IN CONTRACTS
REPORT DATE: 4/5/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
8,026 |
1.8 |
11,600 |
2.6 |
438,769 | |
NON U.S. |
24,716 |
5.6 |
5,846 |
1.3 |
|||
13 |
32,742 |
7.5 |
17,446 |
4.0 |
| ||
CBT WHEAT-HRW |
U.S. |
4,798 |
2.3 |
3,949 |
1.9 |
210,844 | |
NON U.S. |
5,521 |
2.6 |
3,567 |
1.7 |
|||
9 |
10,319 |
4.9 |
7,516 |
3.6 |
| ||
CBT CORN |
U.S. |
39,804 |
2.8 |
13,092 |
0.9 |
1,439,814 | |
NON U.S. |
62,341 |
4.3 |
933 |
0.1 |
|||
12 |
102,145 |
7.1 |
14,025 |
1.0 |
| ||
CBT SOYBEANS |
U.S. |
16,704 |
2.2 |
452 |
0.1 |
772,217 | |
NON U.S. |
34,056 |
4.4 |
7,619 |
1.0 |
|||
13 |
50,760 |
6.6 |
8,071 |
1.0 |
| ||
CBT SOYBEAN OIL |
U.S. |
7,101 |
1.5 |
1,397 |
0.3 |
473,147 | |
NON U.S. |
18,701 |
4.0 |
2,367 |
0.5 |
|||
10 |
25,802 |
5.5 |
3,764 |
0.8 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
2,828 |
0.5 |
4,333 |
0.8 |
517,225 | |
NON U.S. |
545 |
0.1 |
0 |
0.0 |
|||
5 |
3,373 |
0.7 |
4,333 |
0.8 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,679 |
4.8 |
1,631 |
2.9 |
56,384 | |
NON U.S. |
1,596 |
2.8 |
325 |
0.6 |
|||
5 |
4,275 |
7.6 |
1,956 |
3.5 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
16,302 |
4.3 |
1,304 |
0.3 |
382,411 |
NON U.S. |
4 |
17,672 |
4.6 |
5 |
0.00 |
||
8 |
33,974 |
8.9 |
1,309 |
0.3 |
| ||
NYME GULF COAST ULSD SWAP |
U.S. |
111 |
2.5 |
1,019 |
23.0 |
4,428 | |
NON U.S. |
96 |
2.2 |
231 |
5.2 |
|||
5 |
207 |
4.7 |
1,250 |
28.2 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,551 |
2.9 |
2,212 |
4.1 |
53,780 | |
NON U.S. |
3,510 |
6.5 |
3 |
0.00 |
|||
6 |
5,061 |
9.4 |
2,215 |
4.1 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
12,083 |
0.3 |
1,138,570 |
27.0 |
4,222,598 |
NON U.S. |
9 |
36,354 |
0.9 |
794,963 |
18.8 |
||
13 |
48,437 |
1.1 |
1,933,533 |
45.8 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
13,322 |
5.0 |
27,931 |
10.4 |
268,623 | |
NON U.S. |
11,018 |
4.1 |
3,530 |
1.3 |
|||
8 |
24,340 |
9.1 |
31,461 |
11.7 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
302 |
0.1 |
49,884 |
23.3 |
214,145 | |
NON U.S. |
1,299 |
0.6 |
56,170 |
26.2 |
|||
9 |
1,601 |
0.7 |
106,054 |
49.5 |
| ||
IFED AECO FIN BASIS |
U.S. |
16,673 |
2.4 |
784 |
0.1 |
695,334 | |
NON U.S. |
17,106 |
2.5 |
391,496 |
56.3 |
|||
9 |
33,779 |
4.9 |
392,280 |
56.4 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
4,193 |
1.4 |
13,100 |
4.5 |
293,203 | |
NON U.S. |
0 |
0.0 |
52,996 |
18.1 |
|||
9 |
4,193 |
1.4 |
66,096 |
22.5 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,445 |
6.3 |
28,220 |
10.2 |
277,678 | |
NON U.S. |
15,925 |
5.7 |
19,222 |
