WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 375,578
COMMITMENTS
99,813 144,966 71,838 167,138 115,570 338,789 332,374 36,789 43,204
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -2,786)
3,644 -2,574 -2,102 -4,341 1,439 -2,799 -3,237 13 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 38.6 19.1 44.5 30.8 90.2 88.5 9.8 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
121 119 117 86 100 280 279
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 188,020
COMMITMENTS
61,433 71,559 19,746 87,138 72,285 168,317 163,590 19,703 24,430
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,368)
-1,656 -73 1,555 955 -767 854 715 514 653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 38.1 10.5 46.3 38.4 89.5 87.0 10.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
60 60 52 73 70 158 163
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,269,119
COMMITMENTS
399,486 269,815 161,694 590,646 649,737 1151826 1081246 117,293 187,873
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 20,665)
-538 -245 17,393 5,108 7,190 21,963 24,338 -1,298 -3,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 21.3 12.7 46.5 51.2 90.8 85.2 9.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 704)
164 147 153 222 305 480 532
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,995
COMMITMENTS
2,118 2,563 670 4,302 3,820 7,090 7,053 1,905 1,942
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -145)
161 -64 13 -127 -84 47 -135 -192 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 28.5 7.4 47.8 42.5 78.8 78.4 21.2 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 10 4 18 11 30 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 688,550
COMMITMENTS
172,843 155,291 123,216 343,690 334,929 639,749 613,436 48,801 75,114
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 18,812)
-286 9,219 7,296 11,998 1,322 19,008 17,837 -196 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 22.6 17.9 49.9 48.6 92.9 89.1 7.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
154 189 182 158 185 417 480
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 424,914
COMMITMENTS
118,696 112,649 81,587 191,257 197,154 391,540 391,390 33,374 33,524
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 8,487)
774 2,016 1,554 4,406 3,404 6,734 6,974 1,753 1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 26.5 19.2 45.0 46.4 92.1 92.1 7.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
94 88 107 88 66 247 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 496,521
COMMITMENTS
68,414 60,742 5,143 286,195 305,337 359,752 371,222 136,769 125,299
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -23,003)
-5,717 -3,900 -4,268 -10,666 -6,698 -20,651 -14,866 -2,352 -8,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 12.2 1.0 57.6 61.5 72.5 74.8 27.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
22 34 11 69 61 97 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 635,674
COMMITMENTS
57,651 114,184 20,337 441,473 404,663 519,461 539,184 116,213 96,490
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 10,075)
1,511 4,701 -8,905 18,118 14,930 10,724 10,726 -649 -651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 18.0 3.2 69.4 63.7 81.7 84.8 18.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
12 14 13 54 53 73 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,045
COMMITMENTS
1,369 25 797 2,515 4,032 4,681 4,854 364 191
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 223)
136 -9 27 24 335 187 353 36 -130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 0.5 15.8 49.9 79.9 92.8 96.2 7.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
15 1 7 12 15 28 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 380,849
COMMITMENTS
113,350 49,179 50,807 163,436 248,353 327,593 348,339 53,256 32,510
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -10,079)
-7,424 6,154 107 -2,526 -19,143 -9,843 -12,882 -236 2,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 12.9 13.3 42.9 65.2 86.0 91.5 14.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
89 59 89 98 88 236 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,960
COMMITMENTS
2,332 3,634 729 5,231 5,312 8,292 9,675 2,668 1,285
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 257)
262 132 -136 20 73 146 69 111 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 33.2 6.7 47.7 48.5 75.7 88.3 24.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
20 19 13 17 12 46 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,109,767
COMMITMENTS
297,774 268,449 26,111 673,671 697,170 997,556 991,730 112,211 118,037
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -38,578)
-8,821 -12,467 1,351 -20,047 -15,221 -27,517 -26,337 -11,061 -12,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 24.2 2.4 60.7 62.8 89.9 89.4 10.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
52 61 27 87 120 154 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,644,568
COMMITMENTS
413,841 422,370 63,970 1833738 1740393 2311549 2226733 333,019 417,835
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -87,085)
33,712 2,763 -21,529 -103,417 -58,431 -91,234 -77,197 4,149 -9,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.0 2.4 69.3 65.8 87.4 84.2 12.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
79 74 41 147 160 253 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,385,794
COMMITMENTS
321,933 443,164 59,508 1718718 1540263 2100159 2042935 285,635 342,859
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 134,246)
2,048 -42,229 -6,617 124,623 195,142 120,054 146,296 14,192 -12,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 18.6 2.5 72.0 64.6 88.0 85.6 12.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
40 75 32 104 138 165 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 890,519
COMMITMENTS
140,682 100,371 115,638 615,754 609,762 872,074 825,771 18,445 64,748
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -54,325)
279 -13,555 -31,849 -13,194 -8,271 -44,764 -53,675 -9,561 -650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 11.3 13.0 69.1 68.5 97.9 92.7 2.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
14 40 38 56 73 98 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,388
COMMITMENTS
8,230 10,239 48 16,012 10,417 24,290 20,704 5,099 8,685
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -19,201)
-2,356 -1,890 -1,831 -14,874 -14,637 -19,061 -18,358 -140 -843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 34.8 0.2 54.5 35.4 82.7 70.4 17.3 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 19 4 29 18 44 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 58,776
COMMITMENTS
16,459 20,478 96 32,024 20,833 48,579 41,407 10,197 17,369
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -38,402)
-4,712 -3,780 -3,662 -29,748 -29,274 -38,122 -36,716 -280 -1,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 34.8 0.2 54.5 35.4 82.7 70.4 17.3 29.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 19 4 29 18 44 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,838
COMMITMENTS
17,889 19,693 440 2,174 678 20,503 20,811 335 27
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -6,044)
-2,470 -1,502 -3,126 -400 0 -5,996 -4,628 -48 -1,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.8 94.5 2.1 10.4 3.3 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
24 13 2 2 1 27 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,215
COMMITMENTS
32,563 22,917 20 9,981 20,083 42,564 43,020 651 195
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: -852)
-2 -1,127 -6 -643 122 -651 -1,011 -201 159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.4 53.0 0.0 23.1 46.5 98.5 99.5 1.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 16 1 5 16 12 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/22/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,027
COMMITMENTS
22,044 15,886 0 15,769 22,005 37,813 37,891 214 136
CHANGES FROM 09/15/15 (CHANGE IN OPEN INTEREST: 1,564)
-30 1,355 0 1,631 173 1,601 1,528 -37 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.0 41.8 0.0 41.5 57.9 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 16 0 4 13 9 29
Updated September 25, 2015