|
REPORT DATE: 2/6/2018 |
|||||||
|
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
|
CBT WHEAT-SRW |
U.S. |
4 |
13,074 |
2.4 |
11,285 |
2.1 |
536,754 |
|
NON U.S. |
11 |
33,549 |
6.3 |
4,299 |
0.8 |
||
|
15 |
46,623 |
8.7 |
15,584 |
2.9 |
|
||
|
CBT WHEAT-HRW |
U.S. |
6,709 |
2.2 |
2,889 |
0.9 |
309,542 |
|
|
NON U.S. |
12,007 |
3.9 |
218 |
0.1 |
|||
|
10 |
18,716 |
6.0 |
3,107 |
1.0 |
|
||
|
CBT CORN |
U.S. |
6 |
32,744 |
1.9 |
45,914 |
2.7 |
1,711,904 |
|
NON U.S. |
12 |
68,505 |
4.0 |
2,288 |
0.1 |
||
|
18 |
101,249 |
5.9 |
48,202 |
2.8 |
|
||
|
CBT SOYBEANS |
U.S. |
8,733 |
1.1 |
10,427 |
1.3 |
784,222 |
|
|
NON U.S. |
29,944 |
3.8 |
11,379 |
1.5 |
|||
|
12 |
38,677 |
4.9 |
21,806 |
2.8 |
|
||
|
CBT SOYBEAN OIL |
U.S. |
4 |
11,396 |
2.3 |
4,523 |
0.9 |
502,352 |
|
NON U.S. |
7 |
28,079 |
5.6 |
104 |
0.0 |
||
|
11 |
39,475 |
7.9 |
4,627 |
0.9 |
|
||
|
CBT U.S. TREASURY BONDS |
U.S. |
3,318 |
0.4 |
1,845 |
0.2 |
790,780 |
|
|
NON U.S. |
6,365 |
0.8 |
7,501 |
0.9 |
|||
|
13 |
9,683 |
1.2 |
9,346 |
1.2 |
|
||
|
NYME #2 HEATING OIL- NY HARBOR-ULSD |
U.S. |
5 |
15,683 |
3.4 |
5,525 |
1.2 |
456,755 |
|
NON U.S. |
4 |
12,500 |
2.7 |
142 |
0.0 |
||
|
9 |
28,183 |
6.2 |
5,667 |
1.2 |
|
||
|
IFED NATURAL GAS ICE HENRY HUB LD1 |
U.S. |
4 |
23,462 |
0.5 |
1,678,235 |
32.4 |
5,187,446 |
|
NON U.S. |
7 |
67,022 |
1.3 |
749,881 |
14.5 |
||
|
11 |
90,484 |
1.7 |
2,428,116 |
46.8 |
|
||
|
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
16,462 |
4.7 |
11,892 |
3.4 |
349,190 |
|
|
NON U.S. |
16,911 |
4.8 |
36 |
0.0 |
|||
|
8 |
33,373 |
9.6 |
11,928 |
3.4 |
|
||
|
IFED NWP ROCKIES FIN BASIS |
U.S. |
547 |
0.2 |
28,762 |
10.6 |
270,841 |
|
|
NON U.S. |
2,613 |
1.0 |
99,481 |
36.7 |
|||
|
5 |
3,160 |
1.2 |
128,243 |
47.3 |
|
||
|
IFED AECO FIN BASIS |
U.S. |
7,042 |
0.9 |
1,760 |
0.2 |
794,507 |
|
|
NON U.S. |
41,146 |
5.2 |
611,988 |
77.0 |
|||
|
8 |
48,188 |
6.1 |
613,748 |
77.2 |
|
||
|
IFED CHICAGO FIN BASIS |
U.S. |
28,386 |
6.2 |
1,639 |
0.4 |
454,444 |
|
|
NON U.S. |
91 |
0.0 |
57,477 |
12.6 |
|||
|
8 |
28,477 |
6.3 |
59,116 |
13.0 |
|
||
|
IFED HSC FIN BASIS |
U.S. |
17,389 |
4.8 |
30,739 |
8.4 |
364,616 |
|
|
NON U.S. |
2,123 |
0.6 |
28,301 |
7.8 |
|||
|
8 |
19,512 |
5.4 |
59,040 |
16.2 |
|
||
|
IFED WAHA FIN BASIS |
U.S. |
2,299 |
0.9 |
55,387 |
20.8 |
265,713 |
|
|
NON U.S. |
0 |
0.0 |
13,224 |
5.0 |
|||
|
5 |
2,299 |
0.9 |
68,611 |
25.8 |
|
||
|
IFED COLORADO INTERSTATE - MAINLINE (BASIS) |
U.S. |
