WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,516
COMMITMENTS
150,306 229,183 98,054 196,609 126,182 444,969 453,419 51,547 43,097
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 991)
-1,440 2,058 -8,251 11,086 5,979 1,395 -214 -404 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 46.2 19.7 39.6 25.4 89.6 91.3 10.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
152 138 137 119 109 351 321
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,296
COMMITMENTS
103,371 96,288 43,222 97,306 103,604 243,899 243,114 22,397 23,182
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 2,427)
3,041 7,202 -212 -570 -4,429 2,259 2,561 168 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 36.2 16.2 36.5 38.9 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
76 65 68 91 81 202 195
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,346,960
COMMITMENTS
402,898 289,463 206,397 588,361 656,582 1197656 1152442 149,304 194,518
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 1,508)
11,099 -24,366 -7,704 -6,010 35,009 -2,615 2,939 4,123 -1,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 21.5 15.3 43.7 48.7 88.9 85.6 11.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
170 155 185 280 345 563 605
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,400
COMMITMENTS
2,299 1,291 238 3,551 5,623 6,088 7,152 2,312 1,248
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -163)
29 -186 49 37 155 115 18 -278 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 15.4 2.8 42.3 66.9 72.5 85.1 27.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 6 5 14 8 29 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 620,641
COMMITMENTS
220,604 67,933 67,578 283,210 390,206 571,392 525,717 49,249 94,924
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 5,495)
10,678 -2,356 -59 -5,504 8,588 5,115 6,173 380 -678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 10.9 10.9 45.6 62.9 92.1 84.7 7.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
164 127 138 145 228 396 439
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 470,184
COMMITMENTS
184,595 34,906 90,248 150,250 320,672 425,093 445,826 45,091 24,358
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -4,883)
-6,122 4,349 3,482 -2,398 -10,639 -5,038 -2,808 155 -2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 7.4 19.2 32.0 68.2 90.4 94.8 9.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
119 61 105 87 84 273 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 545,561
COMMITMENTS
83,337 86,009 11,837 301,593 285,039 396,767 382,885 148,794 162,676
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 901)
-4,382 -5,865 272 1,338 6,808 -2,772 1,215 3,673 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 15.8 2.2 55.3 52.2 72.7 70.2 27.3 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
28 31 20 66 61 109 98
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,506
COMMITMENTS
43,207 148,785 12,850 452,233 375,210 508,290 536,845 123,216 94,661
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 15,113)
-136 8,609 -620 7,598 8,565 6,842 16,554 8,271 -1,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 23.6 2.0 71.6 59.4 80.5 85.0 19.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
14 13 8 60 55 80 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,686
COMMITMENTS
3,005 841 1,055 1,257 3,595 5,317 5,491 369 195
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 387)
264 454 -93 214 61 385 422 2 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.8 14.8 18.6 22.1 63.2 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 4 5 5 12 23 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,732
COMMITMENTS
91,794 53,179 47,481 180,941 238,128 320,216 338,788 49,516 30,944
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 3,355)
2,105 5,581 4,659 -4,536 -5,364 2,228 4,876 1,127 -1,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 14.4 12.8 48.9 64.4 86.6 91.6 13.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
80 66 86 93 84 232 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,159
COMMITMENTS
1,814 5,352 292 6,738 3,565 8,844 9,209 2,315 1,950
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 600)
127 643 91 72 104 290 838 310 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 48.0 2.6 60.4 31.9 79.3 82.5 20.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 21 5 23 13 41 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,209,807
COMMITMENTS
294,459 207,501 50,538 749,702 797,885 1094699 1055924 115,108 153,883
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -51,146)
75,311 9,931 -40,180 -86,176 -18,478 -51,045 -48,727 -101 -2,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 17.2 4.2 62.0 66.0 90.5 87.3 9.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
59 44 37 103 124 177 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,890,322
COMMITMENTS
553,235 624,895 100,271 1906498 1698703 2560004 2423869 330,318 466,453
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -26,507)
-19,969 16,634 4,293 -7,759 -27,063 -23,435 -6,136 -3,072 -20,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 21.6 3.5 66.0 58.8 88.6 83.9 11.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
72 81 64 131 165 238 275
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 256,767
COMMITMENTS
46,738 48,802 482 140,185 123,247 187,405 172,531 69,362 84,236
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -2,296)
-8,293 17,466 375 3,763 -6,415 -4,155 11,426 1,859 -13,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 19.0 0.2 54.6 48.0 73.0 67.2 27.0 32.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
6 5 2 29 27 36 33
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,918,639
COMMITMENTS
410,399 556,026 60,439 2199740 1938690 2670578 2555155 248,061 363,484
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 138,655)
43,625 -14,026 6,534 100,480 131,521 150,639 124,029 -11,984 14,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 19.1 2.1 75.4 66.4 91.5 87.5 8.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
45 67 39 110 145 182 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 902,719
COMMITMENTS
83,177 115,939 136,839 653,711 600,390 873,727 853,168 28,992 49,551
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -433)
-13,621 -43,038 -18,759 29,041 61,189 -3,339 -608 2,906 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 12.8 15.2 72.4 66.5 96.8 94.5 3.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
27 41 38 58 78 108 135
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,186
COMMITMENTS
37,184 15,435 384 13,144 32,979 50,711 48,797 7,475 9,390
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -128)
2,506 1,866 -192 -2,064 -3,123 250 -1,449 -378 1,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 26.5 0.7 22.6 56.7 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
42 32 5 24 25 68 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,372
COMMITMENTS
74,367 30,869 767 26,288 65,957 101,422 97,593 14,950 18,779
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -255)
5,011 3,732 -384 -4,127 -6,246 500 -2,898 -755 2,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 26.5 0.7 22.6 56.7 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
42 32 5 24 25 68 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,863
COMMITMENTS
14,318 16,432 405 2,048 0 16,771 16,837 92 26
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -820)
-366 -786 1 -433 0 -798 -785 -22 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.9 97.4 2.4 12.1 0.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
22 14 2 1 0 24 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,318
COMMITMENTS
16,937 10,829 45 14,290 20,196 31,272 31,070 46 248
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: -340)
-902 -1,858 0 589 1,528 -313 -330 -27 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.1 34.6 0.1 45.6 64.5 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 11 1 7 19 15 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,238
COMMITMENTS
37,664 4,436 136 5,419 38,557 43,219 43,129 19 109
CHANGES FROM 11/01/16 (CHANGE IN OPEN INTEREST: 4,413)
4,147 -849 0 299 5,220 4,446 4,371 -33 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.1 10.3 0.3 12.5 89.2 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 6 1 4 11 19 18
Updated November 11, 2016