WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 394,177
COMMITMENTS
113,675 180,433 79,379 164,337 91,244 357,391 351,056 36,786 43,121
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -6,332)
6,980 -14,932 5,493 -18,388 2,923 -5,915 -6,516 -417 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 45.8 20.1 41.7 23.1 90.7 89.1 9.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
135 117 116 97 95 300 271
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 209,846
COMMITMENTS
50,662 77,546 30,392 108,179 76,814 189,233 184,752 20,613 25,094
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 5,523)
-451 -1,347 2,860 2,218 4,776 4,627 6,289 896 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 37.0 14.5 51.6 36.6 90.2 88.0 9.8 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
59 61 48 79 65 165 158
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,388,762
COMMITMENTS
348,690 431,999 236,347 653,275 545,888 1238312 1214234 150,450 174,528
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 32,245)
2,737 24,284 30,944 -2,742 -17,656 30,939 37,572 1,306 -5,327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 31.1 17.0 47.0 39.3 89.2 87.4 10.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
145 184 165 257 290 502 566
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,484
COMMITMENTS
3,157 2,586 987 2,920 4,195 7,064 7,768 2,420 1,716
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 336)
95 601 123 69 -422 287 302 49 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 27.3 10.4 30.8 44.2 74.5 81.9 25.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 14 6 13 12 27 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 671,806
COMMITMENTS
126,670 192,168 109,805 377,694 302,762 614,169 604,735 57,637 67,071
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 13,737)
8,954 -4,463 -2,660 4,253 23,798 10,547 16,675 3,190 -2,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 28.6 16.3 56.2 45.1 91.4 90.0 8.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
122 177 175 151 165 388 438
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,251
COMMITMENTS
112,893 59,972 93,492 163,523 224,551 369,908 378,015 34,343 26,236
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 19,116)
-7,345 12,202 16,890 8,254 -9,267 17,799 19,825 1,317 -709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 14.8 23.1 40.5 55.5 91.5 93.5 8.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
89 71 112 81 73 236 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 508,235
COMMITMENTS
75,467 77,261 6,634 287,655 292,769 369,756 376,664 138,479 131,571
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 17,131)
1,400 -4,993 2,640 7,437 9,477 11,477 7,124 5,654 10,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 15.2 1.3 56.6 57.6 72.8 74.1 27.2 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
25 33 16 55 63 86 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,185
COMMITMENTS
55,563 148,315 4,871 433,400 375,376 493,834 528,562 121,351 86,623
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 969)
2,170 -2,846 -196 -2,814 -314 -840 -3,356 1,809 4,325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 24.1 0.8 70.5 61.0 80.3 85.9 19.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 15 10 60 49 77 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,302
COMMITMENTS
1,090 632 595 2,394 2,811 4,079 4,038 223 264
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 257)
-49 28 134 155 98 240 260 17 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 14.7 13.8 55.6 65.3 94.8 93.9 5.2 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 8 5 9 11 20 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 407,669
COMMITMENTS
86,270 124,120 60,110 210,736 185,466 357,116 369,696 50,553 37,973
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 2,053)
1,805 1,311 1,668 -2,752 172 721 3,151 1,332 -1,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 30.4 14.7 51.7 45.5 87.6 90.7 12.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
80 93 89 99 74 231 227
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,469
COMMITMENTS
1,928 4,086 2,014 7,234 5,876 11,176 11,976 2,293 1,493
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 57)
202 99 161 -263 48 100 308 -43 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 30.3 15.0 53.7 43.6 83.0 88.9 17.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
21 22 22 22 12 57 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,035,069
COMMITMENTS
151,770 277,942 23,416 754,442 592,940 929,628 894,298 105,441 140,771
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,638)
-51,929 -31,818 4,391 50,873 33,019 3,335 5,592 303 -1,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 26.9 2.3 72.9 57.3 89.8 86.4 10.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
40 65 28 97 115 154 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,651,078
COMMITMENTS
431,522 474,758 59,508 1857092 1655289 2348122 2189555 302,956 461,523
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 116,593)
-40,433 21,089 -2,654 141,271 70,444 98,184 88,879 18,409 27,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 17.9 2.2 70.1 62.4 88.6 82.6 11.4 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
65 92 49 131 154 226 265
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,422,746
COMMITMENTS
223,187 476,555 40,470 1892138 1558880 2155795 2075905 266,951 346,841
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 128,412)
24,373 19,230 1,892 90,530 105,359 116,795 126,481 11,617 1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 19.7 1.7 78.1 64.3 89.0 85.7 11.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
44 71 28 103 132 167 211
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 748,561
COMMITMENTS
56,520 81,294 96,728 574,280 528,445 727,528 706,467 21,033 42,094
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 58,463)
1,801 6,554 -952 57,427 56,175 58,276 61,777 187 -3,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.9 12.9 76.7 70.6 97.2 94.4 2.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
17 31 32 41 57 73 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,166
COMMITMENTS
10,895 6,547 1,058 14,832 19,849 26,785 27,453 6,381 5,713
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -4,280)
-3,160 -2,513 515 -2,052 -2,169 -4,698 -4,168 418 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 19.7 3.2 44.7 59.8 80.8 82.8 19.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 14 5 34 16 65 33
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,331
COMMITMENTS
21,789 13,093 2,116 29,664 39,697 53,569 54,906 12,762 11,425
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -8,559)
-6,320 -5,026 1,029 -4,104 -4,338 -9,395 -8,335 836 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 19.7 3.2 44.7 59.8 80.8 82.8 19.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
29 14 5 34 16 65 33
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,847
COMMITMENTS
11,609 12,159 1,925 1,137 680 14,671 14,764 176 83
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 627)
1,407 766 -167 -612 0 628 599 -1 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.2 81.9 13.0 7.7 4.6 98.8 99.4 1.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 14 4 1 1 18 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,819
COMMITMENTS
22,041 13,251 287 6,386 15,176 28,714 28,714 105 105
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,490)
-987 -1,369 0 -489 -148 -1,476 -1,517 -14 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.5 46.0 1.0 22.2 52.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 1 5 19 14 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,055
COMMITMENTS
28,571 14,539 0 5,348 19,424 33,919 33,963 136 92
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 499)
1,498 95 -11 -1,033 377 454 461 45 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.9 42.7 0.0 15.7 57.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 17 0 4 12 11 29
Updated January 15, 2016