IN CONTRACTS
REPORT DATE: 10/4/2016 | |||||||
COMMODITY |
BANK TYPE |
BANK COUNT |
LONG FUTURES |
% |
SHORT FUTURES |
% |
OPEN INTEREST |
CBT WHEAT-SRW |
U.S. |
4 |
7,116 |
1.5 |
8,026 |
1.7 |
477,960 |
NON U.S. |
11 |
19,508 |
4.1 |
5,024 |
1.1 |
||
15 |
26,624 |
5.6 |
13,050 |
2.7 |
| ||
CBT WHEAT-HRW |
U.S. |
4,378 |
1.8 |
3,312 |
1.4 |
239,676 | |
NON U.S. |
7,100 |
3.0 |
2,080 |
0.9 |
|||
9 |
11,478 |
4.8 |
5,392 |
2.2 |
| ||
CBT CORN |
U.S. |
4 |
19,190 |
1.5 |
10,520 |
0.8 |
1,310,849 |
NON U.S. |
12 |
68,122 |
5.2 |
4,699 |
0.4 |
||
16 |
87,312 |
6.7 |
15,219 |
1.2 |
| ||
CBT SOYBEANS |
U.S. |
4 |
9,213 |
1.4 |
3,361 |
0.5 |
651,042 |
NON U.S. |
12 |
24,714 |
3.8 |
2,639 |
0.4 |
||
16 |
33,927 |
5.2 |
6,000 |
0.9 |
| ||
CBT SOYBEAN OIL |
U.S. |
12,734 |
3.1 |
3,817 |
0.9 |
414,039 | |
NON U.S. |
18,986 |
4.6 |
417 |
0.1 |
|||
9 |
31,720 |
7.7 |
4,234 |
1.0 |
| ||
CBT U.S. TREASURY BONDS |
U.S. |
2,897 |
0.5 |
746 |
0.1 |
569,086 | |
NON U.S. |
2,324 |
0.4 |
50 |
0.00 |
|||
6 |
5,221 |
0.9 |
796 |
0.1 |
| ||
NYME GULF # 6 FUEL 3.0% SULFUR SWAP |
U.S. |
2,069 |
4.2 |
482 |
1.0 |
49,751 | |
NON U.S. |
861 |
1.7 |
560 |
1.1 |
|||
5 |
2,930 |
5.9 |
1,042 |
2.1 |
| ||
NYME #2 HEATING OIL, NY HARBOR-ULSD |
U.S. |
4 |
17,711 |
4.5 |
1,453 |
0.4 |
391,294 |
NON U.S. |
6 |
18,914 |
4.8 |
19 |
0.00 |
||
10 |
36,625 |
9.4 |
1,472 |
0.4 |
| ||
NYME GULF COAST ULSD SWAP |
U.S. |
120 |
2.9 |
820 |
20.1 |
4,089 | |
NON U.S. |
96 |
2.3 |
483 |
11.8 |
|||
5 |
216 |
5.3 |
1,303 |
31.9 |
| ||
NYME UP DOWN GC ULSD VS HO SPR |
U.S. |
1,498 |
3.6 |
774 |
1.8 |
42,014 | |
NON U.S. |
4,500 |
10.7 |
0 |
0.0 |
|||
6 |
5,998 |
14.3 |
774 |
1.8 |
| ||
NYME EIA FLAT TAX ON HIGHWAY DIESEL |
U.S. |
946 |
20.4 |
120 |
2.6 |
4,642 | |
NON U.S. |
471 |
10.1 |
96 |
2.1 |
|||
5 |
1,417 |
30.5 |
216 |
4.7 |
| ||
IFED NATURAL GAS ICE HENRY HUB |
U.S. |
4 |
23,506 |
0.5 |
1,201,808 |
25.4 |
4,738,699 |
NON U.S. |
8 |
37,374 |
0.8 |
638,937 |
13.5 |
||
12 |
60,880 |
1.3 |
1,840,745 |
38.8 |
| ||
IFED NATURAL GAS PENULTIMATE ICE |
U.S. |
12,783 |
7.4 |
16,919 |
9.8 |
173,519 | |
NON U.S. |
18,205 |
10.5 |
597 |
0.3 |
|||
