WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 523,985
COMMITMENTS
162,583 245,821 103,505 215,038 130,151 481,126 479,477 42,859 44,508
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 499)
-1,613 -13,142 3,776 -809 10,639 1,354 1,273 -855 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 46.9 19.8 41.0 24.8 91.8 91.5 8.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
130 149 116 96 100 300 305
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,410
COMMITMENTS
116,196 121,558 44,751 143,446 143,517 304,393 309,826 26,017 20,584
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 485)
3,489 -1,125 -763 -3,436 2,608 -710 720 1,195 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 36.8 13.5 43.4 43.4 92.1 93.8 7.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
111 66 81 86 79 231 201
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,542,911
COMMITMENTS
403,431 473,162 238,656 710,255 659,056 1352342 1370874 190,569 172,037
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -1,411)
-3,721 -8,647 8,002 -5,898 349 -1,617 -296 206 -1,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 30.7 15.5 46.0 42.7 87.6 88.8 12.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
172 159 151 278 327 534 569
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,674
COMMITMENTS
2,676 713 230 1,771 4,494 4,677 5,437 1,997 1,237
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 268)
-150 327 24 124 -103 -2 248 270 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 10.7 3.4 26.5 67.3 70.1 81.5 29.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 4 6 10 16 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 714,287
COMMITMENTS
155,835 200,589 106,496 400,348 322,394 662,679 629,479 51,608 84,808
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -30,899)
-649 20,774 -21,411 -8,347 -26,348 -30,407 -26,985 -492 -3,914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 28.1 14.9 56.0 45.1 92.8 88.1 7.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
154 150 172 147 205 395 467
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 445,852
COMMITMENTS
120,143 90,848 90,824 202,416 234,660 413,383 416,332 32,469 29,520
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -8,610)
-425 -3,159 8,968 -15,484 -15,551 -6,941 -9,742 -1,669 1,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 20.4 20.4 45.4 52.6 92.7 93.4 7.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
100 79 102 88 73 240 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 759,768
COMMITMENTS
193,768 110,008 18,335 395,494 479,688 607,597 608,031 152,171 151,737
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -7,874)
5,386 6,377 969 -23,034 -10,375 -16,679 -3,029 8,805 -4,845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 14.5 2.4 52.1 63.1 80.0 80.0 20.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
29 41 16 65 73 101 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 878,305
COMMITMENTS
57,863 164,070 9,735 695,225 613,827 762,823 787,632 115,482 90,673
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -4,311)
6,427 1,324 -2,997 1,033 -2,303 4,463 -3,976 -8,774 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 18.7 1.1 79.2 69.9 86.9 89.7 13.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
18 10 12 59 72 83 88
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,596
COMMITMENTS
472 1,229 293 1,453 616 2,218 2,138 378 458
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -126)
-11 -35 -56 30 -82 -37 -173 -89 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 47.3 11.3 56.0 23.7 85.4 82.4 14.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 6 8 7 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 382,719
COMMITMENTS
103,528 49,059 55,174 184,850 251,701 343,552 355,934 39,167 26,785
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -11,195)
-5,385 4,552 802 -7,979 -18,555 -12,562 -13,201 1,367 2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 12.8 14.4 48.3 65.8 89.8 93.0 10.2 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
88 49 80 87 83 214 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,738
COMMITMENTS
1,478 2,557 144 6,446 5,541 8,068 8,242 1,670 1,496
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -699)
39 247 -324 -197 -558 -482 -635 -217 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 26.3 1.5 66.2 56.9 82.9 84.6 17.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
15 14 6 16 12 34 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,800,461
COMMITMENTS
410,668 648,593 47,087 1218668 941,182 1676423 1636862 124,038 163,599
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 14,540)
5,478 51,974 -1,775 4,801 -36,426 8,504 13,773 6,036 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 36.0 2.6 67.7 52.3 93.1 90.9 6.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
54 71 26 135 124 203 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,255,430
COMMITMENTS
660,245 736,085 128,066 2142091 1849881 2930402 2714032 325,028 541,398
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -34,289)
24,132 16,306 -36,045 -20,126 -37,410 -32,039 -57,149 -2,250 22,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 22.6 3.9 65.8 56.8 90.0 83.4 10.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
67 99 53 141 174 236 298
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 519,475
COMMITMENTS
93,413 72,473 6,797 324,196 303,089 424,406 382,359 95,069 137,116
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 11,201)
14,627 -1,992 185 272 21,586 15,084 19,779 -3,883 -8,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 14.0 1.3 62.4 58.3 81.7 73.6 18.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 12 11 45 51 63 68
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,105,956
COMMITMENTS
556,440 995,662 113,735 2183289 1568477 2853464 2677874 252,492 428,082
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 11,304)
33,532 48,439 -22,415 -1,379 -11,958 9,738 14,066 1,566 -2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 32.1 3.7 70.3 50.5 91.9 86.2 8.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
56 74 37 122 145 202 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,395,717
COMMITMENTS
129,886 222,393 278,090 958,270 840,899 1366246 1341382 29,471 54,335
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -88,828)
-11,663 20,720 -33,303 -42,663 -76,453 -87,629 -89,036 -1,199 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 15.9 19.9 68.7 60.2 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
24 50 52 63 67 120 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,369
COMMITMENTS
43,233 5,472 3,362 15,403 59,370 61,998 68,204 12,371 6,165
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,074)
1,618 -57 -181 -89 2,851 1,349 2,613 725 -539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 7.4 4.5 20.7 79.8 83.4 91.7 16.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
51 19 9 27 30 81 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 148,737
COMMITMENTS
86,466 10,944 6,723 30,806 118,740 123,995 136,407 24,742 12,330
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 4,148)
3,236 -114 -361 -177 5,701 2,698 5,226 1,450 -1,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.1 7.4 4.5 20.7 79.8 83.4 91.7 16.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
51 19 9 27 30 81 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 71,818
COMMITMENTS
60,644 71,539 251 10,784 0 71,679 71,790 139 28
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 20,286)
20,273 20,415 -23 0 -100 20,250 20,292 36 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.4 99.6 0.3 15.0 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
28 9 2 3 0 32 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,514
COMMITMENTS
9,828 6,294 0 15,669 19,060 25,497 25,354 17 160
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 602)
440 -274 0 169 824 609 550 -7 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.5 24.7 0.0 61.4 74.7 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 15 0 8 19 15 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,440
COMMITMENTS
17,450 5,183 23 3,962 16,121 21,435 21,327 5 113
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 278)
-251 250 0 553 32 302 282 -24 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.4 24.2 0.1 18.5 75.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 1 5 13 10 25
Updated January 5, 2018