WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 513,555
COMMITMENTS
164,240 251,171 102,351 197,973 116,818 464,564 470,340 48,991 43,215
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 5,676)
632 -1,142 5,192 -2,805 464 3,019 4,514 2,657 1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 48.9 19.9 38.5 22.7 90.5 91.6 9.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
150 137 128 101 102 321 310
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 270,062
COMMITMENTS
103,831 95,775 28,276 113,607 121,634 245,714 245,685 24,348 24,377
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 24,452)
13,400 17,499 -840 9,264 6,387 21,824 23,046 2,628 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.4 35.5 10.5 42.1 45.0 91.0 91.0 9.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
78 60 55 84 81 188 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,455,465
COMMITMENTS
376,831 391,372 226,936 686,395 654,398 1290162 1272706 165,303 182,759
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 22,040)
497 -7,714 -5,539 19,706 39,136 14,664 25,883 7,376 -3,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 26.9 15.6 47.2 45.0 88.6 87.4 11.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
179 138 181 266 303 550 551
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,827
COMMITMENTS
1,793 854 562 2,022 4,573 4,377 5,989 2,450 838
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 295)
-347 1 37 738 414 428 452 -133 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 12.5 8.2 29.6 67.0 64.1 87.7 35.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 2 6 9 11 26 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 741,939
COMMITMENTS
162,637 140,480 123,874 406,335 363,411 692,846 627,765 49,093 114,174
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 33,341)
-5,370 24,138 12,602 23,612 -1,816 30,844 34,924 2,497 -1,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 18.9 16.7 54.8 49.0 93.4 84.6 6.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 634)
156 184 182 178 220 439 509
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 423,906
COMMITMENTS
99,576 117,876 77,856 213,369 195,991 390,801 391,723 33,105 32,183
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 23,609)
427 16,360 3,321 17,375 2,044 21,123 21,725 2,486 1,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 27.8 18.4 50.3 46.2 92.2 92.4 7.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
90 96 105 88 75 241 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 640,036
COMMITMENTS
105,118 128,176 10,843 381,760 338,231 497,721 477,250 142,315 162,786
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 15,350)
217 2,870 92 5,056 11,857 5,365 14,819 9,985 531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 20.0 1.7 59.6 52.8 77.8 74.6 22.2 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
30 30 17 58 59 96 98
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,401
COMMITMENTS
36,225 116,900 10,538 549,746 483,621 596,509 611,059 117,892 103,342
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 9,962)
-3,951 -8,021 7,138 7,088 15,055 10,275 14,172 -313 -4,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 16.4 1.5 77.0 67.7 83.5 85.5 16.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
7 13 7 57 56 67 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,982
COMMITMENTS
3,250 123 412 917 4,287 4,579 4,822 403 160
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -153)
-89 97 47 -165 -332 -207 -188 54 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.2 2.5 8.3 18.4 86.0 91.9 96.8 8.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
14 1 4 7 10 21 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 380,711
COMMITMENTS
110,058 58,212 50,962 177,209 232,616 338,229 341,790 42,482 38,921
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 9,427)
2,256 9,616 1,667 5,262 -4,866 9,185 6,417 242 3,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 15.3 13.4 46.5 61.1 88.8 89.8 11.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
82 61 79 101 94 223 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,716
COMMITMENTS
2,391 3,635 626 4,885 4,825 7,902 9,086 2,814 1,630
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -516)
141 -863 2 -549 505 -406 -356 -110 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 33.9 5.8 45.6 45.0 73.7 84.8 26.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 17 7 18 11 41 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,365,836
COMMITMENTS
288,462 297,210 24,386 936,986 894,903 1249834 1216499 116,002 149,337
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -4,410)
3,849 -12,829 -1,381 -15,850 12,306 -13,382 -1,904 8,972 -2,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 21.8 1.8 68.6 65.5 91.5 89.1 8.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
51 58 34 107 118 175 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,027,576
COMMITMENTS
613,690 669,456 106,572 1960772 1717932 2681034 2493960 346,542 533,616
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -6,425)
-18,025 -31,936 21,519 -19,459 2,540 -15,965 -7,877 9,540 1,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 22.1 3.5 64.8 56.7 88.6 82.4 11.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
69 95 44 143 162 238 275
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 345,435
COMMITMENTS
51,902 55,052 333 210,688 187,767 262,923 243,152 82,512 102,283
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 10,822)
-4,922 1,072 -351 5,789 8,596 516 9,317 10,306 1,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 15.9 0.1 61.0 54.4 76.1 70.4 23.9 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 7 4 32 35 44 42
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,975,040
COMMITMENTS
388,543 681,911 63,576 2265640 1881412 2717759 2626899 257,281 348,141
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -31,126)
-34,700 97 -6,716 2,900 -30,567 -38,516 -37,186 7,390 6,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 22.9 2.1 76.2 63.2 91.4 88.3 8.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
36 79 36 113 148 170 242
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,572,965
COMMITMENTS
157,867 365,012 290,512 1093219 858,523 1541598 1514047 31,367 58,918
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -92,411)
4,326 -8,154 -25,342 -64,215 -56,887 -85,231 -90,383 -7,180 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 23.2 18.5 69.5 54.6 98.0 96.3 2.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
25 47 47 60 73 116 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,819
COMMITMENTS
36,736 3,690 3,282 15,341 50,240 55,359 57,212 9,460 7,607
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -2,299)
-4,744 -1,075 -54 2,943 -1,566 -1,855 -2,694 -444 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 5.7 5.1 23.7 77.5 85.4 88.3 14.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
43 17 8 28 31 72 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,637
COMMITMENTS
73,472 7,380 6,563 30,682 100,480 110,717 114,423 18,920 15,214
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -4,597)
-9,488 -2,150 -107 5,886 -3,131 -3,709 -5,388 -888 791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 5.7 5.1 23.7 77.5 85.4 88.3 14.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
43 17 8 28 31 72 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,552
COMMITMENTS
32,026 34,577 369 3,099 536 35,494 35,482 58 70
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 603)
730 71 0 -112 536 618 607 -15 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.1 97.3 1.0 8.7 1.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
24 11 1 2 1 27 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,948
COMMITMENTS
14,587 7,166 92 18,258 25,567 32,937 32,825 11 123
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: 942)
-1,256 178 0 2,193 784 937 962 5 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.3 21.7 0.3 55.4 77.6 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
10 16 1 10 20 20 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/04/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,514
COMMITMENTS
17,219 4,145 89 9,181 22,185 26,489 26,419 25 95
CHANGES FROM 03/28/17 (CHANGE IN OPEN INTEREST: -1,039)
2 -75 -91 -953 -871 -1,042 -1,037 3 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.9 15.6 0.3 34.6 83.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 1 6 11 18 20
Updated April 7, 2017