WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,117
COMMITMENTS
154,536 227,196 108,661 187,823 123,230 451,020 459,087 52,097 44,030
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -9,368)
8,385 -12,217 1,971 -17,481 1,738 -7,125 -8,508 -2,243 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 45.2 21.6 37.3 24.5 89.6 91.2 10.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
162 152 137 119 100 360 326
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 265,441
COMMITMENTS
99,734 90,671 40,530 102,512 111,084 242,776 242,285 22,665 23,156
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,696)
-429 -6,213 4,884 669 7,219 5,124 5,890 572 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 34.2 15.3 38.6 41.8 91.5 91.3 8.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
75 62 57 81 78 184 181
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,348,656
COMMITMENTS
369,309 285,974 217,736 615,377 651,367 1202422 1155077 146,234 193,579
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -49,629)
-3,911 -29,948 -1,152 -40,990 -15,785 -46,053 -46,885 -3,576 -2,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 21.2 16.1 45.6 48.3 89.2 85.6 10.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 760)
164 163 178 298 339 564 603
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,707
COMMITMENTS
1,687 1,391 193 4,364 5,822 6,244 7,406 2,463 1,301
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 258)
-277 -55 8 421 226 152 179 106 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 16.0 2.2 50.1 66.9 71.7 85.1 28.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 5 13 8 26 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 668,531
COMMITMENTS
226,723 86,478 79,162 312,498 400,344 618,383 565,984 50,148 102,547
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 50,846)
29,604 8,699 5,219 10,738 27,519 45,561 41,437 5,285 9,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 12.9 11.8 46.7 59.9 92.5 84.7 7.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
191 138 147 146 218 420 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 430,777
COMMITMENTS
157,591 28,945 89,136 141,881 291,513 388,608 409,594 42,169 21,183
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -2,259)
-3,018 -2,642 9,142 -10,607 -6,328 -4,483 172 2,224 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 6.7 20.7 32.9 67.7 90.2 95.1 9.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
108 65 133 83 81 283 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 602,091
COMMITMENTS
99,364 99,130 17,341 336,652 301,176 453,357 417,647 148,734 184,444
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 10,549)
-6,817 -10,901 2,920 13,921 5,681 10,024 -2,300 525 12,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.5 2.9 55.9 50.0 75.3 69.4 24.7 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
35 36 30 67 62 117 113
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,790
COMMITMENTS
45,993 135,179 16,849 482,441 423,881 545,283 575,909 137,507 106,881
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 33,280)
2,676 -17,419 -51 20,211 39,528 22,836 22,058 10,444 11,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 19.8 2.5 70.7 62.1 79.9 84.3 20.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
16 11 11 55 54 77 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,707
COMMITMENTS
2,910 642 988 1,435 3,890 5,333 5,520 374 187
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 415)
70 -110 68 274 453 412 411 3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.0 11.2 17.3 25.1 68.2 93.4 96.7 6.6 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 4 4 6 12 26 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 378,007
COMMITMENTS
98,349 56,279 47,854 183,948 243,144 330,151 347,277 47,856 30,730
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -2,310)
6,567 -1,392 -4,827 -6,157 6,169 -4,417 -50 2,107 -2,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 14.9 12.7 48.7 64.3 87.3 91.9 12.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
84 60 86 93 89 234 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,092
COMMITMENTS
2,095 6,051 325 7,082 3,686 9,502 10,062 2,590 2,030
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 182)
-11 34 27 59 157 75 218 107 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 50.0 2.7 58.6 30.5 78.6 83.2 21.4 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 24 7 22 11 40 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,192,407
COMMITMENTS
180,702 207,111 114,000 781,071 710,712 1075773 1031823 116,634 160,584
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 17,839)
-64,029 -20,467 53,577 18,519 -18,631 8,067 14,479 9,772 3,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 17.4 9.6 65.5 59.6 90.2 86.5 9.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
56 40 36 106 113 176 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,131,340
COMMITMENTS
727,482 554,834 226,756 1834842 1827227 2789080 2608817 342,260 522,523
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 113,707)
30,997 -4,255 85,606 -19,355 4,288 97,248 85,639 16,459 28,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 17.7 7.2 58.6 58.4 89.1 83.3 10.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
88 71 75 148 172 272 282
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 302,833
COMMITMENTS
50,292 61,618 816 174,107 140,501 225,215 202,935 77,618 99,898
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 24,449)
-10,390 3,720 229 31,116 16,049 20,955 19,998 3,494 4,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 20.3 0.3 57.5 46.4 74.4 67.0 25.6 33.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 5 1 28 23 33 29
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,154,875
COMMITMENTS
357,020 618,308 160,078 2353523 1969499 2870621 2747885 284,254 406,990
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 210,125)
-2,725 -9,500 75,502 111,090 114,849 183,867 180,851 26,258 29,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 19.6 5.1 74.6 62.4 91.0 87.1 9.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
54 66 49 118 152 197 242
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 955,614
COMMITMENTS
57,078 120,871 146,502 723,693 635,579 927,273 902,952 28,341 52,662
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 52,934)
-876 8,122 9,148 43,515 31,222 51,787 48,492 1,147 4,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 12.6 15.3 75.7 66.5 97.0 94.5 3.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
25 33 37 56 71 100 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,260
COMMITMENTS
40,187 8,882 1,513 16,167 44,428 57,867 54,823 9,393 12,438
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 5,586)
2,265 904 185 2,082 4,775 4,532 5,864 1,055 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 13.2 2.2 24.0 66.1 86.0 81.5 14.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 28 5 28 32 70 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 134,520
COMMITMENTS
80,374 17,764 3,026 32,334 88,855 115,734 109,645 18,786 24,875
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 11,172)
4,529 1,808 370 4,164 9,549 9,063 11,727 2,109 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 13.2 2.2 24.0 66.1 86.0 81.5 14.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
40 28 5 28 32 70 63
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,719
COMMITMENTS
14,978 17,328 369 2,237 4 17,584 17,701 135 18
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: 1,039)
142 1,079 -20 886 0 1,008 1,059 31 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.5 97.8 2.1 12.6 0.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
22 13 1 2 1 25 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,685
COMMITMENTS
15,315 4,921 242 15,089 25,266 30,646 30,429 39 256
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -1,816)
-1,511 -222 197 -513 -1,775 -1,827 -1,800 11 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.9 16.0 0.8 49.2 82.3 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 13 1 4 21 11 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,284
COMMITMENTS
35,195 1,410 136 3,950 37,663 39,281 39,209 3 75
CHANGES FROM 11/15/16 (CHANGE IN OPEN INTEREST: -346)
-325 -1,756 0 1 1,463 -324 -293 -22 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.6 3.6 0.3 10.1 95.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 6 1 3 14 16 21
Updated November 25, 2016