WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 436,900
COMMITMENTS
82,967 172,597 119,329 194,610 104,510 396,906 396,436 39,994 40,464
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,750)
-108 12,363 -9,671 8,447 -81 -1,332 2,611 3,082 -861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 39.5 27.3 44.5 23.9 90.8 90.7 9.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
139 127 144 118 109 332 314
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,135
COMMITMENTS
47,603 72,409 31,399 100,469 70,496 179,471 174,305 19,663 24,830
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 1,846)
703 2,446 889 1,231 1,078 2,824 4,412 -978 -2,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 36.4 15.8 50.5 35.4 90.1 87.5 9.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
49 59 49 79 65 160 155
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,595,753
COMMITMENTS
311,342 362,254 368,238 738,044 652,565 1417624 1383057 178,129 212,697
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 9,230)
6,299 60,930 -11,172 8,124 -43,441 3,250 6,317 5,979 2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 22.7 23.1 46.3 40.9 88.8 86.7 11.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
155 178 190 306 327 564 608
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,711
COMMITMENTS
2,449 1,617 1,952 4,000 5,667 8,400 9,235 2,311 1,475
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 222)
-78 142 85 108 -144 115 83 107 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.1 18.2 37.3 52.9 78.4 86.2 21.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 9 8 14 12 29 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 799,448
COMMITMENTS
110,177 170,847 208,543 416,514 344,513 735,234 723,903 64,215 75,545
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -64,791)
-6,771 22,296 -39,047 -14,144 -47,434 -59,962 -64,185 -4,830 -606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 21.4 26.1 52.1 43.1 92.0 90.6 8.0 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
148 177 220 172 178 452 472
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 425,727
COMMITMENTS
122,285 39,577 102,398 162,296 257,154 386,979 399,128 38,748 26,599
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -31,508)
680 -2,095 -17,474 -12,591 -9,475 -29,385 -29,044 -2,123 -2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 9.3 24.1 38.1 60.4 90.9 93.8 9.1 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
103 67 107 85 85 253 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 583,575
COMMITMENTS
81,283 73,950 45,091 319,262 327,911 445,636 446,952 137,938 136,622
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -34,862)
3,932 -5,280 -9,104 -24,332 -22,528 -29,504 -36,913 -5,358 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 12.7 7.7 54.7 56.2 76.4 76.6 23.6 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
32 32 32 64 66 110 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,488
COMMITMENTS
56,368 150,448 6,636 437,123 375,046 500,127 532,130 114,362 82,359
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,430)
-1,628 5,299 19 3,671 -10,311 2,062 -4,993 -4,492 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 24.5 1.1 71.1 61.0 81.4 86.6 18.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
12 15 10 59 51 77 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,038
COMMITMENTS
1,140 430 495 2,239 2,877 3,874 3,802 164 236
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -202)
-11 -67 -27 -161 -143 -199 -237 -3 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 10.6 12.3 55.4 71.2 95.9 94.2 4.1 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
10 6 5 9 10 21 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 456,689
COMMITMENTS
73,880 116,509 94,757 233,513 204,212 402,150 415,478 54,538 41,211
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -8,993)
-659 8,428 -6,039 553 -11,954 -6,144 -9,565 -2,848 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 25.5 20.7 51.1 44.7 88.1 91.0 11.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
70 100 101 104 83 241 237
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,147
COMMITMENTS
1,352 3,950 2,925 8,190 6,264 12,467 13,139 2,680 2,009
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -2,652)
29 -127 -1,301 -1,111 -1,038 -2,384 -2,466 -269 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 26.1 19.3 54.1 41.4 82.3 86.7 17.7 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
18 24 24 23 13 58 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,032,135
COMMITMENTS
190,629 295,727 29,266 712,407 561,831 932,302 886,823 99,834 145,312
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 18,031)
22,769 11,744 -6,316 6,810 6,374 23,264 11,803 -5,233 6,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 28.7 2.8 69.0 54.4 90.3 85.9 9.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
42 63 30 95 111 154 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,778,486
COMMITMENTS
441,361 417,355 209,769 1827836 1698731 2478966 2325855 299,521 452,631
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -95,859)
30,100 -24,969 -37,667 -82,637 -46,173 -90,203 -108,809 -5,656 12,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 15.0 7.5 65.8 61.1 89.2 83.7 10.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
68 80 77 142 160 255 272
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,457,598
COMMITMENTS
233,940 416,786 113,603 1850236 1570248 2197779 2100637 259,819 356,961
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -42,974)
22,445 -3,102 -27,405 -48,850 -17,959 -53,810 -48,465 10,835 5,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 17.0 4.6 75.3 63.9 89.4 85.5 10.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
37 67 53 106 131 178 216
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 790,048
COMMITMENTS
61,101 81,329 137,333 571,485 530,852 769,919 749,514 20,128 40,534
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 19,117)
1,810 16,007 1,639 17,332 5,697 20,781 23,343 -1,664 -4,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 10.3 17.4 72.3 67.2 97.5 94.9 2.5 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 27 32 42 60 74 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,746
COMMITMENTS
16,672 6,106 1,099 18,545 29,591 36,316 36,795 6,430 5,951
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 2,199)
1,266 -361 205 994 2,076 2,466 1,921 -267 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 14.3 2.6 43.4 69.2 85.0 86.1 15.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 12 6 31 28 65 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 85,492
COMMITMENTS
33,345 12,211 2,198 37,090 59,182 72,633 73,591 12,859 11,901
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 4,398)
2,533 -722 411 1,988 4,153 4,932 3,842 -534 556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 14.3 2.6 43.4 69.2 85.0 86.1 15.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
33 12 6 31 28 65 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,623
COMMITMENTS
15,868 16,788 2,092 1,375 680 19,335 19,560 288 63
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 67)
-34 -4 27 0 0 -7 23 74 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.9 85.6 10.7 7.0 3.5 98.5 99.7 1.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
16 9 3 2 1 19 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,415
COMMITMENTS
22,037 13,989 327 6,964 15,022 29,328 29,338 87 77
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: -78)
74 34 0 -150 -108 -76 -74 -2 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.9 47.6 1.1 23.7 51.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 11 1 6 16 15 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,843
COMMITMENTS
28,457 12,621 59 3,257 19,098 31,773 31,778 70 65
CHANGES FROM 12/22/15 (CHANGE IN OPEN INTEREST: 732)
367 763 43 321 -67 731 739 1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.4 39.6 0.2 10.2 60.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 13 2 4 12 14 26
Updated January 1, 2016