WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,111
COMMITMENTS
150,093 201,992 93,464 187,513 139,906 431,070 435,362 45,041 40,749
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -18,244)
1,851 -10,324 -6,879 -12,413 480 -17,441 -16,723 -803 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 42.4 19.6 39.4 29.4 90.5 91.4 9.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
141 142 130 99 101 322 311
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 235,143
COMMITMENTS
88,172 58,148 34,151 89,964 118,759 212,287 211,058 22,856 24,085
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,974)
3,097 177 -556 -828 1,341 1,713 962 261 1,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 24.7 14.5 38.3 50.5 90.3 89.8 9.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
80 51 73 75 86 193 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,383,789
COMMITMENTS
413,109 295,927 206,708 619,392 683,393 1239209 1186028 144,580 197,761
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 37,017)
22,800 2,641 12,168 -1,580 13,332 33,388 28,141 3,629 8,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 21.4 14.9 44.8 49.4 89.6 85.7 10.4 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
159 154 182 242 310 526 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,942
COMMITMENTS
2,257 2,046 256 2,492 4,507 5,005 6,809 2,937 1,133
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 382)
89 147 36 -3 106 122 289 260 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 25.8 3.2 31.4 56.7 63.0 85.7 37.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 6 9 12 28 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 729,898
COMMITMENTS
245,413 84,880 96,729 337,402 430,353 679,544 611,962 50,354 117,936
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 7,682)
-6,647 1,269 7,755 5,520 -1,076 6,628 7,948 1,054 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 11.6 13.3 46.2 59.0 93.1 83.8 6.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
180 132 174 163 236 437 483
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 397,899
COMMITMENTS
114,073 28,049 88,250 161,135 253,785 363,458 370,084 34,441 27,815
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -7,440)
-16,826 -9,193 4,588 4,002 -4,885 -8,236 -9,490 796 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 7.0 22.2 40.5 63.8 91.3 93.0 8.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
95 59 113 82 80 243 224
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,110
COMMITMENTS
80,468 117,417 12,008 397,046 320,130 489,522 449,555 131,588 171,555
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 6,524)
3,121 3,748 -1,610 -2,049 1,880 -538 4,018 7,062 2,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 18.9 1.9 63.9 51.5 78.8 72.4 21.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
26 31 22 64 67 102 108
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 742,124
COMMITMENTS
55,631 124,521 19,386 556,117 487,722 631,134 631,629 110,990 110,495
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 34,492)
424 3,253 14,170 20,822 21,842 35,416 39,265 -924 -4,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 16.8 2.6 74.9 65.7 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
12 14 11 63 54 82 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,941
COMMITMENTS
2,552 0 677 1,307 4,027 4,536 4,704 405 237
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -475)
418 -114 -471 -443 99 -496 -486 21 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.6 0.0 13.7 26.5 81.5 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 0 6 11 14 26 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 381,615
COMMITMENTS
126,531 36,307 45,957 161,336 270,672 333,824 352,936 47,791 28,679
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 758)
-754 3,582 -1,381 2,589 -2,066 454 135 304 623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 9.5 12.0 42.3 70.9 87.5 92.5 12.5 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
95 48 82 91 93 232 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,052
COMMITMENTS
2,268 5,910 368 6,297 3,792 8,933 10,070 3,119 1,982
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 448)
98 151 24 50 286 172 461 276 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 49.0 3.1 52.2 31.5 74.1 83.6 25.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 23 9 19 12 41 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,350,063
COMMITMENTS
280,392 267,166 59,645 899,214 866,576 1239251 1193387 110,812 156,676
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 28,210)
9,485 27,563 -1,800 14,202 8,177 21,887 33,940 6,323 -5,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 19.8 4.4 66.6 64.2 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
53 56 34 106 106 176 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,215,261
COMMITMENTS
472,335 776,912 128,865 2290003 1765881 2891203 2671658 324,058 543,603
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 39,973)
-49,489 -98,563 16,633 73,841 75,632 40,985 -6,298 -1,012 46,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 24.2 4.0 71.2 54.9 89.9 83.1 10.1 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
52 104 67 136 164 230 293
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 317,805
COMMITMENTS
30,008 43,165 366 207,989 184,021 238,363 227,552 79,442 90,253
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 5,253)
-2,615 -2 -121 7,216 15,132 4,480 15,009 773 -9,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.6 0.1 65.4 57.9 75.0 71.6 25.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 2 35 34 40 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,237,562
COMMITMENTS
377,348 612,289 86,489 2525693 2158168 2989530 2856946 248,032 380,616
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 110,254)
12,830 -21,742 15,939 82,059 99,823 110,828 94,020 -574 16,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 18.9 2.7 78.0 66.7 92.3 88.2 7.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
41 77 45 118 155 190 246
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,195,184
COMMITMENTS
109,995 242,244 255,102 806,999 653,612 1172096 1150958 23,088 44,226
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -105,318)
-45,488 -21,229 28,214 -11,813 -43,355 -29,087 -36,370 -76,231 -68,948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 20.3 21.3 67.5 54.7 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
22 48 37 58 70 101 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,132
COMMITMENTS
37,048 7,997 1,235 16,498 45,352 54,780 54,583 9,352 9,549
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 121)
1,060 -1,730 462 -736 364 786 -905 -666 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 12.5 1.9 25.7 70.7 85.4 85.1 14.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
44 19 7 28 34 74 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,263
COMMITMENTS
74,095 15,994 2,469 32,996 90,703 109,560 109,166 18,703 19,097
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 241)
2,120 -3,459 923 -1,471 727 1,572 -1,809 -1,331 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 12.5 1.9 25.7 70.7 85.4 85.1 14.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
44 19 7 28 34 74 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,091
COMMITMENTS
28,411 36,709 369 8,198 0 36,978 37,078 113 13
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 2,044)
2,077 2,035 0 -39 0 2,038 2,035 6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 99.0 1.0 22.1 0.0 99.7 100.0 0.3 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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,867
COMMITMENTS
21,113 8,236 89 10,639 23,332 31,841 31,657 26 210
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,533)
-160 1,092 -84 -2 -1,259 -246 -251 -1,287 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.3 25.8 0.3 33.4 73.2 99.9 99.3 0.1 0.7
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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,129
COMMITMENTS
35,756 3,314 175 7,136 39,524 43,067 43,013 62 116
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,195)
2,048 -85 0 115 2,301 2,163 2,216 -5,358 -5,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.9 7.7 0.4 16.5 91.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 8 1 5 14 15 23
Updated February 10, 2017