WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 553,323
COMMITMENTS
133,119 222,369 162,043 205,498 122,918 500,659 507,330 52,664 45,994
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 6,497)
-4,853 7,455 2,771 6,362 -5,796 4,280 4,430 2,217 2,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 40.2 29.3 37.1 22.2 90.5 91.7 9.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 462)
150 167 146 119 101 348 343
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 256,027
COMMITMENTS
89,244 91,678 42,266 100,743 99,025 232,253 232,970 23,774 23,058
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -9,699)
-6,986 -11,065 2,021 -4,037 352 -9,002 -8,692 -697 -1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 35.8 16.5 39.3 38.7 90.7 91.0 9.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
72 70 64 94 83 199 194
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,494,211
COMMITMENTS
335,452 308,007 326,803 654,166 639,460 1316420 1274270 177,790 219,941
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 11,029)
-12,017 18,653 7,232 13,608 -22,274 8,823 3,611 2,206 7,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 20.6 21.9 43.8 42.8 88.1 85.3 11.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 742)
168 161 199 314 341 590 613
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 8,060
COMMITMENTS
1,472 1,913 956 3,276 4,127 5,704 6,996 2,356 1,064
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -678)
-131 -90 68 -558 -611 -620 -633 -58 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 23.7 11.9 40.6 51.2 70.8 86.8 29.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 9 16 10 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 860,636
COMMITMENTS
226,818 69,975 199,051 377,931 465,323 803,801 734,349 56,835 126,287
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -19,885)
-13,553 1,395 -11,834 4,901 -11,249 -20,487 -21,689 601 1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 8.1 23.1 43.9 54.1 93.4 85.3 6.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 639)
204 136 240 200 243 528 530
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 438,278
COMMITMENTS
157,050 31,051 95,337 140,470 285,152 392,857 411,541 45,420 26,737
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 372)
40 4,348 7,284 -4,992 -10,340 2,332 1,291 -1,960 -920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 7.1 21.8 32.1 65.1 89.6 93.9 10.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
127 58 108 82 86 270 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 770,171
COMMITMENTS
87,716 101,682 96,833 440,077 398,047 624,626 596,563 145,545 173,608
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 14,744)
-1,180 4,061 277 16,878 16,325 15,974 20,663 -1,230 -5,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.2 12.6 57.1 51.7 81.1 77.5 18.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
31 41 44 72 79 127 140
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 680,897
COMMITMENTS
66,490 133,024 1,194 502,931 444,386 570,615 578,603 110,282 102,293
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 800)
2,910 4,941 -209 -3,132 3,250 -431 7,982 1,231 -7,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 19.5 0.2 73.9 65.3 83.8 85.0 16.2 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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 391,720
COMMITMENTS
83,941 52,936 71,595 188,177 232,906 343,714 357,438 48,006 34,282
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -1,648)
-505 1,388 -2,156 3,112 -4,822 451 -5,590 -2,099 3,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 13.5 18.3 48.0 59.5 87.7 91.2 12.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
81 63 95 104 96 238 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,610
COMMITMENTS
1,969 5,387 764 7,317 4,341 10,050 10,492 2,560 2,118
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -593)
28 -82 -788 110 211 -650 -659 57 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 42.7 6.1 58.0 34.4 79.7 83.2 20.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 23 12 26 15 52 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,158,774
COMMITMENTS
202,645 227,542 102,584 753,562 665,181 1058791 995,308 99,983 163,466
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -13,548)
9,216 21,445 -6,450 -16,401 -43,417 -13,635 -28,422 87 14,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 19.6 8.9 65.0 57.4 91.4 85.9 8.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
49 51 40 96 103 166 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,972,720
COMMITMENTS
429,050 754,597 635,101 2569575 2050542 3633725 3440239 338,995 532,481
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 168,991)
-6,000 2,361 101,393 79,139 56,359 174,532 160,114 -5,541 8,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 19.0 16.0 64.7 51.6 91.5 86.6 8.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
71 113 120 170 185 313 346
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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: 287,073
COMMITMENTS
53,630 27,952 4,589 159,953 152,802 218,172 185,343 68,901 101,730
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -10,823)
-118 -6,012 4,225 -19,263 -7,489 -15,157 -9,276 4,333 -1,547
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 9.7 1.6 55.7 53.2 76.0 64.6 24.0 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
OPTION AND FUTURES COMBINED 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: 3,200,285
COMMITMENTS
315,585 657,625 228,100 2422839 1936539 2966524 2822264 233,762 378,021
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 94,268)
2,135 37,824 27,649 66,993 18,344 96,776 83,817 -2,509 10,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 20.5 7.1 75.7 60.5 92.7 88.2 7.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
47 78 60 120 153 204 254
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 1,000,878
COMMITMENTS
86,278 147,700 119,462 769,637 680,346 975,377 947,508 25,500 53,370
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: 48,575)
-14,878 -31,450 -7,391 74,232 81,342 51,963 42,501 -3,388 6,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.8 11.9 76.9 68.0 97.5 94.7 2.5 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
19 30 33 53 66 93 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 64,692
COMMITMENTS
37,393 6,539 1,560 16,377 47,317 55,330 55,416 9,362 9,276
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -21,653)
691 -477 -1,019 -21,078 -17,174 -21,406 -18,670 -247 -2,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 10.1 2.4 25.3 73.1 85.5 85.7 14.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
41 21 10 31 32 76 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 129,384
COMMITMENTS
74,787 13,079 3,119 32,754 94,634 110,660 110,832 18,724 18,553
CHANGES FROM 12/13/16 (CHANGE IN OPEN INTEREST: -43,306)
1,382 -954 -2,038 -42,155 -34,348 -42,812 -37,340 -494 -5,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.8 10.1 2.4 25.3 73.1 85.5 85.7 14.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
41 21 10 31 32 76 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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