WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 523,486
COMMITMENTS
164,196 258,963 99,729 215,847 119,512 479,772 478,204 43,714 45,282
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -13,794)
-12,269 -16,186 1,729 -2,822 -72 -13,362 -14,529 -432 735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 49.5 19.1 41.2 22.8 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
121 153 109 101 100 296 303
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 329,925
COMMITMENTS
112,707 122,683 45,514 146,882 140,909 305,103 309,106 24,822 20,819
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -119)
3,007 2,891 -3,276 570 1,804 301 1,419 -420 -1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 37.2 13.8 44.5 42.7 92.5 93.7 7.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
105 71 84 82 75 223 204
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,544,322
COMMITMENTS
407,152 481,809 230,654 716,153 658,707 1353959 1371170 190,363 173,152
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -5,600)
-2,391 -20,706 -8,631 8,351 23,679 -2,671 -5,658 -2,929 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 31.2 14.9 46.4 42.7 87.7 88.8 12.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
169 156 146 280 324 528 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,406
COMMITMENTS
2,826 386 206 1,647 4,597 4,679 5,189 1,727 1,217
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -119)
130 6 -186 -122 -117 -178 -297 59 178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 6.0 3.2 25.7 71.8 73.0 81.0 27.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 4 4 6 10 17 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 745,186
COMMITMENTS
156,484 179,815 127,907 408,695 348,742 693,086 656,464 52,100 88,722
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -12,879)
-8,571 25,042 9,275 -10,663 -41,489 -9,959 -7,172 -2,920 -5,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 24.1 17.2 54.8 46.8 93.0 88.1 7.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
156 137 180 171 202 427 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 454,462
COMMITMENTS
120,568 94,007 81,856 217,900 250,211 420,324 426,074 34,138 28,388
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -17,319)
-7,157 4,767 -16,045 4,638 -6,145 -18,564 -17,423 1,245 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 20.7 18.0 47.9 55.1 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
96 83 98 91 76 239 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 767,642
COMMITMENTS
188,382 103,631 17,366 418,528 490,063 624,276 611,060 143,366 156,582
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -2,240)
-14,518 5,078 -2,732 18,022 -891 772 1,455 -3,012 -3,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 13.5 2.3 54.5 63.8 81.3 79.6 18.7 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 39 17 69 72 108 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 882,616
COMMITMENTS
51,436 162,746 12,732 694,192 616,130 758,360 791,608 124,256 91,008
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -6,232)
-8,370 -3,433 1,916 1,361 -1,819 -5,093 -3,336 -1,139 -2,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 18.4 1.4 78.7 69.8 85.9 89.7 14.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
17 11 13 60 70 82 89
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,722
COMMITMENTS
483 1,264 349 1,423 698 2,255 2,311 467 411
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -26)
-212 103 23 158 3 -31 129 5 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 46.4 12.8 52.3 25.6 82.8 84.9 17.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 8 7 8 9 17 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 393,914
COMMITMENTS
108,913 44,507 54,372 192,829 270,256 356,114 369,135 37,800 24,779
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -9,106)
-5,375 9,575 2,173 -2,453 -19,822 -5,655 -8,074 -3,451 -1,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 11.3 13.8 49.0 68.6 90.4 93.7 9.6 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
85 46 82 96 88 225 191
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,437
COMMITMENTS
1,439 2,310 468 6,643 6,099 8,550 8,877 1,887 1,560
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -263)
-627 -221 177 -16 -405 -466 -449 203 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 22.1 4.5 63.6 58.4 81.9 85.1 18.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 13 6 19 15 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,785,921
COMMITMENTS
405,190 596,619 48,862 1213867 977,608 1667919 1623089 118,002 162,832
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 20,780)
581 13,382 3,848 13,494 8,832 17,923 26,062 2,857 -5,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 33.4 2.7 68.0 54.7 93.4 90.9 6.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
53 70 25 136 127 202 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,289,719
COMMITMENTS
636,113 719,779 164,111 2162217 1887291 2962441 2771181 327,278 518,538
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 11,747)
-49,182 -9,746 21,575 34,299 1,418 6,692 13,247 5,055 -1,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 21.9 5.0 65.7 57.4 90.1 84.2 9.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
71 95 53 149 170 246 292
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 508,274
COMMITMENTS
78,786 74,465 6,612 323,924 281,503 409,322 362,580 98,952 145,694
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -4,164)
-1,827 1,297 -581 -12,998 -2,861 -15,406 -2,145 11,242 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 14.7 1.3 63.7 55.4 80.5 71.3 19.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
9 14 8 47 49 62 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,094,652
COMMITMENTS
522,908 947,223 136,150 2184668 1580435 2843726 2663808 250,926 430,844
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 47,667)
-45,928 440 26,164 57,891 28,624 38,127 55,228 9,540 -7,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 30.6 4.4 70.6 51.1 91.9 86.1 8.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
56 68 35 123 145 199 228
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,484,545
COMMITMENTS
141,549 201,673 311,393 1000933 917,352 1453875 1430418 30,670 54,127
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 26,123)
24,628 9,790 -1,516 403 17,898 23,515 26,172 2,608 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 13.6 21.0 67.4 61.8 97.9 96.4 2.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 46 55 64 69 124 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 72,295
COMMITMENTS
41,615 5,529 3,542 15,492 56,520 60,649 65,591 11,646 6,704
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -75)
1,205 -183 -37 -753 -46 415 -265 -490 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 7.6 4.9 21.4 78.2 83.9 90.7 16.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
47 18 8 28 28 77 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 144,589
COMMITMENTS
83,230 11,058 7,084 30,983 113,039 121,297 131,181 23,292 13,408
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -150)
2,410 -365 -74 -1,506 -91 830 -530 -980 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 7.6 4.9 21.4 78.2 83.9 90.7 16.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
47 18 8 28 28 77 52
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,532
COMMITMENTS
40,371 51,124 274 10,784 100 51,429 51,498 103 34
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -21,194)
512 398 -21,705 5 100 -21,188 -21,207 -6 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.3 99.2 0.5 20.9 0.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
26 7 3 3 1 30 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,912
COMMITMENTS
9,388 6,568 0 15,500 18,236 24,888 24,804 24 108
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 455)
-441 693 0 884 -244 443 449 12 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 26.4 0.0 62.2 73.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 17 0 8 19 15 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,162
COMMITMENTS
17,701 4,933 23 3,409 16,089 21,133 21,045 29 117
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 914)
-269 376 22 1,148 476 901 874 13 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.6 23.3 0.1 16.1 76.0 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 1 5 13 10 24
Updated December 29, 2017