WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 407,177
COMMITMENTS
136,325 120,598 71,894 155,330 171,392 363,549 363,884 43,628 43,293
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 13,333)
2,602 6,553 2,173 3,820 5,289 8,595 14,015 4,738 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 29.6 17.7 38.1 42.1 89.3 89.4 10.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
123 121 127 87 121 286 307
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 192,063
COMMITMENTS
56,285 42,935 27,676 89,137 94,146 173,098 164,757 18,965 27,306
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 6,149)
643 -3,507 1,690 2,530 7,041 4,863 5,224 1,286 925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 22.4 14.4 46.4 49.0 90.1 85.8 9.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
49 55 48 64 73 143 155
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,349,047
COMMITMENTS
445,791 187,561 198,097 588,370 740,596 1232258 1126254 116,789 222,793
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 25,953)
13,426 -36,104 6,598 532 59,776 20,556 30,270 5,397 -4,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.9 14.7 43.6 54.9 91.3 83.5 8.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 744)
193 139 157 207 327 484 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,745
COMMITMENTS
1,029 1,883 81 4,908 4,049 6,018 6,013 1,727 1,732
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 302)
-33 252 37 188 -100 192 189 110 113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 24.3 1.0 63.4 52.3 77.7 77.6 22.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 10 2 17 10 25 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 676,444
COMMITMENTS
197,217 90,171 102,466 325,354 402,068 625,037 594,705 51,407 81,739
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 11,040)
4,081 -4,372 1,182 3,569 18,696 8,832 15,506 2,208 -4,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 13.3 15.1 48.1 59.4 92.4 87.9 7.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
171 134 155 156 206 412 430
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,088
COMMITMENTS
13,224 282 43 0 4,565 13,267 4,890 4,821 13,198
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.1 1.6 0.2 0.0 25.2 73.3 27.0 26.7 73.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 2 0 14 5 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,063
COMMITMENTS
117,916 53,798 68,872 157,464 225,791 344,252 348,461 31,811 27,602
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 10,701)
-1,261 -11,798 11,553 108 12,014 10,400 11,769 301 -1,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 14.3 18.3 41.9 60.0 91.5 92.7 8.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
101 60 104 80 62 240 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,848
COMMITMENTS
54,212 59,155 7,265 298,075 274,527 359,552 340,947 125,296 143,901
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -11,870)
-10,550 5,250 114 -6,934 -9,297 -17,370 -3,933 5,500 -7,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 12.2 1.5 61.5 56.6 74.2 70.3 25.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
24 29 16 61 62 95 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,317
COMMITMENTS
51,868 95,829 8,658 436,304 404,571 496,830 509,058 108,487 96,259
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 10,725)
-844 4,070 38 7,976 4,173 7,170 8,281 3,555 2,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 15.8 1.4 72.1 66.8 82.1 84.1 17.9 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
13 17 11 50 52 68 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,871
COMMITMENTS
3,179 192 858 2,389 5,591 6,426 6,641 445 230
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -446)
-103 40 -379 -52 -165 -534 -504 88 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.3 2.8 12.5 34.8 81.4 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 3 5 13 17 33 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 402,626
COMMITMENTS
141,678 50,806 52,536 157,859 272,228 352,073 375,570 50,553 27,056
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 4,726)
-203 -12,423 1,599 2,555 15,830 3,951 5,006 775 -280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 12.6 13.0 39.2 67.6 87.4 93.3 12.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
112 57 89 81 85 246 197
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,056
COMMITMENTS
1,404 4,865 425 5,109 2,571 6,938 7,861 2,118 1,195
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -246)
172 -518 -29 -282 461 -139 -86 -107 -160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 53.7 4.7 56.4 28.4 76.6 86.8 23.4 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 25 9 17 8 39 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,281,826
COMMITMENTS
432,624 318,180 26,348 699,191 786,694 1158163 1131222 123,663 150,604
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 57,732)
-16,520 40,407 -70 68,442 11,098 51,852 51,435 5,880 6,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 24.8 2.1 54.5 61.4 90.4 88.3 9.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
51 65 28 98 132 163 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,696,755
COMMITMENTS
427,550 433,149 55,257 1918595 1772795 2401402 2261201 295,353 435,554
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -28,324)
-7,533 -34,672 -8,801 -2,482 150 -18,816 -43,323 -9,508 14,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 16.1 2.0 71.1 65.7 89.0 83.8 11.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
66 102 52 145 164 249 281
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,139,897
COMMITMENTS
375,268 465,821 68,130 1418284 1258904 1861682 1792855 278,215 347,042
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,348)
12,229 18,374 -2,057 -18,844 -10,806 -8,672 5,511 10,020 -4,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 21.8 3.2 66.3 58.8 87.0 83.8 13.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
45 63 30 108 130 174 202
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 889,222
COMMITMENTS
33,693 197,627 148,726 685,804 486,222 868,223 832,575 20,999 56,647
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 22,669)
1,469 26,782 -448 21,029 -3,956 22,050 22,378 619 291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 22.2 16.7 77.1 54.7 97.6 93.6 2.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
18 47 30 51 65 86 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,511
COMMITMENTS
13,613 9,093 379 27,751 31,072 41,742 40,544 5,769 6,968
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,852)
4,132 6 98 207 2,920 4,436 3,023 -584 829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 19.1 0.8 58.4 65.4 87.9 85.3 12.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 14 5 33 23 61 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,022
COMMITMENTS
27,226 18,186 757 55,501 62,144 83,484 81,087 11,538 13,935
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 7,704)
8,263 12 195 413 5,839 8,871 6,046 -1,167 1,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 19.1 0.8 58.4 65.4 87.9 85.3 12.1 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 14 5 33 23 61 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,547
COMMITMENTS
17,454 19,352 499 2,361 678 20,314 20,529 233 18
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -318)
151 58 -365 -131 0 -345 -307 27 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.9 94.2 2.4 11.5 3.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 14 2 2 1 20 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,443
COMMITMENTS
38,755 23,492 21 9,579 24,845 48,355 48,358 88 85
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,328)
900 1,146 0 460 191 1,360 1,337 -32 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.0 48.5 0.0 19.8 51.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 15 1 4 16 11 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,283
COMMITMENTS
28,116 12,078 839 5,278 21,265 34,233 34,182 50 101
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 895)
1,059 409 110 -239 431 930 950 -35 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.0 35.2 2.4 15.4 62.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 14 3 2 11 13 28
Updated July 17, 2015