WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 493,271
COMMITMENTS
164,916 192,374 109,112 180,151 144,736 454,179 446,222 39,092 47,049
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -12,193)
590 11,613 -9,737 -1,428 -14,279 -10,575 -12,403 -1,618 210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 39.0 22.1 36.5 29.3 92.1 90.5 7.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
120 142 131 88 101 297 304
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 306,651
COMMITMENTS
93,998 60,503 59,131 129,241 162,101 282,370 281,735 24,281 24,916
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,519)
-45 1,840 -1,193 437 -3,151 -801 -2,504 -1,718 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 19.7 19.3 42.1 52.9 92.1 91.9 7.9 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
97 57 85 76 85 214 200
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,681,923
COMMITMENTS
495,901 329,969 301,695 712,301 844,388 1509897 1476052 172,026 205,871
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 20,563)
18,391 -13,569 21,764 -13,128 6,186 27,027 14,381 -6,464 6,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 19.6 17.9 42.4 50.2 89.8 87.8 10.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 803)
189 158 186 290 345 591 609
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,848
COMMITMENTS
2,288 75 145 1,110 4,389 3,543 4,609 2,305 1,239
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -368)
-35 -52 -319 -64 -106 -418 -477 50 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.1 1.3 2.5 19.0 75.1 60.6 78.8 39.4 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 3 7 9 19 13
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 804,370
COMMITMENTS
208,896 102,030 124,576 421,378 471,401 754,850 698,007 49,520 106,363
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 47,082)
41,884 -13,819 2,568 672 51,721 45,124 40,470 1,958 6,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 12.7 15.5 52.4 58.6 93.8 86.8 6.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
171 128 177 166 236 430 471
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 505,348
COMMITMENTS
142,372 115,442 94,513 228,730 262,237 465,615 472,192 39,733 33,156
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,163)
3,550 11,329 -10,061 4,041 -2,490 -2,470 -1,222 307 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 22.8 18.7 45.3 51.9 92.1 93.4 7.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
112 95 107 95 75 266 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 855,355
COMMITMENTS
174,434 157,043 22,766 524,019 480,599 721,219 660,408 134,136 194,947
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 25,514)
14,189 647 1,622 3,822 17,606 19,633 19,875 5,881 5,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 18.4 2.7 61.3 56.2 84.3 77.2 15.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
33 48 34 81 79 134 141
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,008,146
COMMITMENTS
47,382 208,420 67,015 766,606 608,863 881,003 884,298 127,143 123,848
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 70,150)
2,239 -1,242 31,120 25,850 28,083 59,209 57,961 10,941 12,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 20.7 6.6 76.0 60.4 87.4 87.7 12.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
16 17 22 69 71 99 99
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,052
COMMITMENTS
716 370 291 704 1,188 1,711 1,849 341 203
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -88)
23 -277 13 -109 254 -73 -10 -15 -78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 18.0 14.2 34.3 57.9 83.4 90.1 16.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 5 3 6 8 16 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 482,494
COMMITMENTS
152,617 24,398 68,374 211,555 359,146 432,546 451,918 49,948 30,576
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 3,840)
13,699 -2,507 -9,571 -5,347 12,479 -1,219 401 5,059 3,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 5.1 14.2 43.8 74.4 89.6 93.7 10.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
120 44 92 91 90 257 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,877
COMMITMENTS
1,346 2,282 578 5,898 5,302 7,822 8,162 2,055 1,715
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 229)
-33 402 148 158 -376 273 174 -44 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 23.1 5.9 59.7 53.7 79.2 82.6 20.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
19 19 11 19 13 41 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,049,116
COMMITMENTS
395,533 552,485 134,469 1381987 1183318 1911989 1870272 137,127 178,844
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 16,831)
-15,642 7,324 3,213 20,803 14,484 8,374 25,021 8,457 -8,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 27.0 6.6 67.4 57.7 93.3 91.3 6.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 345)
58 84 38 142 144 221 245
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,836,765
COMMITMENTS
681,539 896,019 311,382 2514311 2028805 3507232 3236206 329,533 600,559
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 154,968)
22,880 -59,575 104,985 20,675 79,768 148,540 125,178 6,428 29,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 23.4 8.1 65.5 52.9 91.4 84.3 8.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
85 107 78 177 199 303 343
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,612
COMMITMENTS
78,941 76,023 13,118 376,033 318,691 468,092 407,832 103,520 163,780
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 8,826)
-2,671 7,705 1,840 -5,224 -2,893 -6,055 6,652 14,881 2,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 13.3 2.3 65.8 55.8 81.9 71.3 18.1 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 12 12 51 58 70 75
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,636,538
COMMITMENTS
636,080 1063663 159,429 2558014 1980909 3353523 3204001 283,015 432,537
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 207,325)
7,485 82,561 10,745 181,939 95,285 200,169 188,591 7,156 18,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 29.2 4.4 70.3 54.5 92.2 88.1 7.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
56 77 42 140 175 222 269
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 2,019,724
COMMITMENTS
299,316 318,541 437,002 1245087 1205417 1981405 1960960 38,319 58,764
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 143,044)
36,035 -24,509 48,058 53,394 122,415 137,487 145,964 5,557 -2,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.8 21.6 61.6 59.7 98.1 97.1 1.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
35 49 58 66 73 133 153
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,963
COMMITMENTS
23,250 13,677 968 25,572 36,791 49,790 51,436 9,173 7,527
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -4,121)
-2,444 -1,360 -33 -1,999 -3,416 -4,475 -4,809 354 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 23.2 1.6 43.4 62.4 84.4 87.2 15.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
40 14 7 31 26 73 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,925
COMMITMENTS
46,500 27,354 1,936 51,144 73,582 99,580 102,872 18,345 15,053
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -8,242)
-4,887 -2,720 -66 -3,997 -6,831 -8,950 -9,617 708 1,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 23.2 1.6 43.4 62.4 84.4 87.2 15.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
40 14 7 31 26 73 45
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 49,107
COMMITMENTS
31,980 48,843 251 16,593 0 48,824 49,094 283 13
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 2,065)
1,777 2,072 0 240 0 2,017 2,072 48 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.1 99.5 0.5 33.8 0.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
34 9 2 3 0 38 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,641
COMMITMENTS
10,411 7,330 101 21,109 24,078 31,621 31,509 20 132
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 1,250)
41 575 3 1,234 647 1,278 1,225 -28 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 23.2 0.3 66.7 76.1 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 15 1 7 20 13 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/20/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,602
COMMITMENTS
23,630 5,783 0 2,943 20,772 26,573 26,555 29 47
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 955)
878 53 -6 104 898 976 945 -21 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.8 21.7 0.0 11.1 78.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
3 12 0 4 14 7 26
Updated February 23, 2018