WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 446,411
COMMITMENTS
150,961 211,477 95,498 158,707 100,147 405,166 407,122 41,245 39,289
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -28,980)
-5,078 -21,152 -3,301 -17,475 -6,231 -25,854 -30,684 -3,126 1,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 47.4 21.4 35.6 22.4 90.8 91.2 9.2 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
128 136 133 100 100 308 306
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,447
COMMITMENTS
109,626 71,840 43,502 105,855 141,807 258,983 257,149 23,464 25,298
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -3,753)
4,648 -14,317 -2,353 -4,457 11,809 -2,162 -4,861 -1,591 1,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 25.4 15.4 37.5 50.2 91.7 91.0 8.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
83 49 62 86 87 195 180
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,444,543
COMMITMENTS
438,144 352,886 231,203 589,099 678,866 1258446 1262955 186,097 181,588
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 30,805)
19,699 -98,018 39,755 -34,020 75,596 25,434 17,333 5,371 13,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 24.4 16.0 40.8 47.0 87.1 87.4 12.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
208 140 190 261 300 568 561
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,095
COMMITMENTS
1,934 532 212 2,082 5,435 4,228 6,179 2,867 916
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 228)
-3 -166 -81 17 431 -67 184 295 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 7.5 3.0 29.3 76.6 59.6 87.1 40.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 8 4 6 11 24 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 700,351
COMMITMENTS
159,501 205,457 103,340 385,745 295,935 648,586 604,732 51,765 95,619
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -6,413)
2,654 -18,272 3,344 -10,271 11,215 -4,273 -3,713 -2,140 -2,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 29.3 14.8 55.1 42.3 92.6 86.3 7.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 589)
153 162 172 165 204 419 467
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 418,033
COMMITMENTS
119,857 114,500 79,734 186,033 191,132 385,624 385,366 32,409 32,667
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -39,175)
-4,324 -15,999 -16,102 -18,766 -4,181 -39,192 -36,282 17 -2,893
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 27.4 19.1 44.5 45.7 92.2 92.2 7.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
100 89 120 92 73 262 249
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 733,740
COMMITMENTS
176,070 117,261 9,378 376,387 446,275 561,835 572,914 171,905 160,826
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 29,726)
16,705 -19,194 -390 2,970 50,451 19,285 30,867 10,441 -1,141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 16.0 1.3 51.3 60.8 76.6 78.1 23.4 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
46 22 15 65 71 115 104
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 763,238
COMMITMENTS
33,308 131,263 17,310 594,468 529,116 645,086 677,689 118,152 85,549
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -15,432)
-6,037 -7,131 -696 -6,044 -3,530 -12,777 -11,357 -2,655 -4,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 17.2 2.3 77.9 69.3 84.5 88.8 15.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
13 14 11 64 65 84 83
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,555
COMMITMENTS
1,044 363 553 648 1,479 2,245 2,395 310 160
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -399)
-87 221 -62 -306 -592 -455 -433 56 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 14.2 21.6 25.4 57.9 87.9 93.7 12.1 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
11 4 5 5 9 18 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 409,166
COMMITMENTS
98,541 103,386 70,262 197,170 195,144 365,973 368,792 43,193 40,374
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -4,732)
2,579 -2,994 -969 -6,352 -752 -4,742 -4,715 10 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 25.3 17.2 48.2 47.7 89.4 90.1 10.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
82 62 87 102 98 235 222
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,473
COMMITMENTS
3,102 2,032 289 3,930 5,590 7,321 7,911 2,152 1,562
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 449)
211 45 55 73 487 339 587 110 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 21.5 3.1 41.5 59.0 77.3 83.5 22.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 17 8 20 13 45 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,385,338
COMMITMENTS
262,864 343,029 48,513 950,129 846,402 1261506 1237944 123,832 147,394
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 18,999)
14,543 55,390 -8,151 16,384 -25,407 22,776 21,832 -3,777 -2,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 24.8 3.5 68.6 61.1 91.1 89.4 8.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
60 59 34 106 112 178 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,180,408
COMMITMENTS
830,911 556,942 115,620 1861367 1977660 2807898 2650222 372,510 530,186
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -28,170)
-47,983 -109,886 12,461 3,378 59,697 -32,144 -37,728 3,974 9,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 17.5 3.6 58.5 62.2 88.3 83.3 11.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
72 98 55 151 176 255 297
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 366,075
COMMITMENTS
65,644 38,443 4,112 207,700 215,468 277,456 258,023 88,619 108,052
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 1,353)
-9,226 -3,320 1,169 8,919 5,852 862 3,701 491 -2,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 10.5 1.1 56.7 58.9 75.8 70.5 24.2 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 6 7 37 38 50 46
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,173,532
COMMITMENTS
556,451 609,253 84,621 2237283 2126566 2878355 2820440 295,177 353,092
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -42,722)
24,790 -17,712 -14,817 -47,184 -824 -37,211 -33,353 -5,511 -9,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 19.2 2.7 70.5 67.0 90.7 88.9 9.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
43 69 42 114 143 185 226
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,679,957
COMMITMENTS
326,953 294,854 334,699 967,196 990,171 1628848 1619724 51,109 60,233
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 71,643)
5,787 -27,267 29,039 32,306 66,422 67,132 68,194 4,511 3,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.5 17.6 19.9 57.6 58.9 97.0 96.4 3.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
25 38 48 62 67 115 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,798
COMMITMENTS
33,725 7,030 4,180 23,062 49,159 60,967 60,368 10,831 11,430
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 9,455)
2,075 124 1,080 4,777 5,797 7,932 7,001 1,524 2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 9.8 5.8 32.1 68.5 84.9 84.1 15.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
48 16 13 38 33 91 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,596
COMMITMENTS
67,450 14,059 8,360 46,124 98,317 121,934 120,736 21,662 22,860
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 18,910)
4,150 248 2,159 9,554 11,594 15,863 14,001 3,047 4,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.0 9.8 5.8 32.1 68.5 84.9 84.1 15.1 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
48 16 13 38 33 91 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 46,393
COMMITMENTS
44,267 45,537 746 1,294 0 46,307 46,283 86 110
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -661)
-1,029 -1,007 342 0 0 -687 -665 26 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
95.4 98.2 1.6 2.8 0.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
24 14 3 1 0 27 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,127
COMMITMENTS
5,111 6,058 92 23,878 22,879 29,081 29,029 46 98
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: -957)
781 636 -497 -1,227 -1,098 -943 -959 -14 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 20.8 0.3 82.0 78.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 13 1 9 17 21 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/13/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,027
COMMITMENTS
8,116 4,466 1,458 17,427 21,037 27,001 26,961 26 66
CHANGES FROM 06/06/17 (CHANGE IN OPEN INTEREST: 797)
-993 -1,117 1,431 365 484 803 798 -6 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 16.5 5.4 64.5 77.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 9 1 5 11 15 21
Updated June 16, 2017