IN CONTRACTS
REPORT DATE: 5/3/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
6,133 |
1.6 |
5,459 |
1.4 |
391,040 | |
NON U.S. |
22,754 |
5.8 |
4,244 |
1.1 |
|||
13 |
28,887 |
7.4 |
9,703 |
2.5 |
| ||
CBT WHEAT-HRW |
U.S. |
5,477 |
2.7 |
4,585 |
2.3 |
202,441 | |
NON U.S. |
4,510 |
2.2 |
1,993 |
1.0 |
|||
7 |
9,987 |
4.9 |
6,578 |
3.2 |
| ||
CBT CORN |
U.S. |
37,861 |
2.8 |
8,629 |
0.6 |
1,363,422 | |
NON U.S. |
63,402 |
4.7 |
3,053 |
0.2 |
|||
13 |
101,263 |
7.4 |
11,682 |
0.9 |
| ||
CBT SOYBEANS |
U.S. |
14,118 |
1.8 |
680 |
0.1 |
794,400 | |
NON U.S. |
30,996 |
3.9 |
6,634 |
0.8 |
|||
13 |
45,114 |
5.7 |
7,314 |
0.9 |
| ||
CBT SOYBEAN OIL |
U.S. |
7,799 |
1.9 |
2,147 |
0.5 |
408,065 | |
NON U.S. |
18,311 |
4.5 |
1,403 |
0.3 |
|||
9 |
26,110 |
6.4 |
3,550 |
0.9 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
4,497 |
0.9 |
1,826 |
0.4 |
509,896 | |
NON U.S. |
606 |
0.1 |
388 |
0.1 |
|||
5 |
5,103 |
1.0 |
2,214 |
0.4 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,247 |
4.0 |
1,715 |
3.0 |
56,612 | |
NON U.S. |
1,586 |
2.8 |
300 |
0.5 |
|||
5 |
3,833 |
6.8 |
2,015 |
3.6 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
15,720 |
4.0 |
2,836 |
0.7 |
393,146 |
NON U.S. |
6 |
19,898 |
5.1 |
25 |
0.00 |
||
10 |
35,618 |
9.1 |
2,861 |
0.7 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,849 |
3.3 |
3,715 |
6.7 |
55,670 | |
NON U.S. |
3,332 |
6.0 |
0 |
0.0 |
|||
6 |
5,181 |
9.3 |
3,715 |
6.7 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
12,007 |
0.3 |
1,121,825 |
25.1 |
4,465,086 |
NON U.S. |
9 |
28,928 |
0.6 |
820,653 |
18.4 |
||
13 |
40,935 |
0.9 |
1,942,478 |
43.5 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
13,670 |
6.0 |
26,789 |
11.8 |
226,615 | |
NON U.S. |
12,065 |
5.3 |
3,719 |
1.6 |
|||
8 |
25,735 |
11.4 |
30,508 |
13.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
302 |
0.1 |
51,549 |
21.6 |
238,522 | |
NON U.S. |
1,299 |
0.5 |
49,687 |
20.8 |
|||
8 |
1,601 |
0.7 |
101,236 |
42.4 |
| ||
IFED AECO FIN BASIS |
U.S. |
25,072 |
3.3 |
784 |
0.1 |
753,902 | |
NON U.S. |
16,520 |
2.2 |
426,181 |
56.5 |
|||
10 |
41,592 |
5.5 |
426,965 |
56.6 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
3,221 |
0.9 |
20,482 |
6.0 |
340,156 | |
NON U.S. |
0 |
0.0 |
54,981 |
16.2 |
|||
9 |
3,221 |
0.9 |
75,463 |
22.2 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,589 |
5.7 |
29,774 |
9.6 |
309,258 | |
NON U.S. |
16,584 |
5.4 |
27,634 |
8.9 |
|||
8 |
34,173 |
11.0 |
57,408 |
18.6 |
| ||
IFED WAHA FIN BASIS |
U.S. |
0 |
0.0 |
9,250 |
6.5 |
142,171 | |
NON U.S. |
0 |
0.0 |
19,110 |
13.4 |
|||
5 |
0 |
0.0 |
28,360 |
