WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 564,126
COMMITMENTS
164,439 235,682 127,649 224,046 153,846 516,134 517,177 47,992 46,949
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 49,996)
-6,366 31,974 14,443 35,570 4,444 43,647 50,861 6,349 -865
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 41.8 22.6 39.7 27.3 91.5 91.7 8.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
133 148 135 109 109 323 327
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 321,518
COMMITMENTS
100,356 104,686 52,846 144,322 138,471 297,524 296,003 23,994 25,515
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 18,544)
-438 8,663 8,595 10,577 -95 18,734 17,163 -190 1,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 32.6 16.4 44.9 43.1 92.5 92.1 7.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
85 64 75 97 77 213 196
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,593,417
COMMITMENTS
376,873 468,632 271,678 742,712 661,502 1391263 1401812 202,154 191,605
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 47,135)
-4,000 17,203 9,178 41,710 20,639 46,888 47,020 247 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 29.4 17.1 46.6 41.5 87.3 88.0 12.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
182 169 178 300 306 579 581
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,820
COMMITMENTS
2,728 725 869 1,872 5,433 5,469 7,027 2,351 793
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 544)
253 -2 50 202 546 505 594 39 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 9.3 11.1 23.9 69.5 69.9 89.9 30.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 7 6 9 13 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 665,457
COMMITMENTS
165,544 97,672 109,390 342,533 374,171 617,467 581,233 47,990 84,224
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -99,554)
-4,371 -15,750 -23,945 -64,496 -52,391 -92,812 -92,086 -6,742 -7,468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 14.7 16.4 51.5 56.2 92.8 87.3 7.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
156 113 177 150 205 403 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 451,964
COMMITMENTS
121,278 49,615 109,212 187,474 267,423 417,964 426,250 34,000 25,714
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 5,529)
-5,300 -7,098 4,664 7,619 11,275 6,983 8,841 -1,454 -3,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 11.0 24.2 41.5 59.2 92.5 94.3 7.5 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
98 65 124 80 73 250 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 736,955
COMMITMENTS
152,121 139,448 18,981 416,357 411,862 587,459 570,291 149,496 166,664
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -3,186)
-26,640 -615 1,893 17,035 -1,154 -7,712 124 4,526 -3,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 18.9 2.6 56.5 55.9 79.7 77.4 20.3 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
33 34 26 68 67 112 117
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 884,302
COMMITMENTS
48,698 152,805 19,461 704,489 605,559 772,648 777,825 111,654 106,477
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 35,140)
580 4,076 -309 36,547 24,352 36,818 28,119 -1,678 7,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.3 2.2 79.7 68.5 87.4 88.0 12.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
14 10 13 70 67 91 84
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,817
COMMITMENTS
1,116 1,101 184 211 257 1,511 1,542 306 275
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 189)
126 193 91 29 -125 246 159 -57 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.4 60.6 10.1 11.6 14.1 83.2 84.9 16.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
12 6 5 5 6 21 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 391,864
COMMITMENTS
87,569 49,765 64,399 198,198 244,743 350,166 358,907 41,698 32,957
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -31)
-3,779 2,535 -2,363 7,009 39 867 211 -898 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 12.7 16.4 50.6 62.5 89.4 91.6 10.6 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
77 54 75 90 85 201 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,126
COMMITMENTS
1,742 2,063 167 6,477 6,483 8,386 8,713 1,740 1,413
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 102)
-815 60 14 1,100 -252 299 -178 -197 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 20.4 1.6 64.0 64.0 82.8 86.0 17.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
16 16 8 19 16 41 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,652,194
COMMITMENTS
253,731 493,447 56,604 1226983 942,102 1537318 1492153 114,876 160,041
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -51,548)
4,201 -51,831 24 -51,224 3,282 -46,999 -48,525 -4,549 -3,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 29.9 3.4 74.3 57.0 93.0 90.3 7.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
50 65 29 121 123 187 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,236,084
COMMITMENTS
719,573 716,849 151,497 2068212 1813139 2939282 2681485 296,802 554,599
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 64,811)
-150,489 384 27,462 199,974 30,199 76,947 58,045 -12,136 6,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 22.2 4.7 63.9 56.0 90.8 82.9 9.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
70 106 64 154 184 261 317
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 435,065
COMMITMENTS
59,401 64,821 6,591 289,150 218,282 355,142 289,694 79,923 145,371
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 5,192)
-203 5,396 5 12,624 -6,423 12,426 -1,022 -7,234 6,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 14.9 1.5 66.5 50.2 81.6 66.6 18.4 33.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
11 7 6 40 42 54 52
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,064,616
COMMITMENTS
367,932 837,777 111,478 2341520 1691174 2820930 2640429 243,686 424,187
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 36,843)
-52,987 30,899 2,814 97,069 -30,942 46,896 2,771 -10,053 34,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 27.3 3.6 76.4 55.2 92.0 86.2 8.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
48 76 45 126 144 207 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,585,099
COMMITMENTS
136,405 166,264 321,232 1089443 1021271 1547080 1508767 38,019 76,332
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 21,697)
10,598 6,139 3,881 7,712 11,815 22,191 21,835 -494 -138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 10.5 20.3 68.7 64.4 97.6 95.2 2.4 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
22 48 44 66 73 116 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 79,979
COMMITMENTS
48,441 7,990 2,374 17,435 60,323 68,250 70,687 11,730 9,293
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -1,065)
128 -83 -101 -1,640 789 -1,613 605 549 -1,670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 10.0 3.0 21.8 75.4 85.3 88.4 14.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
51 25 8 27 32 83 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 159,958
COMMITMENTS
96,882 15,980 4,747 34,870 120,646 136,499 141,373 23,459 18,585
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -2,129)
255 -166 -201 -3,280 1,577 -3,226 1,210 1,097 -3,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.6 10.0 3.0 21.8 75.4 85.3 88.4 14.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
51 25 8 27 32 83 60
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 74,392
COMMITMENTS
59,561 74,289 85 14,648 0 74,294 74,374 98 18
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 17,941)
17,951 17,941 0 -16 0 17,935 17,941 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.1 99.9 0.1 19.7 0.0 99.9 100.0 0.1 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 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,950
COMMITMENTS
14,490 5,439 5 14,424 23,357 28,919 28,801 31 149
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: -206)
-337 137 0 124 -380 -213 -243 7 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
50.1 18.8 0.0 49.8 80.7 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 12 1 7 18 16 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/31/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,894
COMMITMENTS
20,358 5,033 360 2,145 17,369 22,863 22,762 31 132
CHANGES FROM 10/24/17 (CHANGE IN OPEN INTEREST: 2,467)
2,091 18 18 342 2,389 2,451 2,425 16 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 22.0 1.6 9.4 75.9 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 10 1 4 12 11 23
Updated November 3, 2017