WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 435,150
COMMITMENTS
83,075 160,234 129,000 186,163 104,591 398,238 393,825 36,912 41,325
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 23,975)
-3,288 13,901 14,719 11,646 -5,210 23,077 23,410 897 564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 36.8 29.6 42.8 24.0 91.5 90.5 8.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
126 119 139 115 108 315 307
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 197,289
COMMITMENTS
46,900 69,964 30,510 99,237 69,419 176,647 169,893 20,641 27,396
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 5,067)
-3,646 -6,490 4,355 4,723 4,885 5,432 2,751 -365 2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 35.5 15.5 50.3 35.2 89.5 86.1 10.5 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 62 52 76 63 159 158
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,586,524
COMMITMENTS
305,043 301,324 379,410 729,920 696,006 1414374 1376740 172,150 209,784
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 41,692)
-12,692 27,729 19,480 30,352 -10,032 37,140 37,177 4,552 4,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 19.0 23.9 46.0 43.9 89.1 86.8 10.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
152 175 194 306 330 567 609
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,488
COMMITMENTS
2,527 1,475 1,866 3,892 5,811 8,285 9,152 2,203 1,336
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 831)
328 227 324 223 308 875 860 -44 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 14.1 17.8 37.1 55.4 79.0 87.3 21.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 8 14 12 30 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 864,240
COMMITMENTS
116,948 148,551 247,590 430,658 391,947 795,195 788,088 69,044 76,151
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -13,770)
-6,632 -6,100 -5,870 269 1,697 -12,233 -10,273 -1,537 -3,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 17.2 28.6 49.8 45.4 92.0 91.2 8.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
157 185 251 170 178 479 493
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,235
COMMITMENTS
121,605 41,672 119,872 174,887 266,629 416,364 428,172 40,871 29,063
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -22,940)
-2,077 9,776 -14,351 -3,986 -16,332 -20,414 -20,907 -2,526 -2,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 9.1 26.2 38.2 58.3 91.1 93.6 8.9 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
90 78 117 86 83 261 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 618,437
COMMITMENTS
77,351 79,230 54,195 343,594 350,439 475,140 483,865 143,296 134,571
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -13,926)
6,235 9,122 -5,581 -18,270 -11,938 -17,616 -8,397 3,691 -5,528
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.8 8.8 55.6 56.7 76.8 78.2 23.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
34 31 35 67 73 114 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,918
COMMITMENTS
57,996 145,149 6,617 433,452 385,357 498,065 537,123 118,854 79,795
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -21,280)
-620 8,203 -6,932 -14,013 -15,988 -21,565 -14,717 285 -6,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 23.5 1.1 70.3 62.5 80.7 87.1 19.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 15 10 56 51 74 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,240
COMMITMENTS
1,151 497 522 2,400 3,020 4,073 4,039 167 201
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 180)
-256 -43 183 277 9 204 149 -24 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 11.7 12.3 56.6 71.2 96.1 95.3 3.9 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 5 10 11 22 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 465,681
COMMITMENTS
74,538 108,081 100,796 232,960 216,166 408,295 425,043 57,387 40,638
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -17,323)
-2,248 -1,744 -5,269 -9,384 -7,990 -16,901 -15,003 -422 -2,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 23.2 21.6 50.0 46.4 87.7 91.3 12.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
72 97 104 107 88 249 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 17,799
COMMITMENTS
1,323 4,078 4,226 9,301 7,301 14,851 15,605 2,949 2,194
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 691)
-37 436 84 135 -20 182 500 509 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 22.9 23.7 52.3 41.0 83.4 87.7 16.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
18 28 25 24 14 60 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,104
COMMITMENTS
167,860 283,983 35,582 705,597 555,456 909,038 875,021 105,066 139,084
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -10,241)
-747 18,134 2,478 -12,669 -28,679 -10,939 -8,067 698 -2,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 28.0 3.5 69.6 54.8 89.6 86.3 10.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
41 60 32 99 115 156 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,874,346
COMMITMENTS
411,261 442,324 247,436 1910473 1744904 2569169 2434664 305,176 439,681
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -165,043)
-4,777 -5,747 -25,825 -121,508 -121,797 -152,109 -153,369 -12,934 -11,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 15.4 8.6 66.5 60.7 89.4 84.7 10.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
76 80 85 152 168 274 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,500,572
COMMITMENTS
211,495 419,887 141,008 1899086 1588206 2251589 2149101 248,983 351,471
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -151,807)
-28,373 -38,818 -36,327 -89,777 -63,105 -154,476 -138,250 2,669 -13,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 16.8 5.6 75.9 63.5 90.0 85.9 10.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
41 73 64 119 138 199 236
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 770,931
COMMITMENTS
59,291 65,323 135,694 554,153 525,154 749,138 726,171 21,792 44,760
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -32,639)
6,861 -12,444 -5,049 -32,851 -13,921 -31,039 -31,414 -1,600 -1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 8.5 17.6 71.9 68.1 97.2 94.2 2.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
15 27 32 43 61 75 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 40,547
COMMITMENTS
15,406 6,467 894 17,551 27,515 33,850 34,875 6,697 5,673
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -23,824)
-5,255 -2,344 -1,522 -16,348 -18,773 -23,124 -22,638 -700 -1,186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 15.9 2.2 43.3 67.9 83.5 86.0 16.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 13 5 32 22 62 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 81,094
COMMITMENTS
30,812 12,933 1,787 35,102 55,029 67,701 69,749 13,394 11,345
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -47,649)
-10,509 -4,687 -3,044 -32,695 -37,545 -46,248 -45,277 -1,400 -2,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 15.9 2.2 43.3 67.9 83.5 86.0 16.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
29 13 5 32 22 62 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,556
COMMITMENTS
15,902 16,792 2,065 1,375 680 19,342 19,537 214 19
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -2,465)
-1,457 -970 -1,361 346 0 -2,472 -2,331 7 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 85.9 10.6 7.0 3.5 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
18 9 4 2 1 21 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,493
COMMITMENTS
21,963 13,955 327 7,114 15,130 29,404 29,412 89 81
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: -329)
14 311 0 -334 -363 -320 -52 -9 -277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.5 47.3 1.1 24.1 51.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 13 1 6 16 15 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,111
COMMITMENTS
28,090 11,858 16 2,936 19,165 31,042 31,039 69 72
CHANGES FROM 12/15/15 (CHANGE IN OPEN INTEREST: 353)
-1,159 -311 16 1,476 681 333 386 20 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.3 38.1 0.1 9.4 61.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 11 1 4 12 13 24
Updated December 25, 2015