19.9 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
0 |
0.0 |
33,816 |
30.5 |
110,742 | |
NON U.S. |
0 |
0.0 |
12,566 |
11.3 |
|||
5 |
0 |
0.0 |
46,382 |
41.9 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
14,868 |
8.7 |
10,501 |
6.1 |
171,619 | |
NON U.S. |
22,200 |
12.9 |
12,956 |
7.5 |
|||
6 |
37,068 |
21.6 |
23,457 |
13.7 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
129 |
0.0 |
47,805 |
13.9 |
343,242 | |
NON U.S. |
31,029 |
9.0 |
39,899 |
11.6 |
|||
8 |
31,158 |
9.1 |
87,704 |
25.6 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
699 |
0.9 |
4,596 |
6.2 |
74,413 | |
NON U.S. |
5,166 |
6.9 |
12,373 |
16.6 |
|||
5 |
5,865 |
7.9 |
16,969 |
22.8 |
| ||
IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS) |
U.S. |
7,611 |
6.1 |
1,469 |
1.2 |
123,922 | |
NON U.S. |
6,098 |
4.9 |
0 |
0.0 |
|||
6 |
13,709 |
11.1 |
1,469 |
1.2 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,090 |
0.8 |
6,217 |
4.4 |
142,466 | |
NON U.S. |
7,987 |
5.6 |
5,257 |
3.7 |
|||
5 |
9,077 |
6.4 |
11,474 |
8.1 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
11,870 |
13.0 |
910 |
1.0 |
91,302 | |
NON U.S. |
10,076 |
11.0 |
0 |
0.0 |
|||
5 |
21,946 |
24.0 |
910 |
1.0 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
30,626 |
2.8 |
35,547 |
3.2 |
1,106,944 |
NON U.S. |
10 |
34,340 |
3.1 |
21,964 |
2.0 |
||
14 |
64,966 |
5.9 |
57,511 |
5.2 |
| ||
NYME DOMINION BASIS SWAP |
U.S. |
336 |
0.9 |
5,012 |
12.7 |
39,435 | |
NON U.S. |
123 |
0.3 |
3,954 |
10.0 |
|||
5 |
459 |
1.2 |
8,966 |
22.7 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
3,054 |
8.6 |
856 |
2.4 |
35,342 | |
NON U.S. |
4,657 |
13.2 |
8,192 |
23.2 |
|||
5 |
7,711 |
21.8 |
9,048 |
25.6 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
8,589 |
3.2 |
30,052 |
11.0 |
272,109 | |
NON U.S. |
16,388 |
6.0 |
23,701 |
8.7 |
|||
7 |
24,977 |
9.2 |
53,753 |
19.8 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
8,254 |
7.7 |
1,871 |
1.7 |
107,437 | |
NON U.S. |
8,398 |
7.8 |
5,481 |
5.1 |
|||
7 |
16,652 |
15.5 |
7,352 |
6.8 |
| ||
CBT SOYBEAN MEAL |
U.S. |
7,117 |
2.0 |
214 |
0.1 |
349,070 | |
NON U.S. |
16,683 |
4.8 |
996 |
0.3 |
|||
10 |
23,800 |
6.8 |
1,210 |
0.3 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,065 |
2.1 |
96 |
0.0 |
193,424 | |
NON U.S. |
17,642 |
9.1 |
1,050 |
0.5 |
|||
12 |
21,707 |
11.2 |
1,146 |
0.6 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
6,125 |
24.9 |
5,032 |
20.5 |
24,580 | |
NON U.S. |
1,429 |
5.8 |
552 |
2.2 |
|||
5 |
7,554 |
30.7 |
5,584 |
22.7 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
4,060 |
5.1 |
6,092 |
7.7 |
78,861 | |
NON U.S. |
13,597 |
