WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 635,308
COMMITMENTS
124,652 238,164 195,440 255,757 154,313 575,848 587,916 59,460 47,392
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 24,501)
-8,817 9,464 16,067 14,822 -2,622 22,071 22,909 2,430 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 37.5 30.8 40.3 24.3 90.6 92.5 9.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
167 168 178 143 120 408 384
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 271,379
COMMITMENTS
94,874 96,968 45,439 107,263 104,821 247,576 247,228 23,803 24,151
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -6,524)
-3,517 719 -7,485 4,855 50 -6,148 -6,716 -377 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 35.7 16.7 39.5 38.6 91.2 91.1 8.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
73 72 67 100 88 208 201
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,811,606
COMMITMENTS
354,024 317,854 468,966 792,585 775,320 1615575 1562140 196,032 249,467
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 60,175)
-40,846 29,142 25,317 77,388 2,820 61,858 57,279 -1,683 2,896
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 17.5 25.9 43.8 42.8 89.2 86.2 10.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 816)
183 184 234 361 374 677 678
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,331
COMMITMENTS
1,753 1,230 1,432 4,524 6,344 7,709 9,006 2,622 1,325
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 108)
-263 132 -30 380 35 86 137 22 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 11.9 13.9 43.8 61.4 74.6 87.2 25.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 6 11 14 9 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 735,285
COMMITMENTS
197,465 60,841 163,599 321,075 406,112 682,139 630,552 53,146 104,732
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 5,480)
-18,805 12,306 7,872 20,339 -12,967 9,406 7,211 -3,926 -1,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 8.3 22.2 43.7 55.2 92.8 85.8 7.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
171 170 203 188 234 481 501
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,835
COMMITMENTS
153,566 27,818 112,870 167,763 310,810 434,200 451,498 41,635 24,337
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -39,299)
-26,176 -2,473 -10,849 2,941 -24,949 -34,085 -38,272 -5,215 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 5.8 23.7 35.3 65.3 91.3 94.9 8.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
118 58 113 92 91 271 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,310
COMMITMENTS
92,833 111,432 138,530 409,211 366,538 640,574 616,500 173,736 197,809
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 142,464)
15,549 33,540 56,922 60,712 36,306 133,183 126,768 9,281 15,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.7 17.0 50.3 45.0 78.7 75.7 21.3 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
35 41 42 76 73 136 131
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 653,995
COMMITMENTS
42,529 152,668 19,401 462,844 384,795 524,774 556,864 129,221 97,131
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 19,949)
-529 4,006 5,149 9,857 9,264 14,477 18,419 5,472 1,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 23.3 3.0 70.8 58.8 80.2 85.1 19.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 15 15 59 52 83 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,292
COMMITMENTS
2,840 752 920 1,161 3,437 4,921 5,109 371 183
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -394)
-165 -89 -135 -96 -158 -396 -382 2 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.7 14.2 17.4 21.9 64.9 93.0 96.5 7.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
16 4 4 5 11 23 17
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 432,977
COMMITMENTS
77,488 57,291 93,948 211,807 246,608 383,243 397,846 49,734 35,131
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 9,551)
395 3,485 5,003 7,982 -650 13,381 7,838 -3,831 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 13.2 21.7 48.9 57.0 88.5 91.9 11.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
78 72 100 106 99 247 223
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,351
COMMITMENTS
1,799 6,019 707 7,280 3,547 9,787 10,274 2,564 2,077
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 883)
110 656 202 376 -48 688 810 195 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 48.7 5.7 58.9 28.7 79.2 83.2 20.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 26 9 25 14 46 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,216,366
COMMITMENTS
243,322 229,010 85,307 779,137 740,559 1107765 1054876 108,601 161,490
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -24,193)
-51,411 21,158 15,540 20,563 -66,341 -15,309 -29,643 -8,884 5,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 18.8 7.0 64.1 60.9 91.1 86.7 8.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
54 41 37 109 121 177 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,091,641
COMMITMENTS
546,315 562,153 802,480 2353605 2165477 3702400 3530110 389,241 561,531
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 626,131)
2,885 -50,336 406,858 192,177 222,777 601,920 579,299 24,211 46,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 13.7 19.6 57.5 52.9 90.5 86.3 9.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
77 94 113 176 190 319 331
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 280,381
COMMITMENTS
60,158 57,898 1,666 142,991 124,452 204,815 184,016 75,566 96,365
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 23,119)
13,575 9,096 894 2,806 1,205 17,275 11,195 5,844 11,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 20.6 0.6 51.0 44.4 73.0 65.6 27.0 34.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 5 2 27 24 34 30
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,251,789
COMMITMENTS
369,387 624,038 260,817 2347327 1972549 2977531 2857403 274,257 394,385
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 168,405)
-38,602 71,808 113,642 76,025 -37,465 151,065 147,985 17,340 20,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 19.2 8.0 72.2 60.7 91.6 87.9 8.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
46 65 60 127 151 209 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 903,977
COMMITMENTS
57,744 113,062 138,063 680,788 604,595 876,596 855,720 27,381 48,257
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -264)
-25,263 -3,283 467 26,586 3,918 1,790 1,102 -2,054 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 12.5 15.3 75.3 66.9 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
23 37 36 52 77 95 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,108
COMMITMENTS
37,936 7,736 1,948 14,790 40,453 54,674 50,137 8,434 12,970
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 3,820)
714 -7,597 1,131 1,136 6,877 2,981 411 840 3,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 12.3 3.1 23.4 64.1 86.6 79.4 13.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
42 24 7 29 32 77 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,216
COMMITMENTS
75,871 15,472 3,896 29,581 80,907 109,348 100,275 16,868 25,941
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 7,641)
1,427 -15,195 2,261 2,273 13,755 5,961 821 1,680 6,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.1 12.3 3.1 23.4 64.1 86.6 79.4 13.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
42 24 7 29 32 77 57
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,680
COMMITMENTS
14,836 16,249 389 1,351 4 16,576 16,642 104 38
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -183)
518 -183 -16 -697 4 -195 -195 12 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.9 97.4 2.3 8.1 0.0 99.4 99.8 0.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 15 2 1 1 21 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,501
COMMITMENTS
16,826 5,143 45 15,602 27,041 32,473 32,229 28 272
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: 1,183)
-111 -5,686 0 1,312 6,845 1,201 1,159 -18 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.8 15.8 0.1 48.0 83.2 99.9 99.2 0.1 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 13 1 6 20 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,630
COMMITMENTS
35,520 3,166 136 3,949 36,200 39,605 39,502 25 128
CHANGES FROM 11/08/16 (CHANGE IN OPEN INTEREST: -3,608)
-2,144 -1,270 0 -1,470 -2,357 -3,614 -3,627 6 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.6 8.0 0.3 10.0 91.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 8 1 3 13 12 22
Updated November 18, 2016