WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 373,719
COMMITMENTS
100,932 126,506 74,642 161,650 128,862 337,224 330,010 36,495 43,709
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 7,720)
5,347 -6,085 2,618 -1,056 8,160 6,909 4,693 811 3,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 33.9 20.0 43.3 34.5 90.2 88.3 9.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
111 117 116 80 101 266 278
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 188,562
COMMITMENTS
61,151 68,180 20,995 85,449 76,150 167,595 165,325 20,967 23,237
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,385)
1,066 221 2,346 8 1,164 3,420 3,731 -35 -346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 36.2 11.1 45.3 40.4 88.9 87.7 11.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
63 62 55 69 61 161 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,307,966
COMMITMENTS
418,490 241,153 148,587 616,252 728,407 1183329 1118147 124,637 189,819
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 12,234)
9,711 -34,010 -10,602 9,582 54,696 8,691 10,084 3,543 2,150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 18.4 11.4 47.1 55.7 90.5 85.5 9.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
164 139 148 226 312 477 534
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,866
COMMITMENTS
3,128 2,967 331 4,240 4,545 7,699 7,843 2,167 2,023
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 947)
911 396 -222 67 711 756 885 191 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 30.1 3.4 43.0 46.1 78.0 79.5 22.0 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 11 4 15 8 27 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 704,546
COMMITMENTS
175,596 131,908 128,597 346,037 369,131 650,230 629,636 54,316 74,910
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,545)
-1,019 -4,790 2,338 1,431 8,618 2,750 6,166 2,795 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 18.7 18.3 49.1 52.4 92.3 89.4 7.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 551)
156 167 166 147 174 388 445
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,003
COMMITMENTS
114,982 80,382 76,876 180,600 220,880 372,458 378,138 34,545 28,865
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 320)
3,578 -13,482 -3,771 -638 18,778 -831 1,525 1,151 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 19.7 18.9 44.4 54.3 91.5 92.9 8.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
102 81 107 87 71 247 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 504,542
COMMITMENTS
55,439 62,584 4,365 302,497 304,585 362,301 371,534 142,241 133,008
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 8,625)
2,175 246 1,896 10,904 8,900 14,975 11,042 -6,350 -2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 12.4 0.9 60.0 60.4 71.8 73.6 28.2 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 26 11 62 68 93 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,157
COMMITMENTS
50,377 135,634 11,704 461,353 399,559 523,434 546,897 112,723 89,260
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 3,913)
-12,263 5,152 2,858 15,407 -5,600 6,002 2,410 -2,089 1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 21.3 1.8 72.5 62.8 82.3 86.0 17.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
12 15 9 54 51 70 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,023
COMMITMENTS
1,394 311 591 2,693 3,924 4,678 4,826 345 197
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 100)
76 226 -151 137 41 62 116 38 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.2 11.8 53.6 78.1 93.1 96.1 6.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 3 7 12 14 31 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 378,687
COMMITMENTS
109,938 46,362 51,515 160,460 246,294 321,913 344,171 56,774 34,516
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 10,127)
-1,972 -2,866 6,027 1,951 5,556 6,006 8,717 4,121 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 12.2 13.6 42.4 65.0 85.0 90.9 15.0 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
83 45 73 88 79 214 170
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,473
COMMITMENTS
3,072 4,211 847 5,463 6,170 9,382 11,228 3,091 1,245
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 883)
543 399 22 256 353 821 774 62 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 33.8 6.8 43.8 49.5 75.2 90.0 24.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
17 27 13 20 11 50 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,080,510
COMMITMENTS
273,308 267,735 19,156 668,210 658,497 960,674 945,388 119,836 135,122
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -48,582)
-24,248 -1,951 -7,078 -16,010 -37,674 -47,336 -46,703 -1,246 -1,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 24.8 1.8 61.8 60.9 88.9 87.5 11.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
47 56 27 90 124 154 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,769,936
COMMITMENTS
450,872 453,415 71,600 1903711 1835662 2426183 2360677 343,753 409,259
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 16,297)
-7,685 17,348 15,889 14,049 -6,086 22,253 27,151 -5,956 -10,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 16.4 2.6 68.7 66.3 87.6 85.2 12.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
74 87 55 149 160 260 265
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,414,214
COMMITMENTS
358,795 404,159 54,400 1702662 1634547 2115857 2093106 298,357 321,108
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -18,327)
12,960 -34,232 -6,695 -19,854 36,831 -13,589 -4,096 -4,738 -14,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 16.7 2.3 70.5 67.7 87.6 86.7 12.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
44 67 30 100 140 165 217
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 860,543
COMMITMENTS
154,094 86,928 94,933 592,800 614,275 841,827 796,136 18,716 64,407
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -53,890)
35,276 -18,309 -13,553 -75,631 -21,096 -53,908 -52,958 18 -932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 10.1 11.0 68.9 71.4 97.8 92.5 2.2 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
14 30 29 54 74 85 117
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,668
COMMITMENTS
13,130 12,187 1 16,800 13,607 29,931 25,794 4,738 8,874
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 2,679)
2,171 1,384 -42 890 -285 3,018 1,058 -340 1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 35.2 0.0 48.5 39.2 86.3 74.4 13.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 18 1 33 18 50 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,336
COMMITMENTS
26,260 24,373 2 33,599 27,213 59,861 51,588 9,475 17,748
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 5,357)
4,341 2,768 -84 1,779 -569 6,036 2,115 -679 3,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.9 35.2 0.0 48.5 39.2 86.3 74.4 13.7 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 18 1 33 18 50 37
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,223
COMMITMENTS
17,496 18,714 803 1,560 678 19,859 20,195 364 28
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: -962)
53 -934 -28 -1,014 0 -989 -962 27 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.5 92.5 4.0 7.7 3.4 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 11 3 2 1 27 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,507
COMMITMENTS
30,747 23,799 104 12,548 19,545 43,399 43,448 108 59
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 582)
-895 1,098 40 1,440 -525 585 613 -3 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.7 54.7 0.2 28.8 44.9 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 18 1 5 16 12 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,789
COMMITMENTS
20,356 16,526 0 21,358 25,140 41,714 41,666 75 123
CHANGES FROM 09/29/15 (CHANGE IN OPEN INTEREST: 1,908)
-1,523 493 0 3,501 1,369 1,978 1,862 -70 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
48.7 39.5 0.0 51.1 60.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 20 0 4 12 9 32
Updated October 9, 2015