8 |
30,988 |
17.9 |
17,516 |
10.1 |
| ||
IFED NWP ROCKIES FIN BASIS |
U.S. |
786 |
0.4 |
37,958 |
21.0 |
180,857 | |
NON U.S. |
0 |
0.0 |
30,990 |
17.1 |
|||
6 |
786 |
0.4 |
68,948 |
38.1 |
| ||
IFED AECO FIN BASIS |
U.S. |
17,982 |
2.3 |
3,010 |
0.4 |
794,965 | |
NON U.S. |
17,514 |
2.2 |
500,160 |
62.9 |
|||
9 |
35,496 |
4.5 |
503,170 |
63.3 |
| ||
IFED CHICAGO FIN BASIS |
U.S. |
9,316 |
2.5 |
17,657 |
4.8 |
367,949 | |
NON U.S. |
232 |
0.1 |
55,912 |
15.2 |
|||
8 |
9,548 |
2.6 |
73,569 |
20.0 |
| ||
IFED HSC FIN BASIS |
U.S. |
20,650 |
8.0 |
30,276 |
11.7 |
259,101 | |
NON U.S. |
7,783 |
3.0 |
19,679 |
7.6 |
|||
7 |
28,433 |
11.0 |
49,955 |
19.3 |
| ||
IFED WAHA FIN BASIS |
U.S. |
365 |
0.4 |
26,391 |
26.3 |
100,311 | |
NON U.S. |
0 |
0.0 |
3,923 |
3.9 |
|||
5 |
365 |
0.4 |
30,314 |
30.2 |
| ||
IFED COLUMBIA GAS CO. - TCO POOL (APPALACHIA) (BASIS) |
U.S. |
8,317 |
5.8 |
9,553 |
6.6 |
144,432 | |
NON U.S. |
1,454 |
1.0 |
8,592 |
5.9 |
|||
6 |
9,771 |
6.8 |
18,145 |
12.6 |
| ||
IFED DOMINION - SOUTH POINT (BASIS) |
U.S. |
409 |
0.1 |
55,242 |
13.3 |
416,788 | |
NON U.S. |
17,991 |
4.3 |
14,739 |
3.5 |
|||
7 |
18,400 |
4.4 |
69,981 |
16.8 |
| ||
NYME NATURAL GAS |
U.S. |
4 |
35,643 |
3.2 |
37,642 |
3.4 |
1,103,354 |
NON U.S. |
10 |
36,729 |
3.3 |
31,674 |
2.9 |
||
14 |
72,372 |
6.6 |
69,316 |
6.3 |
| ||
NYME PERMIAN BASIS SWAP |
U.S. |
428 |
2.1 |
3,246 |
16.0 |
20,240 | |
NON U.S. |
1,524 |
7.5 |
7,365 |
36.4 |
|||
5 |
1,952 |
9.6 |
10,611 |
52.4 |
| ||
NYME NGPL TEXOK BASIS SWAP |
U.S. |
2,789 |
6.5 |
3,439 |
8.1 |
42,617 | |
NON U.S. |
98 |
0.2 |
3,833 |
9.0 |
|||
5 |
2,887 |
6.8 |
7,272 |
17.1 |
| ||
NYME TRANSCO ZONE 4 BASIS SWAP |
U.S. |
2,442 |
11.1 |
856 |
3.9 |
22,081 | |
NON U.S. |
4,552 |
20.6 |
8,192 |
37.1 |
|||
5 |
6,994 |
31.7 |
9,048 |
41.0 |
| ||
NYME HENRY HUB LAST DAY FIN |
U.S. |
7,460 |
2.7 |
29,884 |
10.6 |
280,782 | |
NON U.S. |
15,693 |
5.6 |
23,652 |
8.4 |
|||
7 |
23,153 |
8.2 |
53,536 |
19.1 |
| ||
NYME HENRY HUB PENULTIMATE FIN |
U.S. |
16,209 |
15.0 |
2,026 |
1.9 |
108,144 | |
NON U.S. |
10,466 |
9.7 |
2,397 |
2.2 |
|||
7 |
26,675 |
24.7 |
4,423 |
4.1 |
| ||
