IN CONTRACTS
REPORT DATE: 12/1/2015 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4,975 |
1.3 |
969 |
0.3 |
370,858 | |
NON U.S. |
23,925 |
6.5 |
6,213 |
1.7 |
|||
16 |
28,900 |
7.8 |
7,182 |
1.9 |
| ||
CBT WHEAT-HRW |
U.S. |
3,414 |
1.8 |
2,520 |
1.3 |
193,267 | |
NON U.S. |
4,837 |
2.5 |
2,814 |
1.5 |
|||
9 |
8,251 |
4.3 |
5,334 |
2.8 |
| ||
CBT CORN |
U.S. |
37,888 |
2.9 |
17,689 |
1.4 |
1,300,942 | |
NON U.S. |
67,805 |
5.2 |
6,640 |
0.5 |
|||
12 |
105,693 |
8.1 |
24,329 |
1.9 |
| ||
CBT SOYBEANS |
U.S. |
6,574 |
1.0 |
6,396 |
0.9 |
688,485 | |
NON U.S. |
27,911 |
4.1 |
9,863 |
1.4 |
|||
13 |
34,485 |
5.0 |
16,259 |
2.4 |
| ||
CBT SOYBEAN OIL |
U.S. |
8,461 |
1.9 |
7,815 |
1.8 |
437,861 | |
NON U.S. |
19,532 |
4.5 |
1,560 |
0.4 |
|||
9 |
27,993 |
6.4 |
9,375 |
2.1 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
2,658 |
0.5 |
4,060 |
0.8 |
524,811 | |
NON U.S. |
0 |
0.0 |
2,372 |
0.5 |
|||
5 |
2,658 |
0.5 |
6,432 |
1.2 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
3,598 |
5.6 |
1,374 |
2.1 |
64,604 | |
NON U.S. |
2,243 |
3.5 |
1,103 |
1.7 |
|||
5 |
5,841 |
9.0 |
2,477 |
3.8 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
12,803 |
3.7 |
1,706 |
0.5 |
345,784 |
NON U.S. |
4 |
15,357 |
4.4 |
314 |
0.1 |
||
8 |
28,160 |
8.1 |
2,020 |
0.6 |
| ||
NYME SING GASOIL SWAP |
U.S. |
215 |
5.1 |
308 |
7.4 |
4,185 | |
NON U.S. |
1,753 |
41.9 |
180 |
4.3 |
|||
5 |
1,968 |
47.0 |
488 |
11.7 |
| ||
NYME UP DOWN GC ULSD VS HO SPR SWAP |
U.S. |
1,609 |
3.3 |
3,293 |
6.7 |
49,057 | |
NON U.S. |
2,957 |
6.0 |
1,204 |
2.5 |
|||
7 |
4,566 |
9.3 |
4,497 |
9.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
40,249 |
1.1 |
743,730 |
19.4 |
3,825,952 |
NON U.S. |
7 |
81,701 |
2.1 |
584,902 |
15.3 |
||
11 |
121,950 |
3.2 |
1,328,632 |
34.7 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
14,969 |
3.9 |
34,877 |
9.0 |
388,606 | |
NON U.S. |
17,136 |
4.4 |
6,888 |
1.8 |
|||
9 |
32,105 |
8.3 |
41,765 |
10.7 |
| ||
IFED SOCAL BORDER FIN BASIS |
U.S. |
7,086 |
3.0 |
2,377 |
1.0 |
239,186 | |
NON U.S. |
2,764 |
1.2 |
2,395 |
1.0 |
|||
6 |
9,850 |
4.1 |
4,772 |
2.0 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
974 |
0.4 |
39,387 |
17.8 |
221,426 | |
NON U.S. |
2,245 |
1.0 |
61,945 |
28.0 |
|||
9 |
3,219 |
1.5 |
101,332 |
45.8 |
| ||
IFED AECO FIN BASIS |
U.S. |
13,991 |
2.2 |
3,769 |
0.6 |
627,799 | |
NON U.S. |
34,992 |
5.6 |
296,821 |
47.3 |
|||
9 |
48,983 |
7.8 |
300,590 |
47.9 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
2,441 |
0.8 |
14,676 |
4.5 |
322,705 | |
NON U.S. |
123 |
0.0 |
57,590 |
17.8 |
|||
9 |
2,564 |
0.8 |
72,266 |
22.4 |
| ||
IFED HSC FIN BASIS |
