WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 647,209
COMMITMENTS
145,908 199,873 223,620 231,453 172,821 600,982 596,314 46,227 50,895
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 39,129)
2,406 5,172 16,814 19,317 16,393 38,537 38,379 592 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 30.9 34.6 35.8 26.7 92.9 92.1 7.1 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
142 151 166 118 113 359 343
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 317,559
COMMITMENTS
96,497 95,759 56,338 138,752 140,510 291,587 292,607 25,971 24,951
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 10,381)
1,506 6,611 2,555 4,954 2,074 9,015 11,240 1,365 -859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 30.2 17.7 43.7 44.2 91.8 92.1 8.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
92 59 80 97 86 217 202
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,932,939
COMMITMENTS
338,653 447,719 521,752 819,894 725,208 1680299 1694679 252,640 238,260
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 63,894)
-2,534 10,215 31,935 33,666 19,104 63,067 61,253 827 2,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 23.2 27.0 42.4 37.5 86.9 87.7 13.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810)
197 203 243 340 324 672 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,462
COMMITMENTS
2,491 257 1,822 1,737 5,528 6,050 7,607 2,412 855
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 662)
266 66 122 188 435 577 623 86 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 3.0 21.5 20.5 65.3 71.5 89.9 28.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
18 4 9 11 14 33 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 930,344
COMMITMENTS
151,156 101,486 265,690 451,106 460,325 867,951 827,501 62,392 102,842
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 23,076)
-11,500 20,046 16,140 17,050 -10,631 21,690 25,555 1,385 -2,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.9 28.6 48.5 49.5 93.3 88.9 6.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 645)
174 181 270 199 219 537 544
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 477,784
COMMITMENTS
120,551 56,802 127,839 192,995 263,388 441,385 448,028 36,399 29,756
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,822)
2,290 -4,287 -2,871 2,002 12,290 1,421 5,133 3,401 -310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 11.9 26.8 40.4 55.1 92.4 93.8 7.6 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
101 70 121 85 78 254 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 902,150
COMMITMENTS
169,707 119,660 127,578 445,042 471,752 742,328 718,990 159,822 183,160
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 21,352)
1,493 1,090 22,789 -187 -8,042 24,095 15,837 -2,742 5,515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 13.3 14.1 49.3 52.3 82.3 79.7 17.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
49 29 53 79 84 146 148
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 849,768
COMMITMENTS
48,118 148,729 19,770 667,969 581,221 735,857 749,720 113,910 100,047
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,457)
-13,159 -4,725 5,118 10,186 -4,000 2,145 -3,607 311 6,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 17.5 2.3 78.6 68.4 86.6 88.2 13.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
14 11 14 66 66 88 84
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,628
COMMITMENTS
990 908 93 182 382 1,265 1,383 363 245
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -43)
-6 195 -81 38 -212 -49 -98 6 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.8 55.8 5.7 11.2 23.5 77.7 85.0 22.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 6 3 3 5 13 13
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 425,560
COMMITMENTS
84,840 45,693 91,981 203,394 253,078 380,215 390,752 45,345 34,808
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 9,207)
1,446 3,525 1,100 10,532 2,775 13,077 7,400 -3,870 1,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 10.7 21.6 47.8 59.5 89.3 91.8 10.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
73 71 93 96 95 225 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,551
COMMITMENTS
1,912 2,190 1,185 6,405 6,940 9,502 10,314 2,049 1,236
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 485)
38 172 9 651 152 699 334 -213 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 19.0 10.3 55.5 60.1 82.3 89.3 17.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
18 17 12 16 18 41 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,882,972
COMMITMENTS
240,413 539,669 161,652 1360398 1017367 1762463 1718688 120,509 164,284
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -35,619)
-28,986 -40,279 6,552 -9,780 -2,080 -32,215 -35,807 -3,404 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 28.7 8.6 72.2 54.0 93.6 91.3 6.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
47 65 41 123 130 197 209
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,170,009
COMMITMENTS
818,270 707,457 664,895 2344347 2201562 3827512 3573914 342,497 596,096
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 418,689)
100,692 67,337 132,625 189,343 186,868 422,661 386,830 -3,971 31,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 17.0 15.9 56.2 52.8 91.8 85.7 8.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 427)
78 107 114 188 212 329 370
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 430,156
COMMITMENTS
59,826 59,425 6,586 276,526 224,705 342,938 290,716 87,218 139,440
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 3,725)
9,311 -2,344 -3,624 -7,072 5,509 -1,385 -459 5,110 4,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 13.8 1.5 64.3 52.2 79.7 67.6 20.3 32.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 8 6 40 42 55 51
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,376,871
COMMITMENTS
417,242 817,196 304,934 2391889 1857166 3114064 2979296 262,806 397,575
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 141,829)
59,241 16,790 72,252 -4,806 56,788 126,688 145,829 15,141 -4,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 24.2 9.0 70.8 55.0 92.2 88.2 7.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
50 81 72 143 165 242 269
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,563,865
COMMITMENTS
125,979 160,125 317,496 1081834 1009679 1525309 1487301 38,556 76,564
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 44,697)
20,780 -6,670 7,114 14,805 35,376 42,698 35,820 1,999 8,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.2 20.3 69.2 64.6 97.5 95.1 2.5 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 47 46 63 72 116 142
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 82,070
COMMITMENTS
48,304 7,703 3,155 19,317 60,058 70,776 70,915 11,294 11,155
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 2,357)
337 -74 291 1,997 1,641 2,625 1,859 -268 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 9.4 3.8 23.5 73.2 86.2 86.4 13.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
52 26 13 30 35 90 66
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 164,140
COMMITMENTS
96,609 15,405 6,310 38,634 120,115 141,553 141,831 22,587 22,309
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 4,713)
674 -148 583 3,993 3,283 5,249 3,717 -536 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.9 9.4 3.8 23.5 73.2 86.2 86.4 13.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
52 26 13 30 35 90 66
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 56,451
COMMITMENTS
41,610 56,348 85 14,664 0 56,359 56,433 92 18
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: 5,127)
5,108 5,122 0 12 0 5,120 5,122 7 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 99.8 0.2 26.0 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 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,156
COMMITMENTS
14,827 5,302 5 14,300 23,737 29,132 29,044 24 112
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -235)
-257 195 0 56 -444 -201 -249 -34 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
50.9 18.2 0.0 49.0 81.4 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 12 1 7 18 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/24/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,427
COMMITMENTS
18,267 5,015 342 1,803 14,980 20,412 20,337 15 90
CHANGES FROM 10/17/17 (CHANGE IN OPEN INTEREST: -539)
729 -811 272 -1,506 -12 -505 -551 -34 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.4 24.6 1.7 8.8 73.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
8 11 1 4 11 13 22
Updated October 27, 2017