WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,524
COMMITMENTS
147,534 232,519 75,128 171,408 93,216 394,070 400,863 44,454 37,661
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -59,299)
-2,567 -47,618 -5,170 -47,116 -2,774 -54,853 -55,562 -4,446 -3,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 53.0 17.1 39.1 21.3 89.9 91.4 10.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
133 126 113 99 93 302 275
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,823
COMMITMENTS
102,612 88,686 29,806 95,942 109,152 228,360 227,644 21,463 22,179
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -29,143)
-7,281 -23,458 -7,763 -12,219 1,018 -27,263 -30,203 -1,880 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 35.5 11.9 38.4 43.7 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
75 52 51 84 79 180 166
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,326,162
COMMITMENTS
363,762 440,479 178,044 624,855 551,553 1166661 1170076 159,501 156,086
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -105,297)
127 -6,424 -39,092 -54,136 -49,318 -93,101 -94,834 -12,196 -10,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 33.2 13.4 47.1 41.6 88.0 88.2 12.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
192 138 169 256 300 535 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,646
COMMITMENTS
1,488 1,075 147 2,072 3,732 3,707 4,954 1,939 692
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -450)
-115 -122 -22 -20 -71 -157 -215 -293 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 19.0 2.6 36.7 66.1 65.7 87.7 34.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 7 4 9 12 25 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 641,899
COMMITMENTS
139,076 178,859 92,561 363,590 270,204 595,227 541,624 46,672 100,275
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -31,688)
4,612 658 -8,958 -22,552 -16,590 -26,898 -24,890 -4,790 -6,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 27.9 14.4 56.6 42.1 92.7 84.4 7.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
151 165 170 161 225 417 483
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 415,214
COMMITMENTS
112,885 122,375 73,918 192,884 189,012 379,687 385,305 35,527 29,909
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 3,580)
5,818 -6,150 9,202 -11,157 4,978 3,863 8,030 -283 -4,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 29.5 17.8 46.5 45.5 91.4 92.8 8.6 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
100 88 104 86 66 247 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,881
COMMITMENTS
114,262 105,078 17,054 362,772 352,394 494,088 474,526 148,793 168,355
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 2,132)
-1,253 10,180 -2,521 9,846 -8,305 6,072 -646 -3,940 2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 16.3 2.7 56.4 54.8 76.9 73.8 23.1 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
34 31 24 62 64 107 108
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 735,194
COMMITMENTS
30,870 119,632 9,781 582,981 509,604 623,632 639,017 111,562 96,177
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,126)
-9,264 5,213 6,243 10,488 -8,884 7,467 2,572 -6,341 -1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 16.3 1.3 79.3 69.3 84.8 86.9 15.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
7 12 8 60 58 72 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,484
COMMITMENTS
2,255 52 579 1,211 3,718 4,045 4,349 439 135
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -375)
-451 -208 63 23 -289 -365 -434 -10 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.3 1.2 12.9 27.0 82.9 90.2 97.0 9.8 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
12 1 3 8 11 20 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 366,491
COMMITMENTS
98,249 73,835 45,851 179,883 208,902 323,983 328,588 42,508 37,903
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 5,452)
-2,461 5,424 3,811 6,279 -2,756 7,629 6,479 -2,177 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 20.1 12.5 49.1 57.0 88.4 89.7 11.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
80 70 84 96 84 220 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,147
COMMITMENTS
2,461 5,119 466 5,409 3,963 8,336 9,548 2,811 1,599
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 1,392)
247 1,426 175 716 -176 1,138 1,425 254 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 45.9 4.2 48.5 35.6 74.8 85.7 25.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 25 9 25 11 49 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,388,577
COMMITMENTS
254,962 247,340 48,146 963,866 947,703 1266974 1243189 121,603 145,388
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -7,243)
-15,029 -3,675 -2,264 15,379 -2,000 -1,914 -7,939 -5,329 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 17.8 3.5 69.4 68.2 91.2 89.5 8.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
63 45 32 111 114 185 180
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,250,046
COMMITMENTS
830,446 650,576 96,959 1929780 1967725 2857185 2715260 392,861 534,786
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 61,629)
3,964 38,736 13,225 14,078 -3,982 31,267 47,979 30,362 13,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 20.0 3.0 59.4 60.5 87.9 83.5 12.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
71 98 60 151 170 259 293
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 346,813
COMMITMENTS
51,974 44,950 3,356 213,888 190,707 269,218 239,013 77,595 107,800
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -4,873)
-3,221 1,300 740 507 -6,441 -1,974 -4,401 -2,899 -472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 13.0 1.0 61.7 55.0 77.6 68.9 22.4 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
8 5 4 33 34 44 40
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,238,721
COMMITMENTS
565,373 666,714 74,837 2306498 2144023 2946708 2885574 292,013 353,147
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 59,770)
-20,246 17,270 -3,499 81,164 42,004 57,419 55,775 2,351 3,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 20.6 2.3 71.2 66.2 91.0 89.1 9.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
46 74 39 115 154 182 246
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,274,482
COMMITMENTS
162,034 199,420 243,099 836,785 776,443 1241918 1218962 32,564 55,520
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -426,292)
23,470 -153,401 -83,803 -362,951 -188,907 -423,284 -426,111 -3,008 -181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.6 19.1 65.7 60.9 97.4 95.6 2.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
21 50 44 50 69 102 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,185
COMMITMENTS
34,330 5,276 2,914 16,066 47,542 53,310 55,732 9,876 7,453
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -3,515)
-3,793 -580 -163 209 -1,836 -3,747 -2,578 233 -937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 8.4 4.6 25.4 75.2 84.4 88.2 15.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
45 17 9 30 28 78 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,370
COMMITMENTS
68,659 10,552 5,828 32,132 95,084 106,619 111,464 19,751 14,906
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -7,029)
-7,586 -1,159 -325 417 -3,671 -7,494 -5,155 465 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 8.4 4.6 25.4 75.2 84.4 88.2 15.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
45 17 9 30 28 78 52
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 39,214
COMMITMENTS
36,606 38,468 369 2,181 295 39,156 39,132 58 82
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: 7,977)
8,010 8,173 0 -57 -200 7,953 7,973 24 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
93.3 98.1 0.9 5.6 0.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
25 14 1 2 1 28 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,636
COMMITMENTS
5,789 6,504 92 23,713 22,918 29,594 29,514 42 122
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -1,721)
-2,168 -113 0 453 -1,619 -1,715 -1,732 -6 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 21.9 0.3 80.0 77.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 13 1 8 19 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/02/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,965
COMMITMENTS
12,975 4,243 0 12,883 21,650 25,858 25,893 107 72
CHANGES FROM 04/25/17 (CHANGE IN OPEN INTEREST: -737)
-3,192 163 0 2,462 -898 -730 -735 -7 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.0 16.3 0.0 49.6 83.4 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 8 0 6 12 16 20
Updated May 5, 2017