WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 639,559
COMMITMENTS
147,617 186,384 229,375 219,803 172,437 596,795 588,196 42,763 51,362
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -25,474)
1,021 10,470 -20,575 -3,968 -14,798 -23,521 -24,902 -1,953 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 29.1 35.9 34.4 27.0 93.3 92.0 6.7 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
131 160 171 104 110 344 350
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 336,912
COMMITMENTS
88,859 59,303 86,176 135,482 165,054 310,518 310,532 26,394 26,380
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -2,788)
349 1,661 -1,095 -74 -3,446 -820 -2,880 -1,968 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 17.6 25.6 40.2 49.0 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
99 62 97 82 89 230 212
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 2,128,714
COMMITMENTS
439,847 312,821 610,972 842,485 946,693 1893304 1870485 235,410 258,229
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 23,765)
15,761 -17,722 28,528 -10,944 6,069 33,345 16,875 -9,580 6,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 14.7 28.7 39.6 44.5 88.9 87.9 11.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 853)
218 163 246 367 373 717 680
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 6,268
COMMITMENTS
2,283 19 356 1,160 4,567 3,799 4,942 2,468 1,325
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -410)
-33 -52 -334 -90 -152 -456 -537 47 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.4 0.3 5.7 18.5 72.9 60.6 78.9 39.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
11 2 5 8 9 21 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 1,004,294
COMMITMENTS
197,917 85,108 275,665 470,037 520,563 943,619 881,336 60,675 122,958
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 74,811)
37,311 -22,257 28,961 6,932 59,595 73,204 66,298 1,607 8,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 8.5 27.4 46.8 51.8 94.0 87.8 6.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
182 156 233 208 250 512 538
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 539,130
COMMITMENTS
132,292 115,378 118,976 245,935 270,322 497,203 504,676 41,927 34,454
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -852)
1,440 11,840 -7,782 4,984 -3,784 -1,358 273 506 -1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 21.4 22.1 45.6 50.1 92.2 93.6 7.8 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
111 106 115 98 84 276 262
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,137,640
COMMITMENTS
171,586 130,246 187,050 628,873 606,879 987,509 924,175 150,131 213,466
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 35,939)
9,283 1,460 4,783 15,981 25,133 30,048 31,377 5,891 4,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 11.4 16.4 55.3 53.3 86.8 81.2 13.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
43 45 53 91 90 158 164
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 1,009,498
COMMITMENTS
47,061 208,778 67,448 767,383 608,991 881,892 885,217 127,606 124,281
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 70,130)
2,251 -1,224 31,075 26,620 28,202 59,946 58,053 10,184 12,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 20.7 6.7 76.0 60.3 87.4 87.7 12.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
16 17 23 70 72 100 101
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 557,582
COMMITMENTS
151,384 21,685 121,174 231,124 380,578 503,681 523,436 53,900 34,146
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 18,507)
14,340 -4,161 1,244 -2,230 17,293 13,354 14,375 5,153 4,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 3.9 21.7 41.5 68.3 90.3 93.9 9.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
127 53 112 99 106 278 232
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 10,298
COMMITMENTS
1,192 2,234 959 6,054 5,344 8,205 8,536 2,093 1,762
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 104)
-169 332 238 129 -504 199 66 -94 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 21.7 9.3 58.8 51.9 79.7 82.9 20.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
16 22 17 20 14 45 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 2,181,113
COMMITMENTS
386,753 525,049 243,849 1412509 1231545 2043111 2000443 138,002 180,670
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 19,918)
-23,578 5,522 13,565 21,667 8,906 11,653 27,993 8,264 -8,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 24.1 11.2 64.8 56.5 93.7 91.7 6.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
59 84 47 146 144 233 247
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 5,140,432
COMMITMENTS
544,853 834,470 1118673 3109121 2533078 4772648 4486221 367,784 654,211
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 210,154)
-15,652 -56,241 166,840 64,639 77,978 215,828 188,578 -5,674 21,576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.2 21.8 60.5 49.3 92.8 87.3 7.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
79 122 121 204 216 356 386
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 4,117,956
COMMITMENTS
511,035 964,596 600,140 2705478 2108928 3816653 3673664 301,303 444,293
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 237,223)
-17,220 61,254 64,919 174,659 92,332 222,358 218,505 14,865 18,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 23.4 14.6 65.7 51.2 92.7 89.2 7.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
54 86 70 154 178 252 291
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 2,020,746
COMMITMENTS
299,285 318,530 437,438 1245382 1205735 1982105 1961703 38,641 59,043
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: 143,106)
36,046 -24,468 48,085 53,432 122,397 137,563 146,014 5,542 -2,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 59 66 73 133 154
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 60,538
COMMITMENTS
23,229 13,929 1,644 26,227 37,251 51,100 52,825 9,438 7,713
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -4,272)
-2,217 -1,206 -331 -2,027 -3,440 -4,575 -4,978 303 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 23.0 2.7 43.3 61.5 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 15 10 31 28 75 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 121,077
COMMITMENTS
46,458 27,859 3,289 52,453 74,503 102,200 105,650 18,877 15,426
CHANGES FROM 02/13/18 (CHANGE IN OPEN INTEREST: -8,544)
-4,433 -2,412 -663 -4,054 -6,880 -9,150 -9,955 606 1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 23.0 2.7 43.3 61.5 84.4 87.3 15.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
41 15 10 31 28 75 50
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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