WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,719
COMMITMENTS
90,156 137,457 80,617 165,117 110,863 335,890 328,937 33,829 40,782
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -24,061)
-2,955 -1,834 -3,577 -17,768 -15,732 -24,300 -21,143 239 -2,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 37.2 21.8 44.7 30.0 90.9 89.0 9.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
118 119 133 95 97 294 289
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 196,312
COMMITMENTS
56,319 89,672 18,394 99,768 61,767 174,481 169,833 21,831 26,479
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -6,470)
-2,224 3,441 -2,331 -868 -5,533 -5,423 -4,423 -1,047 -2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 45.7 9.4 50.8 31.5 88.9 86.5 11.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
68 66 50 69 58 163 159
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,309,794
COMMITMENTS
322,870 342,917 209,282 630,893 570,964 1163045 1123163 146,749 186,631
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -94,306)
-39,138 -441 -23,386 -33,619 -63,736 -96,143 -87,563 1,837 -6,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 26.2 16.0 48.2 43.6 88.8 85.8 11.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
129 160 163 283 300 507 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,140
COMMITMENTS
3,055 2,739 572 3,441 4,469 7,068 7,780 2,072 1,360
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -1,776)
-232 -186 48 -1,546 -1,427 -1,730 -1,565 -46 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 30.0 6.3 37.6 48.9 77.3 85.1 22.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 12 3 13 8 24 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 692,979
COMMITMENTS
128,901 164,960 125,524 379,091 335,403 633,516 625,887 59,463 67,092
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 13,704)
-2,739 6,234 7,033 9,211 2,423 13,505 15,690 199 -1,986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 23.8 18.1 54.7 48.4 91.4 90.3 8.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
151 162 191 163 177 419 459
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 441,817
COMMITMENTS
117,538 74,823 98,159 188,473 236,490 404,170 409,472 37,647 32,345
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -13,542)
-5,591 -15,677 -2,299 -8,579 6,947 -16,469 -11,029 2,927 -2,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 16.9 22.2 42.7 53.5 91.5 92.7 8.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
97 83 106 86 66 246 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 540,362
COMMITMENTS
51,039 72,975 26,459 314,029 283,834 391,527 383,268 148,835 157,094
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 68,406)
-245 939 22,156 31,741 36,669 53,652 59,764 14,754 8,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.5 4.9 58.1 52.5 72.5 70.9 27.5 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
18 29 17 61 65 89 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 689,379
COMMITMENTS
60,961 145,187 28,698 467,335 417,082 556,994 590,967 132,385 98,412
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 66,004)
1,533 -4,491 19,738 37,203 48,173 58,474 63,420 7,530 2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 21.1 4.2 67.8 60.5 80.8 85.7 19.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
11 13 10 61 49 78 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,560
COMMITMENTS
1,616 812 176 2,541 3,401 4,333 4,389 227 171
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -362)
-63 -36 -124 -137 -147 -324 -307 -38 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 17.8 3.9 55.7 74.6 95.0 96.3 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 4 6 10 12 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 424,738
COMMITMENTS
94,202 98,802 64,409 214,100 220,257 372,711 383,468 52,027 41,270
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,086)
-9,382 14,067 1,268 8,369 -19,255 255 -3,920 -2,341 1,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 23.3 15.2 50.4 51.9 87.8 90.3 12.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
79 88 87 99 88 232 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,382
COMMITMENTS
1,520 2,548 1,796 6,977 6,631 10,293 10,975 2,089 1,407
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -53)
-205 -43 108 6 -233 -91 -168 38 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 20.6 14.5 56.3 53.6 83.1 88.6 16.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
18 17 19 20 9 49 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,054,858
COMMITMENTS
176,935 245,211 40,684 702,168 597,773 919,787 883,668 135,071 171,190
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -22,095)
-8,306 6,205 16,490 -45,531 -62,132 -37,347 -39,437 15,252 17,342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 23.2 3.9 66.6 56.7 87.2 83.8 12.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
46 62 37 103 122 170 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,762,356
COMMITMENTS
435,515 400,403 78,895 1948507 1802876 2462917 2282174 299,439 480,182
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 107,766)
14,480 -68,688 12,411 82,435 142,403 109,326 86,126 -1,560 21,640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 14.5 2.9 70.5 65.3 89.2 82.6 10.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
61 85 58 139 148 238 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,782,951
COMMITMENTS
262,167 500,720 74,680 2098418 1752914 2435265 2328314 347,686 454,637
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 412,312)
-12,056 87,564 7,668 328,892 231,948 324,504 327,180 87,808 85,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 18.0 2.7 75.4 63.0 87.5 83.7 12.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
34 71 36 107 134 168 214
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 829,394
COMMITMENTS
113,098 73,582 127,427 567,118 578,154 807,643 779,163 21,751 50,231
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 46,534)
-7,485 -4,102 21,593 31,923 28,490 46,031 45,981 503 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 8.9 15.4 68.4 69.7 97.4 93.9 2.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
16 26 32 49 63 81 108
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,507
COMMITMENTS
19,594 10,716 130 25,089 32,367 44,813 43,212 6,694 8,295
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 1,776)
2,545 229 -130 116 705 2,531 804 -756 972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 20.8 0.3 48.7 62.8 87.0 83.9 13.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 24 2 40 23 68 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,013
COMMITMENTS
39,188 21,432 259 50,178 64,733 89,625 86,424 13,388 16,589
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 3,551)
5,090 458 -259 231 1,409 5,062 1,608 -1,511 1,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 20.8 0.3 48.7 62.8 87.0 83.9 13.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
28 24 2 40 23 68 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,776
COMMITMENTS
16,890 17,563 501 1,029 678 18,420 18,742 356 34
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 290)
1,462 1,278 -985 -189 0 288 293 2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.0 93.5 2.7 5.5 3.6 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
19 11 2 1 1 21 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,066
COMMITMENTS
27,345 16,995 323 7,311 17,659 34,979 34,977 87 89
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,523)
-990 -2,488 -7 -1,504 -28 -2,501 -2,523 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 48.5 0.9 20.8 50.4 99.8 99.7 0.2 0.3
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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,334
COMMITMENTS
22,951 13,330 0 12,214 21,927 35,165 35,257 169 77
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 742)
1,040 -303 -1 -314 1,020 725 716 17 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.0 37.7 0.0 34.6 62.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 17 0 4 13 13 30
Updated November 30, 2015