WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 500,412
COMMITMENTS
87,382 174,571 164,836 206,929 116,526 459,148 455,934 41,265 44,479
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -5,961)
-4,403 -5,979 -1,992 1,030 3,718 -5,365 -4,253 -595 -1,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 34.9 32.9 41.4 23.3 91.8 91.1 8.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
131 146 159 119 106 348 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 222,265
COMMITMENTS
49,638 76,113 39,950 110,916 79,867 200,504 195,930 21,761 26,335
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 1,706)
1,829 -1,615 1,843 -1,806 1,051 1,866 1,279 -160 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 34.2 18.0 49.9 35.9 90.2 88.2 9.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
57 62 60 82 66 174 166
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,725,214
COMMITMENTS
309,685 392,806 457,670 765,539 657,575 1532894 1508051 192,319 217,163
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 7,095)
-1,237 -30,391 14,049 -1,491 24,852 11,321 8,509 -4,226 -1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 22.8 26.5 44.4 38.1 88.9 87.4 11.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 773)
158 216 225 314 323 612 642
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,679
COMMITMENTS
2,425 2,812 2,205 4,488 4,672 9,117 9,689 2,561 1,989
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 142)
119 209 -223 190 -84 86 -99 56 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 24.1 18.9 38.4 40.0 78.1 83.0 21.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 17 9 14 11 29 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 833,868
COMMITMENTS
133,461 162,464 220,350 414,881 374,588 768,692 757,402 65,176 76,466
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -3,223)
7,462 -25,140 1,986 -11,800 19,708 -2,351 -3,446 -871 223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.5 26.4 49.8 44.9 92.2 90.8 7.8 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 556)
162 162 228 174 181 460 474
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 451,196
COMMITMENTS
108,491 54,885 129,519 176,242 238,385 414,253 422,789 36,943 28,407
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 8,004)
3,610 -4,577 3,687 -381 7,549 6,916 6,659 1,088 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 12.2 28.7 39.1 52.8 91.8 93.7 8.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
94 73 117 84 82 250 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 682,871
COMMITMENTS
78,588 80,009 70,730 378,464 385,810 527,782 536,548 155,089 146,323
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 47,738)
2,824 7,902 13,086 27,099 25,387 43,010 46,375 4,728 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.7 10.4 55.4 56.5 77.3 78.6 22.7 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
31 33 37 73 74 119 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 619,831
COMMITMENTS
58,872 148,784 5,375 431,269 381,213 495,516 535,372 124,315 84,459
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 4,321)
3,287 469 504 -2,233 5,821 1,558 6,794 2,762 -2,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 24.0 0.9 69.6 61.5 79.9 86.4 20.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 15 12 60 49 81 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 474,896
COMMITMENTS
70,788 125,516 110,462 239,149 197,181 420,399 433,159 54,497 41,737
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 10,189)
-3,600 943 6,504 6,862 730 9,767 8,177 422 2,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 26.4 23.3 50.4 41.5 88.5 91.2 11.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
65 113 106 104 84 242 251
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,655
COMMITMENTS
1,357 4,061 2,713 8,114 6,083 12,184 12,856 2,471 1,799
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 263)
-193 -7 94 353 -100 254 -12 9 276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 27.7 18.5 55.4 41.5 83.1 87.7 16.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
19 23 22 23 13 56 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,054,593
COMMITMENTS
132,539 271,928 35,715 779,397 603,407 947,651 911,050 106,942 143,543
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 2,701)
-19,332 -5,382 3,290 18,854 2,798 2,813 705 -112 1,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 25.8 3.4 73.9 57.2 89.9 86.4 10.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
42 62 39 98 118 161 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,337,657
COMMITMENTS
400,222 405,569 338,318 2236331 2149475 2974870 2893362 362,786 444,295
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 256,129)
-17,695 -14,417 73,248 165,796 238,842 221,350 297,673 34,779 -41,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 12.2 10.1 67.0 64.4 89.1 86.7 10.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
73 87 92 169 186 293 314
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,862,545
COMMITMENTS
235,946 490,379 197,062 2127866 1812548 2560874 2499989 301,671 362,556
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 157,902)
24,615 10,891 25,225 87,631 119,516 137,471 155,632 20,431 2,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 17.1 6.9 74.3 63.3 89.5 87.3 10.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
49 77 67 117 143 206 247
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 820,759
COMMITMENTS
66,743 72,368 151,378 580,134 553,715 798,255 777,461 22,504 43,298
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: 33,112)
10,091 -9,824 20,271 1,415 21,826 31,777 32,273 1,336 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 8.8 18.4 70.7 67.5 97.3 94.7 2.7 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
20 30 35 42 57 79 107
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 32,646
COMMITMENTS
8,074 6,687 1,252 16,800 18,632 26,126 26,570 6,520 6,076
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -3,108)
-3,116 164 -908 950 -2,605 -3,074 -3,349 -35 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.5 3.8 51.5 57.1 80.0 81.4 20.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 11 4 36 19 57 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 65,292
COMMITMENTS
16,149 13,373 2,504 33,600 37,263 52,253 53,141 13,039 12,151
CHANGES FROM 01/12/16 (CHANGE IN OPEN INTEREST: -6,217)
-6,231 328 -1,816 1,900 -5,209 -6,147 -6,697 -70 480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.5 3.8 51.5 57.1 80.0 81.4 20.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
21 11 4 36 19 57 34
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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