WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 378,364
COMMITMENTS
96,169 147,540 73,940 171,479 114,131 341,588 335,611 36,776 42,753
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 12,989)
5,489 1,709 3,545 3,233 7,950 12,267 13,204 722 -215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 39.0 19.5 45.3 30.2 90.3 88.7 9.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
119 117 119 90 98 280 278
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 186,652
COMMITMENTS
63,089 71,632 18,191 86,183 73,052 167,463 162,875 19,189 23,777
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 4,481)
788 649 3,404 -640 -262 3,552 3,791 929 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 38.4 9.7 46.2 39.1 89.7 87.3 10.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
56 62 45 70 71 150 160
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,248,454
COMMITMENTS
400,024 270,060 144,301 585,538 642,547 1129863 1056908 118,591 191,546
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 23,209)
7,527 -17,230 6,792 85 35,434 14,404 24,996 8,805 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 21.6 11.6 46.9 51.5 90.5 84.7 9.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
166 145 144 223 306 471 531
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,140
COMMITMENTS
1,957 2,627 657 4,429 3,904 7,043 7,188 2,097 1,952
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 257)
521 -102 0 -326 416 195 314 62 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 28.7 7.2 48.5 42.7 77.1 78.6 22.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 10 2 18 10 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 669,738
COMMITMENTS
173,129 146,072 115,920 331,692 333,607 620,741 595,599 48,997 74,139
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 15,060)
2,853 10,621 6,931 4,212 -229 13,996 17,323 1,064 -2,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 21.8 17.3 49.5 49.8 92.7 88.9 7.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
155 182 172 152 183 405 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 416,427
COMMITMENTS
117,922 110,633 80,033 186,851 193,750 384,806 384,416 31,621 32,011
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 6,031)
2,418 7,698 -393 5,278 -1,343 7,303 5,962 -1,272 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 26.6 19.2 44.9 46.5 92.4 92.3 7.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
98 88 110 87 64 252 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 519,524
COMMITMENTS
74,131 64,642 9,411 296,861 312,035 380,403 386,088 139,121 133,436
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 10,146)
17,902 105 -2,602 -4,612 9,302 10,688 6,805 -542 3,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 12.4 1.8 57.1 60.1 73.2 74.3 26.8 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
29 28 15 71 68 108 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 625,599
COMMITMENTS
56,140 109,483 29,242 423,355 389,733 508,737 528,458 116,862 97,141
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 10,291)
2,794 5,149 -4,778 13,202 15,127 11,218 15,498 -927 -5,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 17.5 4.7 67.7 62.3 81.3 84.5 18.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 15 13 52 51 72 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,822
COMMITMENTS
1,233 34 770 2,491 3,697 4,494 4,501 328 321
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 21)
-140 -28 105 62 -80 27 -3 -6 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 0.7 16.0 51.7 76.7 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 1 5 12 14 27 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 390,928
COMMITMENTS
120,774 43,025 50,700 165,962 267,496 337,436 361,221 53,492 29,707
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 12,723)
3,668 -3,974 3,895 2,633 15,464 10,196 15,385 2,527 -2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 11.0 13.0 42.5 68.4 86.3 92.4 13.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
94 58 89 96 93 244 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,703
COMMITMENTS
2,070 3,502 865 5,211 5,239 8,146 9,606 2,557 1,097
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 831)
517 -27 2 127 847 646 822 185 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 32.7 8.1 48.7 48.9 76.1 89.8 23.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 19 16 18 12 50 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,148,345
COMMITMENTS
306,595 280,916 24,760 693,718 712,391 1025073 1018067 123,272 130,278
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -617)
-12,952 19,426 -2,612 11,849 -9,372 -3,715 7,442 3,098 -8,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 24.5 2.2 60.4 62.0 89.3 88.7 10.7 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
54 63 26 85 125 152 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,731,653
COMMITMENTS
380,129 419,607 85,499 1937155 1798824 2402783 2303930 328,870 427,723
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -44,899)
-27,691 -12,139 4,929 -11,983 -22,247 -34,745 -29,457 -10,154 -15,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 15.4 3.1 70.9 65.9 88.0 84.3 12.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
80 71 47 157 160 267 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,251,548
COMMITMENTS
319,885 485,393 66,125 1594095 1345121 1980105 1896639 271,443 354,909
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -71,727)
-71,760 -42,788 3,125 25,415 -32,357 -43,220 -72,020 -28,507 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 21.6 2.9 70.8 59.7 87.9 84.2 12.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
45 69 35 100 139 165 223
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 944,844
COMMITMENTS
140,403 113,926 147,487 628,948 618,033 916,838 879,446 28,006 65,398
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 110,303)
79,692 -12,270 10,424 18,807 103,975 108,923 102,129 1,380 8,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 12.1 15.6 66.6 65.4 97.0 93.1 3.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
13 35 31 58 75 93 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,589
COMMITMENTS
10,586 12,129 1,879 30,886 25,054 43,351 39,062 5,239 9,528
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 4,969)
449 947 -16 4,536 2,777 4,970 3,708 -1 1,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 25.0 3.9 63.6 51.6 89.2 80.4 10.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 26 8 37 27 60 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,178
COMMITMENTS
21,171 24,258 3,758 61,772 50,107 86,701 78,123 10,477 19,055
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 9,938)
898 1,893 -31 9,072 5,553 9,939 7,415 -1 2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 25.0 3.9 63.6 51.6 89.2 80.4 10.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
18 26 8 37 27 60 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 26,882
COMMITMENTS
20,359 21,195 3,566 2,574 678 26,499 25,439 383 1,443
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 5,616)
1,994 1,125 3,099 500 0 5,593 4,224 23 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.7 78.8 13.3 9.6 2.5 98.6 94.6 1.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
21 14 5 2 1 25 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,067
COMMITMENTS
32,565 24,044 26 10,624 19,961 43,215 44,031 852 36
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -17,056)
-9,608 -5,661 -781 -6,671 -10,588 -17,060 -17,030 4 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.9 54.6 0.1 24.1 45.3 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 20 2 5 16 12 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,463
COMMITMENTS
22,074 14,531 0 14,138 21,832 36,212 36,363 251 100
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -505)
-2,309 530 -2,705 4,515 1,637 -499 -538 -6 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.5 39.9 0.0 38.8 59.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 14 0 4 13 10 27
Updated September 18, 2015