IN CONTRACTS
REPORT DATE: 3/1/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4,516 |
1.0 |
8,205 |
1.9 |
437,577 | |
NON U.S. |
21,132 |
4.8 |
6,233 |
1.4 |
|||
15 |
25,648 |
5.9 |
14,438 |
3.3 |
| ||
CBT WHEAT-HRW |
U.S. |
4,610 |
2.1 |
2,226 |
1.0 |
215,138 | |
NON U.S. |
5,040 |
2.3 |
2,275 |
1.1 |
|||
8 |
9,650 |
4.5 |
4,501 |
2.1 |
| ||
CBT CORN |
U.S. |
38,194 |
2.9 |
12,256 |
0.9 |
1,325,794 | |
NON U.S. |
57,382 |
4.3 |
6,396 |
0.5 |
|||
13 |
95,576 |
7.2 |
18,652 |
1.4 |
| ||
CBT SOYBEANS |
U.S. |
14,460 |
2.1 |
483 |
0.1 |
701,548 | |
NON U.S. |
22,011 |
3.1 |
8,149 |
1.2 |
|||
12 |
36,471 |
5.2 |
8,632 |
1.2 |
| ||
CBT SOYBEAN OIL |
U.S. |
9,256 |
2.4 |
4,596 |
1.2 |
381,682 | |
NON U.S. |
18,214 |
4.8 |
1,613 |
0.4 |
|||
10 |
27,470 |
7.2 |
6,209 |
1.6 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,683 |
4.6 |
1,254 |
2.1 |
58,544 | |
NON U.S. |
1,611 |
2.8 |
725 |
1.2 |
|||
5 |
4,294 |
7.3 |
1,979 |
3.4 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
15,265 |
4.2 |
1,415 |
0.4 |
364,300 |
NON U.S. |
4 |
16,899 |
4.6 |
80 |
0.0 |
||
8 |
32,164 |
8.8 |
1,495 |
0.4 |
| ||
NYME GULF COAST ULSD SWAP |
U.S. |
126 |
2.3 |
1,076 |
19.7 |
5,469 | |
NON U.S. |
96 |
1.8 |
326 |
6.0 |
|||
5 |
222 |
4.1 |
1,402 |
25.6 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
2,087 |
3.9 |
2,694 |
5.1 |
52,995 | |
NON U.S. |
3,087 |
5.8 |
119 |
0.2 |
|||
6 |
5,174 |
9.8 |
2,813 |
5.3 |
| ||
NYME EIA FLAT TAX ON HIGHWAY DIESEL |
U.S. |
935 |
18.1 |
0 |
0.0 |
5,179 | |
NON U.S. |
254 |
4.9 |
96 |
1.9 |
|||
5 |
1,189 |
23.0 |
96 |
1.9 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
8,153 |
0.2 |
1,082,433 |
25.7 |
4,213,419 |
NON U.S. |
9 |
42,694 |
1.0 |
766,656 |
18.2 |
||
13 |
50,847 |
1.2 |
1,849,089 |
43.9 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
14,645 |
4.9 |
28,449 |
9.6 |
297,700 | |
NON U.S. |
11,527 |
3.9 |
4,051 |
1.4 |
|||
8 |
26,172 |
8.8 |
32,500 |
10.9 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
302 |
0.1 |
51,126 |
21.4 |
238,886 | |
NON U.S. |
1,552 |
0.6 |
63,193 |
26.5 |
|||
9 |
1,854 |
0.8 |
114,319 |
47.9 |
| ||
IFED AECO FIN BASIS |
U.S. |
16,324 |
2.4 |
1,342 |
0.2 |
690,429 | |
NON U.S. |
20,401 |
3.0 |
367,793 |
53.3 |
|||
9 |
36,725 |
5.3 |
369,135 |
53.5 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
1,975 |
0.6 |
13,708 |
4.3 |
316,831 | |
NON U.S. |
0 |
0.0 |
59,187 |
18.7 |
|||
8 |
1,975 |
0.6 |
72,895 |
23.0 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,877 |
6.0 |
30,196 |
10.1 |
298,556 | |
NON U.S. |
17,486 |
5.9 |
19,613 |
6.6 |
|||
7 |
35,363 |
11.8 |
49,809 |
16.7 |
| ||
IFED WAHA FIN BASIS |
U.S. |
