WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,498
COMMITMENTS
107,686 163,693 96,053 163,175 105,825 366,914 365,571 40,584 41,927
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 19,516)
5,553 5,817 6,175 5,714 6,519 17,442 18,511 2,074 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 40.2 23.6 40.0 26.0 90.0 89.7 10.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
123 127 134 104 93 312 288
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,124
COMMITMENTS
51,444 80,707 34,900 111,148 79,090 197,492 194,697 21,632 24,427
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 3,041)
289 4,444 109 2,830 -1,716 3,228 2,837 -187 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 36.8 15.9 50.7 36.1 90.1 88.9 9.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
61 56 64 82 71 178 172
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,368,832
COMMITMENTS
346,833 321,103 231,513 647,706 631,269 1226052 1183885 142,780 184,947
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 12,390)
19,351 -5,701 -16,320 3,545 28,246 6,576 6,225 5,814 6,165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 23.5 16.9 47.3 46.1 89.6 86.5 10.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720)
147 180 174 252 309 511 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,048
COMMITMENTS
3,174 3,142 499 3,570 4,309 7,243 7,950 2,805 2,098
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 671)
17 361 -89 443 166 371 438 300 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 31.3 5.0 35.5 42.9 72.1 79.1 27.9 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 16 9 15 11 30 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 715,617
COMMITMENTS
148,433 188,960 112,783 394,037 342,369 655,253 644,112 60,364 71,505
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 30,549)
13,712 13,735 6,573 6,712 8,489 26,997 28,797 3,552 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 26.4 15.8 55.1 47.8 91.6 90.0 8.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
136 173 174 158 170 413 430
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 416,968
COMMITMENTS
119,958 46,274 94,734 162,886 248,950 377,578 389,958 39,390 27,010
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 5,588)
6,920 4,474 -7,896 4,339 7,831 3,363 4,409 2,225 1,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 11.1 22.7 39.1 59.7 90.6 93.5 9.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
99 58 104 80 78 242 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 550,487
COMMITMENTS
93,027 81,736 12,035 295,478 315,071 400,540 408,842 149,947 141,645
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 16,312)
9,416 2,499 5,371 1,567 5,747 16,354 13,617 -42 2,695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 14.8 2.2 53.7 57.2 72.8 74.3 27.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
28 32 21 58 67 98 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 628,989
COMMITMENTS
60,095 146,541 4,160 432,320 401,868 496,575 552,569 132,414 76,420
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 1,142)
-78 -2,035 -169 -8,243 8,222 -8,490 6,018 9,632 -4,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 23.3 0.7 68.7 63.9 78.9 87.9 21.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
13 18 9 59 51 78 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,218
COMMITMENTS
882 411 687 2,372 2,851 3,941 3,949 277 269
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 217)
74 98 15 111 191 200 304 17 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 9.7 16.3 56.2 67.6 93.4 93.6 6.6 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
7 6 4 11 13 19 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 409,219
COMMITMENTS
76,115 102,510 69,292 208,424 195,068 353,831 366,870 55,388 42,349
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -5,726)
-5,430 -9,493 -335 -2,600 2,841 -8,365 -6,987 2,639 1,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 25.1 16.9 50.9 47.7 86.5 89.7 13.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
82 85 90 97 81 232 223
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,040
COMMITMENTS
1,754 4,322 1,419 7,603 5,519 10,776 11,260 2,264 1,780
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -183)
-49 -76 -116 -81 -36 -246 -228 63 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 33.1 10.9 58.3 42.3 82.6 86.3 17.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
17 22 19 23 12 53 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,130,156
COMMITMENTS
159,686 222,684 36,931 816,485 722,044 1013102 981,659 117,054 148,497
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 55,871)
32,191 -24,568 4,784 13,758 79,751 50,733 59,967 5,138 -4,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 19.7 3.3 72.2 63.9 89.6 86.9 10.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
39 68 35 99 114 161 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,984,496
COMMITMENTS
489,683 483,830 86,326 2034877 1964237 2610886 2534393 373,610 450,103
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 98,548)
-6,747 31,941 13,076 72,421 37,272 78,750 82,289 19,798 16,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 16.2 2.9 68.2 65.8 87.5 84.9 12.5 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
75 90 56 138 156 244 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,698,198
COMMITMENTS
263,914 566,838 38,868 2102044 1741749 2404826 2347455 293,372 350,743
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 62,364)
1,322 57,350 -2,509 65,816 7,651 64,629 62,492 -2,265 -128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 21.0 1.4 77.9 64.6 89.1 87.0 10.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
42 76 39 103 134 169 225
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 740,448
COMMITMENTS
36,372 99,158 134,686 545,653 465,981 716,711 699,825 23,737 40,623
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -79,258)
-29,568 34,339 1,378 -52,538 -113,355 -80,728 -77,638 1,470 -1,620
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 13.4 18.2 73.7 62.9 96.8 94.5 3.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
14 33 32 45 52 82 99
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 29,967
COMMITMENTS
7,564 7,548 463 17,065 15,055 25,092 23,065 4,876 6,902
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -588)
-585 -4 395 55 -1,501 -136 -1,110 -453 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 25.2 1.5 56.9 50.2 83.7 77.0 16.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 17 4 36 21 53 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 59,934
COMMITMENTS
15,128 15,095 926 34,129 30,109 50,183 46,130 9,751 13,804
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,176)
-1,170 -8 789 110 -3,001 -271 -2,220 -905 1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 25.2 1.5 56.9 50.2 83.7 77.0 16.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
16 17 4 36 21 53 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,722
COMMITMENTS
13,754 14,506 1,447 1,137 680 16,338 16,633 384 89
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: 335)
477 489 -155 0 0 322 334 13 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.3 86.7 8.7 6.8 4.1 97.7 99.5 2.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
17 15 4 1 1 20 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,660
COMMITMENTS
21,827 13,321 259 7,458 15,953 29,544 29,533 116 127
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -1,526)
-1,415 -442 0 -137 -1,126 -1,552 -1,568 26 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.6 44.9 0.9 25.1 53.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 16 1 6 18 14 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/02/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,894
COMMITMENTS
29,959 13,304 0 1,855 18,565 31,814 31,869 80 25
CHANGES FROM 01/26/16 (CHANGE IN OPEN INTEREST: -695)
-1,130 56 0 435 -659 -695 -603 0 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
93.9 41.7 0.0 5.8 58.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 17 0 4 12 14 29
Updated February 5, 2016