WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 395,396
COMMITMENTS
107,539 174,866 84,306 167,004 94,845 358,849 354,017 36,547 41,379
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,219)
-6,136 -5,567 4,927 2,667 3,601 1,458 2,961 -239 -1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 44.2 21.3 42.2 24.0 90.8 89.5 9.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
125 130 120 103 95 304 281
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 211,816
COMMITMENTS
52,494 76,062 32,302 106,531 78,011 191,327 186,375 20,489 25,441
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,970)
1,832 -1,484 1,910 -1,648 1,197 2,094 1,623 -124 347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 35.9 15.3 50.3 36.8 90.3 88.0 9.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
63 56 54 77 63 168 158
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,390,878
COMMITMENTS
340,312 398,117 249,045 655,733 566,358 1245090 1213520 145,788 177,358
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,116)
-8,378 -33,882 12,698 2,458 20,470 6,778 -714 -4,662 2,830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 28.6 17.9 47.1 40.7 89.5 87.2 10.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
152 191 171 255 297 513 577
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,694
COMMITMENTS
3,210 2,792 833 3,172 4,105 7,215 7,730 2,479 1,964
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 210)
53 206 -154 252 -90 151 -38 59 248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 28.8 8.6 32.7 42.3 74.4 79.7 25.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 14 6 14 10 28 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 665,786
COMMITMENTS
133,380 172,474 106,619 369,442 319,656 609,441 598,749 56,345 67,037
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -6,020)
6,710 -19,694 -3,186 -8,252 16,894 -4,728 -5,986 -1,292 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 25.9 16.0 55.5 48.0 91.5 89.9 8.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
124 164 176 151 168 391 428
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 411,430
COMMITMENTS
116,320 56,192 96,419 163,333 231,189 376,072 383,800 35,358 27,630
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 7,179)
3,427 -3,780 2,927 -190 6,638 6,164 5,785 1,015 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 13.7 23.4 39.7 56.2 91.4 93.3 8.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
95 69 111 77 73 238 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,461
COMMITMENTS
82,331 88,121 7,137 297,677 303,411 387,145 398,669 141,316 129,792
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 20,226)
6,864 10,860 503 10,022 10,642 17,389 22,005 2,837 -1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.7 1.4 56.3 57.4 73.3 75.4 26.7 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
25 36 14 56 66 87 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,337
COMMITMENTS
58,859 148,881 5,238 431,269 381,213 495,366 535,332 123,971 84,005
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,152)
3,296 566 367 -2,131 5,837 1,532 6,770 2,620 -2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 24.0 0.8 69.6 61.6 80.0 86.4 20.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 15 10 60 49 79 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,473
COMMITMENTS
1,171 461 618 2,421 3,118 4,210 4,197 263 276
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 171)
81 -171 23 27 307 131 159 40 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 10.3 13.8 54.1 69.7 94.1 93.8 5.9 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 8 5 9 12 21 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 414,457
COMMITMENTS
82,838 124,204 64,759 216,108 185,704 363,705 374,667 50,752 39,790
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 6,788)
-3,432 84 4,649 5,372 238 6,589 4,971 199 1,817
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 30.0 15.6 52.1 44.8 87.8 90.4 12.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
75 98 83 98 77 225 227
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,543
COMMITMENTS
1,992 4,055 1,844 7,364 5,895 11,200 11,794 2,343 1,749
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 74)
64 -31 -170 130 19 24 -182 50 256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 29.9 13.6 54.4 43.5 82.7 87.1 17.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
20 21 20 22 12 55 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,035,664
COMMITMENTS
132,824 273,981 23,653 773,868 595,108 930,345 892,742 105,319 142,922
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 595)
-18,946 -3,961 237 19,426 2,168 717 -1,556 -122 2,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 26.5 2.3 74.7 57.5 89.8 86.2 10.2 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
41 63 34 94 116 152 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,804,120
COMMITMENTS
413,402 481,148 74,469 1977706 1830131 2465577 2385748 338,543 418,372
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 153,042)
-18,120 6,390 14,961 120,614 174,842 117,455 196,193 35,587 -43,151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 17.2 2.7 70.5 65.3 87.9 85.1 12.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
59 99 55 139 163 235 280
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,520,393
COMMITMENTS
246,302 498,164 35,929 1951047 1641430 2233278 2175523 287,115 344,870
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 97,647)
23,115 21,609 -4,541 58,909 82,550 77,483 99,618 20,164 -1,971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 19.8 1.4 77.4 65.1 88.6 86.3 11.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
47 74 33 100 135 166 223
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 781,508
COMMITMENTS
66,726 71,608 116,642 575,773 550,324 759,141 738,574 22,367 42,934
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 32,947)
10,206 -9,686 19,914 1,493 21,879 31,613 32,107 1,334 840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 9.2 14.9 73.7 70.4 97.1 94.5 2.9 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
20 29 34 42 57 78 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 30,588
COMMITMENTS
8,004 6,687 296 15,944 17,675 24,244 24,657 6,344 5,931
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -2,578)
-2,891 140 -762 1,112 -2,174 -2,541 -2,796 -37 219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 21.9 1.0 52.1 57.8 79.3 80.6 20.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 11 2 35 17 53 30
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 61,176
COMMITMENTS
16,008 13,373 592 31,888 35,349 48,488 49,314 12,688 11,862
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -5,155)
-5,781 280 -1,524 2,224 -4,348 -5,081 -5,592 -74 437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 21.9 1.0 52.1 57.8 79.3 80.6 20.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 11 2 35 17 53 30
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,102
COMMITMENTS
12,237 12,407 1,497 1,137 680 14,871 14,584 231 518
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 255)
628 248 -428 0 0 200 -180 55 435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.0 82.2 9.9 7.5 4.5 98.5 96.6 1.5 3.4
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 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,237
COMMITMENTS
22,734 14,580 262 8,091 16,266 31,087 31,108 150 129
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,418)
693 1,329 -25 1,705 1,090 2,373 2,394 45 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.8 46.7 0.8 25.9 52.1 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
7 20 1 6 19 14 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,548
COMMITMENTS
30,329 13,166 0 1,897 19,093 32,226 32,259 322 289
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -1,507)
1,758 -1,373 0 -3,451 -331 -1,693 -1,704 186 197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
93.2 40.5 0.0 5.8 58.7 99.0 99.1 1.0 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 13 0 4 12 15 25
Updated January 22, 2016