6.9 |
|||
7 |
33,370 |
12.0 |
47,442 |
17.1 |
| ||
IFED WAHA FIN BASIS |
U.S. |
0 |
0.0 |
9,250 |
7.5 |
123,197 | |
NON U.S. |
0 |
0.0 |
16,952 |
13.8 |
|||
5 |
0 |
0.0 |
26,202 |
21.3 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
0 |
0.0 |
25,848 |
26.0 |
99,447 | |
NON U.S. |
0 |
0.0 |
12,201 |
12.3 |
|||
5 |
0 |
0.0 |
38,049 |
38.3 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
14,868 |
9.2 |
10,501 |
6.5 |
161,413 | |
NON U.S. |
22,200 |
13.8 |
12,956 |
8.0 |
|||
6 |
37,068 |
23.0 |
23,457 |
14.5 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
43 |
0.0 |
49,243 |
15.7 |
313,776 | |
NON U.S. |
27,802 |
8.9 |
35,750 |
11.4 |
|||
8 |
27,845 |
8.9 |
84,993 |
27.1 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
699 |
1.0 |
4,596 |
6.4 |
72,047 | |
NON U.S. |
4,801 |
6.7 |
12,281 |
17.0 |
|||
5 |
5,500 |
7.6 |
16,877 |
23.4 |
| ||
IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS) |
U.S. |
6,410 |
12.4 |
856 |
1.7 |
51,515 | |
NON U.S. |
4,767 |
9.3 |
0 |
0.0 |
|||
5 |
11,177 |
21.7 |
856 |
1.7 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
986 |
0.7 |
5,693 |
4.0 |
142,159 | |
NON U.S. |
4,817 |
3.4 |
13,418 |
9.4 |
|||
5 |
5,803 |
4.1 |
19,111 |
13.4 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
11,266 |
13.0 |
910 |
1.0 |
86,667 | |
NON U.S. |
10,076 |
11.6 |
0 |
0.0 |
|||
5 |
21,342 |
24.6 |
910 |
1.0 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
34,423 |
3.1 |
38,767 |
3.5 |
1,094,070 |
NON U.S. |
10 |
34,302 |
3.1 |
24,478 |
2.2 |
||
14 |
68,725 |
6.3 |
63,245 |
5.8 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
3,178 |
8.6 |
856 |
2.3 |
37,145 | |
NON U.S. |
4,861 |
13.1 |
8,192 |
22.1 |
|||
5 |
8,039 |
21.6 |
9,048 |
24.4 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
9,237 |
3.4 |
31,243 |
11.5 |
272,694 | |
NON U.S. |
16,465 |
6.0 |
24,488 |
9.0 |
|||
7 |
25,702 |
9.4 |
55,731 |
20.4 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
8,643 |
8.4 |
1,573 |
1.5 |
103,478 | |
NON U.S. |
7,784 |
7.5 |
5,740 |
5.5 |
|||
7 |
16,427 |
15.9 |
7,313 |
7.1 |
| ||
CBT SOYBEAN MEAL |
U.S. |
4,388 |
1.2 |
5,341 |
1.4 |
379,901 | |
NON U.S. |
17,513 |
4.6 |
1,497 |
0.4 |
|||
11 |
21,901 |
5.8 |
6,838 |
1.8 |
| ||
ICUS COTTON NO. 2 |
U.S. |
3,937 |
1.8 |
660 |
0.3 |
222,515 | |
NON U.S. |
18,960 |
8.5 |
1,376 |
0.6 |
|||
13 |
22,897 |
10.3 |
2,036 |
0.9 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
1,983 |
2.7 |
6,036 |
8.1 |
74,506 | |
NON U.S. |
11,473 |
15.4 |
39,812 |
53.4 |
|||
6 |
13,456 |
18.1 |
45,848 |
61.5 |
| ||
NYME HENRY HUB SWAP |
U.S. |