U.S. |
1,634 |
0.7 |
16,151 |
6.5 |
248,697 | |
NON U.S. |
24,334 |
9.8 |
25,442 |
10.2 |
|||
7 |
25,968 |
10.4 |
41,593 |
16.7 |
| ||
IFED WAHA FIN BASIS |
U.S. |
571 |
0.5 |
11,429 |
10.6 |
108,106 | |
NON U.S. |
0 |
0.0 |
21,803 |
20.2 |
|||
6 |
571 |
0.5 |
33,232 |
30.7 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
0 |
0.0 |
5,286 |
6.8 |
78,311 | |
NON U.S. |
327 |
0.4 |
13,269 |
16.9 |
|||
5 |
327 |
0.4 |
18,555 |
23.7 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
17,799 |
10.0 |
15,046 |
8.5 |
177,207 | |
NON U.S. |
13,654 |
7.7 |
11,696 |
6.6 |
|||
6 |
31,453 |
17.7 |
26,742 |
15.1 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
759 |
0.2 |
48,129 |
13.6 |
354,523 | |
NON U.S. |
28,659 |
8.1 |
40,365 |
11.4 |
|||
8 |
29,418 |
8.3 |
88,494 |
25.0 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,834 |
4.1 |
5,784 |
8.3 |
69,867 | |
NON U.S. |
2,746 |
3.9 |
17,219 |
24.6 |
|||
6 |
5,580 |
8.0 |
23,003 |
32.9 |
| ||
IFED NATURAL GAS PIPELINE, TEXOK (BASIS) |
U.S. |
9,129 |
8.5 |
5,812 |
5.4 |
106,813 | |
NON U.S. |
978 |
0.9 |
10,184 |
9.5 |
|||
5 |
10,107 |
9.5 |
15,996 |
15.0 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,565 |
1.0 |
11,436 |
7.1 |
160,514 | |
NON U.S. |
3,995 |
2.5 |
18,494 |
11.5 |
|||
6 |
5,560 |
3.5 |
29,930 |
18.6 |
| ||
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
0 |
0.0 |
8,574 |
4.4 |
195,785 | |
NON U.S. |
6,970 |
3.6 |
9,448 |
4.8 |
|||
5 |
6,970 |
3.6 |
18,022 |
9.2 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
32,657 |
3.2 |
14,539 |
1.4 |
1,005,820 |
NON U.S. |
9 |
45,927 |
4.6 |
18,252 |
1.8 |
||
13 |
78,584 |
7.8 |
32,791 |
3.3 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
11,828 |
3.7 |
34,806 |
11.0 |
316,990 | |
NON U.S. |
14,631 |
4.6 |
25,896 |
8.2 |
|||
7 |
26,459 |
8.3 |
60,702 |
19.1 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
5,077 |
5.4 |
3,224 |
3.5 |
93,274 | |
NON U.S. |
6,350 |
6.8 |
2,555 |
2.7 |
|||
5 |
11,427 |
12.3 |
5,779 |
6.2 |
| ||
CBT SOYBEAN MEAL |
U.S. |
5,174 |
1.2 |
6,264 |
1.5 |
418,708 | |
NON U.S. |
19,406 |
4.6 |
2,121 |
0.5 |
|||
12 |
24,580 |
5.9 |
8,385 |
2.0 |
| ||
ICUS COTTON NO. 2 |
U.S. |
3,935 |
2.2 |
119 |
0.1 |
180,779 | |
NON U.S. |
14,294 |
7.9 |
1,711 |
0.9 |
|||
13 |
18,229 |
10.1 |
1,830 |
1.0 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
2,646 |
4.8 |
4,977 |
9.0 |
55,123 | |
NON U.S. |
5,172 |
9.4 |
31,598 |
57.3 |
|||
6 |
7,818 |
14.2 |
36,575 |
66.4 |
| ||
NYME HENRY HUB SWAP |
U.S. |
30,154 |
2.0 |
339,506 |
22.9 |
1,483,771 | |
NON U.S. |
31,820 |
2.1 |
423,129 |
28.5 |
|||
11 |
61,974 |
4.2 |
762,635 |