0 |
0.0 |
10,347 |
7.3 |
141,290 | |
NON U.S. |
0 |
0.0 |
20,019 |
14.2 |
|||
5 |
0 |
0.0 |
30,366 |
21.5 |
| ||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
0 |
0.0 |
26,642 |
23.3 |
114,421 | |
NON U.S. |
234 |
0.2 |
15,297 |
13.4 |
|||
6 |
234 |
0.2 |
41,939 |
36.7 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
16,766 |
9.9 |
12,618 |
7.5 |
169,195 | |
NON U.S. |
25,664 |
15.2 |
14,649 |
8.7 |
|||
7 |
42,430 |
25.1 |
27,267 |
16.1 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
257 |
0.1 |
48,589 |
14.9 |
326,598 | |
NON U.S. |
29,808 |
9.1 |
41,302 |
12.6 |
|||
8 |
30,065 |
9.2 |
89,891 |
27.5 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
1,133 |
1.4 |
5,143 |
6.5 |
78,644 | |
NON U.S. |
4,159 |
5.3 |
13,950 |
17.7 |
|||
5 |
5,292 |
6.7 |
19,093 |
24.3 |
| ||
IFED HENRY HUB - TAILGATE, LOUISIANA (BASIS) |
U.S. |
11,365 |
10.5 |
976 |
0.9 |
107,847 | |
NON U.S. |
6,707 |
6.2 |
0 |
0.0 |
|||
5 |
18,072 |
16.8 |
976 |
0.9 |
| ||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
1,755 |
1.2 |
8,110 |
5.5 |
148,152 | |
NON U.S. |
214 |
0.1 |
15,174 |
10.2 |
|||
5 |
1,969 |
1.3 |
23,284 |
15.7 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
11,451 |
12.6 |
910 |
1.0 |
90,915 | |
NON U.S. |
11,378 |
12.5 |
0 |
0.0 |
|||
5 |
22,829 |
25.1 |
910 |
1.0 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
37,871 |
3.6 |
29,461 |
2.8 |
1,042,618 |
NON U.S. |
10 |
34,737 |
3.3 |
20,115 |
1.9 |
||
14 |
72,608 |
7.0 |
49,576 |
4.8 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
3,298 |
8.6 |
856 |
2.2 |
38,266 | |
NON U.S. |
5,051 |
13.2 |
8,192 |
21.4 |
|||
5 |
8,349 |
21.8 |
9,048 |
23.6 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
11,534 |
4.0 |
31,363 |
10.8 |
289,380 | |
NON U.S. |
16,262 |
5.6 |
26,457 |
9.1 |
|||
7 |
27,796 |
9.6 |
57,820 |
20.0 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
9,508 |
9.0 |
1,724 |
1.6 |
105,794 | |
NON U.S. |
7,723 |
7.3 |
5,414 |
5.1 |
|||
7 |
17,231 |
16.3 |
7,138 |
6.7 |
| ||
CBT SOYBEAN MEAL |
U.S. |
2,824 |
0.7 |
3,988 |
1.0 |
393,496 | |
NON U.S. |
16,389 |
4.2 |
1,696 |
0.4 |
|||
12 |
19,213 |
4.9 |
5,684 |
1.4 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4,066 |
2.0 |
534 |
0.3 |
202,863 | |
NON U.S. |
13,631 |
6.7 |
1,247 |
0.6 |
|||
11 |
17,697 |
8.7 |
1,781 |
0.9 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
1,921 |
2.9 |
7,064 |
10.6 |
66,862 | |
NON U.S. |
5,557 |
8.3 |
36,677 |
54.9 |
|||
6 |
7,478 |
11.2 |
43,741 |
65.4 |
| ||
NYME HENRY HUB SWAP |
U.S. |
13,769 |
0.9 |
371,910 |
25.6 |
1,453,762 | |
NON U.S. |
46,845 |
3.2 |
467,558 |
32.2 |
|||
10 |
60,614 |
4.2 |
839,468 |
