WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,754
COMMITMENTS
161,687 210,395 127,900 204,547 156,247 494,134 494,542 42,620 42,212
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,401)
-7,331 -5,917 3,072 -2,520 -1,272 -6,779 -4,117 378 -2,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 39.2 23.8 38.1 29.1 92.1 92.1 7.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
134 140 139 91 99 312 311
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 309,542
COMMITMENTS
103,432 66,180 54,633 128,152 164,900 286,217 285,713 23,325 23,829
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -16,350)
-6,777 -28,096 -5,514 -2,681 16,030 -14,972 -17,580 -1,378 1,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 21.4 17.6 41.4 53.3 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
90 68 75 77 81 207 193
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,711,904
COMMITMENTS
453,219 405,149 305,810 762,426 809,131 1521455 1520090 190,449 191,814
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 19,656)
-277 -34,593 1,868 18,240 43,933 19,831 11,208 -175 8,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 23.7 17.9 44.5 47.3 88.9 88.8 11.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809)
198 153 179 296 357 593 611
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,227
COMMITMENTS
2,075 233 713 1,066 4,283 3,854 5,229 2,373 998
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -179)
-46 15 -146 47 112 -145 -19 -34 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 3.7 11.5 17.1 68.8 61.9 84.0 38.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 4 4 9 12 18 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 784,222
COMMITMENTS
150,800 148,907 140,314 440,779 398,743 731,893 687,964 52,329 96,258
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -6,001)
-3,486 -18,178 875 -6,179 10,973 -8,790 -6,330 2,789 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 19.0 17.9 56.2 50.8 93.3 87.7 6.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
144 142 178 171 216 412 471
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 502,352
COMMITMENTS
131,659 97,866 113,867 219,771 262,638 465,297 474,371 37,055 27,981
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -9,108)
-1,724 -12,850 -1,333 -6,530 8,076 -9,587 -6,107 479 -3,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 19.5 22.7 43.7 52.3 92.6 94.4 7.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
103 88 118 88 80 261 253
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 790,780
COMMITMENTS
173,733 150,585 19,517 461,680 447,381 654,930 617,483 135,850 173,297
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -12,916)
-14,293 15,958 7,511 16,080 -46,515 9,298 -23,046 -22,214 10,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 19.0 2.5 58.4 56.6 82.8 78.1 17.2 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
29 45 30 73 76 120 133
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 912,760
COMMITMENTS
57,891 203,435 15,908 719,821 584,183 793,620 803,526 119,140 109,234
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 16,244)
8,771 16,264 5,583 6,129 -8,134 20,483 13,713 -4,239 2,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 22.3 1.7 78.9 64.0 86.9 88.0 13.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
16 18 18 63 68 90 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,130
COMMITMENTS
631 637 241 845 928 1,717 1,806 413 324
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -701)
-397 -719 31 -374 79 -740 -609 39 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 29.9 11.3 39.7 43.6 80.6 84.8 19.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 3 5 8 14 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 450,915
COMMITMENTS
118,439 33,109 76,925 210,721 310,808 406,085 420,842 44,830 30,073
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 23,491)
352 -1,894 11,937 12,365 13,583 24,654 23,626 -1,163 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 7.3 17.1 46.7 68.9 90.1 93.3 9.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
96 48 89 88 83 224 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,652
COMMITMENTS
1,409 2,084 391 5,719 5,634 7,519 8,109 2,133 1,543
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 35)
137 -317 94 -233 82 -2 -141 37 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 21.6 4.1 59.3 58.4 77.9 84.0 22.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 17 10 20 13 41 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,998,510
COMMITMENTS
424,408 635,166 88,301 1365207 1109015 1877916 1832482 120,594 166,028
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 26,816)
18,524 -99,784 22,516 -14,465 122,192 26,575 44,924 241 -18,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 31.8 4.4 68.3 55.5 94.0 91.7 6.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
53 79 36 138 138 211 233
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,659,818
COMMITMENTS
611,811 939,351 192,174 2521341 1943164 3325326 3074689 334,492 585,129
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 93,163)
-59,440 52,500 19,814 104,728 25,816 65,102 98,130 28,061 -4,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 25.7 5.3 68.9 53.1 90.9 84.0 9.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
70 117 76 170 196 291 338
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,572
COMMITMENTS
95,707 51,441 11,272 375,146 346,747 482,125 409,460 90,447 163,112
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 18,704)
-11,331 -5,280 -563 28,276 20,636 16,382 14,793 2,322 3,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 9.0 2.0 65.5 60.6 84.2 71.5 15.8 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 13 12 50 53 70 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,450,680
COMMITMENTS
617,039 1070644 118,934 2428760 1832905 3164733 3022483 285,947 428,197
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 73,550)
-14,672 45,486 -5,090 75,004 55,637 55,242 96,033 18,308 -22,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 31.0 3.4 70.4 53.1 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
67 79 38 140 170 227 267
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,630,706
COMMITMENTS
132,896 251,531 373,946 1095115 935,765 1601957 1561242 28,749 69,464
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -107,224)
-69,597 68,833 22,903 -55,547 -212,743 -102,241 -121,007 -4,983 13,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 15.4 22.9 67.2 57.4 98.2 95.7 1.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
19 57 52 62 71 117 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,241
COMMITMENTS
32,641 10,539 1,446 22,094 48,476 56,181 60,460 10,060 5,781
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -11,584)
-8,098 2,865 -1,493 1,422 -12,741 -8,169 -11,370 -3,415 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 15.9 2.2 33.4 73.2 84.8 91.3 15.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
52 12 10 30 24 83 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,482
COMMITMENTS
65,282 21,077 2,892 44,188 96,951 112,362 120,920 20,120 11,562
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -23,168)
-16,195 5,729 -2,986 2,843 -25,482 -16,338 -22,739 -6,830 -429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.3 15.9 2.2 33.4 73.2 84.8 91.3 15.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
52 12 10 30 24 83 45
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 65,305
COMMITMENTS
48,598 65,031 251 16,178 0 65,027 65,282 278 23
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -13,290)
-13,270 -13,310 0 -21 0 -13,291 -13,310 1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.4 99.6 0.4 24.8 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
36 8 2 3 0 40 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,412
COMMITMENTS
10,798 6,976 0 18,590 22,285 29,388 29,261 24 151
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,819)
922 57 0 906 1,756 1,828 1,813 -9 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 23.7 0.0 63.2 75.8 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 15 0 8 20 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,994
COMMITMENTS
20,459 5,285 13 3,473 18,581 23,945 23,879 49 115
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 165)
649 -556 -5 -493 701 151 140 14 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.3 22.0 0.1 14.5 77.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 1 5 13 10 25
Updated February 9, 2018