IN CONTRACTS
REPORT DATE: 8/1/2017 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
12,423 |
2.8 |
4,700 |
1.1 |
442,403 | |
NON U.S. |
23,804 |
5.4 |
3,595 |
0.8 |
|||
15 |
36,227 |
8.2 |
8,295 |
1.9 |
| ||
CBT WHEAT-HRW |
U.S. |
9,429 |
3.4 |
4,256 |
1.6 |
273,389 | |
NON U.S. |
10,282 |
3.8 |
952 |
0.3 |
|||
9 |
19,711 |
7.2 |
5,208 |
1.9 |
| ||
CBT CORN |
U.S. |
23,097 |
1.6 |
12,660 |
0.9 |
1,434,247 | |
NON U.S. |
69,415 |
4.8 |
14,252 |
1.0 |
|||
15 |
92,512 |
6.5 |
26,912 |
1.9 |
| ||
CBT SOYBEANS |
U.S. |
6,480 |
1.0 |
5,125 |
0.8 |
623,648 | |
NON U.S. |
23,063 |
3.7 |
5,571 |
0.9 |
|||
11 |
29,543 |
4.7 |
10,696 |
1.7 |
| ||
CBT SOYBEAN OIL |
U.S. |
7,111 |
1.7 |
2,007 |
0.5 |
408,440 | |
NON U.S. |
21,636 |
5.3 |
0 |
0.0 |
|||
9 |
28,747 |
7.0 |
2,007 |
0.5 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
6 |
1,696 |
0.2 |
7,505 |
1.0 |
737,473 |
NON U.S. |
5 |
2,154 |
0.3 |
2,970 |
0.4 |
||
11 |
3,850 |
0.5 |
10,475 |
1.4 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
20,892 |
5.2 |
2,997 |
0.7 |
404,687 |
NON U.S. |
6 |
15,675 |
3.9 |
120 |
0.0 |
||
10 |
36,567 |
9.0 |
3,117 |
0.8 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
4,070 |
7.6 |
0 |
0.0 |
53,561 | |
NON U.S. |
623 |
1.2 |
0 |
0.0 |
|||
5 |
4,693 |
8.8 |
0 |
0.0 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
16,338 |
0.3 |
1,622,324 |
30.3 |
5,360,641 |
NON U.S. |
8 |
55,273 |
1.0 |
766,656 |
14.3 |
||
12 |
71,611 |
1.3 |
2,388,980 |
44.6 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
15,665 |
5.3 |
12,921 |
4.4 |
293,337 | |
NON U.S. |
16,795 |
5.7 |
394 |
0.1 |
|||
8 |
32,460 |
11.1 |
13,315 |
4.5 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
2,761 |
1.1 |
19,910 |
8.2 |
242,073 | |
NON U.S. |
2,875 |
1.2 |
104,610 |
43.2 |
|||
7 |
5,636 |
2.3 |
124,520 |
51.4 |
| ||
IFED AECO FIN BASIS |
U.S. |
14,448 |
1.5 |
3,208 |
0.3 |
979,864 | |
NON U.S. |
54,988 |
5.6 |
627,372 |
64.0 |
|||
9 |
69,436 |
7.1 |
630,580 |
64.4 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
20,812 |
4.8 |
6,314 |
1.5 |
429,864 | |
NON U.S. |
151 |
0.0 |
53,882 |
12.5 |
|||
9 |
20,963 |
4.9 |
60,196 |
14.0 |
| ||
IFED HSC FIN BASIS |
U.S. |
17,552 |
4.1 |
50,962 |
11.8 |
431,720 | |
NON U.S. |
3,579 |
0.8 |
19,427 |
4.5 |
|||
7 |
21,131 |
4.9 |
70,389 |
16.3 |
| ||
IFED WAHA FIN BASIS |
U.S. |
1,034 |
0.5 |
40,123 |
19.6 |
204,956 | |
NON U.S. |
0 |
0.0 |
18,854 |
9.2 |
|||
5 |
1,034 |
0.5 |
58,977 |
28.8 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
22,867 |
14.0 |
14,910 |
9.1 |
163,627 | |
NON U.S. |
304 |
0.2 |
7,136 |
4.4 |
|||
5 |
23,171 |
14.2 |
22,046 |
13.5 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
