WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,233
COMMITMENTS
153,161 203,693 184,651 224,625 179,940 562,437 568,283 50,796 44,950
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 28,041)
3,719 4,506 5,757 19,433 19,574 28,909 29,837 -868 -1,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 33.2 30.1 36.6 29.3 91.7 92.7 8.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
153 176 164 117 115 383 359
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,453
COMMITMENTS
84,953 52,772 45,537 91,960 123,858 222,450 222,168 23,003 23,286
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 147)
1,064 -6,876 209 -886 7,398 387 731 -240 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 21.5 18.6 37.5 50.5 90.6 90.5 9.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
75 59 71 81 82 197 184
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,649,271
COMMITMENTS
375,172 295,907 398,586 686,320 733,037 1460078 1427531 189,193 221,740
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 102,107)
19,643 -9,156 39,635 36,907 72,988 96,185 103,466 5,921 -1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 17.9 24.2 41.6 44.4 88.5 86.6 11.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
193 156 230 311 336 630 629
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,336
COMMITMENTS
1,566 1,890 1,313 3,728 4,981 6,607 8,184 2,729 1,152
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 926)
2 26 264 78 538 344 827 582 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 20.2 14.1 39.9 53.4 70.8 87.7 29.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 10 14 10 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 832,348
COMMITMENTS
236,210 68,772 187,989 355,556 448,243 779,755 705,003 52,593 127,345
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 79,224)
38,614 -2,057 28,815 9,601 43,479 77,030 70,237 2,193 8,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 8.3 22.6 42.7 53.9 93.7 84.7 6.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 668)
210 153 220 188 263 508 543
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 426,740
COMMITMENTS
141,390 29,175 90,160 157,271 285,903 388,822 405,238 37,918 21,502
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 18,725)
9,692 59 1,316 7,038 19,308 18,046 20,683 679 -1,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 6.8 21.1 36.9 67.0 91.1 95.0 8.9 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
113 60 93 86 92 246 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 766,382
COMMITMENTS
85,719 107,345 88,858 451,266 381,030 625,844 577,234 140,538 189,148
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 11,184)
4,997 -13,908 7,704 -6,391 13,293 6,310 7,089 4,874 4,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 14.0 11.6 58.9 49.7 81.7 75.3 18.3 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
32 34 40 70 73 120 129
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,407
COMMITMENTS
60,898 134,600 1,717 512,294 445,916 574,909 582,234 117,498 110,173
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 984)
-1,736 -2,325 323 -1,740 620 -3,153 -1,383 4,137 2,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 19.4 0.2 74.0 64.4 83.0 84.1 17.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 15 9 50 51 69 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,839
COMMITMENTS
2,765 488 1,172 1,397 3,915 5,334 5,575 505 264
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -14)
-20 -84 -157 202 267 25 26 -39 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 8.4 20.1 23.9 67.0 91.4 95.5 8.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 3 8 8 16 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 393,045
COMMITMENTS
104,201 32,032 68,286 170,208 266,275 342,695 366,592 50,350 26,453
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 23,329)
16,340 -17,118 6,316 -6,057 37,208 16,599 26,406 6,731 -3,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 8.1 17.4 43.3 67.7 87.2 93.3 12.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
95 50 85 96 96 235 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,907
COMMITMENTS
1,968 5,644 498 7,038 3,895 9,504 10,037 2,403 1,870
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -78)
-20 -324 155 -261 108 -127 -62 49 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 47.4 4.2 59.1 32.7 79.8 84.3 20.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 23 8 22 11 43 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,183,021
COMMITMENTS
240,846 234,487 68,143 769,132 719,337 1078121 1021967 104,900 161,054
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -11,110)
2,574 -17,957 -7,469 -13,021 17,436 -17,915 -7,990 6,806 -3,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 19.8 5.8 65.0 60.8 91.1 86.4 8.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
50 49 33 99 112 167 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,755,891
COMMITMENTS
452,868 799,052 450,632 2528343 1958077 3431843 3207761 324,048 548,130
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 49,159)
14,814 -25,242 29,111 -20,354 52,203 23,570 56,072 25,589 -6,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 21.3 12.0 67.3 52.1 91.4 85.4 8.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
68 105 113 175 180 312 329
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 298,395
COMMITMENTS
36,884 36,173 2,663 193,055 154,593 232,601 193,429 65,793 104,966
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 9,436)
-1,806 8,941 -1,678 14,848 -7,749 11,365 -486 -1,928 9,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.1 0.9 64.7 51.8 78.0 64.8 22.0 35.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 2 38 31 44 37
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,205,425
COMMITMENTS
263,770 614,341 214,623 2477901 2002461 2956294 2831425 249,131 374,000
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 23,728)
23,994 -39,268 36,236 -59,979 32,189 251 29,157 23,478 -5,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 19.2 6.7 77.3 62.5 92.2 88.3 7.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
40 80 60 129 154 211 252
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 969,823
COMMITMENTS
95,295 221,274 129,688 717,364 571,203 942,348 922,166 27,475 47,657
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -31,651)
11,221 2,084 3,608 -46,951 -32,832 -32,121 -27,140 470 -4,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 22.8 13.4 74.0 58.9 97.2 95.1 2.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
18 37 33 55 62 94 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,556
COMMITMENTS
37,372 4,844 2,037 17,316 49,876 56,725 56,756 9,831 9,799
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -70)
538 -846 1 -637 258 -98 -587 28 517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 7.3 3.1 26.0 74.9 85.2 85.3 14.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
43 16 7 33 36 80 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,111
COMMITMENTS
74,745 9,688 4,074 34,631 99,752 113,450 113,513 19,661 19,598
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -140)
1,076 -1,692 2 -1,274 516 -196 -1,174 57 1,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.2 7.3 3.1 26.0 74.9 85.2 85.3 14.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
43 16 7 33 36 80 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,543
COMMITMENTS
25,002 33,170 369 8,043 0 33,414 33,539 129 4
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,223)
1,883 2,224 0 299 0 2,182 2,224 41 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 98.9 1.1 24.0 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
26 8 1 3 0 30 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,975
COMMITMENTS
22,440 6,641 169 9,292 24,946 31,901 31,756 74 219
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -28)
127 -388 0 -199 354 -72 -34 44 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.2 20.8 0.5 29.1 78.0 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 13 1 5 22 12 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,557
COMMITMENTS
30,707 3,103 175 6,648 34,113 37,530 37,391 27 166
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -809)
-807 1 0 4 -867 -803 -866 -6 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 8.3 0.5 17.7 90.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 7 1 3 15 13 23
Updated January 20, 2017