WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,738
COMMITMENTS
164,638 149,881 64,966 146,041 150,389 375,645 365,236 35,093 45,502
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 5,945)
18,341 -5,595 -11,394 2,455 16,729 9,402 -260 -3,457 6,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 36.5 15.8 35.6 36.6 91.5 88.9 8.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
120 136 113 80 111 275 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 261,240
COMMITMENTS
107,063 30,777 37,938 94,077 168,461 239,078 237,176 22,162 24,064
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -1,553)
396 -9,806 -2,361 -950 10,711 -2,915 -1,456 1,362 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 11.8 14.5 36.0 64.5 91.5 90.8 8.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
84 41 60 70 97 177 181
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,330,520
COMMITMENTS
375,785 332,305 151,866 620,407 664,965 1148058 1149136 182,462 181,384
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -31,148)
11,700 -62,788 -35,600 -5,840 58,573 -29,740 -39,815 -1,408 8,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 25.0 11.4 46.6 50.0 86.3 86.4 13.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
176 139 172 259 302 532 540
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,506
COMMITMENTS
2,842 636 282 624 4,475 3,748 5,393 2,758 1,113
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 472)
314 166 118 66 -39 498 245 -26 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.7 9.8 4.3 9.6 68.8 57.6 82.9 42.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 5 5 8 9 32 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 658,517
COMMITMENTS
143,625 203,054 91,679 370,292 278,512 605,596 573,245 52,921 85,272
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -26,447)
6,385 -28,726 -9,764 -23,079 19,568 -26,458 -18,922 11 -7,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 30.8 13.9 56.2 42.3 92.0 87.1 8.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
140 154 162 158 202 395 441
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,673
COMMITMENTS
106,561 70,595 62,705 164,426 210,304 333,692 343,604 40,981 31,069
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -5,239)
-729 -11,160 -10,437 -3,448 14,801 -14,614 -6,796 9,375 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 18.8 16.7 43.9 56.1 89.1 91.7 10.9 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
99 69 116 83 76 244 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 734,560
COMMITMENTS
184,378 117,357 12,216 375,495 439,292 572,089 568,865 162,471 165,695
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -16,254)
-1,814 -14,253 -3,141 850 -8,015 -4,105 -25,409 -12,149 9,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 16.0 1.7 51.1 59.8 77.9 77.4 22.1 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
46 25 17 63 78 115 114
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 795,328
COMMITMENTS
80,930 145,115 8,835 586,700 546,093 676,465 700,043 118,863 95,285
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 11,371)
15,050 4,279 -2,632 969 3,590 13,387 5,237 -2,016 6,134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 18.2 1.1 73.8 68.7 85.1 88.0 14.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
14 13 7 59 65 76 82
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,313
COMMITMENTS
686 438 415 980 1,314 2,081 2,167 232 146
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 44)
4 126 -43 116 -37 77 46 -33 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 18.9 17.9 42.4 56.8 90.0 93.7 10.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 3 3 6 8 14 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 364,845
COMMITMENTS
78,414 98,348 59,751 182,212 165,556 320,377 323,655 44,468 41,190
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -18,904)
-7,706 -15,917 -5,464 -9,847 -1,099 -23,017 -22,480 4,113 3,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 27.0 16.4 49.9 45.4 87.8 88.7 12.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
72 58 70 96 81 208 188
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,327
COMMITMENTS
3,429 2,236 227 3,708 5,241 7,364 7,704 1,963 1,623
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -143)
210 264 -148 -65 -247 -3 -131 -140 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 24.0 2.4 39.8 56.2 79.0 82.6 21.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 15 9 20 11 49 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,365,365
COMMITMENTS
179,819 437,006 40,320 1023567 721,605 1243706 1198931 121,659 166,434
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 70,432)
-32,296 82,933 3,999 100,600 -22,212 72,303 64,720 -1,871 5,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 32.0 3.0 75.0 52.9 91.1 87.8 8.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
43 58 28 111 99 168 171
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,087,863
COMMITMENTS
824,954 561,992 115,649 1789473 1891070 2730076 2568711 357,787 519,152
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -49,221)
-10,417 28,719 -15,040 -12,268 -54,545 -37,725 -40,866 -11,496 -8,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 18.2 3.7 58.0 61.2 88.4 83.2 11.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
77 97 62 141 173 255 295
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 395,851
COMMITMENTS
81,424 52,455 4,453 222,565 216,514 308,442 273,422 87,409 122,429
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 8,989)
-5,600 -3,742 3,164 6,917 -1,097 4,481 -1,675 4,508 10,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 13.3 1.1 56.2 54.7 77.9 69.1 22.1 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 8 6 34 36 47 46
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,064,766
COMMITMENTS
403,416 622,709 59,101 2332780 2009330 2795297 2691140 269,469 373,626
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -49,116)
-66,140 -18,573 -7,843 23,607 -26,969 -50,376 -53,385 1,260 4,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 20.3 1.9 76.1 65.6 91.2 87.8 8.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
47 69 37 115 148 185 231
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,569,925
COMMITMENTS
191,926 370,857 311,873 1025067 825,698 1528866 1508428 41,059 61,497
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -128,649)
-20,155 -7,124 -26,108 -78,415 -90,565 -124,678 -123,797 -3,971 -4,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 23.6 19.9 65.3 52.6 97.4 96.1 2.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
13 54 56 57 69 117 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,412
COMMITMENTS
40,831 4,205 3,391 14,372 50,183 58,593 57,778 8,819 9,634
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 1,744)
1,885 -832 -280 -152 1,609 1,454 497 291 1,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 6.2 5.0 21.3 74.4 86.9 85.7 13.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
43 18 7 25 32 69 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 134,823
COMMITMENTS
81,661 8,410 6,781 28,743 100,365 117,185 115,556 17,638 19,267
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 3,488)
3,770 -1,664 -559 -304 3,217 2,907 994 581 2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 6.2 5.0 21.3 74.4 86.9 85.7 13.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
43 18 7 25 32 69 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,959
COMMITMENTS
29,409 51,387 256 22,238 210 51,903 51,853 56 106
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: 17,437)
-295 17,458 0 17,840 0 17,545 17,458 -108 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.6 98.9 0.5 42.8 0.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 16 1 2 1 23 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,310
COMMITMENTS
18,834 4,972 39 10,393 24,188 29,266 29,199 44 111
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -596)
1,496 -17 0 -2,067 -569 -571 -586 -25 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.3 17.0 0.1 35.5 82.5 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 07/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,793
COMMITMENTS
12,194 4,542 0 10,547 18,203 22,741 22,745 52 48
CHANGES FROM 06/26/17 (CHANGE IN OPEN INTEREST: -92)
-548 -76 0 444 -3 -104 -79 12 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.5 19.9 0.0 46.3 79.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 8 0 5 11 15 19
Updated July 7, 2017