IN CONTRACTS
REPORT DATE: 1/5/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4,594 |
1.1 |
7,479 |
1.9 |
400,509 | |
NON U.S. |
22,352 |
5.6 |
4,651 |
1.2 |
|||
16 |
26,946 |
6.7 |
12,130 |
3.0 |
| ||
CBT WHEAT-HRW |
U.S. |
4,390 |
2.1 |
3,369 |
1.6 |
204,323 | |
NON U.S. |
4,677 |
2.3 |
2,729 |
1.3 |
|||
7 |
9,067 |
4.4 |
6,098 |
3.0 |
| ||
CBT CORN |
U.S. |
39,617 |
2.9 |
20,362 |
1.5 |
1,356,517 | |
NON U.S. |
66,075 |
4.9 |
3,143 |
0.2 |
|||
12 |
105,692 |
7.8 |
23,505 |
1.7 |
| ||
CBT SOYBEANS |
U.S. |
3,480 |
0.5 |
2,889 |
0.4 |
658,069 | |
NON U.S. |
20,297 |
3.1 |
7,957 |
1.2 |
|||
12 |
23,777 |
3.6 |
10,846 |
1.6 |
| ||
CBT SOYBEAN OIL |
U.S. |
6,876 |
1.8 |
3,513 |
0.9 |
385,135 | |
NON U.S. |
21,100 |
5.5 |
181 |
0.0 |
|||
8 |
27,976 |
7.3 |
3,694 |
1.0 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
13,054 |
3.8 |
1,814 |
0.5 |
345,966 | |
NON U.S. |
13,963 |
4.0 |
137 |
0.0 |
|||
7 |
27,017 |
7.8 |
1,951 |
0.6 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,813 |
5.0 |
3,039 |
8.4 |
36,037 | |
NON U.S. |
3,426 |
9.5 |
114 |
0.3 |
|||
7 |
5,239 |
14.5 |
3,153 |
8.7 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
19,248 |
0.5 |
833,719 |
20.9 |
3,982,622 |
NON U.S. |
7 |
54,677 |
1.4 |
685,523 |
17.2 |
||
11 |
73,925 |
1.9 |
1,519,242 |
38.1 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
12,593 |
3.8 |
35,546 |
10.7 |
333,170 | |
NON U.S. |
15,446 |
4.6 |
6,132 |
1.8 |
|||
9 |
28,039 |
8.4 |
41,678 |
12.5 |
| ||
IFED SOCAL BORDER FIN BASIS |
U.S. |
7,319 |
3.0 |
2,026 |
0.8 |
247,181 | |
NON U.S. |
2,182 |
0.9 |
347 |
0.1 |
|||
5 |
9,501 |
3.8 |
2,373 |
1.0 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
302 |
0.1 |
47,115 |
19.3 |
243,548 | |
NON U.S. |
2,059 |
0.8 |
67,462 |
27.7 |
|||
9 |
2,361 |
1.0 |
114,577 |
47.0 |
| ||
IFED AECO FIN BASIS |
U.S. |
12,191 |
2.0 |
1,984 |
0.3 |
611,145 | |
NON U.S. |
29,351 |
4.8 |
317,759 |
52.0 |
|||
9 |
41,542 |
6.8 |
319,743 |
52.3 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
1,559 |
0.5 |
14,459 |
4.7 |
307,687 | |
NON U.S. |
123 |
0.0 |
63,517 |
20.6 |
|||
8 |
1,682 |
0.5 |
77,976 |
25.3 |
| ||
IFED HSC FIN BASIS |
U.S. |
2,689 |
1.0 |
15,678 |
5.6 |
281,386 | |
NON U.S. |
23,504 |
8.4 |
24,411 |
8.7 |
|||
7 |
26,193 |
9.3 |
40,089 |
14.2 |
| ||
IFED WAHA FIN BASIS |
U.S. |
0 |
0.0 |
10,941 |
10.1 |
107,958 | |
NON U.S. |
0 |
0.0 |
21,089 |
19.5 |
|||
5 |
0 |
0.0 |
32,030 |
29.7 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
153 |
