IN CONTRACTS
REPORT DATE: 3/7/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
11,576 |
2.8 |
6,234 |
1.5 |
415,912 | |
NON U.S. |
26,615 |
6.4 |
4,989 |
1.2 |
|||
14 |
38,191 |
9.2 |
11,223 |
2.7 |
| ||
CBT WHEAT-HRW |
U.S. |
5,394 |
2.5 |
626 |
0.3 |
211,872 | |
NON U.S. |
6,094 |
2.9 |
4 |
0.00 |
|||
7 |
11,488 |
5.4 |
630 |
0.3 |
| ||
CBT CORN |
U.S. |
28,647 |
2.1 |
3,662 |
0.3 |
1,373,407 | |
NON U.S. |
72,103 |
5.2 |
2,253 |
0.2 |
|||
15 |
100,750 |
7.3 |
5,915 |
0.4 |
| ||
CBT SOYBEANS |
U.S. |
17,127 |
2.5 |
6,145 |
0.9 |
676,564 | |
NON U.S. |
29,486 |
4.4 |
719 |
0.1 |
|||
14 |
46,613 |
6.9 |
6,864 |
1.0 |
| ||
CBT SOYBEAN OIL |
U.S. |
8,700 |
2.4 |
4,244 |
1.2 |
367,689 | |
NON U.S. |
19,771 |
5.4 |
0 |
0.0 |
|||
9 |
28,471 |
7.7 |
4,244 |
1.2 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
6,162 |
0.9 |
643 |
0.1 |
673,380 | |
NON U.S. |
2,518 |
0.4 |
435 |
0.1 |
|||
7 |
8,680 |
1.3 |
1,078 |
0.2 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
19,221 |
4.9 |
2,381 |
0.6 |
393,821 |
NON U.S. |
6 |
15,650 |
4.0 |
84 |
0.0 |
||
10 |
34,871 |
8.9 |
2,465 |
0.6 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,850 |
7.6 |
0 |
0.0 |
37,536 | |
NON U.S. |
2,807 |
7.5 |
63 |
0.2 |
|||
8 |
5,657 |
15.1 |
63 |
0.2 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
13,937 |
0.3 |
1,438,704 |
27.3 |
5,260,912 |
NON U.S. |
8 |
47,016 |
0.9 |
716,383 |
13.6 |
||
12 |
60,953 |
1.2 |
2,155,087 |
41.0 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
15,567 |
7.0 |
13,810 |
6.2 |
220,983 | |
NON U.S. |
21,217 |
9.6 |
470 |
0.2 |
|||
8 |
36,784 |
16.6 |
14,280 |
6.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
0 |
0.0 |
26,370 |
20.0 |
131,997 | |
NON U.S. |
4,769 |
3.6 |
17,750 |
13.4 |
|||
5 |
4,769 |
3.6 |
44,120 |
33.4 |
| ||
IFED AECO FIN BASIS |
U.S. |
19,759 |
2.0 |
2,641 |
0.3 |
977,499 | |
NON U.S. |
28,518 |
2.9 |
614,324 |
62.8 |
|||
9 |
48,277 |
4.9 |
616,965 |
63.1 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
19,390 |
5.0 |
11,059 |
2.9 |
387,119 | |
NON U.S. |
91 |
0.0 |
56,947 |
14.7 |
|||
9 |
19,481 |
5.0 |
68,006 |
17.6 |
| ||
IFED HSC FIN BASIS |
U.S. |
22,547 |
7.5 |
38,104 |
12.6 |
301,774 | |
NON U.S. |
4,505 |
1.5 |
17,489 |
5.8 |
|||
7 |
27,052 |
9.0 |
55,593 |
18.4 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
25,121 |
15.2 |
3,000 |
1.8 |
164,983 | |
NON U.S. |
484 |
0.3 |
6,207 |
3.8 |
|||
5 |
25,605 |
15.5 |
9,207 |
5.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
5,598 |
1.1 |
119,865 |
22.6 |
530,483 | |
NON U.S. |
10,014 |
1.9 |
13,552 |
2.6 |
|||
6 |
15,612 |
2.9 |
133,417 |
25.2 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,492 |
3.2 |
10,222 |
13.3 |
76,884 | |
NON U.S. |
3,829 |
5.0 |
3,684 |
4.8 |
|||
5 |
6,321 |
8.2 |
13,906 |
18.1 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
7,351 |
7.9 |
1,612 |
1.7 |
93,424 | |
NON U.S. |
8,078 |
8.6 |
0 |
0.0 |
|||
5 |
15,429 |
