WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,119
COMMITMENTS
156,694 246,094 75,235 170,968 87,798 402,897 409,127 44,222 37,992
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 23,683)
7,072 20,179 7,134 8,362 -2,376 22,568 24,937 1,115 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 55.0 16.8 38.2 19.6 90.1 91.5 9.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
147 131 125 107 88 323 284
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 246,509
COMMITMENTS
98,371 79,829 24,679 100,179 119,167 223,229 223,675 23,280 22,834
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -254)
-453 8,084 -6,581 5,071 -610 -1,963 893 1,709 -1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 32.4 10.0 40.6 48.3 90.6 90.7 9.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
74 49 54 82 78 176 168
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,371,182
COMMITMENTS
381,504 478,805 199,855 624,845 530,891 1206204 1209551 164,978 161,631
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 13,281)
15,801 13,295 4,258 -10,412 -7,740 9,647 9,813 3,634 3,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 34.9 14.6 45.6 38.7 88.0 88.2 12.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
191 142 179 258 295 546 548
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,269
COMMITMENTS
1,711 773 248 2,189 4,407 4,148 5,428 2,121 841
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 329)
182 -97 -61 174 486 295 328 34 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 12.3 4.0 34.9 70.3 66.2 86.6 33.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 5 8 11 24 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 647,710
COMMITMENTS
146,042 174,865 97,396 359,175 272,569 602,613 544,830 45,097 102,880
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 7,532)
-2,428 -3,492 7,872 1,945 551 7,389 4,931 143 2,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 27.0 15.0 55.5 42.1 93.0 84.1 7.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
154 153 173 162 222 409 482
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,184
COMMITMENTS
118,921 106,149 69,784 178,492 197,037 367,197 372,970 36,987 31,214
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -1,804)
1,877 -4,977 1,076 -5,128 1,278 -2,175 -2,623 371 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 26.3 17.3 44.2 48.7 90.8 92.3 9.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
99 83 98 87 69 242 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 678,069
COMMITMENTS
124,265 131,113 12,646 383,616 363,859 520,527 507,618 157,542 170,451
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,157)
-3,507 8,519 -2,083 -996 -11,476 -6,586 -5,040 7,743 6,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 19.3 1.9 56.6 53.7 76.8 74.9 23.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
35 30 26 68 63 115 108
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 756,959
COMMITMENTS
34,197 140,557 16,424 585,206 493,951 635,827 650,932 121,132 106,027
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 16,860)
1,525 221 5,934 1,803 7,197 9,262 13,352 7,598 3,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.5 18.6 2.2 77.3 65.3 84.0 86.0 16.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
9 15 11 63 60 81 79
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,308
COMMITMENTS
1,598 409 401 1,011 2,291 3,010 3,101 298 207
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -548)
-315 238 -102 -121 -675 -538 -539 -10 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 12.4 12.1 30.6 69.3 91.0 93.7 9.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 3 3 7 11 19 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,607
COMMITMENTS
100,591 79,841 48,759 176,923 203,864 326,273 332,464 43,334 37,143
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 4,789)
-1,371 9,630 4,939 658 -9,359 4,226 5,210 563 -421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 21.6 13.2 47.9 55.2 88.3 90.0 11.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
84 61 78 95 83 219 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,048
COMMITMENTS
2,196 2,991 322 4,590 4,326 7,108 7,639 1,940 1,409
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -2,052)
-234 -2,150 -172 -833 496 -1,239 -1,826 -813 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 33.1 3.6 50.7 47.8 78.6 84.4 21.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
18 18 8 17 10 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,436,489
COMMITMENTS
258,127 234,642 44,827 1014654 981,868 1317608 1261337 118,881 175,152
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 75,591)
44,875 30,470 1,639 26,256 26,098 72,770 58,207 2,821 17,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 16.3 3.1 70.6 68.4 91.7 87.8 8.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
62 46 36 111 115 186 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,370,091
COMMITMENTS
892,977 652,967 128,351 1990410 2031658 3011738 2812976 358,353 557,115
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 36,196)
31,185 20,294 15,486 -22,865 -6,125 23,806 29,655 12,390 6,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 19.4 3.8 59.1 60.3 89.4 83.5 10.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
86 83 65 157 165 277 279
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,291
COMMITMENTS
58,020 46,062 4,020 209,653 183,325 271,693 233,407 80,598 118,884
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 7,195)
3,038 458 1,842 -2,065 -684 2,815 1,616 4,380 5,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 13.1 1.1 59.5 52.0 77.1 66.3 22.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 5 5 33 32 44 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,209,472
COMMITMENTS
453,477 623,644 128,298 2358542 2095376 2940317 2847318 269,155 362,154
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 17,530)
-26,673 -2,934 21,428 29,932 -7,097 24,687 11,397 -7,157 6,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 19.4 4.0 73.5 65.3 91.6 88.7 8.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
46 72 51 119 144 195 237
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,528,760
COMMITMENTS
233,367 260,528 326,015 933,631 884,886 1493013 1471429 35,747 57,331
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 109,414)
-14,871 38,054 35,653 88,529 35,656 109,311 109,363 103 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 17.0 21.3 61.1 57.9 97.7 96.2 2.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
18 53 50 58 73 115 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,726
COMMITMENTS
28,703 5,873 3,163 18,972 43,365 50,837 52,401 9,890 8,326
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 75)
-1,215 424 -59 1,623 -922 350 -557 -275 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 9.7 5.2 31.2 71.4 83.7 86.3 16.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 15 7 31 27 71 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,452
COMMITMENTS
57,405 11,746 6,325 37,943 86,730 101,673 104,801 19,779 16,651
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 150)
-2,429 847 -117 3,245 -1,844 699 -1,114 -549 1,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.3 9.7 5.2 31.2 71.4 83.7 86.3 16.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
38 15 7 31 27 71 47
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 42,126
COMMITMENTS
37,891 39,616 1,885 2,275 544 42,051 42,045 75 81
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 523)
-250 -225 759 0 0 509 534 14 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.9 94.0 4.5 5.4 1.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
25 16 2 2 1 29 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,071
COMMITMENTS
6,701 6,581 92 24,189 24,275 30,982 30,948 89 123
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 778)
712 31 0 24 735 736 766 42 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 21.2 0.3 77.9 78.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 13 1 7 19 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,165
COMMITMENTS
11,098 5,003 0 15,026 21,017 26,124 26,020 41 145
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 495)
-1,125 596 0 1,644 -163 519 433 -24 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.4 19.1 0.0 57.4 80.3 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 10 0 6 12 15 22
Updated May 19, 2017