0.2 |
11,492 |
11.4 |
100,798 | |
NON U.S. |
389 |
0.4 |
12,989 |
12.9 |
|||
6 |
542 |
0.5 |
24,481 |
24.3 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
17,403 |
10.3 |
15,079 |
8.9 |
168,927 | |
NON U.S. |
19,584 |
11.6 |
14,001 |
8.3 |
|||
7 |
36,987 |
21.9 |
29,080 |
17.2 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
759 |
0.2 |
46,516 |
13.7 |
338,362 | |
NON U.S. |
32,054 |
9.5 |
36,935 |
10.9 |
|||
8 |
32,813 |
9.7 |
83,451 |
24.7 |
| ||
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
3,113 |
4.3 |
9,979 |
13.8 |
72,388 | |
NON U.S. |
524 |
0.7 |
1,698 |
2.3 |
|||
5 |
3,637 |
5.0 |
11,677 |
16.1 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
2,718 |
3.6 |
5,505 |
7.2 |
75,935 | |
NON U.S. |
3,377 |
4.4 |
15,810 |
20.8 |
|||
5 |
6,095 |
8.0 |
21,315 |
28.1 |
| ||
IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS) |
U.S. |
7,867 |
7.7 |
2,688 |
2.6 |
102,540 | |
NON U.S. |
3,525 |
3.4 |
0 |
0.0 |
|||
5 |
11,392 |
11.1 |
2,688 |
2.6 |
| ||
IFED NATURAL GAS PIPELINE, TEXOK (BASIS) |
U.S. |
4,804 |
4.5 |
5,799 |
5.4 |
107,622 | |
NON U.S. |
1,226 |
1.1 |
10,091 |
9.4 |
|||
5 |
6,030 |
5.6 |
15,890 |
14.8 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,463 |
1.0 |
12,068 |
8.5 |
141,290 | |
NON U.S. |
214 |
0.2 |
17,350 |
12.3 |
|||
5 |
1,677 |
1.2 |
29,418 |
20.8 |
| ||
IFED TEXAS EASTERN- M3 ZONE (DELIVERED) (BASIS) |
U.S. |
0 |
0.0 |
9,042 |
4.4 |
203,349 | |
NON U.S. |
4,894 |
2.4 |
7,979 |
3.9 |
|||
5 |
4,894 |
2.4 |
17,021 |
8.4 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
29,818 |
3.2 |
21,855 |
2.3 |
935,925 |
NON U.S. |
9 |
43,125 |
4.6 |
16,258 |
1.7 |
||
13 |
72,943 |
7.8 |
38,113 |
4.1 |
| ||
NYME DOMINION BASIS SWAP |
U.S. |
1,918 |
6.1 |
3,536 |
11.3 |
31,187 | |
NON U.S. |
123 |
0.4 |
4,103 |
13.2 |
|||
5 |
2,041 |
6.5 |
7,639 |
24.5 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
11,577 |
3.9 |
30,744 |
10.3 |
298,549 | |
NON U.S. |
14,602 |
4.9 |
26,343 |
8.8 |
|||
7 |
26,179 |
8.8 |
57,087 |
19.1 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
5,078 |
5.0 |
2,529 |
2.5 |
101,476 | |
NON U.S. |
7,015 |
6.9 |
3,029 |
3.0 |
|||
6 |
12,093 |
11.9 |
5,558 |
5.5 |
| ||
CBT SOYBEAN MEAL |
U.S. |
2,199 |
0.5 |
3,797 |
0.9 |
405,616 | |
NON U.S. |
18,759 |
4.6 |
2,586 |
0.6 |
|||
11 |
20,958 |
5.2 |
6,383 |
1.6 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,595 |
2.5 |
169 |
0.1 |
185,123 | |
NON U.S. |
14,455 |
7.8 |
1,349 |
0.7 |
|||
10 |
19,050 |
10.3 |
1,518 |
