WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 400,986
COMMITMENTS
157,368 180,884 57,185 144,650 124,320 359,203 362,389 41,783 38,597
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -51,116)
-9,694 5,495 -18,158 -20,656 -34,695 -48,508 -47,358 -2,608 -3,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 45.1 14.3 36.1 31.0 89.6 90.4 10.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
132 116 104 80 98 274 273
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 206,976
COMMITMENTS
89,098 41,068 21,456 76,297 121,560 186,851 184,084 20,125 22,892
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -22,675)
-497 -4,356 -8,421 -11,492 -9,483 -20,410 -22,260 -2,265 -415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.0 19.8 10.4 36.9 58.7 90.3 88.9 9.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
71 47 49 72 82 170 158
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,361,513
COMMITMENTS
436,548 242,101 195,921 585,523 738,205 1217992 1176227 143,521 185,286
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -139,514)
-19,173 -40,682 -34,220 -84,833 -46,085 -138,226 -120,987 -1,288 -18,527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 17.8 14.4 43.0 54.2 89.5 86.4 10.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746)
179 132 177 235 328 525 565
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,190
COMMITMENTS
2,102 1,548 404 2,097 4,452 4,603 6,404 2,587 786
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -893)
-202 -464 110 -758 -586 -850 -940 -43 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 21.5 5.6 29.2 61.9 64.0 89.1 36.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 3 5 10 12 28 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 684,523
COMMITMENTS
231,070 82,878 94,403 311,577 392,442 637,050 569,723 47,473 114,800
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -72,453)
-20,492 -1,915 -18,056 -32,068 -49,523 -70,616 -69,494 -1,837 -2,959
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 12.1 13.8 45.5 57.3 93.1 83.2 6.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 617)
164 145 167 140 237 401 489
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 366,440
COMMITMENTS
98,848 52,364 62,599 173,352 224,402 334,799 339,365 31,641 27,075
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -21,427)
-9,734 8,408 -11,881 1,581 -17,994 -20,034 -21,467 -1,393 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 14.3 17.1 47.3 61.2 91.4 92.6 8.6 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
83 81 96 84 73 231 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 650,578
COMMITMENTS
91,092 112,956 15,174 411,052 362,148 517,318 490,278 133,260 160,300
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 7,587)
-4,221 -6,081 2,086 14,008 19,698 11,873 15,703 -4,286 -8,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 17.4 2.3 63.2 55.7 79.5 75.4 20.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
30 28 20 60 73 99 113
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 748,636
COMMITMENTS
56,880 124,283 9,786 565,092 495,921 631,758 629,990 116,878 118,646
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -34,319)
2,007 435 -14,332 -8,604 -15,479 -20,929 -29,376 -13,390 -4,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 16.6 1.3 75.5 66.2 84.4 84.2 15.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
9 14 7 63 56 76 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,751
COMMITMENTS
2,710 49 779 855 3,744 4,344 4,572 407 179
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -206)
65 49 -101 -140 -121 -176 -173 -30 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.0 1.0 16.4 18.0 78.8 91.4 96.2 8.6 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
15 1 4 9 15 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 370,403
COMMITMENTS
129,087 29,707 40,082 158,591 270,725 327,760 340,514 42,643 29,889
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -19,325)
-4,493 -187 -7,349 -4,357 -11,110 -16,199 -18,646 -3,126 -679
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 8.0 10.8 42.8 73.1 88.5 91.9 11.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
91 45 67 84 86 213 169
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,830
COMMITMENTS
2,048 5,520 363 6,285 4,048 8,696 9,931 3,134 1,899
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -468)
-110 -446 -261 160 214 -211 -493 -257 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 46.7 3.1 53.1 34.2 73.5 83.9 26.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
16 20 7 21 11 38 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,420,133
COMMITMENTS
263,282 293,001 31,722 1020447 943,323 1315451 1268046 104,682 152,087
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -187,991)
-53,858 23,962 -65,693 -61,354 -125,373 -180,905 -167,104 -7,086 -20,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 20.6 2.2 71.9 66.4 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
53 59 35 106 114 175 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,255,388
COMMITMENTS
472,169 881,828 116,948 2324586 1729875 2913703 2728651 341,685 526,737
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -325,591)
-56,115 51,245 -44,132 -213,626 -289,356 -313,873 -282,243 -11,718 -43,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 27.1 3.6 71.4 53.1 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
48 99 54 138 172 221 290
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 339,202
COMMITMENTS
53,802 55,387 1,231 218,019 181,082 273,052 237,700 66,150 101,502
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 3,647)
19,073 4,869 -4,623 1,727 6,077 16,177 6,323 -12,530 -2,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 16.3 0.4 64.3 53.4 80.5 70.1 19.5 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 7 5 38 39 49 49
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,155,100
COMMITMENTS
376,450 663,816 110,110 2421756 2022866 2908316 2796792 246,784 358,308
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: -402,080)
3,589 -13,994 -34,699 -345,190 -326,432 -376,300 -375,125 -25,780 -26,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 21.0 3.5 76.8 64.1 92.2 88.6 7.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
47 78 45 113 151 189 245
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,583,627
COMMITMENTS
197,623 352,682 302,135 1049283 876,310 1549041 1531127 34,586 52,500
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 127,907)
69,546 65,491 -27,777 81,049 91,911 122,818 129,625 5,089 -1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 22.3 19.1 66.3 55.3 97.8 96.7 2.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
28 41 43 66 75 118 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,610
COMMITMENTS
38,128 8,372 3,101 18,098 47,537 59,326 59,009 10,284 10,601
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 6,128)
4,469 434 909 437 3,263 5,814 4,605 314 1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.8 12.0 4.5 26.0 68.3 85.2 84.8 14.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
44 25 11 32 36 81 67
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 139,220
COMMITMENTS
76,255 16,743 6,202 36,195 95,073 118,652 118,018 20,568 21,202
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 12,256)
8,937 867 1,818 873 6,525 11,628 9,210 628 3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.8 12.0 4.5 26.0 68.3 85.2 84.8 14.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
44 25 11 32 36 81 67
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,884
COMMITMENTS
30,964 37,502 369 6,444 0 37,777 37,871 107 13
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 2,812)
3,279 2,800 0 -464 0 2,815 2,800 -3 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.7 99.0 1.0 17.0 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
29 8 1 3 0 33 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,387
COMMITMENTS
18,396 6,453 1,955 11,997 23,830 32,348 32,238 39 149
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 161)
-2,068 -1,279 1,816 449 -361 197 176 -36 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.8 19.9 6.0 37.0 73.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 16 3 5 22 13 40
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,576
COMMITMENTS
34,755 3,327 2,955 6,813 38,177 44,523 44,459 53 117
CHANGES FROM 02/21/17 (CHANGE IN OPEN INTEREST: 1,475)
-1,036 969 2,780 -277 -2,218 1,467 1,531 8 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 7.5 6.6 15.3 85.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 7 4 5 14 16 24
Updated March 3, 2017