WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,786
COMMITMENTS
99,413 143,884 85,299 168,997 119,686 353,709 348,869 36,077 40,917
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,864)
9,588 -12,868 -81 -6,880 17,997 2,627 5,048 2,237 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 36.9 21.9 43.4 30.7 90.7 89.5 9.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
128 114 127 95 104 295 293
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,999
COMMITMENTS
60,358 78,801 22,481 91,035 68,829 173,874 170,111 22,125 25,888
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,731)
-2,523 2,850 2,113 3,628 -1,527 3,218 3,436 513 295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 40.2 11.5 46.4 35.1 88.7 86.8 11.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 69 53 68 58 158 158
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,320,509
COMMITMENTS
378,854 274,600 177,878 631,708 674,223 1188440 1126701 132,069 193,808
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -8)
-3,295 -7,365 -2,285 798 8,092 -4,782 -1,558 4,774 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 20.8 13.5 47.8 51.1 90.0 85.3 10.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
153 133 154 266 308 507 536
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,652
COMMITMENTS
3,287 3,020 184 4,886 5,468 8,357 8,672 2,295 1,980
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 290)
-46 49 35 128 153 117 237 173 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 28.4 1.7 45.9 51.3 78.5 81.4 21.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 5 17 9 28 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 657,291
COMMITMENTS
141,753 117,950 104,699 348,677 359,545 595,129 582,194 62,162 75,097
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -76,408)
-44,176 -3,839 -21,159 -12,152 -45,436 -77,487 -70,434 1,079 -5,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 17.9 15.9 53.0 54.7 90.5 88.6 9.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510)
137 134 143 166 181 384 405
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 430,285
COMMITMENTS
119,283 73,128 96,226 181,558 232,251 397,067 401,605 33,218 28,680
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 6,733)
875 1,105 10,870 -3,907 -4,792 7,838 7,183 -1,105 -450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 17.0 22.4 42.2 54.0 92.3 93.3 7.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
99 81 111 86 69 250 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,358
COMMITMENTS
47,620 67,785 6,956 278,655 279,940 333,231 354,681 151,127 129,677
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -18,837)
-16,414 598 2,986 -15,031 -5,235 -28,459 -1,651 9,622 -17,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 14.0 1.4 57.5 57.8 68.8 73.2 31.2 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
26 25 16 59 64 93 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,077
COMMITMENTS
64,130 141,630 11,502 438,115 393,264 513,747 546,396 122,330 89,681
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 833)
6,908 -3,118 54 -9,975 2,352 -3,013 -712 3,846 1,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 22.3 1.8 68.9 61.8 80.8 85.9 19.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
14 12 10 55 46 74 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,313
COMMITMENTS
1,833 682 486 2,676 3,975 4,995 5,143 318 170
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 165)
245 162 -15 -48 25 182 172 -17 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 12.8 9.1 50.4 74.8 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 3 7 11 14 29 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 409,127
COMMITMENTS
104,559 55,601 60,323 185,529 260,633 350,411 376,557 58,716 32,570
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -10,079)
-19,732 4,741 -1,842 12,630 -10,382 -8,944 -7,483 -1,135 -2,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 13.6 14.7 45.3 63.7 85.6 92.0 14.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
85 58 89 92 86 229 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,747
COMMITMENTS
1,761 3,602 1,265 7,113 6,674 10,139 11,541 2,608 1,206
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -361)
-339 -138 -227 520 36 -46 -329 -315 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 28.3 9.9 55.8 52.4 79.5 90.5 20.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
21 19 18 24 13 54 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,170,353
COMMITMENTS
313,618 295,443 22,399 707,849 717,111 1043866 1034953 126,487 135,400
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 71,565)
38,121 12,498 4,032 28,017 54,031 70,170 70,561 1,395 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 25.2 1.9 60.5 61.3 89.2 88.4 10.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
50 59 27 92 124 159 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,756,760
COMMITMENTS
447,983 483,646 68,832 1882815 1794340 2399630 2346818 357,130 409,942
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -18,612)
-4,976 -7,126 -8,043 -21,023 -7,752 -34,042 -22,921 15,430 4,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 17.5 2.5 68.3 65.1 87.0 85.1 13.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
69 87 56 136 151 245 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,463,695
COMMITMENTS
357,284 397,366 41,202 1762571 1697448 2161057 2136016 302,638 327,679
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 59,291)
22,057 -1,851 -3,400 32,002 66,100 50,659 60,849 8,632 -1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 16.1 1.7 71.5 68.9 87.7 86.7 12.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
50 65 34 97 137 169 214
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 926,679
COMMITMENTS
259,834 96,814 113,075 529,104 651,682 902,013 861,571 24,666 65,108
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 14,056)
25,281 13,337 -6,121 -8,586 -479 10,574 6,737 3,482 7,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 10.4 12.2 57.1 70.3 97.3 93.0 2.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
17 38 30 53 69 87 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 38,703
COMMITMENTS
12,172 10,371 263 20,531 18,990 32,965 29,624 5,738 9,080
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 977)
-256 -1,950 255 707 3,353 706 1,658 271 -681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 26.8 0.7 53.0 49.1 85.2 76.5 14.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 28 2 33 21 52 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 77,406
COMMITMENTS
24,343 20,741 526 41,061 37,980 65,930 59,247 11,476 18,159
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,953)
-512 -3,900 509 1,414 6,706 1,411 3,315 542 -1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 26.8 0.7 53.0 49.1 85.2 76.5 14.8 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
19 28 2 33 21 52 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,111
COMMITMENTS
15,681 16,363 1,027 1,060 678 17,768 18,068 343 43
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -98)
-136 -142 42 0 0 -94 -100 -4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.6 90.3 5.7 5.9 3.7 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
22 10 3 1 1 25 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,975
COMMITMENTS
30,482 23,582 210 12,179 19,115 42,871 42,907 104 68
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -230)
365 -114 50 -656 -162 -241 -226 11 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.9 54.9 0.5 28.3 44.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 20 1 6 16 13 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,370
COMMITMENTS
22,572 15,581 0 16,625 23,747 39,197 39,328 173 42
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,926)
523 -321 -20 -2,500 -1,543 -1,997 -1,884 71 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.3 39.6 0.0 42.2 60.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 13 0 4 13 16 26
Updated October 30, 2015