16.5 |
1,612 |
1.7 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
44,358 |
3.2 |
35,511 |
2.6 |
1,366,662 |
NON U.S. |
12 |
41,892 |
3.1 |
38,071 |
2.8 |
||
16 |
86,250 |
6.3 |
73,582 |
5.4 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,656 |
1.8 |
65,324 |
17.5 |
373,375 | |
NON U.S. |
12,802 |
3.4 |
16,156 |
4.3 |
|||
7 |
19,458 |
5.2 |
81,480 |
21.8 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
12,795 |
10.8 |
861 |
0.7 |
118,452 | |
NON U.S. |
12,418 |
10.5 |
471 |
0.4 |
|||
7 |
25,213 |
21.3 |
1,332 |
1.1 |
| ||
CBT SOYBEAN MEAL |
U.S. |
8,302 |
2.3 |
3,235 |
0.9 |
363,324 | |
NON U.S. |
35,910 |
9.9 |
923 |
0.3 |
|||
12 |
44,212 |
12.2 |
4,158 |
1.1 |
| ||
ICUS COTTON NO. 2 |
U.S. |
7,545 |
2.8 |
1,768 |
0.6 |
273,357 | |
NON U.S. |
16,648 |
6.1 |
2,638 |
1.0 |
|||
12 |
24,193 |
8.9 |
4,406 |
1.6 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
22.7 |
6,438 |
28.7 |
22,471 | |
NON U.S. |
2,100 |
9.3 |
360 |
1.6 |
|||
5 |
7,210 |
32.1 |
6,798 |
30.3 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
3,341 |
5.3 |
3,495 |
5.5 |
63,077 | |
NON U.S. |
3,407 |
5.4 |
47,219 |
74.9 |
|||
5 |
6,748 |
10.7 |
50,714 |
80.4 |
| ||
NYME SAN JUAN BASIS SWAP |
U.S. |
8,074 |
23.5 |
1,650 |
4.8 |
34,355 | |
NON U.S. |
966 |
2.8 |
7,365 |
21.4 |
|||
5 |
9,040 |
26.3 |
9,015 |
26.2 |
| ||
NYME HENRY HUB SWAP |
U.S. |
6,330 |
0.5 |
326,980 |
25.3 |
1,294,499 | |
NON U.S. |
40,458 |
3.1 |
433,352 |
33.5 |
|||
10 |
46,788 |
3.6 |
760,332 |
58.7 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
26,990 |
9.3 |
7,306 |
2.5 |
288,887 | |
NON U.S. |
74,609 |
25.8 |
6,029 |
2.1 |
|||
10 |
101,599 |
35.2 |
13,335 |
4.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
2,668 |
0.2 |
34,893 |
2.5 |
1,416,168 |
NON U.S. |
16 |
590 |
0.0 |
34,428 |
2.4 |
||
21 |
3,258 |
0.2 |
69,321 |
4.9 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
50,853 |
1.6 |
7,563 |
0.2 |
3,254,479 |
NON U.S. |
26 |
19,304 |
0.6 |
30,403 |
0.9 |
||
32 |
70,157 |
2.2 |
37,966 |
1.2 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
17,149 |
0.6 |
19,817 |
0.6 |
3,082,637 |
NON U.S. |
23 |
18,600 |
0.6 |
88,725 |
2.9 |
||
27 |
35,749 |
1.2 |
108,542 |
3.5 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
255,982 |
18.3 |
93,053 |
6.6 |
1,400,594 |
NON U.S. |
24 |
97,939 |
7.0 |
91,194 |
6.5 |
||
31 |
353,921 |
25.3 |
184,247 |
13.2 |
| ||
CME LEAN HOGS |
U.S. |
2,520 |
1.2 |
748 |
0.3 |
216,581 | |
NON U.S. |
13,836 |
6.4 |
11 |
0.00 |
|||
9 |
16,356 |
7.6 |
759 |
0.4 |
| ||
CME LIVE CATTLE |
U.S. |
2,706 |
0.8 |
472 |
0.1 |
338,857 | |
NON U.S. |
15,779 |
4.7 |
0 |
0.0 |
|||
9 |
18,485 |
5.5 |
472 |
0.1 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
42 |
0.2 |
3,815 |
13.8 |
27,731 | |
NON U.S. |
0 |
0.0 |
1,914 |
6.9 |
|||
5 |
42 |
0.2 |
5,729 |
20.7 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,665 |
1.6 |
12,296 |
12.0 |
102,810 | |
NON U.S. |
225 |
0.2 |
2,141 |
