WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,825
COMMITMENTS
96,939 172,304 62,078 166,100 88,138 325,117 322,520 35,708 38,305
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 12,405)
-244 12,347 34 9,688 639 9,478 13,020 2,927 -615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 47.8 17.2 46.0 24.4 90.1 89.4 9.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
140 111 113 103 96 300 274
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 190,323
COMMITMENTS
50,582 72,311 24,631 96,366 69,095 171,579 166,037 18,744 24,286
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,209)
1,027 2,497 919 1,206 1,123 3,152 4,539 -943 -2,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 38.0 12.9 50.6 36.3 90.2 87.2 9.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
53 55 43 72 63 153 147
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,317,814
COMMITMENTS
331,127 370,701 200,691 646,650 572,001 1178468 1143393 139,346 174,421
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 33,665)
7,658 58,569 4,522 15,191 -33,821 27,371 29,270 6,294 4,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 28.1 15.2 49.1 43.4 89.4 86.8 10.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
135 171 145 248 295 467 548
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,214
COMMITMENTS
3,077 1,617 904 2,989 5,229 6,970 7,750 2,244 1,464
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 111)
0 151 -7 11 -170 4 -26 107 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 17.5 9.8 32.4 56.8 75.6 84.1 24.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 5 13 10 27 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 646,657
COMMITMENTS
111,514 171,797 107,997 370,306 299,453 589,817 579,247 56,840 67,410
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -33,877)
-11,046 14,756 -9,462 -10,075 -40,150 -30,583 -34,856 -3,294 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 26.6 16.7 57.3 46.3 91.2 89.6 8.8 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
121 167 178 152 167 392 431
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 386,848
COMMITMENTS
125,311 39,984 72,977 151,180 247,938 349,468 360,899 37,380 25,949
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -17,855)
1,690 -4,219 -8,196 -9,455 -3,986 -15,961 -16,401 -1,894 -1,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 10.3 18.9 39.1 64.1 90.3 93.3 9.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
96 69 98 80 74 239 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 511,734
COMMITMENTS
82,962 82,973 10,371 288,512 289,276 381,845 382,620 129,889 129,114
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -9,410)
4,254 -3,188 -757 -9,150 -8,730 -5,653 -12,675 -3,757 3,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 16.2 2.0 56.4 56.5 74.6 74.8 25.4 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
30 28 11 58 62 91 98
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,176
COMMITMENTS
56,368 150,448 6,636 437,090 375,008 500,094 532,092 114,082 82,084
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,204)
-1,628 5,299 19 3,715 -10,334 2,106 -5,016 -4,310 2,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 24.5 1.1 71.2 61.1 81.4 86.6 18.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
12 15 10 59 50 77 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,038
COMMITMENTS
1,140 430 495 2,239 2,877 3,874 3,802 164 236
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -202)
-11 -67 -27 -161 -143 -199 -237 -3 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 10.6 12.3 55.4 71.2 95.9 94.2 4.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 6 5 9 10 21 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 400,372
COMMITMENTS
81,506 112,246 55,941 211,906 192,945 349,353 361,132 51,019 39,240
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -5,717)
-4,003 6,683 -873 1,077 -12,235 -3,799 -6,425 -1,918 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 28.0 14.0 52.9 48.2 87.3 90.2 12.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
78 88 79 98 75 225 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,275
COMMITMENTS
1,697 3,959 2,342 7,699 5,985 11,738 12,286 2,537 1,989
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,512)
-1,073 -59 -180 39 -1,102 -1,214 -1,341 -298 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 27.7 16.4 53.9 41.9 82.2 86.1 17.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 21 20 21 11 55 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,017,227
COMMITMENTS
190,824 295,720 20,555 707,107 557,422 918,486 873,697 98,741 143,530
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 28,676)
22,691 9,326 -1,329 12,038 13,819 33,400 21,816 -4,724 6,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 29.1 2.0 69.5 54.8 90.3 85.9 9.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
40 65 24 94 108 148 183
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,487,067
COMMITMENTS
471,966 428,985 54,651 1676270 1569221 2202887 2052857 284,180 434,210
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -9,606)
28,194 -26,997 359 -31,234 5,818 -2,681 -20,820 -6,925 11,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 17.2 2.2 67.4 63.1 88.6 82.5 11.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
63 83 42 125 141 216 238
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,301,288
COMMITMENTS
227,603 407,042 41,432 1780341 1506627 2049376 1955101 251,912 346,187
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -1,871)
10,798 -5,422 -2,341 -21,253 2,349 -12,796 -5,414 10,925 3,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 17.7 1.8 77.4 65.5 89.1 85.0 10.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
39 62 30 94 123 153 195
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 747,871
COMMITMENTS
61,404 80,324 100,052 566,368 527,030 727,824 707,406 20,047 40,465
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 18,184)
1,754 15,969 863 17,230 5,577 19,847 22,409 -1,663 -4,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 10.7 13.4 75.7 70.5 97.3 94.6 2.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
16 25 32 42 60 74 104
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,172
COMMITMENTS
16,457 6,197 427 17,929 28,697 34,813 35,321 6,359 5,851
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,106)
1,519 -270 28 828 2,065 2,374 1,823 -268 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 15.1 1.0 43.5 69.7 84.6 85.8 15.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 14 4 30 25 60 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 82,343
COMMITMENTS
32,913 12,393 854 35,858 57,394 69,625 70,641 12,718 11,702
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 4,212)
3,038 -540 55 1,655 4,130 4,748 3,645 -536 567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.0 15.1 1.0 43.5 69.7 84.6 85.8 15.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 14 4 30 25 60 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,623
COMMITMENTS
15,868 16,788 2,092 1,375 680 19,335 19,560 288 63
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 67)
-34 -4 27 0 0 -7 23 74 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.9 85.6 10.7 7.0 3.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
16 9 3 2 1 19 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,415
COMMITMENTS
22,037 13,989 327 6,964 15,022 29,328 29,338 87 77
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -78)
74 34 0 -150 -108 -76 -74 -2 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.9 47.6 1.1 23.7 51.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 11 1 6 16 15 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,843
COMMITMENTS
28,457 12,621 59 3,257 19,098 31,773 31,778 70 65
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 732)
367 763 43 321 -67 731 739 1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.4 39.6 0.2 10.2 60.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 13 2 4 12 14 26
Updated January 1, 2016