WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 598,860
COMMITMENTS
133,339 235,608 179,546 229,454 138,625 542,339 553,778 56,522 45,082
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 13,389)
-6,147 19,379 -1,451 20,332 -3,818 12,734 14,110 654 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 39.3 30.0 38.3 23.1 90.6 92.5 9.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
163 161 163 136 120 389 366
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 266,565
COMMITMENTS
94,878 86,293 49,147 100,337 107,144 244,362 242,584 22,202 23,980
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,589)
223 -4,706 3,138 276 3,862 3,637 2,294 -48 1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 32.4 18.4 37.6 40.2 91.7 91.0 8.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
64 71 80 100 92 213 211
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,724,477
COMMITMENTS
370,569 318,580 458,307 700,225 702,588 1529101 1479475 195,376 245,002
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -6,382)
8,376 2,188 -9,538 368 -2,111 -794 -9,462 -5,588 3,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 18.5 26.6 40.6 40.7 88.7 85.8 11.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 806)
204 168 241 342 358 674 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,420
COMMITMENTS
2,437 1,745 1,361 3,834 5,590 7,632 8,695 2,788 1,725
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 163)
245 -538 331 29 477 605 269 -442 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 16.7 13.1 36.8 53.7 73.2 83.4 26.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 7 10 14 9 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 725,091
COMMITMENTS
190,189 58,008 147,173 323,203 409,006 660,565 614,186 64,526 110,905
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -174,652)
13,766 -7,717 -107,502 -83,051 -59,672 -176,786 -174,891 2,134 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 8.0 20.3 44.6 56.4 91.1 84.7 8.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
170 163 212 206 225 513 495
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 507,534
COMMITMENTS
172,882 29,960 129,205 155,447 322,504 457,534 481,669 50,000 25,865
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 14,773)
10,868 -4,023 819 742 19,943 12,430 16,740 2,343 -1,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 5.9 25.5 30.6 63.5 90.1 94.9 9.9 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
133 61 125 87 89 289 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 633,356
COMMITMENTS
98,420 93,273 46,558 328,721 331,926 473,699 471,757 159,657 161,599
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -44,886)
-4,228 -1,861 -36,253 -2,642 -7,807 -43,123 -45,922 -1,763 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 14.7 7.4 51.9 52.4 74.8 74.5 25.2 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
39 28 38 66 70 120 121
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 625,047
COMMITMENTS
45,865 147,554 11,861 448,323 374,892 506,048 534,307 118,999 90,740
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 7,860)
1,329 -4,184 817 3,324 5,598 5,470 2,231 2,390 5,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 23.6 1.9 71.7 60.0 81.0 85.5 19.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 15 13 58 53 82 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 431,782
COMMITMENTS
74,569 55,129 99,752 205,170 243,390 379,491 398,271 52,291 33,511
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -983)
-83 -1,573 -1,773 -313 6,133 -2,169 2,787 1,185 -3,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 12.8 23.1 47.5 56.4 87.9 92.2 12.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
83 80 93 104 95 245 219
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 10,746
COMMITMENTS
1,828 4,913 367 6,588 3,446 8,784 8,726 1,962 2,020
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -947)
-44 261 -1,175 219 49 -1,001 -866 54 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 45.7 3.4 61.3 32.1 81.7 81.2 18.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 24 7 21 16 41 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,269,439
COMMITMENTS
223,087 198,220 80,587 859,407 830,301 1163081 1109109 106,359 160,330
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -57,988)
23,994 -21,588 -25,681 -52,490 -14,969 -54,178 -62,238 -3,810 4,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 15.6 6.3 67.7 65.4 91.6 87.4 8.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
55 42 42 102 118 176 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,254,712
COMMITMENTS
621,709 525,370 278,780 1998169 1950730 2898657 2754880 356,054 499,832
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -61,478)
-14,815 -21,221 -30,395 -24,805 -7,687 -70,015 -59,303 8,537 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 16.1 8.6 61.4 59.9 89.1 84.6 10.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
83 77 102 155 178 294 301
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 237,700
COMMITMENTS
41,959 20,583 701 125,369 129,019 168,029 150,303 69,671 87,397
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 3,927)
4,662 130 -104 -4,401 -292 157 -266 3,770 4,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 8.7 0.3 52.7 54.3 70.7 63.2 29.3 36.8
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
OPTION AND FUTURES COMBINED 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: 2,885,395
COMMITMENTS
407,039 557,601 110,782 2114264 1849195 2632086 2517578 253,310 367,817
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -13,690)
39,345 -1,400 -23,621 -33,941 -876 -18,217 -25,898 4,527 12,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 19.3 3.8 73.3 64.1 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
54 68 59 114 146 208 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,189,483
COMMITMENTS
127,946 165,674 255,381 786,812 720,277 1170139 1141332 19,345 48,152
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: 53,624)
6,635 4,913 4,746 41,093 44,846 52,473 54,505 1,150 -882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 13.9 21.5 66.1 60.6 98.4 96.0 1.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
33 44 47 62 82 117 154
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 58,497
COMMITMENTS
36,290 11,843 907 12,917 37,512 50,115 50,262 8,383 8,235
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -1,312)
-1,839 1,840 67 -5 -3,268 -1,777 -1,362 465 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 20.2 1.6 22.1 64.1 85.7 85.9 14.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
44 28 6 25 29 73 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 116,995
COMMITMENTS
72,580 23,686 1,814 25,835 75,025 100,229 100,525 16,766 16,470
CHANGES FROM 10/18/16 (CHANGE IN OPEN INTEREST: -2,624)
-3,678 3,680 134 -10 -6,537 -3,554 -2,723 930 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 20.2 1.6 22.1 64.1 85.7 85.9 14.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
44 28 6 25 29 73 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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