WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,848
COMMITMENTS
146,282 199,159 185,646 222,506 174,098 554,434 558,903 49,414 44,944
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -9,385)
-6,879 -4,534 996 -2,119 -5,841 -8,002 -9,380 -1,383 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 33.0 30.7 36.8 28.8 91.8 92.6 8.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
153 165 172 108 112 377 356
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 241,812
COMMITMENTS
84,606 50,602 44,885 89,320 122,690 218,811 218,176 23,001 23,636
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -3,641)
-346 -2,170 -653 -2,641 -1,168 -3,639 -3,991 -2 350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 20.9 18.6 36.9 50.7 90.5 90.2 9.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
80 51 73 79 85 197 184
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,682,765
COMMITMENTS
402,690 268,304 412,062 681,138 768,332 1495890 1448698 186,875 234,067
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 33,494)
27,518 -27,603 13,475 -5,181 35,295 35,813 21,168 -2,318 12,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 15.9 24.5 40.5 45.7 88.9 86.1 11.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 770)
199 158 225 306 335 635 620
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,643
COMMITMENTS
1,899 1,670 1,391 3,473 5,212 6,763 8,273 2,880 1,370
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 307)
333 -220 78 -256 230 156 88 150 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 17.3 14.4 36.0 54.0 70.1 85.8 29.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 9 9 13 11 33 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,526
COMMITMENTS
268,821 67,963 205,945 358,065 483,217 832,831 757,126 55,695 131,400
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 56,178)
32,610 -809 17,957 2,509 34,975 53,076 52,122 3,102 4,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 7.6 23.2 40.3 54.4 93.7 85.2 6.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
218 159 223 191 268 518 561
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 441,762
COMMITMENTS
144,110 26,151 101,603 159,066 293,513 404,778 421,267 36,983 20,494
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 15,022)
2,719 -3,024 11,442 1,795 7,610 15,956 16,029 -934 -1,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 5.9 23.0 36.0 66.4 91.6 95.4 8.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
120 60 109 86 91 265 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 771,347
COMMITMENTS
85,210 108,993 97,549 448,862 387,340 631,621 593,882 139,726 177,465
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,965)
-509 1,648 8,691 -2,405 6,310 5,777 16,648 -812 -11,683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 14.1 12.6 58.2 50.2 81.9 77.0 18.1 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
33 35 43 74 76 128 133
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,732
COMMITMENTS
56,508 132,292 2,510 523,567 456,013 582,586 590,815 114,146 105,917
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 4,325)
-4,390 -2,308 793 11,273 10,097 7,677 8,582 -3,352 -4,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 19.0 0.4 75.1 65.5 83.6 84.8 16.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 14 9 55 52 73 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,044
COMMITMENTS
2,646 536 1,119 1,845 4,191 5,610 5,846 434 198
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 205)
-119 48 -53 448 276 276 271 -71 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 8.9 18.5 30.5 69.3 92.8 96.7 7.2 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
13 3 6 10 18 27 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 419,352
COMMITMENTS
118,915 25,886 78,386 171,420 287,466 368,722 391,739 50,630 27,613
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 26,307)
14,714 -6,145 10,101 1,212 21,192 26,027 25,147 280 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 6.2 18.7 40.9 68.6 87.9 93.4 12.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
100 52 92 98 97 248 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,664
COMMITMENTS
2,026 5,569 476 6,531 3,672 9,033 9,717 2,632 1,948
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: -242)
58 -74 -22 -507 -224 -471 -321 229 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 47.7 4.1 56.0 31.5 77.4 83.3 22.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 21 8 21 10 42 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,264,363
COMMITMENTS
257,461 258,451 69,923 829,000 778,872 1156384 1107246 107,978 157,117
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 81,342)
16,615 23,964 1,780 59,868 59,535 78,263 85,279 3,078 -3,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 20.4 5.5 65.6 61.6 91.5 87.6 8.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
56 47 39 105 106 178 175
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,827,971
COMMITMENTS
531,694 814,793 495,868 2458958 1982882 3486519 3293543 341,452 534,428
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 72,081)
78,826 15,742 45,236 -69,385 24,805 54,676 85,782 17,404 -13,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 21.3 13.0 64.2 51.8 91.1 86.0 8.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
62 115 112 173 184 309 337
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 309,511
COMMITMENTS
35,302 43,472 377 202,452 173,208 238,131 217,057 71,380 92,454
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 11,116)
-1,582 7,299 -2,285 9,397 18,615 5,530 23,629 5,587 -12,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 14.0 0.1 65.4 56.0 76.9 70.1 23.1 29.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
5 4 2 39 34 45 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,319,765
COMMITMENTS
303,310 588,196 281,685 2497563 2070806 3082558 2940688 237,207 379,077
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 114,340)
39,540 -26,145 67,062 19,661 68,345 126,264 109,263 -11,924 5,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.7 8.5 75.2 62.4 92.9 88.6 7.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
47 73 67 139 161 229 258
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,119,295
COMMITMENTS
148,224 232,990 207,789 733,291 632,087 1089305 1072867 29,990 46,429
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 149,473)
52,929 11,716 78,101 15,927 60,884 146,957 150,701 2,516 -1,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 20.8 18.6 65.5 56.5 97.3 95.9 2.7 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
25 39 38 55 66 101 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,269
COMMITMENTS
41,077 9,173 1,331 15,484 48,476 57,892 58,980 10,376 9,289
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,713)
3,705 4,329 -706 -1,831 -1,400 1,167 2,223 546 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 13.4 1.9 22.7 71.0 84.8 86.4 15.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
48 22 12 29 35 82 64
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,537
COMMITMENTS
82,155 18,346 2,661 30,969 96,952 115,785 117,959 20,752 18,578
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 3,426)
7,410 8,659 -1,413 -3,662 -2,800 2,335 4,447 1,091 -1,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 13.4 1.9 22.7 71.0 84.8 86.4 15.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
48 22 12 29 35 82 64
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,711
COMMITMENTS
26,177 34,338 369 8,043 0 34,589 34,707 122 4
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 1,168)
1,175 1,168 0 0 0 1,175 1,168 -7 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 98.9 1.1 23.2 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
28 8 1 3 0 32 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,285
COMMITMENTS
21,725 7,515 329 10,194 24,238 32,248 32,082 37 203
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 310)
-715 874 160 902 -708 347 326 -37 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.3 23.3 1.0 31.6 75.1 99.9 99.4 0.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 15 1 5 22 11 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,708
COMMITMENTS
30,870 2,795 175 6,648 34,594 37,693 37,564 15 144
CHANGES FROM 01/17/17 (CHANGE IN OPEN INTEREST: 151)
163 -308 0 0 481 163 173 -12 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.9 7.4 0.5 17.6 91.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 7 1 3 15 15 23
Updated January 27, 2017