WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 445,244
COMMITMENTS
115,990 197,463 99,411 187,074 103,983 402,475 400,857 42,769 44,387
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 37,746)
8,304 33,770 3,358 23,899 -1,842 35,561 35,286 2,185 2,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 44.3 22.3 42.0 23.4 90.4 90.0 9.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
131 144 139 110 91 325 311
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 222,982
COMMITMENTS
53,917 88,635 33,084 111,293 74,717 198,294 196,436 24,688 26,546
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 3,858)
2,473 7,928 -1,816 145 -4,373 802 1,739 3,056 2,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 39.7 14.8 49.9 33.5 88.9 88.1 11.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 63 63 78 66 175 175
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,403,163
COMMITMENTS
343,188 358,187 238,897 665,959 604,222 1248044 1201306 155,119 201,857
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 34,331)
-3,645 37,084 7,384 18,253 -27,047 21,992 17,421 12,339 16,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 25.5 17.0 47.5 43.1 88.9 85.6 11.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
143 191 197 260 289 530 587
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,419
COMMITMENTS
3,435 3,381 559 3,626 4,130 7,620 8,070 2,799 2,349
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 371)
261 239 60 56 -179 377 120 -6 251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 32.5 5.4 34.8 39.6 73.1 77.5 26.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 15 9 14 10 29 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 736,229
COMMITMENTS
134,895 205,434 127,161 414,157 329,939 676,213 662,534 60,016 73,695
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 20,612)
-13,538 16,474 14,378 20,120 -12,430 20,960 18,422 -348 2,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 27.9 17.3 56.3 44.8 91.8 90.0 8.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
134 175 196 166 165 427 450
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 413,790
COMMITMENTS
120,119 50,742 86,614 165,470 246,033 372,203 383,389 41,587 30,401
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -3,178)
161 4,468 -8,120 2,584 -2,917 -5,375 -6,569 2,197 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 12.3 20.9 40.0 59.5 89.9 92.7 10.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
98 65 104 78 77 239 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,022
COMMITMENTS
100,592 102,477 12,988 312,978 324,397 426,558 439,862 144,464 131,160
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 20,535)
7,565 20,741 953 17,500 9,326 26,018 31,020 -5,483 -10,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 17.9 2.3 54.8 56.8 74.7 77.0 25.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
33 32 21 61 72 103 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,270
COMMITMENTS
61,692 145,707 4,478 435,616 402,340 501,786 552,525 129,484 78,745
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,281)
1,597 -834 318 3,296 472 5,211 -44 -2,930 2,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 23.1 0.7 69.0 63.7 79.5 87.5 20.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 16 11 56 51 76 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,383
COMMITMENTS
940 461 687 2,503 2,957 4,130 4,105 253 278
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 165)
58 50 0 131 106 189 156 -24 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 10.5 15.7 57.1 67.5 94.2 93.7 5.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 4 12 13 20 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 422,098
COMMITMENTS
79,637 117,999 70,987 216,819 186,335 367,443 375,321 54,655 46,777
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 12,879)
3,522 15,489 1,695 8,395 -8,733 13,612 8,451 -733 4,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 28.0 16.8 51.4 44.1 87.1 88.9 12.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
81 94 91 104 83 240 238
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,444
COMMITMENTS
1,829 4,472 1,546 7,831 5,653 11,206 11,671 2,238 1,773
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 404)
75 150 127 228 134 430 411 -26 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 33.3 11.5 58.2 42.0 83.4 86.8 16.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 25 21 23 12 55 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,203,130
COMMITMENTS
173,298 251,744 43,756 860,751 757,968 1077805 1053468 125,325 149,662
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 72,974)
13,612 29,060 6,825 44,266 35,924 64,703 71,809 8,271 1,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 20.9 3.6 71.5 63.0 89.6 87.6 10.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
41 68 36 100 113 163 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,034,110
COMMITMENTS
460,364 522,664 93,610 2106615 1981640 2660589 2597914 373,521 436,196
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 49,614)
-29,319 38,834 7,284 71,738 17,403 49,703 63,521 -89 -13,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 17.2 3.1 69.4 65.3 87.7 85.6 12.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
75 87 69 140 167 255 283
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,758,677
COMMITMENTS
280,431 496,864 72,507 2101935 1840614 2454873 2409985 303,804 348,692
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 60,479)
16,517 -69,974 33,639 -109 98,865 50,047 62,530 10,432 -2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 18.0 2.6 76.2 66.7 89.0 87.4 11.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
45 75 45 104 142 174 237
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 779,818
COMMITMENTS
28,443 99,703 113,778 613,134 519,937 755,355 733,418 24,463 46,400
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 39,370)
-7,929 545 -20,908 67,481 53,956 38,644 33,593 726 5,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 12.8 14.6 78.6 66.7 96.9 94.0 3.1 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
10 33 31 45 53 81 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,237
COMMITMENTS
7,795 8,268 429 18,880 17,202 27,103 25,898 5,134 6,340
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,270)
231 720 -35 1,815 2,147 2,012 2,833 259 -563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.6 1.3 58.6 53.4 84.1 80.3 15.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 17 6 35 25 59 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 64,474
COMMITMENTS
15,590 16,535 857 37,759 34,403 54,206 51,795 10,268 12,679
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 4,540)
462 1,440 -69 3,630 4,294 4,023 5,665 517 -1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 25.6 1.3 58.6 53.4 84.1 80.3 15.9 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
20 17 6 35 25 59 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,023
COMMITMENTS
14,311 15,060 1,183 1,137 680 16,631 16,923 392 100
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 301)
557 554 -264 0 0 293 290 8 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 88.5 6.9 6.7 4.0 97.7 99.4 2.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 14 4 1 1 20 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,520
COMMITMENTS
20,718 11,872 259 8,384 17,301 29,361 29,432 159 88
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: -140)
-1,109 -1,449 0 926 1,348 -183 -101 43 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.2 40.2 0.9 28.4 58.6 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 14 1 6 17 15 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/09/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,148
COMMITMENTS
34,592 13,738 0 3,378 24,386 37,970 38,124 178 24
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 6,254)
4,633 434 0 1,523 5,821 6,156 6,255 98 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.7 36.0 0.0 8.9 63.9 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 15 0 4 12 13 27
Updated February 12, 2016