WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 348,420
COMMITMENTS
97,183 159,957 62,044 156,412 87,499 315,639 309,500 32,781 38,920
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 15,914)
1,425 15,283 5,848 7,456 -6,321 14,729 14,810 1,185 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 45.9 17.8 44.9 25.1 90.6 88.8 9.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
124 102 104 97 97 274 265
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 188,114
COMMITMENTS
49,555 69,814 23,712 95,160 67,972 168,427 161,498 19,687 26,616
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 5,461)
-4,063 -6,359 4,645 5,120 4,960 5,702 3,246 -241 2,215
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 37.1 12.6 50.6 36.1 89.5 85.9 10.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
51 57 45 69 61 151 148
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,284,149
COMMITMENTS
323,469 312,132 196,169 631,459 605,822 1151097 1114123 133,052 170,026
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 20,431)
-3,947 31,763 -2,004 22,264 -10,271 16,313 19,488 4,118 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 24.3 15.3 49.2 47.2 89.6 86.8 10.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
136 162 144 244 298 466 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,103
COMMITMENTS
3,077 1,466 911 2,978 5,399 6,966 7,776 2,137 1,327
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 599)
432 216 154 57 215 643 585 -44 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 16.1 10.0 32.7 59.3 76.5 85.4 23.5 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 9 5 13 10 28 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 680,534
COMMITMENTS
122,560 157,041 117,459 380,381 339,603 620,400 614,103 60,134 66,431
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -12,458)
-5,751 2,543 -9,802 4,442 -2,014 -11,111 -9,273 -1,347 -3,185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 23.1 17.3 55.9 49.9 91.2 90.2 8.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 535)
145 160 199 150 168 416 442
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,703
COMMITMENTS
123,621 44,203 81,173 160,635 251,924 365,429 377,300 39,274 27,403
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -17,543)
-2,464 9,127 -10,799 -1,771 -13,827 -15,034 -15,499 -2,509 -2,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 10.9 20.1 39.7 62.2 90.3 93.2 9.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
92 68 106 81 72 248 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 521,144
COMMITMENTS
78,708 86,161 11,128 297,662 298,006 387,498 395,295 133,646 125,849
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -3,260)
5,365 7,015 -1,364 -12,494 -7,383 -8,493 -1,732 5,233 -1,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 16.5 2.1 57.1 57.2 74.4 75.9 25.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
27 33 12 56 67 88 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,380
COMMITMENTS
57,996 145,149 6,617 433,375 385,342 497,988 537,108 118,392 79,272
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -21,068)
-620 8,203 -6,932 -13,944 -15,932 -21,496 -14,661 428 -6,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 23.5 1.1 70.3 62.5 80.8 87.1 19.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 15 10 56 50 74 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,240
COMMITMENTS
1,151 497 522 2,400 3,020 4,073 4,039 167 201
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 180)
-256 -43 183 277 9 204 149 -24 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 11.7 12.3 56.6 71.2 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 5 10 11 22 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 406,089
COMMITMENTS
85,509 105,563 56,814 210,829 205,180 353,152 367,557 52,937 38,532
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -16,276)
-312 1,039 -7,037 -8,730 -7,815 -16,079 -13,813 -197 -2,463
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 26.0 14.0 51.9 50.5 87.0 90.5 13.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
79 85 81 100 80 233 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,787
COMMITMENTS
2,770 4,018 2,522 7,660 7,087 12,952 13,627 2,835 2,160
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 490)
133 399 -88 -66 -7 -21 304 511 186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 25.5 16.0 48.5 44.9 82.0 86.3 18.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
23 21 21 22 13 57 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 988,551
COMMITMENTS
168,133 286,394 21,884 695,069 543,603 885,086 851,881 103,465 136,670
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -10,862)
-481 18,114 1,845 -13,066 -28,523 -11,702 -8,564 840 -2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 29.0 2.2 70.3 55.0 89.5 86.2 10.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
40 61 26 97 111 151 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,496,673
COMMITMENTS
443,772 455,982 54,292 1707504 1563403 2205568 2073677 291,105 422,996
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -98,929)
-914 -147 -3,926 -88,718 -90,823 -93,558 -94,896 -5,371 -4,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 18.3 2.2 68.4 62.6 88.3 83.1 11.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
67 85 42 132 146 228 244
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,303,159
COMMITMENTS
216,805 412,464 43,773 1801594 1504278 2062172 1960515 240,987 342,644
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -85,868)
-33,162 -45,355 -4,899 -55,182 -26,863 -93,243 -77,117 7,375 -8,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 17.9 1.9 78.2 65.3 89.5 85.1 10.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
40 68 32 98 127 158 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 729,687
COMMITMENTS
59,650 64,355 99,189 549,138 521,453 707,977 684,997 21,710 44,690
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -40,104)
7,573 -12,421 -11,707 -34,359 -14,757 -38,493 -38,885 -1,611 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 8.8 13.6 75.3 71.5 97.0 93.9 3.0 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
17 24 32 43 61 75 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 39,066
COMMITMENTS
14,938 6,467 400 17,102 26,632 32,439 33,498 6,627 5,568
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -23,165)
-5,370 -2,506 -1,019 -16,149 -18,512 -22,538 -22,036 -627 -1,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 16.6 1.0 43.8 68.2 83.0 85.7 17.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 13 3 31 19 58 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 78,131
COMMITMENTS
29,875 12,933 799 34,203 53,264 64,877 66,996 13,254 11,135
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -46,329)
-10,740 -5,011 -2,037 -32,298 -37,023 -45,075 -44,071 -1,254 -2,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 16.6 1.0 43.8 68.2 83.0 85.7 17.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
26 13 3 31 19 58 34
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,556
COMMITMENTS
15,902 16,792 2,065 1,375 680 19,342 19,537 214 19
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,465)
-1,457 -970 -1,361 346 0 -2,472 -2,331 7 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 85.9 10.6 7.0 3.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
18 9 4 2 1 21 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493
COMMITMENTS
21,963 13,955 327 7,114 15,130 29,404 29,412 89 81
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -329)
14 311 0 -334 -363 -320 -52 -9 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 47.3 1.1 24.1 51.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 13 1 6 16 15 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,111
COMMITMENTS
28,090 11,858 16 2,936 19,165 31,042 31,039 69 72
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 353)
-1,159 -311 16 1,476 681 333 386 20 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.3 38.1 0.1 9.4 61.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 11 1 4 12 13 24
Updated December 25, 2015