WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,102
COMMITMENTS
167,062 175,389 75,343 165,306 159,015 407,711 409,747 44,391 42,355
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -15,981)
7,375 -7,341 -10,600 -12,985 2,277 -16,210 -15,664 229 -317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 38.8 16.7 36.6 35.2 90.2 90.6 9.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
134 139 124 96 107 315 306
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,651
COMMITMENTS
89,595 45,424 29,877 87,789 131,043 207,261 206,344 22,390 23,307
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 220)
2,774 -1,873 -857 -385 4,379 1,532 1,649 -1,312 -1,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 19.8 13.0 38.2 57.1 90.3 89.9 9.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
74 50 62 75 91 181 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,501,027
COMMITMENTS
455,721 282,783 230,141 670,356 784,290 1356218 1297214 144,809 203,813
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 32,407)
-4,842 -7,364 15,075 24,331 29,622 34,564 37,333 -2,157 -4,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.8 15.3 44.7 52.3 90.4 86.4 9.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
184 137 183 249 321 542 566
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,083
COMMITMENTS
2,304 2,012 294 2,855 5,038 5,453 7,344 2,630 739
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -184)
-65 -101 51 -2 145 -16 95 -168 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 24.9 3.6 35.3 62.3 67.5 90.9 32.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 6 6 10 13 29 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 756,976
COMMITMENTS
251,562 84,793 112,459 343,645 441,965 707,666 639,217 49,310 117,759
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -15,278)
-9,959 -407 -7,976 3,667 -7,174 -14,268 -15,557 -1,010 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 11.2 14.9 45.4 58.4 93.5 84.4 6.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 647)
165 151 189 172 255 456 525
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 387,867
COMMITMENTS
108,582 43,956 74,480 171,771 242,396 354,833 360,832 33,034 27,035
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 8,628)
-5,185 19,146 -1,786 13,168 -9,632 6,197 7,728 2,431 900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.3 19.2 44.3 62.5 91.5 93.0 8.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
93 74 106 87 82 242 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,991
COMMITMENTS
95,313 119,037 13,088 397,044 342,450 505,445 474,575 137,546 168,416
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 10,664)
947 -1,574 3,053 -11,180 15,806 -7,180 17,285 17,844 -6,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 18.5 2.0 61.7 53.3 78.6 73.8 21.4 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
29 31 28 67 73 112 117
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 782,955
COMMITMENTS
54,873 123,848 24,118 573,696 511,400 652,687 659,366 130,268 123,589
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 15,833)
2,828 2,448 -960 736 8,052 2,604 9,540 13,229 6,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 15.8 3.1 73.3 65.3 83.4 84.2 16.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
10 14 10 64 55 81 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,957
COMMITMENTS
2,645 0 880 995 3,865 4,520 4,745 437 212
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 170)
-76 -69 262 -71 -78 115 115 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 0.0 17.8 20.1 78.0 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 0 5 9 15 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 389,728
COMMITMENTS
133,580 29,894 47,431 162,948 281,835 343,959 359,160 45,769 30,568
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 661)
1,809 -5,774 247 289 5,598 2,345 71 -1,684 590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 7.7 12.2 41.8 72.3 88.3 92.2 11.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
93 52 78 91 91 233 187
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,298
COMMITMENTS
2,158 5,966 624 6,125 3,834 8,907 10,424 3,391 1,874
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 218)
-72 57 200 -129 15 -1 272 219 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 48.5 5.1 49.8 31.2 72.4 84.8 27.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 21 8 18 11 38 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,608,124
COMMITMENTS
317,140 269,039 97,415 1081801 1068696 1496356 1435150 111,768 172,974
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 146,053)
11,090 -7,050 27,810 102,637 123,055 141,537 143,815 4,516 2,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 16.7 6.1 67.3 66.5 93.0 89.2 7.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
54 57 40 107 121 178 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,580,979
COMMITMENTS
528,284 830,583 161,080 2538212 2019231 3227576 3010894 353,403 570,085
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 240,433)
2,526 -36,699 12,261 187,336 231,055 202,123 206,617 38,310 33,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 23.2 4.5 70.9 56.4 90.1 84.1 9.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
59 101 68 132 164 227 298
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 335,555
COMMITMENTS
34,729 50,518 5,854 216,292 175,005 256,875 231,377 78,680 104,178
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 17,490)
436 6,749 5,483 1,880 -5,481 7,799 6,751 9,691 10,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 15.1 1.7 64.5 52.2 76.6 69.0 23.4 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 7 5 36 34 44 44
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,557,180
COMMITMENTS
372,861 677,810 144,809 2766946 2349298 3284616 3171917 272,564 385,263
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 167,043)
32,899 -18,287 61,929 44,603 115,085 139,431 158,727 27,612 8,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 19.1 4.1 77.8 66.0 92.3 89.2 7.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
43 82 46 120 157 190 258
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,455,720
COMMITMENTS
128,077 287,191 329,912 968,234 784,399 1426223 1401502 29,497 54,218
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 136,528)
-8,122 10,790 55,048 84,735 58,340 131,661 124,178 4,867 12,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 19.7 22.7 66.5 53.9 98.0 96.3 2.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
20 46 43 66 77 116 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,482
COMMITMENTS
33,659 7,938 2,192 17,661 44,274 53,512 54,404 9,970 9,078
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -33)
-1,542 142 396 690 -90 -456 448 423 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 12.5 3.5 27.8 69.7 84.3 85.7 15.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
43 26 9 31 33 79 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,964
COMMITMENTS
67,318 15,876 4,384 35,322 88,548 107,024 108,808 19,940 18,156
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -66)
-3,084 284 792 1,380 -180 -912 896 846 -962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.0 12.5 3.5 27.8 69.7 84.3 85.7 15.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
43 26 9 31 33 79 63
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,072
COMMITMENTS
27,685 34,702 369 6,908 0 34,962 35,071 110 1
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -41)
-40 -25 0 25 0 -15 -25 -26 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.9 98.9 1.1 19.7 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
27 9 1 3 0 31 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,226
COMMITMENTS
20,464 7,732 139 11,548 24,191 32,151 32,062 75 164
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 703)
456 18 50 149 647 655 715 48 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.5 24.0 0.4 35.8 75.1 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 1 5 22 11 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,101
COMMITMENTS
35,791 2,358 175 7,090 40,395 43,056 42,928 45 173
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 610)
380 -1,139 0 234 1,697 614 558 -4 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.0 5.5 0.4 16.4 93.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 7 1 4 13 14 21
Updated February 24, 2017