WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 558,645
COMMITMENTS
134,708 237,659 172,027 202,385 107,981 509,119 517,667 49,526 40,978
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 26,856)
4,853 17,992 11,653 8,660 -1,544 25,166 28,101 1,690 -1,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 42.5 30.8 36.2 19.3 91.1 92.7 8.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 458)
164 148 173 123 103 379 340
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 264,255
COMMITMENTS
93,001 79,666 39,022 107,114 121,779 239,137 240,466 25,118 23,788
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 1,235)
-1,200 8,322 -5,493 6,061 -545 -632 2,284 1,868 -1,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.2 30.1 14.8 40.5 46.1 90.5 91.0 9.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
76 53 64 88 87 188 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,809,949
COMMITMENTS
329,297 461,123 482,439 769,152 663,984 1580888 1607546 229,062 202,403
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 12,170)
22,668 15,437 -414 -13,594 -6,330 8,659 8,693 3,511 3,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 25.5 26.7 42.5 36.7 87.3 88.8 12.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 801)
232 160 252 340 323 694 634
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,018
COMMITMENTS
1,672 646 664 2,361 4,799 4,697 6,108 2,321 910
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 326)
133 -28 -151 233 482 214 303 112 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 9.2 9.5 33.6 68.4 66.9 87.0 33.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 6 12 11 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 804,104
COMMITMENTS
145,778 167,619 206,469 398,214 310,319 750,460 684,406 53,644 119,698
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 5,036)
-597 -1,659 5,342 238 -1,082 4,983 2,600 53 2,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.8 25.7 49.5 38.6 93.3 85.1 6.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 652)
172 190 243 198 239 502 561
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,099
COMMITMENTS
2,972 2,171 2,434 6,053 7,037 11,459 11,642 641 457
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -328)
-108 7 -14 -222 -285 -344 -292 15 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 17.9 20.1 50.0 58.2 94.7 96.2 5.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
4 9 10 10 12 21 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,112
COMMITMENTS
110,331 105,891 102,285 198,138 208,199 410,754 416,376 38,357 32,736
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -557)
2,002 -4,341 2,150 -4,780 1,033 -629 -1,158 72 601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 23.6 22.8 44.1 46.4 91.5 92.7 8.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
92 97 117 91 79 254 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 810,464
COMMITMENTS
119,717 125,340 87,668 431,005 412,460 638,390 625,468 172,074 184,997
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 5,651)
-7,119 14,882 1,864 2,551 -15,837 -2,705 909 8,355 4,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 15.5 10.8 53.2 50.9 78.8 77.2 21.2 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
39 31 43 77 79 131 138
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 757,802
COMMITMENTS
34,197 140,547 16,467 585,206 493,951 635,870 650,965 121,932 106,837
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 16,730)
1,525 255 5,902 1,803 7,197 9,230 13,354 7,500 3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 18.5 2.2 77.2 65.2 83.9 85.9 16.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
9 15 11 63 60 81 79
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,308
COMMITMENTS
1,598 409 401 1,011 2,291 3,010 3,101 298 207
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -548)
-315 238 -102 -121 -675 -538 -539 -10 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.3 12.4 12.1 30.6 69.3 91.0 93.7 9.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
11 3 3 7 11 19 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 407,460
COMMITMENTS
90,698 81,028 76,565 192,933 211,596 360,197 369,189 47,263 38,270
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 5,682)
-1,436 10,253 5,688 913 -9,824 5,165 6,117 517 -435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 19.9 18.8 47.4 51.9 88.4 90.6 11.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
77 73 91 103 91 230 217
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,037
COMMITMENTS
2,068 2,980 900 5,000 4,614 7,968 8,493 2,069 1,544
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: -1,804)
-23 -2,170 -147 -852 674 -1,022 -1,643 -782 -161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 29.7 9.0 49.8 46.0 79.4 84.6 20.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
21 20 12 18 12 45 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,458,607
COMMITMENTS
257,419 234,459 64,088 1016822 983,998 1338329 1282545 120,277 176,062
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 73,658)
45,721 29,217 247 25,022 26,870 70,991 56,334 2,667 17,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 16.1 4.4 69.7 67.5 91.8 87.9 8.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
64 45 41 113 118 191 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,985,749
COMMITMENTS
859,692 643,061 428,050 2316235 2325529 3603977 3396639 381,772 589,110
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 29,046)
20,462 13,770 4,327 -5,370 10,808 19,419 28,905 9,627 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 16.1 10.7 58.1 58.3 90.4 85.2 9.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
88 88 94 177 194 308 333
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 352,291
COMMITMENTS
58,020 46,062 4,020 209,653 183,325 271,693 233,407 80,598 118,884
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 7,192)
3,040 458 1,840 -2,065 -684 2,815 1,614 4,377 5,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 13.1 1.1 59.5 52.0 77.1 66.3 22.9 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 5 5 33 32 44 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,374,120
COMMITMENTS
448,503 589,931 248,279 2402051 2163058 3098833 3001268 275,287 372,852
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 10,025)
-33,994 -18,466 35,108 14,739 -11,181 15,853 5,460 -5,828 4,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 17.5 7.4 71.2 64.1 91.8 88.9 8.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
49 74 71 129 149 221 251
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,529,338
COMMITMENTS
233,367 260,558 326,264 933,665 884,903 1493295 1471725 36,043 57,613
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 109,378)
-14,871 38,054 35,407 88,563 35,673 109,098 109,134 279 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 17.0 21.3 61.1 57.9 97.6 96.2 2.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
18 53 50 58 73 115 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,465
COMMITMENTS
28,775 5,754 3,449 19,259 43,626 51,482 52,829 9,983 8,637
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 49)
-1,188 448 -96 1,618 -931 333 -579 -284 628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 9.4 5.6 31.3 71.0 83.8 85.9 16.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
40 14 10 32 29 75 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,931
COMMITMENTS
57,549 11,508 6,898 38,518 87,252 102,965 105,657 19,966 17,273
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 98)
-2,377 896 -193 3,236 -1,862 667 -1,158 -568 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.8 9.4 5.6 31.3 71.0 83.8 85.9 16.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
40 14 10 32 29 75 50
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 42,126
COMMITMENTS
37,891 39,616 1,885 2,275 544 42,051 42,045 75 81
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 523)
-250 -225 759 0 0 509 534 14 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.9 94.0 4.5 5.4 1.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
25 16 2 2 1 29 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,071
COMMITMENTS
6,701 6,581 92 24,189 24,275 30,982 30,948 89 123
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 778)
712 31 0 24 735 736 766 42 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 21.2 0.3 77.9 78.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 13 1 7 19 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/16/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,165
COMMITMENTS
11,098 5,003 0 15,026 21,017 26,124 26,020 41 145
CHANGES FROM 05/09/17 (CHANGE IN OPEN INTEREST: 495)
-1,125 596 0 1,644 -163 519 433 -24 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.4 19.1 0.0 57.4 80.3 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 10 0 6 12 15 22
Updated May 19, 2017