WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,600
COMMITMENTS
86,139 165,488 122,619 195,557 111,601 404,314 399,708 38,286 42,893
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 13,079)
2,284 28,034 -1,448 11,643 -13,241 12,478 13,344 601 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 37.4 27.7 44.2 25.2 91.3 90.3 8.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
117 140 137 114 102 307 311
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 201,101
COMMITMENTS
54,452 90,713 25,162 100,434 59,927 180,048 175,801 21,054 25,300
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,606)
663 989 1,034 -2,700 -2,948 -1,002 -925 -1,604 -1,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 45.1 12.5 49.9 29.8 89.5 87.4 10.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
62 72 56 79 62 172 170
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,564,356
COMMITMENTS
322,975 329,652 353,411 716,539 674,846 1392925 1357909 171,431 206,447
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -5,190)
10,687 -5,867 -3,105 -2,214 20,069 5,367 11,096 -10,558 -16,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 21.1 22.6 45.8 43.1 89.0 86.8 11.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727)
161 162 194 307 315 568 590
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,766
COMMITMENTS
2,341 2,249 1,325 4,063 4,876 7,728 8,450 2,038 1,317
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -425)
-128 -490 12 -224 133 -340 -345 -85 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 23.0 13.6 41.6 49.9 79.1 86.5 20.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 13 6 14 10 27 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 857,662
COMMITMENTS
130,264 157,378 239,993 420,181 384,928 790,438 782,299 67,224 75,362
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 899)
7,783 -6,487 -2,010 -3,636 10,065 2,136 1,568 -1,237 -669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 18.3 28.0 49.0 44.9 92.2 91.2 7.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 601)
159 185 250 187 195 497 511
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 479,984
COMMITMENTS
118,860 61,423 121,058 199,976 264,096 439,894 446,577 40,089 33,406
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,277)
7,668 -15,825 -1,291 -3,702 20,273 2,675 3,157 602 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 12.8 25.2 41.7 55.0 91.6 93.0 8.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
104 83 123 88 78 267 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 611,101
COMMITMENTS
54,193 74,562 49,815 349,325 333,809 453,333 458,186 157,768 152,915
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,880)
2,445 6,029 -4,860 4,675 14,907 2,259 16,075 621 -13,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 12.2 8.2 57.2 54.6 74.2 75.0 25.8 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
24 33 32 67 73 110 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 653,208
COMMITMENTS
61,767 136,059 17,862 460,002 408,895 539,631 562,816 113,577 90,391
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -36,292)
806 -9,128 -10,836 -7,335 -8,189 -17,365 -28,153 -18,928 -8,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 20.8 2.7 70.4 62.6 82.6 86.2 17.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
12 13 9 60 53 77 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,562
COMMITMENTS
1,698 870 117 2,559 3,427 4,374 4,414 188 148
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2)
82 58 -59 18 26 41 25 -39 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 19.1 2.6 56.1 75.1 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 2 4 11 14 26 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 467,557
COMMITMENTS
87,382 103,591 93,621 230,374 230,048 411,377 427,260 56,180 40,296
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -5,296)
-224 1,092 -3,978 -1,424 227 -5,625 -2,659 330 -2,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 22.2 20.0 49.3 49.2 88.0 91.4 12.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
69 98 99 98 88 236 234
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,846
COMMITMENTS
951 2,628 3,106 7,482 6,596 11,539 12,329 2,307 1,517
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 700)
-76 101 618 79 -102 621 617 79 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 19.0 22.4 54.0 47.6 83.3 89.0 16.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 23 24 22 12 52 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,002,548
COMMITMENTS
174,179 243,498 33,202 674,761 573,418 882,141 850,118 120,407 152,430
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -69,106)
-2,907 -1,003 -15,856 -34,024 -32,314 -52,788 -49,173 -16,319 -19,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 24.3 3.3 67.3 57.2 88.0 84.8 12.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
47 59 34 99 112 164 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,172,263
COMMITMENTS
440,797 441,830 272,201 2141051 1986416 2854048 2700446 318,215 471,817
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 50,336)
22,251 43,071 26,327 1,974 7,767 50,552 77,165 -217 -26,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 13.9 8.6 67.5 62.6 90.0 85.1 10.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
66 89 88 152 160 278 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,671,841
COMMITMENTS
249,336 515,918 121,532 2015271 1670124 2386139 2307575 285,702 364,266
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -266,715)
-12,606 12,494 -15,904 -166,426 -161,306 -194,936 -164,716 -71,779 -101,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 19.3 4.5 75.4 62.5 89.3 86.4 10.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
34 79 54 107 148 179 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 692,940
COMMITMENTS
59,477 64,760 136,918 474,815 445,814 671,210 647,492 21,730 45,448
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -169,379)
-55,924 -9,741 -18,252 -95,170 -136,575 -169,347 -164,568 -32 -4,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 9.3 19.8 68.5 64.3 96.9 93.4 3.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
15 21 31 45 57 76 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,259
COMMITMENTS
21,232 12,189 1,046 25,792 33,929 48,070 47,165 7,189 8,094
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,931)
1,331 1,611 202 -14 507 1,519 2,320 412 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 22.1 1.9 46.7 61.4 87.0 85.4 13.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
36 26 7 37 28 77 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,517
COMMITMENTS
42,463 24,379 2,092 51,584 67,859 96,140 94,329 14,378 16,188
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,862)
2,661 3,223 404 -27 1,013 3,038 4,639 824 -778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.4 22.1 1.9 46.7 61.4 87.0 85.4 13.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
36 26 7 37 28 77 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,942
COMMITMENTS
18,015 18,711 1,523 1,029 680 20,567 20,914 375 28
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,166)
1,125 1,148 1,022 0 2 2,147 2,172 19 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.0 89.3 7.3 4.9 3.2 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
19 12 3 1 1 22 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,585
COMMITMENTS
26,960 16,137 328 7,181 18,028 34,469 34,493 116 92
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -481)
-385 -858 5 -130 369 -510 -484 29 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 46.7 0.9 20.8 52.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 15 1 6 16 16 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,290
COMMITMENTS
21,226 12,469 0 11,912 20,723 33,138 33,192 152 98
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,044)
-1,725 -861 0 -302 -1,204 -2,027 -2,065 -17 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.8 37.5 0.0 35.8 62.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 15 0 3 13 11 28
Updated December 4, 2015