57.7 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
37,665 |
12.1 |
13,925 |
4.5 |
310,676 | |
NON U.S. |
56,174 |
18.1 |
12,460 |
4.0 |
|||
10 |
93,839 |
30.2 |
26,385 |
8.5 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
9,846 |
0.9 |
15,721 |
1.5 |
1,068,941 |
NON U.S. |
13 |
8,080 |
0.8 |
18,309 |
1.7 |
||
19 |
17,926 |
1.7 |
34,030 |
3.2 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
7 |
28,038 |
1.0 |
12,752 |
0.4 |
2,909,117 |
NON U.S. |
16 |
14,187 |
0.5 |
29,292 |
1.0 |
||
23 |
42,225 |
1.5 |
42,044 |
1.4 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
12,396 |
0.5 |
13,515 |
0.5 |
2,644,923 |
NON U.S. |
10 |
31,591 |
1.2 |
22,463 |
0.8 |
||
14 |
43,987 |
1.7 |
35,978 |
1.4 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
6 |
75,996 |
10.5 |
107,098 |
14.8 |
725,225 |
NON U.S. |
13 |
17,053 |
2.4 |
45,957 |
6.3 |
||
19 |
93,049 |
12.8 |
153,055 |
21.1 |
| ||
CME LEAN HOGS |
U.S. |
954 |
0.5 |
168 |
0.1 |
196,308 | |
NON U.S. |
11,303 |
5.8 |
505 |
0.3 |
|||
9 |
12,257 |
6.2 |
673 |
0.3 |
| ||
CME LIVE CATTLE |
U.S. |
1,564 |
0.6 |
564 |
0.2 |
280,951 | |
NON U.S. |
11,596 |
4.1 |
457 |
0.2 |
|||
8 |
13,160 |
4.7 |
1,021 |
0.4 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,340 |
1.8 |
15,685 |
12.3 |
127,988 | |
NON U.S. |
412 |
0.3 |
2,966 |
2.3 |
|||
5 |
2,752 |
2.2 |
18,651 |
14.6 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
6,461 |
1.5 |
38,500 |
8.8 |
439,430 | |
NON U.S. |
7,390 |
1.7 |
5,519 |
1.3 |
|||
17 |
13,851 |
3.2 |
44,019 |
10.0 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,317 |
16.2 |
750 |
9.2 |
8,149 | |
NON U.S. |
1,346 |
16.5 |
214 |
2.6 |
|||
10 |
2,663 |
32.7 |
964 |
11.8 |
| ||
ICEU WTI 1st Line-Brent 1st Line |
U.S. |
3,455 |
5.6 |
1,590 |
2.6 |
62,095 | |
NON U.S. |
90 |
0.1 |
6,515 |
10.5 |
|||
5 |
3,545 |
5.7 |
8,105 |
13.1 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
32 |
0.1 |
4,936 |
15.4 |
32,027 | |
NON U.S. |
0 |
0.0 |
8,821 |
27.5 |
|||
5 |
32 |
0.1 |
13,757 |
43.0 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
44,537 |
2.5 |
112,959 |
6.3 |
1,800,298 |
NON U.S. |
18 |
94,433 |
5.2 |
139,575 |
7.8 |
||
22 |
138,970 |
7.7 |
252,534 |
14.0 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
2,568 |
2.2 |
13,779 |
11.9 |
115,959 | |
NON U.S. |
2,331 |
2.0 |
27,793 |
24.0 |
|||
7 |
4,899 |
4.2 |
41,572 |
35.9 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
0 |
0.0 |
9,880 |
13.5 |
73,076 | |
NON U.S. |
420 |
0.6 |
6,100 |
8.3 |
|||
6 |
420 |
0.6 |
15,980 |
21.9 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
308 |
1.9 |
3,171 |
20.1 |
15,805 | |
NON U.S. |
1,490 |
