WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 547,245
COMMITMENTS
95,282 192,172 180,196 224,695 127,453 500,173 499,821 47,072 47,424
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 45,181)
753 30,871 13,664 28,118 -2,124 42,534 42,411 2,647 2,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 35.1 32.9 41.1 23.3 91.4 91.3 8.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 442)
129 163 168 119 100 356 340
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 234,549
COMMITMENTS
49,752 88,772 41,924 116,771 76,009 208,447 206,705 26,103 27,844
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 4,771)
1,227 7,863 -506 905 -4,996 1,626 2,360 3,145 2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 37.8 17.9 49.8 32.4 88.9 88.1 11.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
59 65 68 81 69 179 182
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,747,003
COMMITMENTS
315,557 352,715 453,099 779,598 694,372 1548255 1500186 198,748 246,817
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 56,460)
-7,924 42,386 19,837 31,942 -29,080 43,856 33,144 12,605 23,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.2 25.9 44.6 39.7 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
168 205 242 309 315 619 647
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,700
COMMITMENTS
2,531 3,376 2,178 5,092 4,758 9,801 10,312 2,899 2,388
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 558)
171 235 203 177 -136 551 302 7 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 26.6 17.1 40.1 37.5 77.2 81.2 22.8 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 15 11 14 11 29 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 921,162
COMMITMENTS
133,850 207,104 251,409 468,234 379,120 853,493 837,634 67,669 83,529
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 31,581)
-15,876 28,862 19,485 28,928 -19,528 32,538 28,819 -956 2,762
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 22.5 27.3 50.8 41.2 92.7 90.9 7.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
154 192 252 182 177 493 500
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 460,218
COMMITMENTS
114,332 50,854 121,316 181,451 256,902 417,099 429,071 43,119 31,147
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 617)
537 5,073 -5,751 3,553 -1,846 -1,661 -2,524 2,277 3,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 11.0 26.4 39.4 55.8 90.6 93.2 9.4 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
99 69 114 85 91 253 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 767,678
COMMITMENTS
95,229 89,618 103,734 409,054 421,356 608,018 614,707 159,660 152,970
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 76,450)
5,282 15,345 29,923 44,249 35,207 79,454 80,476 -3,004 -4,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.7 13.5 53.3 54.9 79.2 80.1 20.8 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
28 39 39 75 79 126 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 632,040
COMMITMENTS
61,585 145,727 4,693 435,616 402,342 501,894 552,762 130,146 79,278
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,628)
1,607 -860 406 3,085 450 5,098 -3 -2,470 2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 23.1 0.7 68.9 63.7 79.4 87.5 20.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
12 17 12 56 51 76 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 490,072
COMMITMENTS
65,012 121,422 120,475 245,617 198,928 431,104 440,825 58,968 49,247
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 19,373)
960 16,605 6,299 12,181 -8,451 19,439 14,454 -66 4,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 24.8 24.6 50.1 40.6 88.0 90.0 12.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
67 112 112 109 89 254 260
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,576
COMMITMENTS
1,170 4,530 2,429 8,665 5,807 12,264 12,765 2,312 1,810
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 404)
-103 206 206 388 -8 491 405 -87 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 31.1 16.7 59.5 39.8 84.1 87.6 15.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 30 23 25 14 57 58
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,222,335
COMMITMENTS
173,275 247,416 57,299 864,732 766,387 1095306 1071102 127,029 151,233
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 76,958)
13,680 27,863 9,473 45,152 37,727 68,305 75,063 8,653 1,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 20.2 4.7 70.7 62.7 89.6 87.6 10.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
41 68 42 104 114 173 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,774,596
COMMITMENTS
446,002 454,016 458,852 2462987 2393910 3367840 3306777 406,756 467,819
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 260,909)
-31,129 23,018 118,768 167,643 126,992 255,282 268,777 5,628 -7,868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 12.0 12.2 65.3 63.4 89.2 87.6 10.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
83 81 100 168 186 301 317
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 3,152,580
COMMITMENTS
278,122 470,812 270,616 2286386 2039631 2835124 2781059 317,456 371,521
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 142,541)
16,028 -75,948 77,942 36,873 139,974 130,843 141,968 11,698 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.9 8.6 72.5 64.7 89.9 88.2 10.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
54 71 71 117 150 209 254
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 808,257
COMMITMENTS
29,052 100,976 138,965 615,691 521,560 783,708 761,501 24,549 46,756
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 39,442)
-7,791 1,224 -21,661 68,164 54,107 38,712 33,670 729 5,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 12.5 17.2 76.2 64.5 97.0 94.2 3.0 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
11 33 33 45 53 83 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 35,433
COMMITMENTS
7,768 8,268 1,754 20,545 18,854 30,068 28,876 5,366 6,557
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 2,814)
114 720 208 2,202 2,422 2,524 3,350 291 -536
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.3 4.9 58.0 53.2 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 17 7 35 27 61 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 70,867
COMMITMENTS
15,536 16,535 3,508 41,091 37,709 60,135 57,752 10,731 13,115
CHANGES FROM 02/02/16 (CHANGE IN OPEN INTEREST: 5,629)
228 1,440 416 4,404 4,844 5,047 6,700 582 -1,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.3 4.9 58.0 53.2 84.9 81.5 15.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 17 7 35 27 61 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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