IN CONTRACTS
REPORT DATE: 1/2/2018 |
|||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
2,293 |
0.4 |
5,829 |
1.1 |
523,985 |
|
NON U.S. |
30,238 |
5.8 |
2,951 |
0.6 |
|||
15 |
32,531 |
6.2 |
8,780 |
1.7 |
|
||
CBT WHEAT-HRW |
U.S. |
4,814 |
1.5 |
3,277 |
1.0 |
330,410 |
|
NON U.S. |
12,369 |
3.7 |
544 |
0.2 |
|||
9 |
17,183 |
5.2 |
3,821 |
1.2 |
|
||
CBT CORN |
U.S. |
4 |
10,305 |
0.7 |
26,335 |
1.7 |
1,542,911 |
NON U.S. |
12 |
67,719 |
4.4 |
2,790 |
0.2 |
||
16 |
78,024 |
5.1 |
29,125 |
1.9 |
|
||
CBT SOYBEANS |
U.S. |
6,258 |
0.9 |
11,561 |
1.6 |
714,287 |
|
NON U.S. |
26,906 |
3.8 |
7,858 |
1.1 |
|||
13 |
33,164 |
4.6 |
19,419 |
2.7 |
|
||
CBT SOYBEAN OIL |
U.S. |
7,092 |
1.6 |
3,422 |
0.8 |
445,852 |
|
NON U.S. |
24,943 |
5.6 |
35 |
0.00 |
|||
9 |
32,035 |
7.2 |
3,457 |
0.8 |
|
||
CBT U.S. TREASURY BONDS |
U.S. |
5 |
3,844 |
0.5 |
3,407 |
0.4 |
759,768 |
NON U.S. |
7 |
3,449 |
0.5 |
2,041 |
0.3 |
||
12 |
7,293 |
1.0 |
5,448 |
0.7 |
|
||
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
4 |
12,014 |
2.7 |
3,383 |
0.8 |
445,181 |
NON U.S. |
4 |
12,320 |
2.8 |
7 |
0.00 |
||
8 |
24,334 |
5.5 |
3,390 |
0.8 |
|
||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
24,737 |
0.5 |
1,576,134 |
30.9 |
5,094,670 |
NON U.S. |
7 |
69,931 |
1.4 |
632,671 |
12.4 |
||
11 |
94,668 |
1.9 |
2,208,805 |
43.4 |
|
||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
15,956 |
5.7 |
12,598 |
4.5 |
281,929 |
|
NON U.S. |
17,325 |
6.1 |
906 |
0.3 |
|||
8 |
33,281 |
11.8 |
13,504 |
4.8 |
|
||
IFED NWP ROCKIES FIN BASIS |
U.S. |
547 |
0.2 |
29,246 |
10.7 |
272,684 |
|
NON U.S. |
4,857 |
1.8 |
103,682 |
38.0 |
|||
6 |
5,404 |
2.0 |
132,928 |
48.7 |
|
||
IFED AECO FIN BASIS |
U.S. |
7,131 |
0.9 |
3,547 |
0.4 |
838,231 |
|
NON U.S. |
41,560 |
5.0 |
613,513 |
73.2 |
|||
8 |
48,691 |
5.8 |
617,060 |
73.6 |
|
||
IFED CHICAGO FIN BASIS |
U.S. |
22,854 |
5.2 |
2,512 |
0.6 |
438,376 |
|
NON U.S. |
91 |
0.0 |
62,929 |
14.4 |
|||
8 |
22,945 |
5.2 |
65,441 |
14.9 |
|
||
IFED HSC FIN BASIS |
U.S. |
15,924 |
4.2 |
34,762 |
9.1 |
380,402 |
|
NON U.S. |
1,972 |
0.5 |
31,508 |
8.3 |
|||
8 |
17,896 |
4.7 |
66,270 |
17.4 |
|
||
IFED WAHA FIN BASIS |
U.S. |
2,081 |
0.8 |
53,071 |
19.5 |
271,959 |
|
NON U.S. |
0 |
0.0 |
14,259 |
5.2 |
|||
5 |
2,081 |
0.8 |
67,330 |
24.8 |
|
||
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
687 |
0.5 |
34,985 |
24.2 |
144,350 |
|
NON U.S. |
0 |
0.0 |
18,328 |
12.7 |
|||
5 |
687 |
0.5 |
53,313 |
36.9 |
|
||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
12,717 |
2.5 |
95,029 |
18.4 |
516,000 |
|
NON U.S. |
13,561 |
2.6 |
7,190 |
1.4 |
|||
6 |
26,278 |
5.1 |
102,219 |
19.8 |
|
||
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
11,330 |
7.2 |
8,029 |
5.1 |
157,172 |
|
NON U.S. |
