WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 371,965
COMMITMENTS
97,749 129,255 81,325 157,742 120,026 336,816 330,606 35,149 41,359
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -1,754)
-3,183 2,749 6,683 -3,908 -8,836 -408 596 -1,346 -2,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 34.7 21.9 42.4 32.3 90.6 88.9 9.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
106 124 124 86 103 281 286
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 185,121
COMMITMENTS
61,494 68,088 19,651 83,595 74,068 164,740 161,807 20,381 23,314
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,441)
343 -92 -1,344 -1,854 -2,082 -2,855 -3,518 -586 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 36.8 10.6 45.2 40.0 89.0 87.4 11.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
59 65 53 68 61 157 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,290,684
COMMITMENTS
393,203 246,723 160,552 612,130 692,976 1165885 1100251 124,799 190,433
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -17,282)
-25,287 5,570 11,965 -4,122 -35,431 -17,444 -17,896 162 614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 19.1 12.4 47.4 53.7 90.3 85.2 9.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
158 136 155 237 306 480 541
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,066
COMMITMENTS
3,280 2,997 58 4,608 5,090 7,946 8,145 2,120 1,921
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 200)
152 30 -273 368 545 247 302 -47 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 29.8 0.6 45.8 50.6 78.9 80.9 21.1 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 10 3 16 9 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,840
COMMITMENTS
192,606 129,473 145,574 336,796 380,447 674,976 655,494 58,864 78,346
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 29,294)
17,010 -2,435 16,977 -9,241 11,316 24,746 25,858 4,548 3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 17.6 19.8 45.9 51.8 92.0 89.3 8.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
170 160 186 153 187 432 463
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 419,797
COMMITMENTS
113,994 73,074 81,046 188,687 236,803 383,727 390,923 36,070 28,874
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 12,794)
-988 -7,308 4,170 8,087 15,923 11,269 12,785 1,525 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 17.4 19.3 44.9 56.4 91.4 93.1 8.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
98 74 97 90 70 235 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 521,887
COMMITMENTS
69,262 62,556 4,073 306,554 311,101 379,889 377,730 141,998 144,157
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 17,345)
13,823 -28 -292 4,057 6,516 17,588 6,196 -243 11,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 12.0 0.8 58.7 59.6 72.8 72.4 27.2 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
35 22 11 62 65 101 94
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 645,806
COMMITMENTS
56,127 147,192 11,503 460,673 399,816 528,303 558,511 117,503 87,295
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 9,649)
5,750 11,558 -201 -680 257 4,869 11,614 4,780 -1,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 22.8 1.8 71.3 61.9 81.8 86.5 18.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
12 17 11 58 50 76 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,040
COMMITMENTS
1,561 386 488 2,666 3,962 4,715 4,836 325 204
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 17)
167 75 -103 -27 38 37 10 -20 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 7.7 9.7 52.9 78.6 93.6 96.0 6.4 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
19 2 7 13 14 33 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 408,493
COMMITMENTS
125,364 49,204 61,868 161,523 263,779 348,755 374,851 59,738 33,642
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 29,806)
15,426 2,842 10,353 1,063 17,485 26,842 30,680 2,964 -874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 12.0 15.1 39.5 64.6 85.4 91.8 14.6 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
104 50 86 85 75 237 180
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,471
COMMITMENTS
2,918 3,966 1,056 5,594 6,298 9,568 11,320 2,903 1,151
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -2)
-154 -245 209 131 128 186 92 -188 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 31.8 8.5 44.9 50.5 76.7 90.8 23.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 24 15 21 12 53 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,107,222
COMMITMENTS
281,951 284,733 16,417 684,770 671,464 983,138 972,614 124,084 134,608
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 26,712)
8,643 16,998 -2,739 16,560 12,967 22,464 27,226 4,248 -514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 25.7 1.5 61.8 60.6 88.8 87.8 11.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
51 62 28 91 124 158 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,794,144
COMMITMENTS
470,896 453,204 75,678 1909682 1858434 2456256 2387316 337,888 406,828
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 24,208)
20,024 -211 4,078 5,971 22,772 30,073 26,639 -5,865 -2,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 16.2 2.7 68.3 66.5 87.9 85.4 12.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
72 89 55 149 160 258 267
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,404,009
COMMITMENTS
352,470 388,873 49,928 1696429 1640273 2098827 2079074 305,182 324,935
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -10,205)
-6,325 -15,286 -4,472 -6,233 5,726 -17,030 -14,032 6,825 3,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 16.2 2.1 70.6 68.2 87.3 86.5 12.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
45 65 30 100 145 164 221
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 902,824
COMMITMENTS
210,270 96,396 121,708 553,782 612,190 885,760 830,294 17,064 72,530
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 42,281)
56,176 9,468 26,775 -39,018 -2,085 43,933 34,158 -1,652 8,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 10.7 13.5 61.3 67.8 98.1 92.0 1.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
16 37 34 52 72 89 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,572
COMMITMENTS
14,124 12,347 3 18,522 15,655 32,649 28,005 4,924 9,568
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 2,904)
994 161 2 1,723 2,049 2,718 2,211 186 694
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 32.9 0.0 49.3 41.7 86.9 74.5 13.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 25 2 34 20 53 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,144
COMMITMENTS
28,248 24,694 5 37,044 31,310 65,297 56,009 9,847 19,135
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 5,808)
1,988 321 3 3,445 4,097 5,436 4,421 372 1,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 32.9 0.0 49.3 41.7 86.9 74.5 13.1 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
18 25 2 34 20 53 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,679
COMMITMENTS
14,850 15,540 421 1,060 678 16,331 16,639 348 40
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -3,544)
-2,646 -3,174 -382 -500 0 -3,528 -3,556 -16 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.0 93.2 2.5 6.4 4.1 97.9 99.8 2.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
24 9 2 1 1 26 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,631
COMMITMENTS
29,968 23,920 104 13,446 19,551 43,518 43,575 113 56
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: 124)
-779 121 0 898 6 119 127 5 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 54.8 0.2 30.8 44.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 17 1 7 16 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,008
COMMITMENTS
20,436 15,818 0 20,445 25,063 40,881 40,881 127 127
CHANGES FROM 10/06/15 (CHANGE IN OPEN INTEREST: -781)
80 -708 0 -913 -77 -833 -785 52 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
49.8 38.6 0.0 49.9 61.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 16 0 4 12 12 28
Updated October 16, 2015