17.2 |
43,899 |
55.7 |
|||
6 |
17,657 |
22.4 |
49,991 |
63.4 |
| ||
NYME HENRY HUB SWAP |
U.S. |
12,929 |
0.9 |
355,736 |
25.4 |
1,398,943 | |
NON U.S. |
49,259 |
3.5 |
471,954 |
33.7 |
|||
10 |
62,188 |
4.4 |
827,690 |
59.2 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
32,562 |
10.3 |
13,116 |
4.1 |
316,936 | |
NON U.S. |
58,050 |
18.3 |
14,250 |
4.5 |
|||
10 |
90,612 |
28.6 |
27,366 |
8.6 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
13,996 |
1.3 |
9,390 |
0.9 |
1,056,867 |
NON U.S. |
14 |
12,530 |
1.2 |
27,529 |
2.6 |
||
21 |
26,526 |
2.5 |
36,919 |
3.5 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
30,293 |
1.1 |
12,249 |
0.5 |
2,662,801 |
NON U.S. |
16 |
11,427 |
0.4 |
37,062 |
1.4 |
||
23 |
41,720 |
1.6 |
49,311 |
1.9 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
16,889 |
0.7 |
7,781 |
0.3 |
2,462,327 |
NON U.S. |
13 |
25,918 |
1.1 |
52,515 |
2.1 |
||
17 |
42,807 |
1.7 |
60,296 |
2.4 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
195,129 |
23.3 |
108,417 |
13.0 |
836,320 |
NON U.S. |
18 |
23,883 |
2.9 |
63,079 |
7.5 |
||
24 |
219,012 |
26.2 |
171,496 |
20.5 |
| ||
CME LEAN HOGS |
U.S. |
2,383 |
1.0 |
864 |
0.4 |
228,102 | |
NON U.S. |
12,590 |
5.5 |
508 |
0.2 |
|||
9 |
14,973 |
6.6 |
1,372 |
0.6 |
| ||
CME LIVE CATTLE |
U.S. |
2,064 |
0.7 |
377 |
0.1 |
277,517 | |
NON U.S. |
11,781 |
4.2 |
469 |
0.2 |
|||
9 |
13,845 |
5.0 |
846 |
0.3 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,719 |
1.4 |
15,694 |
12.8 |
123,021 | |
NON U.S. |
330 |
0.3 |
3,307 |
2.7 |
|||
5 |
2,049 |
1.7 |
19,001 |
15.4 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
5 |
0.0 |
1,477 |
10.1 |
14,625 | |
NON U.S. |
7,707 |
52.7 |
0 |
0.0 |
|||
5 |
7,712 |
52.7 |
1,477 |
10.1 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
6,079 |
1.4 |
43,277 |
9.7 |
445,329 | |
NON U.S. |
5,647 |
1.3 |
5,245 |
1.2 |
|||
18 |
11,726 |
2.6 |
48,522 |
10.9 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,091 |
18.1 |
670 |
11.1 |
6,035 | |
NON U.S. |
896 |
14.8 |
200 |
3.3 |
|||
10 |
1,987 |
32.9 |
870 |
14.4 |
| ||
ICEU WTI 1st Line-Brent 1st Line |
U.S. |
3,315 |
4.7 |
1,340 |
1.9 |
70,682 | |
NON U.S. |
20 |
0.0 |
6,410 |
9.1 |
|||
5 |
3,335 |
4.7 |
7,750 |
11.0 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
32 |
0.1 |
5,135 |
14.1 |
36,418 | |
NON U.S. |
0 |
0.0 |
8,019 |
22.0 |
|||
5 |
32 |
0.1 |
13,154 |
36.1 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
37,703 |
2.2 |
117,328 |
6.7 |
1,748,628 |
NON U.S. |
18 |
99,517 |
5.7 |
172,424 |
9.9 |
||
22 |
137,220 |
7.8 |
289,752 |
16.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,912 |