0 |
0.0 |
6,683 |
4.3 |
|||
5 |
11,330 |
7.2 |
14,712 |
9.4 |
|
||
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
5,674 |
7.4 |
6,564 |
8.5 |
76,949 |
|
NON U.S. |
819 |
1.1 |
15,425 |
20.0 |
|||
5 |
6,493 |
8.4 |
21,989 |
28.6 |
|
||
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
914 |
0.5 |
15,373 |
8.0 |
193,114 |
|
NON U.S. |
7,163 |
3.7 |
6,091 |
3.2 |
|||
5 |
8,077 |
4.2 |
21,464 |
11.1 |
|
||
IFED TETCO M2 Basis (Receipts) |
U.S. |
2,402 |
1.4 |
61,025 |
36.2 |
168,410 |
|
NON U.S. |
2,892 |
1.7 |
16,427 |
9.8 |
|||
5 |
5,294 |
3.1 |
77,452 |
46.0 |
|
||
NYME NATURAL GAS |
U.S. |
4 |
39,844 |
2.8 |
20,036 |
1.4 |
1,422,917 |
NON U.S. |
15 |
53,118 |
3.7 |
61,486 |
4.3 |
||
19 |
92,962 |
6.5 |
81,522 |
5.7 |
|
||
NYME HENRY HUB LAST DAY FIN |
U.S. |
5,150 |
1.3 |
71,837 |
18.4 |
390,522 |
|
NON U.S. |
4,980 |
1.3 |
12,332 |
3.2 |
|||
8 |
10,130 |
2.6 |
84,169 |
21.6 |
|
||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
11,008 |
9.5 |
2,541 |
2.2 |
115,654 |
|
NON U.S. |
8,036 |
6.9 |
638 |
0.6 |
|||
7 |
19,044 |
16.5 |
3,179 |
2.7 |
|
||
CBT SOYBEAN MEAL |
U.S. |
9,098 |
2.4 |
3,693 |
1.0 |
382,719 |
|
NON U.S. |
28,993 |
7.6 |
1,730 |
0.5 |
|||
11 |
38,091 |
10.0 |
5,423 |
1.4 |
|
||
ICUS COTTON NO. 2 |
U.S. |
9,227 |
3.3 |
3,264 |
1.2 |
283,001 |
|
NON U.S. |
20,930 |
7.4 |
6,436 |
2.3 |
|||
14 |
30,157 |
10.7 |
9,700 |
3.4 |
|
||
NYME HENRY HUB SWAP |
U.S. |
13,689 |
1.1 |
368,148 |
29.9 |
1,231,773 |
|
NON U.S. |
43,997 |
3.6 |
348,250 |
28.3 |
|||
10 |
57,686 |
4.7 |
716,398 |
58.2 |
|
||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
22,273 |
12.1 |
2,690 |
1.5 |
184,457 |
|
NON U.S. |
39,024 |
21.2 |
7,295 |
4.0 |
|||
9 |
61,297 |
33.2 |
9,985 |
5.4 |
|
||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
15,405 |
0.9 |
14,217 |
0.8 |
1,800,461 |
NON U.S. |
19 |
20,052 |
1.1 |
24,948 |
1.4 |
||
24 |
35,457 |
2.0 |
39,165 |
2.2 |
|
||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
65,766 |
2.0 |
13,750 |
0.4 |
3,255,430 |
NON U.S. |
25 |
18,441 |
0.6 |
58,727 |
1.8 |
||
31 |
84,207 |
2.6 |
72,477 |
2.2 |
|
||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
11,466 |
0.4 |
40,509 |
1.3 |
3,105,956 |
NON U.S. |
23 |
61,124 |
2.0 |
42,935 |
1.4 |
||
28 |
72,590 |
2.3 |
83,444 |
2.7 |
|
||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
272,033 |
19.5 |
217,382 |
15.6 |
1,395,717 |
NON U.S. |
16 |
106,231 |
7.6 |
71,733 |
5.1 |
||
24 |
378,264 |
27.1 |
289,115 |
20.7 |
|
||
CME LEAN HOGS |
U.S. |
446 |
0.2 |
972 |
0.4 |
242,732 |
|
NON U.S. |
12,665 |
5.2 |
843 |
0.3 |
|||
9 |
13,111 |
5.4 |
1,815 |
0.7 |
|
||
CME LIVE CATTLE |
U.S. |
606 |
0.2 |
749 |
0.2 |
339,523 |
|
NON U.S. |
15,212 |
4.5 |
0 |
0.0 |
|||
8 |
15,818 |
4.7 |
749 |
0.2 |
|
