WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 596,902
COMMITMENTS
137,166 157,901 209,211 204,337 180,260 550,713 547,372 46,189 49,530
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 24,074)
-1,052 11,597 18,502 3,682 -9,355 21,132 20,745 2,942 3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 26.5 35.0 34.2 30.2 92.3 91.7 7.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
136 139 178 123 118 354 361
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 284,055
COMMITMENTS
104,339 47,071 53,816 100,682 155,119 258,837 256,006 25,218 28,049
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -2,482)
-2,532 13,374 2,753 -1,887 -17,912 -1,665 -1,785 -816 -696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 16.6 18.9 35.4 54.6 91.1 90.1 8.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
89 56 76 89 88 205 199
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,792,103
COMMITMENTS
351,961 266,106 475,483 743,349 811,448 1570794 1553037 221,309 239,066
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 24,203)
1,284 32,352 26,885 567 -42,566 28,735 16,671 -4,533 7,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 14.8 26.5 41.5 45.3 87.7 86.7 12.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 814)
217 175 246 357 340 698 656
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,549
COMMITMENTS
2,731 345 1,389 739 4,962 4,859 6,696 2,689 852
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -365)
-96 -139 -37 155 -141 22 -317 -387 -48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 4.6 18.4 9.8 65.7 64.4 88.7 35.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
19 4 7 10 12 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 858,554
COMMITMENTS
128,413 127,034 254,243 421,224 378,061 803,880 759,337 54,674 99,218
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 62,075)
-2,316 18,588 39,579 24,058 446 61,321 58,614 754 3,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 14.8 29.6 49.1 44.0 93.6 88.4 6.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
182 186 235 188 226 497 536
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,696
COMMITMENTS
5,279 2,078 173 1 4,042 5,453 6,293 14,243 13,403
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -892)
17 1 50 0 -554 67 -503 -959 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 10.6 0.9 0.0 20.5 27.7 32.0 72.3 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 6 1 12 8 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,596
COMMITMENTS
121,915 61,198 104,679 189,411 251,973 416,005 417,850 33,591 31,746
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 5,865)
-3,290 5,942 8,929 5,910 -14,239 11,549 632 -5,684 5,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 13.6 23.3 42.1 56.0 92.5 92.9 7.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
87 76 115 84 80 244 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 903,958
COMMITMENTS
175,591 121,578 128,276 422,320 472,688 726,186 722,542 177,772 181,416
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -376)
-19,288 -9,685 7,300 -223 11,311 -12,211 8,927 11,835 -9,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 13.4 14.2 46.7 52.3 80.3 79.9 19.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
44 29 48 77 84 140 142
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 870,374
COMMITMENTS
87,005 156,220 17,119 649,209 596,268 753,333 769,607 117,040 100,766
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 22,609)
671 3,061 3,629 12,776 14,791 17,076 21,480 5,533 1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 17.9 2.0 74.6 68.5 86.6 88.4 13.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
13 15 12 67 70 88 89
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,839
COMMITMENTS
837 134 170 495 1,226 1,502 1,530 337 309
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 59)
18 112 -124 52 -29 -54 -41 113 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.5 7.3 9.2 26.9 66.7 81.7 83.2 18.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 2 3 4 6 17 10
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 406,823
COMMITMENTS
67,997 74,356 81,544 218,416 219,143 367,957 375,043 38,866 31,779
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 18,853)
-897 11,885 7,799 10,257 -782 17,159 18,902 1,694 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 18.3 20.0 53.7 53.9 90.4 92.2 9.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
72 60 83 101 89 216 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,009
COMMITMENTS
3,174 1,928 1,103 4,154 6,865 8,431 9,897 2,578 1,112
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -36)
-91 -17 -80 -37 254 -208 157 172 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 17.5 10.0 37.7 62.4 76.6 89.9 23.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
23 21 13 20 17 52 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,512,650
COMMITMENTS
227,168 353,988 87,731 1064038 917,064 1378937 1358784 133,713 153,867
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 80,290)
4,530 -29,676 37,872 29,944 75,545 72,347 83,741 7,943 -3,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 23.4 5.8 70.3 60.6 91.2 89.8 8.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
41 63 41 126 125 191 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,001,639
COMMITMENTS
861,490 667,164 475,648 2271041 2307347 3608179 3450159 393,460 551,480
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 96,804)
-12,131 22,061 13,140 90,801 90,474 91,811 125,676 4,993 -28,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 16.7 11.9 56.8 57.7 90.2 86.2 9.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
90 94 111 190 210 335 360
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 417,985
COMMITMENTS
84,234 65,482 4,831 242,559 218,495 331,624 288,808 86,361 129,177
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 1,620)
616 2,291 1,536 -1,791 -1,011 361 2,816 1,259 -1,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 15.7 1.2 58.0 52.3 79.3 69.1 20.7 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
12 7 8 37 37 53 48
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,292,616
COMMITMENTS
469,927 617,609 206,334 2319726 2090897 2995986 2914839 296,630 377,777
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 119,285)
62,614 10,676 16,167 21,376 91,809 100,157 118,653 19,127 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 18.8 6.3 70.5 63.5 91.0 88.5 9.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
47 74 67 137 160 228 257
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,634,274
COMMITMENTS
35,985 320,734 364,307 1199243 884,251 1599535 1569292 34,739 64,982
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 120,775)
10,238 8,962 2,131 105,586 110,085 117,955 121,179 2,820 -403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 19.6 22.3 73.4 54.1 97.9 96.0 2.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
14 60 45 62 69 113 143
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,843
COMMITMENTS
50,438 6,536 2,101 14,516 57,582 67,056 66,220 9,788 10,624
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 4,584)
5,171 -2,417 -692 -263 7,986 4,216 4,877 368 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 8.5 2.7 18.9 74.9 87.3 86.2 12.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
45 20 10 27 35 77 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 153,687
COMMITMENTS
100,876 13,073 4,202 29,033 115,164 134,111 132,440 19,576 21,247
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: 9,167)
10,341 -4,834 -1,384 -525 15,972 8,432 9,754 735 -586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 8.5 2.7 18.9 74.9 87.3 86.2 12.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
45 20 10 27 35 77 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 47,966
COMMITMENTS
32,252 47,632 256 15,407 0 47,915 47,888 51 78
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -789)
-750 -778 0 -38 0 -788 -778 -1 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 99.3 0.5 32.1 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
20 15 1 3 0 24 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,554
COMMITMENTS
20,936 5,097 39 10,551 26,253 31,526 31,389 28 165
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -72)
-293 -22 0 217 -111 -76 -133 4 61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 16.2 0.1 33.4 83.2 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 12 1 7 20 18 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/15/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,079
COMMITMENTS
11,378 5,226 32 10,633 16,706 22,043 21,964 36 115
CHANGES FROM 08/08/17 (CHANGE IN OPEN INTEREST: -41)
-867 -54 -23 877 10 -13 -67 -28 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 23.7 0.1 48.2 75.7 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 10 1 5 9 15 19
Updated August 18, 2017