WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 549,259
COMMITMENTS
133,847 223,244 157,184 205,277 126,063 496,308 506,491 52,952 42,769
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -4,064)
728 875 -4,859 -221 3,145 -4,352 -839 288 -3,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 40.6 28.6 37.4 23.0 90.4 92.2 9.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
148 167 149 125 102 361 340
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 251,983
COMMITMENTS
88,996 84,820 43,648 96,586 101,999 229,230 230,468 22,753 21,515
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -4,045)
-248 -6,858 1,382 -4,157 2,974 -3,024 -2,502 -1,021 -1,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 33.7 17.3 38.3 40.5 91.0 91.5 9.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
72 66 63 90 85 196 189
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,497,392
COMMITMENTS
331,673 326,362 322,665 657,885 634,917 1312222 1283943 185,170 213,449
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 3,181)
-3,780 18,355 -4,138 3,719 -4,544 -4,199 9,674 7,380 -6,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 21.8 21.5 43.9 42.4 87.6 85.7 12.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
176 149 192 318 340 590 602
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,074
COMMITMENTS
1,429 1,853 979 3,512 4,200 5,921 7,032 2,154 1,042
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 15)
-43 -60 23 236 73 216 37 -202 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 22.9 12.1 43.5 52.0 73.3 87.1 26.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 8 9 15 10 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 783,863
COMMITMENTS
204,229 58,661 160,979 360,195 435,855 725,403 655,495 58,460 128,368
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -76,773)
-22,589 -11,315 -38,072 -17,736 -29,467 -78,397 -78,854 1,624 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 7.5 20.5 46.0 55.6 92.5 83.6 7.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
191 119 202 204 238 501 479
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 406,645
COMMITMENTS
141,193 33,206 81,342 144,336 267,624 366,871 382,173 39,773 24,472
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -31,633)
-15,857 2,155 -13,995 3,866 -17,528 -25,986 -29,368 -5,647 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 8.2 20.0 35.5 65.8 90.2 94.0 9.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
105 68 101 88 84 255 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 682,206
COMMITMENTS
84,246 99,377 57,378 403,635 350,018 545,259 506,773 136,947 175,433
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -87,965)
-3,470 -2,305 -39,456 -36,441 -48,029 -79,367 -89,790 -8,598 1,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 14.6 8.4 59.2 51.3 79.9 74.3 20.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 35 37 66 75 113 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 687,617
COMMITMENTS
72,679 137,976 1,188 507,906 446,138 581,773 585,301 105,844 102,315
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 6,720)
6,189 4,952 -6 4,975 1,752 11,158 6,698 -4,438 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 20.1 0.2 73.9 64.9 84.6 85.1 15.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
15 16 7 53 54 71 74
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,161
COMMITMENTS
2,556 637 1,277 919 3,097 4,752 5,011 409 150
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -184)
-218 -32 -16 60 -71 -174 -119 -10 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.5 12.3 24.7 17.8 60.0 92.1 97.1 7.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 4 5 8 14 26 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,594
COMMITMENTS
84,840 51,396 61,916 178,274 227,552 325,029 340,864 44,565 28,730
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -22,126)
899 -1,540 -9,680 -9,904 -5,354 -18,685 -16,574 -3,441 -5,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 13.9 16.8 48.2 61.6 87.9 92.2 12.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
86 56 82 101 97 227 205
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,049
COMMITMENTS
1,831 6,114 269 7,143 3,505 9,243 9,888 2,805 2,160
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -562)
-138 727 -495 -174 -836 -807 -604 245 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 50.7 2.2 59.3 29.1 76.7 82.1 23.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
16 25 6 22 12 40 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,142,163
COMMITMENTS
197,873 230,802 71,985 773,935 679,811 1043793 982,597 98,370 159,565
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -16,611)
-4,771 3,259 -30,600 20,373 14,630 -14,998 -12,710 -1,613 -3,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 20.2 6.3 67.8 59.5 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
50 52 39 95 103 165 174
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,562,020
COMMITMENTS
438,708 800,225 347,877 2441868 1870702 3228452 3018804 333,567 543,216
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -410,701)
9,657 45,629 -287,224 -127,706 -179,840 -405,273 -421,435 -5,428 10,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 22.5 9.8 68.6 52.5 90.6 84.7 9.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
59 104 96 150 172 268 313
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 289,240
COMMITMENTS
51,238 28,093 4,625 162,843 154,769 218,706 187,487 70,535 101,753
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,167)
-2,392 141 36 2,890 1,967 534 2,144 1,633 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 9.7 1.6 56.3 53.5 75.6 64.8 24.4 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 4 2 29 30 36 36
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,129,851
COMMITMENTS
325,216 648,088 164,055 2409703 1941491 2898974 2753633 230,878 376,218
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -70,434)
9,631 -9,537 -64,046 -13,135 4,952 -67,550 -68,631 -2,884 -1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 20.7 5.2 77.0 62.0 92.6 88.0 7.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
45 77 56 121 157 199 257
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 980,613
COMMITMENTS
77,564 155,056 111,445 768,094 663,115 957,102 929,616 23,511 50,997
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -20,264)
-8,714 7,357 -8,017 -1,543 -17,231 -18,275 -17,892 -1,989 -2,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 15.8 11.4 78.3 67.6 97.6 94.8 2.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
15 34 32 51 64 88 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,983
COMMITMENTS
37,155 6,670 1,652 17,105 48,131 55,911 56,453 10,072 9,531
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,291)
-239 131 92 727 814 581 1,037 710 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 10.1 2.5 25.9 72.9 84.7 85.6 15.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 19 8 32 32 74 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,966
COMMITMENTS
74,309 13,340 3,304 34,209 96,261 111,823 112,905 20,144 19,061
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,582)
-477 261 185 1,455 1,627 1,162 2,073 1,420 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.3 10.1 2.5 25.9 72.9 84.7 85.6 15.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 19 8 32 32 74 57
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,156
COMMITMENTS
14,358 22,774 369 8,345 0 23,072 23,143 84 13
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -4,391)
-400 -424 -3,066 0 0 -3,466 -3,490 -925 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.0 98.4 1.6 36.0 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
20 11 1 3 0 24 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,414
COMMITMENTS
20,621 6,694 433 10,350 24,059 31,404 31,186 10 228
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,962)
907 1,781 0 1,062 187 1,969 1,968 -7 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 21.3 1.4 32.9 76.6 100.0 99.3 0.0 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 13 1 5 21 11 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,439
COMMITMENTS
21,587 2,980 175 6,644 25,176 28,406 28,331 33 108
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 791)
770 -234 0 0 1,021 770 787 21 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.9 10.5 0.6 23.4 88.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 10 1 3 15 10 26
Updated December 30, 2016