REPORT DATE: 3/6/2018 |
|||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
9,580 |
2.1 |
7,381 |
1.6 |
465,424 |
|
NON U.S. |
32,126 |
6.9 |
1,856 |
0.4 |
|||
14 |
41,706 |
9.0 |
9,237 |
2.0 |
|
||
CBT WHEAT-HRW |
U.S. |
5,067 |
1.7 |
2,255 |
0.8 |
300,111 |
|
NON U.S. |
11,994 |
4.0 |
186 |
0.1 |
|||
9 |
17,061 |
5.7 |
2,441 |
0.8 |
|
||
CBT CORN |
U.S. |
5 |
14,269 |
0.8 |
15,327 |
0.9 |
1,743,951 |
NON U.S. |
10 |
64,901 |
3.7 |
1,644 |
0.1 |
||
15 |
79,170 |
4.5 |
16,971 |
1.0 |
|
||
CBT SOYBEANS |
U.S. |
7,562 |
0.9 |
3,177 |
0.4 |
819,234 |
|
NON U.S. |
31,226 |
3.8 |
8,291 |
1.0 |
|||
13 |
38,788 |
4.7 |
11,468 |
1.4 |
|
||
CBT SOYBEAN OIL |
U.S. |
6,516 |
1.3 |
1,750 |
0.4 |
485,144 |
|
NON U.S. |
29,455 |
6.1 |
104 |
0.0 |
|||
10 |
35,971 |
7.4 |
1,854 |
0.4 |
|
||
CBT U.S. TREASURY BONDS |
U.S. |
4 |
3,877 |
0.5 |
2,175 |
0.3 |
812,681 |
NON U.S. |
9 |
7,081 |
0.9 |
6,863 |
0.8 |
||
13 |
10,958 |
1.3 |
9,038 |
1.1 |
|
||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
13,880 |
3.6 |
4,321 |
1.1 |
388,432 |
NON U.S. |
4 |
12,916 |
3.3 |
9 |
0.00 |
||
8 |
26,796 |
6.9 |
4,330 |
1.1 |
|
||
IFED NATURAL GAS ICE HENRY HUB LD1 |
U.S. |
4 |
24,636 |
0.5 |
1,705,022 |
33.4 |
5,109,874 |
NON U.S. |
7 |
61,351 |
1.2 |
755,985 |
14.8 |
||
11 |
85,987 |
1.7 |
2,461,007 |
48.2 |
|
||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
10,480 |
6.5 |
11,855 |
7.3 |
162,412 |
|
NON U.S. |
15,435 |
9.5 |
136 |
0.1 |
|||
8 |
25,915 |
16.0 |
11,991 |
7.4 |
|
||
IFED NWP ROCKIES FIN BASIS |
U.S. |
2,256 |
0.8 |
29,344 |
10.4 |
281,729 |
|
NON U.S. |
2,700 |
1.0 |
111,215 |
39.5 |
|||
6 |
4,956 |
1.8 |
140,559 |
49.9 |
|
||
IFED AECO FIN BASIS |
U.S. |
5,911 |
0.8 |
1,759 |
0.2 |
770,203 |
|
NON U.S. |
35,598 |
4.6 |
617,549 |
80.2 |
|||
7 |
41,509 |
5.4 |
619,308 |
80.4 |
|
||
IFED CHICAGO FIN BASIS |
U.S. |
23,906 |
5.1 |
1,100 |
0.2 |
472,934 |
|
NON U.S. |
1,700 |
0.4 |
65,542 |
13.9 |
|||
7 |
25,606 |
5.4 |
66,642 |
14.1 |
|
||
IFED HSC FIN BASIS |
U.S. |
17,841 |
4.8 |
35,156 |
9.5 |
370,570 |
|
NON U.S. |
1,758 |
0.5 |
26,244 |
7.1 |
|||
8 |
19,599 |
5.3 |
61,400 |
16.6 |
|
||
IFED WAHA FIN BASIS |
U.S. |
2,652 |
1.0 |
52,265 |
19.3 |
270,607 |
|
NON U.S. |
0 |
0.0 |
12,728 |
4.7 |
|||
5 |
2,652 |
1.0 |
64,993 |
24.0 |
|
||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
473 |
