WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,478
COMMITMENTS
164,198 243,244 128,055 232,008 150,404 524,261 521,703 45,217 47,775
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 5,352)
-241 7,562 406 7,962 -3,442 8,127 4,526 -2,775 826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 42.7 22.5 40.7 26.4 92.1 91.6 7.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
137 140 139 110 111 330 332
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,038
COMMITMENTS
103,094 108,742 58,125 142,049 134,924 303,268 301,791 27,770 29,247
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 9,520)
2,738 4,056 5,279 -2,273 -3,547 5,744 5,788 3,776 3,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 32.8 17.6 42.9 40.8 91.6 91.2 8.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
82 68 75 96 80 215 195
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,623,655
COMMITMENTS
392,039 479,039 284,266 745,721 670,866 1422026 1434171 201,629 189,484
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 30,238)
15,166 10,407 12,588 3,009 9,364 30,763 32,359 -525 -2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 29.5 17.5 45.9 41.3 87.6 88.3 12.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 775)
183 167 187 299 316 587 597
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,884
COMMITMENTS
3,072 625 659 1,853 5,691 5,584 6,975 2,300 909
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 64)
344 -100 -210 -19 258 115 -52 -51 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 7.9 8.4 23.5 72.2 70.8 88.5 29.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
16 6 6 8 12 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 687,514
COMMITMENTS
169,849 99,035 115,139 350,849 388,324 635,837 602,498 51,677 85,016
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 22,057)
4,305 1,363 5,749 8,316 14,153 18,370 21,265 3,687 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 14.4 16.7 51.0 56.5 92.5 87.6 7.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
155 119 166 154 204 400 439
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 469,380
COMMITMENTS
125,655 51,912 120,168 188,874 270,034 434,697 442,114 34,683 27,266
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 17,416)
4,377 2,297 10,956 1,400 2,611 16,733 15,864 683 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 11.1 25.6 40.2 57.5 92.6 94.2 7.4 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
101 71 123 77 75 253 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 764,307
COMMITMENTS
176,664 137,299 17,831 412,636 444,152 607,131 599,282 157,176 165,025
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 27,352)
24,543 -2,149 -1,150 -3,721 32,290 19,672 28,991 7,680 -1,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 18.0 2.3 54.0 58.1 79.4 78.4 20.6 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
43 33 27 73 71 127 120
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 896,672
COMMITMENTS
49,412 160,287 23,422 701,788 614,353 774,622 798,062 122,050 98,610
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 12,370)
714 7,482 3,961 -2,701 8,794 1,974 20,237 10,396 -7,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 17.9 2.6 78.3 68.5 86.4 89.0 13.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
15 13 14 72 70 96 89
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,186
COMMITMENTS
1,225 993 314 304 690 1,843 1,997 343 189
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 369)
109 -108 130 93 433 332 455 37 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.0 45.4 14.4 13.9 31.6 84.3 91.4 15.7 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 4 7 8 10 24 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 390,046
COMMITMENTS
87,376 48,651 61,707 199,203 246,397 348,286 356,755 41,760 33,291
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,818)
-193 -1,114 -2,692 1,005 1,654 -1,880 -2,152 62 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 12.5 15.8 51.1 63.2 89.3 91.5 10.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
74 52 81 94 87 208 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,263
COMMITMENTS
1,794 2,871 189 6,545 5,887 8,528 8,947 1,735 1,316
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 137)
52 808 22 68 -596 142 234 -5 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 28.0 1.8 63.8 57.4 83.1 87.2 16.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 18 6 15 13 35 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,803,201
COMMITMENTS
340,408 515,313 73,330 1268643 1043614 1682381 1632257 120,820 170,944
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 151,007)
86,677 21,866 16,726 41,660 101,512 145,063 140,104 5,944 10,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 28.6 4.1 70.4 57.9 93.3 90.5 6.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
53 64 38 120 122 194 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,191,098
COMMITMENTS
699,411 649,348 164,201 2023629 1827916 2887241 2641465 303,857 549,633
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -44,986)
-20,162 -67,501 12,704 -44,583 14,777 -52,041 -40,020 7,055 -4,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 20.3 5.1 63.4 57.3 90.5 82.8 9.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
73 102 64 152 195 261 325
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 431,536
COMMITMENTS
54,607 59,359 5,929 285,155 222,744 345,691 288,032 85,845 143,504
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,529)
-4,794 -5,462 -662 -3,995 4,462 -9,451 -1,662 5,922 -1,867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 13.8 1.4 66.1 51.6 80.1 66.7 19.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
11 8 5 43 44 57 54
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,150,570
COMMITMENTS
540,710 870,915 139,087 2221553 1721860 2901350 2731862 249,220 418,708
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 85,954)
172,778 33,138 27,609 -119,967 30,686 80,420 91,433 5,534 -5,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 27.6 4.4 70.5 54.7 92.1 86.7 7.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
48 77 46 131 152 211 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,369,464
COMMITMENTS
74,225 168,286 302,639 954,326 821,784 1331190 1292709 38,274 76,755
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -215,635)
-62,180 2,022 -18,593 -135,117 -199,487 -215,890 -216,058 255 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.3 22.1 69.7 60.0 97.2 94.4 2.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
18 48 44 60 71 109 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,121
COMMITMENTS
45,149 7,105 2,432 18,414 59,307 65,995 68,844 12,126 9,277
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -1,859)
-3,292 -885 59 979 -1,016 -2,255 -1,843 396 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 9.1 3.1 23.6 75.9 84.5 88.1 15.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
47 21 9 25 31 77 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 156,241
COMMITMENTS
90,298 14,210 4,864 36,828 118,614 131,990 137,688 24,251 18,553
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: -3,717)
-6,584 -1,770 117 1,958 -2,032 -4,509 -3,685 792 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 9.1 3.1 23.6 75.9 84.5 88.1 15.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
47 21 9 25 31 77 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 94,904
COMMITMENTS
80,388 94,802 85 14,312 0 94,785 94,887 119 17
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 20,512)
20,827 20,513 0 -336 0 20,491 20,513 21 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.7 99.9 0.1 15.1 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
27 12 1 2 0 30 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,219
COMMITMENTS
14,350 5,152 5 14,835 23,928 29,190 29,085 29 134
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 269)
-140 -287 0 411 571 271 284 -2 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.1 17.6 0.0 50.8 81.9 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 13 1 7 19 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,610
COMMITMENTS
21,656 6,386 360 2,554 17,752 24,570 24,498 40 112
CHANGES FROM 10/31/17 (CHANGE IN OPEN INTEREST: 1,716)
1,298 1,353 0 409 383 1,707 1,736 9 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.0 25.9 1.5 10.4 72.1 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 10 1 4 12 13 23
Updated November 10, 2017