WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 533,550
COMMITMENTS
146,775 190,084 155,579 188,727 140,009 491,081 485,672 42,469 47,878
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -14,717)
-4,408 -10,075 -8,011 1,361 3,004 -11,058 -15,082 -3,659 365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 35.6 29.2 35.4 26.2 92.0 91.0 8.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
134 153 155 115 115 337 342
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 282,723
COMMITMENTS
97,429 74,089 39,959 119,835 144,657 257,222 258,706 25,501 24,018
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -5,819)
-4,408 -3,063 -3,326 984 17 -6,750 -6,372 931 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 26.2 14.1 42.4 51.2 91.0 91.5 9.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
78 53 62 91 84 192 179
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,756,920
COMMITMENTS
353,231 408,083 423,529 736,435 705,179 1513195 1536791 243,725 220,129
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -28,635)
2,215 3,072 -25,931 -4,928 -46 -28,643 -22,905 8 -5,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 23.2 24.1 41.9 40.1 86.1 87.5 13.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
209 177 226 333 315 654 625
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,141
COMMITMENTS
1,855 451 1,559 1,461 4,361 4,875 6,371 2,265 770
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 225)
70 11 52 233 220 356 283 -131 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 6.3 21.8 20.5 61.1 68.3 89.2 31.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 6 8 10 13 30 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 819,398
COMMITMENTS
145,682 111,066 223,174 393,154 387,617 762,010 721,857 57,388 97,541
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,939)
5,571 -7,834 -12,401 2,971 17,250 -3,859 -2,985 1,920 1,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 13.6 27.2 48.0 47.3 93.0 88.1 7.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
164 204 256 187 212 504 544
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 465,056
COMMITMENTS
137,165 38,704 110,262 179,659 285,998 427,086 434,964 37,970 30,092
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -8,088)
-5,536 4,204 5,776 -7,411 -19,154 -7,171 -9,173 -917 1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.3 23.7 38.6 61.5 91.8 93.5 8.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
108 73 129 82 81 266 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 835,537
COMMITMENTS
179,464 123,134 89,925 401,178 455,176 670,567 668,234 164,970 167,302
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -31,689)
4,449 13,472 -20,398 -3,236 -18,225 -19,186 -25,151 -12,504 -6,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 14.7 10.8 48.0 54.5 80.3 80.0 19.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
47 32 48 72 79 138 140
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 826,123
COMMITMENTS
54,836 153,564 9,739 644,363 570,131 708,938 733,434 117,186 92,689
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,802)
-2,950 7,946 -2,340 2,157 -4,498 -3,133 1,108 4,935 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 18.6 1.2 78.0 69.0 85.8 88.8 14.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
13 11 9 64 66 82 81
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,711
COMMITMENTS
908 307 232 225 1,090 1,365 1,629 346 82
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.1 17.9 13.6 13.2 63.7 79.8 95.2 20.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 3 4 7 17 11
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 402,229
COMMITMENTS
77,664 60,012 75,736 205,210 235,206 358,610 370,953 43,619 31,276
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -13,322)
5,647 -9,215 -9,033 -8,393 5,741 -11,779 -12,507 -1,543 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 14.9 18.8 51.0 58.5 89.2 92.2 10.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
74 64 97 100 97 229 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,398
COMMITMENTS
2,915 2,217 935 5,462 7,098 9,313 10,251 2,085 1,147
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -158)
-933 -98 244 763 -315 73 -169 -231 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 19.5 8.2 47.9 62.3 81.7 89.9 18.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 18 13 17 19 46 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,718,163
COMMITMENTS
278,593 443,370 120,852 1192799 995,510 1592244 1559731 125,918 158,431
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 79,348)
16,502 83,429 6,004 62,636 -10,770 85,141 78,664 -5,793 685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 25.8 7.0 69.4 57.9 92.7 90.8 7.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
52 56 43 117 125 195 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,780,495
COMMITMENTS
854,551 616,969 462,638 2073065 2168518 3390254 3248124 390,241 532,371
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -225,720)
-56,766 -11,565 -80,353 -70,240 -121,463 -207,359 -213,380 -18,361 -12,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 16.3 12.2 54.8 57.4 89.7 85.9 10.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
81 98 108 175 203 316 349
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 422,597
COMMITMENTS
79,088 58,492 7,038 252,709 227,360 338,835 292,890 83,762 129,707
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -1,655)
-13,056 6,334 118 8,182 -9,090 -4,756 -2,638 3,101 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 13.8 1.7 59.8 53.8 80.2 69.3 19.8 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 9 7 39 42 54 54
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,169,787
COMMITMENTS
427,101 648,634 200,612 2260014 1932018 2887728 2781264 282,059 388,522
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -53,125)
-31,706 -11,266 -18,279 13,869 -31,478 -36,116 -61,024 -17,009 7,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 20.5 6.3 71.3 61.0 91.1 87.7 8.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
52 70 62 123 146 212 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,603,624
COMMITMENTS
81,312 222,590 321,960 1164491 985,646 1567763 1530195 35,861 73,429
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -49,038)
17,942 -13,344 -25,827 -40,527 -17,653 -48,412 -56,824 -626 7,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 13.9 20.1 72.6 61.5 97.8 95.4 2.2 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
25 50 51 61 75 118 152
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 79,422
COMMITMENTS
53,396 5,408 1,436 14,835 62,394 69,667 69,238 9,755 10,184
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 2,020)
3,805 -667 -577 -1,096 3,107 2,132 1,862 -112 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 6.8 1.8 18.7 78.6 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
55 18 9 26 33 85 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 158,844
COMMITMENTS
106,792 10,816 2,871 29,671 124,789 139,334 138,476 19,511 20,369
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 4,041)
7,610 -1,335 -1,154 -2,192 6,214 4,264 3,725 -223 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.2 6.8 1.8 18.7 78.6 87.7 87.2 12.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
55 18 9 26 33 85 56
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 71,881
COMMITMENTS
56,841 71,763 85 14,875 0 71,801 71,848 80 33
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: -30,437)
-5,666 -6,159 -24,276 -499 0 -30,441 -30,435 4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.1 99.8 0.1 20.7 0.0 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
20 11 1 2 0 23 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,547
COMMITMENTS
13,396 5,491 5 15,097 22,979 28,498 28,475 49 72
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,169)
584 205 2 589 962 1,175 1,169 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.9 19.2 0.0 52.9 80.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
10 15 1 7 19 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/26/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 21,160
COMMITMENTS
15,752 5,649 63 5,247 15,396 21,062 21,108 98 52
CHANGES FROM 09/19/17 (CHANGE IN OPEN INTEREST: 1,042)
-854 733 14 1,871 287 1,031 1,034 11 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 26.7 0.3 24.8 72.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 7 1 3 11 15 18
Updated September 29, 2017