WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,852
COMMITMENTS
145,631 187,733 188,840 205,345 156,930 539,815 533,502 44,037 50,350
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 31,800)
1,863 5,644 22,219 4,807 2,411 28,889 30,274 2,911 1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 32.2 32.3 35.2 26.9 92.5 91.4 7.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
137 145 157 114 110 338 334
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 297,387
COMMITMENTS
92,214 81,209 48,436 131,004 141,562 271,654 271,208 25,733 26,180
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 11,073)
-628 8,287 5,040 6,020 -3,025 10,432 10,302 641 771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 27.3 16.3 44.1 47.6 91.3 91.2 8.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
78 55 71 92 83 200 186
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,833,377
COMMITMENTS
347,846 430,590 462,472 773,197 708,998 1583514 1602059 249,863 231,318
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 28,680)
-2,162 15,161 10,337 11,974 -2,647 20,149 22,851 8,531 5,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 23.5 25.2 42.2 38.7 86.4 87.4 13.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 803)
211 191 234 340 316 663 641
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,978
COMMITMENTS
1,878 480 1,521 1,372 4,301 4,771 6,302 2,207 676
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 147)
-15 0 -21 216 229 180 208 -33 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 6.9 21.8 19.7 61.6 68.4 90.3 31.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 5 8 11 12 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,789
COMMITMENTS
139,061 98,447 240,125 433,885 437,444 813,071 776,015 64,718 101,774
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 29,097)
-7,340 -12,964 11,410 20,828 29,066 24,899 27,513 4,198 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.2 27.4 49.4 49.8 92.6 88.4 7.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 633)
168 194 267 190 207 518 544
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,218
COMMITMENTS
112,454 61,192 125,146 188,519 243,861 426,119 430,198 35,099 31,020
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 10,887)
-1,590 3,395 5,729 5,785 764 9,924 9,888 963 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 13.3 27.1 40.9 52.9 92.4 93.3 7.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
92 80 138 81 78 261 246
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 889,922
COMMITMENTS
160,747 125,317 117,632 444,163 465,266 722,543 708,215 167,379 181,706
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 14,690)
8,631 -3,990 2,677 -995 9,900 10,313 8,587 4,377 6,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 14.1 13.2 49.9 52.3 81.2 79.6 18.8 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
44 33 51 79 81 143 145
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,176
COMMITMENTS
61,252 153,620 16,573 639,949 557,528 717,774 727,721 110,403 100,455
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 8,789)
-3,257 5,273 2,760 6,860 -3,880 6,362 4,153 2,426 4,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 18.5 2.0 77.3 67.3 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
15 11 14 61 60 82 79
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,630
COMMITMENTS
973 384 196 87 857 1,256 1,437 374 193
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -74)
-48 62 -9 -39 -194 -96 -141 22 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 23.6 12.0 5.3 52.6 77.1 88.2 22.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 4 4 2 6 13 12
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 396,958
COMMITMENTS
80,585 49,241 84,389 185,742 231,295 350,716 364,925 46,242 32,033
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -993)
2,473 -7,669 5,791 -11,527 -157 -3,263 -2,035 2,270 1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 12.4 21.3 46.8 58.3 88.4 91.9 11.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
73 72 88 96 88 220 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,239
COMMITMENTS
2,044 2,088 1,205 5,899 6,710 9,148 10,003 2,091 1,236
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -172)
-145 -6 -130 65 -215 -211 -352 38 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 18.6 10.7 52.5 59.7 81.4 89.0 18.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
23 16 14 17 16 43 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,821,149
COMMITMENTS
236,401 479,117 139,921 1323668 1037546 1699990 1656585 121,159 164,564
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 92,597)
14,022 43,125 -127 84,550 54,836 98,444 97,834 -5,848 -5,237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 26.3 7.7 72.7 57.0 93.3 91.0 6.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
51 55 40 118 132 192 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,895,918
COMMITMENTS
815,340 631,899 527,280 2177871 2142111 3520490 3301289 375,427 594,628
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 77,084)
-8,981 15,397 4,786 84,124 35,168 79,930 55,352 -2,846 21,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 16.2 13.5 55.9 55.0 90.4 84.7 9.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
76 102 108 181 208 318 357
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,431
COMMITMENTS
69,384 53,803 9,519 267,317 226,265 346,220 289,587 80,211 136,844
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: -5,602)
-9,158 -2,769 2,418 2,559 -11,467 -4,181 -11,818 -1,421 6,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 12.6 2.2 62.7 53.1 81.2 67.9 18.8 32.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 8 8 39 41 55 52
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,242,050
COMMITMENTS
387,007 675,781 230,589 2364448 1946500 2982043 2852869 260,008 389,181
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 26,076)
-11,766 2,506 19,650 31,363 -4,120 39,248 18,037 -13,172 8,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 20.8 7.1 72.9 60.0 92.0 88.0 8.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
54 69 66 140 155 230 254
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,547,851
COMMITMENTS
79,145 203,937 321,689 1111620 951,452 1512453 1477077 35,397 70,773
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 45,726)
26,652 5,924 10,398 4,671 25,181 41,720 41,502 4,006 4,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 13.2 20.8 71.8 61.5 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
18 56 45 64 74 115 149
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,493
COMMITMENTS
49,300 8,269 1,706 16,284 58,701 67,289 68,675 11,204 9,818
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 776)
-604 1,479 49 1,121 13 566 1,541 210 -765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 10.5 2.2 20.7 74.8 85.7 87.5 14.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
49 23 11 28 32 82 61
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 156,986
COMMITMENTS
98,600 16,538 3,411 32,567 117,401 134,578 137,351 22,408 19,635
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,551)
-1,207 2,957 98 2,241 27 1,132 3,082 420 -1,531
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 10.5 2.2 20.7 74.8 85.7 87.5 14.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
49 23 11 28 32 82 61
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 53,470
COMMITMENTS
38,567 53,336 85 14,748 0 53,400 53,421 70 49
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 636)
1,361 636 0 -744 0 617 636 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.1 99.7 0.2 27.6 0.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
21 12 1 2 0 24 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493
COMMITMENTS
13,737 5,224 5 15,695 24,197 29,437 29,426 56 67
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 1,153)
584 113 0 593 1,034 1,177 1,147 -24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.6 17.7 0.0 53.2 82.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 16 1 7 19 16 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/10/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,528
COMMITMENTS
16,697 5,440 64 3,718 14,973 20,479 20,477 49 51
CHANGES FROM 10/03/17 (CHANGE IN OPEN INTEREST: 143)
878 -95 0 -722 236 156 141 -13 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 26.5 0.3 18.1 72.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 10 1 3 11 12 21
Updated October 13, 2017