1.6 |
15,196 |
12.5 |
121,109 | |
NON U.S. |
1,742 |
1.4 |
33,671 |
27.8 |
|||
8 |
3,654 |
3.0 |
48,867 |
40.3 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
8,496 |
12.6 |
67,633 | |
NON U.S. |
420 |
0.6 |
5,205 |
7.7 |
|||
6 |
420 |
0.6 |
13,701 |
20.3 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
788 |
4.9 |
1,968 |
12.2 |
16,142 | |
NON U.S. |
2,112 |
13.1 |
2,036 |
12.6 |
|||
10 |
2,900 |
18.0 |
4,004 |
24.8 |
| ||
NYME ARGUS LLS VS WTI TRADE MONTH |
U.S. |
470 |
3.6 |
410 |
3.1 |
13,114 | |
NON U.S. |
485 |
3.7 |
773 |
5.9 |
|||
5 |
955 |
7.3 |
1,183 |
9.0 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
150 |
1.0 |
210 |
1.4 |
14,665 | |
NON U.S. |
3,055 |
20.8 |
4,145 |
28.3 |
|||
6 |
3,205 |
21.9 |
4,355 |
29.7 |
| ||
ICUS COCOA |
U.S. |
1,472 |
0.6 |
1,550 |
0.6 |
250,904 | |
NON U.S. |
7,088 |
2.8 |
3,082 |
1.2 |
|||
11 |
8,560 |
3.4 |
4,632 |
1.8 |
| ||
NYME PALLADIUM |
U.S. |
4 |
391 |
1.7 |
3,153 |
13.9 |
22,749 |
NON U.S. |
15 |
1,321 |
5.8 |
4,013 |
17.6 |
||
19 |
1,712 |
7.5 |
7,166 |
31.5 |
| ||
NYME PLATINUM |
U.S. |
5 |
28 |
0.0 |
10,217 |
15.9 |
64,158 |
NON U.S. |
18 |
2,969 |
4.6 |
15,752 |
24.6 |
||
23 |
2,997 |
4.7 |
25,969 |
40.5 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
20,766 |
2.6 |
2,399 |
0.3 |
789,143 | |
NON U.S. |
43,606 |
5.5 |
12,618 |
1.6 |
|||
12 |
64,372 |
8.2 |
15,017 |
1.9 |
| ||
ICUS COFFEE C |
U.S. |
3,292 |
1.7 |
1,368 |
0.7 |
192,813 | |
NON U.S. |
11,052 |
5.7 |
3,583 |
1.9 |
|||
17 |
14,344 |
7.4 |
4,951 |
2.6 |
| ||
CMX SILVER |
U.S. |
5 |
6,970 |
3.5 |
31,773 |
16.0 |
198,237 |
NON U.S. |
14 |
6,305 |
3.2 |
43,916 |
22.2 |
||
19 |
13,275 |
6.7 |
75,689 |
38.2 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
8,134 |
4.6 |
105 |
0.1 |
176,458 |
NON U.S. |
11 |
13,832 |
7.8 |
901 |
0.5 |
||
15 |
21,966 |
12.4 |
1,006 |
0.6 |
| ||
CMX GOLD |
U.S. |
4 |
10,791 |
1.9 |
118,437 |
20.9 |
565,774 |
NON U.S. |
18 |
21,905 |
3.9 |
109,511 |
19.4 |
||
22 |
32,696 |
5.8 |
227,948 |
40.3 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.8 |
2,150 |
7.6 |
28,426 | |
NON U.S. |
14,878 |
52.3 |
11,387 |
40.1 |
|||
5 |
15,113 |
53.2 |
13,537 |
47.6 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
19,178 |
16.5 |
116,533 | |
NON U.S. |
39,151 |
33.6 |
5,703 |
4.9 |
|||
5 |
39,151 |
33.6 |
24,881 |
21.4 |
| ||
CME BRITISH POUND STERLING |
U.S. |
10,669 |
4.3 |
7,874 |
3.2 |
248,180 | |
NON U.S. |
22,648 |
9.1 |
501 |
0.2 |
|||
7 |
33,317 |
13.4 |
8,375 |
3.4 |
| ||
CME JAPANESE YEN |
U.S. |
2,162 |
1.3 |
11,288 |
7.0 |
161,529 | |
NON U.S. |
6,682 |
4.1 |
577 |
0.4 |
|||
7 |
8,844 |
5.5 |
