WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 497,823
COMMITMENTS
150,101 280,137 80,298 218,524 95,990 448,923 456,425 48,900 41,398
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -14,432)
-13,067 14,087 -2,880 1,244 -24,408 -14,703 -13,201 271 -1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 56.3 16.1 43.9 19.3 90.2 91.7 9.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
140 151 126 111 94 323 317
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 278,966
COMMITMENTS
109,893 112,144 37,569 108,161 108,134 255,623 257,847 23,343 21,119
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 3,268)
-546 8,172 7,261 -3,142 -10,984 3,573 4,449 -305 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.4 40.2 13.5 38.8 38.8 91.6 92.4 8.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
84 58 59 85 78 197 180
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,431,459
COMMITMENTS
363,635 446,903 217,136 678,991 600,871 1259762 1264910 171,697 166,549
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -44,518)
-12,143 34,383 -18,824 -17,489 -47,852 -48,456 -32,293 3,938 -12,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 31.2 15.2 47.4 42.0 88.0 88.4 12.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
186 139 184 285 287 579 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,096
COMMITMENTS
1,603 1,197 169 2,092 3,803 3,864 5,169 2,232 927
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -879)
-77 291 -156 -545 -893 -778 -758 -101 -121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 19.6 2.8 34.3 62.4 63.4 84.8 36.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 5 5 8 11 22 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 673,587
COMMITMENTS
134,464 178,201 101,519 386,142 286,794 622,125 566,514 51,462 107,073
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -98,009)
-27,808 3,256 -32,114 -38,580 -64,069 -98,502 -92,927 493 -5,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 26.5 15.1 57.3 42.6 92.4 84.1 7.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
146 172 178 194 223 451 494
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 411,634
COMMITMENTS
107,067 128,525 64,716 204,041 184,034 375,824 377,275 35,810 34,359
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -20,413)
5,293 563 -14,882 -11,147 -7,262 -20,736 -21,581 323 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 31.2 15.7 49.6 44.7 91.3 91.7 8.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
85 99 101 92 65 240 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 640,749
COMMITMENTS
115,515 94,898 19,575 352,926 360,699 488,016 475,172 152,733 165,577
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -3,478)
-967 -23,950 5,191 -6,127 19,940 -1,903 1,181 -1,575 -4,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 14.8 3.1 55.1 56.3 76.2 74.2 23.8 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
40 25 28 59 64 108 108
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 734,068
COMMITMENTS
40,134 114,419 3,538 572,493 518,488 616,165 636,445 117,903 97,623
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 3,861)
747 -4,022 -550 6,738 15,975 6,935 11,403 -3,074 -7,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 15.6 0.5 78.0 70.6 83.9 86.7 16.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
9 13 7 62 60 76 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,859
COMMITMENTS
2,706 260 516 1,188 4,007 4,410 4,783 449 76
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 66)
-61 83 -68 173 64 44 79 22 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 5.4 10.6 24.4 82.5 90.8 98.4 9.2 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 2 4 8 10 23 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 361,039
COMMITMENTS
100,710 68,411 42,040 173,604 211,658 316,354 322,109 44,685 38,930
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -17,421)
-7,414 -848 -4,254 -6,818 -11,171 -18,486 -16,273 1,065 -1,148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 18.9 11.6 48.1 58.6 87.6 89.2 12.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
85 62 85 98 92 229 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,755
COMMITMENTS
2,214 3,693 291 4,693 4,139 7,198 8,123 2,557 1,632
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -15)
22 1,527 -218 87 -1,396 -109 -87 94 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.7 37.9 3.0 48.1 42.4 73.8 83.3 26.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 20 6 16 13 35 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,395,820
COMMITMENTS
269,991 251,015 50,410 948,487 949,703 1268888 1251128 126,932 144,692
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 16,782)
-36,270 -25,543 18,860 31,789 18,393 14,379 11,710 2,403 5,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 18.0 3.6 68.0 68.0 90.9 89.6 9.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
64 44 34 107 113 182 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,188,417
COMMITMENTS
826,482 611,840 83,734 1915702 1971707 2825918 2667281 362,499 521,136
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 27,111)
119,891 -136,051 -14,377 -72,228 180,780 33,286 30,352 -6,175 -3,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 19.2 2.6 60.1 61.8 88.6 83.7 11.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
75 91 56 147 165 253 281
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,686
COMMITMENTS
55,195 43,650 2,616 213,381 197,148 271,192 243,414 80,494 108,272
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 231)
437 -3,084 1,989 -1,655 -3,600 771 -4,695 -540 4,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 12.4 0.7 60.7 56.1 77.1 69.2 22.9 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
9 6 5 33 34 46 41
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,178,951
COMMITMENTS
585,619 649,444 78,336 2225334 2102019 2889289 2829799 289,662 349,152
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 17,463)
12,290 -16,001 19,199 -31,709 12,399 -220 15,597 17,683 1,866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 20.4 2.5 70.0 66.1 90.9 89.0 9.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
51 67 39 112 154 183 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,700,774
COMMITMENTS
138,564 352,821 326,902 1199736 965,350 1665202 1645073 35,572 55,701
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 30,299)
-21,128 -38,594 25,380 20,570 48,293 24,822 35,079 5,477 -4,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 20.7 19.2 70.5 56.8 97.9 96.7 2.1 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
30 49 51 62 77 122 152
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,700
COMMITMENTS
38,123 5,856 3,077 15,858 49,378 57,057 58,310 9,643 8,390
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 1,170)
-432 654 -519 1,861 -113 911 23 259 1,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 8.8 4.6 23.8 74.0 85.5 87.4 14.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
45 20 8 32 29 79 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,399
COMMITMENTS
76,245 11,711 6,153 31,715 98,755 114,113 116,619 19,286 16,780
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: 2,339)
-864 1,307 -1,037 3,722 -225 1,821 45 518 2,294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 8.8 4.6 23.8 74.0 85.5 87.4 14.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
45 20 8 32 29 79 55
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 31,237
COMMITMENTS
28,596 30,295 369 2,238 495 31,203 31,159 34 78
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -9,845)
-9,832 -9,867 0 0 0 -9,832 -9,867 -13 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
91.5 97.0 1.2 7.2 1.6 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
23 14 1 2 1 26 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,357
COMMITMENTS
7,957 6,617 92 23,260 24,537 31,309 31,246 48 111
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -255)
-1,227 -226 0 934 24 -293 -202 38 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 21.1 0.3 74.2 78.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 15 1 8 20 18 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/25/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,702
COMMITMENTS
16,167 4,080 0 10,421 22,548 26,588 26,628 114 74
CHANGES FROM 04/18/17 (CHANGE IN OPEN INTEREST: -1,065)
269 -583 -34 -1,360 -432 -1,125 -1,049 60 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 15.3 0.0 39.0 84.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 7 0 6 11 18 18
Updated April 28, 2017