WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,780
COMMITMENTS
93,111 139,291 84,194 182,885 126,595 360,190 350,080 33,590 43,700
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 14,039)
-3,483 9,614 3,665 12,798 -1,533 12,980 11,746 1,059 2,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 35.4 21.4 46.4 32.1 91.5 88.9 8.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
121 130 146 97 105 304 314
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 202,782
COMMITMENTS
58,543 86,231 20,725 100,636 67,300 179,904 174,256 22,878 28,526
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -3,045)
-1,085 1,783 -6,329 3,918 301 -3,496 -4,245 451 1,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 42.5 10.2 49.6 33.2 88.7 85.9 11.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
65 69 53 71 58 164 162
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,404,100
COMMITMENTS
362,008 343,358 232,668 664,512 634,700 1259188 1210726 144,912 193,374
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 5,835)
-12,309 14,084 9,599 10,564 -11,347 7,854 12,336 -2,019 -6,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 24.5 16.6 47.3 45.2 89.7 86.2 10.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 754)
141 186 193 298 314 563 609
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,916
COMMITMENTS
3,287 2,925 524 4,987 5,896 8,798 9,345 2,118 1,571
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,093)
-213 -271 -97 -455 -129 -765 -497 -328 -596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 26.8 4.8 45.7 54.0 80.6 85.6 19.4 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 13 5 13 10 26 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 679,275
COMMITMENTS
131,640 158,726 118,491 369,880 332,980 620,011 610,197 59,264 69,078
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 10,655)
-1,523 -3,382 9,329 1,029 4,630 8,835 10,577 1,820 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 23.4 17.4 54.5 49.0 91.3 89.8 8.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
149 146 176 161 179 406 437
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 455,359
COMMITMENTS
123,129 90,500 100,458 197,052 229,543 420,639 420,501 34,720 34,858
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,177)
4,163 3,422 -2,951 -1,817 -1,122 -605 -651 -1,572 -1,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 19.9 22.1 43.3 50.4 92.4 92.3 7.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
92 92 116 92 66 251 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 471,956
COMMITMENTS
51,284 72,036 4,303 282,288 247,165 337,875 323,504 134,081 148,452
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -7,922)
-7,644 -3,576 -4,560 -2,377 -14,310 -14,581 -22,446 6,659 14,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 15.3 0.9 59.8 52.4 71.6 68.5 28.4 31.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
25 25 15 62 67 94 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 623,375
COMMITMENTS
59,428 149,678 8,960 430,132 368,909 498,520 527,547 124,855 95,828
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,133)
-3,204 3,618 -1,723 3,366 4,369 -1,561 6,264 5,694 -2,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 24.0 1.4 69.0 59.2 80.0 84.6 20.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 15 11 59 49 76 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,922
COMMITMENTS
1,679 848 300 2,678 3,548 4,657 4,696 265 226
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -590)
-159 133 -168 -259 -584 -586 -619 -4 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 17.2 6.1 54.4 72.1 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 2 5 10 12 26 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 426,824
COMMITMENTS
103,584 84,735 63,141 205,731 239,512 372,456 387,388 54,368 39,436
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 4,230)
-2,194 8,585 2,514 7,111 -7,646 7,431 3,453 -3,201 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 19.9 14.8 48.2 56.1 87.3 90.8 12.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
89 74 86 102 90 238 223
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,435
COMMITMENTS
1,725 2,591 1,688 6,971 6,864 10,384 11,143 2,051 1,292
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -88)
76 -203 62 -217 75 -79 -66 -9 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 20.8 13.6 56.1 55.2 83.5 89.6 16.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 18 18 21 9 50 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,076,953
COMMITMENTS
185,241 239,006 24,194 747,699 659,905 957,134 923,105 119,819 153,848
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -40,285)
-42,491 -14,372 4,039 -4,500 -32,671 -42,952 -43,004 2,667 2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 22.2 2.2 69.4 61.3 88.9 85.7 11.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
46 57 31 100 124 162 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,654,590
COMMITMENTS
421,035 469,091 66,484 1866072 1660473 2353591 2196048 300,999 458,542
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 47,696)
9,315 20,435 -6,240 63,042 23,848 66,117 38,043 -18,421 9,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 17.7 2.5 70.3 62.6 88.7 82.7 11.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
64 88 55 145 154 250 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,370,639
COMMITMENTS
274,223 413,156 67,012 1769526 1520966 2110761 2001134 259,878 369,505
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -16,643)
-22,637 20,409 6,329 7,566 -68,868 -8,742 -42,130 -7,901 25,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 17.4 2.8 74.6 64.2 89.0 84.4 11.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
40 73 39 105 131 171 217
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 782,860
COMMITMENTS
120,583 77,684 105,834 535,195 549,664 761,612 733,182 21,248 49,678
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 19,850)
17,975 1,376 6,551 -6,414 9,893 18,112 17,820 1,738 2,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 9.9 13.5 68.4 70.2 97.3 93.7 2.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 27 33 49 62 82 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,731
COMMITMENTS
17,049 10,487 259 24,974 31,662 42,282 42,408 7,450 7,323
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,136)
-2,915 1,048 173 -167 -1,553 -2,910 -333 774 -1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 21.1 0.5 50.2 63.7 85.0 85.3 15.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 23 4 36 24 64 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,462
COMMITMENTS
34,098 20,974 518 49,947 63,324 84,563 84,816 14,899 14,646
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -4,271)
-5,830 2,095 345 -334 -3,106 -5,819 -666 1,548 -3,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 21.1 0.5 50.2 63.7 85.0 85.3 15.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 23 4 36 24 64 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,486
COMMITMENTS
15,428 16,285 1,486 1,218 678 18,132 18,449 354 37
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 904)
239 429 465 201 0 905 894 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.5 88.1 8.0 6.6 3.7 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 12 3 1 1 20 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,589
COMMITMENTS
28,335 19,483 330 8,815 17,687 37,480 37,500 109 89
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -503)
-444 -454 0 -52 -62 -496 -516 -7 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.4 51.8 0.9 23.5 47.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 15 1 6 16 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,592
COMMITMENTS
21,911 13,633 1 12,528 20,907 34,440 34,541 152 51
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -133)
-513 106 1 384 -210 -128 -103 -5 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.3 39.4 0.0 36.2 60.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 17 1 4 14 15 32
Updated November 20, 2015