CBT SOYBEAN MEAL |
U.S. |
6,133 |
1.7 |
1,759 |
0.5 |
364,721 | |
NON U.S. |
26,458 |
7.3 |
49 |
0.0 |
|||
11 |
32,591 |
8.9 |
1,808 |
0.5 |
| ||
ICUS COTTON NO. 2 |
U.S. |
5,488 |
2.2 |
742 |
0.3 |
248,637 | |
NON U.S. |
18,836 |
7.6 |
836 |
0.3 |
|||
15 |
24,324 |
9.8 |
1,578 |
0.6 |
| ||
NYME HENRY HUB BASIS SWAP |
U.S. |
0 |
0.0 |
6,094 |
12.6 |
48,295 | |
NON U.S. |
976 |
2.0 |
2,859 |
5.9 |
|||
6 |
976 |
2.0 |
8,953 |
18.5 |
| ||
NYME HOUSTON SHIP CH BASIS SWAP |
U.S. |
5,110 |
19.9 |
6,885 |
26.9 |
25,637 | |
NON U.S. |
1,429 |
5.6 |
366 |
1.4 |
|||
5 |
6,539 |
25.5 |
7,251 |
28.3 |
| ||
NYME NW PIPE ROCKIES BASIS SWAP |
U.S. |
2,820 |
3.6 |
4,040 |
5.2 |
77,880 | |
NON U.S. |
8,334 |
10.7 |
57,185 |
73.4 |
|||
6 |
11,154 |
14.3 |
61,225 |
78.6 |
| ||
NYME PANHANDLE BASIS SWAP |
U.S. |
7,433 |
16.7 |
199 |
0.4 |
44,377 | |
NON U.S. |
3,133 |
7.1 |
10,629 |
24.0 |
|||
5 |
10,566 |
23.8 |
10,828 |
24.4 |
| ||
NYME HENRY HUB SWAP |
U.S. |
16,025 |
1.2 |
347,325 |
26.2 |
1,324,749 | |
NON U.S. |
52,147 |
3.9 |
451,543 |
34.1 |
|||
10 |
68,172 |
5.1 |
798,868 |
60.3 |
| ||
NYME HENRY HUB PENULTIMATE GAS SWAP |
U.S. |
20,228 |
7.1 |
12,794 |
4.5 |
286,889 | |
NON U.S. |
60,780 |
21.2 |
4,487 |
1.6 |
|||
9 |
81,008 |
28.2 |
17,281 |
6.0 |
| ||
CBT 2-YEAR U.S. TREASURY NOTES |
U.S. |
5 |
13,131 |
1.2 |
2,368 |
0.2 |
1,109,419 |
NON U.S. |
19 |
18,456 |
1.7 |
23,293 |
2.1 |
||
24 |
31,587 |
2.8 |
25,661 |
2.3 |
| ||
CBT 10-YEAR U.S. TREASURY NOTES |
U.S. |
6 |
56,402 |
2.0 |
5,697 |
0.2 |
2,857,712 |
NON U.S. |
22 |
21,038 |
0.7 |
51,766 |
1.8 |
||
28 |
77,440 |
2.7 |
57,463 |
2.0 |
| ||
CBT 5-YEAR U.S. TREASURY NOTES |
U.S. |
4 |
12,680 |
0.5 |
22,377 |
0.8 |
2,765,799 |
NON U.S. |
13 |
29,384 |
1.1 |
27,186 |
1.0 |
||
17 |
42,064 |
1.5 |
49,563 |
1.8 |
| ||
CBT 30-DAY FEDERAL FUNDS |
U.S. |
7 |
147,208 |
13.8 |
89,597 |
8.4 |
1,065,083 |
NON U.S. |
21 |
51,225 |
4.8 |
68,968 |
6.5 |
||
28 |
198,433 |
18.6 |
158,565 |
14.9 |
| ||
CME LEAN HOGS |
U.S. |
3,167 |
1.4 |
1,541 |
0.7 |
220,590 | |
NON U.S. |
13,801 |
6.3 |
541 |
0.2 |
|||
11 |
16,968 |
7.7 |
2,082 |
0.9 |
| ||
CME LIVE CATTLE |