51.4 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
41,086 |
11.7 |
14,074 |
4.0 |
350,368 | |
NON U.S. |
59,297 |
16.9 |
12,432 |
3.5 |
|||
10 |
100,383 |
28.7 |
26,506 |
7.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
4,343 |
0.4 |
16,471 |
1.7 |
983,589 |
NON U.S. |
11 |
7,585 |
0.8 |
21,586 |
2.2 |
||
17 |
11,928 |
1.2 |
38,057 |
3.9 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
22,381 |
0.8 |
14,746 |
0.5 |
2,780,808 |
NON U.S. |
13 |
8,558 |
0.3 |
57,233 |
2.1 |
||
19 |
30,939 |
1.1 |
71,979 |
2.6 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
11,675 |
0.5 |
16,277 |
0.6 |
2,508,295 |
NON U.S. |
16 |
16,887 |
0.7 |
46,327 |
1.8 |
||
20 |
28,562 |
1.1 |
62,604 |
2.5 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
5 |
96,518 |
14.6 |
88,087 |
13.3 |
662,350 |
NON U.S. |
17 |
14,664 |
2.2 |
29,459 |
4.4 |
||
22 |
111,182 |
16.8 |
117,546 |
17.7 |
| ||
CME LEAN HOGS |
U.S. |
1,760 |
0.9 |
1,150 |
0.6 |
195,714 | |
NON U.S. |
11,055 |
5.6 |
1,137 |
0.6 |
|||
12 |
12,815 |
6.5 |
2,287 |
1.2 |
| ||
CME LIVE CATTLE |
U.S. |
1,402 |
0.5 |
460 |
0.2 |
274,364 | |
NON U.S. |
11,089 |
4.0 |
800 |
0.3 |
|||
7 |
12,491 |
4.6 |
1,260 |
0.5 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
632 |
2.7 |
5,038 |
21.3 |
23,647 | |
NON U.S. |
465 |
2.0 |
240 |
1.0 |
|||
5 |
1,097 |
4.6 |
5,278 |
22.3 |
| ||
NYME MT BELVIEU PROPANE (OPIS) SWAP |
U.S. |
2,646 |
2.9 |
5,550 |
6.1 |
90,930 | |
NON U.S. |
1,409 |
1.5 |
2,661 |
2.9 |
|||
5 |
4,055 |
4.5 |
8,211 |
9.0 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
11,405 |
2.9 |
37,900 |
9.7 |
391,436 | |
NON U.S. |
10,672 |
2.7 |
5,835 |
1.5 |
|||
19 |
22,077 |
5.6 |
43,735 |
11.2 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,633 |
16.8 |
2,002 |
20.6 |
9,727 | |
NON U.S. |
2,521 |
25.9 |
353 |
3.6 |
|||
12 |
4,154 |
42.7 |
2,355 |
24.2 |
| ||
ICEU WTI 1st Line-Brent 1st Line |
U.S. |
3,800 |
5.4 |
1,965 |
2.8 |
70,577 | |
NON U.S. |
210 |
0.3 |
6,983 |
9.9 |
|||
7 |
4,010 |
5.7 |
8,948 |
12.7 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
85 |
0.3 |
3,322 |
10.2 |
32,635 | |
NON U.S. |
0 |
0.0 |
10,242 |
31.4 |
|||
5 |
85 |
0.3 |
13,564 |
41.6 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
23,625 |
1.4 |
109,455 |
6.6 |
1,661,176 |
NON U.S. |
15 |
88,149 |
5.3 |
153,616 |
9.2 |
||
19 |
111,774 |
6.7 |
263,071 |
15.8 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,563 |
1.3 |
15,357 |
12.4 |
124,269 | |
NON U.S. |
6,313 |
5.1 |
29,752 |
23.9 |
|||
9 |
7,876 |
6.3 |
45,109 |
36.3 |
| ||
NYME DATED BRENT CALENDAR SWAP |
U.S. |
8 |
0.1 |
3 |
0.0 |
7,733 | |
NON U.S. |
5,301 |
68.6 |
0 |
0.0 |
|||