0.8 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
1,802 |
2.7 |
5,338 |
8.1 |
66,193 | |
NON U.S. |
5,223 |
7.9 |
40,665 |
61.4 |
|||
6 |
7,025 |
10.6 |
46,003 |
69.5 |
| ||
NYME HENRY HUB SWAP |
U.S. |
30,769 |
2.1 |
336,431 |
23.5 |
1,432,907 | |
NON U.S. |
32,002 |
2.2 |
440,452 |
30.7 |
|||
11 |
62,771 |
4.4 |
776,883 |
54.2 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
37,337 |
11.6 |
14,272 |
4.4 |
321,476 | |
NON U.S. |
59,622 |
18.5 |
11,996 |
3.7 |
|||
10 |
96,959 |
30.2 |
26,268 |
8.2 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
3,450 |
0.3 |
11,349 |
1.1 |
1,031,431 |
NON U.S. |
18 |
10,841 |
1.1 |
24,880 |
2.4 |
||
24 |
14,291 |
1.4 |
36,229 |
3.5 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
26,641 |
1.1 |
17,280 |
0.7 |
2,534,485 |
NON U.S. |
16 |
9,972 |
0.4 |
45,921 |
1.8 |
||
22 |
36,613 |
1.4 |
63,201 |
2.5 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5,927 |
0.3 |
11,622 |
0.5 |
2,294,334 | |
NON U.S. |
13,782 |
0.6 |
37,788 |
1.6 |
|||
14 |
19,709 |
0.9 |
49,410 |
2.2 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
62,503 |
9.1 |
115,595 |
16.8 |
690,098 |
NON U.S. |
13 |
23,211 |
3.4 |
51,950 |
7.5 |
||
19 |
85,714 |
12.4 |
167,545 |
24.3 |
| ||
CME LEAN HOGS |
U.S. |
1,290 |
0.8 |
1,168 |
0.7 |
164,890 | |
NON U.S. |
10,722 |
6.5 |
641 |
0.4 |
|||
11 |
12,012 |
7.3 |
1,809 |
1.1 |
| ||
CME LIVE CATTLE |
U.S. |
876 |
0.3 |
499 |
0.2 |
265,072 | |
NON U.S. |
10,471 |
4.0 |
326 |
0.1 |
|||
8 |
11,347 |
4.3 |
825 |
0.3 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,433 |
2.4 |
15,624 |
15.3 |
102,114 | |
NON U.S. |
579 |
0.6 |
3,298 |
3.2 |
|||
5 |
3,012 |
2.9 |
18,922 |
18.5 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
10,994 |
2.7 |
37,639 |
9.2 |
409,836 | |
NON U.S. |
8,262 |
2.0 |
6,227 |
1.5 |
|||
16 |
19,256 |
4.7 |
43,866 |
10.7 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,320 |
16.4 |
1,200 |
14.9 |
8,053 | |
NON U.S. |
1,926 |
23.9 |
228 |
2.8 |
|||
10 |
3,246 |
40.3 |
1,428 |
17.7 |
| ||
ICEU WTI 1st Line-Brent 1st Line |
U.S. |
3,800 |
6.0 |
1,705 |
2.7 |
63,464 | |
NON U.S. |
210 |
0.3 |
5,835 |
9.2 |
|||
5 |
4,010 |
6.3 |
7,540 |
11.9 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
0 |
0.0 |
3,988 |
12.1 |
33,066 | |
NON U.S. |
0 |
0.0 |
10,130 |
30.6 |
|||
5 |
0 |
0.0 |
14,118 |
42.7 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
32,150 |
1.9 |
98,052 |
5.8 |
1,703,201 |
NON U.S. |
16 |
87,371 |
5.1 |
144,647 |
8.5 |
||
20 |
