WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 682,931
COMMITMENTS
143,822 258,983 217,498 274,897 160,100 636,217 636,581 46,714 46,349
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 13,650)
-4,639 -598 15,603 2,205 -2,620 13,169 12,385 481 1,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 37.9 31.8 40.3 23.4 93.2 93.2 6.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 489)
155 177 182 115 112 370 387
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 358,516
COMMITMENTS
107,108 112,145 81,393 141,493 141,306 329,994 334,844 28,523 23,672
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 19,311)
1,426 6,546 12,724 3,510 -1,123 17,659 18,147 1,652 1,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 31.3 22.7 39.5 39.4 92.0 93.4 8.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
100 79 93 89 84 236 222
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,038,080
COMMITMENTS
354,590 494,715 545,428 888,521 779,209 1788539 1819352 249,541 218,728
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 58,348)
-826 -9,625 28,640 29,158 39,828 56,972 58,843 1,376 -495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 24.3 26.8 43.6 38.2 87.8 89.3 12.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 866)
203 194 241 383 375 719 695
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 6,734
COMMITMENTS
2,501 478 657 1,337 4,200 4,495 5,335 2,239 1,399
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -278)
25 -261 213 -637 -337 -400 -385 123 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 7.1 9.8 19.9 62.4 66.8 79.2 33.2 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 7 6 11 12 22 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 914,648
COMMITMENTS
135,616 210,388 230,105 488,979 374,699 854,700 815,192 59,947 99,455
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 28,301)
3,729 -14,992 16,454 9,096 21,891 29,279 23,353 -979 4,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 23.0 25.2 53.5 41.0 93.4 89.1 6.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
174 185 245 198 214 505 536
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 540,168
COMMITMENTS
125,982 119,502 133,448 243,740 255,813 503,171 508,763 36,998 31,405
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 42,057)
7,305 18,283 11,940 20,310 10,182 39,555 40,404 2,502 1,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 22.1 24.7 45.1 47.4 93.2 94.2 6.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
106 109 128 102 89 285 272
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,037,935
COMMITMENTS
203,682 100,221 153,807 517,411 593,524 874,900 847,552 163,035 190,383
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 62,108)
10,619 7,387 28,206 29,510 20,386 68,335 55,979 -6,227 6,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 9.7 14.8 49.9 57.2 84.3 81.7 15.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
48 41 56 79 85 154 155
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 898,053
COMMITMENTS
46,963 186,468 13,863 715,428 606,641 776,253 806,971 121,800 91,082
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 11,498)
-7,901 7,528 1,930 14,823 5,283 8,852 14,741 2,646 -3,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 20.8 1.5 79.7 67.6 86.4 89.9 13.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
17 14 16 62 70 89 90
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 457,462
COMMITMENTS
110,619 47,376 86,771 214,283 291,118 411,672 425,265 45,790 32,197
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 28,931)
14,518 -11,731 6,712 4,852 32,645 26,082 27,626 2,849 1,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 10.4 19.0 46.8 63.6 90.0 93.0 10.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
89 72 108 97 89 251 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 10,041
COMMITMENTS
1,205 2,523 646 6,202 5,351 8,053 8,521 1,988 1,520
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -427)
21 -271 123 -698 -383 -553 -532 127 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 25.1 6.4 61.8 53.3 80.2 84.9 19.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 19 14 19 14 39 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 2,078,007
COMMITMENTS
405,400 708,198 150,665 1396159 1036069 1952224 1894932 125,782 183,074
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 72,609)
-4,246 12,879 23,517 50,782 32,620 70,053 69,016 2,555 3,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 34.1 7.3 67.2 49.9 93.9 91.2 6.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
54 75 46 134 136 215 230
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 4,436,025
COMMITMENTS
628,526 773,635 663,495 2797889 2359848 4089910 3796978 346,115 639,046
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 325,842)
5,543 63,939 109,234 224,056 119,179 338,833 292,352 -12,991 33,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 17.4 15.0 63.1 53.2 92.2 85.6 7.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
79 123 110 207 216 347 388
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 536,155
COMMITMENTS
107,351 52,655 6,953 321,028 327,257 435,332 386,865 100,823 149,290
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 9,297)
13,423 -1,007 197 -12,090 5,661 1,530 4,851 7,767 4,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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
OPTION AND FUTURES COMBINED 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: 3,683,252
COMMITMENTS
527,866 997,083 428,922 2458210 1791527 3414997 3217531 268,255 465,721
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 213,313)
5,972 -28,452 100,566 98,944 142,494 205,481 214,607 7,832 -1,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 27.1 11.6 66.7 48.6 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
59 82 66 148 171 241 285
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,611,772
COMMITMENTS
181,408 188,936 323,929 1068648 1037048 1573986 1549913 37,786 61,859
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: 90,708)
17,768 15,967 8,704 59,552 62,953 86,025 87,624 4,684 3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 55 64 70 125 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 79,706
COMMITMENTS
39,911 8,994 4,077 22,101 60,462 66,088 73,532 13,618 6,173
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -427)
-3,755 -190 -675 2,391 1,499 -2,039 634 1,612 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 11.3 5.1 27.7 75.9 82.9 92.3 17.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
52 20 12 33 30 91 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 159,412
COMMITMENTS
79,822 17,988 8,153 44,202 120,923 132,177 147,065 27,235 12,347
CHANGES FROM 01/16/18 (CHANGE IN OPEN INTEREST: -855)
-7,509 -380 -1,350 4,781 2,998 -4,078 1,268 3,223 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.1 11.3 5.1 27.7 75.9 82.9 92.3 17.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
52 20 12 33 30 91 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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