WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,777
COMMITMENTS
144,895 228,691 82,978 170,572 95,030 398,445 406,699 48,332 40,078
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -609)
-1,796 -1,618 701 65 3,822 -1,030 2,905 421 -3,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 51.2 18.6 38.2 21.3 89.2 91.0 10.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
148 143 118 109 91 321 299
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 242,328
COMMITMENTS
92,768 84,737 36,334 91,921 100,246 221,023 221,317 21,305 21,011
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -5,148)
-349 -6,868 960 -4,712 2,262 -4,101 -3,646 -1,047 -1,502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 35.0 15.0 37.9 41.4 91.2 91.3 8.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
77 57 55 81 80 184 176
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,231,462
COMMITMENTS
341,685 331,831 168,994 579,809 556,806 1090488 1057631 140,974 173,831
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 4,026)
-13,496 22,671 1,042 10,847 -14,896 -1,607 8,817 5,633 -4,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 26.9 13.7 47.1 45.2 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
147 143 144 245 318 477 544
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,549
COMMITMENTS
1,769 1,844 18 2,676 3,696 4,463 5,558 2,086 991
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 24)
-38 -1 -2 248 48 208 45 -184 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 28.2 0.3 40.9 56.4 68.1 84.9 31.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 1 13 9 28 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 677,946
COMMITMENTS
204,189 70,456 87,047 334,584 404,852 625,820 562,355 52,126 115,591
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -38,628)
-20,171 -17,330 -8,387 -12,295 -17,282 -40,853 -42,999 2,225 4,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 10.4 12.8 49.4 59.7 92.3 82.9 7.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
167 111 148 177 227 433 433
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,171
COMMITMENTS
143,782 31,913 64,305 134,565 261,258 342,652 357,476 38,519 23,695
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -22,838)
-15,187 991 -7,160 4,704 -15,005 -17,643 -21,174 -5,195 -1,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 8.4 16.9 35.3 68.5 89.9 93.8 10.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
109 60 94 82 77 245 201
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 594,263
COMMITMENTS
85,549 107,059 7,461 375,029 314,440 468,039 428,960 126,224 165,303
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,321)
-9,710 477 276 16,495 -4,928 7,061 -4,175 -5,740 5,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 18.0 1.3 63.1 52.9 78.8 72.2 21.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
24 39 16 58 65 88 114
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 687,331
COMMITMENTS
72,679 137,976 1,185 507,906 446,138 581,770 585,299 105,561 102,032
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 6,978)
6,189 4,962 -6 4,975 1,752 11,158 6,708 -4,180 270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 20.1 0.2 73.9 64.9 84.6 85.2 15.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
15 16 7 53 54 71 74
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,161
COMMITMENTS
2,556 637 1,277 919 3,097 4,752 5,011 409 150
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -184)
-218 -32 -16 60 -71 -174 -119 -10 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.5 12.3 24.7 17.8 60.0 92.1 97.1 7.9 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 4 5 8 14 26 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 338,439
COMMITMENTS
92,447 51,466 37,815 166,228 221,544 296,490 310,825 41,949 27,614
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -16,265)
756 -2,941 -5,479 -8,651 -2,759 -13,374 -11,179 -2,891 -5,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 15.2 11.2 49.1 65.5 87.6 91.8 12.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
81 57 68 97 92 215 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,836
COMMITMENTS
1,865 6,117 165 7,048 3,454 9,078 9,736 2,758 2,100
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -399)
-225 727 -332 -103 -823 -660 -428 261 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 51.7 1.4 59.5 29.2 76.7 82.3 23.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 25 5 21 11 35 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,136,039
COMMITMENTS
198,067 230,256 66,881 773,935 679,811 1038883 976,948 97,156 159,091
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 14,805)
-7,462 -395 -1,737 24,545 20,212 15,346 18,080 -541 -3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 20.3 5.9 68.1 59.8 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
50 52 31 95 103 159 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,043,508
COMMITMENTS
451,297 792,372 83,309 2199893 1653864 2734499 2529545 309,009 513,963
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -15,306)
-58,207 61,810 -28,846 75,619 -63,426 -11,434 -30,462 -3,872 15,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 26.0 2.7 72.3 54.3 89.8 83.1 10.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
56 102 55 125 154 217 275
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 288,896
COMMITMENTS
51,032 28,093 4,625 162,843 154,769 218,500 187,487 70,396 101,409
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 2,392)
-2,730 141 336 2,890 1,967 496 2,444 1,896 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 9.7 1.6 56.4 53.6 75.6 64.9 24.4 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
7 4 2 29 30 36 36
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,966,451
COMMITMENTS
329,055 666,049 67,202 2347066 1868045 2743323 2601296 223,128 365,155
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 28,872)
-8,677 4,852 721 36,403 22,623 28,447 28,196 425 676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 22.5 2.3 79.1 63.0 92.5 87.7 7.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
40 81 35 104 153 163 250
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 979,571
COMMITMENTS
77,568 154,704 111,035 767,538 662,926 956,141 928,665 23,430 50,906
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -20,260)
-8,924 7,146 -7,805 -1,542 -17,230 -18,271 -17,889 -1,989 -2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 15.8 11.3 78.4 67.7 97.6 94.8 2.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
16 33 31 49 63 85 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,692
COMMITMENTS
37,127 6,959 1,086 16,572 47,314 54,785 55,359 9,907 9,333
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 976)
-178 302 -81 544 509 286 730 690 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 10.8 1.7 25.6 73.1 84.7 85.6 15.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
37 20 7 31 29 70 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,383
COMMITMENTS
74,253 13,917 2,172 33,144 94,628 109,569 110,717 19,814 18,666
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,951)
-355 604 -161 1,087 1,017 571 1,460 1,380 491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.4 10.8 1.7 25.6 73.1 84.7 85.6 15.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
37 20 7 31 29 70 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,156
COMMITMENTS
14,358 22,774 369 8,345 0 23,072 23,143 84 13
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: -4,391)
-400 -424 -3,066 0 0 -3,466 -3,490 -925 -901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
62.0 98.4 1.6 36.0 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
20 11 1 3 0 24 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,414
COMMITMENTS
20,621 6,694 433 10,350 24,059 31,404 31,186 10 228
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 1,962)
907 1,781 0 1,062 187 1,969 1,968 -7 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.6 21.3 1.4 32.9 76.6 100.0 99.3 0.0 0.7
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 12/27/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,439
COMMITMENTS
21,587 2,980 175 6,644 25,176 28,406 28,331 33 108
CHANGES FROM 12/20/16 (CHANGE IN OPEN INTEREST: 791)
770 -234 0 0 1,021 770 787 21 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.9 10.5 0.6 23.4 88.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
7 10 1 3 15 10 26
Updated December 30, 2016