IN CONTRACTS
REPORT DATE: 9/5/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
9,205 |
2.1 |
5,122 |
1.2 |
438,652 | |
NON U.S. |
27,072 |
6.2 |
3,190 |
0.7 |
|||
15 |
36,277 |
8.3 |
8,312 |
1.9 |
| ||
CBT WHEAT-HRW |
U.S. |
7,188 |
2.6 |
3,747 |
1.4 |
272,800 | |
NON U.S. |
10,978 |
4.0 |
1,299 |
0.5 |
|||
9 |
18,166 |
6.7 |
5,046 |
1.8 |
| ||
CBT CORN |
U.S. |
21,299 |
1.6 |
24,020 |
1.8 |
1,337,632 | |
NON U.S. |
70,487 |
5.3 |
4,564 |
0.3 |
|||
14 |
91,786 |
6.9 |
28,584 |
2.1 |
| ||
CBT SOYBEANS |
U.S. |
7,317 |
1.1 |
9,607 |
1.4 |
663,179 | |
NON U.S. |
25,776 |
3.9 |
6,592 |
1.0 |
|||
13 |
33,093 |
5.0 |
16,199 |
2.4 |
| ||
CBT SOYBEAN OIL |
U.S. |
10,476 |
2.4 |
4,552 |
1.1 |
430,341 | |
NON U.S. |
25,320 |
5.9 |
0 |
0.0 |
|||
9 |
35,796 |
8.3 |
4,552 |
1.1 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
2,765 |
0.4 |
3,053 |
0.4 |
753,180 | |
NON U.S. |
350 |
0.0 |
1,096 |
0.1 |
|||
7 |
3,115 |
0.4 |
4,149 |
0.6 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
18,827 |
4.6 |
6,578 |
1.6 |
413,259 | |
NON U.S. |
15,391 |
3.7 |
28 |
0.00 |
|||
8 |
34,218 |
8.3 |
6,606 |
1.6 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
18,344 |
0.4 |
1,655,908 |
31.7 |
5,223,698 |
NON U.S. |
7 |
58,848 |
1.1 |
724,252 |
13.9 |
||
11 |
77,192 |
1.5 |
2,380,160 |
45.6 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
16,482 |
5.8 |
12,498 |
4.4 |
282,787 | |
NON U.S. |
17,936 |
6.3 |
429 |
0.2 |
|||
8 |
34,418 |
12.2 |
12,927 |
4.6 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
1,282 |
0.5 |
27,145 |
10.7 |
253,606 | |
NON U.S. |
2,782 |
1.1 |
101,877 |
40.2 |
|||
7 |
4,064 |
1.6 |
129,022 |
50.9 |
| ||
IFED AECO FIN BASIS |
U.S. |
10,061 |
1.1 |
2,629 |
0.3 |
910,673 | |
NON U.S. |
63,847 |
7.0 |
602,954 |
66.2 |
|||
9 |
73,908 |
8.1 |
605,583 |
66.5 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
20,506 |
5.0 |
5,149 |
1.3 |
407,247 | |
NON U.S. |
151 |
0.0 |
52,783 |
13.0 |
|||
9 |
20,657 |
5.1 |
57,932 |
14.2 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,280 |
4.3 |
46,423 |
11.5 |
403,036 | |
NON U.S. |
2,909 |
0.7 |
19,072 |
4.7 |
|||
7 |
20,189 |
5.0 |
65,495 |
16.3 |
| ||
IFED WAHA FIN BASIS |
U.S. |
669 |
0.3 |
50,944 |
22.5 |
226,219 | |
NON U.S. |
61 |
0.0 |
20,737 |
9.2 |
|||
5 |
730 |
0.3 |
71,681 |
31.7 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
20,770 |
12.7 |
17,369 |
10.6 |
163,975 | |
NON U.S. |
304 |
0.2 |
6,605 |
4.0 |
|||
5 |
21,074 |
12.9 |
23,974 |
14.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
9,307 |
1.6 |
119,268 |
20.5 |
580,967 | |
NON U.S. |
5,253 |
0.9 |
11,454 |
2.0 |
|||
7 |
14,560 |
2.5 |
130,722 |
22.5 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
5,860 |
7.7 |
10,015 |
13.2 |
76,062 | |
NON U.S. |
2,521 |
3.3 |
4,470 |
5.9 |
|||
5 |