11,399 |
2.0 |
118,605 |
20.7 |
571,862 | |
NON U.S. |
6,532 |
1.1 |
12,368 |
2.2 |
|||
7 |
17,931 |
3.1 |
130,973 |
22.9 |
| ||
IFED EL PASO-SAN JUAN BASIN,BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
3,622 |
5.0 |
10,812 |
14.8 |
73,096 | |
NON U.S. |
2,552 |
3.5 |
4,775 |
6.5 |
|||
5 |
6,174 |
8.4 |
15,587 |
21.3 |
| ||
IFED TRANSCONTINENTAL GAS- STATION 85 (ZONE 4) |
U.S. |
6,614 |
7.0 |
4,862 |
5.2 |
94,052 | |
NON U.S. |
9,475 |
10.1 |
122 |
0.1 |
|||
5 |
16,089 |
17.1 |
4,984 |
5.3 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
34,550 |
2.6 |
32,900 |
2.4 |
1,343,772 |
NON U.S. |
13 |
45,838 |
3.4 |
54,545 |
4.1 |
||
17 |
80,388 |
6.0 |
87,445 |
6.5 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
5,819 |
1.6 |
78,850 |
21.1 |
373,199 | |
NON U.S. |
6,153 |
1.6 |
11,129 |
3.0 |
|||
7 |
11,972 |
3.2 |
89,979 |
24.1 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
15,294 |
12.9 |
2,312 |
2.0 |
118,474 | |
NON U.S. |
8,699 |
7.3 |
483 |
0.4 |
|||
6 |
23,993 |
20.3 |
2,795 |
2.4 |
| ||
CBT SOYBEAN MEAL |
U.S. |
6,447 |
1.9 |
3,485 |
1.0 |
346,002 | |
NON U.S. |
28,348 |
8.2 |
437 |
0.1 |
|||
10 |
34,795 |
10.1 |
3,922 |
1.1 |
| ||
ICUS COTTON NO. 2 |
U.S. |
4 |
4,411 |
2.0 |
52 |
0.0 |
216,622 |
NON U.S. |
10 |
23,819 |
11.0 |
661 |
0.3 |
||
14 |
28,230 |
13.0 |
713 |
0.3 |
| ||
NYME HENRY HUB SWAP |
U.S. |
15,538 |
1.2 |
270,779 |
21.3 |
1,270,447 | |
NON U.S. |
36,189 |
2.8 |
490,609 |
38.6 |
|||
10 |
51,727 |
4.1 |
761,388 |
59.9 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
36,537 |
15.6 |
2,414 |
1.0 |
233,948 | |
NON U.S. |
54,927 |
23.5 |
7,456 |
3.2 |
|||
9 |
91,464 |
39.1 |
9,870 |
4.2 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
5,317 |
0.4 |
26,075 |
1.9 |
1,382,422 |
NON U.S. |
18 |
9,062 |
0.7 |
35,128 |
2.5 |
||
23 |
14,379 |
1.0 |
61,203 |
4.4 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
81,939 |
2.5 |
15,184 |
0.5 |
3,227,493 |
NON U.S. |
18 |
18,987 |
0.6 |
50,916 |
1.6 |
||
26 |
100,926 |
3.1 |
66,100 |
2.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
25,610 |
0.9 |
16,419 |
0.6 |
2,979,000 |
NON U.S. |
17 |
10,530 |
0.4 |
63,275 |
2.1 |
||
22 |
36,140 |
1.2 |
79,694 |
2.7 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
229,755 |
15.8 |
147,118 |
10.1 |
1,451,972 |
NON U.S. |
22 |
86,834 |
6.0 |
135,976 |
9.4 |
||
30 |
316,589 |
21.8 |
283,094 |
19.5 |
| ||
CME LEAN HOGS |
U.S. |
2,134 |
0.8 |
821 |
0.3 |
264,070 | |
NON U.S. |
16,986 |
6.4 |
20 |
0.00 |
|||
10 |
19,120 |
7.2 |
841 |
0.3 |
| ||
CME LIVE CATTLE |
U.S. |
1,807 |
0.5 |
67 |
0.0 |
352,122 | |
NON U.S. |
14,632 |
4.2 |
0 |
0.0 |
|||
10 |
16,439 |
4.7 |
67 |
0.0 |
| ||
