WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,113
COMMITMENTS
155,265 239,000 92,151 175,752 95,996 423,168 427,147 44,945 40,966
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 10,924)
-3,616 3,430 628 14,927 4,213 11,939 8,271 -1,015 2,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 51.1 19.7 37.5 20.5 90.4 91.2 9.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
126 139 125 110 95 311 298
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 275,577
COMMITMENTS
96,774 80,103 45,034 108,313 126,348 250,121 251,485 25,456 24,092
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 9,257)
-229 -192 7,215 1,303 1,508 8,289 8,531 968 726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 29.1 16.3 39.3 45.8 90.8 91.3 9.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
73 52 67 90 78 195 177
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,390,444
COMMITMENTS
382,810 482,311 191,104 639,469 550,484 1213383 1223899 177,061 166,545
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,370)
-13,866 18,965 -5,405 13,535 -15,376 -5,736 -1,816 7,106 3,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 34.7 13.7 46.0 39.6 87.3 88.0 12.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
176 150 170 268 288 540 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,402
COMMITMENTS
1,697 748 263 2,179 4,515 4,139 5,526 2,263 876
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 69)
20 23 -2 -18 -56 0 -35 69 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 11.7 4.1 34.0 70.5 64.7 86.3 35.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
12 7 4 9 13 24 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 688,531
COMMITMENTS
144,585 207,932 100,818 392,965 275,773 638,368 584,523 50,163 104,008
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 21,743)
2,201 17,617 1,376 15,025 -582 18,602 18,411 3,141 3,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 30.2 14.6 57.1 40.1 92.7 84.9 7.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
161 161 187 170 213 429 495
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,500
COMMITMENTS
121,805 118,165 84,390 193,437 194,631 399,632 397,186 32,868 35,314
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 17,960)
2,947 11,849 8,423 7,085 -6,206 18,455 14,066 -495 3,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 27.3 19.5 44.7 45.0 92.4 91.8 7.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 337)
99 98 114 93 74 257 248
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,193
COMMITMENTS
155,658 134,638 29,341 397,552 422,926 582,551 586,905 172,642 168,288
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -42,499)
-9,170 17,102 -12,354 -27,973 -35,324 -49,497 -30,576 6,998 -11,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 17.8 3.9 52.6 56.0 77.1 77.7 22.9 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
38 29 27 64 70 112 116
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 775,507
COMMITMENTS
31,191 143,630 16,065 604,129 519,717 651,385 679,412 124,122 96,095
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 1,747)
-1,104 2,673 3,009 19,248 8,279 21,153 13,961 -19,406 -12,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 18.5 2.1 77.9 67.0 84.0 87.6 16.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
12 15 12 64 65 83 85
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,397
COMMITMENTS
1,150 387 834 1,169 2,017 3,153 3,238 244 159
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 54)
-71 139 191 -35 -245 85 85 -31 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 11.4 24.6 34.4 59.4 92.8 95.3 7.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 4 4 8 11 17 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 409,853
COMMITMENTS
96,017 105,621 62,689 208,299 197,652 367,005 365,962 42,848 43,891
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 13,997)
-986 8,986 -182 14,325 1,915 13,157 10,719 840 3,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 25.8 15.3 50.8 48.2 89.5 89.3 10.5 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
81 72 86 98 88 228 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,092
COMMITMENTS
2,534 2,027 315 4,405 5,124 7,254 7,466 1,838 1,626
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 18)
15 -140 28 19 107 62 -5 -44 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 22.3 3.5 48.4 56.4 79.8 82.1 20.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 18 6 18 12 40 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,319,632
COMMITMENTS
228,431 239,430 64,509 896,897 834,774 1189837 1138713 129,795 180,919
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -120,045)
-3,899 -12,226 -24,871 -62,358 -62,298 -91,128 -99,395 -28,917 -20,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 18.1 4.9 68.0 63.3 90.2 86.3 9.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
59 53 40 113 114 193 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,284,784
COMMITMENTS
877,526 619,361 130,100 1873614 1963727 2881240 2713188 403,544 571,596
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -254,067)
-70,281 34,055 -99,535 -118,309 -213,687 -288,125 -279,167 34,058 25,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 18.9 4.0 57.0 59.8 87.7 82.6 12.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
90 82 63 149 161 269 278
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 374,990
COMMITMENTS
78,711 38,847 3,267 203,948 211,274 285,926 253,388 89,064 121,602
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 4,238)
11,010 5,361 -1,077 -6,020 3,082 3,913 7,366 325 -3,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 10.4 0.9 54.4 56.3 76.2 67.6 23.8 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
10 6 7 33 36 47 45
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,308,891
COMMITMENTS
503,499 589,970 137,460 2327680 2164828 2968639 2892258 340,252 416,633
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -39,619)
2,903 -34,319 -33,602 -39,823 -16,797 -70,522 -84,718 30,903 45,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 17.8 4.2 70.3 65.4 89.7 87.4 10.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
45 66 47 125 146 201 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,719,821
COMMITMENTS
300,539 302,464 358,258 1014400 992,633 1673197 1653355 46,624 66,466
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: 63,002)
3,933 929 9,679 42,068 51,536 55,680 62,144 7,322 858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 17.6 20.8 59.0 57.7 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
21 56 55 63 75 124 154
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,950
COMMITMENTS
30,320 7,317 2,782 18,224 40,839 51,325 50,938 8,625 9,013
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -220)
1,569 536 106 -1,299 -1,308 376 -667 -596 448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.6 12.2 4.6 30.4 68.1 85.6 85.0 14.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
44 20 7 31 28 76 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,900
COMMITMENTS
60,639 14,634 5,563 36,448 81,678 102,650 101,875 17,250 18,025
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -439)
3,138 1,071 211 -2,597 -2,616 752 -1,334 -1,191 895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.6 12.2 4.6 30.4 68.1 85.6 85.0 14.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
44 20 7 31 28 76 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 40,851
COMMITMENTS
39,286 39,941 257 1,249 544 40,792 40,742 59 109
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -8,014)
-8,022 -8,046 1 0 0 -8,021 -8,045 7 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
96.2 97.8 0.6 3.1 1.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
22 13 2 1 1 24 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,634
COMMITMENTS
4,409 5,490 110 25,088 23,928 29,607 29,528 27 106
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -186)
-245 207 18 53 -388 -174 -163 -12 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.5 0.4 84.7 80.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 14 2 9 20 22 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/30/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,614
COMMITMENTS
9,266 5,784 130 15,170 18,590 24,566 24,504 48 110
CHANGES FROM 05/23/17 (CHANGE IN OPEN INTEREST: -1,292)
-1,181 -16 130 -231 -1,437 -1,282 -1,323 -10 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 23.5 0.5 61.6 75.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 10 1 6 10 14 21
Updated June 2, 2017