8,381 |
11.0 |
14,485 |
19.0 |
| ||
IFED NORTHWEST PIPELINE - CANADIAN BORDER (BASIS) |
U.S. |
4,213 |
3.4 |
0 |
0.0 |
125,245 | |
NON U.S. |
9,923 |
7.9 |
3,540 |
2.8 |
|||
5 |
14,136 |
11.3 |
3,540 |
2.8 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,432 |
0.9 |
10,365 |
6.4 |
161,055 | |
NON U.S. |
7,433 |
4.6 |
4,123 |
2.6 |
|||
5 |
8,865 |
5.5 |
14,488 |
9.0 |
| ||
IFED TRANSCO ZONE 6 BASIS |
U.S. |
0 |
0.0 |
11,102 |
10.1 |
109,701 | |
NON U.S. |
0 |
0.0 |
3,282 |
3.0 |
|||
5 |
0 |
0.0 |
14,384 |
13.1 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
5,898 |
6.9 |
4,129 |
4.9 |
85,081 | |
NON U.S. |
8,987 |
10.6 |
122 |
0.1 |
|||
5 |
14,885 |
17.5 |
4,251 |
5.0 |
| ||
IFED TETCO M2 Basis (Receipts) |
U.S. |
1,100 |
0.8 |
48,355 |
37.3 |
129,704 | |
NON U.S. |
2,608 |
2.0 |
3,894 |
3.0 |
|||
5 |
3,708 |
2.9 |
52,249 |
40.3 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
41,091 |
3.2 |
42,239 |
3.2 |
1,303,527 |
NON U.S. |
13 |
44,213 |
3.4 |
54,068 |
4.1 |
||
17 |
85,304 |
6.5 |
96,307 |
7.4 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
5,794 |
1.6 |
75,215 |
20.2 |
371,784 | |
NON U.S. |
6,115 |
1.6 |
10,767 |
2.9 |
|||
7 |
11,909 |
3.2 |
85,982 |
23.1 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
16,070 |
14.0 |
2,168 |
1.9 |
114,663 | |
NON U.S. |
9,234 |
8.1 |
508 |
0.4 |
|||
7 |
25,304 |
22.1 |
2,676 |
2.3 |
| ||
CBT SOYBEAN MEAL |
U.S. |
3,729 |
1.0 |
6,345 |
1.6 |
390,740 | |
NON U.S. |
28,699 |
7.3 |
1,582 |
0.4 |
|||
10 |
32,428 |
8.3 |
7,927 |
2.0 |
| ||
ICUS COTTON NO. 2 |
U.S. |
3,823 |
1.6 |
49 |
0.0 |
234,800 | |
NON U.S. |
26,337 |
11.2 |
934 |
0.4 |
|||
13 |
30,160 |
12.8 |
983 |
0.4 |
| ||
NYME HENRY HUB SWAP |
U.S. |
14,857 |
1.2 |
418,309 |
34.4 |
1,215,314 | |
NON U.S. |
38,422 |
3.2 |
328,898 |
27.1 |
|||
10 |
53,279 |
4.4 |
747,207 |
61.5 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
33,337 |
14.8 |
2,521 |
1.1 |
224,507 | |
NON U.S. |
52,022 |
23.2 |
7,232 |
3.2 |
|||
9 |
85,359 |
38.0 |
9,753 |
4.3 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
604 |
0.0 |
20,545 |
1.4 |
1,490,582 |
NON U.S. |
20 |
12,944 |
0.9 |
42,405 |
2.8 |
||
25 |
13,548 |
0.9 |
62,950 |
4.2 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
90,905 |
2.7 |
50,761 |
1.5 |
3,403,957 |
NON U.S. |
27 |
11,964 |
0.4 |
103,463 |
3.0 |
||
35 |
102,869 |
3.0 |
154,224 |
4.5 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
29,760 |
0.9 |
14,690 |
0.5 |
3,225,663 |
NON U.S. |
21 |
35,834 |
1.1 |
81,890 |
2.5 |
||
26 |
65,594 |
2.0 |
96,580 |
3.0 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
307,126 |
18.1 |
177,197 |
10.5 |
1,693,063 |
NON U.S. |
25 |
83,762 |
4.9 |
150,637 |
8.9 |
||
33 |
390,888 |
23.1 |
327,834 |
19.4 |
| ||
CME LEAN HOGS |
U.S. |
1,648 |
0.7 |
813 |
0.3 |
246,850 | |
