28.5 |
35,650 |
NON U.S. |
12 |
1,080 |
3.0 |
5,068 |
14.2 |
||
16 |
1,311 |
3.7 |
15,227 |
42.7 |
| ||
NYME PLATINUM |
U.S. |
5 |
1,456 |
1.9 |
10,798 |
13.8 |
78,380 |
NON U.S. |
17 |
3,662 |
4.7 |
11,623 |
14.8 |
||
22 |
5,118 |
6.5 |
22,421 |
28.6 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
10,900 |
1.5 |
2,137 |
0.3 |
711,780 | |
NON U.S. |
47,757 |
6.7 |
5,523 |
0.8 |
|||
12 |
58,657 |
8.2 |
7,660 |
1.1 |
| ||
ICUS COFFEE C |
U.S. |
2,943 |
1.2 |
611 |
0.3 |
240,183 | |
NON U.S. |
13,013 |
5.4 |
4,088 |
1.7 |
|||
18 |
15,956 |
6.6 |
4,699 |
2.0 |
| ||
CMX SILVER |
U.S. |
5 |
3,579 |
1.8 |
40,024 |
19.7 |
203,330 |
NON U.S. |
19 |
7,391 |
3.6 |
40,419 |
19.9 |
||
24 |
10,970 |
5.4 |
80,443 |
39.6 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
6,626 |
2.2 |
1,044 |
0.3 |
299,392 |
NON U.S. |
15 |
12,647 |
4.2 |
7,519 |
2.5 |
||
19 |
19,273 |
6.4 |
8,563 |
2.9 |
| ||
CMX GOLD |
U.S. |
5 |
7,834 |
1.5 |
112,291 |
20.9 |
536,843 |
NON U.S. |
27 |
24,201 |
4.5 |
88,989 |
16.6 |
||
32 |
32,035 |
6.0 |
201,280 |
37.5 |
| ||
CME MEXICAN PESO |
U.S. |
1,281 |
0.7 |
0 |
0.0 |
177,429 | |
NON U.S. |
6,954 |
3.9 |
54,344 |
30.6 |
|||
7 |
8,235 |
4.6 |
54,344 |
30.6 |
| ||
CME BRITISH POUND STERLING |
U.S. |
21,295 |
12.0 |
6,654 |
3.7 |
177,968 | |
NON U.S. |
2,153 |
1.2 |
2,642 |
1.5 |
|||
5 |
23,448 |
13.2 |
9,296 |
5.2 |
| ||
CME JAPANESE YEN |
U.S. |
30,368 |
10.5 |
10,135 |
3.5 |
287,936 | |
NON U.S. |
4,818 |
1.7 |
1,470 |
0.5 |
|||
5 |
35,186 |
12.2 |
11,605 |
4.0 |
| ||
CME EURO FX |
U.S. |
1,387 |
0.3 |
43,677 |
9.8 |
446,502 | |
NON U.S. |
24,248 |
5.4 |
15,258 |
3.4 |
|||
16 |
25,635 |
5.7 |
58,935 |
13.2 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
8,704 |
2.1 |
10,270 |
2.4 |
419,357 |
NON U.S. |
10 |
11,096 |
2.6 |
692 |
0.2 |
||
14 |
19,800 |
4.7 |
10,962 |
2.6 |
| ||
E VIX FUTURES |
U.S. |
1,552 |
0.2 |
0 |
0.0 |
659,250 | |
NON U.S. |
68,535 |
10.4 |
29 |
0.00 |
|||
8 |
70,087 |
10.6 |
29 |
0.00 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
2,953 |
1.9 |
2,583 |
1.7 |
156,241 |
NON U.S. |
4 |
0 |
0.0 |
23,771 |
15.2 |
||
8 |
2,953 |
1.9 |
26,354 |
16.9 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,329,987 |
18.1 |
748,850 |
5.8 |
12,846,756 |
NON U.S. |
30 |
877,656 |
6.8 |
399,214 |
3.1 |
||
38 |
3,207,643 |
25.0 |
1,148,064 |
8.9 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
21,049 |
0.6 |
89,833 |
2.8 |
3,244,403 |
NON U.S. |
24 |
64,139 |
2.0 |
168,598 |
5.2 |
||
30 |
85,188 |
2.6 |
258,431 |
8.0 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
5,999 |
2.2 |
3,887 |
1.4 |
275,700 |
NON U.S. |
11 |
556 |
0.2 |
10,407 |
3.8 |
||
15 |
6,555 |
2.4 |
14,294 |
5.2 |
| ||
CME AUSTRALIAN DOLLAR |
U.S. |
4,830 |
3.9 |
2,325 |
1.9 |
125,196 | |
NON U.S. |
3,279 |
2.6 |
6,684 |
5.3 |
|||
5 |
8,109 |
6.5 |
9,009 |
7.2 |
| ||
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
4 |
2,464 |
0.5 |
18,616 |
3.4 |
541,412 |
NON U.S. |
11 |
5,592 |
1.0 |
4,829 |
0.9 |
||
15 |
8,056 |
1.5 |
23,445 |
4.3 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
867 |
1.3 |
210 |
0.3 |
67,893 | |
NON U.S. |
5,984 |
8.8 |
1,135 |
1.7 |
|||
7 |
6,851 |
10.1 |
1,345 |
2.0 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
380 |
0.6 |
65,283 | |
NON U.S. |
1,548 |
2.4 |
50 |
0.1 |
|||
5 |
1,548 |
2.4 |
430 |
0.7 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
514 |
0.2 |
2,085 |
0.7 |
288,658 | |
NON U.S. |
1,161 |
0.4 |
13,984 |
4.8 |
|||
8 |
1,675 |
0.6 |
16,069 |
5.6 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
0 |
0.0 |
5,150 |
0.5 |
1,058,809 | |
NON U.S. |
9,618 |
0.9 |
44,523 |
4.2 |
|||
16 |
9,618 |
0.9 |
49,673 |
4.7 |
|