WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 529,532
COMMITMENTS
174,895 274,758 96,689 213,438 113,062 485,022 484,509 44,510 45,023
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 33,822)
6,586 32,378 6,484 17,105 -6,227 30,175 32,635 3,647 1,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 51.9 18.3 40.3 21.4 91.6 91.5 8.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 445)
137 159 103 106 99 300 313
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 325,199
COMMITMENTS
106,143 119,328 49,691 144,999 134,398 300,833 303,417 24,366 21,782
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 12,485)
649 8,446 6,491 4,659 -2,810 11,799 12,127 686 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 36.7 15.3 44.6 41.3 92.5 93.3 7.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
95 71 71 83 74 207 193
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,520,469
COMMITMENTS
400,846 476,695 230,169 701,189 638,026 1332204 1344890 188,265 175,579
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 36,264)
-3,712 18,429 4,502 25,728 10,620 26,518 33,551 9,746 2,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 31.4 15.1 46.1 42.0 87.6 88.5 12.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 759)
183 148 157 264 315 529 556
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,490
COMMITMENTS
2,756 356 364 1,492 4,748 4,612 5,468 1,878 1,022
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -387)
-221 90 88 -36 -696 -169 -518 -218 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 5.5 5.6 23.0 73.2 71.1 84.3 28.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
11 5 5 7 9 20 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 732,220
COMMITMENTS
164,432 109,187 116,888 398,744 413,699 680,064 639,774 52,156 92,446
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -37,141)
-22,186 15,154 -20,592 8,313 -31,504 -34,465 -36,942 -2,676 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 14.9 16.0 54.5 56.5 92.9 87.4 7.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 571)
158 127 189 168 211 431 461
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,127
COMMITMENTS
128,270 84,261 93,344 212,996 261,338 434,610 438,943 32,517 28,184
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -8,260)
7,800 10,634 -13,395 -2,342 -4,874 -7,937 -7,635 -323 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 18.0 20.0 45.6 55.9 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
105 70 104 92 80 250 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 776,848
COMMITMENTS
207,452 106,542 20,343 397,176 493,850 624,971 620,735 151,877 156,113
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -7,798)
18,609 -7,759 3,634 -22,641 -2,264 -398 -6,389 -7,400 -1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 13.7 2.6 51.1 63.6 80.4 79.9 19.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
36 38 17 70 73 112 122
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 899,268
COMMITMENTS
54,091 160,617 13,811 693,395 632,911 761,297 807,339 137,971 91,929
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 672)
-1,257 3,677 -17,901 8,560 14,104 -10,598 -120 11,270 792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 17.9 1.5 77.1 70.4 84.7 89.8 15.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
19 10 11 65 74 89 90
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,345
COMMITMENTS
733 936 317 950 639 2,000 1,892 345 453
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 561)
23 199 191 372 -20 586 370 -25 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 39.9 13.5 40.5 27.2 85.3 80.7 14.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
9 6 5 8 8 19 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 415,878
COMMITMENTS
129,765 31,305 52,496 188,142 305,648 370,403 389,449 45,475 26,429
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -22,395)
-2,931 -2,042 -15,039 -7,202 -6,174 -25,172 -23,255 2,777 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 7.5 12.6 45.2 73.5 89.1 93.6 10.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
95 56 89 91 90 235 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,322
COMMITMENTS
1,845 2,075 261 6,372 6,478 8,478 8,814 1,844 1,508
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 156)
-23 -115 50 -40 18 -13 -47 169 203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 20.1 2.5 61.7 62.8 82.1 85.4 17.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
16 12 9 19 13 40 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,755,965
COMMITMENTS
407,705 578,145 51,730 1183964 952,799 1643399 1582674 112,566 173,291
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -10,587)
24,359 5,671 -2,728 -29,524 -23,570 -7,893 -20,627 -2,694 10,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 32.9 2.9 67.4 54.3 93.6 90.1 6.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
54 70 28 131 118 200 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,305,607
COMMITMENTS
791,302 746,561 131,466 2061093 1900162 2983861 2778189 321,746 527,418
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 31,900)
65,348 34,952 -10,882 -28,680 8,364 25,786 32,434 6,114 -534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 22.6 4.0 62.4 57.5 90.3 84.0 9.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
69 101 51 145 178 243 301
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 507,248
COMMITMENTS
77,834 67,947 8,964 331,513 278,061 418,311 354,972 88,937 152,276
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -22,827)
1,436 -14,501 -2,835 -21,862 -5,632 -23,261 -22,968 434 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 13.4 1.8 65.4 54.8 82.5 70.0 17.5 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 11 12 42 50 59 67
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,013,200
COMMITMENTS
563,573 888,570 114,233 2098001 1579397 2775807 2582200 237,393 431,000
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -58,828)
19,563 -26,928 -18,678 -41,127 -8,390 -40,242 -53,996 -18,586 -4,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 29.5 3.8 69.6 52.4 92.1 85.7 7.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
58 68 36 121 146 203 226
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,480,661
COMMITMENTS
106,008 192,776 337,010 1004078 893,056 1447096 1422842 33,565 57,819
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 58,498)
15,141 9,523 14,439 26,595 36,548 56,175 60,510 2,323 -2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 13.0 22.8 67.8 60.3 97.7 96.1 2.3 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
24 45 55 66 68 126 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 86,632
COMMITMENTS
42,164 5,808 5,173 27,325 67,239 74,661 78,220 11,971 8,412
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 8,176)
-895 -1,175 1,361 7,307 8,511 7,773 8,697 403 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 6.7 6.0 31.5 77.6 86.2 90.3 13.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
50 20 17 39 33 94 67
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 173,263
COMMITMENTS
84,327 11,616 10,346 54,649 134,477 149,322 156,439 23,941 16,824
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 16,351)
-1,790 -2,350 2,722 14,613 17,022 15,545 17,394 806 -1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 6.7 6.0 31.5 77.6 86.2 90.3 13.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
50 20 17 39 33 94 67
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 56,004
COMMITMENTS
41,234 53,403 2,560 12,118 0 55,912 55,963 92 41
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -11,216)
-12,898 -13,546 2,309 -600 0 -11,189 -11,237 -27 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 95.4 4.6 21.6 0.0 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
28 11 4 3 0 34 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,541
COMMITMENTS
11,007 5,684 42 15,477 20,700 26,526 26,426 15 115
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: -1,448)
-2,060 -56 22 590 -1,372 -1,448 -1,406 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.5 21.4 0.2 58.3 78.0 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 15 2 8 19 18 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/12/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,799
COMMITMENTS
20,494 4,431 136 2,107 18,126 22,737 22,693 62 106
CHANGES FROM 12/05/17 (CHANGE IN OPEN INTEREST: 83)
183 -433 -371 269 912 81 108 2 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.9 19.4 0.6 9.2 79.5 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
5 12 1 6 15 11 28
Updated December 15, 2017