WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 370,858
COMMITMENTS
96,915 164,722 68,508 171,411 96,947 336,834 330,177 34,024 40,681
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,139)
6,759 27,265 -12,109 6,294 -13,916 944 1,240 195 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 44.4 18.5 46.2 26.1 90.8 89.0 9.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
117 127 109 95 92 272 277
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 193,267
COMMITMENTS
57,082 90,641 19,258 96,849 58,812 173,189 168,711 20,078 24,556
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -3,045)
763 969 864 -2,919 -2,955 -1,292 -1,122 -1,753 -1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 46.9 10.0 50.1 30.4 89.6 87.3 10.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
67 65 48 74 60 165 160
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,300,942
COMMITMENTS
336,850 335,879 199,370 630,826 593,427 1167046 1128676 133,896 172,266
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -8,852)
13,980 -7,038 -9,912 -67 22,463 4,001 5,513 -12,853 -14,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 25.8 15.3 48.5 45.6 89.7 86.8 10.3 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
137 159 161 253 291 482 542
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,706
COMMITMENTS
2,894 2,249 585 3,242 4,593 6,721 7,427 1,985 1,279
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -434)
-161 -490 13 -199 124 -347 -353 -87 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 25.8 6.7 37.2 52.8 77.2 85.3 22.8 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 12 4 13 9 26 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 688,485
COMMITMENTS
133,256 159,464 122,887 374,381 339,983 630,524 622,334 57,961 66,151
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -4,494)
4,355 -5,496 -2,637 -4,710 4,580 -2,992 -3,553 -1,502 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 23.2 17.8 54.4 49.4 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 568)
154 156 198 160 185 431 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 437,861
COMMITMENTS
122,921 59,628 92,763 184,089 253,410 399,773 405,801 38,088 32,060
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -3,956)
5,383 -15,195 -5,396 -4,384 16,920 -4,397 -3,671 441 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 13.6 21.2 42.0 57.9 91.3 92.7 8.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
104 77 113 83 66 257 219
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 524,811
COMMITMENTS
55,546 81,076 13,475 306,804 287,678 375,825 382,229 148,986 142,582
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -15,551)
4,507 8,101 -12,984 -7,225 3,844 -15,702 -1,039 151 -14,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 15.4 2.6 58.5 54.8 71.6 72.8 28.4 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
18 34 11 56 69 80 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 653,061
COMMITMENTS
61,767 136,059 17,862 459,994 408,893 539,623 562,814 113,438 90,247
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -36,318)
806 -9,128 -10,836 -7,341 -8,189 -17,371 -28,153 -18,947 -8,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 20.8 2.7 70.4 62.6 82.6 86.2 17.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
12 13 9 60 52 77 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,562
COMMITMENTS
1,698 870 117 2,559 3,427 4,374 4,414 188 148
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2)
82 58 -59 18 26 41 25 -39 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 19.1 2.6 56.1 75.1 95.9 96.8 4.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 2 4 11 14 26 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 418,708
COMMITMENTS
93,911 100,115 59,838 212,900 220,329 366,649 380,282 52,059 38,426
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -6,030)
-291 1,313 -4,571 -1,200 72 -6,062 -3,186 32 -2,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.4 23.9 14.3 50.8 52.6 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
81 85 82 93 81 226 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,980
COMMITMENTS
1,588 2,626 2,322 6,858 6,536 10,768 11,484 2,212 1,496
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 598)
68 78 526 -119 -95 475 509 123 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 20.2 17.9 52.8 50.4 83.0 88.5 17.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 19 21 20 11 50 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 983,589
COMMITMENTS
173,796 244,398 24,270 667,231 564,567 865,297 833,235 118,292 150,354
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -71,269)
-3,139 -813 -16,414 -34,937 -33,206 -54,490 -50,433 -16,779 -20,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 24.8 2.5 67.8 57.4 88.0 84.7 12.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
46 60 31 97 110 159 186
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,780,808
COMMITMENTS
460,149 444,630 89,304 1933386 1793438 2482839 2327372 297,969 453,436
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 18,452)
24,634 44,227 10,409 -15,121 -9,438 19,922 45,198 -1,470 -26,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.0 3.2 69.5 64.5 89.3 83.7 10.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 344)
64 89 50 135 146 235 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,508,295
COMMITMENTS
248,340 513,984 55,741 1928321 1585981 2232402 2155706 275,893 352,589
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -274,656)
-13,827 13,264 -18,939 -170,097 -166,933 -202,863 -172,608 -71,793 -102,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 20.5 2.2 76.9 63.2 89.0 85.9 11.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
34 78 31 96 139 152 226
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 662,350
COMMITMENTS
58,587 63,750 109,970 472,064 443,307 640,621 617,027 21,729 45,323
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -167,044)
-54,511 -9,832 -17,457 -95,054 -134,847 -167,022 -162,136 -22 -4,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 9.6 16.6 71.3 66.9 96.7 93.2 3.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
15 20 31 44 57 75 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,404
COMMITMENTS
20,930 12,326 314 25,060 32,863 46,304 45,503 7,100 7,901
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 1,897)
1,336 1,610 185 -29 497 1,492 2,291 406 -394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 23.1 0.6 46.9 61.5 86.7 85.2 13.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
33 26 2 37 25 70 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,807
COMMITMENTS
41,860 24,651 628 50,120 65,726 92,608 91,005 14,199 15,802
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 3,794)
2,672 3,219 369 -58 993 2,983 4,581 811 -787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 23.1 0.6 46.9 61.5 86.7 85.2 13.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
33 26 2 37 25 70 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,942
COMMITMENTS
18,015 18,711 1,523 1,029 680 20,567 20,914 375 28
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: 2,166)
1,125 1,148 1,022 0 2 2,147 2,172 19 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.0 89.3 7.3 4.9 3.2 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
19 12 3 1 1 22 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,585
COMMITMENTS
26,960 16,137 328 7,181 18,028 34,469 34,493 116 92
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -481)
-385 -858 5 -130 369 -510 -484 29 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 46.7 0.9 20.8 52.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
9 15 1 6 16 16 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,290
COMMITMENTS
21,226 12,469 0 11,912 20,723 33,138 33,192 152 98
CHANGES FROM 11/24/15 (CHANGE IN OPEN INTEREST: -2,044)
-1,725 -861 0 -302 -1,204 -2,027 -2,065 -17 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.8 37.5 0.0 35.8 62.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 15 0 3 13 11 28
Updated December 4, 2015