WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 673,598
COMMITMENTS
149,048 210,147 237,899 240,327 179,563 627,273 627,608 46,324 45,990
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -7,708)
-2,601 -6,616 2,649 -7,698 -783 -7,650 -4,750 -59 -2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 31.2 35.3 35.7 26.7 93.1 93.2 6.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
140 161 183 104 108 361 356
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 336,170
COMMITMENTS
98,066 65,847 77,521 134,713 167,861 310,299 311,229 25,871 24,942
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -16,040)
-8,926 -28,822 -4,513 -1,071 15,816 -14,509 -17,519 -1,531 1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 19.6 23.1 40.1 49.9 92.3 92.6 7.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
101 68 92 84 83 228 207
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,132,218
COMMITMENTS
401,650 403,001 588,176 888,091 900,898 1877917 1892075 254,301 240,143
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 38,443)
3,689 -37,111 12,910 19,523 51,393 36,122 27,191 2,321 11,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 18.9 27.6 41.7 42.3 88.1 88.7 11.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 862)
218 170 232 377 381 717 681
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,638
COMMITMENTS
2,047 191 928 1,158 4,471 4,133 5,590 2,505 1,048
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -166)
-32 -6 -145 41 145 -136 -6 -30 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 2.9 14.0 17.4 67.4 62.3 84.2 37.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 3 6 10 12 20 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 927,214
COMMITMENTS
141,271 144,521 238,789 484,728 434,763 864,788 818,072 62,427 109,142
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -2,676)
-7,664 -17,259 1,397 470 12,639 -5,797 -3,223 3,121 548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 15.6 25.8 52.3 46.9 93.3 88.2 6.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
157 175 230 209 228 497 531
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 525,277
COMMITMENTS
127,802 97,846 129,402 229,775 269,112 486,978 496,359 38,298 28,918
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -11,163)
-1,095 -12,687 -3,083 -7,354 7,743 -11,533 -8,028 369 -3,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.6 24.6 43.7 51.2 92.7 94.5 7.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
105 93 128 94 88 277 267
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,022,037
COMMITMENTS
171,896 133,522 148,770 550,117 547,452 870,784 829,745 151,254 192,292
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 39,279)
-16,268 19,417 37,705 41,264 -28,366 62,702 28,756 -23,423 10,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 13.1 14.6 53.8 53.6 85.2 81.2 14.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 35 47 84 86 143 153
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 914,149
COMMITMENTS
57,502 203,571 16,599 719,826 584,193 793,927 804,363 120,222 109,786
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 16,745)
8,574 16,310 5,871 6,130 -8,132 20,576 14,049 -3,831 2,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 22.3 1.8 78.7 63.9 86.8 88.0 13.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
15 19 20 63 69 91 95
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,130
COMMITMENTS
631 637 241 845 928 1,717 1,806 413 324
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -701)
-397 -719 31 -374 79 -740 -609 39 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 29.9 11.3 39.7 43.6 80.6 84.8 19.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 4 3 5 8 14 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 492,316
COMMITMENTS
117,270 32,490 104,106 223,254 323,031 444,630 459,627 47,685 32,689
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 22,919)
1,214 -2,475 11,021 11,971 14,682 24,206 23,228 -1,287 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 6.6 21.1 45.3 65.6 90.3 93.4 9.7 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
94 58 99 95 91 239 209
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,374
COMMITMENTS
1,468 2,182 680 5,987 5,882 8,134 8,744 2,239 1,629
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 123)
187 -298 99 -218 133 68 -66 55 189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 21.0 6.6 57.7 56.7 78.4 84.3 21.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
20 14 16 20 14 45 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,094,713
COMMITMENTS
423,118 621,838 166,602 1383175 1139151 1972894 1927590 121,819 167,123
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 15,281)
12,566 -64,955 11,786 -4,345 97,407 20,006 44,238 -4,726 -28,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 29.7 8.0 66.0 54.4 94.2 92.0 5.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
58 76 48 140 139 224 237
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,727,469
COMMITMENTS
593,030 877,495 766,361 2996400 2435032 4355791 4078888 371,679 648,582
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 279,800)
-71,950 51,753 110,270 216,005 112,427 254,324 274,450 25,476 5,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.6 16.2 63.4 51.5 92.1 86.3 7.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
70 127 116 194 214 338 383
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 572,572
COMMITMENTS
95,707 51,441 11,272 375,146 346,747 482,125 409,460 90,447 163,112
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 18,704)
-11,331 -5,280 -563 28,276 20,636 16,382 14,793 2,322 3,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 9.0 2.0 65.5 60.6 84.2 71.5 15.8 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 13 12 50 53 70 70
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,877,245
COMMITMENTS
537,548 998,881 451,517 2576500 1967990 3565565 3418388 311,680 458,858
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 193,692)
-2,605 33,241 25,644 133,519 137,072 156,559 195,957 37,133 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 25.8 11.6 66.5 50.8 92.0 88.2 8.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
62 85 66 153 176 249 293
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,631,337
COMMITMENTS
132,765 251,400 374,207 1095244 936,136 1602217 1561743 29,120 69,594
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -106,726)
-69,596 68,834 22,900 -55,418 -212,372 -102,113 -120,638 -4,613 13,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 15.4 22.9 67.1 57.4 98.2 95.7 1.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
19 57 52 62 71 117 148
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,854
COMMITMENTS
32,456 10,637 2,309 22,680 48,944 57,444 61,890 10,410 5,964
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -11,370)
-8,080 2,958 -1,325 1,384 -12,768 -8,021 -11,135 -3,349 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 15.7 3.4 33.4 72.1 84.7 91.2 15.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
56 11 13 31 26 89 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,708
COMMITMENTS
64,911 21,275 4,618 45,359 97,887 114,888 123,779 20,820 11,929
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -22,739)
-16,160 5,915 -2,650 2,768 -25,535 -16,042 -22,270 -6,697 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.8 15.7 3.4 33.4 72.1 84.7 91.2 15.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
56 11 13 31 26 89 48
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 65,305
COMMITMENTS
48,598 65,031 251 16,178 0 65,027 65,282 278 23
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: -13,290)
-13,270 -13,310 0 -21 0 -13,291 -13,310 1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 99.6 0.4 24.8 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
36 8 2 3 0 40 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,412
COMMITMENTS
10,798 6,976 0 18,590 22,285 29,388 29,261 24 151
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 1,819)
922 57 0 906 1,756 1,828 1,813 -9 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 23.7 0.0 63.2 75.8 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 15 0 8 20 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/06/18 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,994
COMMITMENTS
20,459 5,285 13 3,473 18,581 23,945 23,879 49 115
CHANGES FROM 01/30/18 (CHANGE IN OPEN INTEREST: 165)
649 -556 -5 -493 701 151 140 14 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.3 22.0 0.1 14.5 77.4 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 1 5 13 10 25
Updated February 9, 2018