WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,080
COMMITMENTS
143,503 194,701 206,806 212,137 156,429 562,445 557,936 45,635 50,145
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 24,228)
-2,128 6,968 17,966 6,792 -501 22,630 24,434 1,598 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 32.0 34.0 34.9 25.7 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
141 147 160 113 107 346 334
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 307,178
COMMITMENTS
94,991 89,148 53,783 133,798 138,436 282,572 281,367 24,606 25,811
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 9,791)
2,777 7,939 5,347 2,794 -3,126 10,917 10,160 -1,126 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 29.0 17.5 43.6 45.1 92.0 91.6 8.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
81 59 75 96 84 210 193
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,869,045
COMMITMENTS
341,186 437,504 489,817 786,229 706,104 1617232 1633425 251,813 235,619
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 35,668)
-6,659 6,914 27,345 13,032 -2,893 33,718 31,367 1,950 4,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 23.4 26.2 42.1 37.8 86.5 87.4 13.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 812)
208 198 230 345 327 667 655
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,799
COMMITMENTS
2,225 191 1,700 1,549 5,093 5,473 6,984 2,326 815
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 822)
346 -289 179 176 792 702 682 119 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 2.4 21.8 19.9 65.3 70.2 89.5 29.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 5 8 10 12 31 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 907,268
COMMITMENTS
162,656 81,441 249,550 434,055 470,956 846,261 801,946 61,007 105,322
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 29,479)
23,595 -17,006 9,425 170 33,512 33,190 25,931 -3,711 3,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 9.0 27.5 47.8 51.9 93.3 88.4 6.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
192 177 260 189 216 528 535
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 472,962
COMMITMENTS
118,261 61,088 130,710 190,993 251,097 439,964 442,896 32,998 30,066
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 11,744)
5,807 -104 5,564 2,474 7,237 13,845 12,697 -2,101 -953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 12.9 27.6 40.4 53.1 93.0 93.6 7.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
102 71 133 84 80 265 243
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 880,798
COMMITMENTS
168,214 118,570 104,790 445,229 479,794 718,233 703,153 162,564 177,645
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -9,124)
7,467 -6,747 -12,843 1,066 14,528 -4,310 -5,063 -4,814 -4,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 13.5 11.9 50.5 54.5 81.5 79.8 18.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
43 33 49 79 83 142 145
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,311
COMMITMENTS
61,277 153,454 14,652 657,783 585,221 733,712 753,327 113,599 93,984
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 19,135)
25 -166 -1,921 17,834 27,693 15,939 25,606 3,196 -6,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 18.1 1.7 77.6 69.1 86.6 88.9 13.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
15 12 13 64 65 86 83
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,671
COMMITMENTS
996 713 174 144 594 1,314 1,481 357 190
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 41)
23 329 -22 57 -263 58 44 -17 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.6 42.7 10.4 8.6 35.5 78.6 88.6 21.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 5 5 3 6 15 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 416,353
COMMITMENTS
83,395 42,168 90,881 192,862 250,303 367,138 383,352 49,215 33,001
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 19,395)
2,809 -7,074 6,492 7,120 19,008 16,422 18,426 2,973 968
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 10.1 21.8 46.3 60.1 88.2 92.1 11.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
78 70 101 93 88 227 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,065
COMMITMENTS
1,874 2,018 1,176 5,754 6,787 8,803 9,981 2,262 1,085
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -174)
-170 -70 -29 -146 77 -345 -22 171 -152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 18.2 10.6 52.0 61.3 79.6 90.2 20.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
20 18 14 16 18 42 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,918,591
COMMITMENTS
269,399 579,948 155,100 1370178 1019447 1794678 1754496 123,913 164,095
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 97,442)
32,999 100,831 15,179 46,510 -18,099 94,688 97,911 2,754 -469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 30.2 8.1 71.4 53.1 93.5 91.4 6.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
48 67 41 121 124 196 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,751,320
COMMITMENTS
717,578 640,121 532,269 2155004 2014693 3404851 3187084 346,469 564,236
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -144,598)
-97,761 8,221 4,990 -22,867 -127,417 -115,639 -114,206 -28,959 -30,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.1 14.2 57.4 53.7 90.8 85.0 9.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
73 111 112 187 209 324 368
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| 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
50,516 61,769 10,210 283,598 219,196 344,324 291,175 82,107 135,256
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 0)
-18,869 7,966 691 16,281 -7,069 -1,897 1,588 1,897 -1,588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.5 2.4 66.5 51.4 80.7 68.3 19.3 31.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 10 9 42 42 58 55
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,235,042
COMMITMENTS
358,000 800,407 232,682 2396694 1800378 2987376 2833467 247,665 401,575
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -7,009)
-29,006 124,626 2,093 32,247 -146,122 5,334 -19,403 -12,342 12,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 24.7 7.2 74.1 55.7 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
52 78 68 143 158 238 261
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,519,168
COMMITMENTS
105,199 166,795 310,383 1067029 974,303 1482611 1451480 36,557 67,688
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -28,683)
26,055 -37,142 -11,307 -44,590 22,851 -29,842 -25,597 1,160 -3,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 11.0 20.4 70.2 64.1 97.6 95.5 2.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
20 49 42 65 73 114 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 79,713
COMMITMENTS
47,968 7,777 2,864 17,320 58,416 68,152 69,057 11,562 10,657
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 1,220)
-1,333 -492 1,158 1,037 -284 863 381 358 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 9.8 3.6 21.7 73.3 85.5 86.6 14.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
47 26 9 28 33 81 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 159,427
COMMITMENTS
95,935 15,553 5,727 34,641 116,833 136,303 138,113 23,123 21,313
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 2,440)
-2,665 -985 2,316 2,074 -569 1,725 763 715 1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.2 9.8 3.6 21.7 73.3 85.5 86.6 14.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
47 26 9 28 33 81 62
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 51,324
COMMITMENTS
36,502 51,226 85 14,652 0 51,239 51,311 85 13
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -2,146)
-2,065 -2,110 0 -96 0 -2,161 -2,110 15 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.1 99.8 0.2 28.5 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
24 12 1 2 0 27 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,391
COMMITMENTS
15,084 5,107 5 14,244 24,181 29,333 29,293 58 98
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: -102)
1,347 -117 0 -1,451 -16 -104 -133 2 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.3 17.4 0.0 48.5 82.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 1 6 19 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/17/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,966
COMMITMENTS
17,538 5,826 70 3,309 14,992 20,917 20,888 49 78
CHANGES FROM 10/10/17 (CHANGE IN OPEN INTEREST: 438)
841 386 6 -409 19 438 411 0 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 27.8 0.3 15.8 71.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
8 10 1 3 12 12 22
Updated October 20, 2017