WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 495,710
COMMITMENTS
168,309 242,380 90,205 196,333 119,289 454,847 451,874 40,863 43,836
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -22,868)
1,134 -7,084 -9,440 -10,072 -4,104 -18,378 -20,628 -4,490 -2,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 48.9 18.2 39.6 24.1 91.8 91.2 8.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
132 144 103 89 99 277 298
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 312,714
COMMITMENTS
105,494 110,882 43,200 140,340 137,208 289,034 291,290 23,680 21,424
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -2,165)
3,744 -984 -2,542 -2,477 3,211 -1,275 -315 -890 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 35.5 13.8 44.9 43.9 92.4 93.1 7.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
88 68 66 83 77 197 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,484,205
COMMITMENTS
404,558 458,266 225,667 675,461 627,406 1305686 1311339 178,519 172,866
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -89,031)
15,598 -22,546 -20,530 -66,603 -31,354 -71,535 -74,430 -17,496 -14,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 30.9 15.2 45.5 42.3 88.0 88.4 12.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 763)
177 162 152 264 321 525 565
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,877
COMMITMENTS
2,977 266 276 1,528 5,444 4,781 5,986 2,096 891
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -136)
-180 -14 71 44 -241 -65 -184 -71 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 3.9 4.0 22.2 79.2 69.5 87.0 30.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 3 7 11 20 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 769,361
COMMITMENTS
186,618 94,033 137,480 390,431 445,203 714,529 676,716 54,832 92,645
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 35,937)
23,165 -6,547 8,263 967 30,221 32,395 31,937 3,542 4,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 12.2 17.9 50.7 57.9 92.9 88.0 7.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
174 127 191 158 215 437 468
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,387
COMMITMENTS
120,470 73,627 106,739 215,338 266,212 442,547 446,578 32,840 28,809
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 15,584)
-1,748 3,646 6,339 9,838 5,657 14,429 15,642 1,155 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 15.5 22.5 45.3 56.0 93.1 93.9 6.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
110 63 105 90 76 255 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,646
COMMITMENTS
188,843 114,301 16,709 419,817 496,114 625,369 627,124 159,277 157,522
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -47,839)
7,390 -3,184 -13,490 -11,337 -6,242 -17,437 -22,916 -30,402 -24,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 14.6 2.1 53.5 63.2 79.7 79.9 20.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
34 35 19 70 75 110 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,596
COMMITMENTS
55,348 156,940 31,712 684,835 618,807 771,895 807,459 126,701 91,137
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -56,166)
4,541 9,180 -11,681 -15,518 -30,493 -22,658 -32,994 -33,508 -23,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 17.5 3.5 76.2 68.9 85.9 89.9 14.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
19 10 16 66 73 93 92
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,784
COMMITMENTS
710 737 126 578 659 1,414 1,522 370 262
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -36)
-77 115 -40 85 -123 -32 -48 -4 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.8 41.3 7.1 32.4 36.9 79.3 85.3 20.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 6 6 9 8 20 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 438,273
COMMITMENTS
132,696 33,347 67,535 195,344 311,822 395,575 412,704 42,698 25,569
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 25,152)
22,071 -6,023 5,757 -3,855 29,032 23,973 28,766 1,179 -3,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 7.6 15.4 44.6 71.1 90.3 94.2 9.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
107 59 89 93 98 248 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,166
COMMITMENTS
1,868 2,190 211 6,412 6,460 8,491 8,861 1,675 1,305
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 112)
248 -166 -24 -157 323 67 133 45 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 21.5 2.1 63.1 63.5 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 13 8 19 14 40 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,766,552
COMMITMENTS
383,346 572,474 54,458 1213488 976,369 1651292 1603301 115,260 163,251
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -80,696)
41,919 -15,386 -27,848 -66,291 -29,122 -52,220 -72,356 -28,476 -8,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 32.4 3.1 68.7 55.3 93.5 90.8 6.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
55 73 31 130 119 201 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,273,707
COMMITMENTS
725,954 711,609 142,348 2089773 1891798 2958075 2745755 315,632 527,952
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -418,334)
-118,325 -8,734 -35,258 -88,296 -199,635 -241,879 -243,627 -176,455 -174,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 21.7 4.3 63.8 57.8 90.4 83.9 9.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
70 102 58 142 176 244 304
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 530,075
COMMITMENTS
76,398 82,448 11,799 353,375 283,693 441,572 377,940 88,503 152,135
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 44,330)
17,476 1,673 1,153 35,339 57,755 53,968 60,581 -9,638 -16,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 15.6 2.2 66.7 53.5 83.3 71.3 16.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 11 10 43 50 60 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,072,028
COMMITMENTS
544,010 915,498 132,911 2139128 1587787 2816049 2636196 255,979 435,832
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -317,373)
-79,458 30,277 -81,707 -67,712 -192,583 -228,877 -244,013 -88,496 -73,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 29.8 4.3 69.6 51.7 91.7 85.8 8.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
54 72 35 131 148 207 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,422,163
COMMITMENTS
90,867 183,253 322,571 977,483 856,508 1390921 1362332 31,242 59,831
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -97,999)
21,135 23,633 -28,107 -87,101 -92,915 -94,073 -97,389 -3,926 -610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 12.9 22.7 68.7 60.2 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
24 51 54 64 65 125 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,456
COMMITMENTS
43,059 6,983 3,812 20,018 58,728 66,889 69,523 11,568 8,934
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 2,344)
3,206 -398 -705 -44 3,414 2,457 2,311 -113 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 8.9 4.9 25.5 74.9 85.3 88.6 14.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
50 22 9 34 28 86 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 156,912
COMMITMENTS
86,117 13,966 7,624 40,036 117,455 133,777 139,045 23,135 17,867
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 4,688)
6,411 -796 -1,409 -88 6,827 4,914 4,622 -226 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 8.9 4.9 25.5 74.9 85.3 88.6 14.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
50 22 9 34 28 86 57
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 67,220
COMMITMENTS
54,132 66,949 251 12,718 0 67,101 67,200 119 20
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -15,056)
-13,464 -15,075 0 -1,587 0 -15,051 -15,075 -5 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.5 99.6 0.4 18.9 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
28 9 2 2 0 31 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,989
COMMITMENTS
13,067 5,740 20 14,887 22,072 27,974 27,832 15 157
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 346)
66 -202 15 272 463 353 276 -7 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.7 20.5 0.1 53.2 78.9 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 13 2 8 19 20 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,716
COMMITMENTS
20,311 4,864 507 1,838 17,214 22,656 22,585 60 131
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,606)
-933 -1,001 121 -816 -686 -1,628 -1,566 22 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.4 21.4 2.2 8.1 75.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 12 2 4 14 9 27
Updated December 8, 2017