WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 622,514
COMMITMENTS
143,143 255,859 180,147 251,708 139,267 574,998 575,273 47,516 47,241
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -29,812)
-6,213 -12,847 -15,164 -7,408 -2,215 -28,785 -30,226 -1,027 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 41.1 28.9 40.4 22.4 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
129 165 152 114 109 338 348
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 342,709
COMMITMENTS
106,534 122,728 56,289 153,528 142,147 316,351 321,165 26,357 21,544
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,702)
2,886 2,962 -4,700 535 1,599 -1,279 -140 -423 -1,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 35.8 16.4 44.8 41.5 92.3 93.7 7.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
108 73 92 90 80 237 215
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,852,922
COMMITMENTS
348,831 479,556 439,945 823,484 721,553 1612260 1641055 240,662 211,867
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -27,489)
4,394 -14,688 -30,058 1,141 18,918 -24,523 -25,829 -2,966 -1,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 25.9 23.7 44.4 38.9 87.0 88.6 13.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811)
187 172 200 364 355 657 636
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,789
COMMITMENTS
2,681 394 453 1,821 4,677 4,955 5,523 1,834 1,266
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -132)
112 14 -180 -109 -132 -177 -298 45 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.5 5.8 6.7 26.8 68.9 73.0 81.4 27.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 7 6 8 11 20 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 841,222
COMMITMENTS
138,961 178,949 203,019 439,344 362,441 781,324 744,409 59,898 96,813
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -51,987)
5,197 31,637 -26,142 -26,608 -50,195 -47,552 -44,699 -4,435 -7,288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 21.3 24.1 52.2 43.1 92.9 88.5 7.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
172 158 234 200 211 495 517
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,641
COMMITMENTS
116,026 93,998 95,367 229,035 256,582 440,428 445,947 35,214 29,694
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -25,349)
-5,303 4,181 -22,322 985 -7,620 -26,640 -25,761 1,291 412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 19.8 20.1 48.2 53.9 92.6 93.8 7.4 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
93 87 106 94 86 246 236
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 913,777
COMMITMENTS
188,592 85,250 96,137 475,493 564,342 760,222 745,729 153,555 168,048
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -15,297)
-18,661 836 -4,625 18,778 -5,443 -4,508 -9,232 -10,788 -6,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 9.3 10.5 52.0 61.8 83.2 81.6 16.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
40 39 44 80 82 143 142
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 883,897
COMMITMENTS
51,355 162,800 13,153 694,726 616,305 759,233 792,257 124,664 91,640
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -5,953)
-8,284 -3,425 1,963 1,883 -1,644 -4,438 -3,106 -1,515 -2,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 18.4 1.5 78.6 69.7 85.9 89.6 14.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
16 12 15 61 71 84 91
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,722
COMMITMENTS
483 1,264 349 1,423 698 2,255 2,311 467 411
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -26)
-212 103 23 158 3 -31 129 5 -155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 46.4 12.8 52.3 25.6 82.8 84.9 17.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
7 8 7 8 9 17 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 425,347
COMMITMENTS
104,509 43,874 76,038 204,637 279,573 385,183 399,484 40,163 25,863
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -19,834)
-7,189 11,306 -4,746 -4,266 -24,952 -16,200 -18,392 -3,634 -1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 10.3 17.9 48.1 65.7 90.6 93.9 9.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
81 56 93 103 91 238 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,613
COMMITMENTS
1,365 2,319 593 6,731 6,115 8,689 9,027 1,924 1,585
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -1,237)
-5 -184 -629 -768 -575 -1,402 -1,388 165 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 21.9 5.6 63.4 57.6 81.9 85.1 18.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 14 10 20 16 38 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,872,835
COMMITMENTS
405,621 589,536 106,068 1238603 1013103 1750292 1708707 122,543 164,129
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 30,125)
-457 11,502 9,515 17,987 14,310 27,045 35,326 3,080 -5,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 31.5 5.7 66.1 54.1 93.5 91.2 6.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
57 66 40 138 127 215 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,750,891
COMMITMENTS
629,195 696,422 405,370 2368496 2103711 3403061 3205503 347,830 545,388
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -191,045)
-51,424 -17,673 -45,172 -89,149 -119,032 -185,746 -181,878 -5,300 -9,167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 18.6 10.8 63.1 56.1 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
78 92 94 166 189 292 327
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 508,274
COMMITMENTS
78,786 74,465 6,612 323,924 281,503 409,322 362,580 98,952 145,694
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -4,164)
-1,827 1,297 -581 -12,998 -2,861 -15,406 -2,145 11,242 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 14.7 1.3 63.7 55.4 80.5 71.3 19.5 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
9 14 8 47 49 62 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,252,039
COMMITMENTS
499,256 926,618 254,248 2242771 1634503 2996275 2815368 255,764 436,671
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 2,266)
-47,816 -1,123 4,073 42,043 9,934 -1,700 12,884 3,965 -10,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 28.5 7.8 69.0 50.3 92.1 86.6 7.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
53 72 63 130 151 220 249
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,484,553
COMMITMENTS
141,549 201,681 311,393 1000933 917,352 1453875 1430426 30,678 54,127
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 26,123)
24,628 9,790 -1,516 403 17,898 23,515 26,172 2,608 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 13.6 21.0 67.4 61.8 97.9 96.4 2.1 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
26 46 55 64 69 124 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 73,555
COMMITMENTS
41,297 5,571 4,204 16,310 56,862 61,811 66,637 11,744 6,918
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -76)
1,211 -192 -29 -752 -45 429 -267 -505 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 7.6 5.7 22.2 77.3 84.0 90.6 16.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
50 19 10 29 29 81 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,111
COMMITMENTS
82,593 11,142 8,408 32,621 113,725 123,622 133,275 23,489 13,836
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -152)
2,421 -384 -59 -1,504 -90 858 -534 -1,010 382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.1 7.6 5.7 22.2 77.3 84.0 90.6 16.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
50 19 10 29 29 81 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,532
COMMITMENTS
40,371 51,124 274 10,784 100 51,429 51,498 103 34
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: -21,194)
512 398 -21,705 5 100 -21,188 -21,207 -6 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.3 99.2 0.5 20.9 0.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
26 7 3 3 1 30 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,912
COMMITMENTS
9,388 6,568 0 15,500 18,236 24,888 24,804 24 108
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 455)
-441 693 0 884 -244 443 449 12 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 26.4 0.0 62.2 73.2 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 17 0 8 19 15 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,162
COMMITMENTS
17,701 4,933 23 3,409 16,089 21,133 21,045 29 117
CHANGES FROM 12/19/17 (CHANGE IN OPEN INTEREST: 914)
-269 376 22 1,148 476 901 874 13 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 23.3 0.1 16.1 76.0 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 1 5 13 10 24
Updated December 29, 2017