WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,280
COMMITMENTS
176,465 275,149 98,000 218,669 119,584 493,134 492,733 44,146 44,547
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,748)
1,570 391 1,311 5,231 6,522 8,112 8,224 -364 -476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 51.2 18.2 40.7 22.3 91.8 91.7 8.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
133 161 112 102 100 303 317
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 330,044
COMMITMENTS
109,700 119,792 48,790 146,312 139,105 304,802 307,687 25,242 22,357
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,845)
3,557 464 -901 1,313 4,707 3,969 4,270 876 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 36.3 14.8 44.3 42.1 92.4 93.2 7.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
100 70 76 79 74 210 198
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,549,922
COMMITMENTS
409,543 502,515 239,285 707,802 635,028 1356630 1376828 193,292 173,094
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 29,453)
8,697 25,820 9,116 6,613 -2,998 24,426 31,938 5,027 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 32.4 15.4 45.7 41.0 87.5 88.8 12.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771)
180 160 152 274 313 538 560
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,525
COMMITMENTS
2,696 380 392 1,769 4,714 4,857 5,486 1,668 1,039
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 35)
-60 24 28 277 -34 245 18 -210 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 5.8 6.0 27.1 72.2 74.4 84.1 25.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 5 5 6 10 18 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 758,065
COMMITMENTS
165,055 154,773 118,632 419,358 390,231 703,045 663,636 55,020 94,429
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 25,845)
623 45,586 1,744 20,614 -23,468 22,981 23,862 2,864 1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 20.4 15.6 55.3 51.5 92.7 87.5 7.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 585)
151 148 199 178 206 441 482
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 471,781
COMMITMENTS
127,725 89,240 97,901 213,262 256,356 438,888 443,497 32,893 28,284
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 4,654)
-545 4,979 4,557 266 -4,982 4,278 4,554 376 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 18.9 20.8 45.2 54.3 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
104 77 111 93 76 257 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 769,882
COMMITMENTS
202,900 98,553 20,098 400,506 490,954 623,504 609,605 146,378 160,277
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -6,966)
-4,552 -7,989 -245 3,330 -2,896 -1,467 -11,130 -5,499 4,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 12.8 2.6 52.0 63.8 81.0 79.2 19.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
35 41 19 71 73 112 127
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 888,848
COMMITMENTS
59,806 166,179 10,816 692,831 617,949 763,453 794,944 125,395 93,904
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -10,420)
5,715 5,562 -2,995 -564 -14,962 2,156 -12,395 -12,576 1,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 18.7 1.2 77.9 69.5 85.9 89.4 14.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
18 12 12 62 70 86 88
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,748
COMMITMENTS
695 1,161 326 1,265 695 2,286 2,182 462 566
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 403)
-38 225 9 315 56 286 290 117 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 42.2 11.9 46.0 25.3 83.2 79.4 16.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 6 8 8 19 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 403,020
COMMITMENTS
114,288 34,932 52,199 195,282 290,078 361,769 377,209 41,251 25,811
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -12,858)
-15,477 3,627 -297 7,140 -15,570 -8,634 -12,240 -4,224 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 8.7 13.0 48.5 72.0 89.8 93.6 10.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
87 52 79 94 90 223 191
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,700
COMMITMENTS
2,066 2,531 291 6,659 6,504 9,016 9,326 1,684 1,374
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 378)
221 456 30 287 26 538 512 -160 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 23.7 2.7 62.2 60.8 84.3 87.2 15.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
17 13 8 21 16 42 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,765,141
COMMITMENTS
404,609 583,237 45,014 1200373 968,776 1649996 1597027 115,145 168,114
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 9,176)
-3,096 5,092 -6,716 16,409 15,977 6,597 14,353 2,579 -5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 33.0 2.6 68.0 54.9 93.5 90.5 6.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
52 71 27 127 126 193 210
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,277,972
COMMITMENTS
685,295 729,525 142,536 2127918 1885873 2955749 2757934 322,223 520,038
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -27,635)
-106,007 -17,036 11,070 66,825 -14,289 -28,112 -20,255 477 -7,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 22.3 4.3 64.9 57.5 90.2 84.1 9.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
73 96 52 150 176 250 297
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 512,438
COMMITMENTS
80,613 73,168 7,193 336,922 284,364 424,728 364,725 87,710 147,713
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 5,190)
2,779 5,221 -1,771 5,409 6,303 6,417 9,753 -1,227 -4,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 14.3 1.4 65.7 55.5 82.9 71.2 17.1 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 12 10 48 49 64 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,046,985
COMMITMENTS
568,836 946,783 109,986 2126777 1551811 2805599 2608580 241,386 438,405
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 33,785)
5,263 58,213 -4,247 28,776 -27,586 29,792 26,380 3,993 7,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 31.1 3.6 69.8 50.9 92.1 85.6 7.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
58 68 38 125 145 206 228
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,458,422
COMMITMENTS
116,921 191,883 312,909 1000530 899,454 1430360 1404246 28,062 54,176
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -22,239)
10,913 -893 -24,101 -3,548 6,398 -16,736 -18,596 -5,503 -3,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 13.2 21.5 68.6 61.7 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 45 58 66 67 128 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 72,370
COMMITMENTS
40,410 5,712 3,579 16,245 56,565 60,234 65,856 12,136 6,514
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -14,262)
-1,754 -97 -1,594 -11,080 -10,674 -14,428 -12,364 166 -1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 7.9 4.9 22.4 78.2 83.2 91.0 16.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
45 18 9 28 30 76 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 144,739
COMMITMENTS
80,820 11,423 7,158 32,489 113,130 120,467 131,711 24,272 13,028
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -28,524)
-3,507 -193 -3,188 -22,160 -21,347 -28,855 -24,728 331 -3,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.8 7.9 4.9 22.4 78.2 83.2 91.0 16.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
45 18 9 28 30 76 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 72,726
COMMITMENTS
39,859 50,726 21,979 10,779 0 72,617 72,705 109 21
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 16,722)
-1,375 -2,677 19,419 -1,339 0 16,705 16,742 17 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.8 69.7 30.2 14.8 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
25 10 5 3 0 32 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,457
COMMITMENTS
9,829 5,875 0 14,616 18,480 24,445 24,355 12 102
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -2,084)
-1,178 191 -42 -861 -2,220 -2,081 -2,071 -3 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.2 24.0 0.0 59.8 75.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 16 0 9 18 18 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,248
COMMITMENTS
17,970 4,557 1 2,261 15,613 20,232 20,171 16 77
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -2,551)
-2,524 126 -135 154 -2,513 -2,505 -2,522 -46 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.7 22.5 0.0 11.2 77.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 13 1 5 13 12 26
Updated December 22, 2017