WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 626,431
COMMITMENTS
141,989 242,190 187,723 250,433 149,231 580,145 579,144 46,286 47,287
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 3,917)
-1,154 -13,669 7,576 -1,275 9,964 5,146 3,871 -1,230 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 38.7 30.0 40.0 23.8 92.6 92.5 7.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
135 166 157 110 108 344 346
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 343,536
COMMITMENTS
111,473 121,773 55,494 148,857 144,976 315,824 322,243 27,712 21,293
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 827)
4,939 -956 -795 -4,671 2,829 -527 1,078 1,355 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 35.4 16.2 43.3 42.2 91.9 93.8 8.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
108 74 89 95 83 246 212
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,851,952
COMMITMENTS
347,445 470,476 445,831 817,751 724,731 1611027 1641037 240,925 210,914
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -970)
-1,386 -9,081 5,886 -5,733 3,178 -1,233 -17 263 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 25.4 24.1 44.2 39.1 87.0 88.6 13.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
188 177 206 367 357 668 639
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,053
COMMITMENTS
2,524 720 478 1,946 4,569 4,949 5,767 2,104 1,286
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 264)
-157 326 25 125 -108 -6 244 270 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 10.2 6.8 27.6 64.8 70.2 81.8 29.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
7 10 6 8 11 19 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 814,798
COMMITMENTS
134,164 197,791 186,748 434,020 337,080 754,933 721,620 59,865 93,178
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -26,424)
-4,796 18,843 -16,271 -5,324 -25,361 -26,392 -22,789 -33 -3,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 24.3 22.9 53.3 41.4 92.7 88.6 7.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
171 167 226 190 217 479 520
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 468,013
COMMITMENTS
115,866 91,332 104,709 213,891 241,113 434,466 437,154 33,547 30,859
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -7,629)
-160 -2,666 9,342 -15,144 -15,469 -5,961 -8,793 -1,667 1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 19.5 22.4 45.7 51.5 92.8 93.4 7.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
98 84 108 91 83 248 232
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 907,723
COMMITMENTS
194,442 85,445 101,937 448,505 555,494 744,884 742,876 162,839 164,847
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -6,054)
5,850 195 5,800 -26,987 -8,848 -15,338 -2,853 9,284 -3,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 9.4 11.2 49.4 61.2 82.1 81.8 17.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
49 27 43 76 82 138 139
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 879,529
COMMITMENTS
57,781 164,119 10,147 695,737 613,976 763,665 788,242 115,865 91,288
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -4,368)
6,426 1,320 -3,006 1,011 -2,329 4,431 -4,015 -8,799 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 18.7 1.2 79.1 69.8 86.8 89.6 13.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
17 11 14 60 73 85 90
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,596
COMMITMENTS
472 1,229 293 1,453 616 2,218 2,138 378 458
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -126)
-11 -35 -56 30 -82 -37 -173 -89 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 47.3 11.3 56.0 23.7 85.4 82.4 14.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 6 8 7 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 414,796
COMMITMENTS
98,440 48,818 77,604 197,163 260,508 373,206 386,930 41,589 27,865
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -10,551)
-6,069 4,944 1,566 -7,474 -19,065 -11,977 -12,554 1,426 2,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 11.8 18.7 47.5 62.8 90.0 93.3 10.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
83 60 93 98 86 232 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,088
COMMITMENTS
1,332 2,605 352 6,678 5,598 8,362 8,555 1,727 1,533
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -524)
-33 286 -241 -53 -517 -327 -472 -197 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 25.8 3.5 66.2 55.5 82.9 84.8 17.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
13 16 11 17 14 35 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,888,136
COMMITMENTS
411,242 637,239 109,294 1243302 976,754 1763838 1723287 124,298 164,849
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 15,301)
5,621 47,702 3,226 4,698 -36,349 13,546 14,580 1,755 721
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 33.7 5.8 65.8 51.7 93.4 91.3 6.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
53 74 41 138 124 218 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,737,139
COMMITMENTS
653,701 705,584 379,576 2358600 2083036 3391877 3168196 345,262 568,943
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -13,751)
24,506 9,162 -25,794 -9,896 -20,675 -11,184 -37,307 -2,568 23,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.9 10.2 63.1 55.7 90.8 84.8 9.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
76 93 92 164 193 288 330
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 519,475
COMMITMENTS
93,413 72,473 6,797 324,196 303,089 424,406 382,359 95,069 137,116
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 11,201)
14,627 -1,992 185 272 21,586 15,084 19,779 -3,883 -8,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 14.0 1.3 62.4 58.3 81.7 73.6 18.3 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 12 11 45 51 63 68
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,263,465
COMMITMENTS
534,745 981,629 228,259 2244143 1620058 3007147 2829946 256,319 433,519
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 11,427)
35,489 55,011 -25,989 1,371 -14,444 10,872 14,578 555 -3,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 30.1 7.0 68.8 49.6 92.1 86.7 7.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
54 77 67 132 152 226 256
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,395,724
COMMITMENTS
129,886 222,400 278,090 958,270 840,899 1366246 1341389 29,478 54,335
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: -88,829)
-11,663 20,719 -33,303 -42,663 -76,453 -87,629 -89,037 -1,200 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 15.9 19.9 68.7 60.2 97.9 96.1 2.1 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
24 50 52 63 67 120 140
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 75,598
COMMITMENTS
42,952 5,522 3,993 16,172 59,725 63,117 69,241 12,482 6,358
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 2,043)
1,655 -49 -211 -139 2,863 1,306 2,603 737 -560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 7.3 5.3 21.4 79.0 83.5 91.6 16.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
54 20 10 28 32 85 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 151,197
COMMITMENTS
85,903 11,044 7,987 32,343 119,451 126,233 138,481 24,963 12,715
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 4,086)
3,310 -98 -421 -277 5,726 2,611 5,207 1,475 -1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.8 7.3 5.3 21.4 79.0 83.5 91.6 16.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
54 20 10 28 32 85 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 71,818
COMMITMENTS
60,644 71,539 251 10,784 0 71,679 71,790 139 28
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 20,286)
20,273 20,415 -23 0 -100 20,250 20,292 36 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.4 99.6 0.3 15.0 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
28 9 2 3 0 32 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,514
COMMITMENTS
9,828 6,294 0 15,669 19,060 25,497 25,354 17 160
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 602)
440 -274 0 169 824 609 550 -7 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.5 24.7 0.0 61.4 74.7 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 15 0 8 19 15 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/02/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,440
COMMITMENTS
17,450 5,183 23 3,962 16,121 21,435 21,327 5 113
CHANGES FROM 12/26/17 (CHANGE IN OPEN INTEREST: 278)
-251 250 0 553 32 302 282 -24 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 24.2 0.1 18.5 75.2 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 1 5 13 10 25
Updated January 5, 2018