WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,635
COMMITMENTS
172,456 239,281 115,947 214,040 144,744 502,443 499,972 44,192 46,663
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -14,044)
5,537 5,591 -13,587 -6,107 -5,791 -14,157 -13,787 113 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 43.8 21.2 39.2 26.5 91.9 91.5 8.1 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
135 144 129 96 105 311 314
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 318,493
COMMITMENTS
102,020 106,630 48,493 142,504 139,283 293,017 294,406 25,476 24,087
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 1,211)
-2,381 6,776 -1,921 3,526 -3,641 -776 1,214 1,987 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 33.5 15.2 44.7 43.7 92.0 92.4 8.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
93 68 78 94 79 217 202
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,681,453
COMMITMENTS
423,885 516,522 269,075 788,010 701,772 1480970 1487369 200,483 194,084
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -21,215)
12,215 -20,261 -723 -26,369 9,007 -14,877 -11,977 -6,338 -9,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 30.7 16.0 46.9 41.7 88.1 88.5 11.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
190 169 171 307 325 584 597
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,831
COMMITMENTS
3,299 661 330 1,884 5,710 5,513 6,701 2,318 1,130
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -384)
-39 54 -235 -208 -195 -482 -376 98 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.1 8.4 4.2 24.1 72.9 70.4 85.6 29.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 9 6 10 11 30 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 719,935
COMMITMENTS
161,444 109,201 126,110 381,456 400,908 669,010 636,219 50,925 83,716
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 8,934)
-11,616 -11,972 4,281 13,607 18,363 6,272 10,672 2,662 -1,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 15.2 17.5 53.0 55.7 92.9 88.4 7.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
149 138 174 166 214 419 461
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 481,151
COMMITMENTS
128,937 57,226 110,884 207,362 285,423 447,183 453,533 33,968 27,618
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,602)
-1,201 3,122 -2,889 8,729 1,606 4,639 1,839 -1,037 1,763
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 11.9 23.0 43.1 59.3 92.9 94.3 7.1 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
100 68 110 84 77 248 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 845,062
COMMITMENTS
182,892 123,187 36,568 446,998 513,572 666,458 673,327 178,604 171,735
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 42,837)
9,667 -4,887 13,225 -3,188 32,028 19,704 40,366 23,133 2,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 14.6 4.3 52.9 60.8 78.9 79.7 21.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
37 31 26 67 71 114 118
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 967,506
COMMITMENTS
50,647 152,327 31,750 756,252 680,979 838,649 865,056 128,857 102,450
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 34,918)
-1,252 -1,902 -4,256 29,792 35,082 24,284 28,924 10,634 5,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 15.7 3.3 78.2 70.4 86.7 89.4 13.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 11 16 67 71 92 89
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,998
COMMITMENTS
893 535 372 393 833 1,658 1,740 340 258
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -166)
-139 -195 5 46 -80 -88 -270 -78 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 26.8 18.6 19.7 41.7 83.0 87.1 17.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 5 9 7 7 24 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 405,729
COMMITMENTS
94,376 45,433 59,859 209,487 269,924 363,722 375,216 42,007 30,513
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 3,987)
722 -6,291 3,030 1,108 12,014 4,860 8,753 -873 -4,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 11.2 14.8 51.6 66.5 89.6 92.5 10.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
76 58 82 101 97 222 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,392
COMMITMENTS
1,669 2,481 196 6,971 6,349 8,836 9,026 1,556 1,366
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -413)
-214 -816 -29 -58 428 -301 -417 -112 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 23.9 1.9 67.1 61.1 85.0 86.9 15.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 16 6 19 13 37 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,992,333
COMMITMENTS
371,550 598,844 95,968 1389675 1112115 1857193 1806927 135,140 185,406
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 145,480)
38,858 67,504 40,616 51,124 23,650 130,598 131,770 14,882 13,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 30.1 4.8 69.8 55.8 93.2 90.7 6.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
58 68 41 130 127 212 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,602,401
COMMITMENTS
863,168 752,088 202,036 2216550 2099097 3281754 3053221 320,647 549,180
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 269,902)
74,992 38,748 62,360 124,934 140,940 262,286 242,048 7,616 27,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 20.9 5.6 61.5 58.3 91.1 84.8 8.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
79 104 79 168 195 294 333
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 455,448
COMMITMENTS
61,715 66,789 11,594 290,511 210,168 363,820 288,551 91,628 166,897
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 18,283)
8,967 -2,883 3,978 4,706 -2,298 17,651 -1,203 632 19,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 14.7 2.5 63.8 46.1 79.9 63.4 20.1 36.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
10 10 11 44 45 60 60
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,508,111
COMMITMENTS
620,736 932,004 232,397 2374606 1890097 3227739 3054498 280,372 453,613
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 278,157)
-56,311 19,213 102,449 209,179 121,352 255,317 243,014 22,840 35,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 26.6 6.6 67.7 53.9 92.0 87.1 8.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
52 86 59 132 154 223 260
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,453,198
COMMITMENTS
61,605 162,503 349,063 1008722 882,143 1419390 1393709 33,808 59,489
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 46,237)
-14,232 -18,410 37,028 22,267 32,972 45,063 51,590 1,174 -5,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 11.2 24.0 69.4 60.7 97.7 95.9 2.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
19 56 51 63 72 118 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,797
COMMITMENTS
42,210 6,335 4,046 19,535 58,416 65,791 68,797 12,006 9,000
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -1,364)
-3,097 1,179 1,648 676 -3,826 -774 -1,000 -590 -364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 8.1 5.2 25.1 75.1 84.6 88.4 15.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
53 18 9 29 31 84 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,593
COMMITMENTS
84,419 12,670 8,092 39,070 116,831 131,581 137,593 24,012 18,000
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -2,728)
-6,194 2,357 3,295 1,351 -7,652 -1,548 -2,000 -1,180 -728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.3 8.1 5.2 25.1 75.1 84.6 88.4 15.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
53 18 9 29 31 84 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 87,596
COMMITMENTS
72,930 87,342 251 14,304 0 87,485 87,593 111 3
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -7,409)
-7,583 -7,399 166 37 0 -7,380 -7,233 -29 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.3 99.7 0.3 16.3 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
27 9 2 2 0 30 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,112
COMMITMENTS
13,580 6,005 5 14,505 21,965 28,090 27,975 22 137
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: -745)
-524 801 0 -200 -1,575 -724 -774 -21 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.3 21.4 0.0 51.6 78.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 14 1 7 19 18 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,064
COMMITMENTS
21,118 5,716 357 2,537 17,886 24,012 23,959 52 105
CHANGES FROM 11/14/17 (CHANGE IN OPEN INTEREST: 478)
81 476 -24 428 34 485 486 -7 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.8 23.8 1.5 10.5 74.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 15 1 3 12 8 27
Updated November 24, 2017