WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,897
COMMITMENTS
96,519 141,559 147,721 193,648 144,461 437,887 433,740 40,010 44,157
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -5,476)
12,826 -8,100 -12,523 -7,718 14,871 -7,414 -5,752 1,939 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 29.6 30.9 40.5 30.2 91.6 90.8 8.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
128 125 158 111 116 335 321
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 208,287
COMMITMENTS
59,644 78,371 30,943 94,353 72,431 184,940 181,745 23,347 26,543
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 4,292)
-2,969 3,022 2,483 4,078 -1,473 3,592 4,031 701 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 37.6 14.9 45.3 34.8 88.8 87.3 11.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
63 65 61 74 63 166 169
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,699,940
COMMITMENTS
368,904 259,632 416,317 744,367 783,232 1529588 1459180 170,352 240,759
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -31,807)
2,416 -2,688 -30,511 -9,939 4,073 -38,035 -29,127 6,228 -2,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 15.3 24.5 43.8 46.1 90.0 85.8 10.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 770)
202 140 220 325 345 624 629
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,341
COMMITMENTS
2,332 3,020 1,431 6,190 5,849 9,954 10,301 2,387 2,041
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 229)
-1 44 -20 69 151 48 175 181 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 24.5 11.6 50.2 47.4 80.7 83.5 19.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
11 11 8 18 11 29 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 788,010
COMMITMENTS
140,073 115,640 196,659 381,429 393,688 718,161 705,987 69,849 82,024
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -190,947)
-14,615 1,606 -114,096 -61,560 -67,923 -190,271 -180,413 -677 -10,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 14.7 25.0 48.4 50.0 91.1 89.6 8.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537)
156 142 192 188 190 444 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 484,197
COMMITMENTS
105,244 72,869 139,039 204,695 243,221 448,978 455,129 35,218 29,068
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 7,262)
-3,351 139 12,247 -870 -4,818 8,026 7,568 -764 -306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 15.0 28.7 42.3 50.2 92.7 94.0 7.3 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
98 90 123 95 79 265 246
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 556,865
COMMITMENTS
44,282 63,876 39,111 311,965 312,982 395,358 415,970 161,507 140,895
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -76,409)
-6,971 7,825 -38,480 -38,712 -29,862 -84,162 -60,516 7,753 -15,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.5 7.0 56.0 56.2 71.0 74.7 29.0 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
23 31 30 64 72 104 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 637,120
COMMITMENTS
64,130 141,630 11,502 438,197 393,377 513,829 546,509 123,291 90,611
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,190)
6,908 -3,103 39 -9,949 2,338 -3,002 -726 4,191 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 22.2 1.8 68.8 61.7 80.6 85.8 19.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
14 12 10 55 48 74 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,313
COMMITMENTS
1,833 682 486 2,676 3,975 4,995 5,143 318 170
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 165)
245 162 -15 -48 25 182 172 -17 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.5 12.8 9.1 50.4 74.8 94.0 96.8 6.0 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 3 7 11 14 29 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 464,361
COMMITMENTS
98,889 58,265 95,524 207,362 275,988 401,775 429,777 62,586 34,584
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -9,320)
-19,309 4,942 -2,887 14,103 -9,043 -8,092 -6,989 -1,228 -2,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 12.5 20.6 44.7 59.4 86.5 92.6 13.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
80 68 106 96 90 243 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,433
COMMITMENTS
1,266 3,631 1,872 7,667 6,703 10,804 12,206 2,629 1,227
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -970)
-573 109 -674 644 -359 -603 -925 -367 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 27.0 13.9 57.1 49.9 80.4 90.9 19.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
19 22 20 24 15 55 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,192,968
COMMITMENTS
312,932 291,821 38,461 713,344 725,475 1064737 1055758 128,231 137,210
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 57,856)
38,192 16,324 -6,782 25,897 48,524 57,307 58,066 549 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 24.5 3.2 59.8 60.8 89.3 88.5 10.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
50 59 36 97 127 171 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,125,712
COMMITMENTS
421,739 462,080 233,546 2086874 1997353 2742159 2692978 383,553 432,734
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -146,103)
-5,658 37,238 -79,089 -83,597 -111,704 -168,344 -153,554 22,241 7,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 14.8 7.5 66.8 63.9 87.7 86.2 12.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
78 83 93 158 166 288 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,587,923
COMMITMENTS
350,020 393,353 111,129 1817347 1744803 2278496 2249285 309,427 338,638
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 27,477)
24,059 1,981 -20,480 16,803 47,329 20,382 28,830 7,095 -1,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 15.2 4.3 70.2 67.4 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
49 67 57 118 145 203 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 935,808
COMMITMENTS
259,821 97,088 120,467 530,698 653,022 910,986 870,578 24,822 65,230
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 14,722)
25,240 13,547 -6,028 -8,028 -195 11,185 7,325 3,537 7,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 10.4 12.9 56.7 69.8 97.3 93.0 2.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
16 40 32 54 69 89 124
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 41,743
COMMITMENTS
12,399 10,279 1,076 22,396 21,114 35,871 32,470 5,872 9,273
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 1,887)
-262 -2,002 444 1,402 4,110 1,584 2,552 303 -665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 24.6 2.6 53.7 50.6 85.9 77.8 14.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 27 6 33 24 58 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 83,485
COMMITMENTS
24,798 20,559 2,152 44,792 42,229 71,742 64,939 11,743 18,546
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: 3,773)
-524 -4,004 888 2,804 8,220 3,167 5,103 606 -1,330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 24.6 2.6 53.7 50.6 85.9 77.8 14.1 22.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
23 27 6 33 24 58 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,111
COMMITMENTS
15,681 16,363 1,027 1,060 678 17,768 18,068 343 43
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -98)
-136 -142 42 0 0 -94 -100 -4 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.6 90.3 5.7 5.9 3.7 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
22 10 3 1 1 25 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,975
COMMITMENTS
30,482 23,582 210 12,179 19,115 42,871 42,907 104 68
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -230)
365 -114 50 -656 -162 -241 -226 11 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
70.9 54.9 0.5 28.3 44.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 20 1 6 16 13 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,370
COMMITMENTS
22,572 15,581 0 16,625 23,747 39,197 39,328 173 42
CHANGES FROM 10/20/15 (CHANGE IN OPEN INTEREST: -1,926)
523 -321 -20 -2,500 -1,543 -1,997 -1,884 71 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.3 39.6 0.0 42.2 60.3 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 13 0 4 13 16 26
Updated October 30, 2015