WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 463,755
COMMITMENTS
156,632 203,818 92,917 167,325 123,928 416,874 420,663 46,881 43,092
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 5,907)
2,794 -22,464 7,099 486 19,384 10,379 4,019 -4,472 1,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 43.9 20.0 36.1 26.7 89.9 90.7 10.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
165 139 131 97 99 339 312
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 234,182
COMMITMENTS
87,044 59,617 37,306 88,599 114,130 212,949 211,053 21,233 23,129
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -6,483)
-4,280 -20,086 -315 -921 12,079 -5,516 -8,322 -967 1,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 25.5 15.9 37.8 48.7 90.9 90.1 9.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
78 59 56 73 80 179 175
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,251,333
COMMITMENTS
366,651 323,630 178,507 567,923 566,558 1113081 1068695 138,252 182,638
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 6,729)
11,972 -5,025 1,828 -1,508 -2,198 12,292 -5,395 -5,563 12,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 25.9 14.3 45.4 45.3 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
146 144 162 235 311 480 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,827
COMMITMENTS
1,885 1,796 94 2,765 3,951 4,744 5,841 2,083 986
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 184)
98 -13 38 133 221 269 246 -85 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 26.3 1.4 40.5 57.9 69.5 85.6 30.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 6 4 13 11 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,625
COMMITMENTS
196,625 77,523 76,364 312,319 370,519 585,308 524,406 43,317 104,219
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -1,134)
1,222 7,950 -5,551 2,931 -3,376 -1,398 -977 264 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 12.3 12.1 49.7 58.9 93.1 83.4 6.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
171 129 149 150 226 404 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,513
COMMITMENTS
137,345 27,514 66,934 136,260 259,495 340,539 353,943 35,974 22,570
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 6,395)
1,542 -5,393 206 2,035 12,946 3,783 7,759 2,612 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 7.3 17.8 36.2 68.9 90.4 94.0 9.6 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
110 50 80 80 81 226 187
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,710
COMMITMENTS
84,615 128,379 11,095 403,639 313,983 499,349 453,457 122,361 168,253
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 17,121)
3,050 14,655 3,096 13,049 -6,813 19,195 10,938 -2,074 6,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 20.6 1.8 64.9 50.5 80.3 72.9 19.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
27 36 18 63 64 97 111
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 690,999
COMMITMENTS
62,634 136,887 1,394 514,034 445,296 578,062 583,577 112,937 107,422
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 3,261)
-2,792 -5,538 192 3,868 5,711 1,268 365 1,993 2,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 19.8 0.2 74.4 64.4 83.7 84.5 16.3 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 16 7 49 52 66 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,853
COMMITMENTS
2,785 572 1,329 1,195 3,648 5,309 5,549 544 304
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 444)
217 17 42 157 274 416 333 28 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.6 9.8 22.7 20.4 62.3 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 3 8 8 14 28 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 336,636
COMMITMENTS
94,494 49,330 37,179 164,694 222,123 296,367 308,632 40,269 28,004
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 10,159)
2,498 -4,643 461 7,265 13,647 10,224 9,465 -65 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 14.7 11.0 48.9 66.0 88.0 91.7 12.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
78 54 73 89 82 210 177
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,708
COMMITMENTS
2,030 5,964 180 7,173 3,702 9,383 9,846 2,325 1,862
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -11)
-176 -403 17 206 215 47 -171 -58 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 50.9 1.5 61.3 31.6 80.1 84.1 19.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 23 5 20 9 37 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,185,935
COMMITMENTS
238,528 253,031 69,064 781,531 700,742 1089123 1022837 96,812 163,098
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 45,219)
46,187 11,292 -1,814 12,434 25,331 56,807 34,809 -11,588 10,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 21.3 5.8 65.9 59.1 91.8 86.2 8.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
54 51 29 98 108 165 175
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,104,486
COMMITMENTS
455,160 849,849 99,663 2272831 1628272 2827654 2577784 276,832 526,702
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 7,934)
-16,065 33,693 6,732 45,129 -50,733 35,796 -10,308 -27,862 18,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 27.4 3.2 73.2 52.4 91.1 83.0 8.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
54 111 61 137 160 231 292
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 288,737
COMMITMENTS
38,590 27,232 4,328 178,207 162,342 221,125 193,902 67,612 94,835
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,674)
-7,583 -319 -181 3,199 2,072 -4,565 1,572 891 -5,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 9.4 1.5 61.7 56.2 76.6 67.2 23.4 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 2 34 33 40 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,992,408
COMMITMENTS
248,625 686,121 60,369 2463185 1876764 2772179 2623254 220,229 369,154
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 23,263)
-3,124 23,510 -7,756 40,603 18,591 29,723 34,345 -6,460 -11,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 22.9 2.0 82.3 62.7 92.6 87.7 7.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
36 80 30 102 156 154 250
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,001,097
COMMITMENTS
84,074 219,172 125,790 764,243 603,967 974,107 948,929 26,990 52,168
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 118,790)
20,241 45,906 29,792 67,879 37,890 117,912 113,588 878 5,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 21.9 12.6 76.3 60.3 97.3 94.8 2.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 40 31 49 59 86 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,240
COMMITMENTS
36,829 6,174 1,265 17,454 48,730 55,548 56,169 9,693 9,072
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,101)
-4,994 -587 776 362 -4,510 -3,856 -4,321 -245 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 9.5 1.9 26.8 74.7 85.1 86.1 14.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 19 8 32 33 76 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,480
COMMITMENTS
73,657 12,347 2,530 34,908 97,460 111,095 112,337 19,385 18,143
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,201)
-9,987 -1,173 1,552 723 -9,020 -7,712 -8,641 -489 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 9.5 1.9 26.8 74.7 85.1 86.1 14.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
42 19 8 32 33 76 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,320
COMMITMENTS
23,119 30,946 369 7,744 0 31,232 31,315 88 5
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 7,664)
8,030 7,663 0 -362 0 7,668 7,663 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 98.8 1.2 24.7 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
25 11 1 3 0 29 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,003
COMMITMENTS
22,313 7,029 169 9,491 24,592 31,973 31,790 30 213
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 900)
989 396 -120 11 656 880 932 20 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 22.0 0.5 29.7 76.8 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 15 1 5 23 13 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,366
COMMITMENTS
31,514 3,102 175 6,644 34,980 38,333 38,257 33 109
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 3,796)
3,770 225 0 0 3,592 3,770 3,817 26 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.1 8.1 0.5 17.3 91.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 1 3 16 10 27
Updated January 13, 2017