WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,762
COMMITMENTS
81,472 162,452 117,534 189,783 103,858 388,789 383,843 36,973 41,919
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -16,838)
-4,667 -3,036 -5,085 -5,773 -7,743 -15,525 -15,864 -1,313 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 38.2 27.6 44.6 24.4 91.3 90.2 8.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
129 120 134 114 103 310 298
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 198,595
COMMITMENTS
52,503 86,813 25,945 99,152 60,443 177,601 173,201 20,994 25,394
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,506)
-1,948 -3,900 783 -1,282 516 -2,447 -2,600 -59 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 43.7 13.1 49.9 30.4 89.4 87.2 10.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
50 68 56 78 61 166 163
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,555,113
COMMITMENTS
317,782 305,313 356,571 709,878 688,845 1384232 1350729 170,881 204,384
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9,243)
-5,192 -24,340 3,160 -6,661 13,999 -8,693 -7,180 -550 -2,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 19.6 22.9 45.6 44.3 89.0 86.9 11.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
153 165 182 301 321 551 585
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,225
COMMITMENTS
2,347 1,392 1,323 3,415 5,218 7,084 7,933 2,141 1,292
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -541)
6 -857 -2 -648 342 -644 -517 103 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 15.1 14.3 37.0 56.6 76.8 86.0 23.2 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 11 6 13 11 28 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 875,282
COMMITMENTS
134,519 142,585 248,049 424,157 405,236 806,725 795,871 68,557 79,411
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 17,620)
4,255 -14,793 8,056 3,975 20,308 16,287 13,571 1,333 4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 16.3 28.3 48.5 46.3 92.2 90.9 7.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
164 173 248 179 191 482 506
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 474,295
COMMITMENTS
123,074 35,474 122,499 187,031 286,284 432,604 444,257 41,691 30,038
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -5,689)
4,214 -25,949 1,441 -12,945 22,188 -7,290 -2,320 1,602 -3,368
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 7.5 25.8 39.4 60.4 91.2 93.7 8.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
109 65 108 84 82 252 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 623,919
COMMITMENTS
63,330 77,233 54,803 363,612 341,064 481,745 473,100 142,174 150,819
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 12,818)
9,137 2,671 4,988 14,287 7,255 28,412 14,914 -15,594 -2,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.4 8.8 58.3 54.7 77.2 75.8 22.8 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
28 30 33 66 70 108 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,072
COMMITMENTS
58,505 140,689 17,583 448,447 388,497 524,535 546,769 111,536 89,303
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -17,136)
-3,262 4,630 -279 -11,554 -20,399 -15,095 -16,048 -2,041 -1,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 22.1 2.8 70.5 61.1 82.5 86.0 17.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 15 11 59 51 77 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,553
COMMITMENTS
1,707 869 152 2,500 3,379 4,359 4,400 194 153
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9)
9 -1 35 -59 -48 -15 -14 6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 19.1 3.3 54.9 74.2 95.7 96.6 4.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 3 4 10 14 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 477,281
COMMITMENTS
82,938 102,898 102,076 238,745 229,141 423,759 434,115 53,522 43,167
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 9,725)
-4,445 -694 8,456 8,371 -908 12,382 6,854 -2,658 2,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.6 21.4 50.0 48.0 88.8 91.0 11.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
71 99 109 106 86 250 238
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,828
COMMITMENTS
1,189 3,332 3,632 8,734 7,058 13,554 14,022 2,274 1,806
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,982)
237 704 526 1,251 463 2,015 1,693 -33 289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.1 22.9 55.2 44.6 85.6 88.6 14.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
17 27 27 23 13 59 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 992,768
COMMITMENTS
145,774 259,404 37,005 705,791 549,264 888,569 845,672 104,198 147,096
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9,780)
-28,404 15,906 3,803 31,030 -24,154 6,428 -4,445 -16,208 -5,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 26.1 3.7 71.1 55.3 89.5 85.2 10.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
48 57 33 95 115 153 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,083,916
COMMITMENTS
414,854 447,332 274,310 2095014 1895884 2784177 2617526 299,738 466,390
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -88,347)
-25,943 5,503 2,109 -46,037 -90,532 -69,871 -82,920 -18,477 -5,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.5 8.9 67.9 61.5 90.3 84.9 9.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
66 92 90 158 166 282 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,585,807
COMMITMENTS
214,068 514,145 132,184 1988655 1569165 2334907 2215493 250,900 370,314
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -86,034)
-35,268 -1,773 10,651 -26,616 -100,960 -51,232 -92,082 -34,802 6,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 19.9 5.1 76.9 60.7 90.3 85.7 9.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
33 85 55 116 146 188 247
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 712,038
COMMITMENTS
43,481 69,191 151,460 492,725 443,674 687,667 664,325 24,371 47,713
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 19,098)
-15,996 4,431 14,542 17,911 -2,140 16,457 16,833 2,641 2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 9.7 21.3 69.2 62.3 96.6 93.3 3.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
13 24 28 44 56 73 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,264
COMMITMENTS
18,949 10,601 1,572 26,127 34,023 46,648 46,197 6,616 7,067
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -1,995)
-2,283 -1,588 527 335 94 -1,422 -968 -573 -1,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 19.9 3.0 49.1 63.9 87.6 86.7 12.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 16 8 39 30 79 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,528
COMMITMENTS
37,897 21,203 3,145 52,255 68,046 93,296 92,393 13,231 14,134
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,990)
-4,566 -3,176 1,053 670 187 -2,843 -1,936 -1,146 -2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 19.9 3.0 49.1 63.9 87.6 86.7 12.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
38 16 8 39 30 79 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,936
COMMITMENTS
17,646 18,142 2,068 1,029 680 20,743 20,890 193 46
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6)
-369 -569 545 0 0 176 -24 -182 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.3 86.7 9.9 4.9 3.2 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 13 6 1 1 19 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,985
COMMITMENTS
24,765 14,634 11,505 5,618 15,762 41,888 41,901 97 84
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 7,400)
-2,195 -1,503 11,177 -1,563 -2,266 7,419 7,408 -19 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.0 34.9 27.4 13.4 37.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 15 3 5 15 16 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,245
COMMITMENTS
19,319 12,680 13,707 12,102 18,758 45,128 45,145 117 100
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 11,955)
-1,907 211 13,707 190 -1,965 11,990 11,953 -35 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.7 28.0 30.3 26.7 41.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 2 4 12 11 27
Updated December 11, 2015