WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,797
COMMITMENTS
132,301 164,632 93,145 166,138 126,987 391,584 384,764 35,213 42,033
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,352)
3,270 -1,187 3,370 -4,983 3,208 1,657 5,391 695 -3,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 38.6 21.8 38.9 29.8 91.7 90.2 8.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
141 111 134 97 97 318 290
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,160
COMMITMENTS
48,085 60,884 17,043 78,169 59,702 143,297 137,629 16,863 22,531
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -981)
-1,444 -1,272 3,566 -4,447 -2,548 -2,325 -254 1,344 -727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 38.0 10.6 48.8 37.3 89.5 85.9 10.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
47 51 49 67 63 138 144
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,330,967
COMMITMENTS
386,487 323,607 204,694 629,592 583,485 1220773 1111786 110,194 219,181
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 85,527)
9,695 75,792 29,026 40,116 -19,399 78,837 85,419 6,690 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 24.3 15.4 47.3 43.8 91.7 83.5 8.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
169 182 172 236 297 509 577
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,106
COMMITMENTS
2,173 2,480 219 4,836 4,467 7,228 7,166 1,878 1,940
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 168)
38 19 27 215 6 280 52 -112 116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 27.2 2.4 53.1 49.1 79.4 78.7 20.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 8 4 16 12 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 716,017
COMMITMENTS
182,446 192,971 118,617 370,294 288,220 671,357 599,808 44,660 116,209
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 37,776)
5,092 7,224 11,573 19,998 18,653 36,663 37,450 1,113 326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 27.0 16.6 51.7 40.3 93.8 83.8 6.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 642)
149 229 204 149 199 429 534
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 370,707
COMMITMENTS
117,414 88,872 68,217 155,255 182,756 340,886 339,845 29,821 30,862
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 12,253)
-3,228 11,411 5,929 9,702 -7,160 12,403 10,180 -150 2,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 24.0 18.4 41.9 49.3 92.0 91.7 8.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
99 88 104 76 63 226 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,160
COMMITMENTS
61,012 32,002 8,868 198,187 221,181 268,067 262,051 137,093 143,109
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 1,990)
13,025 -9,415 -350 -11,421 16,503 1,254 6,738 736 -4,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 7.9 2.2 48.9 54.6 66.2 64.7 33.8 35.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
28 19 12 47 58 79 85
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 581,355
COMMITMENTS
51,386 93,378 11,294 401,189 393,272 463,869 497,944 117,486 83,411
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -6,316)
-1,782 595 -1,960 -6,384 2,026 -10,126 661 3,810 -6,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 16.1 1.9 69.0 67.6 79.8 85.7 20.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 15 11 52 47 71 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,713
COMMITMENTS
1,233 103 984 5,076 6,330 7,293 7,417 420 296
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 418)
19 -13 201 191 207 411 395 7 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 1.3 12.8 65.8 82.1 94.6 96.2 5.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 4 8 19 20 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 340,100
COMMITMENTS
101,916 67,461 44,105 151,006 197,019 297,027 308,585 43,073 31,515
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -5,300)
-9,517 4,433 970 4,510 -15,982 -4,037 -10,579 -1,263 5,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 19.8 13.0 44.4 57.9 87.3 90.7 12.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
80 85 76 87 72 218 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,862
COMMITMENTS
763 5,046 675 5,654 1,600 7,092 7,321 1,770 1,541
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -101)
-7 157 -1 -78 34 -86 190 -15 -291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 56.9 7.6 63.8 18.1 80.0 82.6 20.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
11 27 8 20 13 37 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,323,440
COMMITMENTS
357,684 338,161 19,570 849,693 834,740 1226947 1192471 96,493 130,969
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -10,233)
23,481 195 -2,576 -19,629 10,917 1,276 8,536 -11,509 -18,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 25.6 1.5 64.2 63.1 92.7 90.1 7.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
44 62 25 94 117 150 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,629,131
COMMITMENTS
390,684 498,214 60,291 1887816 1661274 2338791 2219779 290,340 409,352
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 12,456)
14,050 -16,677 -800 -658 54,348 12,592 36,871 -136 -24,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.9 2.3 71.8 63.2 89.0 84.4 11.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
66 93 49 139 175 236 286
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,997,826
COMMITMENTS
422,872 404,802 20,145 1338734 1206677 1781751 1631624 216,075 366,202
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 24,722)
-17,136 -2,966 2,354 32,274 12,690 17,492 12,078 7,230 12,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 20.3 1.0 67.0 60.4 89.2 81.7 10.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
46 59 25 108 126 171 193
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 761,833
COMMITMENTS
29,043 136,440 189,873 518,858 385,176 737,774 711,489 24,059 50,344
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 38,311)
11,960 6,787 3,085 24,739 27,934 39,784 37,806 -1,473 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 17.9 24.9 68.1 50.6 96.8 93.4 3.2 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
17 31 32 41 58 74 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,208
COMMITMENTS
15,665 10,638 947 29,422 36,426 46,034 48,011 8,175 6,198
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,508)
-2,036 1,313 530 -479 -1,867 -1,985 -25 477 -1,483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 19.6 1.7 54.3 67.2 84.9 88.6 15.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 21 10 34 23 67 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,416
COMMITMENTS
31,330 21,276 1,893 58,844 72,852 92,067 96,021 16,349 12,395
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -3,015)
-4,071 2,625 1,060 -958 -3,734 -3,969 -49 954 -2,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 19.6 1.7 54.3 67.2 84.9 88.6 15.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 21 10 34 23 67 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,924
COMMITMENTS
13,242 13,445 2,655 915 678 16,812 16,778 112 146
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,674)
556 638 1,903 224 0 2,683 2,541 -9 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.2 79.4 15.7 5.4 4.0 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 12 4 1 1 17 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,449
COMMITMENTS
31,988 18,078 0 14,333 28,233 46,321 46,311 128 138
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -15,997)
6,217 326 -8,412 -13,824 -7,889 -16,019 -15,975 22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 38.9 0.0 30.9 60.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 16 0 7 14 14 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,670
COMMITMENTS
27,689 12,713 19 8,842 23,835 36,550 36,567 120 103
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -3,909)
3,567 747 -4,109 -3,372 -540 -3,914 -3,902 5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 34.7 0.1 24.1 65.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 15 1 5 15 14 30
Updated March 20, 2015