WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 589,307
COMMITMENTS
145,655 194,901 170,191 224,140 180,114 539,986 545,206 49,321 44,101
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -9,707)
2,135 -11,185 -664 -10,252 2,963 -8,781 -8,886 -926 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 33.1 28.9 38.0 30.6 91.6 92.5 8.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
148 158 171 114 108 364 355
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,385
COMMITMENTS
85,070 58,063 44,676 95,065 121,768 224,811 224,507 24,574 24,878
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 3,661)
3,177 -30 698 -660 1,940 3,214 2,608 447 1,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 23.3 17.9 38.1 48.8 90.1 90.0 9.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
79 56 81 84 90 207 199
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,729,810
COMMITMENTS
405,208 261,198 424,125 706,771 805,812 1536104 1491135 193,706 238,674
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 79,224)
21,793 -9,274 44,441 4,388 35,394 70,623 70,561 8,601 8,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 15.1 24.5 40.9 46.6 88.8 86.2 11.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
187 163 230 310 326 637 614
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,645
COMMITMENTS
2,001 1,858 1,416 3,216 5,165 6,633 8,439 3,012 1,206
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 400)
112 62 86 -54 159 144 307 256 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 19.3 14.7 33.3 53.6 68.8 87.5 31.2 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 6 9 11 13 31 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 894,710
COMMITMENTS
240,527 64,125 218,290 377,556 475,762 836,374 758,178 58,337 136,533
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 14,326)
-11,377 -6,680 19,908 4,759 1,478 13,290 14,706 1,036 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 7.2 24.4 42.2 53.2 93.5 84.7 6.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
207 142 235 200 251 524 539
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 436,421
COMMITMENTS
106,514 28,896 116,424 177,181 262,186 400,120 407,507 36,301 28,914
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -8,469)
-15,511 -10,359 4,297 1,486 -4,890 -9,728 -10,952 1,259 2,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 6.6 26.7 40.6 60.1 91.7 93.4 8.3 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
90 70 121 90 87 257 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,079
COMMITMENTS
76,572 118,451 80,109 451,888 366,569 608,569 565,129 144,510 187,950
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 28,389)
3,028 11,714 6,531 10,587 4,291 20,146 22,536 8,243 5,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 15.7 10.6 60.0 48.7 80.8 75.0 19.2 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
23 37 40 69 75 117 127
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 742,299
COMMITMENTS
55,631 124,515 19,392 556,166 487,722 631,190 631,629 111,109 110,670
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 34,482)
424 3,247 14,176 20,824 21,839 35,424 39,262 -943 -4,780
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 16.8 2.6 74.9 65.7 85.0 85.1 15.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
12 14 11 63 54 82 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,941
COMMITMENTS
2,552 0 677 1,307 4,027 4,536 4,704 405 237
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -475)
418 -114 -471 -443 99 -496 -486 21 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.6 0.0 13.7 26.5 81.5 91.8 95.2 8.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 0 6 11 14 26 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 419,089
COMMITMENTS
120,155 33,926 74,788 172,504 279,914 367,447 388,628 51,642 30,461
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 1,857)
-770 2,994 -142 2,426 -1,693 1,513 1,158 344 699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 8.1 17.8 41.2 66.8 87.7 92.7 12.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
100 46 94 100 99 246 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,607
COMMITMENTS
2,054 5,910 780 6,594 3,890 9,428 10,581 3,179 2,027
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 511)
16 145 99 114 278 229 522 282 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 46.9 6.2 52.3 30.9 74.8 83.9 25.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 24 12 21 13 46 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,361,195
COMMITMENTS
280,072 267,099 66,773 902,470 869,299 1249316 1203171 111,879 158,024
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 30,365)
9,499 27,513 -675 15,360 9,033 24,183 35,871 6,182 -5,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 19.6 4.9 66.3 63.9 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
53 56 41 108 108 182 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,784,372
COMMITMENTS
465,520 757,217 422,783 2541277 2031842 3429579 3211842 354,793 572,530
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 86,374)
-35,607 -93,467 20,926 92,348 109,149 77,667 36,608 8,707 49,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 20.0 11.2 67.2 53.7 90.6 84.9 9.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
61 105 111 167 176 298 322
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 317,886
COMMITMENTS
30,034 43,165 380 207,989 184,021 238,402 227,566 79,484 90,321
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 5,163)
-2,666 -2 -118 7,216 15,132 4,432 15,012 731 -9,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 13.6 0.1 65.4 57.9 75.0 71.6 25.0 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
4 4 2 35 34 40 39
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,465,836
COMMITMENTS
367,940 577,486 251,040 2593490 2248474 3212469 3076999 253,367 388,837
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 99,923)
21,464 -25,401 -104 79,391 109,982 100,752 84,478 -829 15,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.7 7.2 74.8 64.9 92.7 88.8 7.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
47 73 68 140 161 230 259
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,195,186
COMMITMENTS
109,995 242,244 255,103 806,999 653,612 1172097 1150959 23,089 44,226
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -105,548)
-45,406 -21,123 27,909 -11,819 -43,358 -29,316 -36,573 -76,232 -68,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 20.3 21.3 67.5 54.7 98.1 96.3 1.9 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
22 48 37 58 70 101 137
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,124
COMMITMENTS
37,071 7,914 1,652 16,953 45,784 55,676 55,350 9,448 9,774
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 156)
1,053 -1,716 444 -659 399 838 -873 -682 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 12.2 2.5 26.0 70.3 85.5 85.0 14.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
46 19 10 30 35 81 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,248
COMMITMENTS
74,141 15,827 3,304 33,906 91,568 111,352 110,700 18,896 19,548
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 312)
2,106 -3,432 888 -1,318 798 1,676 -1,746 -1,364 2,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.9 12.2 2.5 26.0 70.3 85.5 85.0 14.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
46 19 10 30 35 81 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 37,091
COMMITMENTS
28,411 36,709 369 8,198 0 36,978 37,078 113 13
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: 2,044)
2,077 2,035 0 -39 0 2,038 2,035 6 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 99.0 1.0 22.1 0.0 99.7 100.0 0.3 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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,867
COMMITMENTS
21,113 8,236 89 10,639 23,332 31,841 31,657 26 210
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -1,533)
-160 1,092 -84 -2 -1,259 -246 -251 -1,287 -1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.3 25.8 0.3 33.4 73.2 99.9 99.3 0.1 0.7
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 02/07/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,129
COMMITMENTS
35,756 3,314 175 7,136 39,524 43,067 43,013 62 116
CHANGES FROM 01/31/17 (CHANGE IN OPEN INTEREST: -3,195)
2,048 -85 0 115 2,301 2,163 2,216 -5,358 -5,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.9 7.7 0.4 16.5 91.6 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 8 1 5 14 15 23
Updated February 10, 2017