WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,997
COMMITMENTS
157,831 209,540 92,666 184,501 137,612 434,998 439,818 45,999 41,179
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 17,242)
1,199 5,722 -251 17,176 13,684 18,124 19,155 -882 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 43.6 19.3 38.4 28.6 90.4 91.4 9.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 453)
148 149 124 103 105 332 316
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 232,648
COMMITMENTS
87,565 52,544 36,908 87,554 120,900 212,027 210,352 20,621 22,296
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -1,534)
521 -7,073 -398 -1,045 6,770 -922 -701 -612 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 22.6 15.9 37.6 52.0 91.1 90.4 8.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
77 54 63 73 79 184 176
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,321,861
COMMITMENTS
388,939 322,138 194,523 596,450 623,716 1179912 1140377 141,949 181,484
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 70,528)
22,288 -1,492 16,016 28,527 57,158 66,831 71,682 3,697 -1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 24.4 14.7 45.1 47.2 89.3 86.3 10.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727)
157 154 182 241 316 515 573
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,645
COMMITMENTS
1,884 2,035 199 2,928 4,320 5,011 6,554 2,634 1,091
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 818)
-1 239 105 163 369 267 713 551 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 26.6 2.6 38.3 56.5 65.5 85.7 34.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 7 4 13 10 30 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,682
COMMITMENTS
242,587 87,822 74,165 321,708 410,075 638,460 572,062 44,222 110,620
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 54,057)
45,962 10,299 -2,199 9,389 39,556 53,152 47,656 905 6,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 12.9 10.9 47.1 60.1 93.5 83.8 6.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
192 136 155 150 252 424 485
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 393,687
COMMITMENTS
146,076 27,890 67,562 143,444 277,565 357,082 373,017 36,605 20,670
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 17,174)
8,731 376 628 7,184 18,070 16,543 19,074 631 -1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 7.1 17.2 36.4 70.5 90.7 94.7 9.3 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
115 51 84 77 84 229 198
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,818
COMMITMENTS
90,789 113,524 9,460 388,330 322,222 488,579 445,206 127,239 170,612
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -5,892)
6,174 -14,855 -1,635 -15,309 8,239 -10,770 -8,251 4,878 2,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 18.4 1.5 63.1 52.3 79.3 72.3 20.7 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
31 29 20 64 59 100 103
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,941
COMMITMENTS
60,898 134,555 1,717 512,294 445,916 574,909 582,188 117,032 109,753
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 942)
-1,736 -2,332 323 -1,740 620 -3,153 -1,389 4,095 2,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 19.4 0.2 74.0 64.4 83.1 84.1 16.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 15 8 50 51 68 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,839
COMMITMENTS
2,765 488 1,172 1,397 3,915 5,334 5,575 505 264
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -14)
-20 -84 -157 202 267 25 26 -39 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.4 8.4 20.1 23.9 67.0 91.4 95.5 8.6 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 3 8 8 16 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 352,383
COMMITMENTS
111,568 34,599 35,888 158,889 257,408 306,345 327,895 46,038 24,488
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 15,747)
17,074 -14,731 -1,291 -5,805 35,285 9,978 19,263 5,769 -3,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 9.8 10.2 45.1 73.0 86.9 93.1 13.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
92 49 72 91 87 223 175
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,538
COMMITMENTS
1,952 5,643 287 6,925 3,766 9,164 9,696 2,374 1,842
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -170)
-78 -321 107 -248 64 -219 -150 49 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 48.9 2.5 60.0 32.6 79.4 84.0 20.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
15 22 8 19 10 37 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,173,061
COMMITMENTS
240,683 235,869 60,896 768,733 717,653 1070312 1014418 102,749 158,643
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -12,874)
2,155 -17,162 -8,168 -12,798 16,911 -18,811 -8,419 5,937 -4,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 20.1 5.2 65.5 61.2 91.2 86.5 8.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
50 49 24 98 111 161 171
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,095,567
COMMITMENTS
470,978 846,714 97,609 2228586 1634773 2797173 2579096 298,394 516,471
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -8,919)
15,818 -3,135 -2,054 -44,245 6,501 -30,481 1,312 21,562 -10,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 27.4 3.2 72.0 52.8 90.4 83.3 9.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
56 107 59 140 155 235 282
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 298,223
COMMITMENTS
36,820 36,173 2,648 193,055 154,593 232,523 193,414 65,700 104,809
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 9,486)
-1,770 8,941 -1,680 14,848 -7,749 11,398 -488 -1,912 9,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 12.1 0.9 64.7 51.8 78.0 64.9 22.0 35.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
5 5 2 38 31 44 37
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,980,581
COMMITMENTS
274,734 648,447 68,759 2394350 1900332 2737843 2617538 242,738 363,043
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -11,827)
26,109 -37,674 8,390 -68,835 23,568 -34,336 -5,716 22,509 -6,111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 21.8 2.3 80.3 63.8 91.9 87.8 8.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
39 77 35 104 147 164 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 969,455
COMMITMENTS
95,295 221,258 129,403 717,296 571,137 941,994 921,798 27,461 47,657
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -31,642)
11,221 2,086 3,613 -46,947 -32,830 -32,113 -27,131 471 -4,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 22.8 13.3 74.0 58.9 97.2 95.1 2.8 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
18 37 32 53 62 91 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,209
COMMITMENTS
37,367 5,309 1,271 16,854 49,052 55,491 55,632 9,718 9,577
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -32)
539 -865 6 -601 322 -57 -537 25 506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 8.1 1.9 25.8 75.2 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 16 6 31 34 74 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,417
COMMITMENTS
74,734 10,618 2,541 33,707 98,104 110,982 111,263 19,435 19,154
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -63)
1,077 -1,729 11 -1,201 644 -113 -1,074 50 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 8.1 1.9 25.8 75.2 85.1 85.3 14.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
40 16 6 31 34 74 53
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 33,543
COMMITMENTS
25,002 33,170 369 8,043 0 33,414 33,539 129 4
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: 2,223)
1,883 2,224 0 299 0 2,182 2,224 41 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 98.9 1.1 24.0 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
26 8 1 3 0 30 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,975
COMMITMENTS
22,440 6,641 169 9,292 24,946 31,901 31,756 74 219
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -28)
127 -388 0 -199 354 -72 -34 44 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 20.8 0.5 29.1 78.0 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 13 1 5 22 12 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,557
COMMITMENTS
30,707 3,103 175 6,648 34,113 37,530 37,391 27 166
CHANGES FROM 01/10/17 (CHANGE IN OPEN INTEREST: -809)
-807 1 0 4 -867 -803 -866 -6 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 8.3 0.5 17.7 90.8 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 7 1 3 15 13 23
Updated January 20, 2017