WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 483,373
COMMITMENTS
83,692 149,659 160,244 201,366 129,590 445,302 439,492 38,071 43,881
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 21,951)
-11,939 27,500 14,214 20,673 -18,725 22,949 22,989 -998 -1,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 31.0 33.2 41.7 26.8 92.1 90.9 7.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
127 141 166 113 115 339 340
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 203,995
COMMITMENTS
62,614 75,349 28,460 90,275 73,905 181,349 177,714 22,646 26,282
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 7,390)
1,726 7,661 1,020 3,729 -3,643 6,476 5,038 914 2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 36.9 14.0 44.3 36.2 88.9 87.1 11.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
67 61 57 74 62 162 163
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,731,746
COMMITMENTS
366,488 262,319 446,828 754,306 779,159 1567623 1488307 164,124 243,439
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 32,848)
-17,288 35,108 27,312 21,002 -32,549 31,025 29,871 1,822 2,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 15.1 25.8 43.6 45.0 90.5 85.9 9.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783)
196 170 235 315 335 626 645
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,112
COMMITMENTS
2,333 2,976 1,451 6,121 5,699 9,906 10,126 2,207 1,987
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 462)
-152 -21 287 332 191 466 456 -4 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 24.6 12.0 50.5 47.0 81.8 83.6 18.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 13 8 18 11 30 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 978,958
COMMITMENTS
154,688 114,034 310,755 442,989 461,611 908,432 886,399 70,526 92,558
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -2,264)
-8,941 -3,089 -25,601 30,507 24,829 -4,035 -3,861 1,771 1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 11.6 31.7 45.3 47.2 92.8 90.5 7.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
175 174 261 189 198 510 517
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 476,935
COMMITMENTS
108,595 72,730 126,792 205,566 248,039 440,953 447,561 35,982 29,374
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 6,570)
2,880 -1,003 6,746 -1,188 801 8,439 6,544 -1,869 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 15.2 26.6 43.1 52.0 92.5 93.8 7.5 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
87 95 108 98 84 250 239
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 633,273
COMMITMENTS
51,253 56,051 77,591 350,676 342,844 479,520 476,486 153,753 156,787
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -17,209)
-6,380 114 6,525 -16,716 -25,167 -16,571 -18,529 -638 1,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.9 12.3 55.4 54.1 75.7 75.2 24.3 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
31 30 40 73 74 122 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 635,930
COMMITMENTS
57,222 144,733 11,463 448,146 391,039 516,831 547,235 119,100 88,695
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -10,560)
1,095 -2,459 -40 -12,591 -8,911 -11,536 -11,410 976 850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
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 52 74 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 473,682
COMMITMENTS
118,198 53,324 98,411 193,258 285,031 409,867 436,766 63,814 36,915
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 12,241)
-2,226 1,275 762 13,854 8,785 12,390 10,822 -149 1,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 11.3 20.8 40.8 60.2 86.5 92.2 13.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
99 62 101 96 87 253 211
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,403
COMMITMENTS
1,838 3,522 2,546 7,023 7,063 11,407 13,130 2,996 1,273
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 582)
-1,063 -101 489 1,173 145 598 532 -16 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 24.5 17.7 48.8 49.0 79.2 91.2 20.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
21 19 22 25 15 58 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,135,112
COMMITMENTS
274,741 275,498 45,243 687,447 676,951 1007431 997,692 127,681 137,421
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -4,963)
-6,782 -636 4,386 -4,027 -8,250 -6,423 -4,500 1,460 -462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 24.3 4.0 60.6 59.6 88.8 87.9 11.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
54 56 36 91 128 167 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,271,815
COMMITMENTS
427,398 424,841 312,635 2170470 2109056 2910503 2846532 361,312 425,283
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -15,522)
-18,669 16,301 17,368 -18,692 -49,444 -19,993 -15,776 4,471 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.0 9.6 66.3 64.5 89.0 87.0 11.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
77 93 97 171 179 305 312
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,560,446
COMMITMENTS
325,961 391,372 131,609 1800544 1697474 2258114 2220455 302,332 339,991
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 947)
-16,138 7,646 -3,117 31,842 -7,521 12,587 -2,992 -11,641 3,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 15.3 5.1 70.3 66.3 88.2 86.7 11.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
44 64 55 130 152 205 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 921,086
COMMITMENTS
234,581 83,541 126,495 538,726 653,217 899,801 863,253 21,284 57,833
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: 13,999)
24,437 -12,706 1,486 -16,134 39,962 9,789 28,741 4,210 -14,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 9.1 13.7 58.5 70.9 97.7 93.7 2.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
23 38 37 54 72 94 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 39,856
COMMITMENTS
12,661 12,281 632 20,994 17,004 34,287 29,918 5,569 9,938
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -273)
-1,775 -139 -119 1,072 -196 -822 -455 549 182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 30.8 1.6 52.7 42.7 86.0 75.1 14.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 22 6 31 23 56 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 79,712
COMMITMENTS
25,323 24,563 1,264 41,988 34,009 68,575 59,836 11,137 19,876
CHANGES FROM 10/13/15 (CHANGE IN OPEN INTEREST: -546)
-3,550 -279 -238 2,145 -392 -1,643 -909 1,097 363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 30.8 1.6 52.7 42.7 86.0 75.1 14.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
22 22 6 31 23 56 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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