NON U.S. |
17,098 |
6.9 |
9 |
0.00 |
|||
10 |
18,746 |
7.6 |
822 |
0.3 |
| ||
CME LIVE CATTLE |
U.S. |
1,357 |
0.4 |
318 |
0.1 |
315,133 | |
NON U.S. |
13,963 |
4.4 |
3 |
0.000 |
|||
9 |
15,320 |
4.9 |
321 |
0.1 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
3,047 |
16.3 |
18,650 | |
NON U.S. |
0 |
0.0 |
1,578 |
8.5 |
|||
5 |
0 |
0.0 |
4,625 |
24.8 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,756 |
2.5 |
9,429 |
8.5 |
111,545 | |
NON U.S. |
162 |
0.1 |
1,353 |
1.2 |
|||
6 |
2,918 |
2.6 |
10,782 |
9.7 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
3,407 |
4.7 |
5,451 |
7.5 |
72,798 | |
NON U.S. |
244 |
0.3 |
2,558 |
3.5 |
|||
7 |
3,651 |
5.0 |
8,009 |
11.0 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
1,554 |
17.8 |
1,019 |
11.7 |
8,708 | |
NON U.S. |
343 |
3.9 |
325 |
3.7 |
|||
6 |
1,897 |
21.8 |
1,344 |
15.4 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
542 |
3.6 |
618 |
4.1 |
15,120 | |
NON U.S. |
0 |
0.0 |
3,072 |
20.3 |
|||
6 |
542 |
3.6 |
3,690 |
24.4 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
16,855 |
2.9 |
46,861 |
8.1 |
577,295 | |
NON U.S. |
6,411 |
1.1 |
2,108 |
0.4 |
|||
15 |
23,266 |
4.0 |
48,969 |
8.5 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
529 |
5.9 |
1,122 |
12.4 |
9,015 | |
NON U.S. |
545 |
6.0 |
1,006 |
11.2 |
|||
8 |
1,074 |
11.9 |
2,128 |
23.6 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
0 |
0.0 |
17,561 |
11.2 |
156,985 | |
NON U.S. |
0 |
0.0 |
15,790 |
10.1 |
|||
5 |
0 |
0.0 |
33,351 |
21.2 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
38,233 |
1.6 |
227,602 |
9.8 |
2,326,586 |
NON U.S. |
20 |
85,393 |
3.7 |
168,402 |
7.2 |
||
24 |
123,626 |
5.3 |
396,004 |
17.0 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,249 |
1.1 |
7,548 |
6.4 |
118,863 | |
NON U.S. |
13,644 |
11.5 |
12,790 |
10.8 |
|||
7 |
14,893 |
12.5 |
20,338 |
17.1 |
| ||
ICUS COCOA |
U.S. |
1,212 |
0.5 |
1,349 |
0.5 |
248,497 | |
NON U.S. |
10,165 |
4.1 |
5,353 |
2.2 |
|||
11 |
11,377 |
4.6 |
6,702 |
2.7 |
| ||
NYME PALLADIUM |
U.S. |
4 |
530 |
1.5 |
11,243 |
32.1 |
34,977 |
NON U.S. |
13 |
928 |
2.7 |
5,757 |
16.5 |
||
17 |
1,458 |
4.2 |
17,000 |
48.6 |
| ||
NYME PLATINUM |
U.S. |
5 |
233 |
0.3 |
15,086 |
19.0 |
79,308 |
NON U.S. |
15 |
2,725 |
3.4 |
15,083 |
19.0 |
||
20 |
2,958 |
3.7 |
30,169 |
38.0 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
12,006 |
1.5 |
3,591 |
0.4 |
824,467 | |
NON U.S. |
48,271 |
5.9 |
5,526 |
0.7 |
|||
13 |
60,277 |
7.3 |
9,117 |
1.1 |
| ||
ICUS COFFEE C |
U.S. |
4 |
4,103 |
2.0 |
1,331 |
0.6 |
206,646 |
NON U.S. |
15 |
11,998 |
5.8 |
3,862 |
1.9 |
||
19 |
16,101 |
7.8 |
5,193 |
2.5 |
| ||
CMX SILVER |
U.S. |
4 |
2,609 |
1.4 |
38,916 |
21.2 |
183,276 |
NON U.S. |
19 |
6,273 |
3.4 |
37,434 |
20.4 |
||
23 |
8,882 |
4.8 |
76,350 |
