WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 556,989
COMMITMENTS
119,217 206,675 174,781 203,887 129,349 497,886 510,806 59,103 46,183
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 13,111)
3,820 1,273 7,770 331 5,609 11,921 14,652 1,191 -1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 37.1 31.4 36.6 23.2 89.4 91.7 10.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 478)
175 145 156 131 114 380 351
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 249,325
COMMITMENTS
76,847 87,279 39,214 109,777 98,564 225,838 225,058 23,487 24,267
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -5,728)
6,070 -2,328 -2,478 -8,199 775 -4,606 -4,031 -1,122 -1,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 35.0 15.7 44.0 39.5 90.6 90.3 9.4 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
73 64 67 92 81 195 189
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,889,384
COMMITMENTS
353,915 384,605 553,079 793,686 703,583 1700679 1641267 188,705 248,117
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 4,124)
24,510 14,347 -8,104 -4,736 -135 11,670 6,108 -7,546 -1,984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 20.4 29.3 42.0 37.2 90.0 86.9 10.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 856)
222 192 252 356 354 711 690
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,220
COMMITMENTS
2,744 4,387 1,090 4,956 4,443 8,791 9,920 3,430 2,300
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 431)
88 89 118 186 88 391 295 39 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 35.9 8.9 40.6 36.4 71.9 81.2 28.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
15 17 7 16 10 32 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 932,722
COMMITMENTS
212,145 54,035 292,673 372,643 485,095 877,461 831,802 55,261 100,920
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -1,225)
22,681 -2,619 -6,903 -15,261 6,942 517 -2,580 -1,742 1,356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 5.8 31.4 40.0 52.0 94.1 89.2 5.9 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
228 172 246 201 264 552 574
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 33,055
COMMITMENTS
10,985 3,675 189 14 11,141 11,188 15,005 21,867 18,050
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 125)
832 -176 66 0 125 898 15 -773 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 11.1 0.6 0.0 33.7 33.8 45.4 66.2 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
4 11 4 4 29 9 43
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,766
COMMITMENTS
130,047 34,728 123,764 170,583 280,441 424,394 438,934 37,372 22,832
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 35,410)
32,399 -8,552 9,390 -8,878 36,200 32,911 37,038 2,499 -1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 7.5 26.8 36.9 60.7 91.9 95.1 8.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
119 65 122 83 87 273 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 695,751
COMMITMENTS
146,076 86,250 66,676 315,780 390,213 528,532 543,139 167,218 152,612
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -375)
-1,066 -7,891 540 1,379 7,773 854 423 -1,229 -798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 12.4 9.6 45.4 56.1 76.0 78.1 24.0 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
45 27 41 67 70 127 123
ULTRA U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,874
COMMITMENTS
44,255 160,978 9,620 426,615 352,326 480,491 522,924 136,383 93,950
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 3,067)
-1,448 -896 642 287 -5,107 -519 -5,360 3,586 8,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 26.1 1.6 69.2 57.1 77.9 84.8 22.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
14 14 10 57 52 78 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,202
COMMITMENTS
1,701 702 1,059 1,284 2,296 4,044 4,057 158 145
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -85)
-162 -98 81 5 26 -76 9 -9 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.5 16.7 25.2 30.6 54.6 96.2 96.5 3.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
12 5 4 8 10 21 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 436,911
COMMITMENTS
96,075 28,841 96,139 199,059 283,702 391,273 408,683 45,638 28,229
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 7,378)
4,641 2,106 4,876 -886 856 8,631 7,838 -1,253 -460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 6.6 22.0 45.6 64.9 89.6 93.5 10.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
92 53 83 97 93 235 197
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,236
COMMITMENTS
2,125 4,256 736 6,260 4,125 9,121 9,116 2,115 2,120
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -614)
-147 -135 -36 -394 -333 -578 -504 -36 -110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 37.9 6.5 55.7 36.7 81.2 81.1 18.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 26 8 21 14 43 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,183,030
COMMITMENTS
294,824 225,083 93,232 669,265 711,362 1057321 1029677 125,709 153,353
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 31,620)
10,432 3,251 16,189 -4,155 6,819 22,467 26,260 9,153 5,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 19.0 7.9 56.6 60.1 89.4 87.0 10.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
53 50 46 98 112 176 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,306,904
COMMITMENTS
547,311 488,117 364,121 2009316 1989783 2920748 2842022 386,155 464,882
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: -35,287)
-9,461 -46,369 5,351 -29,138 -15,118 -33,248 -56,136 -2,039 20,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 14.8 11.0 60.8 60.2 88.3 85.9 11.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
90 84 106 151 171 291 312
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 193,022
COMMITMENTS
31,905 13,721 2,494 100,837 95,773 135,236 111,988 57,787 81,035
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 6,103)
813 22 2,302 -2,698 2,144 416 4,468 5,687 1,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 7.1 1.3 52.2 49.6 70.1 58.0 29.9 42.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 2 3 20 18 24 23
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,158,082
COMMITMENTS
420,578 572,274 258,171 2187466 1967597 2866216 2798043 291,866 360,039
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 149,810)
2,972 -35,234 100,664 22,270 63,015 125,906 128,445 23,903 21,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 18.1 8.2 69.3 62.3 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
59 69 62 120 154 213 251
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 920,908
COMMITMENTS
67,666 124,849 163,314 669,505 582,438 900,485 870,601 20,424 50,307
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 75,566)
23,915 2,298 3,296 50,454 76,317 77,664 81,911 -2,098 -6,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.6 17.7 72.7 63.2 97.8 94.5 2.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
24 36 39 59 75 101 136
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,114
COMMITMENTS
46,538 8,262 1,245 17,851 54,136 65,633 63,643 8,481 10,471
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 445)
485 197 70 -201 35 354 301 90 143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 11.1 1.7 24.1 73.0 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 30 11 28 30 82 65
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 148,229
COMMITMENTS
93,075 16,524 2,490 35,701 108,272 131,267 127,287 16,962 20,942
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 889)
970 393 140 -402 69 708 603 181 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.8 11.1 1.7 24.1 73.0 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
47 30 11 28 30 82 65
BLOOMBERG COMMODITY INDEX - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,876
COMMITMENTS
17,359 20,130 741 2,600 0 20,700 20,871 176 5
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,717)
2,229 2,574 153 306 0 2,688 2,727 29 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.2 96.4 3.5 12.5 0.0 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
24 9 2 1 0 26 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,233
COMMITMENTS
14,601 8,694 248 12,303 18,142 27,152 27,084 81 149
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 916)
738 576 -1 207 332 944 907 -28 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 31.9 0.9 45.2 66.6 99.7 99.5 0.3 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 08/23/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,525
COMMITMENTS
26,454 5,485 49 9,959 30,901 36,462 36,435 63 90
CHANGES FROM 08/16/16 (CHANGE IN OPEN INTEREST: 2,320)
3,105 -952 -5 -773 3,312 2,327 2,355 -7 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.4 15.0 0.1 27.3 84.6 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
11 10 1 5 10 16 21
Updated August 26, 2016