WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,596
COMMITMENTS
99,244 131,308 147,974 194,775 154,413 441,993 433,695 35,603 43,901
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -301)
2,726 -10,250 253 1,127 9,953 4,105 -45 -4,407 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 27.5 31.0 40.8 32.3 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
115 145 161 114 117 335 335
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,915
COMMITMENTS
59,208 80,173 34,038 98,903 74,183 192,150 188,395 22,765 26,520
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 6,628)
-436 1,802 3,096 4,550 1,752 7,210 6,650 -582 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 37.3 15.8 46.0 34.5 89.4 87.7 10.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
73 66 62 82 69 182 178
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,742,154
COMMITMENTS
368,419 264,335 442,718 757,020 795,008 1568157 1502061 173,997 240,093
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 42,214)
-485 4,703 26,401 12,653 11,777 38,569 42,881 3,645 -667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 15.2 25.4 43.5 45.6 90.0 86.2 10.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766)
195 147 225 334 340 641 621
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,074
COMMITMENTS
2,342 3,134 1,701 6,499 6,150 10,543 10,985 2,531 2,089
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 733)
10 114 270 309 301 589 684 144 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 24.0 13.0 49.7 47.0 80.6 84.0 19.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 13 10 18 11 31 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 777,481
COMMITMENTS
130,475 132,574 195,212 384,855 373,875 710,542 701,662 66,938 75,819
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -10,530)
-9,598 16,934 -1,447 3,426 -19,812 -7,619 -4,325 -2,911 -6,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 17.1 25.1 49.5 48.1 91.4 90.2 8.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 552)
152 156 199 181 186 440 458
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 503,883
COMMITMENTS
100,774 74,550 148,308 217,814 250,157 466,896 473,015 36,986 30,867
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 19,686)
-4,470 1,681 9,269 13,118 6,936 17,918 17,887 1,768 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 14.8 29.4 43.2 49.6 92.7 93.9 7.3 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
106 91 128 99 86 276 262
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 578,994
COMMITMENTS
56,375 69,686 49,096 317,635 308,818 423,106 427,600 155,888 151,394
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 22,129)
12,093 5,810 9,985 5,671 -4,164 27,748 11,630 -5,619 10,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 12.0 8.5 54.9 53.3 73.1 73.9 26.9 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
25 34 31 61 68 104 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 630,069
COMMITMENTS
68,174 148,006 8,806 434,813 378,465 511,793 535,277 118,276 94,792
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -7,051)
4,044 6,376 -2,696 -3,384 -14,912 -2,036 -11,232 -5,015 4,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 23.5 1.4 69.0 60.1 81.2 85.0 18.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 14 11 56 48 74 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,582
COMMITMENTS
1,840 713 559 2,904 4,145 5,303 5,417 279 165
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 269)
7 31 73 228 170 308 274 -39 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 12.8 10.0 52.0 74.3 95.0 97.0 5.0 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 2 7 13 16 31 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 471,925
COMMITMENTS
97,250 66,676 95,541 217,173 270,619 409,964 432,836 61,961 39,088
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 7,564)
-1,639 8,410 17 9,811 -5,369 8,189 3,059 -625 4,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 14.1 20.2 46.0 57.3 86.9 91.7 13.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
75 79 98 100 90 239 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,913
COMMITMENTS
1,066 3,090 1,835 7,242 6,368 10,142 11,292 2,771 1,620
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -520)
-200 -541 -37 -425 -336 -662 -913 142 393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 23.9 14.2 56.1 49.3 78.5 87.5 21.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
19 16 18 23 13 50 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,147,881
COMMITMENTS
253,512 285,854 41,233 724,345 673,508 1019091 1000596 128,790 147,286
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -45,087)
-59,420 -5,967 2,772 11,002 -51,967 -45,646 -55,162 559 10,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 24.9 3.6 63.1 58.7 88.8 87.2 11.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
47 59 36 99 118 168 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,196,075
COMMITMENTS
384,810 526,257 282,406 2159925 1932143 2827142 2740806 368,933 455,269
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 70,363)
-36,929 64,177 48,860 73,052 -65,209 84,983 47,828 -14,620 22,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 16.5 8.8 67.6 60.5 88.5 85.8 11.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
72 96 93 162 170 288 305
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,577,423
COMMITMENTS
324,636 394,691 143,356 1830719 1685115 2298711 2223162 278,712 354,261
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -10,500)
-25,384 1,338 32,227 13,372 -59,688 20,215 -26,123 -30,715 15,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 15.3 5.6 71.0 65.4 89.2 86.3 10.8 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
51 60 56 121 147 199 236
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 745,070
COMMITMENTS
115,885 64,135 115,464 492,798 513,954 724,147 693,554 20,923 51,517
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -190,737)
-143,936 -32,953 -5,003 -37,900 -139,068 -186,839 -177,024 -3,899 -13,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 8.6 15.5 66.1 69.0 97.2 93.1 2.8 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
14 34 34 44 61 79 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,674
COMMITMENTS
17,160 11,126 916 26,559 30,515 44,635 42,557 7,039 9,116
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 9,931)
4,761 847 -160 4,163 9,401 8,764 10,088 1,167 -156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 21.5 1.8 51.4 59.1 86.4 82.4 13.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 27 8 33 27 67 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,348
COMMITMENTS
34,320 22,252 1,833 53,118 61,030 89,271 85,115 14,077 18,233
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 19,863)
9,521 1,693 -319 8,326 18,801 17,528 20,175 2,334 -313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 21.5 1.8 51.4 59.1 86.4 82.4 13.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
31 27 8 33 27 67 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,592
COMMITMENTS
16,047 16,808 1,061 1,130 678 18,238 18,547 354 45
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: 481)
366 445 34 70 0 470 479 11 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.3 90.4 5.7 6.1 3.6 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
22 11 3 1 1 25 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,647
COMMITMENTS
28,810 22,463 284 12,458 18,802 41,552 41,549 95 98
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -1,328)
-1,672 -1,119 74 279 -313 -1,319 -1,358 -9 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.2 53.9 0.7 29.9 45.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 17 1 6 16 16 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,357
COMMITMENTS
25,499 15,873 20 13,695 23,413 39,214 39,306 143 51
CHANGES FROM 10/27/15 (CHANGE IN OPEN INTEREST: -13)
2,927 292 20 -2,930 -334 17 -22 -30 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 40.3 0.1 34.8 59.5 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 13 1 5 12 17 26
Updated November 6, 2015