WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,988
COMMITMENTS
166,981 191,036 87,574 166,745 134,888 421,300 413,498 39,688 47,490
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 21,950)
2,802 7,715 11,745 5,171 628 19,718 20,088 2,232 1,862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 41.4 19.0 36.2 29.3 91.4 89.7 8.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
132 128 118 98 105 297 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,344
COMMITMENTS
96,978 81,164 36,061 125,551 139,763 258,590 256,988 23,754 25,356
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 10,066)
-538 8,136 4,468 5,555 -3,353 9,485 9,251 581 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 28.7 12.8 44.5 49.5 91.6 91.0 8.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
76 53 60 87 79 190 173
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,449,877
COMMITMENTS
374,538 436,198 214,132 660,122 617,977 1248792 1268307 201,085 181,570
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 16,650)
-469 14,088 4,682 6,436 -6,635 10,649 12,135 6,001 4,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 30.1 14.8 45.5 42.6 86.1 87.5 13.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 736)
182 172 162 285 282 557 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,006
COMMITMENTS
1,981 830 698 1,229 3,844 3,908 5,372 2,098 634
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 169)
-11 -11 -5 208 246 192 230 -23 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.8 11.6 20.5 64.0 65.1 89.4 34.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 6 6 8 10 25 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 717,176
COMMITMENTS
157,574 113,331 111,951 390,660 402,988 660,185 628,270 56,991 88,906
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 22,131)
-5,849 -11,958 2,890 21,517 28,805 18,558 19,737 3,573 2,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.8 15.6 54.5 56.2 92.1 87.6 7.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
144 153 187 169 192 430 460
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,011
COMMITMENTS
120,032 60,941 102,221 175,308 238,180 397,561 401,342 34,450 30,669
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,568)
364 2,871 3,439 3,766 1,302 7,569 7,612 999 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 14.1 23.7 40.6 55.1 92.0 92.9 8.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
97 74 126 75 71 252 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 741,123
COMMITMENTS
172,775 145,202 16,920 396,142 410,872 585,837 572,994 155,286 168,129
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 10,789)
10,879 -1,923 -983 -4,983 7,342 4,913 4,436 5,876 6,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 19.6 2.3 53.5 55.4 79.0 77.3 21.0 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
37 31 17 66 67 109 109
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,794
COMMITMENTS
61,191 153,620 16,573 639,932 557,518 717,696 727,711 110,098 100,083
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,820)
-3,318 5,273 2,760 6,859 -3,880 6,301 4,153 2,519 4,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 18.6 2.0 77.3 67.3 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 11 14 61 59 82 78
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630
COMMITMENTS
973 384 196 87 857 1,256 1,437 374 193
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -74)
-48 62 -9 -39 -194 -96 -141 22 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.7 23.6 12.0 5.3 52.6 77.1 88.2 22.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 4 4 2 6 13 12
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 362,871
COMMITMENTS
84,875 51,191 60,128 174,250 220,995 319,253 332,314 43,618 30,557
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -3,101)
1,248 -7,581 5,213 -11,457 -1,405 -4,996 -3,773 1,895 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 14.1 16.6 48.0 60.9 88.0 91.6 12.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
75 63 76 90 82 207 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,121
COMMITMENTS
2,636 2,079 278 5,208 6,592 8,122 8,949 1,999 1,172
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -178)
-117 -2 -139 40 -219 -216 -360 38 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 20.5 2.7 51.5 65.1 80.2 88.4 19.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
21 13 5 13 14 36 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,664,680
COMMITMENTS
241,447 492,491 45,937 1258559 964,638 1545943 1503066 118,737 161,614
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 83,924)
15,026 39,230 -1,093 76,503 51,521 90,436 89,658 -6,512 -5,734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 29.6 2.8 75.6 57.9 92.9 90.3 7.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
48 56 28 111 127 174 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,136,900
COMMITMENTS
847,528 654,922 115,246 1826733 1812028 2789507 2582196 347,393 554,704
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 31,254)
-19,463 20,087 -10,918 62,831 -340 32,450 8,829 -1,196 22,425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 20.9 3.7 58.2 57.8 88.9 82.3 11.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
77 96 56 143 181 250 303
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,209
COMMITMENTS
69,210 53,803 9,519 267,317 226,265 346,046 289,587 80,163 136,622
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,602)
-9,158 -2,769 2,418 2,559 -11,435 -4,181 -11,786 -1,421 6,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 12.6 2.2 62.7 53.1 81.2 67.9 18.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 8 8 39 41 55 52
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,968,723
COMMITMENTS
388,779 690,364 79,892 2248230 1819302 2716901 2589558 251,822 379,165
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 7,731)
-7,846 9,940 6,050 22,837 -16,030 21,041 -40 -13,310 7,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 23.3 2.7 75.7 61.3 91.5 87.2 8.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
49 73 38 127 147 195 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,547,397
COMMITMENTS
78,980 203,938 321,544 1111518 951,234 1512042 1476716 35,355 70,681
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 45,727)
26,652 5,924 10,398 4,671 25,181 41,721 41,503 4,006 4,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 13.2 20.8 71.8 61.5 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
18 56 45 64 74 115 149
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,870
COMMITMENTS
49,298 8,472 1,308 16,141 58,444 66,746 68,223 11,124 9,648
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 691)
-604 1,512 3 1,084 -40 483 1,475 208 -784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 10.9 1.7 20.7 75.1 85.7 87.6 14.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
48 23 9 27 30 78 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,740
COMMITMENTS
98,596 16,943 2,615 32,281 116,887 133,492 136,445 22,248 19,295
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,381)
-1,207 3,024 5 2,168 -80 966 2,949 415 -1,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 10.9 1.7 20.7 75.1 85.7 87.6 14.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
48 23 9 27 30 78 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 53,470
COMMITMENTS
38,567 53,336 85 14,748 0 53,400 53,421 70 49
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 636)
1,361 636 0 -744 0 617 636 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.1 99.7 0.2 27.6 0.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 12 1 2 0 24 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493
COMMITMENTS
13,737 5,224 5 15,695 24,197 29,437 29,426 56 67
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,153)
584 113 0 593 1,034 1,177 1,147 -24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 17.7 0.0 53.2 82.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 16 1 7 19 16 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,528
COMMITMENTS
16,697 5,440 64 3,718 14,973 20,479 20,477 49 51
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 143)
878 -95 0 -722 236 156 141 -13 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 26.5 0.3 18.1 72.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 10 1 3 11 12 21
Updated October 13, 2017