9.4 |
2,216 |
14.0 |
|||
9 |
1,798 |
11.4 |
5,387 |
34.1 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
150 |
0.9 |
465 |
2.7 |
17,084 | |
NON U.S. |
4,035 |
23.6 |
3,354 |
19.6 |
|||
5 |
4,185 |
24.5 |
3,819 |
22.4 |
| ||
ICUS COCOA |
U.S. |
1,371 |
0.6 |
548 |
0.2 |
238,761 | |
NON U.S. |
6,857 |
2.9 |
2,983 |
1.2 |
|||
9 |
8,228 |
3.4 |
3,531 |
1.5 |
| ||
NYME PALLADIUM |
U.S. |
4 |
776 |
3.1 |
3,074 |
12.2 |
25,293 |
NON U.S. |
14 |
2,307 |
9.1 |
2,988 |
11.8 |
||
18 |
3,083 |
12.2 |
6,062 |
24.0 |
| ||
NYME PLATINUM |
U.S. |
4 |
174 |
0.3 |
9,078 |
13.7 |
66,211 |
NON U.S. |
18 |
3,013 |
4.6 |
12,301 |
18.6 |
||
22 |
3,187 |
4.8 |
21,379 |
32.3 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
20,163 |
2.7 |
1,925 |
0.3 |
752,262 | |
NON U.S. |
37,949 |
5.0 |
5,195 |
0.7 |
|||
10 |
58,112 |
7.7 |
7,120 |
0.9 |
| ||
ICUS COFFEE C |
U.S. |
2,262 |
1.2 |
578 |
0.3 |
195,239 | |
NON U.S. |
10,423 |
5.3 |
2,420 |
1.2 |
|||
17 |
12,685 |
6.5 |
2,998 |
1.5 |
| ||
CMX SILVER |
U.S. |
5 |
6,359 |
3.9 |
27,153 |
16.7 |
162,293 |
NON U.S. |
14 |
7,692 |
4.7 |
38,523 |
23.7 |
||
19 |
14,051 |
8.7 |
65,676 |
40.5 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
7,914 |
4.9 |
21 |
0.0 |
160,010 |
NON U.S. |
10 |
12,533 |
7.8 |
880 |
0.5 |
||
14 |
20,447 |
12.8 |
901 |
0.6 |
| ||
CMX GOLD |
U.S. |
5 |
8,183 |
1.8 |
81,050 |
18.0 |
450,555 |
NON U.S. |
20 |
20,514 |
4.6 |
72,777 |
16.2 |
||
25 |
28,697 |
6.4 |
153,827 |
34.1 |
| ||
CME RUSSIAN RUBLE |
U.S. |
235 |
0.8 |
4,747 |
15.8 |
29,983 | |
NON U.S. |
17,275 |
57.6 |
12,351 |
41.2 |
|||
5 |
17,510 |
58.4 |
17,098 |
57.0 |
| ||
CME CANADIAN DOLLAR |
U.S. |
4,000 |
2.5 |
20,370 |
12.8 |
159,107 | |
NON U.S. |
10,079 |
6.3 |
0 |
0.0 |
|||
5 |
14,079 |
8.8 |
20,370 |
12.8 |
| ||
CME MEXICAN PESO |
U.S. |
14,867 |
10.5 |
0 |
0.0 |
141,104 | |
NON U.S. |
54,374 |
38.5 |
8,794 |
6.2 |
|||
6 |
69,241 |
49.1 |
8,794 |
6.2 |
| ||
CME BRITISH POUND STERLING |
U.S. |
16,545 |
6.0 |
4,113 |
1.5 |
275,825 | |
NON U.S. |
9,681 |
3.5 |
584 |
0.2 |
|||
7 |
26,226 |
9.5 |
4,697 |
1.7 |
| ||
CME JAPANESE YEN |
U.S. |
36,822 |
14.1 |
8,713 |
3.3 |
261,679 | |
NON U.S. |
3,409 |
1.3 |
9,356 |
3.6 |
|||
8 |
40,231 |
15.4 |
18,069 |
6.9 |
| ||
CME EURO FX |
U.S. |
38,098 |
9.1 |
2,583 |
0.6 |
417,624 | |
NON U.S. |
34,868 |
8.3 |
10,480 |
2.5 |
|||
16 |
72,966 |
17.5 |
13,063 |
3.1 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
11,326 |
2.8 |
10,848 |
2.6 |
409,709 |
NON U.S. |
6 |
12,692 |
3.1 |
525 |
0.1 |
||
10 |
24,018 |
5.9 |
11,373 |
2.8 |
| ||
NYME EUROBOB GAS OXY NWE |
U.S. |
703 |
9.8 |
286 |
4.0 |
7,202 | |
NON U.S. |
133 |
1.8 |
69 |
1.0 |