U.S. |
2,697 |
1.0 |
579 |
0.2 |
264,662 | |
NON U.S. |
12,005 |
4.5 |
310 |
0.1 |
|||
10 |
14,702 |
5.6 |
889 |
0.3 |
| ||
NYME MT BELVIEU LDH PROPANE (OPIS) |
U.S. |
1,600 |
1.1 |
14,550 |
10.1 |
144,721 | |
NON U.S. |
392 |
0.3 |
3,441 |
2.4 |
|||
6 |
1,992 |
1.4 |
17,991 |
12.4 |
| ||
NYME MT BELVIEU ETHANE OPIS |
U.S. |
2,381 |
2.5 |
3,399 |
3.5 |
96,602 | |
NON U.S. |
76 |
0.1 |
7,191 |
7.4 |
|||
7 |
2,457 |
2.5 |
10,590 |
11.0 |
| ||
NYME MT BELV NAT GASOLINE OPIS SWAP |
U.S. |
0 |
0.0 |
1,078 |
6.9 |
15,702 | |
NON U.S. |
7,050 |
44.9 |
0 |
0.0 |
|||
5 |
7,050 |
44.9 |
1,078 |
6.9 |
| ||
ICEU CRUDE OIL, LIGHT SWEET-WTI |
U.S. |
10,665 |
2.0 |
44,139 |
8.2 |
535,518 | |
NON U.S. |
2,800 |
0.5 |
3,695 |
0.7 |
|||
15 |
13,465 |
2.5 |
47,834 |
8.9 |
| ||
ICEU WTI CRUDE OIL 1ST LINE-LINKED |
U.S. |
879 |
13.1 |
852 |
12.7 |
6,731 | |
NON U.S. |
273 |
4.1 |
135 |
2.0 |
|||
8 |
1,152 |
17.1 |
987 |
14.7 |
| ||
NYME CRUDE OIL, LIGHT SWEET |
U.S. |
4 |
41,681 |
2.2 |
112,277 |
6.0 |
1,871,665 |
NON U.S. |
20 |
80,214 |
4.3 |
161,603 |
8.6 |
||
24 |
121,895 |
6.5 |
273,880 |
14.6 |
| ||
NYME WTI CRUDE OIL CALENDAR SWAP |
U.S. |
893 |
0.8 |
15,430 |
13.7 |
112,911 | |
NON U.S. |
1,697 |
1.5 |
27,256 |
24.1 |
|||
8 |
2,590 |
2.3 |
42,686 |
37.8 |
| ||
NYME WTI-BRENT CALENDAR SWAP |
U.S. |
235 |
0.5 |
6,681 |
13.1 |
50,964 | |
NON U.S. |
3,045 |
6.0 |
2,130 |
4.2 |
|||
6 |
3,280 |
6.4 |
8,811 |
17.3 |
| ||
NYME BRENT (ICE) CALENDAR SWAP |
U.S. |
1,217 |
8.6 |
689 |
4.9 |
14,109 | |
NON U.S. |
1,529 |
10.8 |
1,832 |
13.0 |
|||
10 |
2,746 |
19.5 |
2,521 |
17.9 |
| ||
NYME CANADIAN HVY CRUDE NET ENRGY |
U.S. |
210 |
1.8 |
630 |
5.5 |
11,438 | |
NON U.S. |
1,515 |
13.2 |
1,921 |
16.8 |
|||
6 |
1,725 |
15.1 |
2,551 |
22.3 |
| ||
ICUS COCOA |
U.S. |
1,920 |
0.8 |
1,182 |
0.5 |
235,123 | |
NON U.S. |
6,599 |
2.8 |
1,624 |
0.7 |
|||
10 |
8,519 |
3.6 |
2,806 |
1.2 |
| ||
NYME PALLADIUM |
U.S. |
4 |
560 |
2.0 |
4,819 |
17.2 |
27,978 |
NON U.S. |
14 |
1,208 |
4.3 |
4,945 |
17.7 |
||
18 |
1,768 |
6.3 |
9,764 |
34.9 |
| ||
NYME PLATINUM |
U.S. |
5 |
141 |
0.2 |
13,047 |
18.7 |
69,695 |
NON U.S. |
15 |
2,394 |
