WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,522
COMMITMENTS
83,855 137,454 124,067 183,914 124,842 391,836 386,363 37,685 43,158
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -72,326)
-2,252 3,198 -39,945 -29,548 -31,903 -71,745 -68,650 -581 -3,676
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 32.0 28.9 42.8 29.1 91.2 90.0 8.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
115 134 157 114 104 327 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 203,707
COMMITMENTS
53,788 89,723 24,127 103,134 62,875 181,050 176,726 22,658 26,981
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -13,593)
-29 3,409 -8,891 -3,531 -5,702 -12,452 -11,184 -1,142 -2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 44.0 11.8 50.6 30.9 88.9 86.8 11.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
64 71 62 76 59 172 171
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,569,546
COMMITMENTS
312,288 335,519 356,516 718,753 654,777 1387557 1346813 181,989 222,733
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -266,211)
-8,382 2,915 -165,236 -88,853 -84,631 -262,471 -246,951 -3,740 -19,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.4 22.7 45.8 41.7 88.4 85.8 11.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
151 168 198 324 321 581 599
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,191
COMMITMENTS
2,469 2,739 1,312 4,287 4,743 8,068 8,795 2,123 1,396
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,584)
238 -175 -605 -2,109 -1,605 -2,476 -2,385 -108 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 26.9 12.9 42.1 46.5 79.2 86.3 20.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 13 5 14 9 25 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 856,763
COMMITMENTS
122,481 163,865 242,004 423,817 374,863 788,302 780,732 68,461 76,032
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 13,180)
-3,061 4,468 5,122 11,298 4,987 13,359 14,577 -179 -1,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 19.1 28.2 49.5 43.8 92.0 91.1 8.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
176 173 239 189 187 491 500
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 476,706
COMMITMENTS
111,192 77,248 122,349 203,678 243,823 437,219 443,420 39,487 33,286
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -39,284)
5,508 -14,543 -25,702 -21,844 3,033 -42,037 -37,212 2,753 -2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 16.2 25.7 42.7 51.1 91.7 93.0 8.3 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
97 90 114 92 76 258 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,220
COMMITMENTS
51,748 68,533 54,675 344,651 318,902 451,074 442,111 157,147 166,110
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 31,840)
8,292 5,014 -6,266 18,973 26,734 20,999 25,482 10,842 6,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.3 9.0 56.7 52.4 74.2 72.7 25.8 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
23 27 29 66 69 103 112
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 689,500
COMMITMENTS
60,961 145,187 28,698 467,337 417,084 556,996 590,969 132,505 98,531
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 65,111)
1,533 -4,491 19,738 37,110 47,949 58,381 63,196 6,730 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 21.1 4.2 67.8 60.5 80.8 85.7 19.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
11 13 10 61 50 78 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,560
COMMITMENTS
1,616 812 176 2,541 3,401 4,333 4,389 227 171
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -362)
-63 -36 -124 -137 -147 -324 -307 -38 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 17.8 3.9 55.7 74.6 95.0 96.3 5.0 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
13 4 6 10 12 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 472,852
COMMITMENTS
87,606 102,499 97,599 231,798 229,822 417,002 429,919 55,850 42,933
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -21,748)
-4,509 10,955 -10,104 -4,285 -23,375 -18,897 -22,524 -2,851 776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 21.7 20.6 49.0 48.6 88.2 90.9 11.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
65 104 101 103 93 239 241
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,146
COMMITMENTS
1,027 2,527 2,487 7,403 6,698 10,918 11,713 2,228 1,433
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -303)
16 -54 -127 -252 -218 -363 -399 60 96
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 19.2 18.9 56.3 51.0 83.1 89.1 16.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 18 22 22 11 51 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,071,654
COMMITMENTS
177,086 244,502 49,058 708,785 605,731 934,929 899,291 136,726 172,364
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -38,261)
-3,186 8,545 1,420 -49,771 -63,915 -51,536 -53,950 13,275 15,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 22.8 4.6 66.1 56.5 87.2 83.9 12.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
48 60 39 105 123 174 203
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,121,927
COMMITMENTS
418,546 398,758 245,873 2139077 1978649 2803496 2623280 318,432 498,647
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -101,815)
16,346 -30,983 -62,645 -44,064 -18,969 -90,364 -112,597 -11,451 10,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 12.8 7.9 68.5 63.4 89.8 84.0 10.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
62 85 83 150 161 265 276
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,938,556
COMMITMENTS
261,942 503,424 137,437 2181697 1831430 2581075 2472291 357,481 466,265
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 299,317)
364 76,649 -53,269 269,005 198,761 216,100 222,141 83,217 77,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 17.1 4.7 74.2 62.3 87.8 84.1 12.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
33 73 55 117 144 190 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 862,318
COMMITMENTS
115,402 74,502 155,170 569,985 582,389 840,557 812,060 21,761 50,258
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 51,560)
-7,259 -4,088 25,915 32,403 29,180 51,059 51,007 501 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 8.6 18.0 66.1 67.5 97.5 94.2 2.5 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
16 27 32 49 63 81 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,328
COMMITMENTS
19,901 10,578 844 25,806 33,423 46,551 44,845 6,777 8,483
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 203)
2,380 294 -412 -958 -654 1,009 -772 -806 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 19.8 1.6 48.4 62.7 87.3 84.1 12.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 24 6 40 26 74 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,655
COMMITMENTS
39,802 21,156 1,688 51,612 66,845 93,102 89,690 13,553 16,966
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 407)
4,760 589 -825 -1,917 -1,307 2,018 -1,543 -1,612 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.3 19.8 1.6 48.4 62.7 87.3 84.1 12.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 24 6 40 26 74 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,776
COMMITMENTS
16,890 17,563 501 1,029 678 18,420 18,742 356 34
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 290)
1,462 1,278 -985 -189 0 288 293 2 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.0 93.5 2.7 5.5 3.6 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
19 11 2 1 1 21 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,066
COMMITMENTS
27,345 16,995 323 7,311 17,659 34,979 34,977 87 89
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: -2,523)
-990 -2,488 -7 -1,504 -28 -2,501 -2,523 -22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 48.5 0.9 20.8 50.4 99.8 99.7 0.2 0.3
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 11/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,334
COMMITMENTS
22,951 13,330 0 12,214 21,927 35,165 35,257 169 77
CHANGES FROM 11/17/15 (CHANGE IN OPEN INTEREST: 742)
1,040 -303 -1 -314 1,020 725 716 17 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.0 37.7 0.0 34.6 62.1 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 17 0 4 13 13 30
Updated November 30, 2015