WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 586,032
COMMITMENTS
160,159 158,050 173,738 203,361 207,499 537,258 539,287 48,774 46,746
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -21,653)
3,788 -12,686 -9,312 -15,665 849 -21,189 -21,148 -463 -505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 27.0 29.6 34.7 35.4 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 460)
145 159 168 108 116 361 354
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 246,301
COMMITMENTS
86,550 44,089 42,893 92,868 134,893 222,311 221,875 23,990 24,426
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -811)
2,284 -2,399 -796 -437 3,819 1,051 625 -1,862 -1,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 17.9 17.4 37.7 54.8 90.3 90.1 9.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
71 57 73 87 94 199 194
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,909,551
COMMITMENTS
440,509 229,668 501,653 773,525 930,521 1715688 1661842 193,863 247,709
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 53,116)
-3,388 -8,421 27,287 34,360 38,040 58,259 56,905 -5,142 -3,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 12.0 26.3 40.5 48.7 89.8 87.0 10.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 778)
211 151 231 328 343 665 622
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,762
COMMITMENTS
2,088 1,809 1,432 3,555 5,714 7,075 8,955 2,687 807
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -182)
-63 -103 53 9 149 -2 99 -181 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 18.5 14.7 36.4 58.5 72.5 91.7 27.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 6 9 11 14 31 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 937,737
COMMITMENTS
248,765 66,765 241,792 390,008 491,537 880,566 800,095 57,171 137,643
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -1,806)
-10,023 3,899 -2,020 11,552 -4,532 -491 -2,654 -1,315 848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 7.1 25.8 41.6 52.4 93.9 85.3 6.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
195 163 251 202 263 535 575
SOYBEAN CSO - CHICAGO BOARD OF TRADE Code-005606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,211
COMMITMENTS
2,841 1,013 962 1,985 3,643 5,788 5,618 423 593
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 962)
237 184 188 516 485 942 858 20 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.7 16.3 15.5 32.0 58.7 93.2 90.5 6.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
6 4 8 7 11 15 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 435,295
COMMITMENTS
99,433 46,005 109,328 191,341 251,962 400,101 407,295 35,193 28,000
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 18,392)
-8,344 20,027 6,545 17,366 -8,849 15,567 17,722 2,825 670
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 10.6 25.1 44.0 57.9 91.9 93.6 8.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
88 84 112 95 88 255 241
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 789,392
COMMITMENTS
89,651 109,102 98,618 451,242 398,598 639,512 606,318 149,880 183,074
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 13,246)
-4,659 -3,695 7,164 -6,087 18,239 -3,582 21,708 16,828 -8,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.8 12.5 57.2 50.5 81.0 76.8 19.0 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 39 46 73 80 128 137
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 783,050
COMMITMENTS
54,873 123,846 24,120 573,696 511,400 652,689 659,366 130,361 123,684
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 15,808)
2,828 2,453 -965 731 8,052 2,594 9,540 13,214 6,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 15.8 3.1 73.3 65.3 83.4 84.2 16.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
10 14 10 64 55 81 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,957
COMMITMENTS
2,645 0 880 995 3,865 4,520 4,745 437 212
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 170)
-76 -69 262 -71 -78 115 115 55 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.4 0.0 17.8 20.1 78.0 91.2 95.7 8.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 0 5 9 15 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 431,632
COMMITMENTS
126,181 27,386 79,490 176,022 292,143 381,692 399,019 49,940 32,613
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 2,586)
1,812 -5,365 1,188 1,179 6,004 4,179 1,827 -1,593 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 6.3 18.4 40.8 67.7 88.4 92.4 11.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
96 55 93 100 98 251 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,862
COMMITMENTS
1,940 5,971 1,042 6,463 3,932 9,445 10,946 3,417 1,917
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 222)
-76 63 205 -105 10 24 278 198 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 46.4 8.1 50.2 30.6 73.4 85.1 26.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 23 10 20 11 43 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,619,778
COMMITMENTS
316,911 269,036 105,178 1085596 1071612 1507686 1445826 112,093 173,952
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 143,491)
11,349 -8,331 27,505 101,152 122,577 140,006 141,751 3,485 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 16.6 6.5 67.0 66.2 93.1 89.3 6.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
55 56 43 112 123 186 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,164,518
COMMITMENTS
525,614 810,219 477,030 2778661 2279202 3781305 3566451 383,213 598,067
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 245,338)
4,211 -59,318 16,666 188,166 258,201 209,043 215,549 36,295 29,789
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 19.5 11.5 66.7 54.7 90.8 85.6 9.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
67 106 113 162 178 296 331
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 335,599
COMMITMENTS
34,731 50,518 5,862 216,292 175,005 256,886 231,385 78,714 104,214
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 17,414)
398 6,749 5,485 1,880 -5,481 7,763 6,753 9,652 10,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 15.1 1.7 64.4 52.1 76.5 68.9 23.5 31.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
6 7 5 36 34 44 44
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,818,285
COMMITMENTS
378,118 648,741 327,396 2833672 2447357 3539187 3423495 279,098 394,790
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 188,128)
46,998 -21,669 73,321 41,952 127,657 162,270 179,308 25,857 8,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 17.0 8.6 74.2 64.1 92.7 89.7 7.3 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
50 78 68 138 160 228 266
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,456,184
COMMITMENTS
128,077 287,153 330,146 968,334 784,548 1426557 1401848 29,627 54,336
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 136,986)
-8,122 10,757 55,276 84,835 58,489 131,990 124,523 4,996 12,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 19.7 22.7 66.5 53.9 98.0 96.3 2.0 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
20 46 43 66 77 116 138
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,412
COMMITMENTS
33,746 7,862 2,528 18,081 44,739 54,355 55,129 10,057 9,283
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -233)
-1,486 162 282 552 -154 -652 289 420 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 12.2 3.9 28.1 69.5 84.4 85.6 15.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
45 25 14 32 35 85 66
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,823
COMMITMENTS
67,492 15,725 5,055 36,162 89,478 108,710 110,258 20,113 18,565
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -465)
-2,972 323 564 1,105 -308 -1,304 579 839 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.4 12.2 3.9 28.1 69.5 84.4 85.6 15.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
45 25 14 32 35 85 66
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 35,072
COMMITMENTS
27,685 34,702 369 6,908 0 34,962 35,071 110 1
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: -41)
-40 -25 0 25 0 -15 -25 -26 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.9 98.9 1.1 19.7 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
27 9 1 3 0 31 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,226
COMMITMENTS
20,464 7,732 139 11,548 24,191 32,151 32,062 75 164
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 703)
456 18 50 149 647 655 715 48 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 24.0 0.4 35.8 75.1 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 16 1 5 22 11 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/21/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,101
COMMITMENTS
35,791 2,358 175 7,090 40,395 43,056 42,928 45 173
CHANGES FROM 02/14/17 (CHANGE IN OPEN INTEREST: 610)
380 -1,139 0 234 1,697 614 558 -4 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.0 5.5 0.4 16.4 93.7 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 7 1 4 13 14 21
Updated February 24, 2017