WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,386
COMMITMENTS
146,691 230,309 82,277 170,507 91,208 399,475 403,794 47,911 43,592
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 4,080)
-4,163 9,184 1,155 5,189 -8,538 2,181 1,801 1,899 2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 51.5 18.4 38.1 20.4 89.3 90.3 10.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
143 154 116 105 89 311 305
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 247,476
COMMITMENTS
93,117 91,605 35,374 96,633 97,984 225,124 224,963 22,352 22,513
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -11,650)
-5,538 -11,086 217 -5,521 281 -10,842 -10,588 -808 -1,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 37.0 14.3 39.0 39.6 91.0 90.9 9.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
73 65 53 84 78 186 178
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,227,436
COMMITMENTS
355,181 309,160 167,952 568,962 571,702 1092095 1048814 135,341 178,622
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 7,505)
-10,973 14,305 6,274 9,451 -18,646 4,752 1,933 2,753 5,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 25.2 13.7 46.4 46.6 89.0 85.4 11.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
149 146 146 241 316 477 547
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,525
COMMITMENTS
1,807 1,845 20 2,428 3,648 4,255 5,513 2,270 1,012
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -720)
13 -58 -53 -647 -558 -687 -669 -33 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 28.3 0.3 37.2 55.9 65.2 84.5 34.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 4 3 13 9 29 15
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 716,574
COMMITMENTS
224,360 87,786 95,434 346,879 422,134 666,673 605,354 49,901 111,220
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -26,072)
-16,222 -802 -12,064 1,471 -13,923 -26,815 -26,789 743 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 12.3 13.3 48.4 58.9 93.0 84.5 7.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 606)
168 135 184 175 231 456 483
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,009
COMMITMENTS
158,969 30,922 71,465 129,861 276,263 360,295 378,650 43,714 25,359
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -386)
294 4,175 7,037 -6,144 -10,687 1,187 525 -1,573 -911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 7.7 17.7 32.1 68.4 89.2 93.7 10.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
122 57 104 77 81 261 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 592,942
COMMITMENTS
95,259 106,582 7,185 358,534 319,368 460,978 433,135 131,964 159,807
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 1,575)
2,509 -1,702 -335 -1,188 11,308 986 9,271 589 -7,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 18.0 1.2 60.5 53.9 77.7 73.0 22.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
32 36 16 60 67 98 113
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,353
COMMITMENTS
66,490 133,014 1,191 502,931 444,386 570,612 578,591 109,741 101,762
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 732)
2,910 4,941 -209 -3,132 3,250 -431 7,982 1,163 -7,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 19.6 0.2 73.9 65.3 83.9 85.0 16.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
15 14 7 54 55 72 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,345
COMMITMENTS
2,774 669 1,293 859 3,168 4,926 5,130 419 215
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 145)
-111 343 228 82 -371 199 200 -54 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
51.9 12.5 24.2 16.1 59.3 92.2 96.0 7.8 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
16 4 5 7 12 26 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 354,704
COMMITMENTS
91,691 54,407 43,294 174,879 224,303 309,864 322,004 44,840 32,700
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,922)
-1,872 1,226 -1,731 3,718 -5,597 115 -6,102 -2,037 4,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 15.3 12.2 49.3 63.2 87.4 90.8 12.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
73 66 82 97 91 223 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,235
COMMITMENTS
2,090 5,390 497 7,151 4,277 9,738 10,164 2,497 2,071
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -616)
62 -85 -830 98 199 -670 -716 54 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 44.1 4.1 58.4 35.0 79.6 83.1 20.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
18 21 10 22 13 44 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,121,234
COMMITMENTS
205,529 230,651 68,618 749,390 659,599 1023537 958,868 97,697 162,366
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -18,217)
8,800 21,572 -9,338 -17,623 -45,122 -18,161 -32,888 -56 14,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 20.6 6.1 66.8 58.8 91.3 85.5 8.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
52 48 31 96 101 162 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,058,814
COMMITMENTS
509,504 730,562 112,155 2124274 1717290 2745933 2560007 312,881 498,807
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 46,483)
57,515 10,178 -4,281 -5,286 29,134 47,948 35,031 -1,465 11,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 23.9 3.7 69.4 56.1 89.8 83.7 10.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
80 95 62 136 162 253 282
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 286,504
COMMITMENTS
53,762 27,952 4,289 159,953 152,802 218,004 185,043 68,500 101,461
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -10,962)
-156 -6,012 4,184 -19,263 -7,489 -15,235 -9,317 4,273 -1,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 9.8 1.5 55.8 53.3 76.1 64.6 23.9 35.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
8 4 2 30 30 38 36
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,937,579
COMMITMENTS
337,732 661,197 66,481 2310663 1845422 2714876 2573100 222,703 364,479
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 42,713)
7,971 41,278 -6,323 46,980 195 48,628 35,150 -5,915 7,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 22.5 2.3 78.7 62.8 92.4 87.6 7.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
46 77 35 102 149 169 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 999,831
COMMITMENTS
86,492 147,558 118,840 769,080 680,156 974,412 946,554 25,419 53,277
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 49,500)
-15,057 -31,406 -6,855 74,685 81,536 52,773 43,275 -3,273 6,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 14.8 11.9 76.9 68.0 97.5 94.7 2.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
19 30 32 51 65 90 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,716
COMMITMENTS
37,304 6,657 1,167 16,029 46,806 54,499 54,629 9,217 9,088
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -21,095)
608 -815 -553 -20,882 -16,934 -20,827 -18,301 -268 -2,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 10.4 1.8 25.2 73.5 85.5 85.7 14.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
39 21 8 30 29 72 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,432
COMMITMENTS
74,608 13,313 2,333 32,057 93,611 108,998 109,257 18,434 18,175
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -42,189)
1,216 -1,630 -1,105 -41,764 -33,867 -41,653 -36,602 -536 -5,587
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.5 10.4 1.8 25.2 73.5 85.5 85.7 14.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
39 21 8 30 29 72 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 27,547
COMMITMENTS
14,758 23,198 3,435 8,345 0 26,538 26,633 1,009 914
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 2,183)
135 178 1,969 24 0 2,128 2,147 55 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 84.2 12.5 30.3 0.0 96.3 96.7 3.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
19 13 3 3 0 25 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,452
COMMITMENTS
19,714 4,913 433 9,288 23,872 29,435 29,218 17 234
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -6,151)
1,814 -1,237 161 -8,122 -5,044 -6,147 -6,120 -4 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.9 16.7 1.5 31.5 81.1 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 13 1 5 21 11 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/20/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,648
COMMITMENTS
20,817 3,214 175 6,644 24,155 27,636 27,544 12 104
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -29,188)
-28,884 1,149 0 -294 -30,347 -29,178 -29,198 -10 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.3 11.6 0.6 24.0 87.4 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 10 1 3 15 10 26
Updated December 23, 2016