IN CONTRACTS
REPORT DATE: 10/3/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
7,095 |
1.6 |
3,020 |
0.7 |
439,038 | |
NON U.S. |
27,025 |
6.2 |
2,956 |
0.7 |
|||
15 |
34,120 |
7.8 |
5,976 |
1.4 |
| ||
CBT WHEAT-HRW |
U.S. |
5,124 |
1.9 |
1,143 |
0.4 |
272,278 | |
NON U.S. |
11,339 |
4.2 |
120 |
0.0 |
|||
9 |
16,463 |
6.0 |
1,263 |
0.5 |
| ||
CBT CORN |
U.S. |
12,393 |
0.9 |
15,139 |
1.1 |
1,433,227 | |
NON U.S. |
70,856 |
4.9 |
5,467 |
0.4 |
|||
15 |
83,249 |
5.8 |
20,606 |
1.4 |
| ||
CBT SOYBEANS |
U.S. |
4 |
9,167 |
1.3 |
5,390 |
0.8 |
695,045 |
NON U.S. |
10 |
25,583 |
3.7 |
6,965 |
1.0 |
||
14 |
34,750 |
5.0 |
12,355 |
1.8 |
| ||
CBT SOYBEAN OIL |
U.S. |
11,924 |
2.8 |
6,053 |
1.4 |
423,443 | |
NON U.S. |
22,842 |
5.4 |
759 |
0.2 |
|||
9 |
34,766 |
8.2 |
6,812 |
1.6 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
1,210 |
0.2 |
3,002 |
0.4 |
730,334 |
NON U.S. |
5 |
50 |
0.00 |
3,281 |
0.4 |
||
9 |
1,260 |
0.2 |
6,283 |
0.9 |
| ||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
15,627 |
3.5 |
7,224 |
1.6 |
449,485 |
NON U.S. |
5 |
15,138 |
3.4 |
89 |
0.0 |
||
9 |
30,765 |
6.8 |
7,313 |
1.6 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
17,319 |
0.3 |
1,652,428 |
32.1 |
5,148,526 |
NON U.S. |
7 |
57,338 |
1.1 |
691,660 |
13.4 |
||
11 |
74,657 |
1.5 |
2,344,088 |
45.5 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
16,872 |
5.9 |
12,498 |
4.4 |
285,625 | |
NON U.S. |
17,292 |
6.1 |
324 |
0.1 |
|||
8 |
34,164 |
12.0 |
12,822 |
4.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
1,748 |
0.6 |
36,142 |
12.8 |
283,185 | |
NON U.S. |
2,692 |
1.0 |
100,892 |
35.6 |
|||
6 |
4,440 |
1.6 |
137,034 |
48.4 |
| ||
IFED AECO FIN BASIS |
U.S. |
10,243 |
1.2 |
2,629 |
0.3 |
857,695 | |
NON U.S. |
63,258 |
7.4 |
595,759 |
69.5 |
|||
9 |
73,501 |
8.6 |
598,388 |
69.8 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
20,561 |
5.1 |
4,653 |
1.1 |
406,254 | |
NON U.S. |
151 |
0.0 |
58,588 |
14.4 |
|||
9 |
20,712 |
5.1 |
63,241 |
15.6 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,783 |
4.4 |
45,744 |
11.4 |
401,409 | |
NON U.S. |
2,538 |
0.6 |
29,363 |
7.3 |
|||
7 |
20,321 |
5.1 |
75,107 |
18.7 |
| ||
IFED WAHA FIN BASIS |
U.S. |
689 |
0.3 |
49,785 |
21.2 |
234,778 | |
NON U.S. |
92 |
0.0 |
16,636 |
7.1 |
|||
5 |
781 |
0.3 |
66,421 |
28.3 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
19,592 |
11.8 |
17,267 |
10.4 |
166,265 | |
NON U.S. |
394 |
0.2 |
5,409 |
3.3 |
|||
5 |
19,986 |
12.0 |
22,676 |
13.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
11,219 |
2.0 |
108,069 |
19.2 |
563,444 | |
NON U.S. |
4,001 |
0.7 |
11,195 |
2.0 |
|||
7 |
15,220 |
2.7 |
119,264 |
21.2 |
| ||
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
5,528 |
7.9 |
8,946 |
12.9 |
69,537 | |
NON U.S. |
2,522 |
3.6 |
3,930 |
5.7 |