119,521 |
7.0 |
242,699 |
14.2 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,165 |
1.0 |
14,018 |
12.1 |
116,029 | |
NON U.S. |
2,894 |
2.5 |
23,127 |
19.9 |
|||
6 |
4,059 |
3.5 |
37,145 |
32.0 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
11,724 |
12.6 |
92,851 | |
NON U.S. |
180 |
0.2 |
6,570 |
7.1 |
|||
6 |
180 |
0.2 |
18,294 |
19.7 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
308 |
1.9 |
3,107 |
18.7 |
16,589 | |
NON U.S. |
1,288 |
7.8 |
1,882 |
11.3 |
|||
8 |
1,596 |
9.6 |
4,989 |
30.1 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
405 |
2.8 |
0 |
0.0 |
14,337 | |
NON U.S. |
4,071 |
28.4 |
2,706 |
18.9 |
|||
5 |
4,476 |
31.2 |
2,706 |
18.9 |
| ||
ICUS COCOA |
U.S. |
1,522 |
0.7 |
0 |
0.0 |
222,486 | |
NON U.S. |
4,785 |
2.2 |
2,755 |
1.2 |
|||
6 |
6,307 |
2.8 |
2,755 |
1.2 |
| ||
NYME PALLADIUM |
U.S. |
4 |
523 |
2.1 |
3,771 |
15.1 |
25,036 |
NON U.S. |
15 |
1,826 |
7.3 |
2,902 |
11.6 |
||
19 |
2,349 |
9.4 |
6,673 |
26.7 |
| ||
NYME PLATINUM |
U.S. |
4 |
230 |
0.4 |
8,548 |
13.0 |
65,506 |
NON U.S. |
16 |
3,260 |
5.0 |
9,076 |
13.9 |
||
20 |
3,490 |
5.3 |
17,624 |
26.9 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
15,151 |
1.7 |
1,541 |
0.2 |
868,697 | |
NON U.S. |
48,387 |
5.6 |
7,405 |
0.9 |
|||
11 |
63,538 |
7.3 |
8,946 |
1.0 |
| ||
ICUS COFFEE C |
U.S. |
1,910 |
1.1 |
1,133 |
0.7 |
172,537 | |
NON U.S. |
10,527 |
6.1 |
2,568 |
1.5 |
|||
16 |
12,437 |
7.2 |
3,701 |
2.1 |
| ||
CMX SILVER |
U.S. |
4 |
3,354 |
2.0 |
21,986 |
13.1 |
167,520 |
NON U.S. |
11 |
12,753 |
7.6 |
23,670 |
14.1 |
||
15 |
16,107 |
9.6 |
45,656 |
27.3 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
6,596 |
3.8 |
0 |
0.0 |
171,819 |
NON U.S. |
10 |
12,496 |
7.3 |
1,437 |
0.8 |
||
14 |
19,092 |
11.1 |
1,437 |
0.8 |
| ||
CMX GOLD |
U.S. |
5 |
6,387 |
1.5 |
49,447 |
12.0 |
413,688 |
NON U.S. |
20 |
35,499 |
8.6 |
37,698 |
9.1 |
||
25 |
41,886 |
10.1 |
87,145 |
21.1 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.8 |
3,247 |
11.0 |
29,446 | |
NON U.S. |
19,566 |
66.4 |
13,351 |
45.3 |
|||
5 |
19,801 |
67.2 |
16,598 |
56.4 |
| ||
CME CANADIAN DOLLAR |
U.S. |
4,029 |
2.4 |
1,172 |
0.7 |
166,610 | |
NON U.S. |
6,258 |
3.8 |
0 |
0.0 |
|||
5 |
10,287 |
6.2 |
1,172 |
0.7 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
6,951 |
4.8 |
143,374 | |
NON U.S. |
54,276 |
37.9 |
8,830 |
6.2 |
|||
5 |
54,276 |
37.9 |
15,781 |
11.0 |
| ||
CME BRITISH POUND STERLING |
U.S. |
14,195 |
6.4 |
4,873 |
2.2 |
221,993 | |
NON U.S. |
7,108 |
