WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 644,349
COMMITMENTS
150,789 268,667 190,306 254,028 138,241 595,123 597,214 49,225 47,134
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 62,947)
-1,251 29,349 32,489 27,075 -55 58,313 61,783 4,635 1,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 41.7 29.5 39.4 21.5 92.4 92.7 7.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 467)
148 168 149 115 109 341 358
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,227
COMMITMENTS
100,624 119,391 61,236 151,561 136,040 313,421 316,667 25,805 22,560
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 16,290)
-1,791 8,595 10,186 7,133 -2,858 15,528 15,923 762 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 35.2 18.1 44.7 40.1 92.4 93.3 7.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
94 74 79 92 79 222 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,836,183
COMMITMENTS
343,088 471,281 446,856 809,658 703,021 1599601 1621158 236,582 215,025
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 44,164)
-11,560 14,555 17,965 26,869 8,948 33,274 41,468 10,890 2,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 25.7 24.3 44.1 38.3 87.1 88.3 12.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
208 167 214 350 350 660 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,859
COMMITMENTS
2,631 347 600 1,631 4,834 4,862 5,782 1,997 1,078
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -404)
-316 80 138 -35 -770 -213 -551 -192 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 5.1 8.8 23.8 70.5 70.9 84.3 29.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
10 6 7 8 10 22 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 846,620
COMMITMENTS
146,649 106,255 204,246 434,824 434,395 785,719 744,896 60,901 101,724
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -43,136)
-25,065 12,759 -22,317 8,018 -33,188 -39,364 -42,746 -3,772 -390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 12.6 24.1 51.4 51.3 92.8 88.0 7.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
181 150 243 203 223 506 522
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 494,301
COMMITMENTS
122,451 84,083 112,349 225,964 268,709 460,764 465,141 33,537 29,161
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -7,356)
6,463 10,052 -11,815 -1,691 -4,844 -7,043 -6,607 -313 -749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 17.0 22.7 45.7 54.4 93.2 94.1 6.8 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
98 81 118 97 92 260 248
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 887,589
COMMITMENTS
204,591 98,304 80,167 439,229 539,974 723,987 718,445 163,602 169,144
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 2,122)
18,700 -12,025 13,183 -22,620 6,029 9,263 7,188 -7,141 -5,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 11.1 9.0 49.5 60.8 81.6 80.9 18.4 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
49 27 44 84 84 145 143
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 900,204
COMMITMENTS
53,928 160,671 14,162 693,409 632,916 761,499 807,748 138,705 92,455
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 866)
-1,270 3,773 -17,847 8,119 13,934 -10,999 -141 11,864 1,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 17.8 1.6 77.0 70.3 84.6 89.7 15.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
18 11 13 65 75 90 92
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,345
COMMITMENTS
733 936 317 950 639 2,000 1,892 345 453
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 561)
23 199 191 372 -20 586 370 -25 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 39.9 13.5 40.5 27.2 85.3 80.7 14.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 5 8 8 19 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 456,741
COMMITMENTS
128,193 29,909 78,871 201,681 319,965 408,745 428,744 47,996 27,997
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -18,855)
-1,418 -3,921 -12,055 -7,965 -3,456 -21,439 -19,432 2,584 577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 6.5 17.3 44.2 70.1 89.5 93.9 10.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
106 54 103 99 93 258 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,463
COMMITMENTS
1,453 2,104 1,027 7,026 6,783 9,506 9,914 1,957 1,549
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 135)
-35 -120 33 -48 1 -49 -85 184 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 18.4 9.0 61.3 59.2 82.9 86.5 17.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 13 15 22 16 45 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,821,307
COMMITMENTS
409,267 571,475 98,694 1197007 976,725 1704967 1646894 116,340 174,414
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -2,440)
22,827 4,900 3,593 -25,596 -20,814 824 -12,320 -3,263 9,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 31.4 5.4 65.7 53.6 93.6 90.4 6.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
55 70 44 134 119 216 206
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,876,939
COMMITMENTS
787,527 706,409 414,940 2328106 2197995 3530574 3319344 346,365 557,595
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 57,453)
66,958 32,022 2,266 -14,282 25,725 54,943 60,013 2,510 -2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 18.2 10.7 60.1 56.7 91.1 85.6 8.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
77 98 97 168 198 301 337
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 507,248
COMMITMENTS
77,834 67,947 8,964 331,513 278,061 418,311 354,972 88,937 152,276
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -22,827)
1,436 -14,501 -2,835 -21,862 -5,632 -23,261 -22,968 434 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.4 1.8 65.4 54.8 82.5 70.0 17.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 11 12 42 50 59 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,209,234
COMMITMENTS
551,806 886,696 235,469 2168456 1650347 2955732 2772512 253,502 436,722
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -23,481)
12,855 -28,402 2,014 -28,859 8,908 -13,990 -17,479 -9,491 -6,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 27.6 7.3 67.6 51.4 92.1 86.4 7.9 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
50 79 65 133 154 227 254
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,480,673
COMMITMENTS
106,008 192,788 337,010 1004078 893,056 1447096 1422854 33,577 57,819
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 58,494)
15,141 9,520 14,439 26,595 36,548 56,175 60,507 2,319 -2,013
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 13.0 22.8 67.8 60.3 97.7 96.1 2.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 45 55 66 68 126 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 88,825
COMMITMENTS
42,113 5,550 6,318 28,297 68,217 76,728 80,084 12,098 8,741
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 8,111)
-935 -1,195 1,313 7,354 8,524 7,732 8,643 380 -531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 6.2 7.1 31.9 76.8 86.4 90.2 13.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
51 20 18 39 35 96 69
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 177,651
COMMITMENTS
84,226 11,100 12,635 56,594 136,434 153,455 160,169 24,196 17,482
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 16,223)
-1,871 -2,390 2,627 14,707 17,049 15,463 17,285 759 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.4 6.2 7.1 31.9 76.8 86.4 90.2 13.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
51 20 18 39 35 96 69
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 56,004
COMMITMENTS
41,234 53,403 2,560 12,118 0 55,912 55,963 92 41
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -11,216)
-12,898 -13,546 2,309 -600 0 -11,189 -11,237 -27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.6 95.4 4.6 21.6 0.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
28 11 4 3 0 34 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,541
COMMITMENTS
11,007 5,684 42 15,477 20,700 26,526 26,426 15 115
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,448)
-2,060 -56 22 590 -1,372 -1,448 -1,406 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.5 21.4 0.2 58.3 78.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 15 2 8 19 18 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,799
COMMITMENTS
20,494 4,431 136 2,107 18,126 22,737 22,693 62 106
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 83)
183 -433 -371 269 912 81 108 2 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.9 19.4 0.6 9.2 79.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 12 1 6 15 11 28
Updated December 15, 2017