WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 419,980
COMMITMENTS
121,168 130,898 91,084 168,393 153,200 380,645 375,182 39,335 44,798
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 25,047)
1,111 15,194 7,755 11,718 -3,712 20,584 19,237 4,463 5,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 31.2 21.7 40.1 36.5 90.6 89.3 9.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
130 112 134 90 107 298 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 202,218
COMMITMENTS
61,854 67,133 26,167 93,372 82,399 181,393 175,699 20,825 26,519
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 7,143)
3,979 9,444 1,216 2,519 -3,369 7,714 7,291 -571 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 33.2 12.9 46.2 40.7 89.7 86.9 10.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
50 58 57 64 69 146 165
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,368,036
COMMITMENTS
435,338 193,706 217,061 602,080 739,461 1254479 1150228 113,557 217,808
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 17,245)
-8,983 55,066 7,349 22,365 -36,318 20,731 26,097 -3,486 -8,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 14.2 15.9 44.0 54.1 91.7 84.1 8.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
177 152 164 245 305 520 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,028
COMMITMENTS
1,122 2,596 51 5,095 3,490 6,268 6,137 1,760 1,891
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -475)
65 246 -90 -425 -498 -450 -342 -25 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 32.3 0.6 63.5 43.5 78.1 76.4 21.9 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 11 4 17 10 27 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 642,573
COMMITMENTS
176,166 88,363 107,272 314,239 367,929 597,677 563,564 44,896 79,009
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 8,490)
277 4,445 615 8,227 5,233 9,119 10,293 -629 -1,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 13.8 16.7 48.9 57.3 93.0 87.7 7.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 547)
156 139 159 142 200 383 437
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 378,627
COMMITMENTS
113,792 91,927 61,327 174,638 192,337 349,757 345,591 28,870 33,036
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,534)
2,500 10,854 -427 2,935 -8,698 5,008 1,729 -2,474 805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 24.3 16.2 46.1 50.8 92.4 91.3 7.6 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
96 75 98 84 64 237 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 526,168
COMMITMENTS
64,738 50,516 8,881 322,521 314,286 396,140 373,683 130,028 152,485
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 18,242)
4,501 -8,563 1,189 8,640 21,063 14,330 13,689 3,912 4,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 9.6 1.7 61.3 59.7 75.3 71.0 24.7 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
29 24 21 63 73 104 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 605,175
COMMITMENTS
47,685 97,454 7,386 432,612 399,323 487,683 504,163 117,492 101,012
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -7,139)
-6,904 -3,684 -395 -10,873 -13,048 -18,172 -17,127 11,033 9,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 16.1 1.2 71.5 66.0 80.6 83.3 19.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 14 10 50 51 65 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,626
COMMITMENTS
1,831 102 992 2,385 4,228 5,208 5,322 418 304
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -96)
-379 -72 156 91 -135 -132 -51 36 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 1.8 17.6 42.4 75.2 92.6 94.6 7.4 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 3 6 12 16 29 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 381,055
COMMITMENTS
144,847 44,825 38,762 148,364 266,100 331,973 349,687 49,082 31,368
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -13,164)
-2,123 -2,047 -5,769 -7,805 -5,649 -15,697 -13,465 2,533 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 11.8 10.2 38.9 69.8 87.1 91.8 12.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
107 57 79 81 81 231 184
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,418
COMMITMENTS
1,389 4,153 1,229 4,585 2,627 7,203 8,009 2,215 1,409
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 721)
163 -193 779 -237 51 705 637 16 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 44.1 13.0 48.7 27.9 76.5 85.0 23.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 26 11 15 7 40 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,348,611
COMMITMENTS
422,744 324,483 28,774 783,042 849,117 1234560 1202374 114,051 146,237
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 39,602)
-16,634 4,748 799 55,043 34,466 39,208 40,013 394 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 24.1 2.1 58.1 63.0 91.5 89.2 8.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
54 68 29 101 131 170 214
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,923,638
COMMITMENTS
480,400 447,902 75,086 2064961 1938170 2620447 2461158 303,191 462,480
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 125,322)
-11,116 22,028 19,551 106,268 72,547 114,703 114,126 10,619 11,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.3 2.6 70.6 66.3 89.6 84.2 10.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
60 103 52 150 179 249 295
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,349,769
COMMITMENTS
435,992 563,763 73,921 1566123 1333827 2076036 1971511 273,733 378,258
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 51,826)
20,270 -13,926 -2,096 15,216 31,733 33,390 15,711 18,436 36,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 24.0 3.1 66.7 56.8 88.4 83.9 11.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
42 77 37 102 134 168 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 796,935
COMMITMENTS
51,490 138,554 136,090 589,681 475,050 777,261 749,694 19,674 47,241
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -106,397)
8,694 -43,912 -10,409 -102,436 -43,791 -104,151 -98,112 -2,246 -8,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.5 17.4 17.1 74.0 59.6 97.5 94.1 2.5 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
21 37 32 51 63 85 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,166
COMMITMENTS
10,821 12,112 187 30,604 29,829 41,612 42,127 6,555 6,040
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,909)
1,050 -715 -377 1,267 2,923 1,940 1,832 -32 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 25.1 0.4 63.5 61.9 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 18 3 33 21 58 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,332
COMMITMENTS
21,642 24,223 373 61,208 59,657 83,223 84,253 13,109 12,079
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 3,817)
2,099 -1,429 -753 2,534 5,846 3,880 3,664 -63 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 25.1 0.4 63.5 61.9 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
23 18 3 33 21 58 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,647
COMMITMENTS
17,742 19,545 374 2,146 678 20,262 20,597 385 50
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 553)
379 532 -4 165 0 540 528 13 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.9 94.7 1.8 10.4 3.3 98.1 99.8 1.9 0.2
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 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,242
COMMITMENTS
39,292 28,548 21 11,844 22,594 51,157 51,163 85 79
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 507)
394 1,006 0 122 -515 516 491 -9 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.7 55.7 0.0 23.1 44.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 19 1 4 17 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/04/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,660
COMMITMENTS
27,081 14,921 1,037 7,384 19,609 35,502 35,567 158 93
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 493)
-548 56 140 872 270 464 466 29 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.9 41.8 2.9 20.7 55.0 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 17 1 4 12 10 30
Updated August 7, 2015