WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 475,391
COMMITMENTS
156,039 232,629 98,799 176,182 106,378 431,020 437,806 44,371 37,585
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 7,278)
774 -6,371 6,648 430 10,382 7,852 10,659 -574 -3,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 48.9 20.8 37.1 22.4 90.7 92.1 9.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
137 137 137 109 93 325 307
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 286,200
COMMITMENTS
104,978 86,157 45,855 110,312 129,998 261,145 262,010 25,055 24,190
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 10,623)
8,204 6,054 821 1,999 3,650 11,024 10,525 -401 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 30.1 16.0 38.5 45.4 91.2 91.5 8.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
85 48 62 91 81 204 176
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,413,738
COMMITMENTS
418,445 450,904 191,448 623,119 603,270 1233012 1245622 180,726 168,116
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 23,294)
35,635 -31,407 344 -16,350 52,786 19,629 21,723 3,665 1,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 31.9 13.5 44.1 42.7 87.2 88.1 12.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
195 143 177 264 296 556 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,867
COMMITMENTS
1,937 698 293 2,065 5,004 4,295 5,995 2,572 872
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 465)
240 -50 30 -114 489 156 469 309 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 10.2 4.3 30.1 72.9 62.5 87.3 37.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 8 5 8 12 26 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 706,764
COMMITMENTS
156,847 223,729 99,996 396,016 284,720 652,859 608,445 53,905 98,319
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 18,233)
12,262 15,797 -822 3,051 8,947 14,491 23,922 3,742 -5,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 31.7 14.1 56.0 40.3 92.4 86.1 7.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
158 170 188 172 207 434 493
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,208
COMMITMENTS
124,181 130,499 95,836 204,799 195,313 424,816 421,648 32,392 35,560
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 24,708)
2,376 12,334 11,446 11,362 682 25,184 24,462 -476 246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 28.5 21.0 44.8 42.7 92.9 92.2 7.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
107 97 131 97 73 282 267
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 704,014
COMMITMENTS
159,365 136,455 9,768 373,417 395,824 542,550 542,047 161,464 161,967
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -51,179)
3,707 1,817 -19,573 -24,135 -27,102 -40,001 -44,858 -11,178 -6,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 19.4 1.4 53.0 56.2 77.1 77.0 22.9 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
41 27 21 60 71 106 114
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 778,670
COMMITMENTS
39,345 138,394 18,006 600,512 532,646 657,863 689,046 120,807 89,624
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 3,163)
8,154 -5,236 1,941 -3,617 12,929 6,478 9,634 -3,315 -6,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 17.8 2.3 77.1 68.4 84.5 88.5 15.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
14 13 10 66 63 85 81
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,954
COMMITMENTS
1,131 142 615 954 2,071 2,700 2,828 254 126
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -443)
-19 -245 -219 -215 54 -453 -410 10 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 4.8 20.8 32.3 70.1 91.4 95.7 8.6 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
12 3 5 7 9 20 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 413,898
COMMITMENTS
95,962 106,380 71,231 203,522 195,896 370,715 373,507 43,183 40,391
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,045)
-55 759 8,542 -4,777 -1,756 3,710 7,545 335 -3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 25.7 17.2 49.2 47.3 89.6 90.2 10.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
81 64 90 98 93 231 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,024
COMMITMENTS
2,891 1,987 234 3,857 5,103 6,982 7,324 2,042 1,700
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -68)
357 -40 -81 -548 -21 -272 -142 204 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 22.0 2.6 42.7 56.5 77.4 81.2 22.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 16 7 18 13 41 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,366,339
COMMITMENTS
248,321 287,639 56,664 933,745 871,809 1238730 1216112 127,609 150,227
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 46,707)
19,890 48,209 -7,845 36,848 37,035 48,893 77,399 -2,186 -30,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 21.1 4.1 68.3 63.8 90.7 89.0 9.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
56 58 35 116 106 184 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,208,578
COMMITMENTS
878,894 666,828 103,159 1857989 1917963 2840042 2687950 368,536 520,628
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -76,206)
1,368 47,467 -26,941 -15,625 -45,764 -41,198 -25,238 -35,008 -50,968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 20.8 3.2 57.9 59.8 88.5 83.8 11.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
84 90 60 147 174 262 293
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 364,722
COMMITMENTS
74,870 41,763 2,943 198,781 209,616 276,594 254,322 88,128 110,400
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -10,268)
-3,841 2,916 -324 -5,167 -1,658 -9,332 934 -936 -11,202
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 11.5 0.8 54.5 57.5 75.8 69.7 24.2 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 7 7 34 36 49 45
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,216,254
COMMITMENTS
531,661 626,965 99,438 2284467 2127390 2915566 2853793 300,688 362,461
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -92,637)
28,162 36,995 -38,022 -43,213 -37,438 -53,073 -38,465 -39,564 -54,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 19.5 3.1 71.0 66.1 90.7 88.7 9.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
48 69 44 120 148 196 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,608,314
COMMITMENTS
321,166 322,121 305,660 934,890 923,749 1561716 1551530 46,598 56,784
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: -111,507)
20,627 19,657 -52,598 -79,510 -68,884 -111,481 -101,825 -26 -9,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 20.0 19.0 58.1 57.4 97.1 96.5 2.9 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
30 38 52 61 66 116 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,343
COMMITMENTS
31,650 6,906 3,101 18,285 43,362 53,036 53,368 9,308 8,976
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 2,393)
1,331 -412 319 61 2,523 1,711 2,430 683 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 11.1 5.0 29.3 69.6 85.1 85.6 14.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
45 14 9 32 28 80 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,686
COMMITMENTS
63,300 13,811 6,201 36,570 86,723 106,071 106,735 18,615 17,951
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 4,786)
2,661 -823 638 122 5,045 3,421 4,860 1,365 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.8 11.1 5.0 29.3 69.6 85.1 85.6 14.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
45 14 9 32 28 80 50
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 47,054
COMMITMENTS
45,296 46,544 404 1,294 0 46,994 46,948 60 106
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 6,203)
6,010 6,603 147 45 -544 6,202 6,206 1 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
96.3 98.9 0.9 2.8 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
26 12 3 1 0 28 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,084
COMMITMENTS
4,330 5,422 589 25,105 23,977 30,024 29,988 60 96
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 450)
-79 -68 479 17 49 417 460 33 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 18.0 2.0 83.4 79.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 15 4 9 19 22 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/06/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,230
COMMITMENTS
9,109 5,583 27 17,062 20,553 26,198 26,163 32 67
CHANGES FROM 05/30/17 (CHANGE IN OPEN INTEREST: 1,616)
-157 -201 -103 1,892 1,963 1,632 1,659 -16 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 21.3 0.1 65.0 78.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 9 3 6 11 15 22
Updated June 9, 2017