WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 439,038
COMMITMENTS
164,179 183,321 75,829 161,574 134,260 401,582 393,410 37,456 45,628
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 12,064)
-2,246 -6,481 4,176 11,320 13,712 13,250 11,407 -1,186 657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 41.8 17.3 36.8 30.6 91.5 89.6 8.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
130 139 125 99 109 300 312
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 272,278
COMMITMENTS
97,516 73,028 31,593 119,996 143,116 249,105 247,737 23,173 24,541
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 3,586)
-4,254 -1,447 2,987 5,113 685 3,846 2,225 -260 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 26.8 11.6 44.1 52.6 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
75 52 59 86 79 188 172
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,433,227
COMMITMENTS
375,007 422,110 209,450 653,686 624,612 1238143 1256172 195,084 177,055
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 27,941)
-6,168 8,008 15,002 21,169 2,474 30,003 25,484 -2,062 2,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 29.5 14.6 45.6 43.6 86.4 87.6 13.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
170 176 165 276 282 542 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,837
COMMITMENTS
1,992 841 703 1,021 3,598 3,716 5,142 2,121 695
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -305)
59 27 -25 -301 -276 -267 -274 -38 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 14.4 12.0 17.5 61.6 63.7 88.1 36.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
14 6 6 7 10 25 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 695,045
COMMITMENTS
163,423 125,289 109,061 369,143 374,183 641,627 608,533 53,418 86,512
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 22,016)
3,400 -706 2,147 13,725 18,696 19,272 20,137 2,744 1,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 18.0 15.7 53.1 53.8 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
149 161 182 161 195 420 462
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 423,443
COMMITMENTS
119,668 58,070 98,782 171,542 236,878 389,992 393,730 33,451 29,713
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -15,894)
-18,019 18,755 4,477 1,402 -39,201 -12,140 -15,969 -3,754 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.7 23.3 40.5 55.9 92.1 93.0 7.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
96 84 126 75 68 251 237
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,334
COMMITMENTS
161,896 147,125 17,903 401,125 403,530 580,924 568,558 149,410 161,776
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 11,006)
-21,602 16,537 2,362 37,053 -13,690 17,813 5,209 -6,807 5,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 20.1 2.5 54.9 55.3 79.5 77.8 20.5 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
37 33 15 65 70 108 112
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 818,974
COMMITMENTS
64,509 148,347 13,813 633,073 561,398 711,395 723,558 107,579 95,416
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -7,000)
9,673 -5,217 4,074 -11,283 -8,729 2,464 -9,872 -9,464 2,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 18.1 1.7 77.3 68.5 86.9 88.3 13.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
16 11 13 62 61 83 80
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,704
COMMITMENTS
1,021 322 205 126 1,051 1,352 1,578 352 126
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -7)
113 15 -27 -99 -39 -13 -51 6 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.9 18.9 12.0 7.4 61.7 79.3 92.6 20.7 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 4 4 3 7 15 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 365,972
COMMITMENTS
83,627 58,772 54,915 185,707 222,400 324,249 336,087 41,723 29,885
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -5,768)
362 -2,990 1,767 -8,488 -4,187 -6,359 -5,410 591 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 16.1 15.0 50.7 60.8 88.6 91.8 11.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
75 61 79 89 86 204 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,299
COMMITMENTS
2,753 2,081 417 5,168 6,811 8,338 9,309 1,961 990
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -87)
-611 -63 228 335 -191 -48 -26 -39 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 20.2 4.0 50.2 66.1 81.0 90.4 19.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
24 13 7 15 16 43 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,580,756
COMMITMENTS
226,421 453,261 47,030 1182056 913,117 1455507 1413408 125,249 167,348
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -8,474)
-54,754 -10,811 9,537 35,938 -18,600 -9,279 -19,874 805 11,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 28.7 3.0 74.8 57.8 92.1 89.4 7.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
47 54 28 113 117 176 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,105,646
COMMITMENTS
866,991 634,835 126,164 1763902 1812368 2757057 2573367 348,589 532,279
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -106,463)
-26,353 -1,883 -8,692 -53,758 -126,325 -88,803 -136,900 -17,660 30,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 20.4 4.1 56.8 58.4 88.8 82.9 11.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
78 97 60 140 178 255 298
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 431,811
COMMITMENTS
78,368 56,572 7,101 264,758 237,700 350,227 301,373 81,584 130,438
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: 9,214)
-720 -1,920 63 12,049 10,340 11,392 8,483 -2,178 731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 13.1 1.6 61.3 55.0 81.1 69.8 18.9 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 8 8 39 43 54 55
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,960,992
COMMITMENTS
396,625 680,424 73,842 2225393 1835332 2695860 2589598 265,132 371,394
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -14,765)
-28,762 26,763 -15,106 37,749 -19,778 -6,119 -8,121 -8,646 -6,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 23.0 2.5 75.2 62.0 91.0 87.5 9.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
50 69 35 125 147 193 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,501,670
COMMITMENTS
52,328 198,014 311,146 1106847 926,053 1470321 1435213 31,349 66,457
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -101,498)
-28,851 -24,576 -10,607 -57,542 -59,374 -97,000 -94,557 -4,498 -6,941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 13.2 20.7 73.7 61.7 97.9 95.6 2.1 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
16 57 45 63 73 114 144
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,180
COMMITMENTS
49,902 6,960 1,305 15,057 58,484 66,263 66,748 10,917 10,432
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -1,755)
-3,492 1,427 198 304 -3,756 -2,990 -2,131 1,235 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 9.0 1.7 19.5 75.8 85.9 86.5 14.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
50 24 9 26 31 79 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 154,359
COMMITMENTS
99,803 13,919 2,610 30,113 116,967 132,526 133,496 21,833 20,863
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -3,509)
-6,983 2,854 396 608 -7,512 -5,979 -4,262 2,470 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.7 9.0 1.7 19.5 75.8 85.9 86.5 14.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
50 24 9 26 31 79 61
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 52,834
COMMITMENTS
37,206 52,700 85 15,492 0 52,783 52,785 51 49
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -19,047)
-19,635 -19,063 0 617 0 -19,018 -19,063 -29 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.4 99.7 0.2 29.3 0.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
22 12 1 2 0 25 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,340
COMMITMENTS
13,153 5,111 5 15,102 23,163 28,260 28,279 80 61
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -207)
-243 -380 0 5 184 -238 -196 31 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.4 18.0 0.0 53.3 81.7 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 15 1 7 19 16 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,385
COMMITMENTS
15,819 5,535 64 4,440 14,737 20,323 20,336 62 49
CHANGES FROM 09/26/17 (CHANGE IN OPEN INTEREST: -775)
67 -114 1 -807 -659 -739 -772 -36 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.6 27.2 0.3 21.8 72.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 1 3 11 15 18
Updated October 6, 2017