WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,999
COMMITMENTS
95,585 132,591 72,024 162,706 120,702 330,315 325,317 35,684 40,682
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -9,579)
-4,228 -12,375 186 -4,432 5,132 -8,474 -7,057 -1,105 -2,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 36.2 19.7 44.5 33.0 90.3 88.9 9.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
114 119 108 85 103 265 280
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 185,177
COMMITMENTS
60,085 67,959 18,649 85,441 74,986 164,175 161,594 21,002 23,583
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -2,843)
-1,348 -3,600 -1,097 -1,697 2,701 -4,142 -1,996 1,299 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 36.7 10.1 46.1 40.5 88.7 87.3 11.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
59 55 47 72 67 152 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,295,732
COMMITMENTS
408,779 275,163 159,189 606,670 673,711 1174638 1108063 121,094 187,669
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 26,613)
9,293 5,348 -2,505 16,024 23,974 22,812 26,817 3,801 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 21.2 12.3 46.8 52.0 90.7 85.5 9.3 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
156 148 152 223 304 470 538
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,919
COMMITMENTS
2,217 2,571 553 4,173 3,834 6,943 6,958 1,976 1,961
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -76)
99 8 -117 -129 14 -147 -95 71 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 28.8 6.2 46.8 43.0 77.8 78.0 22.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 10 4 15 9 28 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 699,001
COMMITMENTS
176,615 136,698 126,259 344,606 360,513 647,480 623,470 51,521 75,531
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 10,451)
3,772 -18,593 3,043 916 25,584 7,731 10,034 2,720 417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 19.6 18.1 49.3 51.6 92.6 89.2 7.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 563)
165 167 179 147 172 410 445
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 406,683
COMMITMENTS
111,404 93,864 80,647 181,238 202,102 373,289 376,613 33,394 30,070
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -18,231)
-7,292 -18,785 -940 -10,019 4,948 -18,251 -14,777 20 -3,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 23.1 19.8 44.6 49.7 91.8 92.6 8.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
99 82 111 87 72 253 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 495,917
COMMITMENTS
53,264 62,338 2,469 291,593 295,685 347,326 360,492 148,591 135,425
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -604)
-15,150 1,596 -2,674 5,398 -9,652 -12,426 -10,730 11,822 10,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 12.6 0.5 58.8 59.6 70.0 72.7 30.0 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
20 26 11 62 62 87 94
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,244
COMMITMENTS
62,640 130,482 8,846 445,946 405,159 517,432 544,487 114,812 87,757
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -3,430)
4,989 16,298 -11,491 4,473 496 -2,029 5,303 -1,401 -8,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 20.6 1.4 70.5 64.1 81.8 86.1 18.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 15 13 54 53 73 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,923
COMMITMENTS
1,318 85 742 2,556 3,883 4,616 4,710 307 213
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -122)
-51 60 -55 41 -149 -65 -144 -57 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 1.7 15.1 51.9 78.9 93.8 95.7 6.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 3 7 12 13 30 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 368,560
COMMITMENTS
111,910 49,228 45,488 158,509 240,738 315,907 335,454 52,653 33,106
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -12,289)
-1,440 49 -5,319 -4,927 -7,615 -11,686 -12,885 -603 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 13.4 12.3 43.0 65.3 85.7 91.0 14.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
84 55 77 97 82 227 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,590
COMMITMENTS
2,529 3,812 825 5,207 5,817 8,561 10,454 3,029 1,136
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 630)
197 178 96 -24 505 269 779 361 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 32.9 7.1 44.9 50.2 73.9 90.2 26.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
17 24 16 19 12 50 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,129,092
COMMITMENTS
297,556 269,686 26,234 684,220 696,171 1008010 992,091 121,082 137,001
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 19,325)
-218 1,237 123 10,549 -999 10,454 361 8,871 18,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 23.9 2.3 60.6 61.7 89.3 87.9 10.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
51 59 26 87 120 153 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,753,639
COMMITMENTS
458,557 436,067 55,711 1889662 1841748 2403930 2333526 349,709 420,113
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 109,071)
44,716 13,697 -8,259 55,924 101,355 92,381 106,793 16,690 2,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 15.8 2.0 68.6 66.9 87.3 84.7 12.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
73 78 42 144 166 241 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,432,541
COMMITMENTS
345,835 438,391 61,095 1722516 1597716 2129446 2097202 303,095 335,339
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 46,747)
23,902 -4,773 1,587 3,798 57,453 29,287 54,267 17,460 -7,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 18.0 2.5 70.8 65.7 87.5 86.2 12.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
54 59 32 101 138 171 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 914,433
COMMITMENTS
118,818 105,237 108,486 668,431 635,371 895,735 849,094 18,698 65,339
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 23,914)
-21,864 4,866 -7,152 52,677 25,609 23,661 23,323 253 591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 11.5 11.9 73.1 69.5 98.0 92.9 2.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
14 35 37 58 74 96 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,990
COMMITMENTS
10,960 10,803 43 15,910 13,891 26,913 24,737 5,077 7,253
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,602)
2,730 564 -5 -102 3,475 2,623 4,033 -22 -1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 33.8 0.1 49.7 43.4 84.1 77.3 15.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 15 3 33 18 49 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,979
COMMITMENTS
21,919 21,605 86 31,820 27,782 53,825 49,473 10,154 14,506
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 5,203)
5,460 1,127 -10 -204 6,949 5,246 8,066 -43 -2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 33.8 0.1 49.7 43.4 84.1 77.3 15.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 15 3 33 18 49 35
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,185
COMMITMENTS
17,443 19,648 831 2,574 678 20,848 21,157 337 28
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 347)
-446 -45 391 400 0 345 346 2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.3 92.7 3.9 12.2 3.2 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
22 13 3 2 1 26 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,925
COMMITMENTS
31,642 22,701 64 11,108 20,070 42,814 42,835 111 90
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -290)
-921 -216 44 1,127 -13 250 -185 -540 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.7 52.9 0.1 25.9 46.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 16 1 5 16 11 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,881
COMMITMENTS
21,879 16,033 0 17,857 23,771 39,736 39,804 145 77
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,854)
-165 147 0 2,088 1,766 1,923 1,913 -69 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.9 40.2 0.0 44.8 59.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 18 0 4 12 10 30
Updated October 2, 2015