WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 510,901
COMMITMENTS
100,542 210,950 135,955 226,367 118,494 462,864 465,398 48,037 45,503
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -53,151)
-1,050 14,553 -48,933 -6,094 -19,053 -56,077 -53,434 2,926 283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 41.3 26.6 44.3 23.2 90.6 91.1 9.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
131 158 151 116 95 335 330
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 232,224
COMMITMENTS
53,539 94,609 33,269 121,810 77,615 208,618 205,493 23,606 26,731
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -127)
3,227 5,337 -4,210 2,139 468 1,156 1,595 -1,283 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 40.7 14.3 52.5 33.4 89.8 88.5 10.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
60 68 61 83 69 179 176
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,622,002
COMMITMENTS
318,227 380,210 377,430 738,175 636,301 1433832 1393940 188,170 228,062
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -127,399)
3,833 -3,608 -79,737 -49,357 -44,112 -125,261 -127,456 -2,138 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 23.4 23.3 45.5 39.2 88.4 85.9 11.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
170 188 218 290 301 585 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,760
COMMITMENTS
2,231 3,321 1,713 4,683 4,478 8,626 9,512 3,134 2,248
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,145)
-379 -280 -447 -615 -288 -1,441 -1,015 297 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 28.2 14.6 39.8 38.1 73.3 80.9 26.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 15 7 14 9 27 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 861,814
COMMITMENTS
150,964 181,656 221,576 421,872 374,206 794,412 777,438 67,402 84,376
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -60,637)
4,481 -14,192 -29,988 -34,287 -20,235 -59,794 -64,416 -843 3,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 21.1 25.7 49.0 43.4 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
161 189 252 168 179 480 507
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 446,568
COMMITMENTS
117,736 53,462 110,656 178,167 252,994 406,559 417,111 40,009 29,457
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -20,750)
-2,901 7,501 -12,589 -34 -16,335 -15,524 -21,424 -5,226 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 12.0 24.8 39.9 56.7 91.0 93.4 9.0 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
97 70 120 86 90 262 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 642,253
COMMITMENTS
78,906 60,781 61,072 324,436 357,769 464,414 479,622 177,840 162,632
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -137,016)
-9,890 -6,629 -53,406 -84,283 -79,830 -147,579 -139,865 10,564 2,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 9.5 9.5 50.5 55.7 72.3 74.7 27.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
27 30 38 66 72 114 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 662,652
COMMITMENTS
61,679 146,503 7,239 434,966 420,725 503,884 574,467 158,768 88,185
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 19,770)
1,441 -592 2,813 667 6,849 4,921 9,070 14,848 10,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 22.1 1.1 65.6 63.5 76.0 86.7 24.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
15 14 10 51 46 72 64
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,484
COMMITMENTS
624 460 984 2,634 2,828 4,242 4,272 242 212
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -40)
-305 -82 213 8 -134 -84 -3 44 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.3 21.9 58.7 63.1 94.6 95.3 5.4 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
9 4 5 12 12 22 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 461,698
COMMITMENTS
59,120 119,804 103,146 242,976 190,823 405,242 413,774 56,456 47,924
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -32,518)
-6,096 -522 -18,318 -6,617 -15,384 -31,030 -34,224 -1,487 1,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 25.9 22.3 52.6 41.3 87.8 89.6 12.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
65 106 104 104 87 239 251
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,818
COMMITMENTS
1,221 4,637 1,479 7,857 5,046 10,557 11,162 2,261 1,656
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -1,631)
13 305 -1,080 -608 -628 -1,674 -1,403 44 -227
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 36.2 11.5 61.3 39.4 82.4 87.1 17.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
15 29 20 21 12 51 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,160,928
COMMITMENTS
193,472 242,014 42,003 779,707 718,558 1015183 1002575 145,745 158,353
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -68,554)
17,118 4,265 -17,507 -85,528 -55,745 -85,917 -68,986 17,362 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 20.8 3.6 67.2 61.9 87.4 86.4 12.6 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
51 57 48 99 111 177 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,515,002
COMMITMENTS
517,614 446,008 309,687 2252996 2296739 3080297 3052433 434,705 462,568
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -412,626)
42,491 -25,517 -242,094 -230,563 -138,359 -430,166 -405,970 17,540 -6,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.7 8.8 64.1 65.3 87.6 86.8 12.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
82 80 98 158 173 290 301
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,807,833
COMMITMENTS
301,249 432,026 127,997 2039767 1836825 2469013 2396848 338,820 410,985
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -322,820)
12,070 -51,462 -173,915 -184,349 -156,588 -346,193 -381,965 23,374 59,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.4 4.6 72.6 65.4 87.9 85.4 12.1 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
53 58 64 118 149 204 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 816,828
COMMITMENTS
29,962 111,380 142,071 622,829 521,580 794,863 775,031 21,965 41,797
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 21,338)
-2,259 10,611 1,699 22,028 11,806 21,468 24,116 -130 -2,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 13.6 17.4 76.2 63.9 97.3 94.9 2.7 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
17 31 35 44 55 83 102
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 31,789
COMMITMENTS
6,929 5,573 1,410 18,520 17,172 26,859 24,154 4,930 7,635
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -3,090)
285 -1,481 -778 -2,624 -1,406 -3,117 -3,665 27 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.5 4.4 58.3 54.0 84.5 76.0 15.5 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 19 6 33 25 55 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 63,578
COMMITMENTS
13,857 11,145 2,820 37,041 34,343 53,718 48,309 9,860 15,269
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: -6,180)
570 -2,962 -1,556 -5,248 -2,811 -6,233 -7,329 53 1,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.5 4.4 58.3 54.0 84.5 76.0 15.5 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
19 19 6 33 25 55 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,247
COMMITMENTS
14,252 15,480 938 1,737 680 16,927 17,098 320 149
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 947)
420 925 22 600 0 1,042 947 -95 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.6 89.8 5.4 10.1 3.9 98.1 99.1 1.9 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
13 13 4 2 1 16 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,694
COMMITMENTS
21,203 12,357 277 9,105 17,954 30,585 30,588 109 106
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 980)
-47 781 0 1,058 187 1,011 968 -31 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 40.3 0.9 29.7 58.5 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
9 17 1 6 20 16 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,086
COMMITMENTS
36,294 13,703 0 3,659 26,286 39,953 39,989 133 97
CHANGES FROM 02/16/16 (CHANGE IN OPEN INTEREST: 2,361)
2,608 448 0 -310 1,886 2,298 2,334 63 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.5 34.2 0.0 9.1 65.6 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 12 0 4 14 14 26
Updated February 26, 2016