WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 581,401
COMMITMENTS
152,040 239,317 157,817 226,953 138,296 536,810 535,431 44,591 45,970
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -16,995)
-1,402 -6,929 -3,676 -7,493 -4,422 -12,570 -15,028 -4,424 -1,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 41.2 27.1 39.0 23.8 92.3 92.1 7.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
132 163 146 104 108 321 341
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 322,937
COMMITMENTS
102,415 110,796 51,050 144,428 138,898 297,893 300,744 25,044 22,193
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -815)
3,353 -1,053 -1,354 -1,974 3,387 24 979 -839 -1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 34.3 15.8 44.7 43.0 92.2 93.1 7.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
91 69 73 93 81 213 199
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,792,019
COMMITMENTS
354,648 456,726 428,891 782,788 694,072 1566327 1579689 225,692 212,329
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -64,244)
5,552 -23,219 344 -56,485 -28,406 -50,589 -51,282 -13,655 -12,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.5 23.9 43.7 38.7 87.4 88.2 12.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
200 179 210 347 351 653 645
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,263
COMMITMENTS
2,947 267 462 1,666 5,604 5,075 6,332 2,189 931
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -82)
-184 -1 122 118 -239 57 -118 -139 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.6 3.7 6.4 22.9 77.1 69.9 87.2 30.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 6 9 11 24 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 889,756
COMMITMENTS
171,714 93,496 226,563 426,805 467,582 825,082 787,642 64,673 102,114
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 57,442)
20,970 -7,359 25,675 6,463 33,757 53,108 52,073 4,333 5,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 10.5 25.5 48.0 52.6 92.7 88.5 7.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 631)
180 167 250 195 227 518 531
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 501,657
COMMITMENTS
115,988 74,032 124,164 227,655 273,552 467,807 471,748 33,850 29,909
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 16,173)
-1,976 4,050 6,753 10,046 5,200 14,824 16,003 1,349 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 14.8 24.8 45.4 54.5 93.3 94.0 6.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
101 76 115 93 88 262 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 885,467
COMMITMENTS
185,890 110,329 66,984 461,850 533,944 714,724 711,257 170,743 174,210
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -14,480)
6,135 -3,561 1,308 6,295 7,556 13,738 5,303 -28,218 -19,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.5 7.6 52.2 60.3 80.7 80.3 19.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
35 37 41 85 85 142 141
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 899,338
COMMITMENTS
55,198 156,898 32,009 685,291 618,982 772,498 807,889 126,840 91,449
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -55,525)
4,391 9,146 -11,392 -15,081 -30,360 -22,082 -32,606 -33,443 -22,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 17.4 3.6 76.2 68.8 85.9 89.8 14.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
18 11 18 67 73 95 93
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,784
COMMITMENTS
710 737 126 578 659 1,414 1,522 370 262
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -36)
-77 115 -40 85 -123 -32 -48 -4 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.8 41.3 7.1 32.4 36.9 79.3 85.3 20.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
8 6 6 9 8 20 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 475,596
COMMITMENTS
129,611 33,830 90,926 209,646 323,420 430,183 448,176 45,413 27,420
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 35,695)
21,230 -6,528 13,644 -611 31,607 34,264 38,724 1,432 -3,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.1 19.1 44.1 68.0 90.5 94.2 9.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
108 63 99 103 102 264 227
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,328
COMMITMENTS
1,487 2,224 993 7,075 6,782 9,555 9,999 1,773 1,329
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 233)
216 -153 42 -91 356 166 245 66 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 19.6 8.8 62.5 59.9 84.4 88.3 15.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 15 14 22 17 45 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,823,747
COMMITMENTS
386,440 566,575 95,101 1222603 997,539 1704143 1659214 119,604 164,533
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -44,556)
44,546 -20,959 -5,936 -58,531 -9,607 -19,921 -36,502 -24,635 -8,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 31.1 5.2 67.0 54.7 93.4 91.0 6.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
61 68 46 133 121 217 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,819,487
COMMITMENTS
720,569 674,387 412,674 2342388 2172270 3475631 3259331 343,855 560,156
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -285,073)
-121,331 2,955 18,829 -15,561 -139,261 -118,063 -117,477 -167,010 -167,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 17.7 10.8 61.3 56.9 91.0 85.3 9.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
72 103 97 163 192 292 335
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 530,075
COMMITMENTS
76,398 82,448 11,799 353,375 283,693 441,572 377,940 88,503 152,135
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 44,330)
17,476 1,673 1,153 35,339 57,755 53,968 60,581 -9,638 -16,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 15.6 2.2 66.7 53.5 83.3 71.3 16.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
11 11 10 43 50 60 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,232,714
COMMITMENTS
538,951 915,097 233,455 2197316 1641439 2969722 2789991 262,993 442,724
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -289,382)
-74,101 30,611 -68,328 -60,321 -181,179 -202,750 -218,897 -86,632 -70,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 28.3 7.2 68.0 50.8 91.9 86.3 8.1 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
57 69 62 138 154 227 253
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,422,179
COMMITMENTS
90,867 183,268 322,571 977,483 856,508 1390921 1362347 31,258 59,832
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -98,126)
21,137 23,661 -28,125 -87,226 -93,051 -94,215 -97,515 -3,912 -612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 12.9 22.7 68.7 60.2 97.8 95.8 2.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
24 51 54 64 65 125 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,714
COMMITMENTS
43,048 6,745 5,004 20,944 59,693 68,996 71,442 11,718 9,272
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 3,144)
3,133 -355 -297 369 3,656 3,205 3,004 -61 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 8.4 6.2 25.9 74.0 85.5 88.5 14.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
53 21 11 34 30 90 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 161,428
COMMITMENTS
86,096 13,490 10,008 41,887 119,385 137,992 142,884 23,436 18,545
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 6,288)
6,265 -710 -593 738 7,312 6,410 6,008 -122 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.3 8.4 6.2 25.9 74.0 85.5 88.5 14.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
53 21 11 34 30 90 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 67,220
COMMITMENTS
54,132 66,949 251 12,718 0 67,101 67,200 119 20
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -15,056)
-13,464 -15,075 0 -1,587 0 -15,051 -15,075 -5 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.5 99.6 0.4 18.9 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
28 9 2 2 0 31 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,989
COMMITMENTS
13,067 5,740 20 14,887 22,072 27,974 27,832 15 157
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: 346)
66 -202 15 272 463 353 276 -7 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.7 20.5 0.1 53.2 78.9 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
12 13 2 8 19 20 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/05/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,716
COMMITMENTS
20,311 4,864 507 1,838 17,214 22,656 22,585 60 131
CHANGES FROM 11/28/17 (CHANGE IN OPEN INTEREST: -1,606)
-933 -1,001 121 -816 -686 -1,628 -1,566 22 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.4 21.4 2.2 8.1 75.8 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 12 2 4 14 9 27
Updated December 8, 2017