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
3,390 |
16.3 |
20,861 | |
NON U.S. |
0 |
0.0 |
1,629 |
7.8 |
|||
5 |
0 |
0.0 |
5,019 |
24.1 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,947 |
2.7 |
9,792 |
9.0 |
108,970 | |
NON U.S. |
138 |
0.1 |
1,951 |
1.8 |
|||
6 |
3,085 |
2.8 |
11,743 |
10.8 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
3,523 |
4.9 |
4,310 |
5.9 |
72,554 | |
NON U.S. |
0 |
0.0 |
3,656 |
5.0 |
|||
7 |
3,523 |
4.9 |
7,966 |
11.0 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
1,915 |
22.4 |
1,090 |
12.7 |
8,556 | |
NON U.S. |
360 |
4.2 |
333 |
3.9 |
|||
5 |
2,275 |
26.6 |
1,423 |
16.6 |
| ||
NYME CONWAY PROPANE (OPIS) |
U.S. |
431 |
2.7 |
545 |
3.5 |
15,764 | |
NON U.S. |
0 |
0.0 |
3,233 |
20.5 |
|||
5 |
431 |
2.7 |
3,778 |
24.0 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
22,441 |
3.8 |
44,763 |
7.7 |
584,987 | |
NON U.S. |
6,661 |
1.1 |
3,017 |
0.5 |
|||
15 |
29,102 |
5.0 |
47,780 |
8.2 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
358 |
5.0 |
969 |
13.6 |
7,110 | |
NON U.S. |
253 |
3.6 |
1,016 |
14.3 |
|||
7 |
611 |
8.6 |
1,985 |
27.9 |
| ||
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
0 |
0.0 |
14,043 |
9.8 |
143,082 | |
NON U.S. |
0 |
0.0 |
5,940 |
4.2 |
|||
5 |
0 |
0.0 |
19,983 |
14.0 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
31,447 |
1.4 |
218,555 |
9.8 |
2,219,691 | |
NON U.S. |
84,536 |
3.8 |
163,485 |
7.4 |
|||
25 |
115,983 |
5.2 |
382,040 |
17.2 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
1,791 |
1.6 |
8,212 |
7.3 |
112,875 | |
NON U.S. |
11,898 |
10.5 |
14,338 |
12.7 |
|||
7 |
13,689 |
12.1 |
22,550 |
20.0 |
| ||
ICUS COCOA |
U.S. |
4 |
6,685 |
2.5 |
7,355 |
2.8 |
264,550 |
NON U.S. |
10 |
8,658 |
3.3 |
6,522 |
2.5 |
||
14 |
15,343 |
5.8 |
13,877 |
5.2 |
| ||
NYME PALLADIUM |
U.S. |
4 |
278 |
0.8 |
9,326 |
26.8 |
34,842 |
NON U.S. |
15 |
942 |
2.7 |
5,575 |
16.0 |
||
19 |
1,220 |
3.5 |
14,901 |
42.8 |
| ||
NYME PLATINUM |
U.S. |
5 |
233 |
0.3 |
7,961 |
11.0 |
72,421 |
NON U.S. |
17 |
3,143 |
4.3 |
9,774 |
13.5 |
||
22 |
3,376 |
4.7 |
17,735 |
24.5 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
13,728 |
1.8 |
3,645 |
0.5 |
762,626 | |
NON U.S. |
44,916 |
5.9 |
4,823 |
0.6 |
|||
12 |
58,644 |
7.7 |
8,468 |
1.1 |
| ||
ICUS COFFEE C |
U.S. |
4 |
4,154 |
1.9 |
1,623 |
0.8 |
213,961 |
NON U.S. |
16 |
11,398 |
5.3 |
4,234 |
2.0 |
||
20 |
15,552 |
7.3 |
5,857 |
2.7 |
| ||
CMX SILVER |
U.S. |
5 |
3,674 |
1.8 |
30,585 |
14.8 |
207,258 |
NON U.S. |
21 |
8,858 |
4.3 |
29,311 |
14.1 |
||
26 |
12,532 |
6.0 |
59,896 |
28.9 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
6,378 |
2.0 |
40 |
0.0 |
321,510 |
NON U.S. |
16 |
15,121 |
4.7 |
