WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 468,079
COMMITMENTS
93,140 138,976 142,150 191,907 140,785 427,197 421,912 40,882 46,167
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -3,463)
2,308 -3,313 -2,339 -3,856 1,252 -3,887 -4,400 424 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 29.7 30.4 41.0 30.1 91.3 90.1 8.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
127 128 154 107 114 328 316
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,225
COMMITMENTS
60,644 71,206 27,364 90,439 75,748 178,447 174,319 20,778 24,907
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,585)
-1,440 -229 1,700 1,057 -541 1,317 929 269 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 35.7 13.7 45.4 38.0 89.6 87.5 10.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
59 61 59 78 74 164 173
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,726,114
COMMITMENTS
391,339 255,225 452,807 725,124 777,761 1569269 1485793 156,845 240,321
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 25,356)
-3,571 -364 23,903 7,268 3,355 27,599 26,894 -2,243 -1,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 14.8 26.2 42.0 45.1 90.9 86.1 9.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
198 178 239 291 340 614 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,591
COMMITMENTS
1,331 2,568 1,776 5,493 4,234 8,600 8,578 1,991 2,012
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -64)
90 -59 82 -35 -79 138 -55 -202 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 24.2 16.8 51.9 40.0 81.2 81.0 18.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 12 8 19 13 31 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 959,284
COMMITMENTS
144,401 154,442 329,057 426,838 384,120 900,297 867,619 58,987 91,665
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 48,265)
1,264 18,376 23,592 22,921 3,498 47,777 45,465 489 2,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 16.1 34.3 44.5 40.0 93.9 90.4 6.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 651)
181 218 274 178 203 516 560
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 475,547
COMMITMENTS
106,706 114,110 121,300 212,373 206,143 440,379 441,553 35,167 33,994
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,454)
948 2,798 1,986 4,424 3,146 7,358 7,929 2,096 1,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 24.0 25.5 44.7 43.3 92.6 92.9 7.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
92 98 117 95 74 259 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 618,556
COMMITMENTS
56,947 53,853 66,115 349,222 363,704 472,283 483,672 146,272 134,884
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -23,672)
-6,050 -1,020 -3,636 -8,901 -7,740 -18,587 -12,396 -5,086 -11,276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 8.7 10.7 56.5 58.8 76.4 78.2 23.6 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
29 31 38 79 78 125 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,909
COMMITMENTS
57,651 114,167 20,354 441,498 405,023 519,503 539,544 117,407 97,366
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 9,970)
1,511 4,754 -8,958 18,143 15,157 10,697 10,953 -727 -983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 17.9 3.2 69.3 63.6 81.6 84.7 18.4 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
12 14 14 54 54 74 74
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,045
COMMITMENTS
1,369 25 797 2,515 4,032 4,681 4,854 364 191
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 223)
136 -9 27 24 335 187 353 36 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 0.5 15.8 49.9 79.9 92.8 96.2 7.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 1 7 12 15 28 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 444,170
COMMITMENTS
109,914 55,917 90,453 186,542 262,987 386,909 409,357 57,261 34,813
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -2,542)
-7,104 10,171 2,880 1,907 -18,487 -2,316 -5,435 -226 2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 12.6 20.4 42.0 59.2 87.1 92.2 12.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
88 69 98 103 94 246 220
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,421
COMMITMENTS
2,516 3,559 1,521 5,520 5,977 9,557 11,056 2,864 1,365
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 175)
216 188 -188 53 31 81 32 93 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 28.7 12.2 44.4 48.1 76.9 89.0 23.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 20 15 19 12 49 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,203,699
COMMITMENTS
297,146 258,681 76,223 714,038 746,293 1087407 1081196 116,292 122,503
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -4,435)
-9,674 -21,171 20,367 -5,322 8,192 5,371 7,388 -9,806 -11,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 21.5 6.3 59.3 62.0 90.3 89.8 9.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
57 57 40 93 124 168 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,192,878
COMMITMENTS
390,707 388,671 309,152 2136926 2056494 2836785 2754316 356,093 438,562
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -56,103)
50,851 -20,005 -1,918 -111,276 -18,054 -62,342 -39,976 6,239 -16,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 12.2 9.7 66.9 64.4 88.8 86.3 11.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
80 80 90 182 190 311 311
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,555,028
COMMITMENTS
317,223 435,025 155,200 1787744 1612455 2260167 2202681 294,862 352,347
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 105,890)
3,230 -48,558 -17,506 106,510 190,257 92,234 124,193 13,656 -18,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 17.0 6.1 70.0 63.1 88.5 86.2 11.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
48 71 59 120 146 203 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 894,145
COMMITMENTS
141,063 99,817 117,931 616,548 611,376 875,542 829,124 18,603 65,021
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -60,000)
-302 -13,989 -34,008 -15,955 -10,918 -50,266 -58,915 -9,734 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.2 13.2 69.0 68.4 97.9 92.7 2.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
15 44 39 56 74 100 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,757
COMMITMENTS
8,726 10,239 787 17,044 11,869 26,557 22,895 5,200 8,862
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -19,790)
-1,938 -1,865 -2,278 -15,371 -14,744 -19,587 -18,887 -204 -903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 32.2 2.5 53.7 37.4 83.6 72.1 16.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 19 6 30 21 49 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,515
COMMITMENTS
17,452 20,479 1,574 34,089 23,738 53,115 45,791 10,400 17,724
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -39,580)
-3,875 -3,729 -4,557 -30,741 -29,489 -39,173 -37,775 -407 -1,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 32.2 2.5 53.7 37.4 83.6 72.1 16.4 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 19 6 30 21 49 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,838
COMMITMENTS
17,889 19,693 440 2,174 678 20,503 20,811 335 27
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -6,044)
-2,470 -1,502 -3,126 -400 0 -5,996 -4,628 -48 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.8 94.5 2.1 10.4 3.3 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
24 13 2 2 1 27 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,215
COMMITMENTS
32,563 22,917 20 9,981 20,083 42,564 43,020 651 195
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -852)
-2 -1,127 -6 -643 122 -651 -1,011 -201 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 53.0 0.0 23.1 46.5 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 16 1 5 16 12 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,027
COMMITMENTS
22,044 15,886 0 15,769 22,005 37,813 37,891 214 136
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,564)
-30 1,355 0 1,631 173 1,601 1,528 -37 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.0 41.8 0.0 41.5 57.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 16 0 4 13 9 29
Updated September 25, 2015