WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,525
COMMITMENTS
151,746 227,125 106,305 185,523 120,203 443,574 453,633 51,951 41,892
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,591)
-1,564 -12,897 2,885 -3,792 9,199 -2,471 -813 880 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 45.8 21.5 37.4 24.3 89.5 91.5 10.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
150 142 146 114 109 350 329
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 263,869
COMMITMENTS
100,330 89,086 43,434 97,876 108,033 241,640 240,553 22,229 23,316
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 8,779)
616 2,768 3,740 2,668 2,046 7,024 8,554 1,755 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 33.8 16.5 37.1 40.9 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
80 67 76 88 85 206 206
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,345,452
COMMITMENTS
391,799 313,829 214,101 594,371 621,573 1200271 1149503 145,181 195,949
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 9,838)
14,113 -1,845 -15,405 12,965 24,159 11,673 6,909 -1,835 2,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 23.3 15.9 44.2 46.2 89.2 85.4 10.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750)
164 161 179 274 331 543 591
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,563
COMMITMENTS
2,270 1,477 189 3,514 5,468 5,973 7,134 2,590 1,429
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -305)
-349 -422 -144 157 468 -336 -98 31 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 17.2 2.2 41.0 63.9 69.8 83.3 30.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 7 7 13 8 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 615,146
COMMITMENTS
209,926 70,289 67,637 288,714 381,618 566,277 519,544 48,869 95,602
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -23,921)
15,967 1,307 -15,005 -16,664 -5,307 -15,702 -19,005 -8,219 -4,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 11.4 11.0 46.9 62.0 92.1 84.5 7.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
161 137 138 159 227 406 447
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,067
COMMITMENTS
190,717 30,557 86,766 152,648 331,311 430,131 448,634 44,936 26,433
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 13,077)
13,357 -6,264 -7,814 10,831 25,516 16,374 11,438 -3,297 1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 6.4 18.3 32.1 69.7 90.5 94.4 9.5 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
121 56 103 84 81 266 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 544,660
COMMITMENTS
87,719 91,874 11,565 300,255 278,231 399,539 381,670 145,121 162,990
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -12,707)
-14,819 -6,203 1,344 4,889 -22,538 -8,586 -27,397 -4,121 14,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 16.9 2.1 55.1 51.1 73.4 70.1 26.6 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
27 32 19 62 59 100 99
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,393
COMMITMENTS
43,343 140,176 13,470 444,635 366,645 501,448 520,291 114,945 96,102
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6,900)
-2,522 -7,781 2,395 -3,469 -7,548 -3,596 -12,934 -3,304 6,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 22.7 2.2 72.1 59.5 81.4 84.4 18.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 13 8 58 52 76 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,299
COMMITMENTS
2,741 387 1,148 1,043 3,534 4,932 5,069 367 230
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -38)
27 -177 31 -144 185 -86 39 48 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.7 7.3 21.7 19.7 66.7 93.1 95.7 6.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 4 5 6 11 24 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 366,377
COMMITMENTS
89,689 47,598 42,822 185,477 243,492 317,988 333,912 48,389 32,465
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -15,760)
1,504 -7,148 -17,539 352 7,864 -15,683 -16,823 -77 1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 13.0 11.7 50.6 66.5 86.8 91.1 13.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
86 64 74 92 84 224 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,559
COMMITMENTS
1,687 4,709 201 6,666 3,461 8,554 8,371 2,005 2,188
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -5)
-187 -209 -64 139 46 -112 -227 107 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 44.6 1.9 63.1 32.8 81.0 79.3 19.0 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 19 5 23 13 40 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,260,953
COMMITMENTS
219,148 197,570 90,718 835,878 816,363 1145744 1104651 115,209 156,302
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 13,092)
-4,280 -1,369 23,884 -16,518 -7,358 3,086 15,157 10,006 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 15.7 7.2 66.3 64.7 90.9 87.6 9.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
60 36 36 96 115 168 175
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,916,829
COMMITMENTS
573,204 608,261 95,978 1914257 1725766 2583439 2430005 333,390 486,824
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -1,011)
-58,093 51,470 -19,069 74,699 -48,045 -2,463 -15,644 1,452 14,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.9 3.3 65.6 59.2 88.6 83.3 11.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
75 78 68 137 160 250 268
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 259,063
COMMITMENTS
55,031 31,336 107 136,422 129,662 191,560 161,105 67,503 97,958
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 21,715)
13,009 10,753 -415 11,053 643 23,647 10,981 -1,932 10,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 12.1 0.0 52.7 50.1 73.9 62.2 26.1 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 3 27 26 35 32
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,779,984
COMMITMENTS
366,774 570,052 53,905 2099260 1807169 2519939 2431126 260,045 348,858
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 19,403)
-44,157 9,877 5,068 44,949 16,106 5,860 31,051 13,543 -11,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 20.5 1.9 75.5 65.0 90.6 87.5 9.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
52 64 43 104 136 182 217
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 903,152
COMMITMENTS
96,798 158,977 155,598 624,670 539,201 877,066 853,776 26,086 49,376
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -283,930)
-31,123 -6,697 -98,553 -161,285 -180,509 -290,961 -285,759 7,031 1,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 17.6 17.2 69.2 59.7 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
25 37 39 62 76 110 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,314
COMMITMENTS
34,678 13,569 576 15,208 36,102 50,461 50,246 7,853 8,068
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 637)
-1,530 1,666 -46 2,670 -917 1,094 703 -457 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 23.3 1.0 26.1 61.9 86.5 86.2 13.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 33 6 28 25 73 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,627
COMMITMENTS
69,356 27,137 1,151 30,415 72,203 100,922 100,491 15,705 16,136
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,273)
-3,060 3,331 -92 5,339 -1,833 2,187 1,406 -914 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 23.3 1.0 26.1 61.9 86.5 86.2 13.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 33 6 28 25 73 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,683
COMMITMENTS
14,684 17,218 404 2,481 0 17,569 17,622 114 61
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 762)
703 699 35 0 0 738 734 24 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.0 97.4 2.3 14.0 0.0 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
25 11 2 1 0 27 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,658
COMMITMENTS
17,839 12,687 45 13,701 18,668 31,585 31,400 73 258
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,564)
1,094 1,238 -61 1,645 1,396 2,678 2,573 -114 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.3 40.1 0.1 43.3 59.0 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 13 1 7 19 15 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,825
COMMITMENTS
33,517 5,285 136 5,120 33,337 38,773 38,758 52 67
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 9,407)
8,875 -89 0 503 9,514 9,378 9,425 29 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 13.6 0.4 13.2 85.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 6 1 4 11 19 18
Updated November 4, 2016