WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,578
COMMITMENTS
167,175 249,464 99,645 206,405 123,393 473,225 472,502 45,353 46,076
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -28,057)
-5,281 10,183 -16,302 -7,635 -21,351 -29,218 -27,470 1,161 -587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 48.1 19.2 39.8 23.8 91.3 91.1 8.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
139 153 130 97 99 313 324
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 314,879
COMMITMENTS
101,750 111,866 45,742 142,817 133,997 290,309 291,605 24,570 23,274
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,614)
-270 5,236 -2,751 313 -5,286 -2,708 -2,801 -906 -813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 35.5 14.5 45.4 42.6 92.2 92.6 7.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
86 73 68 87 75 200 195
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,573,236
COMMITMENTS
388,960 480,812 246,197 742,064 658,760 1377221 1385769 196,015 187,467
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -108,217)
-34,925 -35,710 -22,878 -45,946 -43,012 -103,749 -101,600 -4,468 -6,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 30.6 15.6 47.2 41.9 87.5 88.1 12.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750)
177 154 155 301 319 559 570
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,013
COMMITMENTS
3,157 280 205 1,484 5,685 4,846 6,170 2,167 843
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -818)
-142 -381 -125 -400 -25 -667 -531 -151 -287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.0 4.0 2.9 21.2 81.1 69.1 88.0 30.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 4 6 12 22 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,424
COMMITMENTS
163,453 100,580 129,217 389,464 414,982 682,134 644,779 51,290 88,645
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 13,489)
2,009 -8,621 3,107 8,008 14,074 13,124 8,560 365 4,929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 13.7 17.6 53.1 56.6 93.0 87.9 7.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
153 133 175 161 211 407 462
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 459,803
COMMITMENTS
122,218 69,981 100,400 205,500 260,555 428,118 430,936 31,685 28,867
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -21,348)
-6,719 12,755 -10,484 -1,862 -24,868 -19,065 -22,597 -2,283 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 15.2 21.8 44.7 56.7 93.1 93.7 6.9 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
102 75 104 87 73 248 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 832,485
COMMITMENTS
181,453 117,485 30,199 431,154 502,356 642,806 650,040 189,679 182,445
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -12,577)
-1,439 -5,702 -6,369 -15,844 -11,216 -23,652 -23,287 11,075 10,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 14.1 3.6 51.8 60.3 77.2 78.1 22.8 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 32 25 62 73 108 119
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 954,762
COMMITMENTS
50,807 147,760 43,393 700,353 649,300 794,553 840,453 160,209 114,309
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -12,744)
160 -4,567 11,643 -55,899 -31,679 -44,096 -24,603 31,352 11,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 15.5 4.5 73.4 68.0 83.2 88.0 16.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
16 11 20 68 72 97 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,820
COMMITMENTS
787 622 166 493 782 1,446 1,570 374 250
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -178)
-106 87 -206 100 -51 -212 -170 34 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.2 34.2 9.1 27.1 43.0 79.5 86.3 20.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 7 8 7 24 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 413,121
COMMITMENTS
110,625 39,370 61,778 199,199 282,790 371,602 383,938 41,519 29,183
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 7,392)
16,249 -6,063 1,919 -10,288 12,866 7,880 8,722 -488 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 9.5 15.0 48.2 68.5 89.9 92.9 10.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
78 58 83 95 93 223 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,054
COMMITMENTS
1,620 2,356 235 6,569 6,137 8,424 8,728 1,630 1,326
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -338)
-49 -125 39 -402 -212 -412 -298 74 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 23.4 2.3 65.3 61.0 83.8 86.8 16.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 16 6 18 14 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,847,248
COMMITMENTS
341,427 587,860 82,306 1279779 1005491 1703512 1675657 143,736 171,591
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -145,085)
-30,123 -10,984 -13,662 -109,896 -106,624 -153,681 -131,270 8,596 -13,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 31.8 4.5 69.3 54.4 92.2 90.7 7.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
57 70 50 127 119 210 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,692,041
COMMITMENTS
844,279 720,343 177,606 2178069 2091433 3199954 2989382 492,087 702,659
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 89,640)
-18,889 -31,745 -24,430 -38,481 -7,664 -81,800 -63,839 171,440 153,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 19.5 4.8 59.0 56.6 86.7 81.0 13.3 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
70 103 71 153 186 268 316
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 485,745
COMMITMENTS
58,922 80,775 10,646 318,036 225,938 387,604 317,359 98,141 168,386
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 30,297)
-2,793 13,986 -948 27,525 15,770 23,784 28,808 6,513 1,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 16.6 2.2 65.5 46.5 79.8 65.3 20.2 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 12 10 47 46 63 62
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,389,401
COMMITMENTS
623,468 885,221 214,618 2206840 1780370 3044926 2880209 344,475 509,192
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -118,710)
2,732 -46,783 -17,779 -167,766 -109,727 -182,813 -174,289 64,103 55,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 26.1 6.3 65.1 52.5 89.8 85.0 10.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
55 78 53 131 148 220 245
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,520,162
COMMITMENTS
69,732 159,620 350,678 1064584 949,423 1484994 1459721 35,168 60,441
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 66,964)
8,127 -2,883 1,615 55,862 67,280 65,604 66,012 1,360 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 10.5 23.1 70.0 62.5 97.7 96.0 2.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
25 50 53 63 73 122 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,112
COMMITMENTS
39,853 7,381 4,517 20,062 55,314 64,432 67,212 11,681 8,901
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,685)
-2,357 1,046 471 527 -3,102 -1,359 -1,585 -326 -100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 9.7 5.9 26.4 72.7 84.7 88.3 15.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
48 23 10 32 28 85 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 152,224
COMMITMENTS
79,706 14,762 9,033 40,124 110,628 128,863 134,423 23,361 17,801
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -3,369)
-4,713 2,092 941 1,054 -6,203 -2,718 -3,170 -651 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.4 9.7 5.9 26.4 72.7 84.7 88.3 15.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
48 23 10 32 28 85 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 82,276
COMMITMENTS
67,596 82,024 251 14,305 0 82,152 82,275 124 1
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,320)
-5,334 -5,318 0 1 0 -5,333 -5,318 13 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.2 99.7 0.3 17.4 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
29 9 2 2 0 32 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,643
COMMITMENTS
13,001 5,942 5 14,615 21,609 27,621 27,556 22 87
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -469)
-579 -63 0 110 -356 -469 -419 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 21.5 0.0 52.9 78.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 15 1 7 19 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,322
COMMITMENTS
21,244 5,865 386 2,654 17,900 24,284 24,151 38 171
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 258)
126 149 29 117 14 272 192 -14 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.3 24.1 1.6 10.9 73.6 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 12 2 3 12 9 24
Updated December 1, 2017