WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 546,827
COMMITMENTS
137,972 214,914 159,272 199,136 128,714 496,380 502,900 50,447 43,927
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 9,806)
10,434 -15,372 5,161 -3,970 21,191 11,625 10,980 -1,818 -1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 39.3 29.1 36.4 23.5 90.8 92.0 9.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 465)
148 167 148 119 106 356 340
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 265,726
COMMITMENTS
96,230 102,744 40,245 104,780 98,673 241,255 241,662 24,471 24,064
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 3,303)
99 7,926 -4,779 6,358 68 1,678 3,214 1,625 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 38.7 15.1 39.4 37.1 90.8 90.9 9.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
77 70 65 93 82 201 197
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,483,182
COMMITMENTS
347,469 289,354 319,571 640,558 661,734 1307597 1270659 175,585 212,523
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 607)
3,046 1,160 791 383 -897 4,220 1,053 -3,613 -446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 19.5 21.5 43.2 44.6 88.2 85.7 11.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750)
178 156 196 317 347 598 609
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 8,738
COMMITMENTS
1,603 2,003 888 3,834 4,738 6,324 7,629 2,413 1,109
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 8)
-88 -106 -37 31 164 -94 21 102 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 22.9 10.2 43.9 54.2 72.4 87.3 27.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 8 8 16 11 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 880,522
COMMITMENTS
240,372 68,581 210,886 373,030 476,572 824,288 756,038 56,234 124,484
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 13,688)
-4,740 662 17,325 5,691 -470 18,277 17,517 -4,589 -3,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 7.8 24.0 42.4 54.1 93.6 85.9 6.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 676)
204 164 259 191 244 550 551
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 437,906
COMMITMENTS
157,010 26,704 88,054 145,462 295,492 390,526 410,249 47,380 27,657
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -29,414)
-7,238 5,173 -13,794 -5,452 -21,755 -26,483 -30,376 -2,931 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.9 6.1 20.1 33.2 67.5 89.2 93.7 10.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
122 64 106 80 81 264 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 755,427
COMMITMENTS
88,896 97,622 96,557 423,199 381,722 608,652 575,900 146,775 179,527
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 43,720)
15,203 -11,730 14,175 18,773 41,075 48,152 43,521 -4,431 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.9 12.8 56.0 50.5 80.6 76.2 19.4 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
32 40 41 73 77 127 136
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 680,097
COMMITMENTS
63,580 128,083 1,403 506,063 441,136 571,046 570,622 109,051 109,475
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 18,674)
6,162 3,488 -1,468 15,607 14,106 20,301 16,125 -1,626 2,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.8 0.2 74.4 64.9 84.0 83.9 16.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
15 13 7 55 58 73 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 393,368
COMMITMENTS
84,446 51,548 73,751 185,065 237,728 343,262 363,028 50,105 30,340
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 60)
-2,989 4,119 8,405 -3,192 -11,685 2,224 839 -2,164 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 13.1 18.7 47.0 60.4 87.3 92.3 12.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
83 54 104 99 97 239 219
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 13,203
COMMITMENTS
1,941 5,469 1,552 7,207 4,130 10,699 11,151 2,504 2,052
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 246)
120 -169 486 -114 61 492 377 -246 -131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 41.4 11.8 54.6 31.3 81.0 84.5 19.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 26 17 25 16 55 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,172,322
COMMITMENTS
193,429 206,097 109,034 769,963 708,598 1072426 1023729 99,896 148,593
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -19,881)
396 -450 -12,330 -4,953 -5,762 -16,886 -18,542 -2,994 -1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 17.6 9.3 65.7 60.4 91.5 87.3 8.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
50 42 37 95 107 163 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,803,730
COMMITMENTS
435,050 752,235 533,708 2490436 1994183 3459193 3280125 344,536 523,604
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 164,289)
-34,219 33,651 76,012 109,722 72,309 151,516 181,973 12,774 -17,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 19.8 14.0 65.5 52.4 90.9 86.2 9.1 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
71 112 119 171 185 318 340
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 297,897
COMMITMENTS
53,748 33,964 364 179,216 160,291 233,329 194,619 64,568 103,278
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: -14,152)
-381 -26,820 -2,787 -136 13,267 -3,305 -16,340 -10,847 2,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 11.4 0.1 60.2 53.8 78.3 65.3 21.7 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
7 4 2 32 32 40 37
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 3,106,018
COMMITMENTS
313,450 619,801 200,451 2355846 1918195 2869747 2738447 236,270 367,570
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 61,881)
8,796 15,250 372 62,873 59,099 72,042 74,721 -10,160 -12,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 20.0 6.5 75.8 61.8 92.4 88.2 7.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
44 77 66 123 144 209 245
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 952,303
COMMITMENTS
101,157 179,150 126,853 695,405 599,004 923,414 905,007 28,888 47,296
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 64,674)
16,860 35,612 11,124 37,985 17,949 65,969 64,685 -1,295 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 18.8 13.3 73.0 62.9 97.0 95.0 3.0 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
27 25 32 56 64 97 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 86,345
COMMITMENTS
36,703 7,016 2,579 37,455 64,491 76,736 74,086 9,609 12,259
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 13,901)
-6,820 -1,563 1,295 19,327 13,944 13,802 13,676 100 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 8.1 3.0 43.4 74.7 88.9 85.8 11.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
43 23 15 39 42 90 74
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 172,690
COMMITMENTS
73,405 14,032 5,157 74,910 128,982 153,472 148,171 19,218 24,519
CHANGES FROM 12/06/16 (CHANGE IN OPEN INTEREST: 27,803)
-13,640 -3,126 2,589 38,653 27,888 27,603 27,351 200 452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.5 8.1 3.0 43.4 74.7 88.9 85.8 11.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
43 23 15 39 42 90 74
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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