WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,653
COMMITMENTS
152,656 210,914 93,593 186,470 131,524 432,719 436,031 44,934 41,622
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -3,344)
-5,175 1,374 927 1,969 -6,088 -2,279 -3,787 -1,065 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 44.2 19.6 39.0 27.5 90.6 91.3 9.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
141 146 130 98 104 329 314
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,668
COMMITMENTS
87,828 50,603 34,757 84,014 119,615 206,599 204,975 21,069 22,693
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -4,980)
263 -1,941 -2,151 -3,540 -1,285 -5,428 -5,377 448 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 22.2 15.3 36.9 52.5 90.7 90.0 9.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
79 50 64 69 81 181 175
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,351,289
COMMITMENTS
415,481 308,744 194,521 600,569 656,582 1210571 1159847 140,718 191,442
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 29,428)
26,542 -13,394 -2 4,119 32,866 30,659 19,470 -1,231 9,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 22.8 14.4 44.4 48.6 89.6 85.8 10.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
169 149 179 240 318 522 572
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,901
COMMITMENTS
2,186 1,824 210 2,714 4,561 5,110 6,595 2,791 1,306
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 256)
302 -211 11 -214 241 99 41 157 215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 23.1 2.7 34.4 57.7 64.7 83.5 35.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 6 6 13 11 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 728,991
COMMITMENTS
275,598 94,587 81,783 323,578 438,594 680,959 614,964 48,032 114,027
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 46,309)
33,011 6,765 7,618 1,870 28,519 42,499 42,902 3,810 3,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 13.0 11.2 44.4 60.2 93.4 84.4 6.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 650)
187 150 159 155 256 427 505
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,582
COMMITMENTS
149,402 24,860 78,513 144,915 285,460 372,830 388,833 35,752 19,749
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 14,895)
3,326 -3,030 10,951 1,471 7,895 15,748 15,816 -853 -921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 6.1 19.2 35.5 69.9 91.2 95.2 8.8 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
122 52 101 77 85 249 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,355
COMMITMENTS
85,865 119,583 9,203 393,981 322,619 489,049 451,405 125,306 162,950
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -1,463)
-4,924 6,059 -257 5,651 397 470 6,199 -1,933 -7,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.5 1.5 64.1 52.5 79.6 73.5 20.4 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 34 21 65 63 101 111
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,286
COMMITMENTS
56,508 132,288 2,510 523,501 456,000 582,519 590,798 113,767 105,488
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,345)
-4,390 -2,267 793 11,207 10,084 7,610 8,610 -3,265 -4,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 19.0 0.4 75.2 65.5 83.7 84.8 16.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 14 9 55 52 73 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,044
COMMITMENTS
2,646 536 1,119 1,845 4,191 5,610 5,846 434 198
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 205)
-119 48 -53 448 276 276 271 -71 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.8 8.9 18.5 30.5 69.3 92.8 96.7 7.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 3 6 10 18 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 378,588
COMMITMENTS
126,642 29,767 45,431 159,902 277,557 331,975 352,755 46,613 25,833
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 26,205)
15,074 -4,832 9,543 1,013 20,149 25,630 24,860 575 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 7.9 12.0 42.2 73.3 87.7 93.2 12.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
99 50 80 93 90 239 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,290
COMMITMENTS
2,025 5,576 254 6,420 3,551 8,699 9,381 2,591 1,909
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -248)
73 -67 -33 -505 -215 -465 -315 217 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 49.4 2.2 56.9 31.5 77.1 83.1 22.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 21 7 19 9 36 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,252,240
COMMITMENTS
257,664 260,025 61,289 826,939 775,135 1145892 1096449 106,348 155,791
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 79,179)
16,981 24,156 393 58,206 57,482 75,580 82,031 3,599 -2,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.8 4.9 66.0 61.9 91.5 87.6 8.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
53 50 31 103 105 171 171
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,162,734
COMMITMENTS
558,349 855,528 104,059 2180160 1701798 2842568 2661385 320,166 501,349
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 67,167)
87,371 8,814 6,450 -48,426 67,025 45,395 82,289 21,772 -15,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 27.1 3.3 68.9 53.8 89.9 84.1 10.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
61 106 64 142 159 241 292
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 309,268
COMMITMENTS
35,182 43,472 368 202,452 173,208 238,002 217,048 71,266 92,220
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 11,045)
-1,638 7,299 -2,280 9,397 18,615 5,479 23,634 5,566 -12,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 14.1 0.1 65.5 56.0 77.0 70.2 23.0 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 2 39 34 45 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,037,553
COMMITMENTS
320,226 627,555 77,847 2408728 1964525 2806801 2669927 230,752 367,626
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 56,972)
45,492 -20,892 9,088 14,378 64,193 68,958 52,389 -11,986 4,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 20.7 2.6 79.3 64.7 92.4 87.9 7.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
43 74 41 113 151 183 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,118,949
COMMITMENTS
148,224 232,984 207,510 733,233 632,057 1088967 1072551 29,982 46,398
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 149,494)
52,929 11,726 78,107 15,937 60,920 146,973 150,753 2,521 -1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 20.8 18.5 65.5 56.5 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
25 39 37 53 66 98 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,349
COMMITMENTS
41,054 9,297 900 15,095 48,073 57,048 58,269 10,301 9,080
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 2,141)
3,687 3,988 -371 -1,759 -980 1,557 2,638 584 -497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 13.8 1.3 22.4 71.4 84.7 86.5 15.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
45 22 9 28 33 75 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 134,698
COMMITMENTS
82,108 18,594 1,799 30,189 96,145 114,096 116,538 20,602 18,160
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,281)
7,374 7,976 -742 -3,518 -1,959 3,114 5,275 1,167 -994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.0 13.8 1.3 22.4 71.4 84.7 86.5 15.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
45 22 9 28 33 75 62
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,711
COMMITMENTS
26,177 34,338 369 8,043 0 34,589 34,707 122 4
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,168)
1,175 1,168 0 0 0 1,175 1,168 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.4 98.9 1.1 23.2 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
28 8 1 3 0 32 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,285
COMMITMENTS
21,725 7,515 329 10,194 24,238 32,248 32,082 37 203
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 310)
-715 874 160 902 -708 347 326 -37 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.3 23.3 1.0 31.6 75.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 15 1 5 22 11 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,708
COMMITMENTS
30,870 2,795 175 6,648 34,594 37,693 37,564 15 144
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 151)
163 -308 0 0 481 163 173 -12 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.9 7.4 0.5 17.6 91.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 7 1 3 15 15 23
Updated January 27, 2017