687 |
0.4 |
27,765 |
18.1 |
153,638 |
|
|
NON U.S. |
0 |
0.0 |
23,556 |
15.3 |
|||
|
5 |
687 |
0.4 |
51,321 |
33.4 |
|
||
|
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
11,763 |
2.2 |
95,255 |
17.7 |
538,138 |
|
|
NON U.S. |
13,975 |
2.6 |
13,123 |
2.4 |
|||
|
7 |
25,738 |
4.8 |
108,378 |
20.1 |
|
||
|
IFED EL PASO - PERMIAN BASIN (BASIS) |
U.S. |
10,482 |
6.1 |
7,992 |
4.7 |
171,229 |
|
|
NON U.S. |
0 |
0.0 |
5,683 |
3.3 |
|||
|
5 |
10,482 |
6.1 |
13,675 |
8.0 |
|
||
|
IFED EL PASO-SAN JUAN BASIN-BLANCO POOL PRIMARY ONLY-BASIS |
U.S. |
5,953 |
7.2 |
4,501 |
5.5 |
82,147 |
|
|
NON U.S. |
819 |
1.0 |
14,043 |
17.1 |
|||
|
5 |
6,772 |
8.2 |
18,544 |
22.6 |
|
||
|
IFED PANHANDLE EASTERN- POOL GAS (BASIS) |
U.S. |
700 |
0.4 |
14,590 |
8.1 |
180,787 |
|
|
NON U.S. |
4,121 |
2.3 |
6,201 |
3.4 |
|||
|
5 |
4,821 |
2.7 |
20,791 |
11.5 |
|
||
|
IFED TETCO M2 Basis (Receipts) |
U.S. |
1,888 |
1.2 |
66,622 |
40.8 |
163,367 |
|
|
NON U.S. |
1,931 |
1.2 |
20,867 |
12.8 |
|||
|
5 |
3,819 |
2.3 |
87,489 |
53.6 |
|
||
|
NYME NATURAL GAS |
U.S. |
5 |
49,156 |
3.5 |
31,201 |
2.2 |
1,405,245 |
|
NON U.S. |
14 |
61,051 |
4.3 |
72,881 |
5.2 |
||
|
19 |
110,207 |
7.8 |
104,082 |
7.4 |
|
||
|
NYME HENRY HUB LAST DAY FIN |
U.S. |
6,459 |
1.6 |
74,865 |
19.0 |
394,228 |
|
|
NON U.S. |
5,062 |
1.3 |
13,795 |
3.5 |
|||
|
8 |
11,521 |
2.9 |
88,660 |
22.5 |
|
||
|
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
10,355 |
8.5 |
3,611 |
3.0 |
121,467 |
|
|
NON U.S. |
7,874 |
6.5 |
1,196 |
1.0 |
|||
|
7 |
18,229 |
15.0 |
4,807 |
4.0 |
|
||
|
CBT SOYBEAN MEAL |
U.S. |
9,054 |
2.0 |
4,580 |
1.0 |
450,915 |
|
|
NON U.S. |
29,659 |
6.6 |
109 |
0.0 |
|||
|
12 |
38,713 |
8.6 |
4,689 |
1.0 |
|
||
|
ICUS COTTON NO. 2 |
U.S. |
4 |
5,031 |
1.7 |
917 |
0.3 |
293,564 |
|
NON U.S. |
8 |
18,334 |
6.2 |
4,483 |
1.5 |
||
|
12 |
23,365 |
8.0 |
5,400 |
1.8 |
|
||
|
NYME HENRY HUB SWAP |
U.S. |
15,080 |
1.3 |
364,191 |
31.7 |
1,150,277 |
|
|
NON U.S. |
43,832 |
3.8 |
350,196 |
30.4 |
|||
|
10 |
58,912 |
5.1 |
714,387 |
62.1 |
|
||
|
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
19,431 |
11.0 |
2,988 |
1.7 |
175,922 |
|
|
NON U.S. |
40,474 |
23.0 |
7,170 |
4.1 |
|||
|
9 |
59,905 |
34.1 |
10,158 |
5.8 |
|
||
|
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
19,242 |
1.0 |
16,886 |
0.8 |
1,998,510 |
|
NON U.S. |
24 |
17,391 |
0.9 |
38,631 |
1.9 |
||
|
29 |
36,633 |
1.8 |
55,517 |
2.8 |
|
||
|
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
