WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,768
COMMITMENTS
86,324 141,567 139,298 193,904 133,485 419,526 414,350 40,243 45,418
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 7,356)
-6,868 11,945 6,244 7,534 -12,384 6,911 5,806 445 1,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 30.8 30.3 42.2 29.0 91.2 90.1 8.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
125 130 152 109 107 326 316
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,958
COMMITMENTS
61,053 70,580 22,163 90,229 76,410 173,445 169,154 19,513 23,804
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 3,257)
-121 2,217 1,675 1,402 -96 2,956 3,796 301 -538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 36.6 11.5 46.8 39.6 89.9 87.7 10.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
53 63 47 77 72 152 164
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,682,121
COMMITMENTS
382,116 272,358 426,444 725,231 733,172 1533791 1431974 148,330 250,147
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 40,757)
-3,154 36,246 13,480 23,006 -7,738 33,332 41,988 7,425 -1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 16.2 25.4 43.1 43.6 91.2 85.1 8.8 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 775)
192 176 227 297 336 602 636
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,225
COMMITMENTS
864 2,729 1,508 5,750 3,900 8,122 8,137 2,102 2,088
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 443)
113 104 154 106 157 374 416 69 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 26.7 14.7 56.2 38.1 79.4 79.6 20.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 12 7 19 12 29 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 897,429
COMMITMENTS
140,140 127,177 298,276 400,829 379,695 839,245 805,148 58,184 92,280
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,289)
6,084 2,867 -1,125 -6,015 1,160 -1,056 2,903 2,344 -1,614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 14.2 33.2 44.7 42.3 93.5 89.7 6.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
169 201 256 172 199 498 521
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,841
COMMITMENTS
106,165 103,985 116,114 201,569 205,255 423,848 425,353 33,993 32,488
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 16,034)
2,070 562 7,411 3,233 9,009 12,714 16,983 3,319 -949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 22.7 25.4 44.0 44.8 92.6 92.9 7.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
94 95 117 92 75 261 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,898
COMMITMENTS
42,941 53,767 62,809 356,980 354,976 462,729 471,551 152,169 143,346
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -25,888)
-1,187 571 -6,137 -23,770 -20,115 -31,093 -25,681 5,206 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 8.7 10.2 58.1 57.7 75.3 76.7 24.7 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
21 35 34 75 79 116 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,818
COMMITMENTS
53,346 104,286 34,068 410,153 374,606 497,567 512,960 119,251 103,858
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -6,298)
-1,623 6,360 -5,599 1,485 -6,469 -5,737 -5,708 -561 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 16.9 5.5 66.5 60.7 80.7 83.2 19.3 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 15 14 49 50 70 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,801
COMMITMENTS
1,373 62 665 2,429 3,777 4,467 4,504 334 297
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -197)
-133 1 -10 -31 -95 -174 -104 -23 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 1.3 13.9 50.6 78.7 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 1 6 13 14 28 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 435,946
COMMITMENTS
112,408 49,987 85,077 183,758 266,422 381,243 401,487 54,703 34,460
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 10,900)
59 3,216 5,918 3,881 4,588 9,857 13,723 1,043 -2,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 11.5 19.5 42.2 61.1 87.5 92.1 12.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
88 67 94 100 91 245 211
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,020
COMMITMENTS
1,662 3,472 1,498 5,297 4,888 8,456 9,858 2,563 1,162
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 153)
220 394 -35 -13 13 172 372 -19 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 31.5 13.6 48.1 44.4 76.7 89.5 23.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 21 18 19 10 50 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,187,889
COMMITMENTS
320,843 261,038 47,561 696,219 737,928 1064624 1046527 123,265 141,362
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -70,610)
-32,542 19,363 6,069 -38,020 -91,446 -64,493 -66,014 -6,117 -4,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 22.0 4.0 58.6 62.1 89.6 88.1 10.4 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
51 61 39 90 133 161 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,291,888
COMMITMENTS
378,872 425,191 296,997 2256769 2103625 2932638 2825813 359,251 466,075
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -38,724)
-8,967 11,586 -5,092 -20,400 -46,491 -34,459 -39,997 -4,265 1,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 12.9 9.0 68.6 63.9 89.1 85.8 10.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
66 88 89 180 189 303 309
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,497,897
COMMITMENTS
389,294 525,950 157,990 1642743 1446158 2190026 2130098 307,871 367,799
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -41,581)
8,783 -57,397 -31,583 -46,803 41,278 -69,604 -47,701 28,022 6,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 21.1 6.3 65.8 57.9 87.7 85.3 12.3 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
48 69 56 115 146 196 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 840,979
COMMITMENTS
61,011 126,324 140,306 612,799 516,731 814,115 783,361 26,864 57,619
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 13,590)
17,379 6,301 -95 -7,166 2,184 10,118 8,389 3,472 5,200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 15.0 16.7 72.9 61.4 96.8 93.1 3.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
15 37 37 57 70 98 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,373
COMMITMENTS
10,196 11,183 3,047 27,704 23,623 40,948 37,853 5,425 8,520
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,129)
1,749 -3,014 1,091 -1,701 2,991 1,140 1,069 -10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.1 6.6 59.7 50.9 88.3 81.6 11.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 20 9 34 28 65 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,746
COMMITMENTS
20,393 22,365 6,094 55,409 47,247 81,896 75,706 10,850 17,040
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,259)
3,499 -6,027 2,183 -3,402 5,982 2,280 2,138 -21 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.1 6.6 59.7 50.9 88.3 81.6 11.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
28 20 9 34 28 65 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,266
COMMITMENTS
18,365 20,070 467 2,074 678 20,906 21,215 360 51
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 425)
387 413 12 54 0 453 425 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.4 94.4 2.2 9.8 3.2 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 14 2 2 1 26 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 61,123
COMMITMENTS
42,173 29,705 807 17,295 30,549 60,275 61,061 848 62
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 6,322)
772 -784 -34 5,622 7,135 6,360 6,317 -38 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.0 48.6 1.3 28.3 50.0 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 19 4 6 19 16 40
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,968
COMMITMENTS
24,383 14,001 2,705 9,623 20,195 36,711 36,901 257 67
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,496)
906 157 1,270 -742 70 1,434 1,497 62 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.0 37.9 7.3 26.0 54.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 14 3 5 11 13 27
Updated September 11, 2015