WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,878
COMMITMENTS
115,398 205,402 167,012 203,556 123,740 485,965 496,154 57,913 47,724
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -7,459)
1,548 -11,070 1,821 -8,180 1,557 -4,811 -7,692 -2,649 233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 37.8 30.7 37.4 22.8 89.4 91.2 10.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
167 142 150 135 114 376 341
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 255,053
COMMITMENTS
70,777 89,607 41,692 117,976 97,790 230,444 229,089 24,609 25,964
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -3,175)
2,434 606 -2,942 -2,208 -1,578 -2,716 -3,914 -459 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 35.1 16.3 46.3 38.3 90.4 89.8 9.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
75 63 66 96 85 202 191
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,885,260
COMMITMENTS
329,405 370,258 561,183 798,422 703,718 1689009 1635158 196,251 250,101
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 39,201)
6,401 28,465 21,341 8,458 -2,023 36,200 47,783 3,001 -8,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 19.6 29.8 42.4 37.3 89.6 86.7 10.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 848)
211 189 256 352 353 706 686
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,790
COMMITMENTS
2,657 4,298 972 4,770 4,354 8,400 9,625 3,390 2,165
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 331)
266 368 26 68 -100 360 294 -29 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 36.5 8.2 40.5 36.9 71.2 81.6 28.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 17 6 18 11 34 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 933,946
COMMITMENTS
189,464 56,654 299,575 387,905 478,153 876,944 834,383 57,002 99,564
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -14,175)
-12,601 -690 -4,383 2,223 -3,548 -14,761 -8,620 586 -5,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 6.1 32.1 41.5 51.2 93.9 89.3 6.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693)
228 156 234 205 264 537 563
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 32,930
COMMITMENTS
10,153 3,851 123 14 11,016 10,290 14,990 22,640 17,940
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -72)
68 150 66 2 -84 136 132 -208 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 11.7 0.4 0.0 33.5 31.2 45.5 68.8 54.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
3 12 4 4 29 9 43
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 426,357
COMMITMENTS
97,648 43,280 114,375 179,460 244,242 391,483 401,897 34,873 24,460
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 22,753)
7,683 -20,029 21,373 -6,954 26,152 22,102 27,495 651 -4,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 10.2 26.8 42.1 57.3 91.8 94.3 8.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
101 71 123 87 84 267 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 696,126
COMMITMENTS
147,142 94,141 66,135 314,401 382,440 527,679 542,716 168,447 153,410
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 3,411)
-51 6,250 4,902 -853 -1,357 3,998 9,795 -587 -6,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 13.5 9.5 45.2 54.9 75.8 78.0 24.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
40 32 42 65 68 126 121
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 613,807
COMMITMENTS
45,704 161,874 8,978 426,328 357,432 481,010 528,284 132,797 85,523
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 3,813)
1,472 12,695 -653 9,572 -13,435 10,390 -1,394 -6,577 5,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 26.4 1.5 69.5 58.2 78.4 86.1 21.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
14 16 11 55 54 77 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,287
COMMITMENTS
1,863 800 978 1,279 2,270 4,120 4,048 167 239
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -233)
-133 60 -29 -35 -289 -197 -258 -36 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 18.7 22.8 29.8 53.0 96.1 94.4 3.9 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
10 6 3 9 9 21 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 429,533
COMMITMENTS
91,434 26,736 91,263 199,945 282,846 382,643 400,845 46,891 28,688
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 3,521)
-541 2,875 3,836 -114 -2,971 3,181 3,741 339 -220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 6.2 21.2 46.5 65.8 89.1 93.3 10.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
82 50 79 99 92 226 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,850
COMMITMENTS
2,272 4,391 772 6,655 4,458 9,699 9,621 2,151 2,230
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -882)
45 -601 -422 -234 19 -611 -1,005 -270 123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 37.1 6.5 56.2 37.6 81.8 81.2 18.2 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 23 7 23 16 46 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,151,409
COMMITMENTS
284,392 221,833 77,042 673,420 704,542 1034854 1003417 116,556 147,992
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 14,165)
-25,199 3,520 1,342 37,830 5,049 13,973 9,910 193 4,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 19.3 6.7 58.5 61.2 89.9 87.1 10.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
53 54 44 89 110 166 184
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,342,191
COMMITMENTS
556,772 534,486 358,770 2038454 2004901 2953996 2898158 388,195 444,034
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -12,131)
-38,315 48,153 28,229 980 -86,855 -9,106 -10,472 -3,025 -1,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 16.0 10.7 61.0 60.0 88.4 86.7 11.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
92 79 103 155 172 293 308
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 186,920
COMMITMENTS
31,093 13,699 192 103,535 93,629 134,820 107,520 52,100 79,400
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 9,682)
9,104 0 -839 4,181 6,629 12,447 5,790 -2,765 3,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 7.3 0.1 55.4 50.1 72.1 57.5 27.9 42.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 1 21 17 25 20
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,008,272
COMMITMENTS
417,606 607,508 157,508 2165196 1904583 2740309 2669598 267,963 338,674
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 61,177)
1,993 7,937 36,050 21,404 26,787 59,447 70,774 1,730 -9,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 20.2 5.2 72.0 63.3 91.1 88.7 8.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
51 71 56 120 151 208 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 845,342
COMMITMENTS
43,751 122,552 160,019 619,051 506,120 822,821 788,691 22,521 56,651
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 29,610)
6,621 66 1,907 23,651 29,180 32,180 31,153 -2,570 -1,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.5 18.9 73.2 59.9 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
18 37 36 57 73 97 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 73,670
COMMITMENTS
46,053 8,065 1,175 18,052 54,102 65,279 63,342 8,391 10,328
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,727)
1,106 650 255 713 313 2,074 1,218 -348 509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 10.9 1.6 24.5 73.4 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
46 31 9 27 32 79 66
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 147,340
COMMITMENTS
92,106 16,131 2,350 36,103 108,203 130,559 126,684 16,781 20,656
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 3,453)
2,212 1,300 509 1,427 626 4,148 2,435 -695 1,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.5 10.9 1.6 24.5 73.4 88.6 86.0 11.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
46 31 9 27 32 79 66
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,159
COMMITMENTS
15,130 17,556 588 2,294 0 18,012 18,144 147 15
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 31)
13 68 -45 89 0 57 23 -26 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.3 96.7 3.2 12.6 0.0 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
26 7 2 1 0 28 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,317
COMMITMENTS
13,863 8,118 249 12,096 17,810 26,208 26,177 109 140
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: 1,340)
990 485 0 384 852 1,374 1,337 -34 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.7 30.8 0.9 46.0 67.7 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 13 1 7 18 18 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/16/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,205
COMMITMENTS
23,349 6,437 54 10,732 27,589 34,135 34,080 70 125
CHANGES FROM 08/09/16 (CHANGE IN OPEN INTEREST: -699)
-1,525 -868 0 864 122 -661 -746 -38 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.3 18.8 0.2 31.4 80.7 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 9 1 5 10 15 20
Updated August 19, 2016