WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 393,844
COMMITMENTS
133,723 114,045 69,721 151,510 166,103 354,954 349,869 38,890 43,975
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 4,674)
14,805 -2,966 -5,695 -3,661 12,231 5,449 3,570 -775 1,104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 29.0 17.7 38.5 42.2 90.1 88.8 9.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
127 109 112 80 115 276 280
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 185,914
COMMITMENTS
55,642 46,442 25,986 86,607 87,105 168,235 159,533 17,679 26,381
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 2,078)
-1,949 -10,108 -129 2,914 10,595 836 358 1,242 1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 25.0 14.0 46.6 46.9 90.5 85.8 9.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
44 52 48 65 69 140 152
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,323,094
COMMITMENTS
432,365 223,665 191,499 587,838 680,820 1211702 1095984 111,392 227,110
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 14,739)
23,161 -74,970 6,230 -10,206 68,361 19,185 -379 -4,446 15,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 16.9 14.5 44.4 51.5 91.6 82.8 8.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 727)
187 131 163 209 314 489 546
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,443
COMMITMENTS
1,062 1,631 44 4,720 4,149 5,826 5,824 1,617 1,619
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 230)
309 91 -71 47 144 285 164 -55 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 21.9 0.6 63.4 55.7 78.3 78.2 21.7 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 3 17 10 26 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 665,404
COMMITMENTS
193,136 94,543 101,284 321,785 383,372 616,205 579,199 49,199 86,205
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -561)
492 -17,985 3,870 -6,174 14,536 -1,812 421 1,251 -982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 14.2 15.2 48.4 57.6 92.6 87.0 7.4 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
179 143 157 156 201 419 435
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 365,362
COMMITMENTS
119,177 65,596 57,319 157,356 213,777 333,852 336,692 31,510 28,670
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -15,221)
-9,204 6,382 -9,578 8,346 -16,328 -10,436 -19,524 -4,785 4,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 18.0 15.7 43.1 58.5 91.4 92.2 8.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
105 68 100 79 67 240 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 496,718
COMMITMENTS
64,762 53,905 7,151 305,009 283,824 376,922 344,880 119,796 151,838
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 18,775)
7,696 -7,266 -2,197 6,704 16,728 12,203 7,265 6,572 11,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 10.9 1.4 61.4 57.1 75.9 69.4 24.1 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
24 28 17 59 67 91 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 594,592
COMMITMENTS
52,712 91,759 8,620 428,328 400,398 489,660 500,777 104,932 93,815
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 7,533)
2,268 695 513 1,189 4,687 3,970 5,895 3,563 1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.4 1.4 72.0 67.3 82.4 84.2 17.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
13 17 12 51 55 70 78
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,317
COMMITMENTS
3,282 152 1,237 2,441 5,756 6,960 7,145 357 172
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 66)
256 -228 -50 -88 341 118 63 -52 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 2.1 16.9 33.4 78.7 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 4 6 14 17 36 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 397,900
COMMITMENTS
141,881 63,229 50,937 155,304 256,398 348,122 370,564 49,778 27,336
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 4,573)
4,601 -5,753 1,364 -1,799 8,771 4,166 4,382 407 191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 15.9 12.8 39.0 64.4 87.5 93.1 12.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
102 62 82 79 84 230 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,302
COMMITMENTS
1,232 5,383 454 5,391 2,110 7,077 7,947 2,225 1,355
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -284)
11 402 -448 271 28 -166 -18 -118 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 57.9 4.9 58.0 22.7 76.1 85.4 23.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 27 10 17 8 38 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,224,094
COMMITMENTS
449,144 277,773 26,418 630,749 775,596 1106311 1079787 117,783 144,307
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 33,899)
20,291 -7,247 -1,385 11,243 38,901 30,149 30,269 3,750 3,630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.7 22.7 2.2 51.5 63.4 90.4 88.2 9.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
55 58 24 91 123 157 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,725,079
COMMITMENTS
435,083 467,821 64,058 1921077 1772645 2420218 2304524 304,861 420,555
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 6,371)
-16,554 12,680 -8,538 12,046 119 -13,046 4,261 19,417 2,110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 17.2 2.4 70.5 65.0 88.8 84.6 11.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
60 108 48 135 175 228 298
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,138,549
COMMITMENTS
363,039 447,447 70,187 1437128 1269710 1870354 1787344 268,195 351,205
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 26,824)
10,763 15,995 720 -9,795 14,426 1,688 31,141 25,136 -4,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 20.9 3.3 67.2 59.4 87.5 83.6 12.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
43 65 26 98 128 156 204
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 866,553
COMMITMENTS
32,224 170,845 149,174 664,775 490,178 846,173 810,197 20,380 56,356
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -39,827)
-837 -6,675 -15,167 -20,703 -19,163 -36,707 -41,005 -3,120 1,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 19.7 17.2 76.7 56.6 97.6 93.5 2.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
16 45 28 53 65 84 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,659
COMMITMENTS
9,482 9,087 281 27,544 28,153 37,307 37,521 6,353 6,139
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,168)
773 -12 -749 -995 -1,166 -971 -1,927 -197 759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 20.8 0.6 63.1 64.5 85.4 85.9 14.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 14 4 30 23 57 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,318
COMMITMENTS
18,963 18,174 562 55,088 56,305 74,613 75,041 12,705 12,277
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,336)
1,546 -23 -1,498 -1,990 -2,332 -1,942 -3,853 -394 1,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 20.8 0.6 63.1 64.5 85.4 85.9 14.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
26 14 4 30 23 57 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,865
COMMITMENTS
17,303 19,294 864 2,492 678 20,659 20,836 206 29
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,813)
-1,787 -1,800 -10 0 0 -1,797 -1,810 -16 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.9 92.5 4.1 11.9 3.2 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 13 2 2 1 20 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,115
COMMITMENTS
37,855 22,346 21 9,119 24,654 46,995 47,021 120 94
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 1,544)
1,087 1,574 0 479 -62 1,566 1,512 -22 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 47.4 0.0 19.4 52.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 17 1 4 16 10 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,388
COMMITMENTS
27,057 11,669 729 5,517 20,834 33,303 33,232 85 156
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 895)
91 -742 502 331 1,077 924 837 -29 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.0 34.9 2.2 16.5 62.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 13 2 2 11 12 26
Updated July 10, 2015