0.3 |
31,586 |
19.9 |
158,463 |
|
NON U.S. |
184 |
0.1 |
32,704 |
20.6 |
|||
5 |
657 |
0.4 |
64,290 |
40.6 |
|
||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
7,863 |
1.5 |
93,290 |
17.5 |
531,730 |
|
NON U.S. |
13,771 |
2.6 |
14,749 |
2.8 |
|||
7 |
21,634 |
4.1 |
108,039 |
20.3 |
|
||
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
9,824 |
5.4 |
8,429 |
4.7 |
180,533 |
|
NON U.S. |
0 |
0.0 |
4,124 |
2.3 |
|||
5 |
9,824 |
5.4 |
12,553 |
7.0 |
|
||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
2,100 |
1.1 |
13,808 |
7.6 |
182,674 |
|
NON U.S. |
4,121 |
2.3 |
6,929 |
3.8 |
|||
6 |
6,221 |
3.4 |
20,737 |
11.4 |
|
||
NYME NATURAL GAS |
U.S. |
4 |
49,097 |
3.6 |
31,427 |
2.3 |
1,365,913 |
NON U.S. |
13 |
61,276 |
4.5 |
70,505 |
5.2 |
||
17 |
110,373 |
8.1 |
101,932 |
7.5 |
|
||
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,765 |
1.9 |
78,028 |
21.4 |
365,366 |
|
NON U.S. |
4,456 |
1.2 |
13,707 |
3.8 |
|||
8 |
11,221 |
3.1 |
91,735 |
25.1 |
|
||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
7,056 |
7.7 |
2,380 |
2.6 |
92,224 |
|
NON U.S. |
7,703 |
8.4 |
1,033 |
1.1 |
|||
6 |
14,759 |
16.0 |
3,413 |
3.7 |
|
||
CBT SOYBEAN MEAL |
U.S. |
7,356 |
1.6 |
1,615 |
0.4 |
453,096 |
|
NON U.S. |
32,776 |
7.2 |
57 |
0.0 |
|||
12 |
40,132 |
8.9 |
1,672 |
0.4 |
|
||
ICUS COTTON NO. 2 |
U.S. |
5,711 |
2.1 |
1,609 |
0.6 |
270,288 |
|
NON U.S. |
20,534 |
7.6 |
6,170 |
2.3 |
|||
14 |
26,245 |
9.7 |
7,779 |
2.9 |
|
||
NYME HENRY HUB SWAP |
U.S. |
15,247 |
1.4 |
354,637 |
31.6 |
1,120,551 |
|
NON U.S. |
45,080 |
4.0 |
343,826 |
30.7 |
|||
10 |
60,327 |
5.4 |
698,463 |
62.3 |
|
||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
18,484 |
11.8 |
2,288 |
1.5 |
156,925 |
|
NON U.S. |
40,573 |
25.9 |
8,534 |
5.4 |
|||
9 |
59,057 |
37.6 |
10,822 |
6.9 |
|
||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
4,576 |
0.2 |
26,273 |
1.4 |
1,840,176 |
NON U.S. |
28 |
27,459 |
1.5 |
38,280 |
2.1 |
||
32 |
32,035 |
1.7 |
64,553 |
3.5 |
|
||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
47,993 |
1.4 |
11,687 |
0.3 |
3,479,342 |
NON U.S. |
34 |
22,414 |
0.6 |
104,550 |
3.0 |
||
42 |
70,407 |
2.0 |
116,237 |
3.3 |
|
||
CBT ULTRA 10-YEAR U.S. T-NOTES |
U.S. |
5,414 |
1.0 |
1,860 |
0.3 |
555,916 |
|
NON U.S. |
10,110 |
1.8 |
4,800 |
0.9 |
|||
5 |
15,524 |
2.8 |
6,660 |
1.2 |
|