|||
5 |
8,050 |
11.6 |
12,876 |
18.5 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,072 |
0.7 |
10,157 |
6.3 |
161,399 | |
NON U.S. |
7,378 |
4.6 |
5,043 |
3.1 |
|||
5 |
8,450 |
5.2 |
15,200 |
9.4 |
| ||
IFED TRANSCO ZONE 6 BASIS |
U.S. |
0 |
0.0 |
12,268 |
11.2 |
109,296 | |
NON U.S. |
0 |
0.0 |
5,216 |
4.8 |
|||
5 |
0 |
0.0 |
17,484 |
16.0 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
5,974 |
5.8 |
5,178 |
5.1 |
102,314 | |
NON U.S. |
12,459 |
12.2 |
122 |
0.1 |
|||
5 |
18,433 |
18.0 |
5,300 |
5.2 |
| ||
IFED TETCO M2 Basis (Receipts) |
U.S. |
2,017 |
1.5 |
51,889 |
38.6 |
134,457 | |
NON U.S. |
2,391 |
1.8 |
3,624 |
2.7 |
|||
5 |
4,408 |
3.3 |
55,513 |
41.3 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
39,339 |
2.8 |
37,395 |
2.7 |
1,394,563 |
NON U.S. |
14 |
49,796 |
3.6 |
58,134 |
4.2 |
||
18 |
89,135 |
6.4 |
95,529 |
6.9 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
5,823 |
1.5 |
75,971 |
19.1 |
397,675 | |
NON U.S. |
5,975 |
1.5 |
10,161 |
2.6 |
|||
7 |
11,798 |
3.0 |
86,132 |
21.7 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
13,829 |
12.4 |
3,295 |
2.9 |
111,770 | |
NON U.S. |
8,965 |
8.0 |
790 |
0.7 |
|||
7 |
22,794 |
20.4 |
4,085 |
3.7 |
| ||
CBT SOYBEAN MEAL |
U.S. |
6,700 |
1.8 |
2,433 |
0.7 |
365,972 | |
NON U.S. |
28,645 |
7.8 |
1,714 |
0.5 |
|||
10 |
35,345 |
9.7 |
4,147 |
1.1 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4 |
3,963 |
1.7 |
49 |
0.0 |
229,503 |
NON U.S. |
10 |
24,591 |
10.7 |
723 |
0.3 |
||
14 |
28,554 |
12.4 |
772 |
0.3 |
| ||
NYME HENRY HUB SWAP |
U.S. |
3,897 |
0.3 |
416,688 |
34.5 |
1,207,894 | |
NON U.S. |
39,448 |
3.3 |
322,433 |
26.7 |
|||
10 |
43,345 |
3.6 |
739,121 |
61.2 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
27,604 |
13.3 |
2,483 |
1.2 |
207,649 | |
NON U.S. |
48,100 |
23.2 |
7,133 |
3.4 |
|||
9 |
75,704 |
36.5 |
9,616 |
4.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
545 |
0.0 |
26,664 |
1.7 |
1,580,756 |
NON U.S. |
19 |
11,290 |
0.7 |
28,044 |
1.8 |
||
24 |
11,835 |
0.7 |
54,708 |
3.5 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
70,439 |
2.3 |
34,222 |
1.1 |
3,105,646 |
NON U.S. |
25 |
22,133 |
0.7 |
67,006 |
2.2 |
||
33 |
92,572 |
3.0 |
101,228 |
3.3 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
41,511 |
1.4 |
14,164 |
0.5 |
2,960,992 |
NON U.S. |
20 |
44,099 |
1.5 |
74,557 |
2.5 |
||
26 |
85,610 |
2.9 |
88,721 |
3.0 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
228,302 |
15.2 |
204,729 |
13.6 |
1,501,670 |
NON U.S. |
23 |
68,096 |
4.5 |
117,857 |
7.8 |
||
31 |
296,398 |
19.7 |
322,586 |
21.5 |
| ||
CME LEAN HOGS |
U.S. |
1,969 |
0.8 |
1,334 |
0.5 |
257,477 | |
NON U.S. |
16,558 |
6.4 |
1,502 |
0.6 |
|||
11 |
18,527 |
7.2 |
2,836 |
1.1 |
| ||
CME LIVE CATTLE |
U.S. |
1,611 |
0.5 |
576 |
0.2 |
333,751 | |
