WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,521
COMMITMENTS
139,134 219,709 164,454 203,803 135,521 507,390 519,684 56,130 43,836
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 14,261)
5,287 -3,535 7,270 -1,474 9,458 11,083 13,194 3,178 1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 39.0 29.2 36.2 24.0 90.0 92.2 10.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
155 165 152 118 102 364 338
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 250,139
COMMITMENTS
87,529 79,754 44,881 94,019 103,616 226,429 228,251 23,710 21,889
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -1,843)
-1,467 -5,067 1,233 -2,566 1,617 -2,800 -2,217 957 374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 31.9 17.9 37.6 41.4 90.5 91.2 9.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
74 65 63 86 81 190 187
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,525,508
COMMITMENTS
342,784 320,023 342,819 651,259 652,820 1336861 1315663 188,646 209,845
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 28,116)
11,111 -6,339 20,154 -6,626 17,904 24,640 31,720 3,476 -3,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 21.0 22.5 42.7 42.8 87.6 86.2 12.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
169 156 201 307 331 583 598
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,180
COMMITMENTS
1,535 1,832 964 3,436 4,274 5,936 7,070 2,245 1,110
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 106)
106 -21 -15 -76 74 15 38 91 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 22.4 11.8 42.0 52.2 72.6 86.4 27.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 7 9 15 10 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 753,646
COMMITMENTS
198,811 66,155 160,402 344,106 409,063 703,318 635,619 50,328 118,027
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -30,217)
-5,418 7,495 -578 -16,089 -26,793 -22,085 -19,876 -8,132 -10,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 8.8 21.3 45.7 54.3 93.3 84.3 6.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
201 119 198 180 235 471 484
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,483
COMMITMENTS
129,487 35,126 87,732 148,636 253,003 365,856 375,860 34,627 24,622
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -6,162)
-11,706 1,919 6,390 4,300 -14,622 -1,016 -6,313 -5,146 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 8.8 21.9 37.1 63.2 91.4 93.9 8.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
103 69 102 85 83 249 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 702,119
COMMITMENTS
79,291 108,156 60,089 427,805 359,310 567,185 527,555 134,934 174,564
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 19,913)
-4,955 8,778 2,711 24,170 9,292 21,926 20,782 -2,013 -869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 15.4 8.6 60.9 51.2 80.8 75.1 19.2 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
28 37 38 69 74 118 128
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 688,099
COMMITMENTS
65,426 142,453 1,204 510,166 439,585 576,796 583,242 111,303 104,857
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 482)
-7,253 4,477 16 2,260 -6,553 -4,977 -2,060 5,459 2,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 20.7 0.2 74.1 63.9 83.8 84.8 16.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
14 15 6 53 56 69 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,409
COMMITMENTS
2,568 555 1,287 1,038 3,374 4,893 5,216 516 193
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 248)
12 -82 10 119 277 141 205 107 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 10.3 23.8 19.2 62.4 90.5 96.4 9.5 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 3 5 6 15 22 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 358,540
COMMITMENTS
85,240 53,856 61,042 169,081 215,086 315,363 329,984 43,177 28,556
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -11,054)
400 2,460 -874 -9,192 -12,466 -9,666 -10,880 -1,388 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 15.0 17.0 47.2 60.0 88.0 92.0 12.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
78 58 85 94 89 219 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,968
COMMITMENTS
2,133 6,368 330 7,091 3,543 9,555 10,242 2,414 1,726
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -81)
303 255 61 -52 38 311 354 -392 -434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 53.2 2.8 59.2 29.6 79.8 85.6 20.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 28 7 23 10 44 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,147,407
COMMITMENTS
192,058 241,841 76,592 769,097 675,682 1037746 994,114 109,660 153,293
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 5,244)
-5,816 11,039 4,607 -4,838 -4,129 -6,047 11,517 11,291 -6,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 21.1 6.7 67.0 58.9 90.4 86.6 9.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
54 48 35 96 99 166 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,609,396
COMMITMENTS
462,666 816,235 348,636 2468135 1908239 3279438 3073110 329,958 536,286
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 47,376)
23,959 16,010 760 26,267 37,536 50,985 54,306 -3,609 -6,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 22.6 9.7 68.4 52.9 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
65 102 97 162 176 283 319
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 292,745
COMMITMENTS
46,357 27,551 4,509 175,008 160,270 225,874 192,330 66,871 100,415
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 3,505)
-4,881 -542 -116 12,165 5,501 7,168 4,843 -3,663 -1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.4 1.5 59.8 54.7 77.2 65.7 22.8 34.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
7 4 2 31 32 38 38
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,136,047
COMMITMENTS
245,088 633,744 171,277 2487612 1943702 2903977 2748723 232,070 387,324
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 6,196)
-80,128 -14,344 7,222 77,909 2,212 5,003 -4,910 1,192 11,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 20.2 5.5 79.3 62.0 92.6 87.6 7.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
40 74 56 119 160 193 256
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 882,460
COMMITMENTS
63,833 173,314 96,062 696,438 566,118 856,333 835,494 26,127 46,966
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -98,153)
-13,731 18,258 -15,383 -71,655 -96,997 -100,770 -94,122 2,616 -4,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 19.6 10.9 78.9 64.2 97.0 94.7 3.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
15 36 30 49 57 85 103
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 70,830
COMMITMENTS
41,830 6,209 1,335 17,642 54,255 60,807 61,799 10,023 9,031
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 4,846)
4,675 -461 -317 537 6,124 4,896 5,346 -49 -500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 8.8 1.9 24.9 76.6 85.8 87.2 14.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
51 15 9 33 36 88 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 141,659
COMMITMENTS
83,660 12,417 2,670 35,284 108,510 121,614 123,597 20,045 18,062
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 9,693)
9,351 -923 -634 1,075 12,249 9,791 10,692 -99 -999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.1 8.8 1.9 24.9 76.6 85.8 87.2 14.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
51 15 9 33 36 88 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 23,656
COMMITMENTS
15,089 23,283 369 8,106 0 23,564 23,652 92 4
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 500)
731 509 0 -239 0 492 509 8 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 98.4 1.6 34.3 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 11 1 3 0 25 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,103
COMMITMENTS
21,324 6,633 289 9,480 23,936 31,093 30,858 10 245
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: -311)
703 -61 -144 -870 -123 -311 -328 0 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.6 21.3 0.9 30.5 77.0 100.0 99.2 0.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 15 1 5 21 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/03/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,570
COMMITMENTS
27,744 2,877 175 6,644 31,388 34,563 34,440 7 130
CHANGES FROM 12/27/16 (CHANGE IN OPEN INTEREST: 6,131)
6,157 -103 0 0 6,212 6,157 6,109 -26 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 8.3 0.5 19.2 90.8 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 8 1 3 15 12 24
Updated January 6, 2017