||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
11,463 |
0.3 |
37,216 |
1.1 |
3,375,246 |
NON U.S. |
28 |
60,700 |
1.8 |
75,397 |
2.2 |
||
34 |
72,163 |
2.1 |
112,613 |
3.3 |
|
||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
255,285 |
12.7 |
277,855 |
13.8 |
2,011,899 |
NON U.S. |
23 |
118,347 |
5.9 |
174,003 |
8.6 |
||
31 |
373,632 |
18.6 |
451,858 |
22.5 |
|
||
CME LEAN HOGS |
U.S. |
974 |
0.4 |
2,032 |
0.9 |
223,728 |
|
NON U.S. |
15,681 |
7.0 |
269 |
0.1 |
|||
8 |
16,655 |
7.4 |
2,301 |
1.0 |
|
||
CME LIVE CATTLE |
U.S. |
1,230 |
0.3 |
732 |
0.2 |
372,271 |
|
NON U.S. |
17,798 |
4.8 |
6 |
0.00 |
|||
9 |
19,028 |
5.1 |
738 |
0.2 |
|
||
IFED PROPANE OPIS MT BELVIEU TET FP |
U.S. |
396 |
0.6 |
7,800 |
10.9 |
71,846 |
|
NON U.S. |
75 |
0.1 |
973 |
1.4 |
|||
6 |
471 |
0.7 |
8,773 |
12.2 |
|
||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
12,974 |
37.4 |
34,720 |
|
NON U.S. |
0 |
0.0 |
2,936 |
8.5 |
|||
6 |
0 |
0.0 |
15,910 |
45.8 |
|
||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
4,275 |
4.1 |
3,882 |
3.7 |
105,362 |
|
NON U.S. |
716 |
0.7 |
1,234 |
1.2 |
|||
5 |
4,991 |
4.7 |
5,116 |
4.9 |
|
||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,984 |
6.5 |
7,394 |
16.2 |
45,562 |
|
NON U.S. |
0 |
0.0 |
1,836 |
4.0 |
|||
6 |
2,984 |
6.5 |
9,230 |
20.3 |
|
||
NYME CONWAY PROPANE (OPIS) |
U.S. |
414 |
2.7 |
338 |
2.2 |
15,538 |
|
NON U.S. |
0 |
0.0 |
4,423 |
28.5 |
|||
5 |
414 |
2.7 |
4,761 |
30.6 |
|
||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
13,751 |
2.5 |
56,821 |
10.2 |
555,391 |
|
NON U.S. |
6,093 |
1.1 |
4,332 |
0.8 |
|||
14 |
19,844 |
3.6 |
61,153 |
11.0 |
|
||
IFED WTI CRUDE OIL 1ST LINE |
U.S. |
1,509 |
9.6 |
1,898 |
12.1 |
15,709 |
|
NON U.S. |
1,699 |
10.8 |
130 |
0.8 |
|||
6 |
3,208 |
20.4 |
2,028 |
12.9 |
|
||
IFED CRUDE DIFF-TMX WCS 1A INDEX |
U.S. |
792 |
1.9 |
741 |
1.7 |
42,800 |
|
NON U.S. |
3,143 |
7.3 |
10,175 |
23.8 |
|||
5 |
3,935 |
9.2 |
10,916 |
25.5 |
|
||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
15,745 |
0.6 |
329,640 |
13.4 |
2,451,492 |
NON U.S. |
21 |
64,281 |
2.6 |
297,722 |
12.1 |
||
25 |
80,026 |
3.3 |
627,362 |
25.6 |
|
||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
7,376 |
4.7 |
22,195 |
14.2 |
155,846 |
|
NON U.S. |
16,988 |
10.9 |
21,597 |
13.9 |
|||
9 |
24,364 |
15.6 |
43,792 |
28.1 |
|
||