13,745 |
1.0 |
362,017 |
25.7 |
1,409,418 | |
NON U.S. |
47,876 |
3.4 |
478,104 |
33.9 |
|||
10 |
61,621 |
4.4 |
840,121 |
59.6 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
39,105 |
12.5 |
14,667 |
4.7 |
313,717 | |
NON U.S. |
56,934 |
18.1 |
15,334 |
4.9 |
|||
10 |
96,039 |
30.6 |
30,001 |
9.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
16,471 |
1.7 |
6,843 |
0.7 |
992,726 |
NON U.S. |
16 |
12,149 |
1.2 |
28,391 |
2.9 |
||
21 |
28,620 |
2.9 |
35,234 |
3.5 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
37,447 |
1.4 |
2,462 |
0.1 |
2,689,476 |
NON U.S. |
11 |
25,982 |
1.0 |
24,717 |
0.9 |
||
19 |
63,429 |
2.4 |
27,179 |
1.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
11,832 |
0.5 |
12,123 |
0.5 |
2,445,959 |
NON U.S. |
8 |
23,420 |
1.0 |
29,903 |
1.2 |
||
12 |
35,252 |
1.4 |
42,026 |
1.7 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
118,986 |
13.9 |
101,831 |
11.9 |
855,670 |
NON U.S. |
15 |
19,891 |
2.3 |
45,012 |
5.3 |
||
21 |
138,877 |
16.2 |
146,843 |
17.2 |
| ||
CME LEAN HOGS |
U.S. |
2,062 |
0.9 |
749 |
0.3 |
226,021 | |
NON U.S. |
12,195 |
5.4 |
773 |
0.3 |
|||
9 |
14,257 |
6.3 |
1,522 |
0.7 |
| ||
CME LIVE CATTLE |
U.S. |
2,097 |
0.7 |
578 |
0.2 |
283,032 | |
NON U.S. |
11,506 |
4.1 |
702 |
0.2 |
|||
9 |
13,603 |
4.8 |
1,280 |
0.5 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,829 |
1.6 |
15,654 |
13.8 |
113,617 | |
NON U.S. |
351 |
0.3 |
2,943 |
2.6 |
|||
5 |
2,180 |
1.9 |
18,597 |
16.4 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
1,593 |
10.7 |
14,951 | |
NON U.S. |
7,776 |
52.0 |
0 |
0.0 |
|||
5 |
7,776 |
52.0 |
1,593 |
10.7 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
7,426 |
1.6 |
40,274 |
8.9 |
451,663 | |
NON U.S. |
7,298 |
1.6 |
5,433 |
1.2 |
|||
17 |
14,724 |
3.3 |
45,707 |
10.1 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,244 |
18.0 |
670 |
9.7 |
6,911 | |
NON U.S. |
1,101 |
15.9 |
207 |
3.0 |
|||
10 |
2,345 |
33.9 |
877 |
12.7 |
| ||
ICEU WTI 1st Line-Brent 1st Line |
U.S. |
3,315 |
5.2 |
1,415 |
2.2 |
64,055 | |
NON U.S. |
30 |
0.0 |
6,660 |
10.4 |
|||
5 |
3,345 |
5.2 |
8,075 |
12.6 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
32 |
0.1 |
4,756 |
12.6 |
37,849 | |
NON U.S. |
0 |
0.0 |
8,941 |
23.6 |
|||
5 |
32 |
0.1 |
13,697 |
36.2 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
43,133 |
2.4 |
120,149 |
6.8 |
1,773,774 |
NON U.S. |
17 |
86,298 |
4.9 |
141,248 |
8.0 |
||
21 |
129,431 |
7.3 |
261,397 |
14.7 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,921 |
1.6 |
13,360 |
11.1 |
120,623 | |
NON U.S. |
1,896 |