||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
5,470 |
22.2 |
24,622 |
|
NON U.S. |
0 |
0.0 |
2,355 |
9.6 |
|||
6 |
0 |
0.0 |
7,825 |
31.8 |
|
||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,102 |
1.8 |
6,449 |
5.6 |
114,152 |
|
NON U.S. |
804 |
0.7 |
1,578 |
1.4 |
|||
6 |
2,906 |
2.5 |
8,027 |
7.0 |
|
||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
3,990 |
7.8 |
4,219 |
8.3 |
51,049 |
|
NON U.S. |
0 |
0.0 |
853 |
1.7 |
|||
6 |
3,990 |
7.8 |
5,072 |
9.9 |
|
||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
1,252 |
8.7 |
14,456 |
|
NON U.S. |
0 |
0.0 |
750 |
5.2 |
|||
5 |
0 |
0.0 |
2,002 |
13.8 |
|
||
NYME CONWAY PROPANE (OPIS) |
U.S. |
363 |
2.6 |
340 |
2.5 |
13,757 |
|
NON U.S. |
0 |
0.0 |
3,652 |
26.5 |
|||
6 |
363 |
2.6 |
3,992 |
29.0 |
|
||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
17,385 |
3.0 |
57,356 |
9.9 |
581,303 |
|
NON U.S. |
6,215 |
1.1 |
3,841 |
0.7 |
|||
14 |
23,600 |
4.1 |
61,197 |
10.5 |
|
||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,611 |
11.8 |
1,998 |
14.6 |
13,663 |
|
NON U.S. |
1,665 |
12.2 |
183 |
1.3 |
|||
7 |
3,276 |
24.0 |
2,181 |
16.0 |
|
||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
165 |
0.1 |
16,430 |
10.6 |
155,661 |
|
NON U.S. |
0 |
0.0 |
19,616 |
12.6 |
|||
5 |
165 |
0.1 |
36,046 |
23.2 |
|
||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
14,169 |
0.6 |
301,552 |
12.2 |
2,479,798 |
|
NON U.S. |
67,218 |
2.7 |
278,073 |
11.2 |
|||
25 |
81,387 |
3.3 |
579,625 |
23.4 |
|
||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
4,345 |
3.0 |
7,949 |
5.5 |
145,050 |
|
NON U.S. |
20,039 |
13.8 |
22,826 |
15.7 |
|||
10 |
24,384 |
16.8 |
30,775 |
21.2 |
|
||
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
840 |
3.5 |
385 |
1.6 |
23,683 |
|
NON U.S. |
150 |
0.6 |
6,908 |
29.2 |
|||
5 |
990 |
4.2 |
7,293 |
30.8 |
|
||
ICUS COCOA |
U.S. |
2,584 |
1.0 |
2,030 |
0.7 |
271,718 |
|
NON U.S. |
10,479 |
3.9 |
3,694 |
1.4 |
|||
13 |
13,063 |
4.8 |
5,724 |
2.1 |
|
||
NYME PALLADIUM |
U.S. |
4 |
31 |
0.1 |
13,410 |
35.2 |
38,141 |
NON U.S. |
13 |
1,099 |
2.9 |
6,403 |
16.8 |
||
17 |
1,130 |
3.0 |
19,813 |
51.9 |
|
||
NYME PLATINUM |
U.S. |
335 |
0.4 |
13,676 |
16.7 |
81,677 |
|
NON U.S. |
3,727 |
4.6 |
10,596 |
13.0 |
|||
20 |
4,062 |
5.0 |
24,272 |
29.7 |
|
||
ICUS SUGAR NO. 11 |
U.S. |
11,570 |
1.5 |
1,793 |
0.2 |
757,204 |
|
NON U.S. |
52,504 |
6.9 |
7,119 |
0.9 |
|||
12 |
64,074 |
8.5 |
8,912 |
1.2 |
|
||
ICUS COFFEE C |
U.S. |
2,380 |
1.1 |
2,680 |
1.2 |
216,566 |
|
NON U.S. |
13,688 |
6.3 |
1,089 |
0.5 |
|||
17 |
16,068 |
7.4 |
3,769 |
1.7 |
|
||
CMX SILVER |
U.S. |
5 |
3,171 |
1.6 |
33,105 |
17.2 |
192,423 |
NON U.S. |
22 |
8,292 |
4.3 |
29,809 |
15.5 |
||
27 |
11,463 |
6.0 |
62,914 |
32.7 |
|
||