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
5,026 |
2.7 |
3,368 |
1.8 |
186,633 |
|
NON U.S. |
403 |
0.2 |
0 |
0.0 |
|||
5 |
5,429 |
2.9 |
3,368 |
1.8 |
|
||
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
660 |
2.8 |
285 |
1.2 |
23,251 |
|
NON U.S. |
465 |
2.0 |
6,152 |
26.5 |
|||
5 |
1,125 |
4.8 |
6,437 |
27.7 |
|
||
ICUS COCOA |
U.S. |
3,014 |
1.1 |
804 |
0.3 |
284,461 |
|
NON U.S. |
7,866 |
2.8 |
3,832 |
1.3 |
|||
12 |
10,880 |
3.8 |
4,636 |
1.6 |
|
||
NYME PALLADIUM |
U.S. |
4 |
669 |
2.6 |
10,436 |
40.7 |
25,618 |
NON U.S. |
14 |
1,448 |
5.7 |
4,061 |
15.9 |
||
18 |
2,117 |
8.3 |
14,497 |
56.6 |
|
||
NYME PLATINUM |
U.S. |
4 |
1,709 |
2.1 |
19,374 |
24.0 |
80,653 |
NON U.S. |
18 |
3,404 |
4.2 |
10,505 |
13.0 |
||
22 |
5,113 |
6.3 |
29,879 |
37.0 |
|
||
ICUS SUGAR NO. 11 |
U.S. |
15,717 |
1.9 |
5,537 |
0.7 |
841,282 |
|
NON U.S. |
60,365 |
7.2 |
3,473 |
0.4 |
|||
12 |
76,082 |
9.0 |
9,010 |
1.1 |
|
||
ICUS COFFEE C |
U.S. |
1,373 |
0.6 |
2,550 |
1.0 |
242,958 |
|
NON U.S. |
14,678 |
6.0 |
320 |
0.1 |
|||
17 |
16,051 |
6.6 |
2,870 |
1.2 |
|
||
CMX SILVER |
U.S. |
5 |
3,242 |
1.6 |
33,568 |
17.1 |
196,590 |
NON U.S. |
21 |
7,312 |
3.7 |
24,629 |
12.5 |
||
26 |
10,554 |
5.4 |
58,197 |
29.6 |
|
||
CMX COPPER-GRADE #1 |
U.S. |
4 |
4,755 |
1.8 |
894 |
0.3 |
260,097 |
NON U.S. |
14 |
13,129 |
5.0 |
4,598 |
1.8 |
||
18 |
17,884 |
6.9 |
5,492 |
2.1 |
|
||
CMX GOLD |
U.S. |
5 |
8,608 |
1.7 |
108,470 |
21.3 |
508,100 |
NON U.S. |
29 |
29,879 |
5.9 |
99,705 |
19.6 |
||
34 |
38,487 |
7.6 |
208,175 |
41.0 |
|
||
CME CANADIAN DOLLAR |
U.S. |
188 |
0.1 |
1,331 |
1.0 |
139,318 |
|
NON U.S. |
5,439 |
3.9 |
2,557 |
1.8 |
|||
5 |
5,627 |
4.0 |
3,888 |
2.8 |
|
||
CME MEXICAN PESO |
NON U.S. |
8,520 |
4.4 |
44,684 |
23.3 |
192,062 |
|
6 |
8,520 |
4.4 |
44,684 |
23.3 |
|
||
CME BRITISH POUND STERLING |
U.S. |
9,174 |
4.6 |
45,308 |
22.9 |
197,439 |
|
NON U.S. |
7,639 |
3.9 |
0 |
0.0 |
|||
5 |
16,813 |
8.5 |
45,308 |
22.9 |
|
||
CME JAPANESE YEN |
U.S. |
38,289 |
13.8 |
1,263 |
0.5 |
277,327 |
|
NON U.S. |
3,697 |
1.3 |
43,336 |
15.6 |
|||
6 |
41,986 |
15.1 |
44,599 |
16.1 |
|
||
CME EURO FX |
U.S. |
5,616 |
1.0 |
34,308 |
6.2 |
557,530 |
|
NON U.S. |
54,540 |
9.8 |
30,264 |
5.4 |
|||
17 |
60,156 |
10.8 |
64,572 |
11.6 |
|
||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
6,952 |
1.7 |
