WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 491,615
COMMITMENTS
85,789 193,685 146,614 217,198 106,115 449,601 446,414 42,014 45,201
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 54,715)
2,822 21,088 27,285 22,588 1,605 52,695 49,978 2,020 4,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 39.4 29.8 44.2 21.6 91.5 90.8 8.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 439)
143 143 150 122 109 346 334
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 214,167
COMMITMENTS
48,410 78,969 34,691 110,368 73,945 193,470 187,606 20,697 26,561
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 15,032)
807 6,560 3,292 9,899 3,449 13,998 13,301 1,034 1,731
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 36.9 16.2 51.5 34.5 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
53 67 50 85 69 167 168
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,664,511
COMMITMENTS
317,472 399,847 395,988 760,416 646,750 1473876 1442584 190,635 221,926
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 68,757)
6,130 37,593 27,749 22,372 -5,814 56,252 59,528 12,506 9,230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 24.0 23.8 45.7 38.9 88.5 86.7 11.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
151 203 202 314 324 585 626
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,002
COMMITMENTS
2,259 1,985 2,191 4,115 5,124 8,565 9,300 2,436 1,702
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 291)
-189 368 239 115 -543 166 65 126 227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 18.0 19.9 37.4 46.6 77.9 84.5 22.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 12 8 14 13 28 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 823,470
COMMITMENTS
115,670 197,774 221,637 423,837 325,032 761,144 744,443 62,326 79,027
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 24,022)
5,494 26,928 13,094 7,323 -19,481 25,911 20,540 -1,889 3,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 24.0 26.9 51.5 39.5 92.4 90.4 7.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
145 199 227 173 172 454 493
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 424,762
COMMITMENTS
115,100 45,897 108,315 166,884 242,896 390,299 397,108 34,463 27,654
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -965)
-7,185 6,320 5,917 4,589 -14,257 3,321 -2,020 -4,286 1,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 10.8 25.5 39.3 57.2 91.9 93.5 8.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
98 73 108 85 80 247 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 584,449
COMMITMENTS
74,519 72,260 44,010 325,062 338,875 443,591 455,144 140,857 129,304
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 874)
-6,764 -1,690 -1,081 5,800 10,963 -2,045 8,192 2,919 -7,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 12.4 7.5 55.6 58.0 75.9 77.9 24.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
30 33 35 65 67 112 118
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 614,522
COMMITMENTS
53,393 151,161 5,067 436,263 375,723 494,723 531,951 119,800 82,572
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 34)
-2,975 713 -1,569 -860 677 -5,404 -179 5,438 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 24.6 0.8 71.0 61.1 80.5 86.6 19.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 14 8 56 52 71 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 465,827
COMMITMENTS
75,203 126,181 101,118 236,522 197,323 412,843 424,622 52,985 41,205
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 9,139)
1,323 9,672 6,360 3,009 -6,888 10,692 9,144 -1,553 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 27.1 21.7 50.8 42.4 88.6 91.2 11.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
67 102 101 104 85 239 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,321
COMMITMENTS
1,372 3,983 2,450 8,013 6,121 11,835 12,554 2,487 1,768
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -826)
20 33 -475 -177 -143 -632 -585 -194 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 27.8 17.1 56.0 42.7 82.6 87.7 17.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
16 26 24 23 12 58 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,048,763
COMMITMENTS
203,367 310,085 28,061 710,286 566,156 941,714 904,302 107,049 144,461
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 16,628)
12,738 14,358 -1,205 -2,121 4,326 9,412 17,479 7,216 -851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 29.6 2.7 67.7 54.0 89.8 86.2 10.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
42 63 31 97 110 154 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,830,007
COMMITMENTS
453,900 433,241 207,430 1869540 1738897 2530870 2379568 299,137 450,440
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 51,521)
12,539 15,886 -2,339 41,704 40,165 51,905 53,712 -384 -2,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 15.3 7.3 66.1 61.4 89.4 84.1 10.6 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
75 82 81 153 165 271 285
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,478,981
COMMITMENTS
196,214 465,426 123,039 1894670 1533705 2213923 2122170 265,058 356,812
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: 21,384)
-37,726 48,641 9,435 44,435 -36,543 16,144 21,533 5,239 -149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 18.8 5.0 76.4 61.9 89.3 85.6 10.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
38 69 56 107 133 179 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 728,793
COMMITMENTS
54,472 75,486 132,136 521,284 475,729 707,892 683,351 20,902 45,442
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -61,254)
-6,629 -5,843 -5,197 -50,201 -55,122 -62,028 -66,163 773 4,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 10.4 18.1 71.5 65.3 97.1 93.8 2.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
16 26 28 38 55 66 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 39,517
COMMITMENTS
14,254 9,049 1,398 17,802 23,151 33,453 33,597 6,064 5,920
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -3,229)
-2,419 2,943 299 -743 -6,440 -2,863 -3,199 -366 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 22.9 3.5 45.0 58.6 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 17 7 35 22 67 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 79,035
COMMITMENTS
28,507 18,097 2,795 35,605 46,302 66,907 67,194 12,128 11,841
CHANGES FROM 12/29/15 (CHANGE IN OPEN INTEREST: -6,457)
-4,838 5,886 597 -1,485 -12,880 -5,726 -6,397 -732 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.1 22.9 3.5 45.0 58.6 84.7 85.0 15.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
29 17 7 35 22 67 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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