3.4 |
9,014 |
12.9 |
||
20 |
2,535 |
3.6 |
22,061 |
31.7 |
| ||
ICUS SUGAR NO. 11 |
U.S. |
14,926 |
1.8 |
2,270 |
0.3 |
830,713 | |
NON U.S. |
37,905 |
4.6 |
12,944 |
1.6 |
|||
12 |
52,831 |
6.4 |
15,214 |
1.8 |
| ||
ICUS COFFEE C |
U.S. |
4 |
5,750 |
3.1 |
11 |
0.00 |
184,912 |
NON U.S. |
15 |
10,599 |
5.7 |
2,842 |
1.5 |
||
19 |
16,349 |
8.8 |
2,853 |
1.5 |
| ||
CMX SILVER |
U.S. |
5 |
5,738 |
2.9 |
33,791 |
17.0 |
198,747 |
NON U.S. |
19 |
7,373 |
3.7 |
39,319 |
19.8 |
||
24 |
13,111 |
6.6 |
73,110 |
36.8 |
| ||
CMX COPPER-GRADE #1 |
U.S. |
4 |
7,108 |
3.9 |
107 |
0.1 |
181,809 |
NON U.S. |
11 |
13,354 |
7.3 |
293 |
0.2 |
||
15 |
20,462 |
11.3 |
400 |
0.2 |
| ||
CMX GOLD |
U.S. |
5 |
8,589 |
1.6 |
76,538 |
14.0 |
544,824 |
NON U.S. |
26 |
20,820 |
3.8 |
78,752 |
14.5 |
||
31 |
29,409 |
5.4 |
155,290 |
28.5 |
| ||
CME MEXICAN PESO |
U.S. |
0 |
0.0 |
2,415 |
1.5 |
157,510 | |
NON U.S. |
45,998 |
29.2 |
0 |
0.0 |
|||
6 |
45,998 |
29.2 |
2,415 |
1.5 |
| ||
CME BRITISH POUND STERLING |
U.S. |
8,760 |
3.3 |
3,299 |
1.3 |
262,478 | |
NON U.S. |
7,677 |
2.9 |
275 |
0.1 |
|||
6 |
16,437 |
6.3 |
3,574 |
1.4 |
| ||
CME JAPANESE YEN |
U.S. |
223 |
0.1 |
26,220 |
16.6 |
157,574 | |
NON U.S. |
2,423 |
1.5 |
640 |
0.4 |
|||
5 |
2,646 |
1.7 |
26,860 |
17.0 |
| ||
CME EURO FX |
U.S. |
20 |
0.00 |
2,852 |
0.8 |
347,643 | |
NON U.S. |
19,914 |
5.7 |
2,389 |
0.7 |
|||
16 |
19,934 |
5.7 |
5,241 |
1.5 |
| ||
NYME GASOLINE BLENDSTOCK (RBOB) |
U.S. |
4 |
11,253 |
2.9 |
5,437 |
1.4 |
383,062 |
NON U.S. |
8 |
12,180 |
3.2 |
1,672 |
0.4 |
||
12 |
23,433 |
6.1 |
7,109 |
1.9 |
| ||
NYME RBOB CALENDAR SWAP |
U.S. |
2,073 |
16.8 |
485 |
3.9 |
12,336 | |
NON U.S. |
112 |
0.9 |
768 |
6.2 |
|||
5 |
2,185 |
17.7 |
1,253 |
10.2 |
| ||
E VIX FUTURES |
U.S. |
344 |
0.1 |
1,743 |
0.4 |
482,610 | |
NON U.S. |
92,632 |
19.2 |
12,655 |
2.6 |
|||
9 |
92,976 |
19.3 |
14,398 |
3.0 |
| ||
CBT DOW JONES INDUSTRIAL AVG- x $5 |
U.S. |
4 |
755 |
0.6 |
2,546 |
2.1 |
122,027 |
NON U.S. |
4 |
1,943 |
1.6 |
2,662 |
2.2 |
||
8 |
2,698 |
2.2 |
5,208 |
4.3 |
| ||
CME 3-MONTH EURODOLLARS |
U.S. |
8 |
2,349,484 |
20.9 |
857,093 |
7.6 |