5 |
5,309 |
68.7 |
3 |
0.0 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
12,661 |
12.3 |
102,719 | |
NON U.S. |
180 |
0.2 |
8,361 |
8.1 |
|||
7 |
180 |
0.2 |
21,022 |
20.5 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
308 |
1.6 |
3,434 |
17.9 |
19,200 | |
NON U.S. |
1,832 |
9.5 |
2,557 |
13.3 |
|||
10 |
2,140 |
11.1 |
5,991 |
31.2 |
| ||
ICUS COCOA |
U.S. |
1,809 |
0.7 |
358 |
0.1 |
246,943 | |
NON U.S. |
5,603 |
2.3 |
4,006 |
1.6 |
|||
8 |
7,412 |
3.0 |
4,364 |
1.8 |
| ||
NYME PALLADIUM |
U.S. |
4 |
525 |
2.0 |
3,764 |
14.0 |
26,853 |
NON U.S. |
16 |
2,238 |
8.3 |
4,001 |
14.9 |
||
20 |
2,763 |
10.3 |
7,765 |
28.9 |
| ||
NYME PLATINUM |
U.S. |
4 |
30 |
0.0 |
6,915 |
9.1 |
76,282 |
NON U.S. |
16 |
3,010 |
3.9 |
8,909 |
11.7 |
||
20 |
3,040 |
4.0 |
15,824 |
20.7 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
14,836 |
1.7 |
1,367 |
0.2 |
863,941 | |
NON U.S. |
51,889 |
6.0 |
11,933 |
1.4 |
|||
12 |
66,725 |
7.7 |
13,300 |
1.5 |
| ||
ICUS COFFEE C |
U.S. |
1,979 |
1.1 |
1,199 |
0.7 |
172,338 | |
NON U.S. |
10,797 |
6.3 |
2,747 |
1.6 |
|||
16 |
12,776 |
7.4 |
3,946 |
2.3 |
| ||
CMX SILVER |
U.S. |
4 |
4,088 |
2.5 |
20,831 |
12.8 |
163,286 |
NON U.S. |
13 |
11,877 |
7.3 |
26,304 |
16.1 |
||
17 |
15,965 |
9.8 |
47,135 |
28.9 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
5,902 |
3.3 |
3 |
0.00 |
180,517 |
NON U.S. |
10 |
13,826 |
7.7 |
1,490 |
0.8 |
||
14 |
19,728 |
10.9 |
1,493 |
0.8 |
| ||
CMX GOLD |
U.S. |
5 |
9,613 |
2.5 |
42,866 |
11.0 |
390,940 |
NON U.S. |
19 |
39,407 |
10.1 |
36,911 |
9.4 |
||
24 |
49,020 |
12.5 |
79,777 |
20.4 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.6 |
3,100 |
7.4 |
41,692 | |
NON U.S. |
26,310 |
63.1 |
20,146 |
48.3 |
|||
6 |
26,545 |
63.7 |
23,246 |
55.8 |
| ||
CME CANADIAN DOLLAR |
U.S. |
13,783 |
9.5 |
261 |
0.2 |
145,547 | |
NON U.S. |
1,198 |
0.8 |
1,090 |
0.7 |
|||
5 |
14,981 |
10.3 |
1,351 |
0.9 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
25,878 |
13.9 |
186,826 | |
NON U.S. |
57,310 |
30.7 |
8,738 |
4.7 |
|||
5 |
57,310 |
30.7 |
34,616 |
18.5 |
| ||
CME BRITISH POUND STERLING |
U.S. |
28,951 |
15.4 |
1,027 |
0.5 |
187,628 | |
NON U.S. |
3,990 |
2.1 |
1,894 |
1.0 |
|||
6 |
32,941 |
17.6 |
2,921 |
1.6 |
| ||
CME JAPANESE YEN |
U.S. |
37,845 |
14.9 |
0 |
0.0 |
253,505 | |
NON U.S. |
6,479 |
2.6 |
3,950 |
1.6 |
|||
8 |
44,324 |
17.5 |
3,950 |
1.6 |
| ||
CME EURO FX |
U.S. |
48,323 |
10.4 |
4,583 |
1.0 |
462,447 | |
NON U.S. |
43,001 |
9.3 |
5,927 |
1.3 |
|||
17 |
91,324 |
19.7 |
10,510 |
2.3 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
6,643 |
1.8 |
7,936 |
2.2 |
363,376 |
NON U.S. |
7 |
10,767 |
