WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 650,366
COMMITMENTS
142,018 184,511 238,792 220,356 177,853 601,166 601,156 49,199 49,210
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 53,464)
4,853 26,610 29,581 16,019 -2,407 50,453 53,784 3,011 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 28.4 36.7 33.9 27.3 92.4 92.4 7.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
142 152 178 130 122 368 370
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 310,503
COMMITMENTS
105,478 62,659 65,466 112,958 154,020 283,902 282,144 26,601 28,359
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 26,448)
1,139 15,588 11,650 12,276 -1,100 25,065 26,138 1,383 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.0 20.2 21.1 36.4 49.6 91.4 90.9 8.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
87 58 82 92 87 212 207
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,874,724
COMMITMENTS
349,465 310,017 512,569 783,016 813,196 1645050 1635782 229,674 238,942
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 82,621)
-2,496 43,911 37,086 39,667 1,748 74,256 82,745 8,364 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 16.5 27.3 41.8 43.4 87.7 87.3 12.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 806)
218 172 245 353 334 698 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,895
COMMITMENTS
2,559 492 1,406 547 4,270 4,512 6,168 2,383 727
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -654)
-172 147 17 -192 -692 -348 -529 -307 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 7.1 20.4 7.9 61.9 65.4 89.5 34.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 5 8 9 11 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,727
COMMITMENTS
128,899 139,777 269,179 424,477 372,039 822,555 780,995 55,172 96,732
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 19,172)
486 12,743 14,937 3,252 -6,022 18,675 21,658 497 -2,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 15.9 30.7 48.4 42.4 93.7 89.0 6.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 649)
175 196 248 184 224 503 545
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 19,277
COMMITMENTS
5,438 2,033 115 1 4,048 5,554 6,196 13,723 13,081
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -419)
159 -45 -58 0 6 101 -97 -520 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 10.5 0.6 0.0 21.0 28.8 32.1 71.2 67.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 5 1 12 7 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 454,813
COMMITMENTS
111,644 54,032 116,106 189,981 253,294 417,731 423,433 37,082 31,381
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 5,217)
-10,271 -7,166 11,427 570 1,321 1,726 5,582 3,491 -365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 11.9 25.5 41.8 55.7 91.8 93.1 8.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
81 83 119 84 79 248 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,593
COMMITMENTS
174,011 127,861 146,026 440,944 489,886 760,981 763,773 186,612 183,820
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 43,635)
-1,579 6,282 17,750 18,624 17,199 34,795 41,231 8,840 2,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 13.5 15.4 46.5 51.7 80.3 80.6 19.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
30 42 49 76 85 138 144
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 890,626
COMMITMENTS
89,773 168,963 19,972 653,913 606,988 763,659 795,923 126,967 94,702
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 20,252)
2,768 12,743 2,853 4,704 10,720 10,325 26,316 9,927 -6,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.0 2.2 73.4 68.2 85.7 89.4 14.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
14 16 14 64 69 87 90
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,665
COMMITMENTS
926 163 132 379 1,188 1,437 1,483 228 182
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -174)
89 29 -38 -116 -38 -65 -47 -109 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.6 9.8 7.9 22.8 71.4 86.3 89.1 13.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 2 3 3 6 15 11
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 427,563
COMMITMENTS
66,393 83,777 95,046 221,858 213,577 383,296 392,399 44,267 35,164
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 20,741)
-1,604 9,421 13,501 3,442 -5,566 15,339 17,356 5,401 3,385
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 19.6 22.2 51.9 50.0 89.6 91.8 10.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
66 67 82 102 89 215 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,781
COMMITMENTS
3,204 1,967 1,106 3,889 6,411 8,199 9,484 2,582 1,297
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -228)
31 39 2 -264 -453 -232 -412 4 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 18.2 10.3 36.1 59.5 76.1 88.0 23.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
26 20 14 19 15 54 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,602,699
COMMITMENTS
246,675 360,041 104,648 1110782 976,480 1462104 1441169 140,595 161,531
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 90,049)
19,506 6,052 16,917 46,744 59,416 83,167 82,385 6,882 7,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 22.5 6.5 69.3 60.9 91.2 89.9 8.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
48 64 45 126 131 197 217
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,161,695
COMMITMENTS
894,009 627,462 559,138 2308846 2392075 3761993 3578674 399,703 583,021
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 160,057)
32,519 -39,702 83,490 37,805 84,727 153,814 128,515 6,243 31,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 15.1 13.4 55.5 57.5 90.4 86.0 9.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
85 96 109 188 208 332 355
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 420,012
COMMITMENTS
81,427 68,877 3,491 248,012 224,412 332,930 296,780 87,082 123,232
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 2,027)
-2,807 3,395 -1,340 5,453 5,917 1,306 7,972 721 -5,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 16.4 0.8 59.0 53.4 79.3 70.7 20.7 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
11 8 9 40 39 56 51
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,399,782
COMMITMENTS
500,649 621,498 236,051 2356616 2157010 3093316 3014560 306,466 385,222
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 107,166)
30,722 3,890 29,718 36,890 66,114 97,330 99,721 9,836 7,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 18.3 6.9 69.3 63.4 91.0 88.7 9.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
52 71 69 134 160 230 256
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,679,210
COMMITMENTS
39,203 298,300 384,521 1221971 929,639 1645695 1612460 33,514 66,750
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 44,935)
3,218 -22,435 20,214 22,728 45,388 46,160 43,168 -1,225 1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 17.8 22.9 72.8 55.4 98.0 96.0 2.0 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
19 56 47 59 67 112 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,046
COMMITMENTS
50,525 4,280 1,750 14,710 60,723 66,985 66,753 10,061 10,293
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 202)
87 -2,256 -351 193 3,140 -70 533 273 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 5.6 2.3 19.1 78.8 86.9 86.6 13.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
49 14 11 26 37 78 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 154,092
COMMITMENTS
101,050 8,560 3,500 29,420 121,445 133,970 133,506 20,121 20,586
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: 405)
174 -4,513 -702 387 6,281 -141 1,066 546 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.6 5.6 2.3 19.1 78.8 86.9 86.6 13.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
49 14 11 26 37 78 59
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 47,905
COMMITMENTS
32,190 47,552 256 15,407 0 47,853 47,808 52 97
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -61)
-62 -80 0 0 0 -62 -80 1 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 99.3 0.5 32.2 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
20 16 1 3 0 24 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,230
COMMITMENTS
21,247 4,774 310 9,631 26,064 31,188 31,148 42 82
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -324)
311 -323 271 -920 -189 -338 -241 14 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.0 15.3 1.0 30.8 83.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 14 1 7 20 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/22/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,343
COMMITMENTS
10,885 5,209 4 10,439 16,027 21,328 21,240 15 103
CHANGES FROM 08/15/17 (CHANGE IN OPEN INTEREST: -736)
-493 -17 -28 -194 -679 -715 -724 -21 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.0 24.4 0.0 48.9 75.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 10 1 4 9 14 19
Updated August 25, 2017