WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,189
COMMITMENTS
158,881 235,570 91,523 160,825 91,783 411,229 418,876 45,960 38,313
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 10,070)
2,187 -10,524 16,288 -10,143 3,985 8,332 9,749 1,738 321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 51.5 20.0 35.2 20.1 89.9 91.6 10.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
139 126 122 104 96 311 287
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 266,320
COMMITMENTS
97,003 80,295 37,819 107,010 124,840 241,832 242,954 24,488 23,366
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 19,811)
-1,368 466 13,140 6,831 5,673 18,603 19,279 1,208 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 30.1 14.2 40.2 46.9 90.8 91.2 9.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
75 52 61 87 77 188 174
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,389,074
COMMITMENTS
396,676 463,346 196,509 625,934 565,860 1219119 1225715 169,955 163,359
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 17,892)
15,172 -15,459 -3,346 1,089 34,969 12,915 16,164 4,977 1,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 33.4 14.1 45.1 40.7 87.8 88.2 12.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
188 138 178 263 293 550 540
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,333
COMMITMENTS
1,677 725 265 2,197 4,571 4,139 5,561 2,194 772
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 64)
-34 -48 17 8 164 -9 133 73 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 11.4 4.2 34.7 72.2 65.4 87.8 34.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 4 8 13 24 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 666,788
COMMITMENTS
142,384 190,315 99,442 377,940 276,355 619,766 566,112 47,022 100,676
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 19,078)
-3,658 15,450 2,046 18,765 3,786 17,153 21,282 1,925 -2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 28.5 14.9 56.7 41.4 92.9 84.9 7.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
156 163 184 165 217 428 488
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 414,540
COMMITMENTS
118,858 106,316 75,967 186,352 200,837 381,177 383,120 33,363 31,420
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 10,356)
-63 167 6,183 7,860 3,800 13,980 10,150 -3,624 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 25.6 18.3 45.0 48.4 92.0 92.4 8.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
103 83 107 87 72 247 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 797,692
COMMITMENTS
164,828 117,536 41,695 425,525 458,250 632,048 617,481 165,644 180,211
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 119,623)
40,563 -13,577 29,049 41,909 94,391 111,521 109,863 8,102 9,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 14.7 5.2 53.3 57.4 79.2 77.4 20.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
42 24 33 65 71 120 116
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 773,760
COMMITMENTS
32,295 140,957 13,056 584,881 511,438 630,232 665,451 143,528 108,309
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 16,801)
-1,902 400 -3,368 -325 17,487 -5,595 14,519 22,396 2,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 18.2 1.7 75.6 66.1 81.5 86.0 18.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
12 14 10 64 62 83 79
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,343
COMMITMENTS
1,221 248 643 1,204 2,262 3,068 3,153 275 190
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 35)
-377 -161 242 193 -29 58 52 -23 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 7.4 19.2 36.0 67.7 91.8 94.3 8.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 2 4 9 13 18 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 395,856
COMMITMENTS
97,003 96,635 62,871 193,974 195,737 353,848 355,243 42,008 40,613
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 26,249)
-3,588 16,794 14,112 17,051 -8,127 27,575 22,779 -1,326 3,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 24.4 15.9 49.0 49.4 89.4 89.7 10.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
81 70 88 98 89 228 219
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,074
COMMITMENTS
2,519 2,167 287 4,386 5,017 7,192 7,471 1,882 1,603
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 26)
323 -824 -35 -204 691 84 -168 -58 194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 23.9 3.2 48.3 55.3 79.3 82.3 20.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
17 16 7 17 10 39 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,439,677
COMMITMENTS
232,330 251,656 89,380 959,255 897,072 1280965 1238108 158,712 201,569
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 3,188)
-25,797 17,014 44,553 -55,399 -84,796 -36,643 -23,229 39,831 26,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.5 6.2 66.6 62.3 89.0 86.0 11.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
64 59 51 113 119 201 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,538,851
COMMITMENTS
947,807 585,306 229,635 1991923 2177414 3169365 2992355 369,486 546,496
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 168,760)
54,830 -67,661 101,284 1,513 145,756 157,627 179,379 11,133 -10,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 16.5 6.5 56.3 61.5 89.6 84.6 10.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
92 82 73 164 178 291 298
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 370,752
COMMITMENTS
67,701 33,486 4,344 209,968 208,192 282,013 246,022 88,739 124,730
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 18,461)
9,681 -12,576 324 315 24,867 10,320 12,615 8,141 5,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 9.0 1.2 56.6 56.2 76.1 66.4 23.9 33.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
10 4 7 33 34 47 41
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,348,510
COMMITMENTS
500,596 624,289 171,062 2367503 2181625 3039161 2976976 309,349 371,534
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 139,038)
47,119 645 42,764 8,961 86,249 98,844 129,658 40,194 9,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.6 5.1 70.7 65.2 90.8 88.9 9.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
52 75 56 119 151 202 252
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,656,819
COMMITMENTS
296,606 301,535 348,579 972,332 941,097 1617517 1591211 39,302 65,608
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 128,059)
63,239 41,007 22,564 38,701 56,211 124,504 119,782 3,555 8,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 18.2 21.0 58.7 56.8 97.6 96.0 2.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
20 54 51 58 73 116 146
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,170
COMMITMENTS
28,751 6,782 2,676 19,523 42,147 50,949 51,605 9,221 8,565
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -557)
48 909 -487 551 -1,218 113 -796 -669 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 11.3 4.4 32.4 70.0 84.7 85.8 15.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
41 17 6 30 28 72 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,339
COMMITMENTS
57,501 13,563 5,352 39,045 84,294 101,898 103,209 18,441 17,130
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,113)
96 1,817 -973 1,102 -2,436 225 -1,592 -1,338 479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.8 11.3 4.4 32.4 70.0 84.7 85.8 15.3 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
41 17 6 30 28 72 50
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 48,865
COMMITMENTS
47,308 47,987 256 1,249 544 48,813 48,787 52 78
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: 6,739)
9,417 8,371 -1,629 -1,026 0 6,762 6,742 -23 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
96.8 98.2 0.5 2.6 1.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
22 14 1 1 1 24 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,820
COMMITMENTS
4,654 5,283 92 25,035 24,316 29,781 29,691 39 129
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -1,251)
-2,047 -1,298 0 846 41 -1,201 -1,257 -50 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 17.7 0.3 84.0 81.5 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 14 1 9 20 19 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/23/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,906
COMMITMENTS
10,447 5,800 0 15,401 20,027 25,848 25,827 58 79
CHANGES FROM 05/16/17 (CHANGE IN OPEN INTEREST: -259)
-651 797 0 375 -990 -276 -193 17 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 22.4 0.0 59.4 77.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
8 12 0 6 11 14 23
Updated May 26, 2017