WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 430,599
COMMITMENTS
170,497 200,876 69,226 149,990 115,649 389,713 385,751 40,886 44,848
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -4,930)
3,858 3,095 -4,561 -3,582 -3,928 -4,285 -5,394 -645 464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 46.7 16.1 34.8 26.9 90.5 89.6 9.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
118 147 114 96 108 286 306
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,848
COMMITMENTS
106,074 77,192 30,840 113,192 142,056 250,106 250,088 22,742 22,760
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -596)
-1,955 -796 -46 2,737 1,408 736 566 -1,332 -1,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 28.3 11.3 41.5 52.1 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
83 53 55 86 82 190 174
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,395,966
COMMITMENTS
378,228 416,253 192,432 629,960 611,110 1200620 1219795 195,346 176,171
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 27,241)
4,435 17,846 5,376 12,558 -1,461 22,369 21,761 4,872 5,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 29.8 13.8 45.1 43.8 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
176 165 155 282 284 548 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,922
COMMITMENTS
1,841 798 702 1,064 3,652 3,607 5,152 2,315 770
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 60)
20 -270 -20 237 245 237 -45 -177 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 13.5 11.9 18.0 61.7 60.9 87.0 39.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 6 5 8 11 24 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 662,802
COMMITMENTS
155,105 134,981 108,146 351,358 336,371 614,609 579,498 48,193 83,304
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -4,231)
5,230 -11,302 2,692 -12,978 4,327 -5,056 -4,283 825 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 20.4 16.3 53.0 50.7 92.7 87.4 7.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
140 178 174 148 191 398 463
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 17,683
COMMITMENTS
6,255 1,506 44 4 3,777 6,303 5,327 11,380 12,356
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -704)
351 -855 -43 4 -157 312 -1,055 -1,016 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 8.5 0.2 0.0 21.4 35.6 30.1 64.4 69.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 4 4 2 11 8 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 445,806
COMMITMENTS
143,495 37,612 85,657 178,616 294,249 407,768 417,518 38,038 28,288
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 972)
-2,342 1,307 -922 4,340 -1,345 1,076 -960 -104 1,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 8.4 19.2 40.1 66.0 91.5 93.7 8.5 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
104 66 124 78 70 262 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 723,358
COMMITMENTS
178,726 120,603 17,406 362,471 423,882 558,603 561,891 164,755 161,467
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -19,504)
-17,161 -24,788 -2,119 -2,806 -2,640 -22,086 -29,547 2,582 10,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 16.7 2.4 50.1 58.6 77.2 77.7 22.8 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
40 28 17 62 71 107 111
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 823,924
COMMITMENTS
57,786 145,625 12,057 642,172 574,619 712,015 732,301 111,909 91,623
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -18,253)
-3,658 -3,879 -4,817 -2,718 -9,362 -11,193 -18,058 -7,060 -195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 17.7 1.5 77.9 69.7 86.4 88.9 13.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
15 11 12 65 65 88 80
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 382,400
COMMITMENTS
79,608 70,520 59,138 201,346 221,786 340,092 351,444 42,308 30,956
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -8,115)
2,052 -12,335 -3,354 -6,270 9,195 -7,572 -6,494 -543 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 18.4 15.5 52.7 58.0 88.9 91.9 11.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
70 59 86 95 87 216 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,737
COMMITMENTS
3,978 2,314 131 4,402 7,204 8,511 9,649 2,226 1,088
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 241)
53 266 -42 287 21 298 245 -57 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 21.6 1.2 41.0 67.1 79.3 89.9 20.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
30 16 6 14 16 47 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,505,108
COMMITMENTS
262,220 361,607 40,864 1071388 947,037 1374472 1349508 130,636 155,600
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -4,682)
-23,626 -27,045 -9,321 37,011 35,693 4,064 -673 -8,746 -4,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 24.0 2.7 71.2 62.9 91.3 89.7 8.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
52 54 31 114 120 181 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,273,096
COMMITMENTS
925,297 655,177 145,697 1819821 1964572 2890815 2765446 382,281 507,650
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -31,372)
41,617 23,176 -9,282 -67,793 -31,389 -35,458 -17,495 4,086 -13,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 20.0 4.5 55.6 60.0 88.3 84.5 11.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
84 96 60 159 180 280 299
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 424,252
COMMITMENTS
92,144 52,158 6,920 244,527 236,450 343,591 295,528 80,661 128,724
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 2,539)
3,271 807 2,630 -1,402 5,931 4,499 9,368 -1,960 -6,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 12.3 1.6 57.6 55.7 81.0 69.7 19.0 30.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 7 6 37 43 51 53
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,980,492
COMMITMENTS
450,808 661,671 73,026 2165232 1874160 2689066 2608857 291,426 371,635
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -165,924)
-130,173 -39,470 11,560 -32,928 -153,169 -151,541 -181,079 -14,383 15,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 22.2 2.5 72.6 62.9 90.2 87.5 9.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
47 67 36 116 143 181 228
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,652,402
COMMITMENTS
63,250 235,933 347,717 1204948 1003110 1615915 1586760 36,487 65,642
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -84,393)
12,413 -12,411 -65,561 -28,377 -1,956 -81,525 -79,928 -2,868 -4,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 14.3 21.0 72.9 60.7 97.8 96.0 2.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
21 57 49 64 82 118 161
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,971
COMMITMENTS
49,588 6,219 1,714 15,863 59,138 67,165 67,071 9,806 9,901
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -7,389)
2,277 357 -1,050 -8,435 -6,028 -7,208 -6,721 -181 -668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 8.1 2.2 20.6 76.8 87.3 87.1 12.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
45 20 6 24 33 70 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 153,942
COMMITMENTS
99,176 12,437 3,428 31,726 118,276 134,330 134,141 19,612 19,801
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -14,777)
4,553 714 -2,099 -16,869 -12,056 -14,415 -13,441 -362 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 8.1 2.2 20.6 76.8 87.3 87.1 12.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
45 20 6 24 33 70 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 102,318
COMMITMENTS
62,507 77,922 24,361 15,374 0 102,242 102,283 76 35
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: 36,911)
13,333 13,220 23,690 -88 0 36,935 36,910 -24 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.1 76.2 23.8 15.0 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
23 13 3 2 0 28 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,378
COMMITMENTS
12,812 5,286 3 14,508 22,017 27,323 27,306 55 72
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -10,235)
-9,548 -207 -1,122 435 -8,942 -10,235 -10,271 0 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.8 19.3 0.0 53.0 80.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 12 1 7 19 17 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/19/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,118
COMMITMENTS
16,606 4,916 49 3,376 15,109 20,031 20,074 87 44
CHANGES FROM 09/12/17 (CHANGE IN OPEN INTEREST: -2,772)
5,643 355 -1,921 -6,535 -1,187 -2,813 -2,753 41 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.5 24.4 0.2 16.8 75.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 7 1 3 10 16 17
Updated September 22, 2017