WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,083
COMMITMENTS
159,687 182,730 85,943 178,291 156,738 423,921 425,411 44,162 42,672
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -8,028)
9,594 -19,262 -7,521 -9,222 16,832 -7,149 -9,951 -879 1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 39.0 18.4 38.1 33.5 90.6 90.9 9.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
141 147 132 89 111 311 330
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,431
COMMITMENTS
86,821 47,297 30,734 88,174 126,664 205,729 204,695 23,702 24,736
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -5,712)
-1,351 -10,851 -3,417 -1,790 7,905 -6,558 -6,363 846 651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.8 20.6 13.4 38.4 55.2 89.7 89.2 10.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
75 49 60 73 87 180 177
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,468,620
COMMITMENTS
460,563 290,147 215,066 646,025 754,668 1321654 1259881 146,966 208,739
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 84,831)
47,454 -5,780 8,358 26,633 71,275 82,445 73,853 2,386 10,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 19.8 14.6 44.0 51.4 90.0 85.8 10.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725)
181 143 178 235 313 528 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,267
COMMITMENTS
2,369 2,113 243 2,857 4,893 5,469 7,249 2,798 1,018
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 325)
112 67 -13 365 386 464 440 -139 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 25.6 2.9 34.6 59.2 66.2 87.7 33.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
16 5 6 10 12 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 772,254
COMMITMENTS
261,521 85,200 120,435 339,978 449,139 721,934 654,774 50,320 117,480
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 42,356)
16,108 320 23,706 2,576 18,786 42,390 42,812 -34 -456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 11.0 15.6 44.0 58.2 93.5 84.8 6.5 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
185 150 193 168 248 464 524
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 379,239
COMMITMENTS
113,767 24,810 76,266 158,603 252,028 348,636 353,104 30,603 26,135
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -18,660)
-306 -3,239 -11,984 -2,532 -1,757 -14,822 -16,980 -3,838 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 6.5 20.1 41.8 66.5 91.9 93.1 8.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
94 66 100 83 84 235 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,327
COMMITMENTS
94,366 120,611 10,035 408,224 326,644 512,625 457,290 119,702 175,037
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 11,217)
13,898 3,194 -1,973 11,178 6,514 23,103 7,735 -11,886 3,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 19.1 1.6 64.6 51.7 81.1 72.3 18.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
29 34 26 69 68 113 113
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 767,122
COMMITMENTS
52,045 121,400 25,078 572,960 503,348 650,083 649,826 117,039 117,296
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 24,998)
-3,586 -3,121 5,692 16,843 15,626 18,949 18,197 6,049 6,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 15.8 3.3 74.7 65.6 84.7 84.7 15.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
10 14 11 64 55 81 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,787
COMMITMENTS
2,721 69 618 1,066 3,943 4,405 4,630 382 157
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -154)
169 69 -59 -241 -84 -131 -74 -23 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 1.4 12.9 22.3 82.4 92.0 96.7 8.0 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 1 5 10 15 26 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 389,067
COMMITMENTS
131,771 35,668 47,184 162,659 276,237 341,614 359,089 47,453 29,978
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 7,452)
5,240 -639 1,227 1,323 5,565 7,790 6,153 -338 1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 9.2 12.1 41.8 71.0 87.8 92.3 12.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
97 52 86 93 90 243 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,080
COMMITMENTS
2,230 5,909 424 6,254 3,819 8,908 10,152 3,172 1,928
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 28)
-38 -1 56 -43 27 -25 82 53 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 48.9 3.5 51.8 31.6 73.7 84.0 26.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
18 22 7 18 13 39 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,462,071
COMMITMENTS
306,050 276,089 69,605 979,164 945,641 1354819 1291335 107,252 170,736
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 112,008)
25,658 8,923 9,960 79,950 79,065 115,568 97,948 -3,560 14,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 18.9 4.8 67.0 64.7 92.7 88.3 7.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
53 57 36 102 112 171 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,340,546
COMMITMENTS
525,758 867,282 148,819 2350876 1788176 3025453 2804277 315,093 536,269
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 125,285)
53,423 90,370 19,954 60,873 22,295 134,250 132,619 -8,965 -7,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 26.0 4.5 70.4 53.5 90.6 83.9 9.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
61 104 63 134 159 231 290
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 318,065
COMMITMENTS
34,293 43,769 371 214,412 180,486 249,076 224,626 68,989 93,439
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 260)
4,285 604 5 6,423 -3,535 10,713 -2,926 -10,453 3,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 13.8 0.1 67.4 56.7 78.3 70.6 21.7 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
5 4 3 37 35 43 41
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,390,137
COMMITMENTS
339,962 696,097 82,880 2722343 2234213 3145185 3013190 244,952 376,947
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 152,575)
-37,386 83,808 -3,609 196,650 76,045 155,655 156,244 -3,080 -3,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 20.5 2.4 80.3 65.9 92.8 88.9 7.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
45 80 42 123 156 194 252
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,319,192
COMMITMENTS
136,199 276,401 274,864 883,499 726,059 1294562 1277324 24,630 41,868
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: 124,008)
26,204 34,157 19,762 76,500 72,447 122,466 126,366 1,542 -2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 21.0 20.8 67.0 55.0 98.1 96.8 1.9 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
24 50 42 64 77 115 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,515
COMMITMENTS
35,201 7,796 1,796 16,971 44,364 53,968 53,956 9,547 9,559
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -617)
-1,847 -201 562 473 -988 -812 -627 196 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.4 12.3 2.8 26.7 69.8 85.0 85.0 15.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
41 24 7 30 33 74 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,030
COMMITMENTS
70,402 15,592 3,592 33,942 88,728 107,936 107,912 19,094 19,118
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,233)
-3,693 -402 1,123 946 -1,975 -1,624 -1,254 391 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.4 12.3 2.8 26.7 69.8 85.0 85.0 15.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
41 24 7 30 33 74 61
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,113
COMMITMENTS
27,725 34,727 369 6,883 0 34,977 35,096 136 17
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -1,978)
-686 -1,982 0 -1,315 0 -2,001 -1,982 23 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.0 98.9 1.1 19.6 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
26 7 1 3 0 30 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,523
COMMITMENTS
20,008 7,714 89 11,399 23,544 31,496 31,347 27 176
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -344)
-1,105 -522 0 760 212 -345 -310 1 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.5 24.5 0.3 36.2 74.7 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 1 5 22 11 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,491
COMMITMENTS
35,411 3,497 175 6,856 38,698 42,442 42,370 49 121
CHANGES FROM 02/07/17 (CHANGE IN OPEN INTEREST: -638)
-345 183 0 -280 -826 -625 -643 -13 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.3 8.2 0.4 16.1 91.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 1 4 13 14 26
Updated February 17, 2017