WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 494,355
COMMITMENTS
148,242 212,316 100,343 199,926 139,426 448,511 452,085 45,844 42,270
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 16,702)
-4,414 1,402 6,750 13,456 7,902 15,792 16,054 910 648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 42.9 20.3 40.4 28.2 90.7 91.4 9.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
146 147 126 106 103 331 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 233,169
COMMITMENTS
85,075 57,971 34,707 90,792 117,418 210,574 210,096 22,595 23,073
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 5,501)
-2,753 7,368 -50 6,778 -2,197 3,975 5,121 1,526 380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 24.9 14.9 38.9 50.4 90.3 90.1 9.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 58 71 72 84 182 190
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,346,772
COMMITMENTS
390,309 293,286 194,540 620,972 670,061 1205821 1157887 140,951 188,885
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -4,517)
-25,172 -15,458 19 20,403 13,479 -4,750 -1,960 233 -2,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 21.8 14.4 46.1 49.8 89.5 86.0 10.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 716)
156 150 185 238 311 512 573
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,560
COMMITMENTS
2,168 1,899 220 2,495 4,401 4,883 6,520 2,677 1,040
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -341)
-18 75 10 -219 -160 -227 -75 -114 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 25.1 2.9 33.0 58.2 64.6 86.2 35.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 4 6 11 11 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 722,216
COMMITMENTS
252,060 83,611 88,974 331,882 431,429 672,916 604,014 49,300 118,202
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -6,775)
-23,538 -10,976 7,191 8,304 -7,165 -8,043 -10,950 1,268 4,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 11.6 12.3 46.0 59.7 93.2 83.6 6.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
179 131 177 153 239 424 486
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 405,339
COMMITMENTS
130,899 37,242 83,662 157,133 258,670 371,694 379,574 33,645 25,765
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,243)
-18,503 12,382 5,149 12,218 -26,790 -1,136 -9,259 -2,107 6,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 9.2 20.6 38.8 63.8 91.7 93.6 8.3 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
100 70 103 79 80 238 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,586
COMMITMENTS
77,347 113,669 13,618 399,095 318,250 490,060 445,537 124,526 169,049
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 231)
-8,518 -5,914 4,415 5,114 -4,369 1,011 -5,868 -780 6,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 18.5 2.2 64.9 51.8 79.7 72.5 20.3 27.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 34 26 64 63 102 109
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 707,632
COMMITMENTS
55,207 121,268 5,216 535,295 465,880 595,718 592,364 111,914 115,268
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 11,346)
-1,301 -11,020 2,706 11,794 9,880 13,199 1,566 -1,853 9,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 17.1 0.7 75.6 65.8 84.2 83.7 15.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
11 13 9 56 51 72 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,416
COMMITMENTS
2,134 114 1,148 1,750 3,928 5,032 5,190 384 226
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -628)
-512 -422 29 -95 -263 -578 -656 -50 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 2.1 21.2 32.3 72.5 92.9 95.8 7.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
15 1 6 10 17 26 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 380,857
COMMITMENTS
127,285 32,725 47,338 158,747 272,738 333,370 352,801 47,487 28,056
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 2,269)
643 2,958 1,907 -1,155 -4,819 1,395 46 874 2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 8.6 12.4 41.7 71.6 87.5 92.6 12.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
99 49 82 93 92 241 184
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,604
COMMITMENTS
2,170 5,759 344 6,247 3,506 8,761 9,609 2,843 1,995
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 314)
145 183 90 -173 -45 62 228 252 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 49.6 3.0 53.8 30.2 75.5 82.8 24.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 22 8 19 12 39 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,321,853
COMMITMENTS
270,907 239,603 61,445 885,012 858,399 1217364 1159447 104,489 162,406
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 69,613)
13,243 -20,422 156 58,073 83,264 71,472 62,998 -1,859 6,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 18.1 4.6 67.0 64.9 92.1 87.7 7.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
55 50 32 105 101 175 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,175,288
COMMITMENTS
521,824 875,475 112,232 2216162 1690249 2850218 2677956 325,070 497,332
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 12,554)
-36,525 19,947 8,173 36,002 -11,549 7,650 16,571 4,904 -4,017
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 27.6 3.5 69.8 53.2 89.8 84.3 10.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
59 107 62 146 157 239 292
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 312,552
COMMITMENTS
32,623 43,167 487 200,773 168,889 233,883 212,543 78,669 100,009
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 3,284)
-2,559 -305 119 -1,679 -4,319 -4,119 -4,505 7,403 7,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 13.8 0.2 64.2 54.0 74.8 68.0 25.2 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 4 2 33 32 39 37
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,127,308
COMMITMENTS
364,518 634,031 70,550 2443634 2058345 2878702 2762926 248,606 364,382
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 89,755)
44,292 6,476 -7,297 34,906 93,820 71,901 92,999 17,854 -3,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.3 2.3 78.1 65.8 92.1 88.3 7.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
47 74 47 114 151 189 244
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,300,502
COMMITMENTS
155,483 263,473 226,888 818,812 696,967 1201183 1187328 99,319 113,174
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 181,553)
7,259 30,489 19,378 85,579 64,910 112,216 114,777 69,337 66,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 20.3 17.4 63.0 53.6 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
27 39 39 58 72 105 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,011
COMMITMENTS
35,988 9,727 773 17,234 44,988 53,994 55,488 10,017 8,524
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -3,338)
-5,067 430 -127 2,139 -3,085 -3,054 -2,782 -284 -557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 15.2 1.2 26.9 70.3 84.4 86.7 15.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 20 6 30 29 70 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,022
COMMITMENTS
71,975 19,453 1,546 34,467 89,976 107,988 110,975 20,034 17,047
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: -6,676)
-10,133 859 -253 4,278 -6,169 -6,108 -5,563 -568 -1,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.2 15.2 1.2 26.9 70.3 84.4 86.7 15.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 20 6 30 29 70 52
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,047
COMMITMENTS
26,334 34,674 369 8,237 0 34,940 35,043 107 4
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 336)
157 336 0 194 0 351 336 -15 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 98.9 1.1 23.5 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
28 8 1 3 0 32 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,400
COMMITMENTS
21,273 7,144 173 10,641 24,591 32,087 31,908 1,313 1,492
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 1,115)
-452 -371 -156 447 353 -161 -174 1,276 1,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 21.4 0.5 31.9 73.6 96.1 95.5 3.9 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 14 1 5 21 11 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,324
COMMITMENTS
33,708 3,399 175 7,021 37,223 40,904 40,797 5,420 5,527
CHANGES FROM 01/24/17 (CHANGE IN OPEN INTEREST: 8,616)
2,838 604 0 373 2,629 3,211 3,233 5,405 5,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 7.3 0.4 15.2 80.4 88.3 88.1 11.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 7 1 4 14 15 22
Updated February 3, 2017