11,865 |
7.3 |
| ||
CME EURO FX |
U.S. |
15,785 |
4.4 |
7,314 |
2.0 |
360,461 | |
NON U.S. |
24,155 |
6.7 |
4,801 |
1.3 |
|||
15 |
39,940 |
11.1 |
12,115 |
3.4 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
8,785 |
2.2 |
7,173 |
1.8 |
394,714 |
NON U.S. |
9 |
13,403 |
3.4 |
1,825 |
0.5 |
||
13 |
22,188 |
5.6 |
8,998 |
2.3 |
| ||
E VIX FUTURES |
U.S. |
7,101 |
1.6 |
137 |
0.0 |
451,899 | |
NON U.S. |
71,876 |
15.9 |
1,744 |
0.4 |
|||
7 |
78,977 |
17.5 |
1,881 |
0.4 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
997 |
0.8 |
237 |
0.2 |
124,586 | |
NON U.S. |
2,986 |
2.4 |
721 |
0.6 |
|||
6 |
3,983 |
3.2 |
958 |
0.8 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,025,854 |
19.7 |
958,017 |
9.3 |
10,303,832 |
NON U.S. |
34 |
764,576 |
7.4 |
461,954 |
4.5 |
||
42 |
2,790,430 |
27.1 |
1,419,971 |
13.8 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
18,439 |
0.7 |
8,253 |
0.3 |
2,811,993 |
NON U.S. |
23 |
34,254 |
1.2 |
45,844 |
1.6 |
||
28 |
52,693 |
1.9 |
54,097 |
1.9 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
0 |
0.0 |
1,503 |
0.6 |
240,748 | |
NON U.S. |
4,453 |
1.8 |
925 |
0.4 |
|||
9 |
4,453 |
1.8 |
2,428 |
1.0 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
216 |
0.1 |
1,510 |
0.4 |
377,846 | |
NON U.S. |
4,850 |
1.3 |
1,177 |
0.3 |
|||
8 |
5,066 |
1.3 |
2,687 |
0.7 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
1,526 |
1.6 |
96,727 | |
NON U.S. |
3,206 |
3.3 |
396 |
0.4 |
|||
8 |
3,206 |
3.3 |
1,922 |
2.0 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
795 |
0.4 |
0 |
0.0 |
192,274 | |
NON U.S. |
4,431 |
2.3 |
1,061 |
0.6 |
|||
7 |
5,226 |
2.7 |
1,061 |
0.6 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
1,569 |
0.2 |
2,084 |
0.3 |
633,388 |
NON U.S. |
12 |
14,756 |
2.3 |
46,082 |
7.3 |
||
17 |
16,325 |
2.6 |
48,166 |
7.6 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
6,000 |
20.3 |
29,518 | |
NON U.S. |
1,261 |
4.3 |
1,523 |
5.2 |
|||
6 |
1,261 |
4.3 |
7,523 |
25.5 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
3,738 |
12.6 |
0 |
0.0 |
29,620 | |
NON U.S. |
3,854 |
13.0 |
0 |
0.0 |
|||
6 |
7,592 |
25.6 |
0 |
0.0 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,914 |
10.2 |
2,004 |
10.7 |
18,777 | |
NON U.S. |
2,971 |
15.8 |
436 |
2.3 |
|||
6 |
4,885 |
26.0 |
2,440 |
13.0 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
953 |
7.4 |
1,095 |
8.6 |
12,792 | |
NON U.S. |
4,252 |
33.2 |
48 |
0.4 |
|||
6 |
5,205 |
40.7 |
1,143 |
8.9 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
1,155 |
3.8 |
205 |
0.7 |
30,186 | |
NON U.S. |
345 |
1.1 |
330 |
1.1 |
|||
5 |
1,500 |
5.0 |
535 |
1.8 |
|