8 |
48,216 |
1.3 |
19,681 |
0.5 |
3,659,818 |
|
NON U.S. |
34 |
27,529 |
0.8 |
113,273 |
3.1 |
||
|
42 |
75,745 |
2.1 |
132,954 |
3.6 |
|
||
|
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
15,818 |
0.5 |
28,556 |
0.8 |
3,450,680 |
|
NON U.S. |
27 |
62,859 |
1.8 |
80,954 |
2.3 |
||
|
33 |
78,677 |
2.3 |
109,510 |
3.2 |
|
||
|
CBT 30-DAY FEDERAL FUNDS |
U.S. |
8 |
269,633 |
16.5 |
211,559 |
13.0 |
1,630,706 |
|
NON U.S. |
20 |
137,041 |
8.4 |
138,508 |
8.5 |
||
|
28 |
406,674 |
24.9 |
350,067 |
21.5 |
|
||
|
CME LEAN HOGS |
U.S. |
5,239 |
2.2 |
1,152 |
0.5 |
237,591 |
|
|
NON U.S. |
13,711 |
5.8 |
7 |
0.00 |
|||
|
10 |
18,950 |
8.0 |
1,159 |
0.5 |
|
||
|
CME LIVE CATTLE |
U.S. |
4 |
6,868 |
1.9 |
832 |
0.2 |
370,240 |
|
NON U.S. |
6 |
17,956 |
4.8 |
0 |
0.0 |
||
|
10 |
24,824 |
6.7 |
832 |
0.2 |
|
||
|
CME FEEDER CATTLE |
U.S. |
459 |
0.8 |
0 |
0.0 |
56,314 |
|
|
NON U.S. |
1,210 |
2.1 |
67 |
0.1 |
|||
|
5 |
1,669 |
3.0 |
67 |
0.1 |
|
||
|
NYME PROPANE NON-LDH MT BEL SWAP |
U.S. |
0 |
0.0 |
7,273 |
25.3 |
28,749 |
|
|
NON U.S. |
0 |
0.0 |
2,681 |
9.3 |
|||
|
6 |
0 |
0.0 |
9,954 |
34.6 |
|
||
|
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
2,035 |
2.0 |
6,855 |
6.6 |
104,093 |
|
|
NON U.S. |
755 |
0.7 |
1,508 |
1.4 |
|||
|
6 |
2,790 |
2.7 |
8,363 |
8.0 |
|
||
|
NYME MT BELVIEU ETHANE OPIS |
U.S. |
3,274 |
6.6 |
7,184 |
14.4 |
49,908 |
|
|
NON U.S. |
0 |
0.0 |
1,868 |
3.7 |
|||
|
6 |
3,274 |
6.6 |
9,052 |
18.1 |
|
||
|
NYME CONWAY PROPANE (OPIS) |
U.S. |
474 |
2.9 |
297 |
1.8 |
16,457 |
|
|
NON U.S. |
0 |
0.0 |
4,227 |
25.7 |
|||
|
5 |
474 |
2.9 |
4,524 |
27.5 |
|
||
|
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
4 |
13,771 |
2.4 |
57,688 |
10.1 |
569,199 |
|
NON U.S. |
10 |
6,775 |
1.2 |
5,944 |
1.0 |
||
|
14 |
20,546 |
3.6 |
63,632 |
11.2 |
|
||
|
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
1,488 |
10.7 |
1,984 |
14.3 |
13,892 |
|
|
NON U.S. |
1,963 |
14.1 |
323 |
2.3 |
|||
|
8 |
3,451 |
24.8 |
2,307 |
16.6 |
|
||
|
ICEU ARGUS WTI Mid/WTI TRADE MONTH |
U.S. |
180 |
0.1 |
15,943 |
10.7 |
148,312 |
|
|
NON U.S. |
0 |
0.0 |
18,123 |
12.2 |
|||
|
5 |
180 |
0.1 |
34,066 |
23.0 |
|
||
|
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
5 |
15,808 |
0.6 |
350,182 |
13.5 |
2,589,270 |
|
NON U.S. |
23 |
61,550 |
2.4 |
304,432 |
11.8 |
||
|
28 |
77,358 |
3.0 |
654,614 |
25.3 |
|
||
|
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
6,364 |
4.1 |
14,164 |
9.1 |
