WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 598,396
COMMITMENTS
153,441 246,247 161,493 234,446 142,719 549,381 550,459 49,015 47,937
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -98,651)
2,874 14,644 -78,679 -23,090 -33,419 -98,895 -97,454 244 -1,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 41.2 27.0 39.2 23.9 91.8 92.0 8.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
141 166 165 106 108 345 361
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 323,751
COMMITMENTS
99,062 111,849 52,404 146,403 135,511 297,869 299,765 25,883 23,987
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -8,732)
1,249 5,112 -7,473 -1,469 -5,391 -7,693 -7,753 -1,039 -980
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 34.5 16.2 45.2 41.9 92.0 92.6 8.0 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
89 75 75 92 80 212 205
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,856,263
COMMITMENTS
349,096 479,946 428,547 839,274 722,479 1616916 1630971 239,347 225,292
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -226,299)
2,635 -14,804 -134,609 -81,853 -63,488 -213,828 -212,901 -12,471 -13,398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 25.9 23.1 45.2 38.9 87.1 87.9 12.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 799)
205 164 209 351 349 655 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,346
COMMITMENTS
3,131 268 340 1,547 5,842 5,018 6,450 2,328 896
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,564)
-179 -16 -902 -413 -358 -1,494 -1,276 -70 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.6 3.7 4.6 21.1 79.5 68.3 87.8 31.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 5 6 8 12 25 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 832,314
COMMITMENTS
150,744 100,855 200,888 420,343 433,826 771,974 735,569 60,340 96,746
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,238)
8,025 -7,837 -10,914 1,445 12,528 -1,444 -6,223 207 4,985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 12.1 24.1 50.5 52.1 92.8 88.4 7.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
159 170 233 194 225 487 520
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 485,484
COMMITMENTS
117,964 69,982 117,411 217,609 268,352 452,983 455,745 32,501 29,740
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -29,978)
-3,259 14,552 -18,996 -5,561 -26,866 -27,816 -31,310 -2,161 1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.4 24.2 44.8 55.3 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
93 88 114 89 82 254 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 899,947
COMMITMENTS
179,755 113,890 65,675 455,555 526,389 700,986 705,953 198,961 193,993
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -64,551)
5,095 1,798 -40,953 -39,652 -32,417 -75,510 -71,571 10,959 7,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 12.7 7.3 50.6 58.5 77.9 78.4 22.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 32 39 73 80 128 134
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 954,863
COMMITMENTS
50,807 147,752 43,401 700,372 649,342 794,580 840,495 160,283 114,368
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -13,280)
160 -4,567 11,643 -56,343 -31,752 -44,540 -24,676 31,260 11,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 15.5 4.5 73.3 68.0 83.2 88.0 16.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
16 11 20 68 73 97 94
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 1,820
COMMITMENTS
787 622 166 493 782 1,446 1,570 374 250
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -178)
-106 87 -206 100 -51 -212 -170 34 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 34.2 9.1 27.1 43.0 79.5 86.3 20.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 6 7 8 7 24 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 439,901
COMMITMENTS
108,381 40,358 77,282 210,257 291,813 395,920 409,453 43,981 30,448
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -2,588)
21,022 -3,797 -9,250 -13,040 12,313 -1,268 -735 -1,320 -1,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.2 17.6 47.8 66.3 90.0 93.1 10.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
79 61 90 103 97 237 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,095
COMMITMENTS
1,272 2,377 951 7,166 6,426 9,389 9,754 1,706 1,341
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -792)
87 -321 -209 -769 -220 -892 -751 100 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 21.4 8.6 64.6 57.9 84.6 87.9 15.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
16 14 13 20 17 40 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,868,303
COMMITMENTS
341,894 587,533 101,037 1281133 1007146 1724064 1695716 144,238 172,587
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -338,540)
-13,125 -9,308 -122,763 -210,790 -191,473 -346,678 -323,544 8,138 -14,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 31.4 5.4 68.6 53.9 92.3 90.8 7.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
60 68 57 127 119 216 215
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 4,104,560
COMMITMENTS
841,900 671,432 393,845 2357949 2311531 3593695 3376808 510,865 727,752
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -155,873)
-3,106 -29,223 -161,021 -158,328 -111,527 -322,455 -301,770 166,582 145,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 16.4 9.6 57.4 56.3 87.6 82.3 12.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
79 96 98 171 199 305 339
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 485,745
COMMITMENTS
58,922 80,775 10,646 318,036 225,938 387,604 317,359 98,141 168,386
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 30,295)
-2,794 13,986 -948 27,525 15,770 23,783 28,808 6,513 1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 16.6 2.2 65.5 46.5 79.8 65.3 20.2 34.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
10 12 10 47 46 63 62
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,522,097
COMMITMENTS
613,052 884,487 301,782 2257637 1822619 3172471 3008888 349,625 513,209
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -261,515)
-8,404 -40,594 -91,706 -220,810 -177,212 -320,920 -309,511 59,404 47,996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 25.1 8.6 64.1 51.7 90.1 85.4 9.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
54 79 71 133 151 231 257
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,520,306
COMMITMENTS
69,730 159,607 350,696 1064709 949,559 1485136 1459862 35,170 60,444
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 66,927)
8,127 -2,872 1,601 55,839 67,247 65,567 65,976 1,360 950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.5 23.1 70.0 62.5 97.7 96.0 2.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
25 50 53 63 73 122 145
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,570
COMMITMENTS
39,915 7,100 5,301 20,575 56,037 65,791 68,438 11,779 9,132
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -1,455)
-2,492 962 702 670 -3,029 -1,121 -1,365 -334 -90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 9.2 6.8 26.5 72.2 84.8 88.2 15.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
51 22 12 33 30 90 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,140
COMMITMENTS
79,831 14,201 10,602 41,149 112,074 131,582 136,876 23,558 18,264
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -2,910)
-4,984 1,924 1,404 1,339 -6,058 -2,241 -2,730 -668 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
51.5 9.2 6.8 26.5 72.2 84.8 88.2 15.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
51 22 12 33 30 90 58
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 82,276
COMMITMENTS
67,596 82,024 251 14,305 0 82,152 82,275 124 1
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -5,320)
-5,334 -5,318 0 1 0 -5,333 -5,318 13 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.2 99.7 0.3 17.4 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
29 9 2 2 0 32 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,643
COMMITMENTS
13,001 5,942 5 14,615 21,609 27,621 27,556 22 87
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: -469)
-579 -63 0 110 -356 -469 -419 0 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.0 21.5 0.0 52.9 78.2 99.9 99.7 0.1 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 11/28/17 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,322
COMMITMENTS
21,244 5,865 386 2,654 17,900 24,284 24,151 38 171
CHANGES FROM 11/21/17 (CHANGE IN OPEN INTEREST: 258)
126 149 29 117 14 272 192 -14 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.3 24.1 1.6 10.9 73.6 99.8 99.3 0.2 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
4 12 2 3 12 9 24
Updated December 1, 2017