WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 400,509
COMMITMENTS
106,695 195,365 73,886 182,725 88,321 363,306 357,572 37,203 42,937
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 39,684)
9,756 23,061 11,808 16,625 183 38,189 35,052 1,495 4,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 48.8 18.4 45.6 22.1 90.7 89.3 9.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
141 128 112 106 96 309 288
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,323
COMMITMENTS
51,113 78,893 27,532 105,961 72,038 184,606 178,463 19,717 25,860
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 14,000)
531 6,582 2,901 9,595 2,943 13,027 12,426 973 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 38.6 13.5 51.9 35.3 90.4 87.3 9.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
56 63 44 77 65 158 158
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,356,517
COMMITMENTS
345,953 407,715 205,403 656,017 563,544 1207373 1176662 149,144 179,855
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 38,703)
14,826 37,014 4,712 9,367 -8,457 28,905 33,269 9,798 5,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 30.1 15.1 48.4 41.5 89.0 86.7 11.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
144 179 149 252 295 479 560
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,148
COMMITMENTS
3,062 1,985 864 2,851 4,617 6,777 7,466 2,371 1,682
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -66)
-15 368 -40 -138 -612 -193 -284 127 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 21.7 9.4 31.2 50.5 74.1 81.6 25.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 12 5 13 10 26 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 658,069
COMMITMENTS
117,716 196,631 112,465 373,441 278,964 603,622 588,060 54,447 70,009
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 11,412)
6,202 24,834 4,468 3,135 -20,489 13,805 8,813 -2,393 2,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 29.9 17.1 56.7 42.4 91.7 89.4 8.3 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
124 186 184 151 161 393 450
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 385,135
COMMITMENTS
120,238 47,770 76,602 155,269 233,818 352,109 358,190 33,026 26,945
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -1,713)
-5,073 7,786 3,625 4,089 -14,120 2,641 -2,709 -4,354 996
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 12.4 19.9 40.3 60.7 91.4 93.0 8.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
92 73 99 79 71 232 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 491,104
COMMITMENTS
74,067 82,254 3,994 280,218 283,292 358,279 369,540 132,825 121,564
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -20,630)
-8,895 -719 -6,377 -8,294 -5,984 -23,566 -13,080 2,936 -7,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 16.7 0.8 57.1 57.7 73.0 75.2 27.0 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
25 34 12 57 60 89 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 614,216
COMMITMENTS
53,393 151,161 5,067 436,214 375,690 494,674 531,918 119,542 82,298
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 40)
-2,975 713 -1,569 -876 682 -5,420 -174 5,460 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 24.6 0.8 71.0 61.2 80.5 86.6 19.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 14 8 56 51 71 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,045
COMMITMENTS
1,139 604 461 2,239 2,713 3,839 3,778 206 267
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 7)
-1 174 -34 0 -164 -35 -24 42 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 14.9 11.4 55.4 67.1 94.9 93.4 5.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 7 4 9 11 20 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 405,616
COMMITMENTS
84,465 122,809 58,442 213,488 185,294 356,395 366,545 49,221 39,071
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 5,244)
2,959 10,563 2,501 1,582 -7,651 7,042 5,413 -1,798 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 30.3 14.4 52.6 45.7 87.9 90.4 12.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
75 89 82 98 75 224 217
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,412
COMMITMENTS
1,726 3,987 1,853 7,497 5,828 11,076 11,668 2,336 1,744
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -863)
29 28 -489 -202 -157 -662 -618 -201 -245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 29.7 13.8 55.9 43.5 82.6 87.0 17.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
19 22 20 21 9 55 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,031,431
COMMITMENTS
203,699 309,760 19,025 703,569 559,921 926,293 888,706 105,138 142,725
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 14,204)
12,875 14,040 -1,530 -3,538 2,499 7,807 15,009 6,397 -805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 30.0 1.8 68.2 54.3 89.8 86.2 10.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
40 64 25 96 106 149 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,534,485
COMMITMENTS
471,955 453,669 62,162 1715821 1584845 2249938 2100676 284,547 433,809
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 47,418)
-11 24,684 7,511 39,551 15,624 47,051 47,819 367 -401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 17.9 2.5 67.7 62.5 88.8 82.9 11.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
65 91 45 136 143 233 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,294,334
COMMITMENTS
198,814 457,325 38,578 1801608 1453521 2039000 1949424 255,334 344,910
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -6,954)
-28,789 50,283 -2,854 21,267 -53,106 -10,376 -5,677 3,422 -1,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 19.9 1.7 78.5 63.4 88.9 85.0 11.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
38 65 29 98 122 154 198
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 690,098
COMMITMENTS
54,719 74,740 97,680 516,853 472,270 669,252 644,690 20,846 45,408
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -57,773)
-6,685 -5,584 -2,372 -49,515 -54,760 -58,572 -62,716 799 4,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 10.8 14.2 74.9 68.4 97.0 93.4 3.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
17 25 28 38 55 66 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,445
COMMITMENTS
14,055 9,060 544 16,884 22,018 31,482 31,621 5,963 5,825
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,727)
-2,402 2,863 117 -1,045 -6,680 -3,331 -3,700 -396 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 24.2 1.5 45.1 58.8 84.1 84.4 15.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 17 4 35 19 63 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 74,890
COMMITMENTS
28,109 18,119 1,087 33,768 44,035 62,964 63,241 11,926 11,649
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -7,453)
-4,804 5,726 233 -2,090 -13,359 -6,661 -7,400 -792 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 24.2 1.5 45.1 58.8 84.1 84.4 15.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 17 4 35 19 63 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,220
COMMITMENTS
10,202 11,393 2,092 1,749 680 14,043 14,165 177 55
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -5,403)
-5,666 -5,395 0 374 0 -5,292 -5,395 -111 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.7 80.1 14.7 12.3 4.8 98.8 99.6 1.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
15 12 3 1 1 17 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,309
COMMITMENTS
23,028 14,620 287 6,875 15,324 30,190 30,231 119 78
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 894)
991 631 -40 -89 302 862 893 32 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.0 48.2 0.9 22.7 50.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 13 1 5 16 14 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,556
COMMITMENTS
27,073 14,444 11 6,381 19,047 33,465 33,502 91 54
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 1,713)
-1,384 1,823 -48 3,124 -51 1,692 1,724 21 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.7 43.0 0.0 19.0 56.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 20 1 4 11 8 31
Updated January 8, 2016