1.6 |
35,105 |
29.1 |
|||
8 |
3,817 |
3.2 |
48,465 |
40.2 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
8,958 |
13.2 |
67,844 | |
NON U.S. |
420 |
0.6 |
5,640 |
8.3 |
|||
6 |
420 |
0.6 |
14,598 |
21.5 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
728 |
4.9 |
2,027 |
13.7 |
14,838 | |
NON U.S. |
1,442 |
9.7 |
2,126 |
14.3 |
|||
9 |
2,170 |
14.6 |
4,153 |
28.0 |
| ||
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
435 |
2.7 |
730 |
4.6 |
15,953 | |
NON U.S. |
635 |
4.0 |
1,183 |
7.4 |
|||
5 |
1,070 |
6.7 |
1,913 |
12.0 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
150 |
0.9 |
210 |
1.3 |
16,002 | |
NON U.S. |
4,450 |
27.8 |
3,866 |
24.2 |
|||
6 |
4,600 |
28.7 |
4,076 |
25.5 |
| ||
ICUS COCOA |
U.S. |
1,401 |
0.6 |
398 |
0.2 |
234,720 | |
NON U.S. |
6,956 |
3.0 |
2,955 |
1.3 |
|||
10 |
8,357 |
3.6 |
3,353 |
1.4 |
| ||
NYME PALLADIUM |
U.S. |
4 |
581 |
2.6 |
2,918 |
12.8 |
22,736 |
NON U.S. |
15 |
1,533 |
6.7 |
3,863 |
17.0 |
||
19 |
2,114 |
9.3 |
6,781 |
29.8 |
| ||
NYME PLATINUM |
U.S. |
4 |
96 |
0.2 |
7,788 |
13.9 |
55,898 |
NON U.S. |
16 |
2,892 |
5.2 |
11,535 |
20.6 |
||
20 |
2,988 |
5.3 |
19,323 |
34.6 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
19,507 |
2.3 |
215 |
0.0 |
865,816 | |
NON U.S. |
43,564 |
5.0 |
12,585 |
1.5 |
|||
11 |
63,071 |
7.3 |
12,800 |
1.5 |
| ||
ICUS COFFEE C |
U.S. |
2,042 |
1.0 |
251 |
0.1 |
197,959 | |
NON U.S. |
10,363 |
5.2 |
2,354 |
1.2 |
|||
17 |
12,405 |
6.3 |
2,605 |
1.3 |
| ||
CMX SILVER |
U.S. |
5 |
6,013 |
3.3 |
23,905 |
13.3 |
179,913 |
NON U.S. |
15 |
7,549 |
4.2 |
37,474 |
20.8 |
||
20 |
13,562 |
7.5 |
61,379 |
34.1 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
8,786 |
4.6 |
0 |
0.0 |
192,906 |
NON U.S. |
10 |
13,858 |
7.2 |
1,089 |
0.6 |
||
14 |
22,644 |
11.7 |
1,089 |
0.6 |
| ||
CMX GOLD |
U.S. |
5 |
11,099 |
2.3 |
88,208 |
18.6 |
474,094 |
NON U.S. |
17 |
22,788 |
4.8 |
93,900 |
19.8 |
||
22 |
33,887 |
7.1 |
182,108 |
38.4 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.9 |
2,150 |
7.9 |
27,289 | |
NON U.S. |
14,869 |
54.5 |
10,674 |
39.1 |
|||
5 |
15,104 |
55.3 |
12,824 |
47.0 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
8,330 |
7.3 |
113,872 | |
NON U.S. |
50,885 |
44.7 |
8,278 |
7.3 |
|||
7 |
50,885 |
44.7 |
16,608 |
14.6 |
| ||
CME BRITISH POUND STERLING |
U.S. |
18,758 |
7.6 |
1,071 |
0.4 |
247,586 | |
NON U.S. |
17,056 |
6.9 |
0 |
0.0 |
|||
6 |
35,814 |
14.5 |
1,071 |
0.4 |
| ||
CME JAPANESE YEN |
U.S. |
223 |
0.1 |
5,032 |
3.0 |
166,831 | |
NON U.S. |
4,729 |
2.8 |
470 |
0.3 |
|||
7 |
4,952 |
3.0 |
5,502 |
3.3 |
| ||
