WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,255
COMMITMENTS
156,260 172,200 86,535 165,062 141,676 407,857 400,411 34,398 41,844
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -51,016)
-8,656 -20,174 -22,577 -15,089 -3,060 -46,322 -45,811 -4,694 -5,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 38.9 19.6 37.3 32.0 92.2 90.5 7.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
124 131 120 85 105 289 292
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 301,350
COMMITMENTS
93,765 62,441 60,836 123,946 154,078 278,547 277,355 22,803 23,995
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -5,301)
-233 1,938 1,705 -5,295 -8,023 -3,823 -4,380 -1,478 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 20.7 20.2 41.1 51.1 92.4 92.0 7.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
93 54 75 72 85 205 189
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,636,559
COMMITMENTS
507,477 292,985 269,309 701,570 877,816 1478356 1440110 158,203 196,449
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -45,364)
11,576 -36,984 -32,386 -10,731 33,428 -31,541 -35,942 -13,823 -9,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 17.9 16.5 42.9 53.6 90.3 88.0 9.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 814)
205 145 174 267 347 578 596
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,687
COMMITMENTS
2,388 74 39 1,001 4,562 3,428 4,675 2,259 1,012
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -161)
100 -1 -106 -109 173 -115 66 -46 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 1.3 0.7 17.6 80.2 60.3 82.2 39.7 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 2 2 5 9 16 12
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 772,367
COMMITMENTS
238,244 82,887 113,752 369,817 470,392 721,813 667,031 50,554 105,336
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -32,003)
29,348 -19,143 -10,824 -51,561 -1,009 -33,037 -30,976 1,034 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 10.7 14.7 47.9 60.9 93.5 86.4 6.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
183 117 173 153 251 427 492
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 471,002
COMMITMENTS
136,741 95,167 82,140 213,819 263,921 432,700 441,228 38,302 29,774
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -34,346)
-5,631 -20,275 -12,373 -14,911 1,684 -32,915 -30,964 -1,431 -3,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 20.2 17.4 45.4 56.0 91.9 93.7 8.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
96 87 102 81 68 244 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 841,865
COMMITMENTS
166,546 139,062 25,680 498,717 474,877 690,943 639,619 150,922 202,246
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -13,490)
-7,888 -17,981 2,914 -25,302 -5,722 -30,276 -20,789 16,786 7,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 16.5 3.1 59.2 56.4 82.1 76.0 17.9 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
40 34 27 72 74 124 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,004,836
COMMITMENTS
52,516 211,068 21,070 775,708 649,351 849,294 881,489 155,542 123,347
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -3,310)
5,134 2,648 -45,945 9,102 40,488 -31,709 -2,809 28,399 -501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 21.0 2.1 77.2 64.6 84.5 87.7 15.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
13 17 18 67 75 91 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,899
COMMITMENTS
826 398 275 459 1,061 1,560 1,734 339 165
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -153)
110 28 -16 -245 -127 -151 -115 -2 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 21.0 14.5 24.2 55.9 82.1 91.3 17.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 4 5 7 17 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 454,972
COMMITMENTS
178,023 25,954 52,548 178,733 347,782 409,304 426,284 45,668 28,688
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -27,522)
25,406 1,556 -15,826 -32,822 -11,364 -23,242 -25,634 -4,280 -1,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 5.7 11.5 39.3 76.4 90.0 93.7 10.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
124 49 87 85 95 249 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,779
COMMITMENTS
988 2,611 405 6,254 5,123 7,647 8,139 2,132 1,640
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -98)
-358 329 -173 356 -179 -175 -23 77 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 26.7 4.1 64.0 52.4 78.2 83.2 21.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 16 5 19 12 31 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,912,697
COMMITMENTS
314,522 419,469 144,173 1293880 1126543 1752575 1690185 160,122 222,512
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -136,419)
-81,011 -133,016 9,704 -88,107 -56,775 -159,414 -180,087 22,995 43,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 21.9 7.5 67.6 58.9 91.6 88.4 8.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
58 71 38 150 147 230 236
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,707,544
COMMITMENTS
542,104 884,993 225,404 2566104 1934307 3333612 3044704 373,932 662,840
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -129,221)
-139,435 -11,026 -85,978 51,793 -94,498 -173,620 -191,502 44,399 62,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 23.9 6.1 69.2 52.2 89.9 82.1 10.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
79 103 76 176 195 293 336
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 578,845
COMMITMENTS
89,594 93,075 13,008 365,278 287,241 467,880 393,324 110,965 185,521
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,233)
10,653 17,052 -110 -10,755 -31,450 -212 -14,508 7,445 21,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 16.1 2.2 63.1 49.6 80.8 67.9 19.2 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 14 12 50 56 69 76
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,469,039
COMMITMENTS
510,479 962,356 110,445 2468441 1869628 3089365 2942429 379,674 526,610
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: -167,499)
-125,601 -101,307 -48,984 -89,573 -111,281 -264,158 -261,572 96,659 94,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 27.7 3.2 71.2 53.9 89.1 84.8 10.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
52 77 44 145 166 223 261
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,253,690
COMMITMENTS
316,386 301,913 542,785 1351710 1343876 2210881 2188574 42,809 65,116
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 233,966)
17,070 -16,628 105,783 106,623 138,459 229,476 227,614 4,490 6,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 13.4 24.1 60.0 59.6 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
40 52 60 68 73 139 160
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,086
COMMITMENTS
22,003 10,867 1,291 26,112 39,932 49,405 52,090 9,681 6,996
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 123)
-1,248 -2,810 323 540 3,141 -386 654 509 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 18.4 2.2 44.2 67.6 83.6 88.2 16.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 15 6 30 30 68 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,171
COMMITMENTS
44,005 21,734 2,581 52,223 79,864 98,809 104,179 19,362 13,992
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 246)
-2,495 -5,620 645 1,079 6,282 -771 1,307 1,017 -1,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 18.4 2.2 44.2 67.6 83.6 88.2 16.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 15 6 30 30 68 49
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,299
COMMITMENTS
33,913 51,047 251 16,851 0 51,015 51,298 284 1
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 2,192)
1,933 2,204 0 258 0 2,191 2,204 1 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.1 99.5 0.5 32.8 0.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
35 10 2 3 0 39 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,106
COMMITMENTS
9,490 7,436 6,073 23,521 25,428 39,084 38,937 22 169
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 7,465)
-921 106 5,972 2,412 1,350 7,463 7,428 2 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 19.0 15.5 60.1 65.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 16 2 7 20 12 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/27/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,920
COMMITMENTS
24,297 5,681 0 2,623 21,195 26,920 26,876 0 44
CHANGES FROM 02/20/18 (CHANGE IN OPEN INTEREST: 318)
667 -102 0 -320 423 347 321 -29 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.3 21.1 0.0 9.7 78.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 13 0 4 14 8 27
Updated March 2, 2018