WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 704,038
COMMITMENTS
147,808 229,014 245,151 262,200 180,597 655,159 654,762 48,879 49,276
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -4,464)
4,852 -9,994 5,647 -13,568 1,016 -3,069 -3,331 -1,395 -1,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 32.5 34.8 37.2 25.7 93.1 93.0 6.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
140 159 175 113 116 358 367
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 331,402
COMMITMENTS
100,616 99,932 61,846 143,696 144,725 306,158 306,503 25,244 24,899
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -14,314)
2,030 -8,785 -8,402 -3,673 7,961 -10,045 -9,226 -4,270 -5,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 30.2 18.7 43.4 43.7 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
83 71 86 102 87 227 212
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,127,835
COMMITMENTS
341,391 508,226 574,442 953,325 788,428 1869158 1871096 258,677 256,739
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 118,036)
7,138 41,311 24,851 79,262 32,836 111,251 98,998 6,785 19,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 23.9 27.0 44.8 37.1 87.8 87.9 12.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 847)
222 196 247 367 344 711 680
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,433
COMMITMENTS
3,298 153 1,595 2,181 6,534 7,074 8,282 2,359 1,152
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 415)
255 0 -52 261 241 464 190 -48 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 1.6 16.9 23.1 69.3 75.0 87.8 25.0 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
19 5 9 10 14 34 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 824,750
COMMITMENTS
154,272 117,791 208,002 405,660 404,519 767,933 730,311 56,817 94,439
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 23,519)
-2,101 19,155 9,765 19,890 -6,879 27,554 22,041 -4,035 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 14.3 25.2 49.2 49.0 93.1 88.5 6.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
157 181 248 193 218 501 527
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 508,238
COMMITMENTS
124,019 53,753 135,758 212,705 291,887 472,481 481,398 35,757 26,841
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 5,834)
4,021 2,637 -7,407 9,108 12,082 5,722 7,311 112 -1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 10.6 26.7 41.9 57.4 93.0 94.7 7.0 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
93 82 119 83 82 250 236
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 909,877
COMMITMENTS
164,586 119,416 88,210 492,323 521,245 745,119 728,871 164,758 181,006
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 29,386)
-2,071 -10,386 2,718 28,537 34,114 29,185 26,446 201 2,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 13.1 9.7 54.1 57.3 81.9 80.1 18.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
45 33 52 81 82 147 146
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 933,077
COMMITMENTS
51,899 154,215 36,020 726,791 645,985 814,711 836,221 118,366 96,857
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 35,770)
2,487 -6,063 12,588 24,529 31,527 39,605 38,052 -3,834 -2,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 16.5 3.9 77.9 69.2 87.3 89.6 12.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
14 11 17 75 73 102 92
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 2,164
COMMITMENTS
1,032 730 367 347 913 1,746 2,010 418 154
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -22)
-193 -263 53 43 223 -97 13 75 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.7 33.7 17.0 16.0 42.2 80.7 92.9 19.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 6 8 8 8 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 437,493
COMMITMENTS
84,515 50,665 84,042 223,212 265,638 391,769 400,345 45,724 37,147
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 11,953)
4,664 3,156 -3,488 10,346 10,258 11,522 9,926 431 2,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 11.6 19.2 51.0 60.7 89.5 91.5 10.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
69 76 94 105 94 231 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,934
COMMITMENTS
1,056 3,272 1,226 7,910 6,025 10,191 10,523 1,743 1,411
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 758)
-99 410 254 674 30 829 694 -71 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 27.4 10.3 66.3 50.5 85.4 88.2 14.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 24 14 21 15 42 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 2,044,840
COMMITMENTS
319,252 528,060 167,162 1435847 1171145 1922261 1866367 122,579 178,473
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 53,335)
-12,625 12,515 -12,197 77,286 49,405 52,464 49,722 871 3,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 25.8 8.2 70.2 57.3 94.0 91.3 6.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
57 66 49 136 124 219 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,066,005
COMMITMENTS
776,154 691,401 514,860 2435632 2299805 3726646 3506066 339,359 559,939
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 209,952)
80,609 65,327 14,454 104,942 157,965 200,004 237,746 9,948 -27,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 17.0 12.7 59.9 56.6 91.7 86.2 8.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
83 104 107 188 214 333 363
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 437,336
COMMITMENTS
52,882 69,672 7,616 285,805 212,466 346,303 289,754 91,033 147,582
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 5,736)
-1,775 10,313 1,687 650 -10,278 562 1,722 5,174 4,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 15.9 1.7 65.4 48.6 79.2 66.3 20.8 33.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 10 8 40 43 55 56
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,482,977
COMMITMENTS
672,441 903,601 281,838 2262184 1870089 3216464 3055528 266,513 427,449
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 70,683)
132,469 54,699 -7,177 -64,050 22,394 61,242 69,915 9,441 767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 25.9 8.1 64.9 53.7 92.3 87.7 7.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
54 76 67 136 161 230 264
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,407,151
COMMITMENTS
75,837 180,879 312,069 986,608 849,347 1374515 1342295 32,636 64,856
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 37,494)
1,612 12,630 9,393 32,127 27,384 43,132 49,407 -5,638 -11,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 12.9 22.2 70.1 60.4 97.7 95.4 2.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
20 49 45 64 74 114 141
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,371
COMMITMENTS
45,340 4,830 3,103 19,194 62,837 67,637 70,770 12,734 9,601
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 1,086)
180 -1,909 -33 444 2,938 591 996 495 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 6.0 3.9 23.9 78.2 84.2 88.1 15.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
53 15 7 29 32 83 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 160,742
COMMITMENTS
90,680 9,661 6,205 38,388 125,674 135,274 141,540 25,469 19,202
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 2,173)
360 -3,819 -66 887 5,876 1,182 1,992 991 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
56.4 6.0 3.9 23.9 78.2 84.2 88.1 15.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
53 15 7 29 32 83 53
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 95,005
COMMITMENTS
80,513 94,741 85 14,267 0 94,865 94,826 140 179
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: 101)
125 -61 0 -45 0 80 -61 21 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.7 99.7 0.1 15.0 0.0 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
27 11 1 2 0 30 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,857
COMMITMENTS
14,104 5,204 5 14,705 23,540 28,814 28,749 43 108
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -362)
-246 52 0 -130 -388 -376 -336 14 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
48.9 18.0 0.0 51.0 81.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 14 1 7 19 17 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/14/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 23,586
COMMITMENTS
21,037 5,240 381 2,109 17,852 23,527 23,473 59 113
CHANGES FROM 11/07/17 (CHANGE IN OPEN INTEREST: -1,024)
-619 -1,146 21 -445 100 -1,043 -1,025 19 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.2 22.2 1.6 8.9 75.7 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 14 1 4 12 10 26
Updated November 17, 2017