3.2 |
0 |
0.0 |
|||
5 |
21,303 |
9.6 |
4,873 |
2.2 |
| ||
CME JAPANESE YEN |
U.S. |
38,040 |
17.2 |
16,885 |
7.7 |
220,707 | |
NON U.S. |
2,177 |
1.0 |
0 |
0.0 |
|||
5 |
40,217 |
18.2 |
16,885 |
7.7 |
| ||
CME EURO FX |
U.S. |
37,522 |
9.2 |
3,996 |
1.0 |
407,105 | |
NON U.S. |
28,789 |
7.1 |
3,201 |
0.8 |
|||
15 |
66,311 |
16.3 |
7,197 |
1.8 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
6,750 |
1.9 |
8,179 |
2.3 |
361,434 |
NON U.S. |
6 |
10,526 |
2.9 |
3,524 |
1.0 |
||
10 |
17,276 |
4.8 |
11,703 |
3.2 |
| ||
E VIX FUTURES |
U.S. |
8,313 |
3.4 |
0 |
0.0 |
243,307 | |
NON U.S. |
21,833 |
9.0 |
1,829 |
0.8 |
|||
8 |
30,146 |
12.4 |
1,829 |
0.8 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
2,456 |
3.3 |
941 |
1.3 |
74,890 |
NON U.S. |
5 |
2,800 |
3.7 |
1,526 |
2.0 |
||
9 |
5,256 |
7.0 |
2,467 |
3.3 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,183,855 |
20.8 |
922,633 |
8.8 |
10,501,396 |
NON U.S. |
36 |
807,065 |
7.7 |
589,156 |
5.6 |
||
44 |
2,990,920 |
28.5 |
1,511,789 |
14.4 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
16,843 |
0.7 |
18,449 |
0.7 |
2,573,728 |
NON U.S. |
20 |
54,143 |
2.1 |
51,229 |
2.0 |
||
25 |
70,986 |
2.8 |
69,678 |
2.7 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
1,692 |
0.6 |
1,530 |
0.5 |
302,181 | |
NON U.S. |
5,740 |
1.9 |
16,614 |
5.5 |
|||
13 |
7,432 |
2.5 |
18,144 |
6.0 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
1,250 |
0.3 |
0 |
0.0 |
376,074 | |
NON U.S. |
767 |
0.2 |
2,083 |
0.6 |
|||
7 |
2,017 |
0.5 |
2,083 |
0.6 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
991 |
1.3 |
73,704 | |
NON U.S. |
1,409 |
1.9 |
328 |
0.4 |
|||
6 |
1,409 |
1.9 |
1,319 |
1.8 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
812 |
0.5 |
360 |
0.2 |
172,956 | |
NON U.S. |
4,191 |
2.4 |
0 |
0.0 |
|||
7 |
5,003 |
2.9 |
360 |
0.2 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
1,903 |
0.4 |
424 |
0.1 |
479,172 | |
NON U.S. |
16,378 |
3.4 |
22,732 |
4.7 |
|||
18 |
18,281 |
3.8 |
23,156 |
4.8 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
2,555 |
9.2 |
85 |
0.3 |
27,677 | |
NON U.S. |
3,590 |
13.0 |
0 |
0.0 |
|||
6 |
6,145 |
22.2 |
85 |
0.3 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
420 |
3.0 |
2,550 |
18.2 |
14,010 | |
NON U.S. |
2,339 |
16.7 |
0 |
0.0 |
|||
5 |
2,759 |
19.7 |
2,550 |
18.2 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
440 |
3.2 |
379 |
2.7 |
13,920 | |
NON U.S. |
5,097 |
36.6 |
48 |
0.3 |
|||
6 |
5,537 |
39.8 |
427 |
3.1 |
|