155,589 |
|
|
NON U.S. |
18,209 |
11.7 |
21,588 |
13.9 |
|||
|
9 |
24,573 |
15.8 |
35,752 |
23.0 |
|
||
|
NYME BRENT CRUDE OIL LAST DAY |
U.S. |
4,631 |
2.4 |
4,318 |
2.2 |
195,312 |
|
|
NON U.S. |
339 |
0.2 |
386 |
0.2 |
|||
|
5 |
4,970 |
2.5 |
4,704 |
2.4 |
|
||
|
NYME WCS OIL NET ENERGY MONTHLY IND |
U.S. |
885 |
3.6 |
350 |
1.4 |
24,901 |
|
|
NON U.S. |
345 |
1.4 |
6,920 |
27.8 |
|||
|
5 |
1,230 |
4.9 |
7,270 |
29.2 |
|
||
|
ICUS COCOA |
U.S. |
4,519 |
1.7 |
3,633 |
1.4 |
269,041 |
|
|
NON U.S. |
9,478 |
3.5 |
4,312 |
1.6 |
|||
|
15 |
13,997 |
5.2 |
7,945 |
3.0 |
|
||
|
NYME PALLADIUM |
U.S. |
4 |
524 |
1.6 |
12,545 |
38.8 |
32,330 |
|
NON U.S. |
12 |
1,231 |
3.8 |
4,327 |
13.4 |
||
|
16 |
1,755 |
5.4 |
16,872 |
52.2 |
|
||
|
NYME PLATINUM |
U.S. |
5 |
984 |
1.1 |
21,801 |
24.0 |
90,932 |
|
NON U.S. |
17 |
3,466 |
3.8 |
12,055 |
13.3 |
||
|
22 |
4,450 |
4.9 |
33,856 |
37.2 |
|
||
|
ICUS SUGAR NO. 11 |
U.S. |
22,026 |
2.4 |
7,044 |
0.8 |
928,370 |
|
|
NON U.S. |
58,788 |
6.3 |
5,422 |
0.6 |
|||
|
11 |
80,814 |
8.7 |
12,466 |
1.3 |
|
||
|
ICUS COFFEE C |
U.S. |
4 |
3,343 |
1.3 |
3,168 |
1.3 |
250,258 |
|
NON U.S. |
15 |
14,413 |
5.8 |
970 |
0.4 |
||
|
19 |
17,756 |
7.1 |
4,138 |
1.7 |
|
||
|
CMX SILVER |
U.S. |
6 |
3,615 |
1.8 |
35,075 |
17.1 |
205,470 |
|
NON U.S. |
19 |
11,350 |
5.5 |
28,728 |
14.0 |
||
|
25 |
14,965 |
7.3 |
63,803 |
31.1 |
|
||
|
CMX COPPER-GRADE #1 |
U.S. |
5 |
6,677 |
2.3 |
1,865 |
0.7 |
285,964 |
|
NON U.S. |
12 |
14,733 |
5.2 |
8,012 |
2.8 |
||
|
17 |
21,410 |
7.5 |
9,877 |
3.5 |
|
||
|
CMX GOLD |
U.S. |
6 |
8,069 |
1.5 |
122,157 |
22.8 |
535,321 |
|
NON U.S. |
28 |
25,941 |
4.8 |
90,454 |
16.9 |
||
|
34 |
34,010 |
6.4 |
212,611 |
39.7 |
|
||
|
CME CANADIAN DOLLAR |
U.S. |
1,695 |
1.0 |
186 |
0.1 |
167,890 |
|
|
NON U.S. |
6,248 |
3.7 |
11,950 |
7.1 |
|||
|
5 |
7,943 |
4.7 |
12,136 |
7.2 |
|
||
|
CME BRITISH POUND STERLING |
U.S. |
1,458 |
0.7 |
41,920 |
19.4 |
216,402 |
|
|
NON U.S. |
7,744 |
3.6 |
0 |
0.0 |
|||
|
5 |
9,202 |
4.3 |
41,920 |
19.4 |
|
||
|
CME JAPANESE YEN |
U.S. |
35,223 |
14.1 |
397 |
0.2 |
249,478 |
|
|
NON U.S. |
3,036 |
1.2 |
21,353 |
8.6 |
|||
|
5 |
38,259 |
15.3 |
21,750 |
8.7 |
|
||
|
CME EURO FX |
U.S. |
2,082 |
0.3 |
33,430 |
5.6 |
596,937 |
|
|
NON U.S. |
46,334 |
7.8 |
33,565 |
5.6 |
|||
|
19 |
48,416 |
8.1 |
66,995 |
11.2 |
|
||
|
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
5 |
8,945 |
2.0 |
8,335 |
1.9 |
448,796 |
|
NON U.S. |
11 |
12,310 |
