WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 585,192
COMMITMENTS
149,442 199,187 178,893 205,192 160,366 533,527 538,446 51,665 46,746
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 21,672)
10,308 -20,523 14,440 1,389 24,845 26,137 18,762 -4,465 2,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 34.0 30.6 35.1 27.4 91.2 92.0 8.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
168 168 177 112 106 392 359
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,306
COMMITMENTS
83,889 59,648 45,328 92,846 116,460 222,063 221,436 23,243 23,870
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,833)
-3,640 -20,105 448 -1,173 12,843 -4,366 -6,814 -467 1,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 24.3 18.5 37.8 47.5 90.5 90.3 9.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
79 61 65 84 83 194 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,547,164
COMMITMENTS
355,528 305,064 358,952 649,413 660,049 1363892 1324065 183,272 223,099
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 21,656)
12,744 -14,960 16,133 -1,846 7,229 27,031 8,402 -5,374 13,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 19.7 23.2 42.0 42.7 88.2 85.6 11.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
179 146 206 304 329 590 601
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,410
COMMITMENTS
1,564 1,864 1,049 3,650 4,444 6,263 7,357 2,147 1,053
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 230)
28 33 84 214 170 327 287 -97 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.2 12.5 43.4 52.8 74.5 87.5 25.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 12 10 14 11 33 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 753,124
COMMITMENTS
197,596 70,830 159,173 345,955 404,764 702,725 634,766 50,399 118,358
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -522)
-1,214 4,674 -1,228 1,849 -4,299 -593 -853 72 331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 9.4 21.1 45.9 53.7 93.3 84.3 6.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
186 149 208 183 235 482 497
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,014
COMMITMENTS
131,698 29,116 88,844 150,233 266,595 370,776 384,555 37,239 23,459
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 7,531)
2,211 -6,010 1,112 1,597 13,593 4,920 8,695 2,612 -1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 7.1 21.8 36.8 65.3 90.9 94.3 9.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
109 56 90 88 89 239 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,198
COMMITMENTS
80,722 121,253 81,154 457,657 367,737 619,534 570,144 135,664 185,053
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 53,079)
1,431 13,097 21,066 29,852 8,427 52,348 42,590 730 10,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 16.1 10.7 60.6 48.7 82.0 75.5 18.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
28 41 42 74 77 126 136
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,423
COMMITMENTS
62,634 136,926 1,395 514,034 445,296 578,063 583,616 113,361 107,807
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 3,325)
-2,792 -5,527 191 3,868 5,711 1,267 375 2,057 2,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 19.8 0.2 74.3 64.4 83.6 84.4 16.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
14 16 7 49 52 66 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,853
COMMITMENTS
2,785 572 1,329 1,195 3,648 5,309 5,549 544 304
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 444)
217 17 42 157 274 416 333 28 111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.6 9.8 22.7 20.4 62.3 90.7 94.8 9.3 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 3 8 8 14 28 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,716
COMMITMENTS
87,861 49,149 61,970 176,266 229,066 326,096 340,186 43,619 29,530
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 11,175)
2,621 -4,706 928 7,184 13,980 10,733 10,202 442 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 13.3 16.8 47.7 62.0 88.2 92.0 11.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
90 47 85 93 87 222 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,985
COMMITMENTS
1,988 5,968 343 7,300 3,788 9,631 10,099 2,354 1,886
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 17)
-145 -400 13 209 244 76 -143 -59 160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 49.8 2.9 60.9 31.6 80.4 84.3 19.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 25 6 23 10 43 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,194,131
COMMITMENTS
238,273 252,445 75,611 782,152 701,901 1096036 1029956 98,094 164,174
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 46,724)
46,215 10,604 -980 13,055 26,219 58,290 35,843 -11,566 10,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 21.1 6.3 65.5 58.8 91.8 86.3 8.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
52 53 37 98 109 170 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,706,732
COMMITMENTS
438,055 824,294 421,522 2548697 1905874 3408273 3151689 298,459 555,043
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 97,336)
-24,612 8,059 72,885 80,561 -2,365 128,835 78,579 -31,499 18,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 22.2 11.4 68.8 51.4 91.9 85.0 8.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
63 110 111 172 181 304 333
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 288,958
COMMITMENTS
38,689 27,232 4,341 178,207 162,342 221,237 193,915 67,721 95,044
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -3,787)
-7,668 -319 -168 3,199 2,072 -4,637 1,585 850 -5,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.4 1.5 61.7 56.2 76.6 67.1 23.4 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 4 2 34 33 40 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,181,696
COMMITMENTS
239,776 653,609 178,387 2537880 1970272 2956043 2802268 225,653 379,428
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 45,650)
-5,312 19,865 7,111 50,268 26,570 52,067 53,545 -6,417 -7,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 20.5 5.6 79.8 61.9 92.9 88.1 7.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
39 78 59 128 165 204 265
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,001,474
COMMITMENTS
84,074 219,190 126,080 764,315 604,036 974,469 949,306 27,005 52,168
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 119,014)
20,241 45,876 30,018 67,877 37,917 118,136 113,812 878 5,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 21.9 12.6 76.3 60.3 97.3 94.8 2.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
14 40 32 51 59 89 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,625
COMMITMENTS
36,835 5,690 2,036 17,953 49,618 56,823 57,343 9,802 9,282
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -4,204)
-4,995 -519 701 311 -4,637 -3,984 -4,455 -220 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 8.5 3.1 26.9 74.5 85.3 86.1 14.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
45 19 10 33 35 82 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,251
COMMITMENTS
73,669 11,379 4,072 35,905 99,236 113,646 114,687 19,605 18,564
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: -8,408)
-9,991 -1,038 1,401 622 -9,274 -7,968 -8,911 -440 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.3 8.5 3.1 26.9 74.5 85.3 86.1 14.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
45 19 10 33 35 82 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,320
COMMITMENTS
23,119 30,946 369 7,744 0 31,232 31,315 88 5
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 7,664)
8,030 7,663 0 -362 0 7,668 7,663 -4 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.8 98.8 1.2 24.7 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
25 11 1 3 0 29 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,003
COMMITMENTS
22,313 7,029 169 9,491 24,592 31,973 31,790 30 213
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 900)
989 396 -120 11 656 880 932 20 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.7 22.0 0.5 29.7 76.8 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 15 1 5 23 13 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,366
COMMITMENTS
31,514 3,102 175 6,644 34,980 38,333 38,257 33 109
CHANGES FROM 01/03/17 (CHANGE IN OPEN INTEREST: 3,796)
3,770 225 0 0 3,592 3,770 3,817 26 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.1 8.1 0.5 17.3 91.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 10 1 3 16 10 27
Updated January 13, 2017