WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,485
COMMITMENTS
146,151 239,413 106,690 205,304 121,492 458,145 467,595 54,340 44,890
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 15,969)
-4,155 10,230 8,636 8,695 -4,690 13,176 14,176 2,793 1,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 46.7 20.8 40.1 23.7 89.4 91.2 10.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 487)
156 159 139 125 104 368 336
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 259,745
COMMITMENTS
100,163 96,884 35,646 101,843 103,865 237,652 236,395 22,093 23,350
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -6,551)
-3,208 596 -7,576 4,537 261 -6,247 -6,719 -304 168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 37.3 13.7 39.2 40.0 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
76 66 59 92 82 198 188
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,398,285
COMMITMENTS
373,220 315,922 218,888 656,367 667,152 1248475 1201962 149,810 196,323
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 51,325)
-29,678 26,459 12,491 68,006 10,570 50,819 49,520 506 1,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 22.6 15.7 46.9 47.7 89.3 86.0 10.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
152 178 175 293 344 552 614
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,449
COMMITMENTS
1,964 1,446 185 3,943 5,596 6,092 7,227 2,357 1,222
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 49)
-335 155 -53 392 -27 4 75 45 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 17.1 2.2 46.7 66.2 72.1 85.5 27.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 6 5 14 8 29 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 617,685
COMMITMENTS
197,119 77,779 73,943 301,760 372,825 572,822 524,547 44,863 93,138
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -2,956)
-23,485 9,846 6,365 18,550 -17,381 1,430 -1,170 -4,386 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 12.6 12.0 48.9 60.4 92.7 84.9 7.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
150 143 142 145 223 379 448
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 433,036
COMMITMENTS
160,609 31,587 79,994 152,488 297,841 393,091 409,422 39,945 23,614
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -37,148)
-23,986 -3,319 -10,254 2,238 -22,831 -32,002 -36,404 -5,146 -744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 7.3 18.5 35.2 68.8 90.8 94.5 9.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
106 65 103 84 81 255 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 591,542
COMMITMENTS
106,181 110,031 14,421 322,731 295,495 443,333 419,947 148,209 171,595
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 45,981)
22,844 24,022 2,584 21,138 10,456 46,566 37,062 -585 8,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 18.6 2.4 54.6 50.0 74.9 71.0 25.1 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
32 38 24 68 60 114 108
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 649,510
COMMITMENTS
43,317 152,598 16,900 462,230 384,353 522,447 553,851 127,063 95,659
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 18,004)
110 3,813 4,050 9,997 9,143 14,157 17,006 3,847 998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 23.5 2.6 71.2 59.2 80.4 85.3 19.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
16 12 11 58 52 81 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,292
COMMITMENTS
2,840 752 920 1,161 3,437 4,921 5,109 371 183
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -394)
-165 -89 -135 -96 -158 -396 -382 2 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.7 14.2 17.4 21.9 64.9 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 4 4 5 11 23 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 380,317
COMMITMENTS
91,782 57,671 52,681 190,105 236,975 334,568 347,327 45,749 32,990
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 10,585)
-12 4,492 5,200 9,164 -1,153 14,352 8,539 -3,767 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 15.2 13.9 50.0 62.3 88.0 91.3 12.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
76 68 84 96 91 229 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,910
COMMITMENTS
2,106 6,017 298 7,023 3,529 9,427 9,844 2,483 2,066
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 751)
292 665 6 285 -36 583 635 168 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 50.5 2.5 59.0 29.6 79.2 82.7 20.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 24 5 21 10 41 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,174,568
COMMITMENTS
244,731 227,578 60,423 762,552 729,343 1067706 1017344 106,862 157,224
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -35,239)
-49,728 20,077 9,885 12,850 -68,542 -26,993 -38,580 -8,246 3,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 19.4 5.1 64.9 62.1 90.9 86.6 9.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
56 39 34 108 120 175 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,017,633
COMMITMENTS
696,485 559,089 141,150 1854197 1822939 2691832 2523178 325,801 494,455
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 127,311)
143,250 -65,806 40,879 -52,301 124,236 131,828 99,309 -4,517 28,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 18.5 4.7 61.4 60.4 89.2 83.6 10.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
81 79 74 145 176 267 288
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 278,384
COMMITMENTS
60,682 57,898 587 142,991 124,452 204,260 182,937 74,124 95,447
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 21,617)
13,944 9,096 105 2,806 1,205 16,855 10,406 4,762 11,211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.8 0.2 51.4 44.7 73.4 65.7 26.6 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 2 27 24 34 30
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,944,750
COMMITMENTS
359,745 627,808 84,576 2242433 1854650 2686754 2567034 257,996 377,716
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 26,111)
-50,654 71,782 24,137 42,693 -84,040 16,176 11,879 9,935 14,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 21.3 2.9 76.2 63.0 91.2 87.2 8.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
43 66 43 118 146 187 229
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 902,680
COMMITMENTS
57,954 112,749 137,354 680,178 604,357 875,486 854,460 27,194 48,220
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -39)
-25,223 -3,190 515 26,467 3,967 1,759 1,292 -1,798 -1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 12.5 15.2 75.4 67.0 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
24 36 36 52 77 95 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,674
COMMITMENTS
37,923 7,978 1,328 14,085 39,653 53,336 48,959 8,339 12,715
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,488)
739 -7,457 945 941 6,675 2,625 163 864 3,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 12.9 2.2 22.8 64.3 86.5 79.4 13.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
40 24 5 27 31 71 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,348
COMMITMENTS
75,845 15,956 2,656 28,170 79,306 106,671 97,918 16,677 25,430
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 6,976)
1,478 -14,913 1,889 1,882 13,349 5,249 325 1,727 6,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.5 12.9 2.2 22.8 64.3 86.5 79.4 13.5 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
40 24 5 27 31 71 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,680
COMMITMENTS
14,836 16,249 389 1,351 4 16,576 16,642 104 38
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -183)
518 -183 -16 -697 4 -195 -195 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 97.4 2.3 8.1 0.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 15 2 1 1 21 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,501
COMMITMENTS
16,826 5,143 45 15,602 27,041 32,473 32,229 28 272
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,183)
-111 -5,686 0 1,312 6,845 1,201 1,159 -18 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.8 15.8 0.1 48.0 83.2 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 1 6 20 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,630
COMMITMENTS
35,520 3,166 136 3,949 36,200 39,605 39,502 25 128
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,608)
-2,144 -1,270 0 -1,470 -2,357 -3,614 -3,627 6 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.6 8.0 0.3 10.0 91.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 3 13 12 22
Updated November 18, 2016