WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,974
COMMITMENTS
166,425 189,802 71,653 150,254 120,548 388,332 382,003 38,642 44,971
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -3,625)
-4,072 -11,074 2,427 264 4,899 -1,381 -3,748 -2,244 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 44.5 16.8 35.2 28.2 90.9 89.5 9.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
133 139 116 96 106 295 303
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 268,692
COMMITMENTS
101,770 74,475 28,606 114,883 142,431 245,259 245,512 23,433 23,180
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,156)
-4,304 -2,717 -2,234 1,691 375 -4,847 -4,576 691 420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 27.7 10.6 42.8 53.0 91.3 91.4 8.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
75 53 54 86 81 182 171
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,405,286
COMMITMENTS
381,175 414,102 194,448 632,517 622,138 1208140 1230688 197,146 174,598
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 9,320)
2,947 -2,151 2,016 2,557 11,028 7,520 10,893 1,800 -1,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 29.5 13.8 45.0 44.3 86.0 87.6 14.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
177 161 161 282 282 554 535
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,142
COMMITMENTS
1,933 814 728 1,322 3,874 3,983 5,416 2,159 726
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 220)
92 16 26 258 222 376 264 -156 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 13.3 11.9 21.5 63.1 64.8 88.2 35.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 6 6 7 11 25 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 673,029
COMMITMENTS
160,023 125,995 106,914 355,418 355,487 622,355 588,396 50,674 84,633
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 10,227)
4,918 -8,986 -1,232 4,060 19,116 7,746 8,898 2,481 1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 18.7 15.9 52.8 52.8 92.5 87.4 7.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
137 167 180 154 200 404 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 439,337
COMMITMENTS
137,687 39,315 94,305 170,140 276,079 402,132 409,699 37,205 29,638
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -6,469)
-5,808 1,703 8,648 -8,476 -18,170 -5,636 -7,819 -833 1,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 8.9 21.5 38.7 62.8 91.5 93.3 8.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
104 75 119 79 74 260 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 719,328
COMMITMENTS
183,498 130,588 15,541 364,072 417,220 563,111 563,349 156,217 155,979
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,030)
4,772 9,985 -1,865 1,601 -6,662 4,508 1,458 -8,538 -5,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 18.2 2.2 50.6 58.0 78.3 78.3 21.7 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
39 31 17 59 70 105 111
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 825,974
COMMITMENTS
54,836 153,564 9,739 644,356 570,127 708,931 733,430 117,043 92,544
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,050)
-2,950 7,939 -2,318 2,184 -4,492 -3,084 1,129 5,134 921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 18.6 1.2 78.0 69.0 85.8 88.8 14.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 11 9 64 65 82 80
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,711
COMMITMENTS
908 307 232 225 1,090 1,365 1,629 346 82
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.1 17.9 13.6 13.2 63.7 79.8 95.2 20.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 3 4 7 17 11
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 371,740
COMMITMENTS
83,265 61,762 53,148 194,195 226,587 330,608 341,497 41,132 30,243
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -10,660)
3,657 -8,758 -5,990 -7,151 4,801 -9,484 -9,947 -1,176 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 16.6 14.3 52.2 61.0 88.9 91.9 11.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
72 60 87 93 90 216 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,386
COMMITMENTS
3,364 2,144 189 4,833 7,002 8,386 9,335 2,000 1,051
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -351)
-614 -170 58 431 -202 -125 -314 -226 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 20.6 1.8 46.5 67.4 80.7 89.9 19.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
25 12 5 15 17 42 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,589,230
COMMITMENTS
281,175 464,072 37,493 1146118 931,717 1464786 1433282 124,444 155,948
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 84,122)
18,955 102,465 -3,371 74,730 -15,320 90,314 83,774 -6,192 348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 29.2 2.4 72.1 58.6 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
49 57 32 113 121 180 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,212,109
COMMITMENTS
893,344 636,718 134,856 1817660 1938693 2845860 2710267 366,249 501,842
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -60,987)
-31,953 -18,459 -10,841 -2,161 -25,879 -44,955 -55,179 -16,032 -5,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 19.8 4.2 56.6 60.4 88.6 84.4 11.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
86 87 55 155 175 273 285
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 422,597
COMMITMENTS
79,088 58,492 7,038 252,709 227,360 338,835 292,890 83,762 129,707
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,655)
-13,056 6,334 118 8,182 -9,090 -4,756 -2,638 3,101 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 13.8 1.7 59.8 53.8 80.2 69.3 19.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 9 7 39 42 54 54
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,975,757
COMMITMENTS
425,387 653,661 88,948 2187644 1855110 2701979 2597719 273,778 378,038
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -4,735)
-25,421 -8,010 15,922 22,412 -19,050 12,913 -11,138 -17,648 6,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 22.0 3.0 73.5 62.3 90.8 87.3 9.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
47 73 35 112 142 180 229
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,603,168
COMMITMENTS
81,179 222,590 321,753 1164389 985,427 1567321 1529770 35,847 73,398
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -49,234)
17,929 -13,343 -25,964 -40,559 -17,683 -48,594 -56,990 -640 7,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 13.9 20.1 72.6 61.5 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
25 50 51 61 75 118 152
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,934
COMMITMENTS
53,393 5,533 1,107 14,753 62,240 69,253 68,879 9,682 10,055
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,963)
3,805 -686 -607 -1,111 3,102 2,088 1,809 -125 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 7.0 1.4 18.7 78.9 87.7 87.3 12.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
54 18 6 25 31 80 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 157,868
COMMITMENTS
106,786 11,065 2,214 29,505 124,479 138,505 137,758 19,363 20,110
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 3,926)
7,610 -1,372 -1,214 -2,221 6,203 4,175 3,617 -249 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.6 7.0 1.4 18.7 78.9 87.7 87.3 12.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
54 18 6 25 31 80 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 71,881
COMMITMENTS
56,841 71,763 85 14,875 0 71,801 71,848 80 33
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -30,437)
-5,666 -6,159 -24,276 -499 0 -30,441 -30,435 4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 99.8 0.1 20.7 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
20 11 1 2 0 23 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,547
COMMITMENTS
13,396 5,491 5 15,097 22,979 28,498 28,475 49 72
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,169)
584 205 2 589 962 1,175 1,169 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.9 19.2 0.0 52.9 80.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 15 1 7 19 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,160
COMMITMENTS
15,752 5,649 63 5,247 15,396 21,062 21,108 98 52
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,042)
-854 733 14 1,871 287 1,031 1,034 11 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.4 26.7 0.3 24.8 72.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 1 3 11 15 18
Updated September 29, 2017