WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,255
COMMITMENTS
163,168 266,050 83,178 217,280 120,398 463,626 469,626 48,629 42,629
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,967)
-1,260 16,337 -9,800 14,861 556 3,801 7,093 1,166 -2,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 51.9 16.2 42.4 23.5 90.5 91.7 9.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 450)
145 149 135 109 98 335 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 275,698
COMMITMENTS
110,439 103,972 30,308 111,303 119,118 252,050 253,398 23,648 22,300
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,166)
1,738 3,763 4,444 -1,921 -2,903 4,261 5,304 -95 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 37.7 11.0 40.4 43.2 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
84 55 63 86 82 195 184
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,475,977
COMMITMENTS
375,778 412,520 235,960 696,480 648,723 1308218 1297203 167,759 178,774
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 18,445)
-4,702 6,276 17,302 8,131 -2,484 20,731 21,094 -2,286 -2,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 27.9 16.0 47.2 44.0 88.6 87.9 11.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
177 152 192 269 298 565 559
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,975
COMMITMENTS
1,680 906 325 2,637 4,696 4,642 5,927 2,333 1,048
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 206)
53 51 -83 197 133 167 101 39 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 13.0 4.7 37.8 67.3 66.6 85.0 33.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 3 6 11 12 26 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 771,596
COMMITMENTS
162,272 174,945 133,633 424,722 350,863 720,627 659,441 50,969 112,155
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 2,779)
-661 12,066 -2,210 7,758 -1,928 4,887 7,928 -2,108 -5,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 22.7 17.3 55.0 45.5 93.4 85.5 6.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 644)
152 193 201 180 225 457 528
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,047
COMMITMENTS
101,774 127,962 79,598 215,188 191,296 396,560 398,856 35,487 33,191
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 6,400)
1,982 1,201 5,359 -1,000 -894 6,341 5,666 59 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 29.6 18.4 49.8 44.3 91.8 92.3 8.2 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
83 97 111 96 73 247 241
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 644,227
COMMITMENTS
116,482 118,848 14,384 359,053 340,759 489,919 473,991 154,308 170,236
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,186)
9,577 -956 1,240 -24,171 4,713 -13,354 4,997 14,540 -3,811
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 18.4 2.2 55.7 52.9 76.0 73.6 24.0 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
35 32 21 59 62 102 107
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,207
COMMITMENTS
39,387 118,441 4,088 565,755 502,513 609,230 625,042 120,977 105,165
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 6,440)
-2,506 -7,921 -147 7,866 14,005 5,213 5,937 1,227 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 16.2 0.6 77.5 68.8 83.4 85.6 16.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
8 13 8 57 55 69 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,793
COMMITMENTS
2,767 177 584 1,015 3,943 4,366 4,704 427 89
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 209)
-558 82 254 505 -109 201 227 8 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.7 3.7 12.2 21.2 82.3 91.1 98.1 8.9 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 2 5 7 10 23 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 378,460
COMMITMENTS
108,124 69,259 46,294 180,422 222,829 334,840 338,382 43,620 40,078
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -10,699)
-5,831 1,862 -2,679 -2,199 -7,989 -10,709 -8,806 10 -1,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.3 12.2 47.7 58.9 88.5 89.4 11.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
88 64 97 103 97 241 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,770
COMMITMENTS
2,192 2,166 509 4,606 5,535 7,307 8,210 2,463 1,560
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -552)
-79 -498 -296 -37 192 -412 -602 -140 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 22.2 5.2 47.1 56.7 74.8 84.0 25.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 13 9 16 14 36 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,379,038
COMMITMENTS
306,261 276,558 31,550 916,698 931,310 1254509 1239418 124,529 139,620
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,618)
3,828 777 335 -4,858 -98 -695 1,014 2,313 604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 20.1 2.3 66.5 67.5 91.0 89.9 9.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
56 52 36 110 118 183 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,161,306
COMMITMENTS
706,591 747,891 98,111 1987930 1790927 2792632 2636929 368,674 524,377
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 63,631)
24,296 1,067 2,326 23,950 79,005 50,572 82,398 13,059 -18,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 23.7 3.1 62.9 56.7 88.3 83.4 11.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
61 109 64 157 162 263 290
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,455
COMMITMENTS
54,758 46,734 627 215,036 200,748 270,421 248,109 81,034 103,346
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -7,270)
-8,645 -5,480 252 3,581 -6,031 -4,812 -11,259 -2,458 3,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 13.3 0.2 61.2 57.1 76.9 70.6 23.1 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
9 6 5 34 36 47 43
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,161,488
COMMITMENTS
573,329 665,445 59,137 2257043 2089620 2889509 2814202 271,979 347,286
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 137,333)
125,573 9,908 -11,967 23,707 133,748 137,313 131,689 20 5,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 21.0 1.9 71.4 66.1 91.4 89.0 8.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
47 72 41 109 155 178 246
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,670,475
COMMITMENTS
159,692 391,415 301,522 1179166 917,057 1640380 1609994 30,095 60,481
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 17,394)
1,274 20,254 -15,001 33,337 14,985 19,610 20,238 -2,216 -2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 23.4 18.1 70.6 54.9 98.2 96.4 1.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
27 47 52 62 75 121 149
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,530
COMMITMENTS
38,555 5,202 3,595 13,997 49,490 56,146 58,287 9,384 7,243
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 962)
964 860 201 -34 194 1,131 1,254 -170 -292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 7.9 5.5 21.4 75.5 85.7 88.9 14.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
49 19 8 29 28 79 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,060
COMMITMENTS
77,109 10,404 7,190 27,993 98,980 112,292 116,574 18,768 14,486
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,923)
1,928 1,719 401 -67 387 2,262 2,507 -339 -584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.8 7.9 5.5 21.4 75.5 85.7 88.9 14.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
49 19 8 29 28 79 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 41,082
COMMITMENTS
38,428 40,162 369 2,238 495 41,035 41,026 47 56
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 4,253)
5,099 4,382 0 -857 -100 4,242 4,282 11 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
93.5 97.8 0.9 5.4 1.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
25 12 1 2 1 28 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,612
COMMITMENTS
9,184 6,843 92 22,326 24,513 31,602 31,448 10 164
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: -97)
-1,681 -129 0 1,584 3 -97 -126 0 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 21.6 0.3 70.6 77.5 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 14 1 8 20 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/18/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,767
COMMITMENTS
15,898 4,663 34 11,781 22,980 27,713 27,677 54 90
CHANGES FROM 04/11/17 (CHANGE IN OPEN INTEREST: 1,969)
-189 33 -1 2,148 1,931 1,958 1,963 11 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 16.8 0.1 42.4 82.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 1 5 11 16 20
Updated April 21, 2017