CME EURO FX |
U.S. |
14,351 |
4.2 |
6,837 |
2.0 |
338,533 | |
NON U.S. |
33,172 |
9.8 |
4,508 |
1.3 |
|||
13 |
47,523 |
14.0 |
11,345 |
3.4 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
8,594 |
2.2 |
7,081 |
1.8 |
396,480 |
NON U.S. |
6 |
12,485 |
3.1 |
707 |
0.2 |
||
10 |
21,079 |
5.3 |
7,788 |
2.0 |
| ||
E VIX FUTURES |
U.S. |
4,180 |
1.1 |
535 |
0.1 |
395,270 | |
NON U.S. |
50,482 |
12.8 |
4,389 |
1.1 |
|||
9 |
54,662 |
13.8 |
4,924 |
1.2 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
889 |
0.8 |
525 |
0.5 |
112,947 | |
NON U.S. |
2,915 |
2.6 |
48 |
0.0 |
|||
6 |
3,804 |
3.4 |
573 |
0.5 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,060,949 |
20.5 |
911,268 |
9.1 |
10,035,176 |
NON U.S. |
36 |
698,303 |
7.0 |
476,507 |
4.7 |
||
44 |
2,759,252 |
27.5 |
1,387,775 |
13.8 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
4 |
15,499 |
0.5 |
8,556 |
0.3 |
2,867,791 |
NON U.S. |
19 |
46,617 |
1.6 |
34,043 |
1.2 |
||
23 |
62,116 |
2.2 |
42,599 |
1.5 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
533 |
0.2 |
736 |
0.3 |
216,778 |
NON U.S. |
8 |
4,519 |
2.1 |
838 |
0.4 |
||
12 |
5,052 |
2.3 |
1,574 |
0.7 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
145 |
0.0 |
1,410 |
0.4 |
376,108 | |
NON U.S. |
5,009 |
1.3 |
927 |
0.2 |
|||
9 |
5,154 |
1.4 |
2,337 |
0.6 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
705 |
1.0 |
72,198 | |
NON U.S. |
1,899 |
2.6 |
0 |
0.0 |
|||
5 |
1,899 |
2.6 |
705 |
1.0 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
1,101 |
0.6 |
0 |
0.0 |
190,842 | |
NON U.S. |
6,320 |
3.3 |
693 |
0.4 |
|||
8 |
7,421 |
3.9 |
693 |
0.4 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
1,098 |
0.2 |
2,192 |
0.4 |
593,509 |
NON U.S. |
13 |
15,703 |
2.6 |
52,437 |
8.8 |
||
17 |
16,801 |
2.8 |
54,629 |
9.2 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
6,000 |
18.5 |
32,492 | |
NON U.S. |
1,403 |
4.3 |
1,545 |
4.8 |
|||
6 |
1,403 |
4.3 |
7,545 |
23.2 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
3,263 |
11.5 |
0 |
0.0 |
28,400 | |
NON U.S. |
3,922 |
13.8 |
0 |
0.0 |
|||
6 |
7,185 |
25.3 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
532 |
3.2 |
2,141 |
13.0 |
16,422 | |
NON U.S. |
3,280 |
20.0 |
362 |
2.2 |
|||
6 |
3,812 |
23.2 |
2,503 |
15.2 |
| ||
NYME NAPHTHA CRACK SPR SWAP |
U.S. |
62 |
0.7 |
981 |
10.5 |
9,304 | |
NON U.S. |
117 |
1.3 |
267 |
2.9 |
|||
5 |
179 |
1.9 |
1,248 |
13.4 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
320 |
2.5 |
1,095 |
8.4 |
12,983 | |
NON U.S. |
4,581 |
35.3 |
48 |
0.4 |
|||
6 |
4,901 |
37.7 |
1,143 |
8.8 |
|