WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 394,933
COMMITMENTS
120,057 115,704 83,329 156,675 156,912 360,061 355,945 34,872 38,988
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -14,375)
-14,681 -5,741 5,750 3,147 -10,903 -5,784 -10,894 -8,591 -3,481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 29.3 21.1 39.7 39.7 91.2 90.1 8.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
122 113 128 92 109 289 291
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 195,075
COMMITMENTS
57,875 57,689 24,951 90,853 85,768 173,679 168,408 21,396 26,667
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -4,066)
-538 8,198 -4,589 -691 -6,187 -5,818 -2,578 1,752 -1,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 29.6 12.8 46.6 44.0 89.0 86.3 11.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
43 52 47 68 75 139 156
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,350,791
COMMITMENTS
444,321 138,640 209,712 579,715 775,779 1233748 1124131 117,043 226,660
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -35,217)
-40,095 -22,282 5,058 -2,007 -13,532 -37,044 -30,756 1,827 -4,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 10.3 15.5 42.9 57.4 91.3 83.2 8.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
180 144 162 227 313 499 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,503
COMMITMENTS
1,057 2,350 141 5,520 3,988 6,718 6,479 1,785 2,024
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 263)
39 156 -40 221 40 220 156 43 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 27.6 1.7 64.9 46.9 79.0 76.2 21.0 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 11 3 17 10 26 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 634,083
COMMITMENTS
175,889 83,918 106,657 306,012 362,696 588,558 553,271 45,525 80,812
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -45,639)
-25,286 -3,336 1,770 -14,927 -42,647 -38,443 -44,213 -7,196 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 13.2 16.8 48.3 57.2 92.8 87.3 7.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 541)
152 139 153 164 198 403 425
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,093
COMMITMENTS
111,292 81,073 61,754 171,703 201,035 344,749 343,862 31,344 32,231
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 645)
-5,421 15,846 -6,329 14,097 -15,575 2,347 -6,058 -1,702 6,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 21.6 16.4 45.7 53.5 91.7 91.4 8.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
100 69 98 85 66 240 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 507,926
COMMITMENTS
60,237 59,079 7,692 313,881 293,223 381,810 359,994 126,116 147,932
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -254)
-2,518 -8,947 30 -363 3,016 -2,851 -5,901 2,597 5,647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 11.6 1.5 61.8 57.7 75.2 70.9 24.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
25 27 22 59 66 96 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 612,314
COMMITMENTS
54,589 101,138 7,781 443,485 412,371 505,855 521,290 106,459 91,024
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,349)
2,423 3,309 -1,239 4,583 2,952 5,767 5,022 -1,418 -673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.5 1.3 72.4 67.3 82.6 85.1 17.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
12 16 11 54 53 71 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,722
COMMITMENTS
2,210 174 836 2,294 4,363 5,340 5,373 382 349
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -385)
-328 -94 -57 21 -374 -364 -525 -21 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.6 3.0 14.6 40.1 76.2 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 3 5 12 16 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 394,219
COMMITMENTS
146,970 46,872 44,531 156,169 271,749 347,670 363,152 46,549 31,067
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -18,250)
-2,342 2,043 -10,723 -1,847 -12,672 -14,912 -21,352 -3,338 3,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 11.9 11.3 39.6 68.9 88.2 92.1 11.8 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
103 54 77 86 83 236 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,697
COMMITMENTS
1,226 4,346 450 4,822 2,576 6,498 7,372 2,199 1,325
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -29)
-159 -227 6 6 91 -147 -130 118 101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 50.0 5.2 55.4 29.6 74.7 84.8 25.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
11 27 7 14 6 32 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,309,009
COMMITMENTS
439,378 319,735 27,975 727,999 814,651 1195352 1162361 113,657 146,648
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 10,219)
-545 -3,865 1,528 6,634 11,813 7,617 9,476 2,602 743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 24.4 2.1 55.6 62.2 91.3 88.8 8.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
51 65 27 96 132 161 210
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,798,316
COMMITMENTS
491,516 425,874 55,535 1958693 1865623 2505744 2347032 292,572 451,284
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 65,373)
31,941 -6,301 -9,567 28,652 65,022 51,026 49,154 14,347 16,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 15.2 2.0 70.0 66.7 89.5 83.9 10.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
68 94 48 143 171 246 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,297,943
COMMITMENTS
415,722 577,689 76,017 1550907 1302094 2042646 1955800 255,297 342,143
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 69,166)
15,451 49,966 4,558 43,633 25,605 63,642 80,129 5,524 -10,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 25.1 3.3 67.5 56.7 88.9 85.1 11.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
47 74 34 104 136 174 221
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 903,332
COMMITMENTS
42,796 182,466 146,499 692,117 518,841 881,412 847,806 21,920 55,526
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 15,225)
2,369 -7,695 5,018 6,678 18,198 14,065 15,521 1,160 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 20.2 16.2 76.6 57.4 97.6 93.9 2.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
21 42 29 54 67 88 126
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,258
COMMITMENTS
9,772 12,826 563 29,337 26,906 39,672 40,295 6,586 5,963
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -1,175)
-799 3,526 253 -517 -4,631 -1,062 -853 -113 -323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 27.7 1.2 63.4 58.2 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 22 4 35 19 61 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,515
COMMITMENTS
19,543 25,652 1,126 58,674 53,811 79,343 80,589 13,172 11,926
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2,350)
-1,597 7,051 506 -1,033 -9,262 -2,124 -1,705 -226 -645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 27.7 1.2 63.4 58.2 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
23 22 4 35 19 61 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,094
COMMITMENTS
17,363 19,013 378 1,981 678 19,722 20,069 372 25
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -86)
-18 -46 -42 20 0 -40 -88 -46 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.4 94.6 1.9 9.9 3.4 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
19 12 2 2 1 21 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,735
COMMITMENTS
38,898 27,542 21 11,722 23,109 50,641 50,672 94 63
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 381)
-383 2,016 0 740 -1,554 357 462 24 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.7 54.3 0.0 23.1 45.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 21 1 4 17 8 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,167
COMMITMENTS
27,629 14,865 897 6,512 19,339 35,038 35,101 129 66
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 868)
276 1,532 -39 599 -621 836 872 32 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.6 42.3 2.6 18.5 55.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 18 2 3 12 13 31
Updated July 31, 2015