WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 481,818
COMMITMENTS
92,530 125,075 155,956 196,895 156,072 445,381 437,103 36,437 44,716
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 4,222)
-6,714 -6,234 7,982 2,121 1,659 3,389 3,407 834 815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 26.0 32.4 40.9 32.4 92.4 90.7 7.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
100 146 172 116 118 336 335
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 221,941
COMMITMENTS
56,203 84,528 39,344 102,951 69,880 198,498 193,752 23,444 28,190
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 7,026)
-3,005 4,355 5,306 4,048 -4,304 6,348 5,357 678 1,669
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 38.1 17.7 46.4 31.5 89.4 87.3 10.6 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
67 69 66 82 66 180 183
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,841,342
COMMITMENTS
341,682 319,987 513,223 796,943 751,914 1651849 1585124 189,493 256,218
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 99,188)
-26,737 55,652 70,505 39,923 -43,094 83,692 83,063 15,497 16,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 17.4 27.9 43.3 40.8 89.7 86.1 10.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783)
175 190 236 341 329 650 642
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,826
COMMITMENTS
2,411 3,201 2,011 6,869 6,386 11,291 11,598 2,535 2,228
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 752)
69 67 310 370 236 748 613 4 139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 23.1 14.5 49.7 46.2 81.7 83.9 18.3 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 15 9 15 10 28 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 824,618
COMMITMENTS
129,613 166,155 218,830 409,040 361,712 757,482 746,696 67,137 77,922
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 47,138)
-862 33,582 23,617 24,185 -12,164 46,940 45,035 198 2,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 20.1 26.5 49.6 43.9 91.9 90.6 8.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
158 168 220 188 186 467 477
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 517,952
COMMITMENTS
102,980 89,480 149,605 226,792 241,938 479,377 481,023 38,575 36,929
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 14,069)
2,206 14,930 1,297 8,978 -8,219 12,480 8,008 1,589 6,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 17.3 28.9 43.8 46.7 92.6 92.9 7.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 330)
93 102 122 98 78 261 254
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 583,228
COMMITMENTS
50,809 62,524 66,739 324,851 308,574 442,400 437,836 140,828 145,392
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 4,234)
-5,566 -7,163 17,643 7,216 -244 19,293 10,236 -15,059 -6,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.7 11.4 55.7 52.9 75.9 75.1 24.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
26 35 36 67 74 114 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,391
COMMITMENTS
62,632 146,060 10,683 426,851 364,540 500,166 521,283 120,225 99,108
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -9,678)
-5,542 -1,946 1,877 -7,962 -13,925 -11,627 -13,994 1,949 4,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 23.5 1.7 68.8 58.8 80.6 84.0 19.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
11 14 12 58 46 75 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,512
COMMITMENTS
1,838 715 468 2,937 4,132 5,243 5,315 269 197
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -70)
-2 2 -91 33 -13 -60 -102 -10 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 13.0 8.5 53.3 75.0 95.1 96.4 4.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
15 3 7 11 15 29 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 488,379
COMMITMENTS
98,580 80,684 101,997 225,935 264,490 426,512 447,172 61,868 41,208
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 16,455)
1,330 14,009 6,455 8,763 -6,129 16,548 14,335 -94 2,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.5 20.9 46.3 54.2 87.3 91.6 12.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
78 88 107 104 90 249 235
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,497
COMMITMENTS
920 2,789 2,529 7,885 6,823 11,334 12,141 2,162 1,356
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 584)
-146 -301 694 643 456 1,192 849 -608 -264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 20.7 18.7 58.4 50.6 84.0 90.0 16.0 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 19 24 24 13 56 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,151,508
COMMITMENTS
223,942 251,915 43,126 763,578 702,251 1030647 997,292 120,862 154,217
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,627)
-29,570 -33,940 1,893 39,233 28,743 11,555 -3,304 -7,928 6,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 21.9 3.7 66.3 61.0 89.5 86.6 10.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
49 60 39 103 123 175 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,205,120
COMMITMENTS
393,444 409,978 333,619 2129065 1979580 2856128 2723178 348,992 481,942
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 9,045)
8,634 -116,278 51,213 -30,861 47,437 28,986 -17,628 -19,941 26,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 12.8 10.4 66.4 61.8 89.1 85.0 10.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
69 87 83 165 177 284 297
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,628,793
COMMITMENTS
281,974 398,487 174,595 1889413 1691995 2345983 2265078 282,811 363,715
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 51,370)
-42,662 3,796 31,239 58,694 6,880 47,272 41,916 4,098 9,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.2 6.6 71.9 64.4 89.2 86.2 10.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
44 69 57 124 148 199 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 791,026
COMMITMENTS
104,436 77,210 123,040 544,025 543,096 771,501 743,345 19,525 47,681
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 45,956)
-11,449 13,075 7,575 51,227 29,141 47,354 49,791 -1,398 -3,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 9.8 15.6 68.8 68.7 97.5 94.0 2.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
17 31 35 48 63 83 115
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,433
COMMITMENTS
20,363 9,286 972 27,331 35,836 48,665 46,093 6,768 9,340
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 3,759)
3,203 -1,840 55 772 5,321 4,030 3,536 -271 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 16.8 1.8 49.3 64.6 87.8 83.2 12.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 23 9 36 27 76 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,866
COMMITMENTS
40,726 18,571 1,943 54,661 71,672 97,331 92,187 13,536 18,680
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: 7,518)
6,407 -3,681 110 1,543 10,642 8,060 7,072 -542 447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.7 16.8 1.8 49.3 64.6 87.8 83.2 12.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 23 9 36 27 76 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,582
COMMITMENTS
15,189 15,856 1,021 1,017 678 17,227 17,555 355 27
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -1,010)
-858 -952 -40 -113 0 -1,011 -992 1 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.4 90.2 5.8 5.8 3.9 98.0 99.8 2.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
20 11 3 1 1 23 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,092
COMMITMENTS
28,779 19,937 330 8,867 17,749 37,976 38,016 116 76
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -3,555)
-31 -2,526 46 -3,591 -1,053 -3,576 -3,533 21 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.6 52.3 0.9 23.3 46.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 16 1 6 16 17 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,725
COMMITMENTS
22,424 13,527 0 12,144 21,117 34,568 34,644 157 81
CHANGES FROM 11/03/15 (CHANGE IN OPEN INTEREST: -4,632)
-3,075 -2,346 -20 -1,551 -2,296 -4,646 -4,662 14 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.6 39.0 0.0 35.0 60.8 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 14 0 3 14 13 28
Updated November 13, 2015