WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 502,064
COMMITMENTS
94,529 161,300 166,532 196,577 129,577 457,639 457,410 44,425 44,654
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 15,339)
5,282 4,299 5,400 2,932 5,007 13,615 14,706 1,724 632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 32.1 33.2 39.2 25.8 91.2 91.1 8.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
127 139 167 119 106 349 326
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 229,778
COMMITMENTS
48,525 80,910 42,430 115,866 81,005 206,821 204,345 22,957 25,433
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 2,888)
690 4,448 -259 2,641 -1,615 3,071 2,573 -183 315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 35.2 18.5 50.4 35.3 90.0 88.9 10.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
60 58 68 85 73 182 178
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,690,543
COMMITMENTS
323,481 310,328 433,262 747,656 723,452 1504399 1467042 186,144 223,501
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 25,666)
17,032 -6,778 -6,515 9,034 33,178 19,551 19,885 6,116 5,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 18.4 25.6 44.2 42.8 89.0 86.8 11.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
167 197 223 312 335 612 639
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,142
COMMITMENTS
2,360 3,141 1,975 4,915 4,894 9,250 10,010 2,892 2,132
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 689)
1 362 -59 445 153 386 455 303 234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 25.9 16.3 40.5 40.3 76.2 82.4 23.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 18 11 15 12 30 37
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 889,581
COMMITMENTS
149,725 178,242 231,924 439,306 398,649 820,956 808,814 68,625 80,767
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 42,694)
13,347 10,089 17,445 8,199 13,661 38,992 41,195 3,702 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 20.0 26.1 49.4 44.8 92.3 90.9 7.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
159 185 235 176 181 480 483
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 459,602
COMMITMENTS
113,795 45,780 127,067 177,898 258,748 418,760 431,595 40,842 28,007
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 8,992)
6,132 4,587 -5,670 6,434 8,595 6,895 7,512 2,096 1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 10.0 27.6 38.7 56.3 91.1 93.9 8.9 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
102 58 111 86 91 253 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 691,227
COMMITMENTS
89,947 74,272 73,811 364,805 386,148 528,563 534,232 162,664 156,996
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 50,662)
9,261 -1,005 24,985 14,138 20,245 48,384 44,224 2,278 6,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 10.7 10.7 52.8 55.9 76.5 77.3 23.5 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
27 36 36 71 74 117 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 629,412
COMMITMENTS
59,978 146,587 4,287 432,531 401,892 496,796 552,765 132,616 76,647
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,307)
-155 -2,003 -97 -8,160 8,211 -8,411 6,111 9,719 -4,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 23.3 0.7 68.7 63.9 78.9 87.8 21.1 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
12 19 10 59 52 78 74
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,218
COMMITMENTS
882 411 687 2,372 2,851 3,941 3,949 277 269
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 217)
74 98 15 111 191 200 304 17 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 9.7 16.3 56.2 67.6 93.4 93.6 6.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 4 11 13 19 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 470,699
COMMITMENTS
64,052 104,817 114,177 233,436 207,378 411,665 426,372 59,034 44,327
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -5,189)
-5,738 -9,496 73 -2,334 2,919 -7,999 -6,504 2,810 1,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 22.3 24.3 49.6 44.1 87.5 90.6 12.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
73 101 109 102 86 246 243
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,172
COMMITMENTS
1,274 4,323 2,222 8,278 5,816 11,774 12,361 2,398 1,811
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -92)
21 -88 -110 -59 59 -148 -140 56 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 30.5 15.7 58.4 41.0 83.1 87.2 16.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 23 21 25 14 56 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,145,378
COMMITMENTS
159,596 219,553 47,825 819,580 728,661 1027001 996,039 118,377 149,338
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 58,558)
31,441 -25,809 7,519 14,241 80,631 53,200 62,341 5,358 -3,782
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 19.2 4.2 71.6 63.6 89.7 87.0 10.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
43 64 40 103 115 170 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,513,687
COMMITMENTS
477,131 430,998 340,084 2295344 2266918 3112559 3038000 401,128 475,687
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 236,903)
-13,021 10,764 81,064 140,873 124,391 208,916 216,219 27,987 20,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 12.3 9.7 65.3 64.5 88.6 86.5 11.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
84 83 101 163 177 302 306
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,010,040
COMMITMENTS
262,095 546,760 192,674 2249512 1899657 2704281 2639092 305,759 370,948
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 123,022)
2,208 57,345 26,936 94,155 34,765 123,299 119,047 -277 3,976
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 18.2 6.4 74.7 63.1 89.8 87.7 10.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
47 77 65 114 140 202 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 768,816
COMMITMENTS
36,843 99,752 160,626 547,527 467,453 744,996 727,831 23,820 40,985
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -90,919)
-29,496 33,822 -7,733 -55,115 -115,375 -92,343 -89,285 1,424 -1,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 13.0 20.9 71.2 60.8 96.9 94.7 3.1 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
15 33 34 45 52 84 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 32,619
COMMITMENTS
7,654 7,548 1,546 18,344 16,432 27,544 25,526 5,075 7,093
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -293)
-497 -4 435 219 -1,248 157 -817 -450 525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 23.1 4.7 56.2 50.4 84.4 78.3 15.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 17 5 36 24 55 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 65,238
COMMITMENTS
15,309 15,095 3,092 36,687 32,865 55,088 51,052 10,150 14,186
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -586)
-993 -8 870 438 -2,497 314 -1,635 -900 1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 23.1 4.7 56.2 50.4 84.4 78.3 15.6 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
18 17 5 36 24 55 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,722
COMMITMENTS
13,754 14,506 1,447 1,137 680 16,338 16,633 384 89
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 335)
477 489 -155 0 0 322 334 13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.3 86.7 8.7 6.8 4.1 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 15 4 1 1 20 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,660
COMMITMENTS
21,827 13,321 259 7,458 15,953 29,544 29,533 116 127
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,526)
-1,415 -442 0 -137 -1,126 -1,552 -1,568 26 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.6 44.9 0.9 25.1 53.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 16 1 6 18 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,894
COMMITMENTS
29,959 13,304 0 1,855 18,565 31,814 31,869 80 25
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -695)
-1,130 56 0 435 -659 -695 -603 0 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
93.9 41.7 0.0 5.8 58.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 17 0 4 12 14 29
Updated February 5, 2016