WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 384,922
COMMITMENTS
89,825 156,752 85,380 175,877 101,689 351,082 343,821 33,840 41,101
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 12,957)
-7,924 27,497 4,055 18,135 -18,337 14,266 13,215 -1,309 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 40.7 22.2 45.7 26.4 91.2 89.3 8.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
119 135 128 94 101 293 302
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,268
COMMITMENTS
62,881 75,951 20,368 87,407 70,356 170,656 166,675 21,612 25,593
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 7,147)
1,387 7,863 717 3,812 -3,712 5,916 4,868 1,231 2,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 39.5 10.6 45.5 36.6 88.8 86.7 11.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
60 68 49 68 56 154 151
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,320,517
COMMITMENTS
382,149 281,965 180,163 630,910 666,131 1193222 1128259 127,295 192,258
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 29,833)
-11,054 35,242 19,611 18,780 -26,845 27,337 28,008 2,496 1,825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 21.4 13.6 47.8 50.4 90.4 85.4 9.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
155 154 163 250 302 498 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,362
COMMITMENTS
3,333 2,971 149 4,758 5,315 8,240 8,435 2,122 1,927
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 296)
53 -26 91 150 225 294 290 2 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 28.7 1.4 45.9 51.3 79.5 81.4 20.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 11 5 18 9 30 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 733,699
COMMITMENTS
185,929 121,789 125,858 360,829 404,981 672,616 652,628 61,083 81,071
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -141)
-6,677 -7,684 -19,716 24,033 24,534 -2,360 -2,866 2,219 2,725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 16.6 17.2 49.2 55.2 91.7 89.0 8.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
165 153 185 157 186 426 454
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 423,552
COMMITMENTS
118,408 72,023 85,356 185,465 237,043 389,229 394,422 34,323 29,130
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 3,755)
4,414 -1,051 4,310 -3,222 240 5,502 3,499 -1,747 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 17.0 20.2 43.8 56.0 91.9 93.1 8.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
96 80 98 88 73 234 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 503,195
COMMITMENTS
64,034 67,187 3,970 293,686 285,175 361,690 356,332 141,505 146,863
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -18,692)
-5,228 4,631 -103 -12,868 -25,926 -18,199 -21,398 -493 2,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 13.4 0.8 58.4 56.7 71.9 70.8 28.1 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 142)
33 24 13 62 62 99 95
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 635,244
COMMITMENTS
57,222 144,748 11,448 448,090 390,912 516,760 547,108 118,484 88,136
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -10,562)
1,095 -2,444 -55 -12,583 -8,904 -11,543 -11,403 981 841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 22.8 1.8 70.5 61.5 81.3 86.1 18.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
12 15 11 56 51 74 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,148
COMMITMENTS
1,588 520 501 2,724 3,950 4,813 4,971 335 177
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 108)
27 134 13 58 -12 98 135 10 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 10.1 9.7 52.9 76.7 93.5 96.6 6.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
19 3 7 13 14 33 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 419,206
COMMITMENTS
124,291 50,860 62,165 172,899 271,015 359,355 384,040 59,851 35,166
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 10,713)
-1,073 1,656 297 11,376 7,236 10,600 9,189 113 1,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 12.1 14.8 41.2 64.6 85.7 91.6 14.3 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
104 52 85 90 82 237 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,108
COMMITMENTS
2,100 3,740 1,492 6,593 6,638 10,185 11,870 2,923 1,238
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 637)
-818 -226 436 999 340 617 550 20 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 28.5 11.4 50.3 50.6 77.7 90.6 22.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
19 21 18 24 13 56 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,098,788
COMMITMENTS
275,497 282,945 18,367 679,832 663,080 973,696 964,392 125,092 134,396
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -8,434)
-6,454 -1,788 1,950 -4,938 -8,384 -9,442 -8,222 1,008 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 25.8 1.7 61.9 60.3 88.6 87.8 11.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
50 60 28 88 123 157 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,775,372
COMMITMENTS
452,959 490,772 76,875 1903838 1802092 2433672 2369739 341,700 405,633
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -18,772)
-17,937 37,568 1,197 -5,844 -56,342 -22,584 -17,577 3,812 -1,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 17.7 2.8 68.6 64.9 87.7 85.4 12.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
69 97 56 140 159 248 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,404,404
COMMITMENTS
335,227 399,217 44,602 1730569 1631348 2110398 2075167 294,006 329,237
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 395)
-17,243 10,344 -5,326 34,140 -8,925 11,571 -3,907 -11,176 4,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 16.6 1.9 72.0 67.8 87.8 86.3 12.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
46 61 35 107 138 172 215
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 912,623
COMMITMENTS
234,553 83,477 119,196 537,690 652,161 891,439 854,834 21,184 57,789
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 9,799)
24,283 -12,919 -2,512 -16,092 39,971 5,679 24,540 4,120 -14,741
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 9.1 13.1 58.9 71.5 97.7 93.7 2.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
23 34 35 52 72 90 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 37,727
COMMITMENTS
12,428 12,321 9 19,824 15,637 32,260 27,966 5,467 9,761
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 155)
-1,697 -27 6 1,302 -18 -389 -39 544 193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 32.7 0.0 52.5 41.4 85.5 74.1 14.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 23 2 31 20 50 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 75,453
COMMITMENTS
24,855 24,641 17 39,647 31,274 64,519 55,932 10,934 19,521
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 309)
-3,393 -53 12 2,603 -36 -778 -77 1,087 386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 32.7 0.0 52.5 41.4 85.5 74.1 14.5 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
18 23 2 31 20 50 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,209
COMMITMENTS
15,817 16,505 985 1,060 678 17,862 18,168 347 41
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 1,530)
967 965 564 0 0 1,531 1,529 -1 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.9 90.6 5.4 5.8 3.7 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
23 10 3 1 1 26 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,205
COMMITMENTS
30,117 23,696 160 12,835 19,277 43,112 43,133 93 72
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -426)
149 -224 56 -611 -274 -406 -442 -20 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.7 54.8 0.4 29.7 44.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 21 2 6 16 13 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,296
COMMITMENTS
22,049 15,902 20 19,125 25,290 41,194 41,212 102 84
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 288)
1,613 84 20 -1,320 227 313 331 -25 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.4 38.5 0.0 46.3 61.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 15 1 4 12 14 27
Updated October 23, 2015