CMX COPPER-GRADE #1 |
U.S. |
4 |
4,777 |
1.7 |
344 |
0.1 |
288,846 |
NON U.S. |
11 |
12,154 |
4.2 |
6,558 |
2.3 |
||
15 |
16,931 |
5.9 |
6,902 |
2.4 |
|
||
CMX GOLD |
U.S. |
5 |
7,341 |
1.5 |
113,488 |
22.7 |
500,731 |
NON U.S. |
29 |
33,486 |
6.7 |
86,564 |
17.3 |
||
34 |
40,827 |
8.2 |
200,052 |
40.0 |
|
||
CME MEXICAN PESO |
NON U.S. |
19,310 |
10.0 |
44,182 |
22.8 |
193,802 |
|
5 |
19,310 |
10.0 |
44,182 |
22.8 |
|
||
CME BRITISH POUND STERLING |
U.S. |
736 |
0.3 |
34,535 |
16.3 |
211,627 |
|
NON U.S. |
304 |
0.1 |
1,840 |
0.9 |
|||
5 |
1,040 |
0.5 |
36,375 |
17.2 |
|
||
CME EURO FX |
U.S. |
3,297 |
0.6 |
27,772 |
5.1 |
542,622 |
|
NON U.S. |
27,405 |
5.1 |
29,539 |
5.4 |
|||
21 |
30,702 |
5.7 |
57,311 |
10.6 |
|
||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
4,944 |
1.3 |
6,685 |
1.7 |
384,399 |
NON U.S. |
12 |
11,843 |
3.1 |
1,318 |
0.3 |
||
16 |
16,787 |
4.4 |
8,003 |
2.1 |
|
||
E VIX FUTURES |
U.S. |
595 |
0.1 |
0 |
0.0 |
562,302 |
|
NON U.S. |
41,829 |
7.4 |
1,581 |
0.3 |
|||
8 |
42,424 |
7.5 |
1,581 |
0.3 |
|
||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
2,807 |
1.9 |
3,292 |
2.2 |
148,737 |
NON U.S. |
7 |
1,304 |
0.9 |
32,144 |
21.6 |
||
12 |
4,111 |
2.8 |
35,436 |
23.8 |
|
||
CME 3-MONTH EURODOLLARS |
U.S. |
7 |
2,434,856 |
19.1 |
685,121 |
5.4 |
12,745,082 |
NON U.S. |
29 |
793,498 |
6.2 |
425,194 |
3.3 |
||
36 |
3,228,354 |
25.3 |
1,110,315 |
8.7 |
|
||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
7 |
14,197 |
0.5 |
140,611 |
4.6 |
3,051,095 |
NON U.S. |
27 |
37,807 |
1.2 |
180,341 |
5.9 |
||
34 |
52,004 |
1.7 |
320,952 |
10.5 |
|
||
CME E-MINI S&P TECHNOLOGY INDEX |
U.S. |
0 |
0.0 |
1,000 |
8.8 |
11,331 |
|
NON U.S. |
943 |
8.3 |
3,140 |
27.7 |
|||
5 |
943 |
8.3 |
4,140 |
36.5 |
|
||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
7,941 |
2.9 |
5,638 |
2.0 |
276,944 |
NON U.S. |
10 |
4,773 |
1.7 |
4,741 |
1.7 |
||
14 |
12,714 |
4.6 |
10,379 |
3.7 |
|
||
CME AUSTRALIAN DOLLAR |
U.S. |
6,985 |
5.7 |
209 |
0.2 |
123,176 |
|
NON U.S. |
11,702 |
9.5 |
2,613 |
2.1 |
|||
6 |
18,687 |
15.2 |
2,822 |
2.3 |
|
||
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
5 |
8,208 |
1.4 |
15,075 |
2.6 |
590,448 |
NON U.S. |
11 |
9,357 |
1.6 |
4,451 |
0.8 |
||
16 |
17,565 |
3.0 |
19,526 |
3.3 |
|
||
ICUS MSCI EAFE MINI INDEX |
U.S. |
301 |
0.1 |
1,916 |
0.7 |
289,845 |
|
NON U.S. |
817 |
0.3 |
9,020 |
3.1 |
|||
7 |
1,118 |
0.4 |
10,936 |
3.8 |
|
||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
0 |
0.0 |
3,751 |
0.4 |
995,568 |
|
NON U.S. |
10,481 |
1.1 |
30,737 |
3.1 |
|||
15 |
10,481 |
1.1 |
34,488 |
3.5 |
|
||
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
366 |
0.4 |
202 |
0.2 |
92,956 |
|
NON U.S. |
50 |
0.1 |
2,510 |
2.7 |
|||
5 |
416 |
0.4 |
2,712 |
2.9 |
|