WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,520
COMMITMENTS
103,632 134,671 83,019 169,468 129,494 356,119 347,184 31,401 40,336
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -2,266)
4,219 -9,213 -2,280 471 9,808 2,410 -1,685 -4,676 -581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 34.8 21.4 43.7 33.4 91.9 89.6 8.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
108 139 135 95 106 293 310
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,860
COMMITMENTS
60,134 80,358 24,215 93,832 69,435 178,181 174,008 21,679 25,852
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 3,861)
-224 1,557 1,734 2,797 606 4,307 3,897 -446 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 40.2 12.1 46.9 34.7 89.2 87.1 10.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
72 67 54 75 66 173 169
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,350,499
COMMITMENTS
377,112 276,044 198,443 640,885 683,381 1216440 1157868 134,059 192,631
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 29,990)
-1,742 1,444 20,565 9,177 9,158 28,000 31,167 1,990 -1,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 20.4 14.7 47.5 50.6 90.1 85.7 9.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698)
148 140 168 279 310 530 544
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,301
COMMITMENTS
3,370 3,132 361 5,131 5,782 8,862 9,275 2,439 2,026
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 649)
83 112 177 245 314 505 603 144 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 27.7 3.2 45.4 51.2 78.4 82.1 21.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 12 7 17 9 30 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 637,483
COMMITMENTS
131,579 130,336 100,155 347,262 338,498 578,996 568,989 58,487 68,494
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -19,808)
-10,174 12,386 -4,544 -1,415 -21,047 -16,133 -13,205 -3,675 -6,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 20.4 15.7 54.5 53.1 90.8 89.3 9.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510)
128 137 145 155 175 366 406
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 446,311
COMMITMENTS
113,634 73,513 103,951 193,719 238,519 411,304 415,983 35,007 30,328
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 16,026)
-5,649 385 7,725 12,161 6,268 14,237 14,378 1,789 1,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 16.5 23.3 43.4 53.4 92.2 93.2 7.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
103 83 115 90 75 258 239
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 493,079
COMMITMENTS
56,920 78,806 4,896 286,710 269,119 348,526 352,821 144,553 140,258
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 8,721)
9,300 11,021 -2,060 8,055 -10,821 15,295 -1,860 -6,574 10,581
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 16.0 1.0 58.1 54.6 70.7 71.6 29.3 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
26 29 18 59 60 96 96
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 629,188
COMMITMENTS
68,174 148,006 8,806 434,757 378,265 511,737 535,077 117,451 94,111
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -6,889)
4,044 6,376 -2,696 -3,358 -14,999 -2,010 -11,319 -4,879 4,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 23.5 1.4 69.1 60.1 81.3 85.0 18.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 14 11 56 46 74 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,582
COMMITMENTS
1,840 713 559 2,904 4,145 5,303 5,417 279 165
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 269)
7 31 73 228 170 308 274 -39 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 12.8 10.0 52.0 74.3 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 2 7 13 16 31 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 414,929
COMMITMENTS
103,577 63,017 59,062 194,329 256,356 356,968 378,435 57,961 36,494
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 5,802)
-982 7,416 -1,261 8,800 -4,277 6,557 1,878 -755 3,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 15.2 14.2 46.8 61.8 86.0 91.2 14.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
84 60 81 95 86 226 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,120
COMMITMENTS
1,653 3,094 1,100 6,702 6,321 9,455 10,515 2,665 1,605
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -627)
-108 -508 -165 -411 -353 -684 -1,026 57 399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 25.5 9.1 55.3 52.2 78.0 86.8 22.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 17 14 22 11 49 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,119,439
COMMITMENTS
256,341 286,899 22,416 715,463 666,940 994,220 976,255 125,219 143,184
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -50,914)
-57,277 -8,544 17 7,614 -50,171 -49,646 -58,698 -1,268 7,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 25.6 2.0 63.9 59.6 88.8 87.2 11.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
48 58 31 95 117 160 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,697,923
COMMITMENTS
406,638 570,902 66,395 1881506 1635586 2354539 2272883 343,384 425,040
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -58,837)
-41,345 87,256 -2,437 -1,309 -158,754 -45,091 -73,935 -13,746 15,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 21.2 2.5 69.7 60.6 87.3 84.2 12.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
60 103 60 141 152 248 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,384,266
COMMITMENTS
330,065 390,979 51,871 1735607 1605994 2117543 2048844 266,723 335,422
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -79,429)
-27,219 -6,387 10,669 -26,964 -91,454 -43,514 -87,172 -35,915 7,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 16.4 2.2 72.8 67.4 88.8 85.9 11.2 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
45 62 32 100 136 165 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 726,822
COMMITMENTS
115,002 63,858 99,685 491,232 511,797 705,919 675,340 20,903 51,482
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -199,857)
-144,832 -32,956 -13,390 -37,872 -139,885 -196,094 -186,231 -3,763 -13,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 8.8 13.7 67.6 70.4 97.1 92.9 2.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
15 32 33 43 61 78 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,790
COMMITMENTS
16,900 11,205 62 23,870 27,614 40,832 38,880 6,959 8,911
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,087)
4,729 834 -202 3,340 8,624 7,867 9,256 1,221 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 23.4 0.1 49.9 57.8 85.4 81.4 14.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 29 3 33 24 60 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,580
COMMITMENTS
33,800 22,409 123 47,740 55,227 81,663 77,759 13,917 17,821
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 18,174)
9,457 1,668 -403 6,679 17,247 15,733 18,512 2,441 -338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 23.4 0.1 49.9 57.8 85.4 81.4 14.6 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
26 29 3 33 24 60 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,592
COMMITMENTS
16,047 16,808 1,061 1,130 678 18,238 18,547 354 45
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 481)
366 445 34 70 0 470 479 11 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 90.4 5.7 6.1 3.6 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
22 11 3 1 1 25 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,647
COMMITMENTS
28,810 22,463 284 12,458 18,802 41,552 41,549 95 98
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,328)
-1,672 -1,119 74 279 -313 -1,319 -1,358 -9 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.2 53.9 0.7 29.9 45.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 17 1 6 16 16 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,357
COMMITMENTS
25,499 15,873 20 13,695 23,413 39,214 39,306 143 51
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -13)
2,927 292 20 -2,930 -334 17 -22 -30 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 40.3 0.1 34.8 59.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 13 1 5 12 17 26
Updated November 6, 2015