WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 610,807
COMMITMENTS
133,470 228,700 179,373 240,935 156,935 553,777 565,008 57,030 45,800
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 9,445)
-459 2,784 -3,367 13,540 8,697 9,715 8,113 -270 1,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 37.4 29.4 39.4 25.7 90.7 92.5 9.3 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
157 157 173 139 123 396 366
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 277,904
COMMITMENTS
98,391 96,249 52,924 102,409 104,772 253,724 253,944 24,180 23,960
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,508)
3,098 7,188 -91 -747 -4,326 2,260 2,771 248 -263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 34.6 19.0 36.9 37.7 91.3 91.4 8.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
70 73 79 101 88 214 212
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,751,431
COMMITMENTS
394,870 288,712 443,649 715,198 772,500 1553716 1504861 197,715 246,570
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -10,026)
9,404 -28,210 -19,322 -5,464 40,622 -15,381 -6,910 5,355 -3,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.5 25.3 40.8 44.1 88.7 85.9 11.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 829)
208 162 247 356 375 702 673
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,223
COMMITMENTS
2,016 1,097 1,463 4,144 6,309 7,623 8,869 2,600 1,354
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -80)
-47 -222 117 74 208 144 103 -224 -183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 10.7 14.3 40.5 61.7 74.6 86.8 25.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 8 11 14 9 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 729,804
COMMITMENTS
216,270 48,535 155,728 300,736 419,079 672,733 623,342 57,071 106,463
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 12,167)
8,396 -4,558 9,500 -4,562 9,080 13,334 14,022 -1,166 -1,855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 6.7 21.3 41.2 57.4 92.2 85.4 7.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
193 150 195 183 237 487 494
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,135
COMMITMENTS
179,742 30,291 123,720 164,823 335,759 468,285 489,770 46,850 25,364
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,849)
-5,714 4,039 5,008 -2,366 -9,918 -3,072 -871 223 -1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 5.9 24.0 32.0 65.2 90.9 95.1 9.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
128 56 114 94 94 284 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 671,846
COMMITMENTS
77,285 77,893 81,607 348,499 330,232 507,391 489,732 164,455 182,113
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 15,586)
-7,398 -5,579 13,602 5,347 7,175 11,552 15,199 4,034 387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.6 12.1 51.9 49.2 75.5 72.9 24.5 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 33 40 76 74 132 124
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,046
COMMITMENTS
43,058 148,662 14,252 452,987 375,531 510,297 538,445 123,749 95,601
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 15,716)
-285 8,783 -353 8,059 8,296 7,421 16,726 8,296 -1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 23.4 2.2 71.4 59.2 80.5 84.9 19.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 12 12 61 55 83 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,686
COMMITMENTS
3,005 841 1,055 1,257 3,595 5,317 5,491 369 195
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 387)
264 454 -93 214 61 385 422 2 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.8 14.8 18.6 22.1 63.2 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 4 5 5 12 23 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 423,426
COMMITMENTS
77,093 53,806 88,944 203,824 247,257 369,862 390,008 53,565 33,418
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 4,401)
439 5,868 5,355 -2,667 -5,307 3,127 5,916 1,275 -1,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 12.7 21.0 48.1 58.4 87.3 92.1 12.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
81 72 101 105 95 252 219
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,468
COMMITMENTS
1,689 5,363 506 6,904 3,595 9,099 9,464 2,369 2,004
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 662)
45 625 200 142 94 387 919 275 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 46.8 4.4 60.2 31.4 79.3 82.5 20.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 22 8 27 16 46 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,240,559
COMMITMENTS
294,733 207,852 69,767 758,574 806,900 1123074 1084519 117,486 156,041
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -42,934)
75,619 11,686 -36,592 -83,011 -15,900 -43,984 -40,806 1,050 -2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 16.8 5.6 61.1 65.0 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
61 42 42 106 125 184 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,465,510
COMMITMENTS
543,431 612,489 395,622 2161428 1942700 3100480 2950811 365,030 514,699
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 92,451)
-20,722 24,977 90,706 21,638 -13,916 91,623 101,767 828 -9,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 17.7 11.4 62.4 56.1 89.5 85.1 10.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
77 86 107 158 178 295 311
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 257,262
COMMITMENTS
46,583 48,802 772 140,185 123,247 187,540 172,821 69,722 84,441
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,321)
-8,309 17,466 376 3,762 -6,415 -4,171 11,427 1,850 -13,747
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 19.0 0.3 54.5 47.9 72.9 67.2 27.1 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 5 3 29 27 36 34
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,083,383
COMMITMENTS
407,989 552,230 147,175 2271302 2010014 2826466 2709418 256,917 373,965
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 163,625)
44,515 -17,705 24,252 104,780 140,666 173,548 147,214 -9,922 16,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 17.9 4.8 73.7 65.2 91.7 87.9 8.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
47 67 60 126 153 213 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 904,241
COMMITMENTS
83,007 116,345 137,595 654,203 600,677 874,805 854,618 29,435 49,623
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -1,041)
-13,694 -43,080 -19,162 28,736 60,999 -4,121 -1,244 3,079 202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 12.9 15.2 72.3 66.4 96.7 94.5 3.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
27 41 38 58 78 108 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,288
COMMITMENTS
37,222 15,334 817 13,654 33,576 51,693 49,727 7,594 9,561
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 60)
2,434 1,809 -90 -1,919 -3,037 424 -1,318 -364 1,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 25.9 1.4 23.0 56.6 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
45 32 8 26 26 74 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,575
COMMITMENTS
74,444 30,667 1,635 27,308 67,152 103,387 99,453 15,188 19,122
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 120)
4,868 3,618 -181 -3,839 -6,074 848 -2,636 -728 2,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 25.9 1.4 23.0 56.6 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
45 32 8 26 26 74 63
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,863
COMMITMENTS
14,318 16,432 405 2,048 0 16,771 16,837 92 26
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -820)
-366 -786 1 -433 0 -798 -785 -22 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.9 97.4 2.4 12.1 0.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
22 14 2 1 0 24 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,318
COMMITMENTS
16,937 10,829 45 14,290 20,196 31,272 31,070 46 248
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -340)
-902 -1,858 0 589 1,528 -313 -330 -27 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 34.6 0.1 45.6 64.5 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 11 1 7 19 15 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,238
COMMITMENTS
37,664 4,436 136 5,419 38,557 43,219 43,129 19 109
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 4,413)
4,147 -849 0 299 5,220 4,446 4,371 -33 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.1 10.3 0.3 12.5 89.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 6 1 4 11 19 18
Updated November 11, 2016