7,677 |
2.4 |
||
20 |
21,499 |
6.7 |
7,717 |
2.4 |
| ||
CMX GOLD |
U.S. |
5 |
9,767 |
2.2 |
103,249 |
23.0 |
448,709 |
NON U.S. |
31 |
20,357 |
4.5 |
81,733 |
18.2 |
||
36 |
30,124 |
6.7 |
184,982 |
41.2 |
| ||
CME CANADIAN DOLLAR |
U.S. |
1,366 |
0.7 |
113 |
0.1 |
190,622 | |
NON U.S. |
5,465 |
2.9 |
28,851 |
15.1 |
|||
5 |
6,831 |
3.6 |
28,964 |
15.2 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
609 |
0.3 |
214,358 | |
NON U.S. |
8,941 |
4.2 |
56,933 |
26.6 |
|||
5 |
8,941 |
4.2 |
57,542 |
26.8 |
| ||
CME JAPANESE YEN |
U.S. |
33,476 |
13.8 |
1,005 |
0.4 |
242,876 | |
NON U.S. |
10,116 |
4.2 |
2,382 |
1.0 |
|||
5 |
43,592 |
17.9 |
3,387 |
1.4 |
| ||
CME EURO FX |
U.S. |
3,225 |
0.7 |
45,017 |
9.8 |
457,254 | |
NON U.S. |
33,598 |
7.3 |
13,231 |
2.9 |
|||
21 |
36,823 |
8.1 |
58,248 |
12.7 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
10,267 |
2.6 |
4,021 |
1.0 |
400,893 |
NON U.S. |
10 |
12,444 |
3.1 |
1,040 |
0.3 |
||
14 |
22,711 |
5.7 |
5,061 |
1.3 |
| ||
E VIX FUTURES |
U.S. |
2,207 |
0.3 |
25 |
0.00 |
638,805 | |
NON U.S. |
61,171 |
9.6 |
9,524 |
1.5 |
|||
12 |
63,378 |
9.9 |
9,549 |
1.5 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
3,124 |
2.3 |
3,460 |
2.5 |
137,011 |
NON U.S. |
7 |
570 |
0.4 |
10,176 |
7.4 |
||
12 |
3,694 |
2.7 |
13,636 |
10.0 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,323,874 |
17.6 |
1,197,041 |
9.0 |
13,239,538 |
NON U.S. |
37 |
698,622 |
5.3 |
624,284 |
4.7 |
||
45 |
3,022,496 |
22.8 |
1,821,325 |
13.8 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
6 |
15,371 |
0.5 |
75,545 |
2.5 |
3,059,594 |
NON U.S. |
21 |
74,752 |
2.4 |
97,156 |
3.2 |
||
27 |
90,123 |
2.9 |
172,701 |
5.6 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
1,663 |
0.6 |
3,672 |
1.3 |
292,801 | |
NON U.S. |
1,586 |
0.5 |
15,555 |
5.3 |
|||
17 |
3,249 |
1.1 |
19,227 |
6.6 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
4 |
6,047 |
1.1 |
12,407 |
2.2 |
575,783 |
NON U.S. |
13 |
5,518 |
1.0 |
5,457 |
0.9 |
||
17 |
11,565 |
2.0 |
17,864 |
3.1 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
503 |
0.9 |
55,768 | |
NON U.S. |
1,010 |
1.8 |
1,622 |
2.9 |
|||
5 |
1,010 |
1.8 |
2,125 |
3.8 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
3,786 |
1.2 |
376 |
0.1 |
326,359 |
NON U.S. |
5 |
12,597 |
3.9 |
17,610 |
5.4 |
||
9 |
16,383 |
5.0 |
17,986 |
5.5 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
571 |
0.1 |
15,463 |
1.4 |
1,077,100 | |
NON U.S. |
16,574 |
1.5 |
13,347 |
1.2 |
|||
18 |
17,145 |
1.6 |
28,810 |
2.7 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
4,378 |
11.2 |
0 |
0.0 |
38,975 | |
NON U.S. |
1,903 |
4.9 |
0 |
0.0 |
|||
5 |
6,281 |
16.1 |
0 |
0.0 |
| ||