WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,679
COMMITMENTS
166,919 233,690 129,534 220,147 150,535 516,600 513,759 44,079 46,920
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -8,799)
2,721 -9,554 1,479 -11,861 131 -7,661 -7,944 -1,138 -855
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 41.7 23.1 39.3 26.8 92.1 91.6 7.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
137 140 140 100 108 319 330
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,282
COMMITMENTS
104,401 99,854 50,414 138,978 142,924 293,793 293,192 23,489 24,090
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -13,756)
1,307 -8,888 -7,711 -3,071 8,000 -9,475 -8,599 -4,281 -5,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 31.5 15.9 43.8 45.0 92.6 92.4 7.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
81 69 78 99 82 217 202
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,702,668
COMMITMENTS
411,670 536,783 269,798 814,379 692,765 1495847 1499346 206,821 203,322
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 79,013)
19,631 57,744 -14,468 68,658 21,899 73,821 65,175 5,192 13,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 31.5 15.8 47.8 40.7 87.9 88.1 12.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 791)
192 183 185 318 316 607 605
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,215
COMMITMENTS
3,338 607 565 2,092 5,905 5,995 7,077 2,220 1,138
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 331)
266 -18 -94 239 214 411 102 -80 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.6 7.4 6.9 25.5 71.9 73.0 86.1 27.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 6 6 10 13 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 711,001
COMMITMENTS
173,060 121,173 121,829 367,849 382,545 662,738 625,547 48,263 85,454
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 23,487)
3,211 22,138 6,690 17,000 -5,779 26,901 23,049 -3,414 438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 17.0 17.1 51.7 53.8 93.2 88.0 6.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
137 152 179 162 208 413 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 477,549
COMMITMENTS
130,138 54,104 113,773 198,633 283,817 442,544 451,694 35,005 25,855
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 8,169)
4,483 2,192 -6,395 9,759 13,783 7,847 9,580 322 -1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 11.3 23.8 41.6 59.4 92.7 94.6 7.3 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
98 71 111 79 74 240 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 802,225
COMMITMENTS
173,225 128,074 23,343 450,186 481,544 646,754 632,961 155,471 169,264
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 37,918)
-3,439 -9,225 5,512 37,550 37,392 39,623 33,679 -1,705 4,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 16.0 2.9 56.1 60.0 80.6 78.9 19.4 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
42 31 29 68 71 119 122
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 932,588
COMMITMENTS
51,899 154,229 36,006 726,460 645,897 814,365 836,132 118,223 96,456
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 35,916)
2,487 -6,058 12,584 24,672 31,544 39,743 38,070 -3,827 -2,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 16.5 3.9 77.9 69.3 87.3 89.7 12.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
14 11 17 74 72 101 91
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,164
COMMITMENTS
1,032 730 367 347 913 1,746 2,010 418 154
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -22)
-193 -263 53 43 223 -97 13 75 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
47.7 33.7 17.0 16.0 42.2 80.7 92.9 19.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 8 8 8 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 401,742
COMMITMENTS
93,654 51,724 56,829 208,379 257,910 358,862 366,463 42,880 35,279
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 11,696)
6,278 3,073 -4,878 9,176 11,513 10,576 9,708 1,120 1,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 12.9 14.1 51.9 64.2 89.3 91.2 10.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
75 62 78 98 89 214 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,805
COMMITMENTS
1,883 3,297 225 7,029 5,921 9,137 9,443 1,668 1,362
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 542)
89 426 36 484 34 609 496 -67 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 30.5 2.1 65.1 54.8 84.6 87.4 15.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
15 20 5 18 13 38 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,846,853
COMMITMENTS
332,692 531,340 55,352 1338551 1088465 1726595 1675157 120,258 171,696
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 43,652)
-7,716 16,027 -17,978 69,908 44,851 44,214 42,900 -562 752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 28.8 3.0 72.5 58.9 93.5 90.7 6.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
56 65 38 130 122 206 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,332,499
COMMITMENTS
788,176 713,340 139,676 2091616 1958157 3019468 2811173 313,031 521,326
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 141,401)
88,765 63,992 -24,525 67,987 130,241 132,227 169,708 9,174 -28,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 21.4 4.2 62.8 58.8 90.6 84.4 9.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
80 99 62 155 195 271 320
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 437,165
COMMITMENTS
52,748 69,672 7,616 285,805 212,466 346,169 289,754 90,996 147,411
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 5,629)
-1,859 10,313 1,687 650 -10,278 478 1,722 5,151 3,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 15.9 1.7 65.4 48.6 79.2 66.3 20.8 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 10 8 40 43 55 56
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,229,954
COMMITMENTS
677,047 912,791 129,948 2165427 1768745 2972422 2811484 257,532 418,470
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 79,384)
136,337 41,876 -9,139 -56,126 46,885 71,072 79,622 8,312 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 28.3 4.0 67.0 54.8 92.0 87.0 8.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
50 80 48 127 157 209 253
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,406,961
COMMITMENTS
75,837 180,913 312,035 986,455 849,171 1374327 1342119 32,634 64,842
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 37,497)
1,612 12,627 9,396 32,129 27,387 43,137 49,410 -5,640 -11,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 12.9 22.2 70.1 60.4 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
20 49 45 64 74 114 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 79,161
COMMITMENTS
45,307 5,157 2,399 18,860 62,242 66,565 69,797 12,596 9,364
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,040)
158 -1,949 -34 446 2,935 570 953 471 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 6.5 3.0 23.8 78.6 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
48 17 6 28 30 78 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 158,321
COMMITMENTS
90,613 10,313 4,797 37,719 124,483 133,129 139,593 25,192 18,728
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,080)
315 -3,897 -67 891 5,869 1,139 1,905 941 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 6.5 3.0 23.8 78.6 84.1 88.2 15.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
48 17 6 28 30 78 51
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 95,005
COMMITMENTS
80,513 94,741 85 14,267 0 94,865 94,826 140 179
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 101)
125 -61 0 -45 0 80 -61 21 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.7 99.7 0.1 15.0 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
27 11 1 2 0 30 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,857
COMMITMENTS
14,104 5,204 5 14,705 23,540 28,814 28,749 43 108
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -362)
-246 52 0 -130 -388 -376 -336 14 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.9 18.0 0.0 51.0 81.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 14 1 7 19 17 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,586
COMMITMENTS
21,037 5,240 381 2,109 17,852 23,527 23,473 59 113
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,024)
-619 -1,146 21 -445 100 -1,043 -1,025 19 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.2 22.2 1.6 8.9 75.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 14 1 4 12 10 26
Updated November 17, 2017