WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,878
COMMITMENTS
120,129 213,735 79,210 199,094 106,613 398,433 399,558 44,445 43,320
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -17,199)
-3,383 11,239 -22,899 5,397 -6,292 -20,885 -17,952 3,686 753
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 48.3 17.9 45.0 24.1 90.0 90.2 10.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
128 144 119 107 85 305 293
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 221,923
COMMITMENTS
58,715 94,449 24,838 115,807 76,784 199,360 196,071 22,563 25,852
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 1,766)
3,626 5,338 -3,003 2,142 881 2,765 3,216 -999 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 42.6 11.2 52.2 34.6 89.8 88.4 10.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
63 65 54 81 67 177 167
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,355,719
COMMITMENTS
352,827 377,627 213,047 642,184 574,868 1208058 1165542 147,661 190,177
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -51,343)
5,727 -10,417 -27,842 -30,463 -17,024 -52,578 -55,283 1,235 3,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 27.9 15.7 47.4 42.4 89.1 86.0 10.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 685)
150 171 165 249 277 500 540
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,348
COMMITMENTS
3,152 3,328 523 3,593 4,352 7,268 8,203 3,080 2,145
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -291)
-346 -287 -37 -254 223 -637 -101 346 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 32.2 5.1 34.7 42.1 70.2 79.3 29.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 15 6 14 9 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 713,828
COMMITMENTS
149,699 179,076 121,937 381,761 336,884 653,397 637,897 60,431 75,931
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -32,188)
5,367 -20,837 -7,739 -29,914 -7,978 -32,286 -36,554 98 4,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 25.1 17.1 53.5 47.2 91.5 89.4 8.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
129 188 205 158 168 429 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,631
COMMITMENTS
125,101 51,532 84,358 160,391 243,950 369,850 379,840 38,781 28,791
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -8,957)
-891 5,615 -2,536 -799 -13,143 -4,226 -10,064 -4,731 1,107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 12.6 20.6 39.3 59.7 90.5 93.0 9.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
107 55 115 81 82 252 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 546,339
COMMITMENTS
84,596 61,592 14,558 279,402 317,832 378,556 393,982 167,783 152,357
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -22,223)
-14,759 -24,277 3,825 -28,372 -14,270 -39,306 -34,722 17,083 12,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 11.3 2.7 51.1 58.2 69.3 72.1 30.7 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
31 25 20 62 62 101 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 662,294
COMMITMENTS
61,679 146,531 7,211 434,966 420,725 503,856 574,467 158,438 87,827
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 20,086)
1,356 -554 2,982 667 6,850 5,005 9,278 15,081 10,808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 22.1 1.1 65.7 63.5 76.1 86.7 23.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 14 10 51 46 72 64
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,484
COMMITMENTS
624 460 984 2,634 2,828 4,242 4,272 242 212
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -40)
-305 -82 213 8 -134 -84 -3 44 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 10.3 21.9 58.7 63.1 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 4 5 12 12 22 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 413,798
COMMITMENTS
70,898 117,473 67,656 222,118 182,856 360,672 367,985 53,126 45,813
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -13,750)
-9,215 914 -4,596 900 -11,914 -12,911 -15,596 -839 1,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 28.4 16.4 53.7 44.2 87.2 88.9 12.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
76 94 87 100 79 229 231
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,383
COMMITMENTS
1,492 4,632 1,151 7,520 4,974 10,163 10,757 2,220 1,626
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -910)
-461 313 -430 -94 -573 -985 -690 75 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 37.4 9.3 60.7 40.2 82.1 86.9 17.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 27 17 19 10 49 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,149,530
COMMITMENTS
193,479 241,686 35,032 775,961 715,345 1004472 992,063 145,058 157,467
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -57,378)
16,877 -115 -8,562 -84,183 -49,528 -75,868 -58,205 18,490 827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 21.0 3.0 67.5 62.2 87.4 86.3 12.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
47 61 46 99 110 175 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,086,539
COMMITMENTS
537,537 452,878 97,786 2039343 2091656 2674666 2642320 411,873 444,219
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -58,338)
29,727 -95,209 -47,099 -66,497 78,609 -83,869 -63,699 25,531 5,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 14.7 3.2 66.1 67.8 86.7 85.6 13.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
79 82 61 134 157 249 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,697,958
COMMITMENTS
313,014 430,777 64,875 1985638 1799800 2363527 2295452 334,431 402,506
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -52,094)
11,919 -81,662 -31,438 -59,918 -4,904 -79,437 -118,004 27,343 65,910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 16.0 2.4 73.6 66.7 87.6 85.1 12.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
54 56 51 110 141 192 220
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 786,174
COMMITMENTS
31,054 110,813 114,220 619,018 519,655 764,292 744,688 21,882 41,486
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 19,904)
-880 10,930 97 20,816 11,626 20,033 22,653 -129 -2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 14.1 14.5 78.7 66.1 97.2 94.7 2.8 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
16 31 33 44 55 82 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 28,952
COMMITMENTS
6,829 5,566 268 17,063 15,671 24,160 21,505 4,793 7,447
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -2,526)
-5 -1,434 -333 -2,241 -1,365 -2,578 -3,131 52 605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 19.2 0.9 58.9 54.1 83.4 74.3 16.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 17 4 33 23 53 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 57,904
COMMITMENTS
13,657 11,132 536 34,126 31,342 48,319 43,010 9,585 14,894
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -5,052)
-9 -2,867 -665 -4,481 -2,730 -5,155 -6,262 103 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 19.2 0.9 58.9 54.1 83.4 74.3 16.6 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
19 17 4 33 23 53 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,247
COMMITMENTS
14,252 15,480 938 1,737 680 16,927 17,098 320 149
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 947)
420 925 22 600 0 1,042 947 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.6 89.8 5.4 10.1 3.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 13 4 2 1 16 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,694
COMMITMENTS
21,203 12,357 277 9,105 17,954 30,585 30,588 109 106
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 980)
-47 781 0 1,058 187 1,011 968 -31 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 40.3 0.9 29.7 58.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 17 1 6 20 16 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,086
COMMITMENTS
36,294 13,703 0 3,659 26,286 39,953 39,989 133 97
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,361)
2,608 448 0 -310 1,886 2,298 2,334 63 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.5 34.2 0.0 9.1 65.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 0 4 14 14 26
Updated February 26, 2016