WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,077
COMMITMENTS
123,512 202,496 102,109 193,697 112,905 419,318 417,510 40,759 42,567
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 14,833)
7,522 5,033 2,698 6,623 8,922 16,843 16,653 -2,010 -1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 44.0 22.2 42.1 24.5 91.1 90.7 8.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
135 143 142 108 92 327 313
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 220,157
COMMITMENTS
55,089 89,111 27,841 113,665 75,903 196,595 192,855 23,562 27,302
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -2,825)
1,172 476 -5,243 2,372 1,186 -1,699 -3,581 -1,126 756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 40.5 12.6 51.6 34.5 89.3 87.6 10.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
65 65 61 76 65 173 174
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,407,062
COMMITMENTS
347,100 388,044 240,889 672,647 591,892 1260636 1220825 146,426 186,237
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 3,899)
3,912 29,857 1,992 6,688 -12,330 12,592 19,519 -8,693 -15,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 27.6 17.1 47.8 42.1 89.6 86.8 10.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
148 188 199 252 289 526 588
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,639
COMMITMENTS
3,498 3,615 560 3,847 4,129 7,905 8,304 2,734 2,335
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 220)
63 234 1 221 -1 285 234 -65 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 34.0 5.3 36.2 38.8 74.3 78.1 25.7 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 16 8 13 10 29 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 746,016
COMMITMENTS
144,332 199,913 129,676 411,675 344,862 685,683 674,451 60,333 71,565
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 9,787)
9,437 -5,521 2,515 -2,482 14,923 9,470 11,917 317 -2,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 26.8 17.4 55.2 46.2 91.9 90.4 8.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 570)
133 174 210 167 177 449 471
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 417,588
COMMITMENTS
125,992 45,917 86,894 161,190 257,093 374,076 389,904 43,512 27,684
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 3,798)
5,873 -4,825 280 -4,280 11,060 1,873 6,515 1,925 -2,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 11.0 20.8 38.6 61.6 89.6 93.4 10.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
104 54 100 77 77 241 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 568,562
COMMITMENTS
99,355 85,869 10,733 307,774 332,102 417,862 428,704 150,700 139,858
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -2,460)
-1,237 -16,608 -2,255 -5,204 7,705 -8,696 -11,158 6,236 8,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 15.1 1.9 54.1 58.4 73.5 75.4 26.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
32 31 21 64 69 106 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,208
COMMITMENTS
60,323 147,085 4,229 434,299 413,875 498,851 565,189 143,357 77,019
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 10,938)
-1,369 1,378 -249 -1,317 11,535 -2,935 12,664 13,873 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 22.9 0.7 67.6 64.4 77.7 88.0 22.3 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
13 15 10 56 48 76 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,524
COMMITMENTS
929 542 771 2,626 2,962 4,326 4,275 198 249
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 141)
-11 81 84 123 5 196 170 -55 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 12.0 17.0 58.0 65.5 95.6 94.5 4.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 5 12 13 21 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 427,548
COMMITMENTS
80,113 116,559 72,252 221,218 194,770 373,583 383,581 53,965 43,967
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 5,450)
476 -1,440 1,265 4,399 8,435 6,140 8,260 -690 -2,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 27.3 16.9 51.7 45.6 87.4 89.7 12.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
82 95 94 102 82 240 238
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,293
COMMITMENTS
1,953 4,319 1,581 7,614 5,547 11,148 11,447 2,145 1,846
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -151)
124 -153 35 -217 -106 -58 -224 -93 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 32.5 11.9 57.3 41.7 83.9 86.1 16.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
19 22 19 23 12 55 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,206,908
COMMITMENTS
176,602 241,801 43,594 860,144 764,873 1080340 1050268 126,568 156,640
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 3,778)
3,304 -9,943 -162 -607 6,905 2,535 -3,200 1,243 6,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 20.0 3.6 71.3 63.4 89.5 87.0 10.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
38 64 37 100 109 162 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,144,877
COMMITMENTS
507,810 548,087 144,885 2105840 2013047 2758535 2706019 386,342 438,858
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 110,767)
47,446 25,423 51,275 -775 31,407 97,946 108,105 12,821 2,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 17.4 4.6 67.0 64.0 87.7 86.0 12.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
77 93 67 148 159 268 276
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,750,052
COMMITMENTS
301,095 512,439 96,313 2045556 1804704 2442964 2413456 307,088 336,596
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -8,625)
20,664 15,575 23,806 -56,379 -35,910 -11,909 3,471 3,284 -12,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 18.6 3.5 74.4 65.6 88.8 87.8 11.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
52 68 53 107 142 188 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 766,270
COMMITMENTS
31,934 99,883 114,123 598,202 508,029 744,259 722,035 22,011 44,235
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -13,548)
3,491 180 345 -14,932 -11,908 -11,096 -11,383 -2,452 -2,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 13.0 14.9 78.1 66.3 97.1 94.2 2.9 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 33 31 42 52 78 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,478
COMMITMENTS
6,833 7,000 601 19,304 17,036 26,737 24,636 4,741 6,842
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -759)
-962 -1,268 172 424 -166 -366 -1,262 -393 503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 22.2 1.9 61.3 54.1 84.9 78.3 15.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 15 7 33 25 55 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 62,956
COMMITMENTS
13,666 13,999 1,201 38,607 34,072 53,474 49,272 9,482 13,684
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -1,518)
-1,924 -2,536 344 848 -331 -732 -2,523 -786 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 22.2 1.9 61.3 54.1 84.9 78.3 15.1 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
19 15 7 33 25 55 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,300
COMMITMENTS
13,832 14,555 916 1,137 680 15,885 16,151 415 149
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -723)
-479 -505 -267 0 0 -746 -772 23 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.9 89.3 5.6 7.0 4.2 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 14 4 1 1 16 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,714
COMMITMENTS
21,250 11,576 277 8,047 17,767 29,574 29,620 140 94
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 194)
532 -296 18 -337 466 213 188 -19 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.5 39.0 0.9 27.1 59.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 13 1 6 17 15 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,725
COMMITMENTS
33,686 13,255 0 3,969 24,400 37,655 37,655 70 70
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -423)
-906 -483 0 591 14 -315 -469 -108 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.3 35.1 0.0 10.5 64.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 13 0 4 14 12 27
Updated February 19, 2016