WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,912
COMMITMENTS
158,764 185,246 60,494 157,325 131,509 376,583 377,249 39,329 38,663
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 14,926)
1,396 4,362 3,309 12,675 7,189 17,380 14,860 -2,454 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 44.5 14.5 37.8 31.6 90.5 90.7 9.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
138 125 107 86 104 289 280
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,872
COMMITMENTS
86,135 41,111 26,945 78,270 122,506 191,350 190,562 20,522 21,310
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 4,896)
-2,963 43 5,489 1,973 946 4,499 6,478 397 -1,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 19.4 12.7 36.9 57.8 90.3 89.9 9.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
72 44 56 72 83 176 162
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,373,407
COMMITMENTS
447,243 248,353 196,797 588,360 740,994 1232400 1186144 141,007 187,263
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 11,894)
10,695 6,252 876 2,837 2,789 14,408 9,917 -2,514 1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 18.1 14.3 42.8 54.0 89.7 86.4 10.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
167 142 173 232 329 513 568
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,944
COMMITMENTS
1,901 1,169 718 1,730 4,174 4,349 6,061 2,595 883
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -246)
-201 -379 314 -367 -278 -254 -343 8 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 16.8 10.3 24.9 60.1 62.6 87.3 37.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 3 6 9 12 27 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 676,564
COMMITMENTS
228,137 84,758 88,463 314,327 387,509 630,927 560,730 45,637 115,834
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,959)
-2,933 1,880 -5,940 2,750 -4,933 -6,123 -8,993 -1,836 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 12.5 13.1 46.5 57.3 93.3 82.9 6.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
154 150 162 144 236 396 484
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,689
COMMITMENTS
100,171 56,703 65,688 169,837 220,229 335,696 342,620 31,993 25,069
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 1,249)
1,323 4,339 3,089 -3,515 -4,173 897 3,255 352 -2,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 15.4 17.9 46.2 59.9 91.3 93.2 8.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
79 79 94 87 75 232 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 673,380
COMMITMENTS
91,847 134,673 13,886 437,963 365,728 543,696 514,287 129,684 159,093
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 22,802)
755 21,717 -1,288 26,911 3,580 26,378 24,009 -3,576 -1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 20.0 2.1 65.0 54.3 80.7 76.4 19.3 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
33 32 19 65 71 106 114
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,922
COMMITMENTS
53,041 117,791 7,577 551,905 479,022 612,523 604,390 117,399 125,532
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -18,714)
-3,839 -6,492 -2,209 -13,187 -16,899 -19,235 -25,600 521 6,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 16.1 1.0 75.6 65.6 83.9 82.8 16.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
9 13 6 63 54 75 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,571
COMMITMENTS
2,805 0 586 793 3,845 4,184 4,431 387 140
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -180)
95 -49 -193 -62 101 -160 -141 -20 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 0.0 12.8 17.3 84.1 91.5 96.9 8.5 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 0 4 6 14 20 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 363,324
COMMITMENTS
124,110 31,461 39,131 156,844 261,971 320,085 332,563 43,239 30,761
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -7,079)
-4,977 1,754 -951 -1,747 -8,754 -7,675 -7,951 596 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 8.7 10.8 43.2 72.1 88.1 91.5 11.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
89 49 63 83 87 203 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,770
COMMITMENTS
2,103 5,329 334 6,016 4,183 8,453 9,846 3,317 1,924
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -60)
55 -191 -29 -269 135 -243 -85 183 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 45.3 2.8 51.1 35.5 71.8 83.7 28.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 20 5 20 12 35 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,416,168
COMMITMENTS
217,300 353,805 57,415 1028413 843,745 1303128 1254965 113,040 161,203
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -3,965)
-45,982 60,804 25,693 7,966 -99,578 -12,323 -13,081 8,358 9,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 25.0 4.1 72.6 59.6 92.0 88.6 8.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
50 60 31 104 114 170 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,254,479
COMMITMENTS
527,862 826,376 98,461 2304297 1778988 2930620 2703825 323,859 550,654
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -909)
55,693 -55,452 -18,487 -20,289 49,113 16,917 -24,826 -17,826 23,917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 25.4 3.0 70.8 54.7 90.0 83.1 10.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
61 105 54 141 163 231 293
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 338,916
COMMITMENTS
62,507 53,181 366 210,303 175,891 273,176 229,438 65,740 109,478
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -286)
8,705 -2,206 -865 -7,716 -5,191 124 -8,262 -410 7,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 15.7 0.1 62.1 51.9 80.6 67.7 19.4 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 7 5 36 36 47 46
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,082,637
COMMITMENTS
313,665 725,241 103,096 2431491 1860347 2848252 2688684 234,385 393,953
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -72,463)
-62,785 61,425 -7,014 9,735 -162,519 -60,064 -108,108 -12,399 35,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 23.5 3.3 78.9 60.3 92.4 87.2 7.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
43 85 39 117 148 183 249
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,400,594
COMMITMENTS
120,899 367,277 255,895 987,219 725,672 1364013 1348844 36,581 51,750
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: -183,033)
-76,724 14,595 -46,240 -62,064 -150,638 -185,028 -182,283 1,995 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 26.2 18.3 70.5 51.8 97.4 96.3 2.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
29 33 49 62 69 118 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 73,766
COMMITMENTS
41,150 8,489 4,000 17,796 52,044 62,945 64,533 10,821 9,234
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 4,156)
3,023 118 899 -302 4,508 3,619 5,524 537 -1,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 11.5 5.4 24.1 70.6 85.3 87.5 14.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
53 23 11 31 31 88 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,532
COMMITMENTS
82,300 16,978 7,999 35,591 104,088 125,890 129,065 21,642 18,467
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 8,312)
6,045 235 1,797 -604 9,015 7,238 11,047 1,074 -2,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 11.5 5.4 24.1 70.6 85.3 87.5 14.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
53 23 11 31 31 88 61
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 38,256
COMMITMENTS
30,635 37,854 376 7,123 0 38,134 38,230 122 26
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 372)
-329 352 7 679 0 357 359 15 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 98.9 1.0 18.6 0.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
25 11 2 4 0 30 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,468
COMMITMENTS
20,166 6,690 87 12,142 25,522 32,395 32,299 73 169
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 81)
1,770 237 -1,868 145 1,692 47 61 34 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.1 20.6 0.3 37.4 78.6 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 2 6 22 12 40
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,785
COMMITMENTS
38,290 3,441 181 9,313 44,041 47,784 47,663 1 122
CHANGES FROM 02/28/17 (CHANGE IN OPEN INTEREST: 3,209)
3,535 114 -2,774 2,500 5,864 3,261 3,204 -52 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 7.2 0.4 19.5 92.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 8 2 5 14 16 24
Updated March 10, 2017