WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,848
COMMITMENTS
153,838 226,282 85,818 166,839 104,544 406,495 416,644 51,353 41,204
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 11,071)
8,943 -2,409 2,840 -3,733 9,514 8,050 9,945 3,021 1,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 49.4 18.7 36.4 22.8 88.8 91.0 11.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 434)
153 140 121 102 91 323 294
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 240,665
COMMITMENTS
91,324 79,703 37,621 89,520 102,051 218,465 219,375 22,200 21,290
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,663)
-1,444 -5,034 1,287 -2,401 1,805 -2,558 -1,942 895 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 33.1 15.6 37.2 42.4 90.8 91.2 9.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
76 59 55 76 78 177 176
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,244,604
COMMITMENTS
354,679 328,655 176,679 569,431 568,756 1100789 1074090 143,815 170,514
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 13,142)
12,994 -3,176 7,685 -10,378 11,950 10,301 16,459 2,841 -3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 26.4 14.2 45.8 45.7 88.4 86.3 11.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 691)
148 140 155 238 314 472 546
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,643
COMMITMENTS
1,787 1,809 56 2,632 3,730 4,475 5,595 2,168 1,048
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 94)
18 -35 38 -44 34 12 37 82 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 27.2 0.8 39.6 56.1 67.4 84.2 32.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 4 4 13 9 29 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 629,759
COMMITMENTS
195,403 69,573 81,915 309,388 373,895 586,706 525,383 43,053 104,376
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -48,187)
-8,786 -883 -5,132 -25,196 -30,957 -39,114 -36,972 -9,073 -11,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 11.0 13.0 49.1 59.4 93.2 83.4 6.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
168 117 143 144 223 393 433
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 370,118
COMMITMENTS
135,803 32,907 66,728 134,225 246,549 336,756 346,184 33,362 23,934
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -11,053)
-7,979 994 2,423 -340 -14,709 -5,896 -11,292 -5,157 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 8.9 18.0 36.3 66.6 91.0 93.5 9.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
107 60 90 77 76 236 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 604,589
COMMITMENTS
81,565 113,724 7,999 390,590 320,796 480,154 442,519 124,435 162,070
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 10,326)
-3,984 6,665 538 15,561 6,356 12,115 13,559 -1,789 -3,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 18.8 1.3 64.6 53.1 79.4 73.2 20.6 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
21 39 14 58 65 86 111
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 687,738
COMMITMENTS
65,426 142,425 1,202 510,166 439,585 576,794 583,212 110,944 104,526
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 407)
-7,253 4,449 17 2,260 -6,553 -4,976 -2,087 5,383 2,494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 20.7 0.2 74.2 63.9 83.9 84.8 16.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
14 15 6 53 56 69 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,409
COMMITMENTS
2,568 555 1,287 1,038 3,374 4,893 5,216 516 193
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 248)
12 -82 10 119 277 141 205 107 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.5 10.3 23.8 19.2 62.4 90.5 96.4 9.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 5 6 15 22 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 326,477
COMMITMENTS
91,996 53,973 36,718 157,429 208,476 286,143 299,167 40,334 27,310
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -11,962)
-451 2,507 -1,097 -8,799 -13,068 -10,347 -11,658 -1,615 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 16.5 11.2 48.2 63.9 87.6 91.6 12.4 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
73 59 72 90 82 207 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,719
COMMITMENTS
2,206 6,367 163 6,967 3,487 9,336 10,017 2,383 1,702
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -117)
341 250 -2 -81 33 258 281 -375 -398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 54.3 1.4 59.5 29.8 79.7 85.5 20.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 27 6 20 9 38 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,140,716
COMMITMENTS
192,341 241,739 70,878 769,097 675,411 1032316 988,028 108,400 152,688
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,677)
-5,726 11,483 3,997 -4,838 -4,400 -6,567 11,080 11,244 -6,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 21.2 6.2 67.4 59.2 90.5 86.6 9.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
54 48 26 96 99 161 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,096,552
COMMITMENTS
471,225 816,156 92,931 2227702 1679005 2791858 2588092 304,694 508,460
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 53,044)
19,928 23,784 9,622 27,809 25,141 57,359 58,547 -4,315 -5,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 26.4 3.0 71.9 54.2 90.2 83.6 9.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
54 106 54 131 161 220 286
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 292,411
COMMITMENTS
46,173 27,551 4,509 175,008 160,270 225,690 192,330 66,721 100,081
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,515)
-4,859 -542 -116 12,165 5,501 7,190 4,843 -3,675 -1,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 9.4 1.5 59.9 54.8 77.2 65.8 22.8 34.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 2 31 32 38 38
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,969,145
COMMITMENTS
251,749 662,611 68,125 2422582 1858173 2742456 2588909 226,689 380,236
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 2,694)
-77,306 -3,438 923 75,516 -9,872 -867 -12,387 3,561 15,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 22.3 2.3 81.6 62.6 92.4 87.2 7.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
35 79 29 103 154 154 246
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 882,307
COMMITMENTS
63,833 173,266 95,998 696,364 566,077 856,195 835,341 26,112 46,966
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -97,264)
-13,735 18,562 -15,037 -71,174 -96,849 -99,946 -93,324 2,682 -3,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 19.6 10.9 78.9 64.2 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 36 29 47 57 82 103
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,341
COMMITMENTS
41,822 6,760 489 17,093 53,240 59,404 60,489 9,937 8,852
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,649)
4,696 -199 -597 521 5,926 4,619 5,131 30 -482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 9.7 0.7 24.7 76.8 85.7 87.2 14.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
48 15 6 31 35 80 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 138,681
COMMITMENTS
83,644 13,520 978 34,185 106,480 118,807 120,978 19,874 17,703
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 9,298)
9,391 -397 -1,194 1,041 11,852 9,238 10,261 60 -963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.3 9.7 0.7 24.7 76.8 85.7 87.2 14.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
48 15 6 31 35 80 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,656
COMMITMENTS
15,089 23,283 369 8,106 0 23,564 23,652 92 4
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 500)
731 509 0 -239 0 492 509 8 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.8 98.4 1.6 34.3 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 11 1 3 0 25 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,103
COMMITMENTS
21,324 6,633 289 9,480 23,936 31,093 30,858 10 245
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -311)
703 -61 -144 -870 -123 -311 -328 0 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.6 21.3 0.9 30.5 77.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 15 1 5 21 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,570
COMMITMENTS
27,744 2,877 175 6,644 31,388 34,563 34,440 7 130
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 6,131)
6,157 -103 0 0 6,212 6,157 6,109 -26 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 8.3 0.5 19.2 90.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 1 3 15 12 24
Updated January 6, 2017