WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,982
COMMITMENTS
102,133 157,876 89,878 157,461 99,306 349,472 347,060 38,510 40,922
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -7,414)
-5,406 -16,990 5,572 -9,543 4,461 -9,377 -6,957 1,963 -457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 40.7 23.2 40.6 25.6 90.1 89.5 9.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
125 129 136 98 89 309 289
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,083
COMMITMENTS
51,155 76,263 34,791 108,318 80,806 194,264 191,860 21,819 24,223
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 4,267)
-1,339 201 2,489 1,787 2,795 2,937 5,485 1,330 -1,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 35.3 16.1 50.1 37.4 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
63 57 62 79 70 177 170
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,356,442
COMMITMENTS
327,482 326,804 247,833 644,161 603,023 1219476 1177660 136,966 178,782
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -34,436)
-12,830 -71,313 -1,212 -11,572 36,665 -25,614 -35,860 -8,822 1,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 24.1 18.3 47.5 44.5 89.9 86.8 10.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720)
142 180 170 257 307 515 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,377
COMMITMENTS
3,157 2,781 588 3,127 4,143 6,872 7,512 2,505 1,865
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -317)
-53 -11 -245 -45 38 -343 -218 26 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 29.7 6.3 33.3 44.2 73.3 80.1 26.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 14 8 13 11 28 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 685,068
COMMITMENTS
134,721 175,225 106,210 387,325 333,880 628,256 615,315 56,812 69,753
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 19,282)
1,341 2,751 -409 17,883 14,224 18,815 16,566 467 2,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 25.6 15.5 56.5 48.7 91.7 89.8 8.3 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 520)
133 163 164 155 169 389 424
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 411,380
COMMITMENTS
113,038 41,800 102,630 158,547 241,119 374,215 385,549 37,165 25,831
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -50)
-3,282 -14,392 6,211 -4,786 9,930 -1,857 1,749 1,807 -1,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 10.2 24.9 38.5 58.6 91.0 93.7 9.0 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
101 57 102 77 73 234 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 534,175
COMMITMENTS
83,611 79,237 6,664 293,911 309,324 384,186 395,225 149,989 138,950
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 5,714)
1,280 -8,884 -473 -3,766 5,913 -2,959 -3,444 8,673 9,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 14.8 1.2 55.0 57.9 71.9 74.0 28.1 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
23 34 14 56 67 86 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 627,847
COMMITMENTS
60,173 148,576 4,329 440,563 393,646 505,065 546,551 122,782 81,296
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 8,510)
1,314 -305 -909 9,294 12,433 9,699 11,219 -1,189 -2,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 23.7 0.7 70.2 62.7 80.4 87.1 19.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 15 10 60 50 79 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,001
COMMITMENTS
808 313 672 2,261 2,660 3,741 3,645 260 356
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -472)
-363 -148 54 -160 -458 -469 -552 -3 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 7.8 16.8 56.5 66.5 93.5 91.1 6.5 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 6 4 11 12 19 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 414,945
COMMITMENTS
81,545 112,003 69,627 211,024 192,227 362,196 373,857 52,749 41,088
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 488)
-1,293 -12,201 4,868 -5,084 6,523 -1,509 -810 1,997 1,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 27.0 16.8 50.9 46.3 87.3 90.1 12.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
80 88 87 98 78 232 224
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,223
COMMITMENTS
1,803 4,398 1,535 7,684 5,555 11,022 11,488 2,201 1,735
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -320)
-189 343 -309 320 -340 -178 -306 -142 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 33.3 11.6 58.1 42.0 83.4 86.9 16.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 22 19 22 11 53 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,074,285
COMMITMENTS
127,495 247,252 32,147 802,727 642,293 962,369 921,692 111,916 152,593
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 38,621)
-5,329 -26,729 8,494 28,859 47,185 32,024 28,950 6,597 9,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 23.0 3.0 74.7 59.8 89.6 85.8 10.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
41 65 33 93 115 153 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,885,948
COMMITMENTS
496,430 451,889 73,250 1962456 1926965 2532136 2452104 353,812 433,844
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 81,828)
83,028 -29,259 -1,219 -15,250 96,834 66,559 66,356 15,269 15,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 15.7 2.5 68.0 66.8 87.7 85.0 12.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
70 89 57 129 160 234 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,635,834
COMMITMENTS
262,592 509,488 41,377 2036228 1734098 2340197 2284963 295,637 350,871
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 115,441)
16,290 11,324 5,448 85,181 92,668 106,919 109,440 8,522 6,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 19.3 1.6 77.3 65.8 88.8 86.7 11.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
44 69 33 109 137 172 220
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 819,706
COMMITMENTS
65,940 64,819 133,308 598,191 579,336 797,439 777,463 22,267 42,243
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 38,198)
-786 -6,789 16,666 22,418 29,012 38,298 38,889 -100 -691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 7.9 16.3 73.0 70.7 97.3 94.8 2.7 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
20 29 35 45 59 83 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,555
COMMITMENTS
8,149 7,552 69 17,010 16,555 25,227 24,175 5,328 6,380
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -33)
145 865 -228 1,066 -1,120 983 -482 -1,016 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 24.7 0.2 55.7 54.2 82.6 79.1 17.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 16 4 37 21 55 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,110
COMMITMENTS
16,298 15,103 137 34,019 33,110 50,454 48,350 10,656 12,760
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -66)
290 1,730 -455 2,131 -2,239 1,966 -964 -2,032 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 24.7 0.2 55.7 54.2 82.6 79.1 17.4 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 16 4 37 21 55 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,387
COMMITMENTS
13,277 14,017 1,602 1,137 680 16,016 16,299 371 88
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 1,285)
1,040 1,610 105 0 0 1,145 1,715 140 -430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.0 85.5 9.8 6.9 4.1 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 17 3 1 1 17 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,186
COMMITMENTS
23,242 13,763 259 7,595 17,079 31,096 31,101 90 85
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: -51)
508 -817 -3 -496 813 9 -7 -60 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.5 44.1 0.8 24.4 54.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
9 16 1 6 19 16 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/26/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,589
COMMITMENTS
31,089 13,248 0 1,420 19,224 32,509 32,472 80 117
CHANGES FROM 01/19/16 (CHANGE IN OPEN INTEREST: 41)
760 82 0 -477 131 283 213 -242 -172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
95.4 40.7 0.0 4.4 59.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 13 0 4 12 13 25
Updated January 29, 2016