WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,116
COMMITMENTS
153,310 240,022 103,420 189,315 111,004 446,045 454,446 51,071 42,670
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 20,530)
-4,765 18,843 4,390 19,778 -2,707 19,403 20,526 1,127 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 48.3 20.8 38.1 22.3 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
149 150 123 120 109 344 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,090
COMMITMENTS
99,714 86,318 39,694 95,208 105,987 234,616 231,999 20,474 23,091
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,508)
224 -4,745 3,833 167 4,110 4,224 3,198 284 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 33.8 15.6 37.3 41.5 92.0 90.9 8.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
71 63 68 88 83 198 192
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,335,614
COMMITMENTS
377,686 315,674 229,506 581,406 597,414 1188598 1142594 147,016 193,020
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 19,114)
4,393 -5,086 13,740 2,438 7,866 20,571 16,520 -1,457 2,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 23.6 17.2 43.5 44.7 89.0 85.5 11.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
156 167 179 271 324 538 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,868
COMMITMENTS
2,619 1,899 333 3,357 5,000 6,309 7,232 2,559 1,636
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 156)
70 -451 286 205 402 561 237 -405 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 21.4 3.8 37.9 56.4 71.1 81.6 28.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 9 6 13 8 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,067
COMMITMENTS
193,959 68,982 82,642 305,378 386,925 581,979 538,549 57,088 100,518
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -48,801)
-19,065 -4,269 -15,137 -17,657 -36,812 -51,859 -56,218 3,058 7,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 10.8 12.9 47.8 60.5 91.1 84.3 8.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 595)
157 143 161 190 219 457 452
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,990
COMMITMENTS
177,360 36,821 94,580 141,817 305,795 413,757 437,196 48,233 24,794
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 15,302)
11,692 -2,787 241 1,219 19,825 13,152 17,279 2,150 -1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 8.0 20.5 30.7 66.2 89.6 94.6 10.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
120 67 118 81 82 277 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 557,367
COMMITMENTS
102,538 98,077 10,221 295,366 300,769 408,125 409,067 149,242 148,300
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,270)
-7,529 -8,620 -606 9,564 8,675 1,429 -551 1,841 3,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 17.6 1.8 53.0 54.0 73.2 73.4 26.8 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 32 17 57 61 99 100
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 623,293
COMMITMENTS
45,865 147,957 11,075 448,104 374,193 505,044 533,225 118,249 90,068
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 8,678)
1,442 -4,081 1,198 3,443 5,603 6,083 2,720 2,595 5,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 23.7 1.8 71.9 60.0 81.0 85.5 19.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 15 10 57 53 78 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,337
COMMITMENTS
2,714 564 1,117 1,187 3,349 5,018 5,030 319 307
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 238)
133 116 103 -19 -14 217 205 21 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 10.6 20.9 22.2 62.8 94.0 94.2 6.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
15 3 5 8 11 26 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 382,137
COMMITMENTS
88,185 54,746 60,361 185,125 235,628 333,671 350,735 48,466 31,402
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,525)
2,393 990 -2,184 -230 6,276 -21 5,082 1,546 -3,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 14.3 15.8 48.4 61.7 87.3 91.8 12.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
86 74 75 95 84 225 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,564
COMMITMENTS
1,874 4,918 265 6,527 3,415 8,666 8,598 1,898 1,966
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -479)
-90 150 -735 274 224 -551 -361 72 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 46.6 2.5 61.8 32.3 82.0 81.4 18.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 24 6 21 15 40 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,247,861
COMMITMENTS
223,428 198,939 66,834 852,396 823,721 1142658 1089494 105,203 158,367
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -58,406)
24,336 -19,020 -27,238 -51,682 -15,979 -54,584 -62,237 -3,822 3,831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 15.9 5.4 68.3 66.0 91.6 87.3 8.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
56 41 34 100 118 171 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,917,840
COMMITMENTS
631,297 556,791 115,047 1839558 1773811 2585902 2445649 331,938 472,191
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 37,096)
-31,918 -6,502 9,631 52,984 30,963 30,697 34,092 6,399 3,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 19.1 3.9 63.0 60.8 88.6 83.8 11.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
79 77 65 128 160 243 266
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 237,348
COMMITMENTS
42,022 20,583 522 125,369 129,019 167,913 150,124 69,435 87,224
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 4,221)
4,792 130 -104 -4,401 -292 287 -266 3,934 4,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 8.7 0.2 52.8 54.4 70.7 63.3 29.3 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 3 3 23 24 30 28
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,760,581
COMMITMENTS
410,931 560,175 48,837 2054311 1791063 2514079 2400075 246,502 360,506
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 26,431)
43,959 -9,459 -6,167 -15,870 29,525 21,922 13,899 4,509 12,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 20.3 1.8 74.4 64.9 91.1 86.9 8.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
56 64 36 102 139 181 216
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,187,082
COMMITMENTS
127,921 165,674 254,151 785,955 719,710 1168027 1139535 19,055 47,547
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 53,694)
6,545 4,552 5,024 41,185 44,991 52,754 54,567 940 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 14.0 21.4 66.2 60.6 98.4 96.0 1.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
33 44 46 62 82 117 153
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,677
COMMITMENTS
36,208 11,903 622 12,538 37,018 49,368 49,543 8,310 8,135
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,165)
-1,835 1,792 112 85 -3,152 -1,639 -1,249 474 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 20.6 1.1 21.7 64.2 85.6 85.9 14.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
42 28 5 23 28 69 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,354
COMMITMENTS
72,416 23,806 1,243 25,076 74,036 98,735 99,085 16,619 16,269
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -2,330)
-3,669 3,583 223 169 -6,304 -3,277 -2,498 947 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.8 20.6 1.1 21.7 64.2 85.6 85.9 14.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
42 28 5 23 28 69 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,921
COMMITMENTS
13,981 16,519 369 2,481 0 16,831 16,888 90 33
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,601)
-1,342 -1,407 -190 0 0 -1,532 -1,597 -69 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.6 97.6 2.2 14.7 0.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
26 9 1 1 0 28 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,094
COMMITMENTS
16,745 11,449 106 12,056 17,272 28,907 28,827 187 267
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,051)
521 1,184 9 512 -246 1,042 947 9 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 39.4 0.4 41.4 59.4 99.4 99.1 0.6 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 1 7 19 14 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/25/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,418
COMMITMENTS
24,642 5,374 136 4,617 23,823 29,395 29,333 23 85
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 1,778)
1,199 -787 0 585 2,547 1,784 1,760 -6 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.8 18.3 0.5 15.7 81.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 7 1 4 11 19 19
Updated October 28, 2016