WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,455
COMMITMENTS
140,243 151,973 134,402 163,705 151,532 438,351 437,907 42,104 42,548
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -107,810)
-5,502 -18,157 -79,567 -20,258 -6,503 -105,327 -104,228 -2,483 -3,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 31.6 28.0 34.1 31.5 91.2 91.1 8.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
128 136 154 102 119 323 327
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 276,764
COMMITMENTS
103,870 40,657 50,052 100,249 160,873 254,171 251,582 22,593 25,182
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -26,281)
1,903 -4,353 -16,742 -8,360 -720 -23,199 -21,814 -3,082 -4,467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 14.7 18.1 36.2 58.1 91.8 90.9 8.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
78 53 76 84 90 203 190
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,729,295
COMMITMENTS
328,566 389,877 418,179 740,340 704,065 1487085 1512121 242,210 217,174
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -136,933)
-28,187 31,118 -96,939 -5,018 -64,962 -130,144 -130,783 -6,789 -6,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 22.5 24.2 42.8 40.7 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
197 166 227 345 321 659 625
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,900
COMMITMENTS
2,533 16 829 615 5,154 3,978 5,999 2,922 901
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,160)
-107 -10 -120 -958 -849 -1,184 -978 25 -182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 0.2 12.0 8.9 74.7 57.6 86.9 42.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
22 1 7 11 12 34 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 839,666
COMMITMENTS
117,229 230,373 219,358 441,626 282,131 778,213 731,862 61,453 107,804
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -76,871)
-8,960 22,000 -44,149 -24,456 -52,293 -77,565 -74,442 694 -2,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 27.4 26.1 52.6 33.6 92.7 87.2 7.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
156 186 233 194 216 483 532
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,615
COMMITMENTS
101,644 81,455 91,936 181,047 203,696 374,627 377,087 32,987 30,528
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -43,082)
-5,686 -12,750 -24,790 -10,113 -3,419 -40,589 -40,959 -2,493 -2,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 20.0 22.6 44.4 50.0 91.9 92.5 8.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
88 76 121 94 83 259 237
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 903,190
COMMITMENTS
170,134 106,159 136,628 407,463 489,083 714,224 731,870 188,966 171,320
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -39,033)
30,107 6,118 -24,257 -35,098 -16,742 -29,248 -34,881 -9,785 -4,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 11.8 15.1 45.1 54.2 79.1 81.0 20.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
48 26 47 75 89 137 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 784,159
COMMITMENTS
65,893 140,799 11,543 585,764 542,532 663,200 694,874 120,959 89,285
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 17,690)
27,748 -887 -790 -5,952 17,609 21,006 15,932 -3,316 1,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 18.0 1.5 74.7 69.2 84.6 88.6 15.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
16 14 12 60 64 81 85
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,269
COMMITMENTS
682 312 458 864 1,351 2,004 2,121 265 148
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -202)
-104 121 -147 85 -115 -166 -141 -36 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 13.8 20.2 38.1 59.5 88.3 93.5 11.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
9 3 4 6 9 16 15
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 417,171
COMMITMENTS
75,018 114,985 90,594 207,600 172,506 373,212 378,085 43,959 39,086
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -28,102)
-7,983 11,284 -6,847 -8,588 -31,715 -23,418 -27,279 -4,684 -823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 27.6 21.7 49.8 41.4 89.5 90.6 10.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
68 86 83 107 91 225 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,117
COMMITMENTS
3,075 1,992 826 4,044 5,627 7,945 8,445 2,172 1,672
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -1,094)
-243 -28 -520 -314 -654 -1,077 -1,201 -16 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 19.7 8.2 40.0 55.6 78.5 83.5 21.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 13 10 24 15 50 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,305,003
COMMITMENTS
212,844 354,927 43,204 924,519 745,051 1180568 1143182 124,436 161,821
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -45,308)
2,279 30,393 -6,345 -53,714 -75,427 -57,780 -51,379 12,472 6,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 27.2 3.3 70.8 57.1 90.5 87.6 9.5 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
54 55 35 106 113 175 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,586,321
COMMITMENTS
827,918 524,530 352,829 2013472 2146366 3194218 3023725 392,103 562,596
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -259,840)
-65,613 3,991 -80,202 -115,308 -208,962 -261,123 -285,173 1,284 25,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 14.6 9.8 56.1 59.8 89.1 84.3 10.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
76 98 105 167 183 301 328
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 386,901
COMMITMENTS
87,056 56,197 1,289 215,648 217,611 303,993 275,097 82,908 111,804
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 8,008)
23,371 10,970 -3,247 -7,420 -7,122 12,704 601 -4,695 7,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 14.5 0.3 55.7 56.2 78.6 71.1 21.4 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
9 8 7 32 35 45 46
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,264,743
COMMITMENTS
468,795 639,800 158,895 2363279 2087071 2990969 2885766 273,774 378,977
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 12,448)
-8,724 30,147 -21,479 58,074 1,757 27,871 10,425 -15,423 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 19.6 4.9 72.4 63.9 91.6 88.4 8.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
51 66 63 129 151 217 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,698,624
COMMITMENTS
212,081 377,971 337,997 1103482 916,263 1653560 1632230 45,064 66,393
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -39,139)
-67,142 42,559 -330 28,111 -84,554 -39,361 -42,325 222 3,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 22.3 19.9 65.0 53.9 97.3 96.1 2.7 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
16 48 55 62 73 120 143
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,278
COMMITMENTS
38,948 4,905 3,953 14,728 48,849 57,629 57,707 8,648 8,571
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 4,654)
4,410 1,121 -104 195 4,998 4,502 6,015 152 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 7.4 6.0 22.2 73.7 87.0 87.1 13.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
46 19 11 27 29 78 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,555
COMMITMENTS
77,896 9,809 7,906 29,457 97,698 115,259 115,414 17,297 17,142
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 9,307)
8,821 2,241 -208 391 9,996 9,004 12,029 304 -2,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.8 7.4 6.0 22.2 73.7 87.0 87.1 13.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
46 19 11 27 29 78 54
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 34,522
COMMITMENTS
29,704 33,929 256 4,398 210 34,358 34,395 164 127
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -14,482)
-8,183 -8,114 -6,360 -20 -20 -14,563 -14,494 81 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.0 98.3 0.7 12.7 0.6 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
21 16 1 2 1 24 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,906
COMMITMENTS
17,338 4,989 39 12,460 24,757 29,837 29,785 69 121
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: 1,864)
2,734 -146 -53 -785 2,031 1,896 1,832 -32 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 16.7 0.1 41.7 82.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
11 13 1 6 19 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/27/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,885
COMMITMENTS
12,742 4,618 0 10,103 18,206 22,845 22,824 40 61
CHANGES FROM 06/20/17 (CHANGE IN OPEN INTEREST: -3,142)
-3,284 17 0 156 -3,168 -3,128 -3,151 -14 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.7 20.2 0.0 44.1 79.6 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 9 0 5 11 16 20
Updated June 30, 2017