WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 332,506
COMMITMENTS
95,758 144,674 56,196 148,956 93,820 300,910 294,690 31,596 37,816
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -17,287)
2,399 -17,030 -3,433 -15,270 4,742 -16,304 -15,721 -983 -1,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 43.5 16.9 44.8 28.2 90.5 88.6 9.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
119 106 101 92 106 258 275
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 182,653
COMMITMENTS
53,618 76,173 19,067 90,040 63,012 162,725 158,252 19,928 24,401
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -7,576)
-1,616 -10,564 -566 -5,292 3,773 -7,474 -7,357 -102 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 41.7 10.4 49.3 34.5 89.1 86.6 10.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
53 57 43 72 66 153 153
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,263,718
COMMITMENTS
327,416 280,369 198,173 609,195 616,093 1134784 1094635 128,934 169,083
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -16,967)
-6,370 -32,196 2,911 -9,851 12,375 -13,310 -16,910 -3,657 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 22.2 15.7 48.2 48.8 89.8 86.6 10.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 680)
132 156 146 240 302 459 536
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,504
COMMITMENTS
2,645 1,250 757 2,921 5,184 6,323 7,191 2,181 1,313
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 211)
-61 -150 78 79 210 96 138 115 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 14.7 8.9 34.3 61.0 74.4 84.6 25.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 9 5 13 10 26 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 692,992
COMMITMENTS
128,311 154,498 127,261 375,939 341,617 631,511 623,376 61,481 69,616
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -5,475)
-9,512 5,895 4,846 -2,506 -16,053 -7,172 -5,312 1,697 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 22.3 18.4 54.2 49.3 91.1 90.0 8.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
142 162 200 152 167 415 449
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 422,246
COMMITMENTS
126,085 35,076 91,972 162,406 265,751 380,463 392,799 41,783 29,447
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 2,345)
311 -348 8,435 -8,319 -6,679 427 1,408 1,918 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 8.3 21.8 38.5 62.9 90.1 93.0 9.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
106 68 116 78 72 261 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 524,404
COMMITMENTS
73,343 79,146 12,492 310,156 305,389 395,991 397,027 128,413 127,377
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -3,769)
9,228 -5,891 -2,669 -7,752 15,717 -1,193 7,157 -2,576 -10,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 15.1 2.4 59.1 58.2 75.5 75.7 24.5 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
25 33 11 54 68 81 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 637,448
COMMITMENTS
58,616 136,946 13,549 447,319 401,274 519,484 551,769 117,964 85,679
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,905)
111 -3,743 -4,034 -1,093 12,811 -5,016 5,034 6,921 -3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 21.5 2.1 70.2 63.0 81.5 86.6 18.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 15 10 57 50 74 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,060
COMMITMENTS
1,407 540 339 2,123 3,011 3,869 3,890 191 170
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -493)
-300 -329 187 -377 -368 -490 -510 -3 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 13.3 8.3 52.3 74.2 95.3 95.8 4.7 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
12 5 5 9 13 24 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 422,365
COMMITMENTS
85,821 104,524 63,851 219,559 212,995 369,231 381,370 53,134 40,995
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,106)
-5,340 6,570 370 2,155 -5,495 -2,815 1,445 3,921 -339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 24.7 15.1 52.0 50.4 87.4 90.3 12.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
86 83 84 102 79 237 217
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,297
COMMITMENTS
2,637 3,619 2,610 7,726 7,094 12,973 13,323 2,324 1,974
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 812)
441 310 171 72 95 684 576 128 236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 23.7 17.1 50.5 46.4 84.8 87.1 15.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
24 20 22 23 14 61 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 999,413
COMMITMENTS
168,614 268,280 20,039 708,135 572,126 896,788 860,445 102,625 138,968
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 28,779)
22,945 8,009 -5,338 11,204 32,299 28,811 34,970 -32 -6,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 26.8 2.0 70.9 57.2 89.7 86.1 10.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
42 61 25 98 110 150 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,595,602
COMMITMENTS
444,686 456,129 58,218 1796222 1654226 2299126 2168573 296,476 427,029
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -90,434)
9,158 -3,948 -24,627 -92,785 -45,514 -108,254 -74,089 17,820 -16,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 17.6 2.2 69.2 63.7 88.6 83.5 11.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
66 89 45 127 148 224 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,389,027
COMMITMENTS
249,967 457,819 48,672 1856776 1531141 2155415 2037632 233,612 351,395
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -10,767)
33,408 -52,133 3,100 -38,622 46,228 -2,114 -2,805 -8,653 -7,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 19.2 2.0 77.7 64.1 90.2 85.3 9.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
40 71 33 104 130 165 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 769,791
COMMITMENTS
52,077 76,776 110,896 583,497 536,210 746,470 723,882 23,321 45,909
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 92,846)
9,107 8,735 -9,721 94,505 95,453 93,891 94,467 -1,045 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 10.0 14.4 75.8 69.7 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
12 29 32 51 66 83 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,230
COMMITMENTS
20,308 8,972 1,418 33,251 45,144 54,976 55,534 7,254 6,697
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 10,935)
1,748 -1,848 708 7,722 12,246 10,177 11,107 758 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 14.4 2.3 53.4 72.5 88.3 89.2 11.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 18 8 40 32 75 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,460
COMMITMENTS
40,615 17,944 2,836 66,501 90,287 109,952 111,067 14,508 13,393
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 21,869)
3,495 -3,695 1,416 15,443 24,492 20,354 22,213 1,515 -344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 14.4 2.3 53.4 72.5 88.3 89.2 11.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
31 18 8 40 32 75 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,021
COMMITMENTS
17,359 17,762 3,426 1,029 680 21,814 21,868 207 153
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: 1,085)
-287 -380 1,358 0 0 1,071 978 14 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.8 80.7 15.6 4.7 3.1 99.1 99.3 0.9 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
14 11 7 1 1 18 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,822
COMMITMENTS
21,949 13,644 327 7,448 15,493 29,724 29,464 98 358
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -12,163)
-2,816 -990 -11,178 1,830 -269 -12,164 -12,437 1 274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 45.8 1.1 25.0 52.0 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 12 1 6 15 15 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,758
COMMITMENTS
29,249 12,169 0 1,460 18,484 30,709 30,653 49 105
CHANGES FROM 12/08/15 (CHANGE IN OPEN INTEREST: -14,487)
9,930 -511 -13,707 -10,642 -274 -14,419 -14,492 -68 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
95.1 39.6 0.0 4.7 60.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
6 12 0 4 11 10 23
Updated December 18, 2015