WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 471,542
COMMITMENTS
90,832 142,289 144,489 195,763 139,533 431,084 426,312 40,458 45,230
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 11,774)
4,508 722 5,192 1,859 6,048 11,559 11,962 215 -188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 30.2 30.6 41.5 29.6 91.4 90.4 8.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
125 130 156 109 110 329 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 197,640
COMMITMENTS
62,083 71,435 25,665 89,382 76,289 177,131 173,389 20,510 24,251
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 4,682)
1,031 855 3,502 -847 -121 3,685 4,235 997 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 36.1 13.0 45.2 38.6 89.6 87.7 10.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
51 67 54 75 74 156 171
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,700,758
COMMITMENTS
394,910 255,589 428,904 717,856 774,406 1541670 1458899 159,088 241,859
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 18,637)
12,794 -16,769 2,460 -7,375 41,234 7,878 26,924 10,758 -8,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 15.0 25.2 42.2 45.5 90.6 85.8 9.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
189 178 228 290 341 603 635
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,655
COMMITMENTS
1,241 2,627 1,694 5,528 4,313 8,463 8,634 2,192 2,021
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 430)
376 -102 186 -222 413 340 497 90 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 24.7 15.9 51.9 40.5 79.4 81.0 20.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 10 7 19 13 29 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 911,018
COMMITMENTS
143,138 136,066 305,465 403,917 380,623 852,520 822,154 58,498 88,864
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 13,589)
2,997 8,889 7,189 3,088 927 13,275 17,006 314 -3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 14.9 33.5 44.3 41.8 93.6 90.2 6.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
173 224 265 175 202 514 547
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 466,092
COMMITMENTS
105,758 111,312 119,315 207,949 202,997 433,021 433,624 33,071 32,469
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 8,252)
-408 7,327 3,201 6,380 -2,258 9,173 8,271 -922 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 23.9 25.6 44.6 43.6 92.9 93.0 7.1 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
97 98 119 94 75 263 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,228
COMMITMENTS
62,996 54,873 69,751 358,122 371,445 490,870 496,069 151,358 146,160
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 27,331)
20,056 1,106 6,943 1,143 16,469 28,141 24,517 -811 2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.5 10.9 55.8 57.8 76.4 77.2 23.6 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
28 32 38 82 81 128 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,940
COMMITMENTS
56,140 109,414 29,311 423,355 389,865 508,806 528,590 118,133 98,349
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 10,121)
2,794 5,128 -4,757 13,202 15,259 11,239 15,630 -1,118 -5,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 17.5 4.7 67.5 62.2 81.2 84.3 18.8 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 15 13 52 52 72 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,822
COMMITMENTS
1,233 34 770 2,491 3,697 4,494 4,501 328 321
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 21)
-140 -28 105 62 -80 27 -3 -6 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 0.7 16.0 51.7 76.7 93.2 93.3 6.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
14 1 5 12 14 27 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 446,712
COMMITMENTS
117,017 45,746 87,572 184,635 281,474 389,225 414,793 57,487 31,919
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 10,765)
4,609 -4,241 2,496 876 15,051 7,981 13,306 2,784 -2,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 10.2 19.6 41.3 63.0 87.1 92.9 12.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
97 60 99 101 98 255 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,247
COMMITMENTS
2,300 3,371 1,708 5,467 5,945 9,476 11,025 2,771 1,222
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 1,227)
638 -101 211 170 1,057 1,019 1,167 208 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 27.5 14.0 44.6 48.5 77.4 90.0 22.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 19 18 20 12 53 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,208,134
COMMITMENTS
306,820 279,852 55,856 719,361 738,100 1082036 1073808 126,097 134,325
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 20,245)
-14,024 18,814 8,295 23,142 172 17,413 27,281 2,832 -7,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.4 23.2 4.6 59.5 61.1 89.6 88.9 10.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
58 61 41 92 127 168 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,248,981
COMMITMENTS
339,856 408,675 311,069 2248202 2074548 2899127 2794292 349,855 454,689
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -42,907)
-39,016 -16,516 14,072 -8,567 -29,077 -33,511 -31,521 -9,396 -11,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 12.6 9.6 69.2 63.9 89.2 86.0 10.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
69 91 93 182 189 308 316
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,449,139
COMMITMENTS
313,993 483,583 172,706 1681234 1422198 2167933 2078488 281,206 370,651
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -48,758)
-75,301 -42,367 14,716 38,491 -23,959 -22,094 -51,610 -26,665 2,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 19.7 7.1 68.6 58.1 88.5 84.9 11.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
45 72 60 116 148 199 242
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 954,144
COMMITMENTS
141,366 113,806 151,939 632,503 622,293 925,808 888,038 28,336 66,106
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 113,165)
80,355 -12,518 11,633 19,704 105,562 111,692 104,678 1,473 8,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 11.9 15.9 66.3 65.2 97.0 93.1 3.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
15 38 32 58 75 95 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,547
COMMITMENTS
10,664 12,104 3,065 32,415 26,613 46,144 41,783 5,403 9,765
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 5,174)
467 922 18 4,711 2,990 5,196 3,930 -22 1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 23.5 5.9 62.9 51.6 89.5 81.1 10.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 25 11 37 28 64 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,095
COMMITMENTS
21,328 24,208 6,130 64,830 53,227 92,288 83,565 10,807 19,530
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 10,349)
935 1,843 36 9,421 5,980 10,392 7,859 -43 2,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 23.5 5.9 62.9 51.6 89.5 81.1 10.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
22 25 11 37 28 64 60
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 26,882
COMMITMENTS
20,359 21,195 3,566 2,574 678 26,499 25,439 383 1,443
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: 5,616)
1,994 1,125 3,099 500 0 5,593 4,224 23 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 78.8 13.3 9.6 2.5 98.6 94.6 1.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
21 14 5 2 1 25 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,067
COMMITMENTS
32,565 24,044 26 10,624 19,961 43,215 44,031 852 36
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -17,056)
-9,608 -5,661 -781 -6,671 -10,588 -17,060 -17,030 4 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.9 54.6 0.1 24.1 45.3 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 20 2 5 16 12 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/15/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,463
COMMITMENTS
22,074 14,531 0 14,138 21,832 36,212 36,363 251 100
CHANGES FROM 09/08/15 (CHANGE IN OPEN INTEREST: -505)
-2,309 530 -2,705 4,515 1,637 -499 -538 -6 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 39.9 0.0 38.8 59.9 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 14 0 4 13 10 27
Updated September 18, 2015