2.1 |
|||
7 |
1,890 |
1.8 |
14,437 |
14.0 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
1,996 |
2.3 |
4,581 |
5.3 |
86,281 | |
NON U.S. |
1,620 |
1.9 |
5,220 |
6.0 |
|||
6 |
3,616 |
4.2 |
9,801 |
11.4 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
905 |
7.6 |
11,940 | |
NON U.S. |
4,392 |
36.8 |
257 |
2.2 |
|||
6 |
4,392 |
36.8 |
1,162 |
9.7 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
186 |
1.4 |
213 |
1.6 |
13,187 | |
NON U.S. |
0 |
0.0 |
4,030 |
30.6 |
|||
5 |
186 |
1.4 |
4,243 |
32.2 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
18,117 |
3.0 |
49,804 |
8.2 |
608,829 | |
NON U.S. |
7,305 |
1.2 |
2,384 |
0.4 |
|||
15 |
25,422 |
4.2 |
52,188 |
8.6 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
435 |
7.4 |
742 |
12.5 |
5,915 | |
NON U.S. |
93 |
1.6 |
1,300 |
22.0 |
|||
7 |
528 |
8.9 |
2,042 |
34.5 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
33,817 |
1.6 |
163,832 |
7.7 |
2,137,532 | |
NON U.S. |
65,716 |
3.1 |
174,605 |
8.2 |
|||
24 |
99,533 |
4.7 |
338,437 |
15.8 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
646 |
0.5 |
9,920 |
8.0 |
124,554 | |
NON U.S. |
11,900 |
9.6 |
18,638 |
15.0 |
|||
7 |
12,546 |
10.1 |
28,558 |
22.9 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,837 |
11.6 |
508 |
3.2 |
15,796 | |
NON U.S. |
100 |
0.6 |
1,310 |
8.3 |
|||
6 |
1,937 |
12.3 |
1,818 |
11.5 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
225 |
1.9 |
405 |
3.4 |
11,844 | |
NON U.S. |
600 |
5.1 |
3,645 |
30.8 |
|||
6 |
825 |
7.0 |
4,050 |
34.2 |
| ||
ICUS COCOA |
U.S. |
728 |
0.2 |
3,242 |
1.1 |
292,026 | |
NON U.S. |
7,708 |
2.6 |
4,760 |
1.6 |
|||
14 |
8,436 |
2.9 |
8,002 |
2.7 |
| ||
NYME PALLADIUM |
U.S. |
4 |
275 |
1.0 |
6,997 |
25.0 |
27,966 |
NON U.S. |
13 |
1,311 |
4.7 |
5,175 |
18.5 |
||
17 |
1,586 |
5.7 |
12,172 |
43.5 |
| ||
NYME PLATINUM |
U.S. |
5 |
530 |
0.8 |
14,649 |
21.5 |
68,200 |
NON U.S. |
17 |
3,468 |
5.1 |
12,398 |
18.2 |
||
22 |
3,998 |
5.9 |
27,047 |
39.7 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
11,110 |
1.5 |
2,550 |
0.3 |
765,590 | |
NON U.S. |
39,040 |
5.1 |
10,862 |
1.4 |
|||
10 |
50,150 |
6.6 |
13,412 |
1.8 |
| ||
ICUS COFFEE C |
U.S. |
4,252 |
2.4 |
851 |
0.5 |
175,170 | |
NON U.S. |
10,024 |
5.7 |
5,551 |
3.2 |
|||
16 |
14,276 |
8.1 |
6,402 |
3.7 |
| ||
CMX SILVER |
U.S. |
5 |
6,778 |
3.5 |
38,608 |
20.1 |
192,398 |
NON U.S. |
20 |
7,701 |
4.0 |
44,007 |
22.9 |
||
25 |
14,479 |
7.5 |
82,615 |
42.9 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
6,534 |
2.4 |
8 |
0.00 |
267,379 | |
NON U.S. |
15,337 |
5.7 |
3,383 |
1.3 |
|||
22 |
21,871 |
8.2 |
3,391 |
1.3 |
| ||
CMX GOLD |
U.S. |
5 |
10,434 |
2.4 |
65,333 |
15.0 |
434,401 |
NON U.S. |
31 |
22,124 |
5.1 |
70,723 |
16.3 |
||
36 |
32,558 |
7.5 |
136,056 |
31.3 |
| ||
CME CANADIAN DOLLAR |
U.S. |
4,742 |
3.2 |
2,088 |
1.4 |
147,601 | |
NON U.S. |
1,059 |
0.7 |
4,227 |
2.9 |
|||
5 |
5,801 |
3.9 |
6,315 |
