WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,848
COMMITMENTS
86,107 134,256 164,013 213,462 156,745 463,581 455,014 38,266 46,834
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 20,029)
-6,423 9,181 8,057 16,566 673 18,200 17,911 1,829 2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 26.8 32.7 42.5 31.2 92.4 90.7 7.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
121 142 173 111 117 337 343
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 217,301
COMMITMENTS
53,817 86,314 33,019 106,666 68,577 193,502 187,910 23,799 29,390
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -4,641)
-2,386 1,786 -6,325 3,715 -1,302 -4,996 -5,841 355 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 39.7 15.2 49.1 31.6 89.0 86.5 11.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
62 73 65 78 60 174 174
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,835,757
COMMITMENTS
320,670 332,604 521,752 807,606 739,408 1650028 1593764 185,729 241,993
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -5,585)
-21,012 12,618 8,529 10,663 -12,506 -1,820 8,640 -3,765 -14,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 18.1 28.4 44.0 40.3 89.9 86.8 10.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 802)
183 184 247 351 339 667 667
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,775
COMMITMENTS
2,231 2,915 1,917 6,396 6,348 10,544 11,180 2,231 1,595
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,051)
-180 -286 -94 -474 -38 -747 -418 -304 -633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 22.8 15.0 50.1 49.7 82.5 87.5 17.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 15 8 14 10 27 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 843,583
COMMITMENTS
125,542 159,397 236,882 412,519 369,876 774,943 766,154 68,640 77,429
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 18,965)
-4,071 -6,759 18,052 3,480 8,164 17,461 19,458 1,504 -493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 18.9 28.1 48.9 43.8 91.9 90.8 8.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 580)
162 172 230 187 188 475 488
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 515,991
COMMITMENTS
105,684 91,791 148,051 225,522 240,790 479,257 480,632 36,734 35,359
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -1,962)
2,704 2,311 -1,554 -1,270 -1,148 -120 -391 -1,841 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 17.8 28.7 43.7 46.7 92.9 93.1 7.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
88 104 128 101 76 268 254
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 576,380
COMMITMENTS
43,456 63,519 60,941 325,678 292,169 430,075 416,629 146,305 159,752
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -6,848)
-7,353 995 -5,798 827 -16,405 -12,325 -21,208 5,477 14,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.0 10.6 56.5 50.7 74.6 72.3 25.4 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
20 32 30 68 73 107 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,389
COMMITMENTS
59,428 149,678 8,960 430,227 369,135 498,615 527,773 125,774 96,615
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 3,998)
-3,204 3,618 -1,723 3,376 4,595 -1,551 6,490 5,549 -2,493
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 24.0 1.4 68.9 59.1 79.9 84.5 20.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 15 11 59 50 76 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,922
COMMITMENTS
1,679 848 300 2,678 3,548 4,657 4,696 265 226
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -590)
-159 133 -168 -259 -584 -586 -619 -4 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 17.2 6.1 54.4 72.1 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
14 2 5 10 12 26 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 494,600
COMMITMENTS
92,114 91,544 107,703 236,082 253,197 435,899 452,443 58,701 42,157
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 6,221)
-6,465 10,860 5,706 10,147 -11,294 9,387 5,271 -3,166 949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.5 21.8 47.7 51.2 88.1 91.5 11.9 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
71 97 105 110 95 253 243
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,449
COMMITMENTS
1,011 2,581 2,615 7,655 6,916 11,281 12,112 2,168 1,337
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -48)
91 -207 85 -230 93 -54 -29 6 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 19.2 19.4 56.9 51.4 83.9 90.1 16.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
19 19 21 22 11 51 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,109,916
COMMITMENTS
180,272 235,957 47,638 758,556 669,647 986,465 953,241 123,451 156,675
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -41,593)
-43,671 -15,958 4,512 -5,022 -32,604 -44,182 -44,051 2,589 2,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 21.3 4.3 68.3 60.3 88.9 85.9 11.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
46 57 38 105 126 172 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,223,742
COMMITMENTS
402,200 429,741 308,518 2183141 1997617 2893860 2735877 329,883 487,865
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 18,622)
8,756 19,763 -25,101 54,077 18,037 37,732 12,699 -19,109 5,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 13.3 9.6 67.7 62.0 89.8 84.9 10.2 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
72 87 84 164 170 284 293
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,639,238
COMMITMENTS
261,578 426,775 190,706 1912692 1632670 2364975 2250150 274,263 389,088
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 10,445)
-20,397 28,287 16,110 23,279 -59,326 18,992 -14,928 -8,547 25,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 16.2 7.2 72.5 61.9 89.6 85.3 10.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
34 82 62 120 144 199 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 810,758
COMMITMENTS
122,661 78,589 129,255 537,582 553,209 789,497 761,053 21,261 49,705
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 19,732)
18,225 1,379 6,215 -6,444 10,113 17,997 17,708 1,736 2,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.7 15.9 66.3 68.2 97.4 93.9 2.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
15 28 33 50 62 83 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,124
COMMITMENTS
17,521 10,284 1,256 26,764 34,076 45,542 45,616 7,583 7,508
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -2,309)
-2,842 998 285 -567 -1,760 -3,124 -477 815 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 19.4 2.4 50.4 64.1 85.7 85.9 14.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 22 9 37 26 71 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,249
COMMITMENTS
35,043 20,568 2,513 53,528 68,153 91,084 91,233 15,165 15,016
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -4,618)
-5,684 1,996 570 -1,133 -3,520 -6,247 -954 1,630 -3,664
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 19.4 2.4 50.4 64.1 85.7 85.9 14.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
32 22 9 37 26 71 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,486
COMMITMENTS
15,428 16,285 1,486 1,218 678 18,132 18,449 354 37
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: 904)
239 429 465 201 0 905 894 -1 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.5 88.1 8.0 6.6 3.7 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 12 3 1 1 20 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,589
COMMITMENTS
28,335 19,483 330 8,815 17,687 37,480 37,500 109 89
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -503)
-444 -454 0 -52 -62 -496 -516 -7 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.4 51.8 0.9 23.5 47.1 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 15 1 6 16 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,592
COMMITMENTS
21,911 13,633 1 12,528 20,907 34,440 34,541 152 51
CHANGES FROM 11/10/15 (CHANGE IN OPEN INTEREST: -133)
-513 106 1 384 -210 -128 -103 -5 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.3 39.4 0.0 36.2 60.4 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 17 1 4 14 15 32
Updated November 20, 2015