11,222,644 |
NON U.S. |
35 |
673,376 |
6.0 |
601,903 |
5.4 |
||
43 |
3,022,860 |
26.9 |
1,458,996 |
13.0 |
| ||
CME E-MINI S&P 500 STOCK INDEX |
U.S. |
5 |
15,437 |
0.5 |
50,883 |
1.7 |
2,925,178 |
NON U.S. |
15 |
54,124 |
1.9 |
62,782 |
2.1 |
||
20 |
69,561 |
2.4 |
113,665 |
3.9 |
| ||
CME NASDAQ-100 STOCK INDEX (MINI) |
U.S. |
0 |
0.0 |
23,167 |
7.8 |
295,870 | |
NON U.S. |
4,482 |
1.5 |
1,912 |
0.6 |
|||
12 |
4,482 |
1.5 |
25,079 |
8.5 |
| ||
ICUS RUSSELL 2000 MINI INDEX FUTURE |
U.S. |
0 |
0.0 |
2,606 |
0.8 |
333,898 | |
NON U.S. |
1,999 |
0.6 |
1,658 |
0.5 |
|||
8 |
1,999 |
0.6 |
4,264 |
1.3 |
| ||
CME NIKKEI STOCK AVERAGE YEN DENOM |
NON U.S. |
1,077 |
2.2 |
3,171 |
6.4 |
49,712 | |
7 |
1,077 |
2.2 |
3,171 |
6.4 |
| ||
ICUS MSCI EAFE MINI INDEX |
U.S. |
498 |
0.2 |
0 |
0.0 |
218,943 | |
NON U.S. |
1,440 |
0.7 |
4,563 |
2.1 |
|||
6 |
1,938 |
0.9 |
4,563 |
2.1 |
| ||
ICUS MSCI EMERGING MKTS MINI INDEX |
U.S. |
5 |
2,346 |
0.3 |
424 |
0.0 |
850,261 |
NON U.S. |
11 |
9,114 |
1.1 |
39,536 |
4.6 |
||
16 |
11,460 |
1.3 |
39,960 |
4.7 |
| ||
NYME GULF COAST JET FUEL CAL SWAP |
U.S. |
189 |
19.3 |
267 |
27.2 |
981 | |
NON U.S. |
174 |
17.7 |
384 |
39.1 |
|||
5 |
363 |
37.0 |
651 |
66.4 |
| ||
CME EURO FX/BRITISH POUND XRATE |
U.S. |
0 |
0.0 |
3,000 |
9.6 |
31,348 | |
NON U.S. |
758 |
2.4 |
962 |
3.1 |
|||
6 |
758 |
2.4 |
3,962 |
12.6 |
| ||
NYME GULF JET NY HEAT OIL SPR SWAP |
U.S. |
5,563 |
16.0 |
0 |
0.0 |
34,765 | |
NON U.S. |
2,877 |
8.3 |
36 |
0.1 |
|||
5 |
8,440 |
24.3 |
36 |
0.1 |
| ||
NYME 3.5% FUEL OIL RDAM CRACK SPR |
U.S. |
1,806 |
9.6 |
1,428 |
7.6 |
18,839 | |
NON U.S. |
1,432 |
7.6 |
398 |
2.1 |
|||
6 |
3,238 |
17.2 |
1,826 |
9.7 |
| ||
NYME Heating Oil/Brent Crack Sprd |
U.S. |
900 |
6.7 |
390 |
2.9 |
13,380 | |
NON U.S. |
183 |
1.4 |
30 |
0.2 |
|||
5 |
1,083 |
8.1 |
420 |
3.1 |
| ||
NYME HEAT OIL CRACK SPRD CAL SWAP |
U.S. |
1,275 |
10.8 |
1,410 |
11.9 |
11,839 | |
NON U.S. |
2,925 |
24.7 |
0 |
0.0 |
|||
6 |
4,200 |
35.5 |
1,410 |
11.9 |
| ||
NYME EUROBOB OXY NWE CRK SPR |
U.S. |
255 |
1.3 |
431 |
2.3 |
19,025 | |
NON U.S. |
270 |
1.4 |
393 |
2.1 |
|||
5 |
525 |
2.8 |
824 |
4.3 |
|