WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 564,052
COMMITMENTS
101,592 196,397 184,888 232,461 137,547 518,941 518,832 45,111 45,220
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 16,807)
6,310 4,225 4,692 7,766 10,094 18,768 19,011 -1,961 -2,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 34.8 32.8 41.2 24.4 92.0 92.0 8.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
143 154 172 119 103 361 347
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 232,351
COMMITMENTS
50,312 89,272 37,479 119,671 77,147 207,462 203,898 24,889 28,453
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -2,198)
561 499 -4,445 2,900 1,138 -984 -2,807 -1,214 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 38.4 16.1 51.5 33.2 89.3 87.8 10.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
63 68 67 79 68 177 182
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,749,401
COMMITMENTS
314,395 383,818 457,166 787,532 680,412 1559093 1521396 190,309 228,005
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 2,398)
-1,163 31,103 4,067 7,934 -13,960 10,838 21,210 -8,440 -18,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 21.9 26.1 45.0 38.9 89.1 87.0 10.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 761)
169 202 241 301 313 612 643
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,905
COMMITMENTS
2,610 3,601 2,160 5,298 4,766 10,067 10,527 2,838 2,378
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 205)
79 225 -18 205 8 266 215 -61 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 27.9 16.7 41.1 36.9 78.0 81.6 22.0 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
12 17 11 13 11 30 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 922,451
COMMITMENTS
146,484 195,849 251,564 456,159 394,441 854,206 841,854 68,245 80,597
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 1,288)
12,634 -11,256 155 -12,075 15,321 713 4,220 575 -2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 21.2 27.3 49.5 42.8 92.6 91.3 7.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 602)
162 179 260 184 185 508 513
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,318
COMMITMENTS
120,637 45,961 123,245 178,202 269,329 422,083 438,535 45,235 28,784
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 7,100)
6,304 -4,893 1,929 -3,250 12,427 4,984 9,463 2,116 -2,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.8 26.4 38.1 57.6 90.3 93.8 9.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
105 59 109 87 89 257 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 779,269
COMMITMENTS
88,796 67,410 114,478 408,720 437,599 611,993 619,487 167,276 159,783
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 11,591)
-6,433 -22,208 10,743 -335 16,244 3,975 4,779 7,616 6,812
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.7 14.7 52.4 56.2 78.5 79.5 21.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
31 35 42 73 79 126 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,882
COMMITMENTS
60,238 147,095 4,426 434,299 413,876 498,963 565,397 143,919 77,485
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 10,843)
-1,347 1,368 -267 -1,317 11,534 -2,931 12,635 13,773 -1,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 22.9 0.7 67.6 64.4 77.6 87.9 22.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
13 15 11 56 48 76 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,524
COMMITMENTS
929 542 771 2,626 2,962 4,326 4,275 198 249
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 141)
-11 81 84 123 5 196 170 -55 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 12.0 17.0 58.0 65.5 95.6 94.5 4.4 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 6 5 12 13 21 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 494,216
COMMITMENTS
65,216 120,326 121,464 249,592 206,208 436,273 447,998 57,943 46,218
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 4,144)
205 -1,096 989 3,975 7,280 5,169 7,173 -1,025 -3,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 24.3 24.6 50.5 41.7 88.3 90.6 11.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
72 107 115 108 86 255 256
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,449
COMMITMENTS
1,207 4,333 2,559 8,465 5,674 12,231 12,566 2,218 1,883
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -127)
37 -197 130 -201 -133 -33 -200 -94 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 30.0 17.7 58.6 39.3 84.7 87.0 15.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
15 26 22 25 14 57 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,229,483
COMMITMENTS
176,354 237,749 59,510 865,235 774,303 1101100 1071561 128,383 157,921
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 7,147)
3,079 -9,667 2,211 503 7,916 5,794 459 1,354 6,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 19.3 4.8 70.4 63.0 89.6 87.2 10.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
40 62 43 103 110 171 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,927,628
COMMITMENTS
475,123 471,524 551,781 2483560 2435098 3510463 3458403 417,165 469,225
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 153,032)
29,121 17,509 92,929 20,573 41,188 142,623 151,626 10,409 1,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 12.0 14.0 63.2 62.0 89.4 88.1 10.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
86 86 106 173 183 317 317
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,130,653
COMMITMENTS
289,179 483,488 301,912 2224116 1993413 2815206 2778813 315,447 351,840
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -21,928)
11,057 12,677 31,295 -62,270 -46,218 -19,918 -2,246 -2,010 -19,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 15.4 9.6 71.0 63.7 89.9 88.8 10.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
56 69 78 120 150 219 254
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 795,490
COMMITMENTS
32,221 100,768 140,372 600,801 509,774 773,395 750,915 22,095 44,575
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -12,767)
3,169 -207 1,407 -14,890 -11,786 -10,314 -10,586 -2,454 -2,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 12.7 17.6 75.5 64.1 97.2 94.4 2.8 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 33 33 42 52 80 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,879
COMMITMENTS
6,643 7,054 2,188 21,144 18,577 29,976 27,819 4,903 7,060
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -555)
-1,125 -1,214 434 599 -277 -92 -1,057 -462 502
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 20.2 6.3 60.6 53.3 85.9 79.8 14.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 17 9 33 28 57 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 69,757
COMMITMENTS
13,287 14,108 4,376 42,289 37,155 59,951 55,638 9,806 14,120
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -1,109)
-2,250 -2,427 868 1,198 -554 -184 -2,114 -925 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 20.2 6.3 60.6 53.3 85.9 79.8 14.1 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
19 17 9 33 28 57 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,300
COMMITMENTS
13,832 14,555 916 1,137 680 15,885 16,151 415 149
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -723)
-479 -505 -267 0 0 -746 -772 23 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.9 89.3 5.6 7.0 4.2 97.5 99.1 2.5 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 14 4 1 1 16 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,714
COMMITMENTS
21,250 11,576 277 8,047 17,767 29,574 29,620 140 94
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: 194)
532 -296 18 -337 466 213 188 -19 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.5 39.0 0.9 27.1 59.8 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 13 1 6 17 15 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,725
COMMITMENTS
33,686 13,255 0 3,969 24,400 37,655 37,655 70 70
CHANGES FROM 02/09/16 (CHANGE IN OPEN INTEREST: -423)
-906 -483 0 591 14 -315 -469 -108 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.3 35.1 0.0 10.5 64.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 13 0 4 14 12 27
Updated February 19, 2016