WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 601,362
COMMITMENTS
133,928 225,916 182,740 227,395 148,238 544,063 556,894 57,300 44,468
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 2,502)
589 -9,692 3,194 -2,059 9,614 1,724 3,116 778 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 37.6 30.4 37.8 24.7 90.5 92.6 9.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
154 159 176 134 120 392 367
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 275,396
COMMITMENTS
95,293 89,060 53,015 103,155 109,097 251,464 251,173 23,932 24,223
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 8,831)
415 2,768 3,868 2,818 1,953 7,101 8,588 1,730 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 32.3 19.3 37.5 39.6 91.3 91.2 8.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
71 77 87 98 93 218 224
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,761,458
COMMITMENTS
385,466 316,922 462,971 720,661 731,878 1569098 1511771 192,360 249,687
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 36,980)
14,897 -1,658 4,663 20,437 29,290 39,996 32,295 -3,016 4,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.0 26.3 40.9 41.5 89.1 85.8 10.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 820)
207 168 243 353 365 690 666
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,303
COMMITMENTS
2,063 1,319 1,346 4,070 6,101 7,479 8,766 2,824 1,537
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -117)
-374 -426 -14 236 510 -152 71 36 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 12.8 13.1 39.5 59.2 72.6 85.1 27.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 10 11 14 9 32 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 717,637
COMMITMENTS
207,874 53,092 146,228 305,298 410,000 659,400 609,320 58,237 108,318
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -7,454)
17,685 -4,915 -945 -17,905 994 -1,165 -4,867 -6,288 -2,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 7.4 20.4 42.5 57.1 91.9 84.9 8.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
186 157 197 191 236 491 502
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 517,984
COMMITMENTS
185,456 26,252 118,712 167,188 345,677 471,357 490,641 46,627 27,343
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 10,450)
12,574 -3,708 -10,493 11,741 23,173 13,823 8,972 -3,373 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 5.1 22.9 32.3 66.7 91.0 94.7 9.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
130 53 111 90 90 279 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 656,259
COMMITMENTS
84,683 83,472 68,005 343,152 323,057 495,839 474,533 160,420 181,726
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 22,903)
-13,738 -9,802 21,447 14,431 -8,870 22,141 2,776 763 20,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 12.7 10.4 52.3 49.2 75.6 72.3 24.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 29 41 68 71 122 121
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 618,329
COMMITMENTS
43,343 139,878 14,605 444,928 367,236 502,876 521,719 115,454 96,611
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -6,718)
-2,522 -7,676 2,744 -3,395 -7,657 -3,173 -12,588 -3,545 5,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 22.6 2.4 72.0 59.4 81.3 84.4 18.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 13 12 59 52 81 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 419,025
COMMITMENTS
76,654 47,938 83,589 206,492 252,564 366,735 384,091 52,290 34,934
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -12,757)
2,085 -7,191 -16,163 1,322 9,174 -12,756 -14,179 -1 1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 11.4 19.9 49.3 60.3 87.5 91.7 12.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
88 71 93 103 95 246 213
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 10,805
COMMITMENTS
1,644 4,738 306 6,763 3,501 8,712 8,545 2,093 2,261
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 60)
-185 -175 -62 175 56 -72 -181 131 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 43.8 2.8 62.6 32.4 80.6 79.1 19.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 22 6 26 15 43 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,283,493
COMMITMENTS
219,113 196,165 106,359 841,585 822,801 1167058 1125325 116,435 158,168
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 14,053)
-3,973 -2,055 25,772 -17,821 -7,501 3,977 16,216 10,076 -2,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 15.3 8.3 65.6 64.1 90.9 87.7 9.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
64 33 41 98 115 173 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,373,059
COMMITMENTS
564,152 587,513 304,916 2139789 1956615 3008857 2849043 364,202 524,016
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 118,347)
-57,557 62,142 26,136 141,621 5,885 110,200 94,163 8,147 24,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 17.4 9.0 63.4 58.0 89.2 84.5 10.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
76 84 103 163 181 300 307
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 259,583
COMMITMENTS
54,891 31,336 397 136,423 129,662 191,711 161,395 67,872 98,188
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 21,883)
12,932 10,753 -304 11,054 643 23,681 11,092 -1,799 10,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 12.1 0.2 52.6 50.0 73.9 62.2 26.1 37.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 5 4 27 26 35 33
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,919,758
COMMITMENTS
363,474 569,934 122,922 2166522 1869348 2652919 2562204 266,839 357,554
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 34,363)
-43,565 12,333 12,140 52,258 20,153 20,833 44,626 13,530 -10,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 19.5 4.2 74.2 64.0 90.9 87.8 9.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
54 63 61 116 144 206 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 905,282
COMMITMENTS
96,702 159,425 156,757 625,467 539,678 878,926 855,861 26,356 49,421
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: -284,202)
-31,244 -6,249 -98,623 -161,345 -180,599 -291,212 -285,471 7,011 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 17.6 17.3 69.1 59.6 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+
OPTION AND FUTURES COMBINED 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: 59,227
COMMITMENTS
34,788 13,524 908 15,574 36,613 51,269 51,045 7,958 8,183
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 730)
-1,502 1,682 1 2,656 -900 1,155 783 -424 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 22.8 1.5 26.3 61.8 86.6 86.2 13.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
42 33 7 30 26 77 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 118,455
COMMITMENTS
69,576 27,049 1,815 31,147 73,225 102,538 102,090 15,917 16,365
CHANGES FROM 10/25/16 (CHANGE IN OPEN INTEREST: 1,460)
-3,004 3,363 1 5,312 -1,799 2,309 1,565 -849 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.7 22.8 1.5 26.3 61.8 86.6 86.2 13.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
42 33 7 30 26 77 61
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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