WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 349,793
COMMITMENTS
93,359 161,704 59,629 164,226 89,078 317,214 310,411 32,579 39,382
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -21,065)
-3,556 -3,018 -8,879 -7,185 -7,869 -19,620 -19,766 -1,445 -1,299
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 46.2 17.0 46.9 25.5 90.7 88.7 9.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
119 109 101 98 94 268 264
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 190,229
COMMITMENTS
55,234 86,737 19,633 95,332 59,239 170,199 165,609 20,030 24,620
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -3,038)
-1,848 -3,904 375 -1,517 427 -2,990 -3,102 -48 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 45.6 10.3 50.1 31.1 89.5 87.1 10.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
53 63 46 72 59 157 152
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,280,685
COMMITMENTS
333,786 312,565 195,262 619,046 603,718 1148094 1111545 132,591 169,140
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -20,257)
-3,064 -23,314 -4,108 -11,780 10,291 -18,952 -17,131 -1,305 -3,126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 24.4 15.2 48.3 47.1 89.6 86.8 10.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
126 157 144 230 291 441 529
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,293
COMMITMENTS
2,706 1,400 679 2,842 4,974 6,227 7,053 2,066 1,240
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -413)
-188 -849 94 -400 381 -494 -374 81 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 16.9 8.2 34.3 60.0 75.1 85.0 24.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 11 4 12 9 26 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 698,467
COMMITMENTS
137,823 148,603 122,415 378,445 357,670 638,683 628,688 59,784 69,779
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 9,982)
4,567 -10,861 -472 4,064 17,687 8,159 6,354 1,823 3,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 21.3 17.5 54.2 51.2 91.4 90.0 8.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
141 151 192 157 180 412 451
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 419,901
COMMITMENTS
125,774 35,424 83,537 170,725 272,430 380,036 391,391 39,865 28,510
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -17,960)
2,853 -24,204 -9,226 -13,364 19,020 -19,737 -14,410 1,777 -3,550
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 8.4 19.9 40.7 64.9 90.5 93.2 9.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
105 65 101 79 71 243 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,173
COMMITMENTS
64,115 85,037 15,161 317,908 289,672 397,184 389,870 130,989 138,303
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 3,362)
8,569 3,961 1,686 11,104 1,994 21,359 7,641 -17,997 -4,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 16.1 2.9 60.2 54.8 75.2 73.8 24.8 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
22 30 11 55 67 79 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 635,543
COMMITMENTS
58,505 140,689 17,583 448,412 388,463 524,500 546,735 111,043 88,808
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -17,518)
-3,262 4,630 -279 -11,582 -20,430 -15,123 -16,079 -2,395 -1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 22.1 2.8 70.6 61.1 82.5 86.0 17.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
11 15 11 59 50 77 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,553
COMMITMENTS
1,707 869 152 2,500 3,379 4,359 4,400 194 153
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -9)
9 -1 35 -59 -48 -15 -14 6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 19.1 3.3 54.9 74.2 95.7 96.6 4.3 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 3 4 10 14 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 421,259
COMMITMENTS
91,161 97,954 63,481 217,404 218,490 372,046 379,925 49,213 41,334
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 2,551)
-2,750 -2,161 3,643 4,504 -1,839 5,397 -357 -2,846 2,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 23.3 15.1 51.6 51.9 88.3 90.2 11.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
83 83 88 99 77 237 211
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,485
COMMITMENTS
2,196 3,309 2,439 7,654 6,999 12,289 12,747 2,196 1,738
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 1,505)
608 683 117 796 463 1,521 1,263 -16 242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 22.8 16.8 52.8 48.3 84.8 88.0 15.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 22 23 21 12 56 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 970,634
COMMITMENTS
145,669 260,271 25,377 696,931 539,827 867,977 825,475 102,657 145,159
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -12,955)
-28,127 15,873 1,107 29,700 -24,740 2,680 -7,760 -15,635 -5,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 26.8 2.6 71.8 55.6 89.4 85.0 10.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
44 61 28 93 111 147 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,686,036
COMMITMENTS
435,528 460,077 82,845 1889007 1699740 2407380 2242662 278,656 443,374
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -94,772)
-24,621 15,447 -6,459 -44,379 -93,698 -75,459 -84,710 -19,313 -10,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 17.1 3.1 70.3 63.3 89.6 83.5 10.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
64 92 52 135 154 233 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,399,794
COMMITMENTS
216,559 509,952 45,572 1895398 1484913 2157529 2040437 242,265 359,357
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -108,501)
-31,781 -4,032 -10,169 -32,923 -101,068 -74,873 -115,269 -33,628 6,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 21.2 1.9 79.0 61.9 89.9 85.0 10.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
32 81 29 100 133 153 222
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 676,945
COMMITMENTS
42,970 68,041 120,617 488,992 440,757 652,579 629,415 24,366 47,530
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 14,595)
-15,617 4,291 10,647 16,928 -2,550 11,958 12,388 2,637 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 10.1 17.8 72.2 65.1 96.4 93.0 3.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 23 28 43 56 72 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,296
COMMITMENTS
18,560 10,820 710 25,529 32,898 44,799 44,427 6,497 6,869
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -2,108)
-2,370 -1,506 396 469 35 -1,505 -1,076 -603 -1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 21.1 1.4 49.8 64.1 87.3 86.6 12.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
32 19 3 39 28 72 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,591
COMMITMENTS
37,120 21,639 1,420 51,058 65,795 89,598 88,854 12,993 13,737
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -4,216)
-4,740 -3,012 792 938 69 -3,010 -2,151 -1,206 -2,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 21.1 1.4 49.8 64.1 87.3 86.6 12.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
32 19 3 39 28 72 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,936
COMMITMENTS
17,646 18,142 2,068 1,029 680 20,743 20,890 193 46
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: -6)
-369 -569 545 0 0 176 -24 -182 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.3 86.7 9.9 4.9 3.2 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
16 13 6 1 1 19 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,985
COMMITMENTS
24,765 14,634 11,505 5,618 15,762 41,888 41,901 97 84
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 7,400)
-2,195 -1,503 11,177 -1,563 -2,266 7,419 7,408 -19 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.0 34.9 27.4 13.4 37.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 15 3 5 15 16 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,245
COMMITMENTS
19,319 12,680 13,707 12,102 18,758 45,128 45,145 117 100
CHANGES FROM 12/01/15 (CHANGE IN OPEN INTEREST: 11,955)
-1,907 211 13,707 190 -1,965 11,990 11,953 -35 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 28.0 30.3 26.7 41.5 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
7 13 2 4 12 11 27
Updated December 11, 2015