NON U.S. |
13,678 |
4.1 |
0 |
0.0 |
|||
9 |
15,289 |
4.6 |
576 |
0.2 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
2,749 |
14.4 |
19,110 | |
NON U.S. |
0 |
0.0 |
1,569 |
8.2 |
|||
5 |
0 |
0.0 |
4,318 |
22.6 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,883 |
2.6 |
9,275 |
8.2 |
113,029 | |
NON U.S. |
651 |
0.6 |
1,202 |
1.1 |
|||
6 |
3,534 |
3.1 |
10,477 |
9.3 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
3,298 |
4.7 |
5,422 |
7.7 |
70,401 | |
NON U.S. |
183 |
0.3 |
2,117 |
3.0 |
|||
7 |
3,481 |
4.9 |
7,539 |
10.7 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
1,193 |
11.9 |
1,018 |
10.2 |
10,019 | |
NON U.S. |
322 |
3.2 |
411 |
4.1 |
|||
6 |
1,515 |
15.1 |
1,429 |
14.3 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
612 |
3.7 |
510 |
3.1 |
16,644 | |
NON U.S. |
0 |
0.0 |
3,933 |
23.6 |
|||
6 |
612 |
3.7 |
4,443 |
26.7 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
21,281 |
3.4 |
50,104 |
8.0 |
623,599 | |
NON U.S. |
7,044 |
1.1 |
2,510 |
0.4 |
|||
16 |
28,325 |
4.5 |
52,614 |
8.4 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
384 |
4.0 |
1,131 |
11.7 |
9,680 | |
NON U.S. |
957 |
9.9 |
651 |
6.7 |
|||
8 |
1,341 |
13.9 |
1,782 |
18.4 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
120 |
0.1 |
18,332 |
11.1 |
164,748 | |
NON U.S. |
0 |
0.0 |
17,516 |
10.6 |
|||
5 |
120 |
0.1 |
35,848 |
21.8 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
21,669 |
0.9 |
241,575 |
9.8 |
2,471,226 |
NON U.S. |
20 |
73,894 |
3.0 |
205,086 |
8.3 |
||
24 |
95,563 |
3.9 |
446,661 |
18.1 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
2,344 |
1.8 |
8,463 |
6.5 |
130,817 | |
NON U.S. |
17,561 |
13.4 |
17,950 |
13.7 |
|||
9 |
19,905 |
15.2 |
26,413 |
20.2 |
| ||
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
0 |
0.0 |
372 |
1.4 |
26,790 | |
NON U.S. |
206 |
0.8 |
1,155 |
4.3 |
|||
5 |
206 |
0.8 |
1,527 |
5.7 |
| ||
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
0 |
0.0 |
600 |
3.9 |
15,510 | |
NON U.S. |
0 |
0.0 |
6,060 |
39.1 |
|||
5 |
0 |
0.0 |
6,660 |
42.9 |
| ||
ICUS COCOA |
U.S. |
1,539 |
0.6 |
806 |
0.3 |
254,019 | |
NON U.S. |
11,497 |
4.5 |
4,872 |
1.9 |
|||
10 |
13,036 |
5.1 |
5,678 |
2.2 |
| ||
NYME PALLADIUM |
U.S. |
4 |
609 |
2.0 |
9,662 |
31.6 |
30,590 |
NON U.S. |
11 |
906 |
3.0 |
4,838 |
15.8 |
||
15 |
1,515 |
5.0 |
14,500 |
47.4 |
| ||
NYME PLATINUM |
U.S. |
5 |
275 |
0.4 |
11,188 |
15.6 |
71,860 |
NON U.S. |
15 |
3,543 |
4.9 |
10,409 |
14.5 |
||
20 |
3,818 |
5.3 |
21,597 |
30.1 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
10,173 |
1.5 |
2,548 |
0.4 |
683,879 | |
NON U.S. |
46,119 |
6.7 |
5,362 |
0.8 |
|||
12 |
56,292 |
8.2 |
7,910 |
1.2 |
| ||
ICUS COFFEE C |
U.S. |
4 |
3,431 |
1.6 |
392 |
0.2 |
208,591 |
NON U.S. |
15 |
12,146 |
5.8 |
4,009 |
1.9 |
||
19 |
15,577 |