2.7 |
2,786 |
0.6 |
||
|
16 |
21,255 |
4.7 |
11,121 |
2.5 |
|
||
|
E VIX FUTURES |
U.S. |
5 |
1,546 |
0.3 |
7,342 |
1.2 |
614,435 |
|
NON U.S. |
4 |
17,349 |
2.8 |
40,196 |
6.5 |
||
|
9 |
18,895 |
3.1 |
47,538 |
7.7 |
|
||
|
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
5 |
2,990 |
2.3 |
3,962 |
3.0 |
132,482 |
|
NON U.S. |
9 |
530 |
0.4 |
31,319 |
23.6 |
||
|
14 |
3,520 |
2.7 |
35,281 |
26.6 |
|
||
|
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,570,551 |
17.0 |
855,205 |
5.7 |
15,111,326 |
|
NON U.S. |
31 |
925,785 |
6.1 |
502,351 |
3.3 |
||
|
39 |
3,496,336 |
23.1 |
1,357,556 |
9.0 |
|
||
|
CME S&P 500 STOCK INDEX |
U.S. |
2,930 |
3.7 |
400 |
0.5 |
78,372 |
|
|
NON U.S. |
0 |
0.0 |
8,093 |
10.3 |
|||
|
6 |
2,930 |
3.7 |
8,493 |
10.8 |
|
||
|
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
8 |
22,138 |
0.6 |
84,759 |
2.5 |
3,428,810 |
|
NON U.S. |
29 |
38,730 |
1.1 |
259,866 |
7.6 |
||
|
37 |
60,868 |
1.8 |
344,625 |
10.1 |
|
||
|
CME E-MINI S&P FINANCIAL INDEX |
U.S. |
500 |
1.7 |
2,581 |
8.7 |
29,677 |
|
|
NON U.S. |
0 |
0.0 |
3,966 |
13.4 |
|||
|
5 |
500 |
1.7 |
6,547 |
22.1 |
|
||
|
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
4 |
11,697 |
4.8 |
6,038 |
2.5 |
245,714 |
|
NON U.S. |
9 |
4,759 |
1.9 |
1,209 |
0.5 |
||
|
13 |
16,456 |
6.7 |
7,247 |
2.9 |
|
||
|
CME AUSTRALIAN DOLLAR |
U.S. |
9,246 |
6.6 |
212 |
0.2 |
139,810 |
|
|
NON U.S. |
1,316 |
0.9 |
8,974 |
6.4 |
|||
|
5 |
10,562 |
7.6 |
9,186 |
6.6 |
|
||
|
CME E-MINI RUSSELL 2000 INDEX |
U.S. |
4 |
10,007 |
1.8 |
15,395 |
2.8 |
555,353 |
|
NON U.S. |
11 |
11,166 |
2.0 |
6,366 |
1.1 |
||
|
15 |
21,173 |
3.8 |
21,761 |
3.9 |
|
||
|
ICUS RUSSELL 2000 MINI INDEX FUTURE |
NON U.S. |
5,166 |
22.4 |
668 |
2.9 |
23,045 |
|
|
5 |
5,166 |
22.4 |
668 |
2.9 |
|
||
|
CME NIKKEI STOCK AVERAGE YEN DENOM |
U.S. |
0 |
0.0 |
997 |
1.4 |
72,611 |
|
|
NON U.S. |
1,414 |
1.9 |
1,095 |
1.5 |
|||
|
7 |
1,414 |
1.9 |
2,092 |
2.9 |
|
||
|
ICUS MSCI EAFE MINI INDEX |
U.S. |
4 |
48 |
0.0 |
54,014 |
19.0 |
284,841 |
|
NON U.S. |
4 |
589 |
0.2 |
5,166 |
1.8 |
||
|
8 |
637 |
0.2 |
59,180 |
20.8 |
|
||
|
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
0 |
0.0 |
56,853 |
5.2 |
1,084,285 |
|
|
NON U.S. |
11,937 |
1.1 |
33,161 |
3.1 |
|||
|
17 |
11,937 |
1.1 |
90,014 |
8.3 |
|
||
|
CME S&P 500 ANNUAL DIVIDEND INDEX |
U.S. |
268 |
0.3 |
1,112 |
1.1 |
101,282 |
|
|
NON U.S. |
50 |
0.0 |
3,440 |
3.4 |
|||
|
5 |
318 |
0.3 |
4,552 |
4.5 |
|
||