WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,755
COMMITMENTS
91,786 128,068 129,903 186,383 145,923 408,072 403,894 39,683 43,861
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -20,324)
-1,354 -10,908 -12,247 -5,524 5,138 -19,125 -18,018 -1,198 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 28.6 29.0 41.6 32.6 91.1 90.2 8.9 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
125 122 141 108 116 315 312
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 196,156
COMMITMENTS
59,385 67,647 26,051 88,686 78,408 174,123 172,107 22,033 24,049
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -3,069)
-1,258 -3,559 -1,313 -1,753 2,660 -4,324 -2,212 1,255 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 34.5 13.3 45.2 40.0 88.8 87.7 11.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
55 59 56 79 71 161 167
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,720,579
COMMITMENTS
393,812 258,360 426,874 737,385 798,456 1558072 1483690 162,507 236,889
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -5,535)
2,474 3,135 -25,932 12,261 20,695 -11,197 -2,103 5,662 -3,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.0 24.8 42.9 46.4 90.6 86.2 9.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
183 179 233 291 337 603 636
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,478
COMMITMENTS
1,422 2,581 1,643 5,362 4,228 8,428 8,453 2,050 2,026
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -112)
91 13 -133 -130 -5 -172 -125 60 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 24.6 15.7 51.2 40.4 80.4 80.7 19.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 14 8 17 12 30 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 944,877
COMMITMENTS
146,857 132,330 315,137 422,629 407,683 884,623 855,149 60,255 89,728
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -14,406)
2,456 -22,112 -13,920 -4,209 23,563 -15,674 -12,470 1,268 -1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 14.0 33.4 44.7 43.1 93.6 90.5 6.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
183 196 261 167 189 498 518
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 449,963
COMMITMENTS
102,275 93,652 115,354 197,421 210,675 415,050 419,681 34,913 30,282
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -25,584)
-4,431 -20,458 -5,946 -14,952 4,532 -25,330 -21,872 -255 -3,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 20.8 25.6 43.9 46.8 92.2 93.3 7.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
94 94 120 95 80 264 246
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 599,810
COMMITMENTS
45,112 57,514 44,324 348,205 350,032 437,640 451,870 162,169 147,940
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -18,746)
-11,835 3,661 -21,791 -1,017 -13,672 -34,643 -31,803 15,897 13,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 9.6 7.4 58.1 58.4 73.0 75.3 27.0 24.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
20 28 29 73 74 108 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,867
COMMITMENTS
62,640 130,482 8,846 445,980 405,325 517,466 544,653 115,401 88,214
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -4,043)
4,989 16,315 -11,508 4,482 302 -2,037 5,109 -2,006 -9,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 20.6 1.4 70.5 64.0 81.8 86.1 18.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
13 15 13 54 55 73 77
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,923
COMMITMENTS
1,318 85 742 2,556 3,883 4,616 4,710 307 213
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -122)
-51 60 -55 41 -149 -65 -144 -57 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 1.7 15.1 51.9 78.9 93.8 95.7 6.2 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
16 3 7 12 13 30 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 424,037
COMMITMENTS
108,842 54,328 80,786 178,446 253,902 368,073 389,015 55,964 35,021
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -20,133)
-1,072 -1,589 -9,667 -8,096 -9,085 -18,836 -20,342 -1,297 208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 12.8 19.1 42.1 59.9 86.8 91.7 13.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
84 59 89 101 88 238 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,984
COMMITMENTS
2,810 3,645 1,598 5,274 6,563 9,681 11,806 3,303 1,178
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 563)
293 86 78 -246 586 125 750 438 -187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 28.1 12.3 40.6 50.5 74.6 90.9 25.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
23 18 19 21 13 55 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,158,355
COMMITMENTS
297,313 263,949 48,077 689,265 706,587 1034655 1018614 123,700 139,741
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -45,344)
167 5,269 -28,146 -24,773 -39,706 -52,752 -62,583 7,408 17,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 22.8 4.2 59.5 61.0 89.3 87.9 10.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
53 57 34 90 120 163 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,216,086
COMMITMENTS
428,739 411,092 263,115 2149659 2100195 2841514 2774402 374,572 441,684
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 23,208)
38,032 22,422 -46,037 12,733 43,701 4,729 20,086 18,479 3,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.8 8.2 66.8 65.3 88.4 86.3 11.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
77 76 87 175 185 297 303
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,565,046
COMMITMENTS
339,804 434,813 132,574 1779930 1655499 2252308 2222886 312,738 342,160
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 10,018)
22,581 -212 -22,626 -7,814 43,043 -7,858 20,205 17,876 -10,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 17.0 5.2 69.4 64.5 87.8 86.7 12.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
55 60 57 120 145 205 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 917,712
COMMITMENTS
119,301 105,239 110,584 669,044 636,381 898,930 852,205 18,782 65,507
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 23,567)
-21,762 5,422 -7,346 52,496 25,006 23,388 23,081 179 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 11.5 12.1 72.9 69.3 98.0 92.9 2.0 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
15 39 37 58 75 97 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,594
COMMITMENTS
11,540 10,803 880 16,963 15,452 29,383 27,135 5,211 7,459
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 2,837)
2,814 563 93 -81 3,583 2,826 4,240 11 -1,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 31.2 2.5 49.0 44.7 84.9 78.4 15.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 15 4 35 20 55 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,189
COMMITMENTS
23,080 21,605 1,761 33,926 30,905 58,767 54,270 10,422 14,918
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 5,674)
5,628 1,126 187 -163 7,167 5,652 8,480 22 -2,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 31.2 2.5 49.0 44.7 84.9 78.4 15.1 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 15 4 35 20 55 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,185
COMMITMENTS
17,443 19,648 831 2,574 678 20,848 21,157 337 28
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 347)
-446 -45 391 400 0 345 346 2 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.3 92.7 3.9 12.2 3.2 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
22 13 3 2 1 26 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,925
COMMITMENTS
31,642 22,701 64 11,108 20,070 42,814 42,835 111 90
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: -290)
-921 -216 44 1,127 -13 250 -185 -540 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.7 52.9 0.1 25.9 46.8 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 16 1 5 16 11 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/29/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,881
COMMITMENTS
21,879 16,033 0 17,857 23,771 39,736 39,804 145 77
CHANGES FROM 09/22/15 (CHANGE IN OPEN INTEREST: 1,854)
-165 147 0 2,088 1,766 1,923 1,913 -69 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 40.2 0.0 44.8 59.6 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 18 0 4 12 10 30
Updated October 2, 2015