WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,306
COMMITMENTS
150,854 221,125 81,122 165,318 99,746 397,294 401,993 46,012 41,313
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 7,092)
4,835 -16,256 3,801 97 20,966 8,733 8,511 -1,641 -1,419
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 49.9 18.3 37.3 22.5 89.6 90.7 10.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
150 144 115 102 96 317 299
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 259,126
COMMITMENTS
98,655 102,691 35,157 102,154 97,703 235,966 235,551 23,160 23,575
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,234)
9 7,901 -4,710 6,523 -52 1,822 3,139 1,412 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 39.6 13.6 39.4 37.7 91.1 90.9 8.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
78 65 58 86 77 190 185
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,219,931
COMMITMENTS
366,154 294,855 161,678 559,511 590,348 1087343 1046881 132,588 173,050
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,343)
4,639 4,953 -3,657 1,151 -2,337 2,133 -1,041 -3,476 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 24.2 13.3 45.9 48.4 89.1 85.8 10.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
158 144 146 238 322 483 545
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,245
COMMITMENTS
1,794 1,903 73 3,075 4,206 4,942 6,182 2,303 1,063
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -14)
-164 -72 -29 93 97 -100 -4 86 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 26.3 1.0 42.4 58.1 68.2 85.3 31.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 5 4 13 10 29 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 742,646
COMMITMENTS
240,582 88,588 107,498 345,408 436,057 693,488 632,143 49,158 110,503
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 5,648)
-7,405 -3,964 16,818 453 -3,807 9,866 9,047 -4,218 -3,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 11.9 14.5 46.5 58.7 93.4 85.1 6.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
185 143 198 159 233 466 504
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,395
COMMITMENTS
158,675 26,747 64,428 136,005 286,950 359,108 378,125 45,287 26,270
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -30,258)
-7,715 5,333 -13,947 -5,894 -22,806 -27,556 -31,420 -2,702 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 6.6 15.9 33.6 71.0 88.8 93.5 11.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
120 60 104 75 76 257 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 591,367
COMMITMENTS
92,750 108,284 7,520 359,722 308,060 459,992 423,864 131,375 167,503
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 15,419)
15,868 -12,189 232 5,084 26,128 21,184 14,171 -5,765 1,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 18.3 1.3 60.8 52.1 77.8 71.7 22.2 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
27 42 16 62 67 98 116
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,621
COMMITMENTS
63,580 128,073 1,400 506,063 441,136 571,043 570,609 108,578 109,012
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 18,453)
6,162 3,488 -1,471 15,607 14,106 20,298 16,123 -1,845 2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.8 0.2 74.5 64.9 84.0 84.0 16.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
15 13 6 55 58 72 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,200
COMMITMENTS
2,885 326 1,065 777 3,539 4,727 4,930 473 270
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -357)
43 -339 161 -581 -232 -377 -410 20 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.5 6.3 20.5 14.9 68.1 90.9 94.8 9.1 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 3 3 5 13 22 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 356,626
COMMITMENTS
93,563 53,181 45,025 171,161 229,900 309,749 328,106 46,877 28,520
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -1,704)
-4,031 4,185 7,221 -3,076 -12,611 114 -1,205 -1,818 -499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 14.9 12.6 48.0 64.5 86.9 92.0 13.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
75 56 92 92 90 225 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,851
COMMITMENTS
2,028 5,475 1,327 7,053 4,078 10,408 10,880 2,443 1,971
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 248)
152 -171 475 -136 79 491 383 -243 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 42.6 10.3 54.9 31.7 81.0 84.7 19.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 23 16 22 14 48 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,139,451
COMMITMENTS
196,729 209,079 77,956 767,013 704,721 1041698 991,756 97,753 147,695
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -22,880)
-151 -1,553 -13,566 -5,753 -6,210 -19,470 -21,329 -3,410 -1,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 18.3 6.8 67.3 61.8 91.4 87.0 8.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
52 40 28 94 106 158 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,012,331
COMMITMENTS
451,989 720,384 116,436 2129560 1688156 2697985 2524976 314,346 487,355
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 38,455)
-30,492 9,299 17,694 38,791 31,965 25,993 58,958 12,462 -20,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 23.9 3.9 70.7 56.0 89.6 83.8 10.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
72 99 62 140 167 251 289
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 297,466
COMMITMENTS
53,918 33,964 105 179,216 160,291 233,239 194,360 64,227 103,106
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -14,283)
-349 -26,820 -2,828 -136 13,267 -3,313 -16,381 -10,970 2,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 11.4 0.0 60.2 53.9 78.4 65.3 21.6 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 4 1 32 32 40 36
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,894,866
COMMITMENTS
329,761 619,919 72,804 2263683 1845227 2666248 2537950 228,618 356,916
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 50,293)
12,965 13,397 -9,940 55,976 60,629 59,001 64,086 -8,708 -13,793
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 21.4 2.5 78.2 63.7 92.1 87.7 7.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
48 72 36 111 140 180 227
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 950,331
COMMITMENTS
101,549 178,964 125,695 694,395 598,620 921,639 903,279 28,692 47,052
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 64,663)
16,949 35,528 11,033 37,976 18,034 65,958 64,595 -1,295 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 18.8 13.2 73.1 63.0 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
26 25 32 55 63 95 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 84,811
COMMITMENTS
36,696 7,472 1,719 36,911 63,739 75,326 72,930 9,485 11,881
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 13,678)
-6,818 -1,480 1,112 19,290 13,884 13,584 13,516 94 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 8.8 2.0 43.5 75.2 88.8 86.0 11.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
41 22 13 38 41 85 72
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 169,621
COMMITMENTS
73,392 14,943 3,438 73,821 127,478 150,651 145,859 18,970 23,762
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 27,355)
-13,635 -2,959 2,223 38,579 27,768 27,167 27,032 188 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.3 8.8 2.0 43.5 75.2 88.8 86.0 11.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
41 22 13 38 41 85 72
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 25,364
COMMITMENTS
14,623 23,020 1,466 8,321 0 24,410 24,486 954 878
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 2,567)
-2,291 643 1,097 2,944 -4 1,750 1,736 817 831
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 90.8 5.8 32.8 0.0 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
18 12 3 3 0 23 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,603
COMMITMENTS
17,900 6,150 272 17,410 28,916 35,582 35,338 21 265
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,355)
1,776 1,306 -20 1,640 2,069 3,396 3,355 -41 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 17.3 0.8 48.9 81.2 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 13 1 5 23 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/13/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,836
COMMITMENTS
49,701 2,065 175 6,938 54,502 56,814 56,742 22 94
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 4,098)
2,504 75 39 1,549 4,000 4,092 4,114 6 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.4 3.6 0.3 12.2 95.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 7 1 5 16 15 24
Updated December 16, 2016