|||
5 |
836 |
11.6 |
355 |
4.9 |
| ||
E VIX FUTURES |
U.S. |
0 |
0.0 |
1,266 |
0.5 |
273,237 | |
NON U.S. |
7,480 |
2.7 |
17,722 |
6.5 |
|||
5 |
7,480 |
2.7 |
18,988 |
6.9 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
1,865 |
3.0 |
1,074 |
1.7 |
62,431 | |
NON U.S. |
3,414 |
5.5 |
2,023 |
3.2 |
|||
8 |
5,279 |
8.5 |
3,097 |
5.0 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
1,874,859 |
17.2 |
1,072,759 |
9.8 |
10,929,373 |
NON U.S. |
36 |
666,062 |
6.1 |
467,075 |
4.3 |
||
44 |
2,540,921 |
23.2 |
1,539,834 |
14.1 |
| ||
CME S&P 500 STOCK INDEX |
U.S. |
2,384 |
1.6 |
0 |
0.0 |
146,272 | |
NON U.S. |
3,190 |
2.2 |
4,950 |
3.4 |
|||
5 |
5,574 |
3.8 |
4,950 |
3.4 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
19,851 |
0.6 |
35,845 |
1.1 |
3,149,871 |
NON U.S. |
22 |
57,422 |
1.8 |
79,933 |
2.5 |
||
27 |
77,273 |
2.5 |
115,778 |
3.7 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
1,476 |
0.6 |
2,881 |
1.1 |
258,086 | |
NON U.S. |
5,011 |
1.9 |
17,967 |
7.0 |
|||
13 |
6,487 |
2.5 |
20,848 |
8.1 |
| ||
CME AUSTRALIAN DOLLAR |
U.S. |
0 |
0.0 |
10,647 |
8.7 |
122,911 | |
NON U.S. |
2,732 |
2.2 |
7,861 |
6.4 |
|||
5 |
2,732 |
2.2 |
18,508 |
15.1 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
5 |
564 |
0.1 |
1,456 |
0.3 |
429,603 |
NON U.S. |
6 |
11,827 |
2.8 |
927 |
0.2 |
||
11 |
12,391 |
2.9 |
2,383 |
0.6 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
940 |
0.9 |
100,816 | |
NON U.S. |
4,529 |
4.5 |
301 |
0.3 |
|||
6 |
4,529 |
4.5 |
1,241 |
1.2 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
749 |
0.4 |
460 |
0.2 |
201,838 | |
NON U.S. |
5,567 |
2.8 |
1,480 |
0.7 |
|||
8 |
6,316 |
3.1 |
1,940 |
1.0 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
4 |
1,972 |
0.4 |
424 |
0.1 |
565,050 |
NON U.S. |
16 |
16,024 |
2.8 |
24,067 |
4.3 |
||
20 |
17,996 |
3.2 |
24,491 |
4.3 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
4,000 |
11.7 |
34,144 | |
NON U.S. |
954 |
2.8 |
365 |
1.1 |
|||
6 |
954 |
2.8 |
4,365 |
12.8 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,098 |
12.3 |
45 |
0.1 |
33,228 | |
NON U.S. |
3,944 |
11.9 |
0 |
0.0 |
|||
6 |
8,042 |
24.2 |
45 |
0.1 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
588 |
3.8 |
2,291 |
14.8 |
15,513 | |
NON U.S. |
3,028 |
19.5 |
380 |
2.4 |
|||
6 |
3,616 |
23.3 |
2,671 |
17.2 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
360 |
2.7 |
1,120 |
8.5 |
13,116 | |
NON U.S. |
4,353 |
33.2 |
48 |
0.4 |
|||
6 |
4,713 |
35.9 |
1,168 |
8.9 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
1,122 |
3.7 |
470 |
1.5 |
30,390 | |
NON U.S. |
345 |
1.1 |
383 |
1.3 |
|||
5 |
1,467 |
4.8 |
853 |
2.8 |
|