WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 506,373
COMMITMENTS
91,785 180,550 166,829 205,900 112,808 464,513 460,187 41,860 46,186
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 14,758)
5,996 -13,134 20,214 -11,298 6,693 14,912 13,773 -154 985
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 35.7 32.9 40.7 22.3 91.7 90.9 8.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 419)
135 139 155 119 104 348 313
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 220,559
COMMITMENTS
47,809 77,728 38,107 112,723 78,815 198,639 194,651 21,920 25,908
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 6,392)
-602 -1,241 3,416 2,355 4,870 5,169 7,045 1,223 -653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 35.2 17.3 51.1 35.7 90.1 88.3 9.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
53 67 54 84 69 171 167
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,718,119
COMMITMENTS
310,922 423,197 443,621 767,030 632,723 1521573 1499541 196,545 218,577
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 53,608)
-6,550 23,351 47,634 6,614 -14,028 47,698 56,957 5,911 -3,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 24.6 25.8 44.6 36.8 88.6 87.3 11.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
160 199 212 319 325 600 636
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,537
COMMITMENTS
2,306 2,604 2,428 4,298 4,756 9,031 9,788 2,505 1,749
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 535)
46 619 237 183 -367 466 488 69 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 22.6 21.0 37.3 41.2 78.3 84.8 21.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 17 9 14 14 29 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 837,091
COMMITMENTS
125,999 187,605 218,364 426,681 354,880 771,043 760,848 66,047 76,243
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 13,621)
10,329 -10,170 -3,273 2,843 29,848 9,899 16,405 3,722 -2,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 22.4 26.1 51.0 42.4 92.1 90.9 7.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 567)
142 191 231 173 178 463 484
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 443,192
COMMITMENTS
104,881 59,461 125,833 176,623 230,836 407,337 416,130 35,855 27,062
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 18,430)
-10,219 13,565 17,518 9,739 -12,060 17,038 19,022 1,393 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 13.4 28.4 39.9 52.1 91.9 93.9 8.1 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
86 76 120 87 82 249 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 635,134
COMMITMENTS
75,763 72,107 57,644 351,365 360,422 484,772 490,174 150,361 144,960
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 50,685)
1,244 -152 13,634 26,302 21,547 41,181 35,029 9,504 15,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.4 9.1 55.3 56.7 76.3 77.2 23.7 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
29 32 38 72 71 119 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 615,510
COMMITMENTS
55,585 148,315 4,871 433,502 375,392 493,958 528,578 121,552 86,932
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 988)
2,192 -2,846 -196 -2,761 -330 -765 -3,372 1,753 4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 24.1 0.8 70.4 61.0 80.3 85.9 19.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 15 10 60 50 77 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 464,707
COMMITMENTS
74,388 124,573 103,958 232,286 196,451 410,632 424,982 54,075 39,725
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -1,120)
-815 -1,608 2,840 -4,236 -872 -2,210 360 1,090 -1,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 26.8 22.4 50.0 42.3 88.4 91.5 11.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
73 102 111 105 81 248 248
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,391
COMMITMENTS
1,550 4,067 2,618 7,761 6,182 11,930 12,868 2,462 1,523
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 70)
178 84 169 -252 62 95 314 -25 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 28.3 18.2 53.9 43.0 82.9 89.4 17.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
19 24 24 23 14 58 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,051,892
COMMITMENTS
151,870 277,310 32,425 760,542 600,609 944,838 910,344 107,054 141,548
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 3,129)
-51,497 -32,775 4,365 50,256 34,452 3,124 6,042 5 -2,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.4 26.4 3.1 72.3 57.1 89.8 86.5 10.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
40 66 35 102 117 165 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,081,528
COMMITMENTS
417,916 419,985 265,070 2070534 1910633 2753521 2595689 328,007 485,839
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 251,520)
-35,984 -13,256 57,640 200,994 171,737 222,650 216,121 28,870 35,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 13.6 8.6 67.2 62.0 89.4 84.2 10.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
75 83 88 157 170 281 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,704,643
COMMITMENTS
211,330 479,487 171,837 2040235 1693032 2423403 2344357 281,240 360,286
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 225,661)
15,116 14,061 48,799 145,565 159,328 209,479 222,188 16,182 3,474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 17.7 6.4 75.4 62.6 89.6 86.7 10.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
41 79 60 120 143 204 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 787,647
COMMITMENTS
56,652 82,192 131,107 578,719 531,889 766,478 745,188 21,169 42,459
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: 58,853)
2,180 6,706 -1,029 57,435 56,160 58,586 61,837 267 -2,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 10.4 16.6 73.5 67.5 97.3 94.6 2.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
17 31 32 41 57 73 106
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 35,754
COMMITMENTS
11,190 6,523 2,160 15,850 21,236 29,200 29,919 6,554 5,835
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -3,763)
-3,063 -2,526 763 -1,953 -1,914 -4,253 -3,678 490 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 18.2 6.0 44.3 59.4 81.7 83.7 18.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 13 8 34 19 69 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 71,509
COMMITMENTS
22,380 13,045 4,321 31,700 42,473 58,400 59,838 13,109 11,671
CHANGES FROM 01/05/16 (CHANGE IN OPEN INTEREST: -7,526)
-6,127 -5,052 1,525 -3,905 -3,829 -8,507 -7,356 981 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 18.2 6.0 44.3 59.4 81.7 83.7 18.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
33 13 8 34 19 69 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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