WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 478,128
COMMITMENTS
167,119 198,733 97,868 172,063 134,356 437,050 430,957 41,078 47,171
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 17,140)
138 7,697 10,294 5,318 -532 15,750 17,459 1,390 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 41.6 20.5 36.0 28.1 91.4 90.1 8.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
136 132 123 98 100 306 296
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 292,525
COMMITMENTS
99,408 89,235 41,760 128,656 136,588 269,824 267,583 22,701 24,942
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 10,181)
2,430 8,071 5,699 3,105 -3,175 11,234 10,595 -1,053 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 30.5 14.3 44.0 46.7 92.2 91.5 7.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
78 57 64 91 80 199 180
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,489,037
COMMITMENTS
382,349 446,526 235,162 669,064 621,081 1286575 1302769 202,462 186,268
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 39,160)
7,811 10,328 21,030 8,942 3,104 37,783 34,462 1,377 4,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 30.0 15.8 44.9 41.7 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 744)
186 171 168 295 292 567 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,740
COMMITMENTS
2,264 594 803 1,472 4,559 4,539 5,956 2,201 784
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 734)
283 -236 105 243 715 631 584 103 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 8.8 11.9 21.8 67.6 67.3 88.4 32.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 5 4 7 11 24 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 744,280
COMMITMENTS
178,320 96,436 116,013 395,915 438,060 690,248 650,509 54,032 93,771
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 27,104)
20,746 -16,895 4,062 5,255 35,072 30,063 22,239 -2,959 4,865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 13.0 15.6 53.2 58.9 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
170 135 188 163 202 437 457
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 443,985
COMMITMENTS
126,685 61,187 107,520 177,486 245,625 411,691 414,332 32,294 29,653
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11,974)
6,653 246 5,299 2,178 7,445 14,130 12,990 -2,156 -1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 13.8 24.2 40.0 55.3 92.7 93.3 7.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
103 70 123 78 72 255 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 739,549
COMMITMENTS
184,195 133,220 11,766 390,572 430,760 586,533 575,746 153,016 163,803
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -1,574)
11,420 -11,982 -5,154 -5,570 19,888 696 2,752 -2,270 -4,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.0 1.6 52.8 58.2 79.3 77.9 20.7 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
40 28 16 67 71 110 112
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,007
COMMITMENTS
61,277 153,454 14,652 657,775 585,212 733,704 753,318 113,303 93,689
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 19,213)
86 -166 -1,921 17,843 27,694 16,008 25,607 3,205 -6,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 18.1 1.7 77.7 69.1 86.6 88.9 13.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
15 12 13 64 64 86 82
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,671
COMMITMENTS
996 713 174 144 594 1,314 1,481 357 190
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 41)
23 329 -22 57 -263 58 44 -17 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 42.7 10.4 8.6 35.5 78.6 88.6 21.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 5 3 6 15 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 381,697
COMMITMENTS
88,572 44,956 65,215 181,940 240,323 335,727 350,494 45,970 31,203
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 18,826)
3,697 -6,235 5,087 7,690 19,328 16,474 18,180 2,352 646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 11.8 17.1 47.7 63.0 88.0 91.8 12.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
82 59 87 86 83 212 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,993
COMMITMENTS
2,397 2,008 297 5,129 6,661 7,823 8,966 2,170 1,027
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -128)
-239 -71 19 -79 69 -299 17 171 -145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 20.1 3.0 51.3 66.7 78.3 89.7 21.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 12 8 12 15 35 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,737,821
COMMITMENTS
276,978 589,431 47,755 1290472 937,637 1615205 1574823 122,616 162,998
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 73,141)
35,531 96,940 1,818 31,913 -27,001 69,262 71,757 3,879 1,384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 33.9 2.7 74.3 54.0 92.9 90.6 7.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
45 67 29 115 119 177 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,036,524
COMMITMENTS
774,341 668,050 131,399 1812340 1707794 2718080 2507243 318,444 529,281
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -100,376)
-73,187 13,128 16,153 -14,393 -104,234 -71,427 -74,953 -28,949 -25,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 22.0 4.3 59.7 56.2 89.5 82.6 10.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
77 100 62 152 176 258 310
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,285
COMMITMENTS
50,401 61,769 10,210 283,598 219,196 344,209 291,175 82,076 135,110
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 76)
-18,809 7,966 691 16,281 -7,069 -1,837 1,588 1,913 -1,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 14.5 2.4 66.5 51.4 80.7 68.3 19.3 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 10 9 42 42 58 55
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,960,660
COMMITMENTS
355,004 800,583 85,685 2281411 1682488 2722100 2568756 238,560 391,904
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -8,063)
-33,775 110,219 5,793 33,181 -136,814 5,199 -20,802 -13,262 12,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 27.0 2.9 77.1 56.8 91.9 86.8 8.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
47 80 46 129 148 207 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,518,716
COMMITMENTS
105,035 166,796 310,238 1066928 974,086 1482201 1451120 36,515 67,596
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -28,681)
26,055 -37,142 -11,306 -44,590 22,852 -29,841 -25,596 1,160 -3,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 11.0 20.4 70.3 64.1 97.6 95.5 2.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
20 49 42 65 73 114 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,925
COMMITMENTS
47,966 8,082 2,318 17,163 58,040 67,447 68,440 11,478 10,485
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,055)
-1,332 -390 1,011 1,022 -404 701 217 354 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 10.2 2.9 21.7 73.5 85.5 86.7 14.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
46 26 7 27 31 77 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 157,849
COMMITMENTS
95,932 16,164 4,636 34,325 116,079 134,893 136,879 22,956 20,970
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,109)
-2,664 -779 2,021 2,044 -808 1,401 434 708 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 10.2 2.9 21.7 73.5 85.5 86.7 14.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
46 26 7 27 31 77 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,324
COMMITMENTS
36,502 51,226 85 14,652 0 51,239 51,311 85 13
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,146)
-2,065 -2,110 0 -96 0 -2,161 -2,110 15 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.1 99.8 0.2 28.5 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
24 12 1 2 0 27 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,391
COMMITMENTS
15,084 5,107 5 14,244 24,181 29,333 29,293 58 98
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -102)
1,347 -117 0 -1,451 -16 -104 -133 2 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.3 17.4 0.0 48.5 82.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 1 6 19 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,966
COMMITMENTS
17,538 5,826 70 3,309 14,992 20,917 20,888 49 78
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 438)
841 386 6 -409 19 438 411 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.6 27.8 0.3 15.8 71.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 10 1 3 12 12 22
Updated October 20, 2017