WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,326
COMMITMENTS
149,356 268,706 195,311 259,116 141,482 603,784 605,499 48,543 46,828
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 7,978)
-1,433 39 5,005 5,088 3,240 8,660 8,285 -683 -307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 41.2 29.9 39.7 21.7 92.6 92.8 7.4 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 475)
147 171 163 114 109 352 365
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 344,410
COMMITMENTS
103,648 119,767 60,990 152,993 140,548 317,631 321,305 26,780 23,106
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 5,184)
3,024 376 -246 1,432 4,508 4,209 4,638 975 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 34.8 17.7 44.4 40.8 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
101 73 85 88 79 227 208
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,880,411
COMMITMENTS
344,437 494,244 470,004 822,342 702,635 1636783 1666883 243,628 213,528
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 44,228)
1,349 22,963 23,148 12,685 -386 37,182 45,726 7,046 -1,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 26.3 25.0 43.7 37.4 87.0 88.6 13.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 825)
204 175 211 356 350 669 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,921
COMMITMENTS
2,569 380 633 1,930 4,809 5,132 5,821 1,789 1,100
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 62)
-62 32 33 300 -25 270 40 -208 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 5.5 9.1 27.9 69.5 74.2 84.1 25.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 6 7 8 11 21 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 893,209
COMMITMENTS
133,764 147,312 229,161 465,952 412,636 828,877 789,108 64,333 104,101
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 46,590)
-12,885 41,056 24,915 31,128 -21,759 43,158 44,213 3,432 2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 16.5 25.7 52.2 46.2 92.8 88.3 7.2 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
176 166 248 208 219 513 535
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 500,990
COMMITMENTS
121,329 89,817 117,688 228,050 264,202 467,068 471,708 33,923 29,282
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 6,689)
-1,122 5,734 5,340 2,086 -4,506 6,304 6,568 385 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 17.9 23.5 45.5 52.7 93.2 94.2 6.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
98 86 120 98 91 266 249
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 929,073
COMMITMENTS
207,253 84,414 100,762 456,715 569,785 764,730 754,961 164,343 174,112
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 41,484)
2,662 -13,890 20,595 17,485 29,811 40,743 36,516 741 4,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 9.1 10.8 49.2 61.3 82.3 81.3 17.7 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
45 35 46 86 87 149 150
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,850
COMMITMENTS
59,639 166,224 11,190 692,843 617,949 763,671 795,363 126,179 94,487
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -10,354)
5,711 5,553 -2,972 -567 -14,967 2,172 -12,385 -12,526 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 18.7 1.3 77.9 69.4 85.8 89.4 14.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
18 12 14 62 71 87 90
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,748
COMMITMENTS
695 1,161 326 1,265 695 2,286 2,182 462 566
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 403)
-38 225 9 315 56 286 290 117 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 42.2 11.9 46.0 25.3 83.2 79.4 16.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 7 6 8 8 19 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 445,181
COMMITMENTS
111,697 32,568 80,784 208,902 304,524 401,384 417,876 43,797 27,304
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -11,561)
-16,496 2,659 1,913 7,221 -15,440 -7,361 -10,868 -4,199 -693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 7.3 18.1 46.9 68.4 90.2 93.9 9.8 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
94 52 93 102 94 244 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,850
COMMITMENTS
1,370 2,503 1,222 7,499 6,690 10,091 10,415 1,759 1,434
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 387)
-83 399 195 473 -93 585 501 -198 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.1 10.3 63.3 56.5 85.2 87.9 14.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 17 16 23 18 46 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,842,711
COMMITMENTS
406,078 578,035 96,553 1220616 998,793 1723247 1673381 119,463 169,330
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 21,404)
-3,189 6,560 -2,140 23,609 22,067 18,280 26,487 3,123 -5,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 31.4 5.2 66.2 54.2 93.5 90.8 6.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
53 70 43 130 126 207 215
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,941,936
COMMITMENTS
680,619 714,095 450,542 2457645 2222743 3588806 3387381 353,130 554,555
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 64,997)
-106,908 7,686 35,602 129,538 24,748 58,232 68,036 6,764 -3,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.1 11.4 62.3 56.4 91.0 85.9 9.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
83 91 98 174 201 305 342
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 512,438
COMMITMENTS
80,613 73,168 7,193 336,922 284,364 424,728 364,725 87,710 147,713
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 5,190)
2,779 5,221 -1,771 5,409 6,303 6,417 9,753 -1,227 -4,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.3 1.4 65.7 55.5 82.9 71.2 17.1 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 12 10 48 49 64 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,249,773
COMMITMENTS
547,072 927,740 250,175 2200728 1624569 2997974 2802484 251,799 447,289
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 40,539)
-4,735 41,045 14,706 32,272 -25,778 42,243 29,972 -1,703 10,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 28.5 7.7 67.7 50.0 92.3 86.2 7.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
51 77 65 134 156 227 256
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,458,430
COMMITMENTS
116,921 191,891 312,909 1000530 899,454 1430360 1404254 28,070 54,176
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -22,243)
10,913 -897 -24,101 -3,548 6,398 -16,736 -18,600 -5,507 -3,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.2 21.5 68.6 61.7 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 45 58 66 67 128 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 73,631
COMMITMENTS
40,086 5,763 4,233 17,062 56,908 61,382 66,904 12,249 6,727
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -15,194)
-2,027 213 -2,084 -11,235 -11,309 -15,346 -13,180 151 -2,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 7.8 5.7 23.2 77.3 83.4 90.9 16.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
47 19 12 29 31 80 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,263
COMMITMENTS
80,172 11,526 8,467 34,125 113,815 122,764 133,808 24,499 13,454
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -30,388)
-4,053 426 -4,168 -22,470 -22,619 -30,691 -26,361 303 -4,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.4 7.8 5.7 23.2 77.3 83.4 90.9 16.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
47 19 12 29 31 80 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 72,726
COMMITMENTS
39,859 50,726 21,979 10,779 0 72,617 72,705 109 21
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: 16,722)
-1,375 -2,677 19,419 -1,339 0 16,705 16,742 17 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.8 69.7 30.2 14.8 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
25 10 5 3 0 32 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,457
COMMITMENTS
9,829 5,875 0 14,616 18,480 24,445 24,355 12 102
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -2,084)
-1,178 191 -42 -861 -2,220 -2,081 -2,071 -3 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.2 24.0 0.0 59.8 75.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 16 0 9 18 18 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,248
COMMITMENTS
17,970 4,557 1 2,261 15,613 20,232 20,171 16 77
CHANGES FROM 12/12/17 (CHANGE IN OPEN INTEREST: -2,551)
-2,524 126 -135 154 -2,513 -2,505 -2,522 -46 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.7 22.5 0.0 11.2 77.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 13 1 5 13 12 26
Updated December 22, 2017