WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 572,693
COMMITMENTS
167,840 263,811 123,949 238,247 140,663 530,036 528,423 42,657 44,270
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 14,436)
-2,592 -1,785 14,780 1,555 192 13,743 13,187 693 1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 46.1 21.6 41.6 24.6 92.6 92.3 7.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
130 174 136 102 104 322 341
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 341,290
COMMITMENTS
112,828 111,790 66,687 135,154 139,954 314,669 318,431 26,621 22,859
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 19,003)
1,522 6,614 12,467 3,543 -1,163 17,532 17,918 1,471 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 32.8 19.5 39.6 41.0 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
102 71 80 81 82 221 209
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,668,554
COMMITMENTS
424,433 501,458 288,743 761,842 703,674 1475018 1493875 193,536 174,679
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 31,390)
3,312 -11,910 5,595 23,654 35,893 32,561 29,578 -1,171 1,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 30.1 17.3 45.7 42.2 88.4 89.5 11.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 813)
180 173 175 300 343 585 610
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,296
COMMITMENTS
2,585 503 411 1,218 4,046 4,214 4,960 2,082 1,336
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -353)
-7 -229 188 -589 -404 -408 -445 55 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 8.0 6.5 19.3 64.3 66.9 78.8 33.1 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 7 5 9 12 20 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 783,339
COMMITMENTS
146,676 213,766 132,442 453,767 348,121 732,885 694,329 50,454 89,010
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 16,653)
-4,981 -16,539 11,793 10,806 17,136 17,618 12,390 -965 4,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 27.3 16.9 57.9 44.4 93.6 88.6 6.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 591)
160 153 180 159 204 421 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,003
COMMITMENTS
134,187 120,349 111,609 228,673 247,589 474,469 479,547 35,534 30,456
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 37,291)
10,808 18,411 6,904 17,153 10,101 34,865 35,416 2,426 1,875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 23.6 21.9 44.8 48.5 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
108 99 118 97 77 273 251
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 809,179
COMMITMENTS
204,496 148,765 14,165 444,704 476,898 663,365 639,828 145,814 169,351
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 23,632)
11,152 22,522 -713 21,652 -808 32,091 21,001 -8,459 2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 18.4 1.8 55.0 58.9 82.0 79.1 18.0 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
38 45 30 68 74 122 133
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 896,672
COMMITMENTS
47,180 186,427 13,423 714,895 606,359 775,498 806,209 121,174 90,463
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 11,301)
-7,798 7,534 1,872 14,792 5,225 8,866 14,631 2,435 -3,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 20.8 1.5 79.7 67.6 86.5 89.9 13.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
17 14 14 61 69 87 88
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,979
COMMITMENTS
988 1,367 391 1,156 777 2,535 2,535 444 444
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 23)
-21 -52 46 -81 28 -56 22 79 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 45.9 13.1 38.8 26.1 85.1 85.1 14.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 7 5 7 9 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 413,551
COMMITMENTS
115,732 46,424 55,890 199,148 281,528 370,770 383,842 42,781 29,709
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 19,944)
13,495 -12,257 112 3,812 32,155 17,419 20,010 2,525 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 11.2 13.5 48.2 68.1 89.7 92.8 10.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
101 54 93 88 83 236 197
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,512
COMMITMENTS
1,377 2,540 300 5,927 5,229 7,604 8,069 1,908 1,443
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -457)
35 -257 90 -705 -381 -580 -548 123 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 26.7 3.2 62.3 55.0 79.9 84.8 20.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 17 8 19 13 38 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,931,579
COMMITMENTS
415,984 717,070 49,910 1342915 983,317 1808809 1750297 122,770 181,282
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 55,198)
2,192 12,636 8,379 44,360 30,468 54,931 51,483 267 3,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 37.1 2.6 69.5 50.9 93.6 90.6 6.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
60 69 34 132 136 209 222
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,512,126
COMMITMENTS
680,153 798,030 186,126 2335238 1937757 3201517 2921913 310,609 590,213
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 138,357)
29,501 58,119 16,175 110,336 36,771 156,012 111,065 -17,655 27,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 22.7 5.3 66.5 55.2 91.2 83.2 8.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
78 113 68 174 190 288 335
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 536,135
COMMITMENTS
107,351 52,655 6,953 321,028 327,257 435,332 386,865 100,803 149,270
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 9,277)
13,423 -1,007 197 -12,090 5,661 1,530 4,851 7,747 4,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 9.8 1.3 59.9 61.0 81.2 72.2 18.8 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
13 11 9 49 50 67 65
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,316,705
COMMITMENTS
612,262 1047269 123,513 2318442 1688688 3054217 2859470 262,488 457,235
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 121,163)
49,450 -1,803 7,944 53,559 116,740 110,953 122,881 10,210 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 31.6 3.7 69.9 50.9 92.1 86.2 7.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
62 78 42 135 163 219 261
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,611,640
COMMITMENTS
181,534 189,055 323,678 1068648 1037048 1573860 1549781 37,780 61,859
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 90,583)
17,894 16,093 8,453 59,552 62,953 85,899 87,499 4,684 3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 11.7 20.1 66.3 64.3 97.7 96.2 2.3 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
34 39 53 64 70 124 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,388
COMMITMENTS
40,162 9,006 3,424 21,417 59,962 65,002 72,392 13,386 5,996
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -231)
-3,889 -186 -481 2,567 1,505 -1,803 838 1,572 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 11.5 4.4 27.3 76.5 82.9 92.4 17.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
50 20 9 33 27 87 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 156,775
COMMITMENTS
80,323 18,012 6,848 42,833 119,924 130,004 144,784 26,771 11,991
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -461)
-7,777 -372 -962 5,134 3,009 -3,605 1,675 3,144 -2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.2 11.5 4.4 27.3 76.5 82.9 92.4 17.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
50 20 9 33 27 87 52
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 67,857
COMMITMENTS
53,730 67,584 251 13,595 0 67,576 67,835 281 22
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -13,177)
-13,720 -13,177 0 517 0 -13,203 -13,177 26 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.2 99.6 0.4 20.0 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
30 9 2 3 0 34 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,181
COMMITMENTS
8,244 7,008 0 19,900 21,017 28,144 28,025 37 156
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,971)
-423 913 0 2,396 1,064 1,973 1,977 -2 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 24.9 0.0 70.6 74.6 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 15 0 8 20 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/23/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,377
COMMITMENTS
19,506 5,859 18 3,809 17,430 23,333 23,307 44 70
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 1,811)
384 496 0 1,411 1,314 1,795 1,810 16 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.4 25.1 0.1 16.3 74.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 13 1 5 13 12 26
Updated January 26, 2018