WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 669,281
COMMITMENTS
148,461 259,581 201,895 272,692 162,721 623,048 624,196 46,233 45,085
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 29,820)
1,654 15,346 7,652 21,480 9,929 30,786 32,927 -967 -3,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 38.8 30.2 40.7 24.3 93.1 93.3 6.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
151 181 173 116 115 360 389
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 339,206
COMMITMENTS
105,683 105,599 68,669 137,983 142,428 312,335 316,697 26,871 22,509
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -49)
-3,678 -6,991 2,254 808 4,506 -616 -231 567 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 31.1 20.2 40.7 42.0 92.1 93.4 7.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
101 73 87 88 86 231 216
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,979,732
COMMITMENTS
355,416 504,340 516,788 859,363 739,381 1731567 1760509 248,165 219,223
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 63,943)
12,781 14,724 25,237 22,897 20,838 60,915 60,799 3,028 3,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 25.5 26.1 43.4 37.3 87.5 88.9 12.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 864)
199 201 237 378 371 708 695
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,012
COMMITMENTS
2,477 740 444 1,974 4,536 4,896 5,720 2,116 1,291
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 57)
7 -32 -127 86 178 -35 19 92 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.3 10.6 6.3 28.2 64.7 69.8 81.6 30.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
7 8 6 12 12 22 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 886,347
COMMITMENTS
131,887 225,380 213,651 479,883 352,808 825,421 791,839 60,926 94,508
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 43,290)
1,872 12,947 16,454 23,480 10,996 41,806 40,397 1,484 2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 25.4 24.1 54.1 39.8 93.1 89.3 6.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
167 183 222 203 218 494 521
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 498,111
COMMITMENTS
118,677 101,219 121,509 223,430 245,631 463,616 468,359 34,495 29,752
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 22,292)
319 13,556 17,480 4,352 -9,084 22,151 21,952 141 340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 20.3 24.4 44.9 49.3 93.1 94.0 6.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
103 98 123 95 91 269 265
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 975,828
COMMITMENTS
193,063 92,834 125,601 487,901 573,137 806,566 791,573 169,262 184,255
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 23,786)
3,920 4,815 1,780 19,242 13,370 24,943 19,965 -1,157 3,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 9.5 12.9 50.0 58.7 82.7 81.1 17.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
45 35 46 75 78 139 140
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 886,555
COMMITMENTS
54,864 178,940 11,933 700,605 601,357 767,402 792,230 119,154 94,325
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -1,638)
-9,323 7,808 -1,012 6,629 -11,267 -3,706 -4,471 2,068 2,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 20.2 1.3 79.0 67.8 86.6 89.4 13.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
16 15 12 59 69 83 88
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,956
COMMITMENTS
1,009 1,419 345 1,237 749 2,591 2,513 365 443
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 206)
247 82 32 -85 97 194 211 12 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 48.0 11.7 41.8 25.3 87.7 85.0 12.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 8 5 6 7 16 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 428,531
COMMITMENTS
96,101 59,107 80,059 209,431 258,473 385,590 397,639 42,941 30,892
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 9,819)
-3,274 10,059 1,323 12,733 -3,509 10,782 7,873 -963 1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 13.8 18.7 48.9 60.3 90.0 92.8 10.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
77 70 97 100 86 237 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,468
COMMITMENTS
1,183 2,795 523 6,900 5,734 8,607 9,052 1,861 1,415
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: -104)
-98 -157 88 -100 152 -111 83 7 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 26.7 5.0 65.9 54.8 82.2 86.5 17.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 19 12 18 13 36 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,005,398
COMMITMENTS
409,645 695,320 127,148 1345377 1003448 1882171 1825916 123,227 179,482
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 44,847)
-3,544 24,618 9,666 31,373 5,055 37,495 39,339 7,352 5,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 34.7 6.3 67.1 50.0 93.9 91.1 6.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
60 70 45 134 134 218 225
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,110,183
COMMITMENTS
622,983 709,696 554,261 2573832 2240669 3751077 3504626 359,106 605,557
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 50,130)
57,196 -5,534 3,743 -23,448 45,392 37,491 43,601 12,639 6,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 17.3 13.5 62.6 54.5 91.3 85.3 8.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
87 109 109 180 203 316 372
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 526,858
COMMITMENTS
93,928 53,662 6,756 333,118 321,596 433,802 382,014 93,056 144,844
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 6,779)
4,299 -11,177 -95 -913 16,599 3,291 5,327 3,488 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 10.2 1.3 63.2 61.0 82.3 72.5 17.7 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
10 12 8 48 52 63 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,469,939
COMMITMENTS
521,894 1025535 328,356 2359266 1649033 3209516 3002924 260,423 467,015
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 83,128)
-36,918 5,885 57,573 60,393 999 81,048 64,458 2,080 18,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 29.6 9.5 68.0 47.5 92.5 86.5 7.5 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
54 85 69 145 161 242 272
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,521,064
COMMITMENTS
163,640 172,969 315,225 1009096 974,095 1487961 1462289 33,103 58,775
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 57,093)
48,223 -15,023 4,819 3,287 65,899 56,329 55,695 764 1,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.4 20.7 66.3 64.0 97.8 96.1 2.2 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
30 42 53 65 71 123 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,133
COMMITMENTS
43,666 9,184 4,752 19,710 58,962 68,127 72,898 12,006 7,235
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,399)
2,927 1,437 -243 1,554 1,056 4,238 2,250 -839 1,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 11.5 5.9 24.6 73.6 85.0 91.0 15.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
60 23 12 32 32 96 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 160,267
COMMITMENTS
87,331 18,368 9,503 39,420 117,925 136,255 145,796 24,012 14,470
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 6,799)
5,854 2,874 -487 3,108 2,112 8,476 4,499 -1,677 2,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.5 11.5 5.9 24.6 73.6 85.0 91.0 15.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
60 23 12 32 32 96 63
DOW JONES U.S. REAL ESTATE IDX - CHICAGO BOARD OF TRADE Code-124606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X DJ US REAL ESTATE INDEX) OPEN INTEREST: 17,857
COMMITMENTS
500 495 0 15,452 17,080 15,952 17,575 1,905 282
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 2.8 0.0 86.5 95.6 89.3 98.4 10.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 2 0 9 11 10 13
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 81,034
COMMITMENTS
67,450 80,761 251 13,078 0 80,779 81,012 255 22
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 3,895)
3,563 3,898 0 264 0 3,827 3,898 68 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 99.7 0.3 16.1 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
28 10 2 3 0 32 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,210
COMMITMENTS
8,667 6,095 0 17,504 19,953 26,171 26,048 39 162
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 586)
-305 227 0 883 355 578 582 8 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 23.3 0.0 66.8 76.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 13 0 8 20 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/16/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,566
COMMITMENTS
19,122 5,363 18 2,398 16,116 21,538 21,497 28 69
CHANGES FROM 01/09/18 (CHANGE IN OPEN INTEREST: 1,613)
1,593 785 -5 65 831 1,653 1,611 -40 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.7 24.9 0.1 11.1 74.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 12 1 5 13 14 25
Updated January 19, 2018