THE CONSENSUS WEEKLY REPORT OF
COMMITMENT OF TRADERS IN FUTURES MARKETS
Released from Commodity Futures Trading Commission on November 17, 2017
Reporting positions as of November 14, 2017
Copyright © Consensus, Inc., November 17, 2017
The tables included in this report provide a breakdown of each Tuesday's open interest for markets in which five or more traders hold positions equal to or above the reporting levels established by the Commodity Futures Trading Commission. The tables show open interest separately by reportable and nonreportable positions. For reportable positions, additional data is provided on commercial and noncommercial holdings, spreading, and numbers of traders.
Open Interest–A futures contract is said to be open when it has been entered into and not yet liquidated by an offsetting transaction or fulfilled by delivery. Contracts that are open are referred to as Open Interest. The aggregate of all long open interest is equal to the aggregate of all short open interest.
Open interest as reported to the Commission and as used in this table does not include open futures contracts against which notices of deliveries have been stopped by a trader or issued by the clearing organization of an exchange. Open interest held or controlled by a trader is referred to as that trader's futures position.
Reportable Positions–Clearing members, FCMs and foreign brokers are required to make daily reports to the Commission showing each trader's positions on their books that, in any future month of a commodity, exceed the reporting level as shown below. Open interest figures show the aggregate positions reported by all clearing members, FCMs and foreign brokers. Positions of individual traders are classified either as noncommercial or commercial. All of a trader's reported futures positions in a commodity are classified as commercial if the trader uses futures contracts traded in the particular commodity for hedging as defined in the Commission's regulations.
Nonreportable Positions–Traders' positions that are below the reporting levels are classified as nonreportable. The aggregate long and short open interest shown as nonreportable positions are derived by subtracting reported positions from the total open interest. Accordingly, for nonreportable positions, the number of traders involved and the commercial/noncommercial classification of each trader are unknown.
Spreading–Spreading includes each trader's reported long and short positions in the same market to the extent they are balanced without regard to which crop year/calendar year is involved.
Percentages of Open Interest; Numbers of Traders–In determining the total number of traders, a trader's long and/or short position is counted only once regardless if the trader appears in more than one category (noncommercial long or short only, noncommercial spreading, and commercial). In determining the number of traders in each category, a trader is counted as a long and/or short for each category in which the trader holds a position.
Basic data provided by the Commodity Futures Trading Commission. Computations and illustration of data by Consensus,Inc.
|Soybean Oil||200 Ctrs.||October||September|
|Soybean Meal||200 Ctrs.||October||September|
|Live Hogs||100 Ctrs.||December||October|
|Cotton (NY)||50 Ctrs.||October||July|
|Sugar No. 11||400 Ctrs.||Sugar No. 14||100 Ctrs.|
|Treasury Bonds Long-Term||1,000 Ctrs.||Treasury Bills 13-week||150 Ctrs.|
|Treasury Notes Long-Term||1,000 Ctrs.||Treasury Notes Medium-Term||800 Ctrs.|
|Treasury Notes Short-Term||500 Ctrs.||Federal Funds||300 Ctrs.|
|Libor Rate||300 Ctrs.||Interest Rate (30-day)||100 Ctrs.|
|Interest Rate Swaps||25 Ctrs.||Mortgages||100 Ctrs.|
|Foreign Currency||400 Ctrs.||Mark/Yen Cross Rate||25 Ctrs.|
|Eur. Cur. Unit||25 Ctrs.||.||.|
|Cert. of Deposit||25 Ctrs.||Eurodollars||1,000 Ctrs.|
|Corporate Bond||25 Ctrs.||Propane Gas||25 Ctrs.|
|Crude Oil Light Sweet||350 Ctrs.||Crude Oil Sour||25 Ctrs.|
|Heating Oil||250 Ctrs.||Unleaded Gasoline||150 Ctrs.|
|Natural Gas||175 Ctrs.||Copper||100 Ctrs.|
|Aluminum||25 Ctrs.||Silver||150 Ctrs.|
|Gold||200 Ctrs.||Palladium||25 Ctrs.|
|Platinum||50 Ctrs.||Lumber||25 Ctrs.|
|CRB Index||25 Ctrs.||Eurotop||25 Ctrs.|
|Municipal Bonds||300 Ctrs.||Nikkei||100 Ctrs.|
|NYSE Compos.||50 Ctrs.||Russell 200||100 Ctrs.|
|S&P 400 MIDCAP||100 Ctrs.||S&P 500||300 Ctrs.|
|U.S. Dollar Index||50 Ctrs.||VLA||50 Ctrs|