41.7 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
5,815 |
1.8 |
181 |
0.1 |
330,702 |
NON U.S. |
14 |
12,713 |
3.8 |
7,022 |
2.1 |
||
18 |
18,528 |
5.6 |
7,203 |
2.2 |
| ||
CMX GOLD |
U.S. |
6 |
9,512 |
1.7 |
136,995 |
24.2 |
566,817 |
NON U.S. |
30 |
20,032 |
3.5 |
106,295 |
18.8 |
||
36 |
29,544 |
5.2 |
243,290 |
42.9 |
| ||
CME RUSSIAN RUBLE |
U.S. |
0 |
0.0 |
2,450 |
6.1 |
40,072 | |
NON U.S. |
2,605 |
6.5 |
3,454 |
8.6 |
|||
5 |
2,605 |
6.5 |
5,904 |
14.7 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
1,177 |
0.5 |
240,705 | |
NON U.S. |
8,427 |
3.5 |
59,538 |
24.7 |
|||
8 |
8,427 |
3.5 |
60,715 |
25.2 |
| ||
CME BRITISH POUND STERLING |
U.S. |
21,290 |
9.7 |
6,286 |
2.9 |
219,048 | |
NON U.S. |
6,702 |
3.1 |
358 |
0.2 |
|||
5 |
27,992 |
12.8 |
6,644 |
3.0 |
| ||
CME JAPANESE YEN |
U.S. |
30,280 |
14.2 |
295 |
0.1 |
213,200 | |
NON U.S. |
8,117 |
3.8 |
3,771 |
1.8 |
|||
6 |
38,397 |
18.0 |
4,066 |
1.9 |
| ||
CME EURO FX |
U.S. |
3,135 |
0.7 |
46,368 |
10.0 |
464,988 | |
NON U.S. |
33,315 |
7.2 |
13,183 |
2.8 |
|||
18 |
36,450 |
7.8 |
59,551 |
12.8 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
8,187 |
2.0 |
6,706 |
1.6 |
416,762 |
NON U.S. |
9 |
11,710 |
2.8 |
924 |
0.2 |
||
13 |
19,897 |
4.8 |
7,630 |
1.8 |
| ||
E VIX FUTURES |
U.S. |
1,046 |
0.2 |
9 |
0.00 |
618,725 | |
NON U.S. |
61,458 |
9.9 |
8,512 |
1.4 |
|||
9 |
62,504 |
10.1 |
8,521 |
1.4 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,231 |
2.2 |
3,853 |
2.6 |
149,637 |
NON U.S. |
7 |
491 |
0.3 |
10,188 |
6.8 |
||
12 |
3,722 |
2.5 |
14,041 |
9.4 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,230,926 |
15.8 |
1,279,134 |
9.1 |
14,129,650 |
NON U.S. |
37 |
841,781 |
6.0 |
647,717 |
4.6 |
||
45 |
3,072,707 |
21.7 |
1,926,851 |
13.6 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
16,784 |
0.5 |
100,892 |
3.0 |
3,327,423 |
NON U.S. |
22 |
81,104 |
2.4 |
105,975 |
3.2 |
||
28 |
97,888 |
2.9 |
206,867 |
6.2 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
7,868 |
2.8 |
2,402 |
0.9 |
281,453 | |
NON U.S. |
1,194 |
0.4 |
14,817 |
5.3 |
|||
17 |
9,062 |
3.2 |
17,219 |
6.1 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
6,043 |
1.1 |
13,080 |
2.4 |
545,269 |
NON U.S. |
13 |
8,362 |
1.5 |
7,447 |
1.4 |
||
17 |
14,405 |
2.6 |
20,527 |
3.8 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
94 |
0.1 |
468 |
0.7 |
65,043 | |
NON U.S. |
1,930 |
3.0 |
3,281 |
5.0 |
|||
6 |
2,024 |
3.1 |
3,749 |
5.8 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
3,057 |
0.9 |
372 |
0.1 |
349,043 | |
NON U.S. |
12,708 |
3.6 |
18,329 |
5.3 |
|||
9 |
15,765 |
4.5 |
18,701 |
5.4 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
0 |
0.0 |
9,581 |
0.8 |
1,136,874 | |
NON U.S. |
23,093 |
2.0 |
13,312 |
1.2 |
|||
17 |
23,093 |
2.0 |
22,893 |
2.0 |
|