4.3 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
9,312 |
4.4 |
209,454 | |
NON U.S. |
80,283 |
38.3 |
19,418 |
9.3 |
|||
6 |
80,283 |
38.3 |
28,730 |
13.7 |
| ||
CME BRITISH POUND STERLING |
U.S. |
8,555 |
3.3 |
5,011 |
1.9 |
262,512 | |
NON U.S. |
4,593 |
1.7 |
1,583 |
0.6 |
|||
5 |
13,148 |
5.0 |
6,594 |
2.5 |
| ||
CME JAPANESE YEN |
U.S. |
58,390 |
26.8 |
0 |
0.0 |
217,982 | |
NON U.S. |
5,640 |
2.6 |
7,109 |
3.3 |
|||
9 |
64,030 |
29.4 |
7,109 |
3.3 |
| ||
CME EURO FX |
U.S. |
27,542 |
6.3 |
128 |
0.0 |
435,309 | |
NON U.S. |
20,401 |
4.7 |
6,098 |
1.4 |
|||
17 |
47,943 |
11.0 |
6,226 |
1.4 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
13,466 |
3.3 |
8,418 |
2.0 |
410,660 |
NON U.S. |
10 |
11,993 |
2.9 |
1,165 |
0.3 |
||
14 |
25,459 |
6.2 |
9,583 |
2.3 |
| ||
E VIX FUTURES |
U.S. |
2,734 |
0.5 |
140 |
0.0 |
596,912 | |
NON U.S. |
41,940 |
7.0 |
5,242 |
0.9 |
|||
10 |
44,674 |
7.5 |
5,382 |
0.9 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
838 |
0.6 |
1,532 |
1.0 |
147,532 |
NON U.S. |
5 |
2,820 |
1.9 |
9,015 |
6.1 |
||
9 |
3,658 |
2.5 |
10,547 |
7.1 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
3,444,557 |
25.8 |
788,920 |
5.9 |
13,375,593 |
NON U.S. |
36 |
706,146 |
5.3 |
799,594 |
6.0 |
||
43 |
4,150,703 |
31.0 |
1,588,514 |
11.9 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
37,139 |
1.1 |
132,402 |
4.1 |
3,231,427 |
NON U.S. |
16 |
69,961 |
2.2 |
101,388 |
3.1 |
||
22 |
107,100 |
3.3 |
233,790 |
7.2 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
285 |
0.1 |
1,641 |
0.7 |
234,280 | |
NON U.S. |
9,286 |
4.0 |
3,878 |
1.7 |
|||
12 |
9,571 |
4.1 |
5,519 |
2.4 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
1,239 |
0.2 |
16,090 |
2.6 |
607,697 |
NON U.S. |
9 |
4,258 |
0.7 |
9,162 |
1.5 |
||
14 |
5,497 |
0.9 |
25,252 |
4.2 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
825 |
1.0 |
1,332 |
1.7 |
79,732 | |
NON U.S. |
1,483 |
1.9 |
2,003 |
2.5 |
|||
5 |
2,308 |
2.9 |
3,335 |
4.2 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
435 |
0.1 |
12 |
0.00 |
291,868 | |
NON U.S. |
12,285 |
4.2 |
23,120 |
7.9 |
|||
6 |
12,720 |
4.4 |
23,132 |
7.9 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
1,251 |
0.1 |
9,277 |
1.0 |
902,024 | |
NON U.S. |
17,732 |
2.0 |
47,767 |
5.3 |
|||
16 |
18,983 |
2.1 |
57,044 |
6.3 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,442 |
13.8 |
0 |
0.0 |
32,281 | |
NON U.S. |
2,201 |
6.8 |
0 |
0.0 |
|||
5 |
6,643 |
20.6 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,884 |
10.8 |
812 |
4.7 |
17,367 | |
NON U.S. |
1,986 |
11.4 |
277 |
1.6 |
|||
7 |
3,870 |
22.3 |
1,089 |
6.3 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,155 |
12.6 |
1,425 |
15.6 |
9,163 | |
NON U.S. |
1,200 |
13.1 |
300 |
3.3 |
|||
5 |
2,355 |
25.7 |
1,725 |
18.8 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
654 |
2.6 |
1,050 |
4.1 |
25,515 | |
NON U.S. |
340 |
1.3 |
74 |
0.3 |
|||
5 |
994 |
3.9 |
1,124 |
4.4 |
|