WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 599,014
COMMITMENTS
143,520 206,086 170,855 234,392 177,150 548,767 554,091 50,247 44,923
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -4,834)
-2,762 6,927 -14,791 11,886 3,052 -5,667 -4,812 834 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 34.4 28.5 39.1 29.6 91.6 92.5 8.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478)
150 166 158 116 110 367 351
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 245,724
COMMITMENTS
81,893 58,093 43,977 95,726 119,828 221,596 221,898 24,128 23,825
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,912)
-2,713 7,491 -907 6,406 -2,862 2,785 3,722 1,126 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 23.6 17.9 39.0 48.8 90.2 90.3 9.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
75 60 80 83 88 198 200
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,650,586
COMMITMENTS
383,414 270,472 379,683 702,383 770,418 1465481 1420574 185,104 230,011
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -32,179)
-19,276 2,168 -32,378 21,245 2,086 -30,409 -28,124 -1,770 -4,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 16.4 23.0 42.6 46.7 88.8 86.1 11.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753)
188 154 235 302 324 624 618
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,245
COMMITMENTS
1,889 1,796 1,329 3,270 5,007 6,489 8,132 2,757 1,113
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -398)
-10 127 -62 -202 -205 -275 -140 -123 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 19.4 14.4 35.4 54.2 70.2 88.0 29.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 9 9 12 12 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 880,384
COMMITMENTS
251,905 70,804 198,382 372,797 474,285 823,084 743,471 57,300 136,913
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -8,142)
-16,916 2,841 -7,563 14,732 -8,933 -9,747 -13,655 1,605 5,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 8.0 22.5 42.3 53.9 93.5 84.4 6.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
205 141 229 192 254 508 541
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 444,890
COMMITMENTS
122,025 39,255 112,128 175,695 267,076 409,848 418,459 35,042 26,431
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,128)
-22,084 13,104 10,525 16,630 -26,437 5,070 -2,808 -1,942 5,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 8.8 25.2 39.5 60.0 92.1 94.1 7.9 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
94 81 113 86 87 250 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 724,690
COMMITMENTS
73,544 106,737 73,578 441,301 362,278 588,423 542,593 136,268 182,097
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -46,657)
-11,666 -2,256 -23,971 -7,561 -25,062 -43,198 -51,289 -3,459 4,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 14.7 10.2 60.9 50.0 81.2 74.9 18.8 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
25 37 41 71 72 119 127
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 707,817
COMMITMENTS
55,207 121,268 5,216 535,342 465,884 595,765 592,368 112,052 115,450
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 11,085)
-1,301 -11,024 2,706 11,775 9,871 13,179 1,552 -2,094 9,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 17.1 0.7 75.6 65.8 84.2 83.7 15.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
11 13 9 56 51 72 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,416
COMMITMENTS
2,134 114 1,148 1,750 3,928 5,032 5,190 384 226
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -628)
-512 -422 29 -95 -263 -578 -656 -50 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.4 2.1 21.2 32.3 72.5 92.9 95.8 7.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 1 6 10 17 26 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 417,232
COMMITMENTS
120,925 30,933 74,930 170,078 281,607 365,933 387,470 51,299 29,762
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -2,120)
2,009 5,046 -3,456 -1,341 -5,859 -2,789 -4,269 668 2,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 7.4 18.0 40.8 67.5 87.7 92.9 12.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
97 53 92 99 99 250 199
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,096
COMMITMENTS
2,038 5,765 682 6,480 3,613 9,199 10,059 2,897 2,037
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 432)
12 195 206 -51 -59 167 343 265 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 47.7 5.6 53.6 29.9 76.1 83.2 23.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
18 24 10 21 13 44 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,330,830
COMMITMENTS
270,574 239,586 67,448 887,111 860,266 1225132 1167300 105,697 163,530
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 66,467)
13,113 -18,866 -2,474 58,110 81,394 68,748 60,054 -2,281 6,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 18.0 5.1 66.7 64.6 92.1 87.7 7.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
57 48 37 105 102 179 170
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,697,998
COMMITMENTS
501,127 850,684 401,857 2448929 1922693 3351912 3175234 346,086 522,764
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -129,973)
-30,567 35,891 -94,011 -10,029 -60,189 -134,607 -118,309 4,634 -11,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 23.0 10.9 66.2 52.0 90.6 85.9 9.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
71 103 112 167 178 301 330
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 312,723
COMMITMENTS
32,700 43,167 497 200,773 168,889 233,970 212,553 78,752 100,170
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,212)
-2,601 -305 120 -1,679 -4,319 -4,161 -4,504 7,372 7,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.8 0.2 64.2 54.0 74.8 68.0 25.2 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 2 33 32 39 37
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,365,913
COMMITMENTS
346,475 602,887 251,143 2514098 2138491 3111717 2992521 254,195 373,391
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 46,148)
43,166 14,690 -30,542 16,536 67,685 29,159 51,834 16,989 -5,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 17.9 7.5 74.7 63.5 92.4 88.9 7.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
50 72 68 135 159 225 259
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,300,733
COMMITMENTS
155,401 263,368 227,194 818,818 696,970 1201413 1187532 99,320 113,202
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 181,438)
7,177 30,378 19,405 85,527 64,883 112,108 114,665 69,330 66,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 20.2 17.5 63.0 53.6 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
27 39 40 59 72 107 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,968
COMMITMENTS
36,018 9,630 1,208 17,612 45,385 54,838 56,223 10,130 8,745
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,300)
-5,060 456 -122 2,128 -3,091 -3,054 -2,757 -246 -544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 14.8 1.9 27.1 69.9 84.4 86.5 15.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 20 8 31 31 76 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,936
COMMITMENTS
72,035 19,259 2,416 35,225 90,770 109,676 112,446 20,260 17,491
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -6,601)
-10,119 913 -245 4,256 -6,182 -6,108 -5,514 -492 -1,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.4 14.8 1.9 27.1 69.9 84.4 86.5 15.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
40 20 8 31 31 76 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,047
COMMITMENTS
26,334 34,674 369 8,237 0 34,940 35,043 107 4
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 336)
157 336 0 194 0 351 336 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 98.9 1.1 23.5 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
28 8 1 3 0 32 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,400
COMMITMENTS
21,273 7,144 173 10,641 24,591 32,087 31,908 1,313 1,492
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,115)
-452 -371 -156 447 353 -161 -174 1,276 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.7 21.4 0.5 31.9 73.6 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 14 1 5 21 11 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,324
COMMITMENTS
33,708 3,399 175 7,021 37,223 40,904 40,797 5,420 5,527
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 8,616)
2,838 604 0 373 2,629 3,211 3,233 5,405 5,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.8 7.3 0.4 15.2 80.4 88.3 88.1 11.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 7 1 4 14 15 22
Updated February 3, 2017