WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,053
COMMITMENTS
143,768 182,089 166,620 200,538 154,519 510,926 503,228 41,126 48,825
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 18,503)
-3,007 -7,995 11,041 11,811 14,510 19,846 17,556 -1,342 947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 33.0 30.2 36.3 28.0 92.6 91.2 7.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
136 152 164 115 115 345 347
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,314
COMMITMENTS
92,842 72,922 43,396 124,984 144,587 261,222 260,905 25,091 25,409
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,591)
-4,586 -1,167 3,437 5,149 -71 4,000 2,200 -409 1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 25.5 15.2 43.7 50.5 91.2 91.1 8.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 55 69 91 81 197 182
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,804,698
COMMITMENTS
350,008 415,429 452,134 761,223 711,645 1563365 1579208 241,332 225,490
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 47,778)
-3,222 7,346 28,605 24,788 6,465 50,171 42,417 -2,393 5,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 23.0 25.1 42.2 39.4 86.6 87.5 13.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 801)
203 198 232 330 317 650 647
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,831
COMMITMENTS
1,894 480 1,541 1,156 4,073 4,591 6,094 2,240 737
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -310)
39 29 -18 -305 -289 -284 -277 -26 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 7.0 22.6 16.9 59.6 67.2 89.2 32.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 6 8 10 12 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 848,692
COMMITMENTS
146,402 111,410 228,714 413,057 408,378 788,172 748,502 60,520 100,190
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 29,294)
719 344 5,540 19,903 20,761 26,162 26,645 3,132 2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 13.1 26.9 48.7 48.1 92.9 88.2 7.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
180 194 259 184 212 511 546
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 450,331
COMMITMENTS
114,044 57,797 119,417 182,734 243,096 416,195 420,310 34,136 30,021
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -14,725)
-23,121 19,092 9,155 3,075 -42,901 -10,891 -14,654 -3,833 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 12.8 26.5 40.6 54.0 92.4 93.3 7.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
90 92 137 80 76 260 253
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 875,232
COMMITMENTS
152,116 129,307 114,955 445,158 455,366 712,230 699,628 163,002 175,603
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 39,695)
-27,348 6,174 25,030 43,980 190 41,663 31,394 -1,968 8,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 14.8 13.1 50.9 52.0 81.4 79.9 18.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
45 31 50 78 80 140 144
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,388
COMMITMENTS
64,509 148,347 13,813 633,089 561,408 711,411 723,568 107,976 95,820
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -6,735)
9,673 -5,217 4,074 -11,273 -8,724 2,474 -9,867 -9,209 3,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 18.1 1.7 77.3 68.5 86.8 88.3 13.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
16 11 13 62 62 83 81
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,704
COMMITMENTS
1,021 322 205 126 1,051 1,352 1,578 352 126
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -7)
113 15 -27 -99 -39 -13 -51 6 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.9 18.9 12.0 7.4 61.7 79.3 92.6 20.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 4 4 3 7 15 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 397,951
COMMITMENTS
78,112 56,910 78,598 197,269 231,452 353,979 366,960 43,972 30,990
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -4,279)
448 -3,102 2,863 -7,942 -3,753 -4,632 -3,992 353 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 14.3 19.8 49.6 58.2 89.0 92.2 11.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 71 90 97 94 219 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,412
COMMITMENTS
2,189 2,094 1,335 5,835 6,926 9,359 10,355 2,053 1,057
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 14)
-726 -123 400 373 -172 46 104 -33 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 18.4 11.7 51.1 60.7 82.0 90.7 18.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
25 16 16 18 18 48 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,728,552
COMMITMENTS
222,379 435,992 140,048 1239118 982,711 1601545 1558751 127,007 169,802
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 10,390)
-56,214 -7,378 19,197 46,319 -12,799 9,301 -981 1,089 11,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 25.2 8.1 71.7 56.9 92.7 90.2 7.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
49 54 40 118 123 192 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,818,833
COMMITMENTS
824,320 616,502 522,493 2093747 2106942 3440560 3245937 378,273 572,896
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 38,338)
-30,230 -467 59,855 20,681 -61,576 50,306 -2,187 -11,968 40,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 16.1 13.7 54.8 55.2 90.1 85.0 9.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
75 106 112 171 203 314 353
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 432,033
COMMITMENTS
78,542 56,572 7,101 264,758 237,732 350,401 301,405 81,632 130,628
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 9,436)
-546 -1,920 63 12,049 10,372 11,566 8,515 -2,130 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 13.1 1.6 61.3 55.0 81.1 69.8 18.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 8 8 39 43 54 55
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,215,974
COMMITMENTS
398,772 673,275 210,938 2333084 1950619 2942795 2834833 273,179 381,142
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 46,188)
-28,329 24,641 10,326 73,070 18,601 55,067 53,568 -8,880 -7,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 20.9 6.6 72.5 60.7 91.5 88.1 8.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
56 66 62 136 155 225 250
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,502,125
COMMITMENTS
52,493 198,013 311,292 1106949 926,271 1470733 1435575 31,391 66,549
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -101,499)
-28,819 -24,577 -10,668 -57,542 -59,374 -97,029 -94,620 -4,470 -6,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 13.2 20.7 73.7 61.7 97.9 95.6 2.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
16 57 45 63 73 114 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,717
COMMITMENTS
49,904 6,790 1,657 15,163 58,687 66,723 67,135 10,994 10,583
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -1,705)
-3,492 1,383 221 328 -3,707 -2,944 -2,103 1,239 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 8.7 2.1 19.5 75.5 85.9 86.4 14.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
51 24 12 27 33 84 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,435
COMMITMENTS
99,807 13,581 3,313 30,326 117,375 133,447 134,269 21,988 21,166
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -3,410)
-6,984 2,765 442 655 -7,414 -5,887 -4,207 2,478 797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.2 8.7 2.1 19.5 75.5 85.9 86.4 14.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
51 24 12 27 33 84 63
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 52,834
COMMITMENTS
37,206 52,700 85 15,492 0 52,783 52,785 51 49
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -19,047)
-19,635 -19,063 0 617 0 -19,018 -19,063 -29 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.4 99.7 0.2 29.3 0.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
22 12 1 2 0 25 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,340
COMMITMENTS
13,153 5,111 5 15,102 23,163 28,260 28,279 80 61
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -207)
-243 -380 0 5 184 -238 -196 31 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.4 18.0 0.0 53.3 81.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 15 1 7 19 16 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,385
COMMITMENTS
15,819 5,535 64 4,440 14,737 20,323 20,336 62 49
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -775)
67 -114 1 -807 -659 -739 -772 -36 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 27.2 0.3 21.8 72.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 1 3 11 15 18
Updated October 6, 2017