WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 404,793
COMMITMENTS
146,297 155,476 76,360 143,586 133,660 366,243 365,496 38,550 39,297
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -40,411)
-18,140 -20,044 -19,385 -1,498 319 -39,023 -39,110 -1,388 -1,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 38.4 18.9 35.5 33.0 90.5 90.3 9.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
119 121 118 90 107 283 287
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 262,793
COMMITMENTS
106,667 40,583 40,299 95,027 157,750 241,993 238,632 20,800 24,161
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -12,462)
-2,526 -8,699 -884 -7,147 884 -10,557 -8,699 -1,905 -3,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 15.4 15.3 36.2 60.0 92.1 90.8 7.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
82 46 66 80 88 194 180
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,361,668
COMMITMENTS
364,085 395,093 187,466 626,247 606,392 1177798 1188951 183,870 172,717
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -61,057)
-53,028 19,880 -23,851 15,957 -52,020 -60,922 -55,991 -135 -5,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 29.0 13.8 46.0 44.5 86.5 87.3 13.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
164 147 162 297 293 554 544
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,034
COMMITMENTS
2,528 470 164 558 4,514 3,250 5,148 2,784 886
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -955)
-88 -25 8 -981 -804 -1,061 -821 106 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 7.8 2.7 9.2 74.8 53.9 85.3 46.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
18 5 5 6 11 27 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,964
COMMITMENTS
137,240 231,780 101,443 393,371 258,944 632,054 592,167 52,910 92,797
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -21,492)
-20,754 23,296 -2,837 21 -40,561 -23,570 -20,102 2,078 -1,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 33.8 14.8 57.4 37.8 92.3 86.5 7.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
128 165 172 178 203 423 462
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 379,912
COMMITMENTS
107,290 81,755 73,142 167,874 195,503 348,306 350,400 31,606 29,512
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -29,015)
-9,525 -13,096 -11,204 -5,598 -2,929 -26,327 -27,229 -2,688 -1,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 21.5 19.3 44.2 51.5 91.7 92.2 8.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
91 71 117 91 74 255 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,814
COMMITMENTS
186,192 131,610 15,357 374,645 447,307 576,194 594,274 174,620 156,540
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,683)
2,734 9,783 5,343 -2,987 -15,800 5,090 -674 -6,773 -1,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 17.5 2.0 49.9 59.6 76.7 79.2 23.3 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
42 30 18 61 78 111 118
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 783,957
COMMITMENTS
65,880 140,836 11,467 585,731 542,503 663,078 694,806 120,879 89,151
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 17,742)
27,735 -854 -862 -5,985 17,600 20,888 15,884 -3,146 1,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 18.0 1.5 74.7 69.2 84.6 88.6 15.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
15 15 10 60 64 79 85
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,269
COMMITMENTS
682 312 458 864 1,351 2,004 2,121 265 148
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -202)
-104 121 -147 85 -115 -166 -141 -36 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 13.8 20.2 38.1 59.5 88.3 93.5 11.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 4 6 9 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 383,749
COMMITMENTS
86,120 114,265 65,215 192,059 166,655 343,394 346,135 40,355 37,614
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -16,620)
-10,835 11,153 1,490 -3,317 -28,488 -12,662 -15,845 -3,958 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 29.8 17.0 50.0 43.4 89.5 90.2 10.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
71 74 71 100 88 212 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,470
COMMITMENTS
3,219 1,972 375 3,773 5,488 7,367 7,835 2,103 1,635
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -257)
-322 -133 159 -130 -418 -293 -392 36 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 20.8 4.0 39.8 58.0 77.8 82.7 22.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
22 11 4 20 12 43 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,294,933
COMMITMENTS
212,115 354,073 36,321 922,967 743,817 1171403 1134211 123,530 160,722
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -33,353)
1,387 30,478 -663 -46,534 -69,021 -45,810 -39,206 12,457 5,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 27.3 2.8 71.3 57.4 90.5 87.6 9.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
52 56 30 105 113 170 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,137,084
COMMITMENTS
835,371 533,273 130,689 1801741 1945615 2767801 2609577 369,283 527,507
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -87,305)
-63,564 -20,490 12,581 -36,450 -93,451 -87,433 -101,360 128 14,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 17.0 4.2 57.4 62.0 88.2 83.2 11.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
75 93 58 146 162 257 277
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 386,862
COMMITMENTS
87,024 56,197 1,289 215,648 217,611 303,961 275,097 82,901 111,765
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 7,970)
23,339 10,970 -3,247 -7,420 -7,122 12,672 601 -4,702 7,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 14.5 0.3 55.7 56.3 78.6 71.1 21.4 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 8 7 32 35 45 46
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,113,882
COMMITMENTS
469,556 641,282 66,944 2309173 2036299 2845673 2744525 268,209 369,357
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 14,166)
-17,668 17,297 -5,775 53,306 806 29,863 12,328 -15,697 1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 20.6 2.1 74.2 65.4 91.4 88.1 8.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
47 69 39 117 141 188 225
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,698,574
COMMITMENTS
212,081 377,981 337,981 1103482 916,263 1653544 1632225 45,030 66,349
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -39,158)
-67,142 42,567 -338 28,111 -84,554 -39,369 -42,325 211 3,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 22.3 19.9 65.0 53.9 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
16 48 55 62 73 120 143
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,668
COMMITMENTS
38,946 5,037 3,670 14,524 48,574 57,139 57,281 8,529 8,387
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,534)
4,401 1,136 -131 112 4,854 4,382 5,859 152 -1,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.3 7.7 5.6 22.1 74.0 87.0 87.2 13.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
45 19 8 25 27 72 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,335
COMMITMENTS
77,891 10,074 7,340 29,047 97,148 114,278 114,562 17,057 16,773
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 9,067)
8,802 2,272 -262 224 9,707 8,764 11,717 303 -2,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.3 7.7 5.6 22.1 74.0 87.0 87.2 13.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
45 19 8 25 27 72 52
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,522
COMMITMENTS
29,704 33,929 256 4,398 210 34,358 34,395 164 127
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -14,482)
-8,183 -8,114 -6,360 -20 -20 -14,563 -14,494 81 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.0 98.3 0.7 12.7 0.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 16 1 2 1 24 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,906
COMMITMENTS
17,338 4,989 39 12,460 24,757 29,837 29,785 69 121
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,864)
2,734 -146 -53 -785 2,031 1,896 1,832 -32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 16.7 0.1 41.7 82.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 13 1 6 19 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,885
COMMITMENTS
12,742 4,618 0 10,103 18,206 22,845 22,824 40 61
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -3,142)
-3,284 17 0 156 -3,168 -3,128 -3,151 -14 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 20.2 0.0 44.1 79.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 0 5 11 16 20
Updated June 30, 2017