3.0 |
990 |
0.3 |
||
11 |
17,410 |
4.8 |
8,926 |
2.5 |
| ||
NYME RBOB CALENDAR SWAP |
U.S. |
124 |
1.0 |
771 |
6.3 |
12,202 | |
NON U.S. |
139 |
1.1 |
211 |
1.7 |
|||
5 |
263 |
2.2 |
982 |
8.0 |
| ||
NYME MINI EUROBOB GAS OXY NWE |
U.S. |
40 |
0.8 |
193 |
3.8 |
5,064 | |
NON U.S. |
105 |
2.1 |
50 |
1.0 |
|||
5 |
145 |
2.9 |
243 |
4.8 |
| ||
E VIX FUTURES |
U.S. |
3,297 |
1.1 |
1,076 |
0.3 |
312,156 | |
NON U.S. |
21,365 |
6.8 |
979 |
0.3 |
|||
8 |
24,662 |
7.9 |
2,055 |
0.7 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
2,425 |
2.3 |
316 |
0.3 |
106,807 |
NON U.S. |
5 |
3,941 |
3.7 |
9,564 |
9.0 |
||
9 |
6,366 |
6.0 |
9,880 |
9.3 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,368,945 |
20.8 |
942,014 |
8.3 |
11,377,628 |
NON U.S. |
35 |
687,398 |
6.0 |
690,153 |
6.1 |
||
43 |
3,056,343 |
26.9 |
1,632,167 |
14.3 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
4 |
14,525 |
0.5 |
24,311 |
0.8 |
2,906,354 |
NON U.S. |
20 |
61,475 |
2.1 |
57,879 |
2.0 |
||
24 |
76,000 |
2.6 |
82,190 |
2.8 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
2,138 |
0.6 |
711 |
0.2 |
346,572 |
NON U.S. |
12 |
4,672 |
1.3 |
22,386 |
6.5 |
||
16 |
6,810 |
2.0 |
23,097 |
6.7 |
| ||
CME AUSTRALIAN DOLLAR |
U.S. |
12,045 |
7.8 |
12 |
0.00 |
154,800 | |
NON U.S. |
9,839 |
6.4 |
742 |
0.5 |
|||
7 |
21,884 |
14.1 |
754 |
0.5 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
300 |
0.1 |
2,648 |
0.7 |
397,933 | |
NON U.S. |
3,454 |
0.9 |
459 |
0.1 |
|||
9 |
3,754 |
0.9 |
3,107 |
0.8 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
621 |
0.6 |
97,519 | |
NON U.S. |
5,002 |
5.1 |
1,302 |
1.3 |
|||
10 |
5,002 |
5.1 |
1,923 |
2.0 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
726 |
0.4 |
260 |
0.2 |
169,266 | |
NON U.S. |
7,075 |
4.2 |
4,792 |
2.8 |
|||
7 |
7,801 |
4.6 |
5,052 |
3.0 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
1,243 |
0.3 |
424 |
0.1 |
442,707 |
NON U.S. |
13 |
18,089 |
4.1 |
21,546 |
4.9 |
||
17 |
19,332 |
4.4 |
21,970 |
5.0 |
| ||
NYME GULF COAST JET FUEL CAL SWAP |
U.S. |
509 |
36.6 |
258 |
18.5 |
1,391 | |
NON U.S. |
130 |
9.3 |
258 |
18.5 |
|||
5 |
639 |
45.9 |
516 |
37.1 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,559 |
13.6 |
0 |
0.0 |
33,570 | |
NON U.S. |
3,442 |
10.3 |
120 |
0.4 |
|||
6 |
8,001 |
23.8 |
120 |
0.4 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
638 |
4.2 |
2,589 |
17.2 |
15,096 | |
NON U.S. |
3,363 |
22.3 |
572 |
3.8 |
|||
7 |
4,001 |
26.5 |
3,161 |
20.9 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
491 |
3.5 |
608 |
4.3 |
14,085 | |
NON U.S. |
2,495 |
17.7 |
948 |
6.7 |
|||
6 |
2,986 |
21.2 |
1,556 |
11.0 |
|