WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,204
COMMITMENTS
164,437 175,520 95,745 145,084 133,341 405,266 404,606 39,938 40,598
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,207)
13,476 -35,957 247 -13,623 33,194 100 -2,516 -1,307 1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 39.4 21.5 32.6 30.0 91.0 90.9 9.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
131 134 142 94 104 314 310
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 275,255
COMMITMENTS
109,193 49,282 41,183 102,174 156,866 252,550 247,331 22,705 27,924
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -7,192)
-433 -22,558 -2,319 -3,681 15,059 -6,433 -9,818 -759 2,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 17.9 15.0 37.1 57.0 91.8 89.9 8.2 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
86 39 64 87 85 195 173
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,422,725
COMMITMENTS
417,113 375,213 211,317 610,290 658,412 1238720 1244942 184,005 177,783
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -21,818)
-21,031 22,327 -19,886 21,191 -20,454 -19,726 -18,013 -2,092 -3,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 26.4 14.9 42.9 46.3 87.1 87.5 12.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
197 134 180 277 299 565 548
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,989
COMMITMENTS
2,616 495 156 1,539 5,318 4,311 5,969 2,678 1,020
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -106)
682 -37 -56 -543 -117 83 -210 -189 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 7.1 2.2 22.0 76.1 61.7 85.4 38.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
19 7 4 7 12 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 706,456
COMMITMENTS
157,994 208,484 104,280 393,350 299,505 655,624 612,269 50,832 94,187
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 6,105)
-1,507 3,027 940 7,605 3,570 7,038 7,537 -933 -1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 29.5 14.8 55.7 42.4 92.8 86.7 7.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
154 163 169 178 212 427 473
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,927
COMMITMENTS
116,815 94,851 84,346 173,472 198,432 374,633 377,629 34,294 31,298
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -9,106)
-3,042 -19,649 4,612 -12,561 7,300 -10,991 -7,737 1,885 -1,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 23.2 20.6 42.4 48.5 91.6 92.3 8.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
102 79 121 91 80 264 243
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 752,497
COMMITMENTS
183,458 121,827 10,014 377,632 463,107 571,104 594,948 181,393 157,549
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 18,757)
7,388 4,566 636 1,245 16,832 9,269 22,034 9,488 -3,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 16.2 1.3 50.2 61.5 75.9 79.1 24.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
44 28 18 59 73 109 113
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 766,215
COMMITMENTS
38,145 141,690 12,329 591,716 524,903 642,190 678,922 124,025 87,293
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,977)
4,837 10,427 -4,981 -2,752 -4,213 -2,896 1,233 5,873 1,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 18.5 1.6 77.2 68.5 83.8 88.6 16.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
12 13 9 64 66 80 84
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,471
COMMITMENTS
786 191 605 779 1,466 2,170 2,262 301 209
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -84)
-258 -172 52 131 -13 -75 -133 -9 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 7.7 24.5 31.5 59.3 87.8 91.5 12.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 4 5 8 17 14
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 400,369
COMMITMENTS
96,955 103,112 63,725 195,376 195,143 356,056 361,980 44,313 38,389
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -8,797)
-1,586 -274 -6,537 -1,794 -1 -9,917 -6,812 1,120 -1,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.8 15.9 48.8 48.7 88.9 90.4 11.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
77 65 84 99 93 226 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,727
COMMITMENTS
3,541 2,105 216 3,903 5,906 7,660 8,227 2,067 1,500
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 254)
439 73 -73 -27 316 339 316 -85 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 21.6 2.2 40.1 60.7 78.7 84.6 21.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
25 16 7 21 13 49 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,328,286
COMMITMENTS
210,728 323,595 36,984 969,501 812,838 1217213 1173417 111,073 154,869
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -57,052)
-52,136 -19,434 -11,529 19,372 -33,564 -44,293 -64,527 -12,759 7,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 24.4 2.8 73.0 61.2 91.6 88.3 8.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
52 63 30 109 116 172 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,224,389
COMMITMENTS
898,935 553,763 118,108 1838191 2039066 2855234 2710937 369,155 513,452
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 43,981)
68,024 -3,179 2,488 -23,176 61,406 47,336 60,715 -3,355 -16,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 17.2 3.7 57.0 63.2 88.6 84.1 11.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
79 93 57 156 181 267 299
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,892
COMMITMENTS
63,685 45,227 4,536 223,068 224,733 291,289 274,496 87,603 104,396
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 12,817)
-1,959 6,784 424 15,368 9,265 13,833 16,473 -1,016 -3,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 11.9 1.2 58.9 59.3 76.9 72.4 23.1 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
8 6 5 36 36 48 43
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,099,716
COMMITMENTS
487,224 623,985 72,719 2255867 2035493 2815810 2732197 283,906 367,519
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -73,816)
-69,227 14,732 -11,902 18,584 -91,073 -62,545 -88,243 -11,271 14,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 20.1 2.3 72.8 65.7 90.8 88.1 9.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
45 69 38 114 144 183 227
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,737,732
COMMITMENTS
279,223 335,414 338,319 1075371 1000817 1692913 1674550 44,819 63,182
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 57,775)
-47,730 40,560 3,620 108,175 10,646 64,065 54,826 -6,290 2,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 19.3 19.5 61.9 57.6 97.4 96.4 2.6 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
19 42 48 63 72 114 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,134
COMMITMENTS
34,545 3,901 3,801 14,412 43,721 52,757 51,423 8,377 9,712
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -10,664)
820 -3,129 -379 -8,651 -5,438 -8,210 -8,946 -2,454 -1,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 6.4 6.2 23.6 71.5 86.3 84.1 13.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
43 20 9 25 28 69 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,268
COMMITMENTS
69,089 7,802 7,602 28,823 87,441 105,514 102,845 16,754 19,423
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -21,328)
1,639 -6,257 -758 -17,301 -10,876 -16,420 -17,891 -4,908 -3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.5 6.4 6.2 23.6 71.5 86.3 84.1 13.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
43 20 9 25 28 69 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 49,004
COMMITMENTS
37,887 42,043 6,616 4,418 230 48,921 48,889 83 115
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: 2,611)
-6,380 -3,494 5,870 3,124 230 2,614 2,606 -3 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 85.8 13.5 9.0 0.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
24 15 4 2 1 27 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,042
COMMITMENTS
14,604 5,135 92 13,245 22,726 27,941 27,953 101 89
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,085)
9,493 -923 0 -10,633 -153 -1,140 -1,076 55 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
52.1 18.3 0.3 47.2 81.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 13 1 8 17 19 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/20/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,027
COMMITMENTS
16,026 4,601 0 9,947 21,374 25,973 25,975 54 52
CHANGES FROM 06/13/17 (CHANGE IN OPEN INTEREST: -1,000)
7,910 135 -1,458 -7,480 337 -1,028 -986 28 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.6 17.7 0.0 38.2 82.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 10 0 5 11 14 21
Updated June 23, 2017