WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,175
COMMITMENTS
169,311 247,689 102,389 212,979 132,694 484,679 482,772 43,496 45,403
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 4,190)
6,728 1,868 -1,116 -2,059 2,543 3,553 3,295 637 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 46.9 19.4 40.3 25.1 91.8 91.4 8.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
124 156 114 97 103 296 309
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,317
COMMITMENTS
113,838 112,191 52,121 131,877 136,413 297,836 300,725 24,481 21,592
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -8,093)
-2,358 -9,367 7,370 -11,569 -7,104 -6,557 -9,101 -1,536 1,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 34.8 16.2 40.9 42.3 92.4 93.3 7.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
104 64 71 78 79 210 195
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,589,938
COMMITMENTS
410,298 497,012 266,048 721,354 652,692 1397700 1415752 192,238 174,186
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 47,027)
6,867 23,850 27,392 11,099 -6,364 45,358 44,878 1,669 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 31.3 16.7 45.4 41.1 87.9 89.0 12.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
175 169 162 286 321 556 578
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,575
COMMITMENTS
2,605 766 332 1,736 4,275 4,673 5,373 1,902 1,202
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -99)
-71 53 102 -35 -219 -4 -64 -95 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 11.7 5.0 26.4 65.0 71.1 81.7 28.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 5 7 10 18 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,182
COMMITMENTS
150,395 215,828 111,045 420,670 323,630 682,110 650,503 51,072 82,679
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 18,895)
-5,440 15,239 4,549 20,322 1,236 19,431 21,024 -536 -2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 29.4 15.1 57.4 44.1 93.0 88.7 7.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
152 150 170 159 202 400 463
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 452,952
COMMITMENTS
120,723 87,697 90,274 208,756 246,816 419,753 424,787 33,199 28,165
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 7,100)
580 -3,151 -550 6,340 12,156 6,370 8,455 730 -1,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 19.4 19.9 46.1 54.5 92.7 93.8 7.3 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
105 76 107 91 72 253 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,530
COMMITMENTS
184,034 117,297 22,781 409,908 468,127 616,723 608,205 154,807 163,325
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 11,762)
-9,734 7,289 4,446 14,414 -11,561 9,126 174 2,636 11,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 15.2 3.0 53.1 60.7 79.9 78.8 20.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
29 47 22 65 70 106 127
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 886,839
COMMITMENTS
64,293 171,080 12,528 693,458 612,280 770,279 795,888 116,560 90,951
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 8,534)
6,430 7,010 2,793 -1,767 -1,547 7,456 8,256 1,078 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 19.3 1.4 78.2 69.0 86.9 89.7 13.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
17 13 12 59 74 82 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,750
COMMITMENTS
762 1,337 313 1,322 652 2,397 2,302 353 448
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 154)
290 108 20 -131 36 179 164 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 48.6 11.4 48.1 23.7 87.2 83.7 12.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 7 7 7 8 16 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 385,688
COMMITMENTS
104,204 48,538 56,183 183,978 253,145 344,365 357,866 41,323 27,822
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 2,969)
676 -521 1,009 -872 1,444 813 1,932 2,156 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 12.6 14.6 47.7 65.6 89.3 92.8 10.7 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
91 49 82 86 83 216 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,136
COMMITMENTS
1,448 2,936 175 6,763 5,469 8,386 8,580 1,750 1,556
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 398)
-30 379 31 317 -72 318 338 80 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 29.0 1.7 66.7 54.0 82.7 84.6 17.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 17 5 19 12 35 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,851,906
COMMITMENTS
414,419 682,041 43,081 1279361 954,628 1736861 1679750 115,045 172,156
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 51,445)
3,751 33,448 -4,006 60,693 13,446 60,438 42,888 -8,993 8,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 36.8 2.3 69.1 51.5 93.8 90.7 6.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
59 72 27 132 133 206 217
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,361,285
COMMITMENTS
561,307 758,160 196,527 2287382 1849624 3045216 2804311 316,069 556,974
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 105,855)
-98,938 22,075 68,461 145,291 -257 114,814 90,279 -8,959 15,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 22.6 5.8 68.1 55.0 90.6 83.4 9.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
66 110 61 151 175 255 308
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 520,079
COMMITMENTS
89,629 64,839 6,851 334,031 304,997 430,511 376,687 89,568 143,392
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 604)
-3,784 -7,634 54 9,835 1,908 6,105 -5,672 -5,501 6,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 12.5 1.3 64.2 58.6 82.8 72.4 17.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 14 9 46 49 64 66
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,167,648
COMMITMENTS
598,720 1042485 105,627 2211737 1577741 2916084 2725853 251,564 441,795
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 61,692)
42,280 46,823 -8,108 28,448 9,264 62,620 47,979 -928 13,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 32.9 3.3 69.8 49.8 92.1 86.1 7.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
63 74 40 128 150 211 244
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,463,964
COMMITMENTS
115,417 187,985 310,406 1005809 908,196 1431632 1406587 32,332 57,377
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 68,247)
-14,469 -34,408 32,316 47,539 67,297 65,386 65,205 2,861 3,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 12.8 21.2 68.7 62.0 97.8 96.1 2.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
25 45 54 67 72 123 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 75,319
COMMITMENTS
41,129 7,736 4,244 17,240 57,415 62,612 69,394 12,708 5,925
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 951)
-2,105 2,264 882 1,837 -1,956 614 1,191 337 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 10.3 5.6 22.9 76.2 83.1 92.1 16.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
48 21 9 31 28 81 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 150,638
COMMITMENTS
82,257 15,472 8,487 34,479 114,829 125,223 138,788 25,415 11,850
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 1,901)
-4,209 4,528 1,764 3,673 -3,911 1,228 2,381 673 -480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.6 10.3 5.6 22.9 76.2 83.1 92.1 16.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
48 21 9 31 28 81 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 77,139
COMMITMENTS
63,887 76,863 251 12,814 0 76,952 77,114 187 25
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 5,321)
3,243 5,324 0 2,030 0 5,273 5,324 48 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.8 99.6 0.3 16.6 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
27 10 2 3 0 31 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,624
COMMITMENTS
8,972 5,868 0 16,621 19,598 25,593 25,466 31 158
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: 110)
-856 -426 0 952 538 96 112 14 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 22.9 0.0 64.9 76.5 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 14 0 8 19 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/09/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,953
COMMITMENTS
17,529 4,578 23 2,333 15,285 19,885 19,886 68 67
CHANGES FROM 01/02/18 (CHANGE IN OPEN INTEREST: -1,487)
79 -605 0 -1,629 -836 -1,550 -1,441 63 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.9 22.9 0.1 11.7 76.6 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 13 1 4 13 10 26
Updated January 12, 2018