5,384 |
1.3 |
407,743 |
NON U.S. |
7 |
11,963 |
2.9 |
1,061 |
0.3 |
||
11 |
18,915 |
4.6 |
6,445 |
1.6 |
|
||
E VIX FUTURES |
U.S. |
1,295 |
0.3 |
3,928 |
1.0 |
398,050 |
|
NON U.S. |
4,657 |
1.2 |
61,701 |
15.5 |
|||
8 |
5,952 |
1.5 |
65,629 |
16.5 |
|
||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,072 |
2.6 |
3,973 |
3.4 |
116,796 |
NON U.S. |
8 |
721 |
0.6 |
31,317 |
26.8 |
||
13 |
3,793 |
3.2 |
35,290 |
30.2 |
|
||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,889,258 |
16.9 |
715,671 |
4.2 |
17,072,293 |
NON U.S. |
33 |
1,138,662 |
6.7 |
503,072 |
2.9 |
||
41 |
4,027,920 |
23.6 |
1,218,743 |
7.1 |
|
||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
16,322 |
0.5 |
85,935 |
2.6 |
3,320,841 |
NON U.S. |
24 |
34,354 |
1.0 |
283,401 |
8.5 |
||
31 |
50,676 |
1.5 |
369,336 |
11.1 |
|
||
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
2,327 |
7.8 |
2,475 |
8.3 |
29,880 |
|
NON U.S. |
0 |
0.0 |
3,860 |
12.9 |
|||
5 |
2,327 |
7.8 |
6,335 |
21.2 |
|
||
CME E-MINI S&P HEALTH CARE INDEX |
U.S. |
1,092 |
14.3 |
0 |
0.0 |
7,649 |
|
NON U.S. |
0 |
0.0 |
1,702 |
22.3 |
|||
5 |
1,092 |
14.3 |
1,702 |
22.3 |
|
||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
13,603 |
5.6 |
5,782 |
2.4 |
242,052 |
NON U.S. |
10 |
11,808 |
4.9 |
820 |
0.3 |
||
14 |
25,411 |
10.5 |
6,602 |
2.7 |
|
||
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
11,633 |
2.3 |
7,970 |
1.5 |
516,293 |
NON U.S. |
11 |
11,883 |
2.3 |
7,057 |
1.4 |
||
16 |
23,516 |
4.6 |
15,027 |
2.9 |
|
||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
352 |
1.3 |
0 |
0.0 |
26,727 |
|
NON U.S. |
4,538 |
17.0 |
870 |
3.3 |
|||
7 |
4,890 |
18.3 |
870 |
3.3 |
|
||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
8,000 |
8.9 |
6,893 |
7.7 |
90,073 |
|
NON U.S. |
2,208 |
2.5 |
1,234 |
1.4 |
|||
5 |
10,208 |
11.3 |
8,127 |
9.0 |
|
||
ICUS MSCI EAFE MINI INDEX |
U.S. |
116 |
0.0 |
942 |
0.4 |
268,135 |
|
NON U.S. |
591 |
0.2 |
5,174 |
1.9 |
|||
6 |
707 |
0.3 |
6,116 |
2.3 |
|
||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
1,050 |
0.1 |
3,402 |
0.3 |
1,064,555 |
|
NON U.S. |
17,049 |
1.6 |
36,991 |
3.5 |
|||
18 |
18,099 |
1.7 |
40,393 |
3.8 |
|
||
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
270 |
0.3 |
1,312 |
1.2 |
107,809 |
|
NON U.S. |
50 |
0.0 |
3,440 |
3.2 |
|||
5 |
320 |
0.3 |
4,752 |
4.4 |
|