WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,130
COMMITMENTS
170,805 203,708 113,206 188,476 149,402 472,487 466,316 41,643 47,814
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 36,002)
3,686 4,975 15,338 16,413 15,046 35,437 35,359 565 643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 39.6 22.0 36.7 29.1 91.9 90.7 8.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
139 134 135 103 107 321 310
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 302,974
COMMITMENTS
100,794 96,023 44,251 133,745 138,566 278,790 278,840 24,184 24,134
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 10,449)
1,386 6,788 2,491 5,089 1,978 8,966 11,257 1,483 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 31.7 14.6 44.1 45.7 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
87 60 69 91 81 205 189
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,546,282
COMMITMENTS
380,873 451,429 262,500 701,002 640,863 1344375 1354792 201,907 191,490
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 57,245)
-1,476 4,903 27,338 31,938 19,782 57,800 52,023 -555 5,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 29.2 17.0 45.3 41.4 86.9 87.6 13.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
182 173 174 290 288 572 560
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,276
COMMITMENTS
2,475 727 819 1,670 4,887 4,964 6,433 2,312 843
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 536)
211 133 16 198 328 425 477 111 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 10.0 11.3 23.0 67.2 68.2 88.4 31.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 7 6 8 13 27 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 765,011
COMMITMENTS
169,915 113,422 133,335 407,029 426,562 710,279 673,319 54,732 91,692
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 20,731)
-8,405 16,986 17,322 11,114 -11,498 20,031 22,810 700 -2,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 14.8 17.4 53.2 55.8 92.8 88.0 7.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
153 144 198 172 207 450 472
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 446,435
COMMITMENTS
126,578 56,713 104,548 179,855 256,148 410,981 417,409 35,454 29,026
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,450)
-107 -4,474 -2,972 2,369 10,523 -710 3,077 3,160 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 12.7 23.4 40.3 57.4 92.1 93.5 7.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
108 62 113 79 70 243 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 740,141
COMMITMENTS
178,761 140,063 17,088 399,322 413,016 595,171 570,167 144,970 169,974
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 592)
-5,434 6,843 5,322 8,750 -17,744 8,638 -5,579 -8,046 6,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 18.9 2.3 54.0 55.8 80.4 77.0 19.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
37 32 20 67 68 113 111
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 849,162
COMMITMENTS
48,118 148,729 19,770 667,942 581,207 735,830 749,706 113,332 99,456
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,155)
-13,159 -4,725 5,118 10,167 -4,005 2,126 -3,612 29 5,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 17.5 2.3 78.7 68.4 86.7 88.3 13.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
14 11 14 66 65 88 83
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,628
COMMITMENTS
990 908 93 182 382 1,265 1,383 363 245
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -43)
-6 195 -81 38 -212 -49 -98 6 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.8 55.8 5.7 11.2 23.5 77.7 85.0 22.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 6 3 3 5 13 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 391,895
COMMITMENTS
91,348 47,230 66,762 191,189 244,704 349,299 358,696 42,596 33,199
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 10,198)
2,776 2,274 1,547 9,249 4,381 13,572 8,202 -3,374 1,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 12.1 17.0 48.8 62.4 89.1 91.5 10.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
77 56 78 88 88 207 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,024
COMMITMENTS
2,557 2,003 153 5,377 6,735 8,087 8,891 1,937 1,133
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 31)
160 -5 -144 248 74 264 -75 -233 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 20.0 1.5 53.6 67.2 80.7 88.7 19.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
19 12 6 12 17 33 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,703,742
COMMITMENTS
249,530 545,278 56,580 1278207 938,820 1584317 1540678 119,425 163,064
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -34,079)
-27,448 -44,153 8,825 -12,265 1,183 -30,888 -34,145 -3,191 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 32.0 3.3 75.0 55.1 93.0 90.4 7.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
46 63 29 116 125 178 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,171,273
COMMITMENTS
870,062 716,465 124,035 1868238 1782940 2862335 2623440 308,938 547,833
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 134,749)
95,721 48,415 -7,364 55,898 75,146 144,255 116,197 -9,506 18,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 22.6 3.9 58.9 56.2 90.3 82.7 9.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
81 100 68 154 183 270 316
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 429,873
COMMITMENTS
59,604 59,425 6,586 276,526 224,705 342,716 290,716 87,157 139,157
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,588)
9,203 -2,344 -3,624 -7,072 5,509 -1,493 -459 5,081 4,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 13.8 1.5 64.3 52.3 79.7 67.6 20.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 8 6 40 42 55 51
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,027,773
COMMITMENTS
420,919 806,878 108,664 2244451 1722116 2774034 2637658 253,739 390,115
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 67,113)
65,915 6,295 22,979 -36,960 39,628 51,934 68,902 15,179 -1,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 26.6 3.6 74.1 56.9 91.6 87.1 8.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
52 78 48 126 153 211 247
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,563,402
COMMITMENTS
125,807 160,125 317,351 1081731 1009456 1524889 1486932 38,513 76,470
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 44,686)
20,772 -6,671 7,113 14,803 35,370 42,688 35,812 1,998 8,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 10.2 20.3 69.2 64.6 97.5 95.1 2.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 47 46 63 72 116 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 81,044
COMMITMENTS
48,314 8,073 2,474 19,075 59,535 69,863 70,082 11,181 10,962
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,119)
348 -9 156 1,913 1,495 2,416 1,642 -297 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 10.0 3.1 23.5 73.5 86.2 86.5 13.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
50 26 12 30 33 87 64
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 162,087
COMMITMENTS
96,627 16,146 4,948 38,150 119,069 139,725 140,163 22,362 21,924
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,238)
695 -18 312 3,825 2,990 4,832 3,284 -594 954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.6 10.0 3.1 23.5 73.5 86.2 86.5 13.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
50 26 12 30 33 87 64
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 56,451
COMMITMENTS
41,610 56,348 85 14,664 0 56,359 56,433 92 18
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,127)
5,108 5,122 0 12 0 5,120 5,122 7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 99.8 0.2 26.0 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
24 12 1 2 0 27 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,156
COMMITMENTS
14,827 5,302 5 14,300 23,737 29,132 29,044 24 112
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -235)
-257 195 0 56 -444 -201 -249 -34 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.9 18.2 0.0 49.0 81.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 12 1 7 18 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,427
COMMITMENTS
18,267 5,015 342 1,803 14,980 20,412 20,337 15 90
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -539)
729 -811 272 -1,506 -12 -505 -551 -34 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.4 24.6 1.7 8.8 73.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 11 1 4 11 13 22
Updated October 27, 2017