7.5 |
4,401 |
2.1 |
| ||
CMX SILVER |
U.S. |
4 |
2,181 |
1.2 |
34,202 |
18.6 |
183,494 |
NON U.S. |
19 |
6,081 |
3.3 |
35,284 |
19.2 |
||
23 |
8,262 |
4.5 |
69,486 |
37.9 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
5,477 |
2.0 |
239 |
0.1 |
273,497 |
NON U.S. |
15 |
12,161 |
4.4 |
7,515 |
2.7 |
||
19 |
17,638 |
6.4 |
7,754 |
2.8 |
| ||
CMX GOLD |
U.S. |
5 |
8,895 |
1.7 |
117,339 |
22.3 |
525,127 |
NON U.S. |
27 |
21,077 |
4.0 |
94,830 |
18.1 |
||
32 |
29,972 |
5.7 |
212,169 |
40.4 |
| ||
CME MEXICAN PESO |
U.S. |
1,126 |
0.6 |
0 |
0.0 |
204,344 | |
NON U.S. |
6,425 |
3.1 |
54,503 |
26.7 |
|||
6 |
7,551 |
3.7 |
54,503 |
26.7 |
| ||
CME JAPANESE YEN |
U.S. |
19,967 |
8.1 |
3,328 |
1.3 |
246,889 | |
NON U.S. |
4,620 |
1.9 |
37 |
0.0 |
|||
5 |
24,587 |
10.0 |
3,365 |
1.4 |
| ||
CME EURO FX |
U.S. |
52 |
0.0 |
56,202 |
12.8 |
438,663 | |
NON U.S. |
25,307 |
5.8 |
13,979 |
3.2 |
|||
16 |
25,359 |
5.8 |
70,181 |
16.0 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
6,693 |
1.7 |
7,447 |
1.9 |
383,136 |
NON U.S. |
9 |
11,308 |
3.0 |
636 |
0.2 |
||
13 |
18,001 |
4.7 |
8,083 |
2.1 |
| ||
E VIX FUTURES |
U.S. |
1,455 |
0.2 |
0 |
0.0 |
669,232 | |
NON U.S. |
76,978 |
11.5 |
9,941 |
1.5 |
|||
9 |
78,433 |
11.7 |
9,941 |
1.5 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,142 |
2.0 |
2,794 |
1.8 |
154,359 |
NON U.S. |
6 |
0 |
0.0 |
24,091 |
15.6 |
||
11 |
3,142 |
2.0 |
26,885 |
17.4 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,197,834 |
17.3 |
858,330 |
6.7 |
12,731,755 |
NON U.S. |
29 |
872,508 |
6.9 |
433,457 |
3.4 |
||
37 |
3,070,342 |
24.1 |
1,291,787 |
10.1 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
6,442 |
0.2 |
48,635 |
1.6 |
3,013,291 |
NON U.S. |
21 |
57,083 |
1.9 |
147,031 |
4.9 |
||
26 |
63,525 |
2.1 |
195,666 |
6.5 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
6,038 |
2.2 |
3,048 |
1.1 |
269,830 | |
NON U.S. |
702 |
0.3 |
10,372 |
3.8 |
|||
16 |
6,740 |
2.5 |
13,420 |
5.0 |
| ||
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
4 |
5,442 |
1.0 |
22,442 |
4.2 |
538,396 |
NON U.S. |
10 |
5,776 |
1.1 |
2,729 |
0.5 |
||
14 |
11,218 |
2.1 |
25,171 |
4.7 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
721 |
1.2 |
150 |
0.2 |
61,773 |
NON U.S. |
8 |
5,294 |
8.6 |
1,981 |
3.2 |
||
12 |
6,015 |
9.7 |
2,131 |
3.4 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
466 |
0.2 |
0 |
0.0 |
285,714 | |
NON U.S. |
1,269 |
0.4 |
12,594 |
4.4 |
|||
8 |
1,735 |
0.6 |
12,594 |
4.4 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
215 |
0.0 |
6,613 |
0.6 |
1,061,215 | |
NON U.S. |
8,641 |
0.8 |
45,598 |
4.3 |
|||
16 |
8,856 |
0.8 |
52,211 |
4.9 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
2,085 |
14.2 |
597 |
4.1 |
14,664 | |
NON U.S. |
1,028 |
7.0 |
39 |
0.3 |
|||
5 |
3,113 |
21.2 |
636 |
4.3 |
|