WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 372,290
COMMITMENTS
105,381 119,973 74,597 157,956 133,537 337,934 328,107 34,356 44,183
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -42,997)
-14,885 -7,926 -19,681 -8,559 -16,223 -43,125 -43,830 128 833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 32.2 20.0 42.4 35.9 90.8 88.1 9.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
117 107 117 85 98 277 259
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 187,037
COMMITMENTS
62,134 70,622 18,127 85,533 73,275 165,794 162,024 21,243 25,013
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -13,364)
-1,781 1,077 -8,252 -2,889 -5,931 -12,922 -13,106 -442 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 37.8 9.7 45.7 39.2 88.6 86.6 11.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
54 58 44 70 65 148 150
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,296,742
COMMITMENTS
399,014 247,554 162,299 621,287 676,499 1182600 1086352 114,142 210,390
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -79,794)
-36,926 -27,675 -27,018 -13,330 -30,760 -77,274 -85,453 -2,520 5,659
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 19.1 12.5 47.9 52.2 91.2 83.8 8.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
157 151 158 299 312 547 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,940
COMMITMENTS
1,123 2,631 247 4,537 3,009 5,907 5,887 2,033 2,053
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -868)
-163 -134 119 -851 -825 -895 -840 27 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 33.1 3.1 57.1 37.9 74.4 74.1 25.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 10 2 17 10 26 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 655,907
COMMITMENTS
161,116 114,205 113,026 335,332 346,931 609,474 574,162 46,433 81,745
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -2,456)
-11,383 9,282 3,957 4,221 -23,427 -3,205 -10,188 749 7,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 17.4 17.2 51.1 52.9 92.9 87.5 7.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 557)
147 161 159 148 184 381 447
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,744
COMMITMENTS
115,342 99,784 76,173 187,261 199,247 378,776 375,204 28,968 32,540
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 19,500)
-5,505 -6,345 13,521 10,682 10,837 18,698 18,013 802 1,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 24.5 18.7 45.9 48.9 92.9 92.0 7.1 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
97 74 99 87 65 240 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 554,294
COMMITMENTS
55,406 62,597 11,008 343,162 334,670 409,576 408,275 144,718 146,019
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 28,356)
-15,568 3,398 3,605 22,836 13,282 10,873 20,285 17,483 8,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 11.3 2.0 61.9 60.4 73.9 73.7 26.1 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
32 21 16 63 67 99 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,639
COMMITMENTS
57,034 101,652 14,172 415,570 397,973 486,776 513,797 133,863 106,842
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 9,498)
1,664 6,988 2,793 -5,655 -12,722 -1,198 -2,941 10,696 12,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 16.4 2.3 67.0 64.1 78.4 82.8 21.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
15 14 13 50 50 71 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,089
COMMITMENTS
1,333 59 788 2,617 3,900 4,738 4,747 351 342
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -422)
-269 53 -245 89 -164 -425 -356 3 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 1.2 15.5 51.4 76.6 93.1 93.3 6.9 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 2 6 13 14 28 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 390,236
COMMITMENTS
121,815 39,037 51,065 166,480 267,743 339,360 357,845 50,876 32,391
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 3,596)
-6,775 -11,832 2,927 7,670 10,504 3,822 1,599 -226 1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 10.0 13.1 42.7 68.6 87.0 91.7 13.0 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
97 49 90 92 87 242 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,434
COMMITMENTS
1,268 3,329 2,500 5,135 4,406 8,903 10,235 2,531 1,199
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 1,246)
-191 -729 786 719 1,343 1,314 1,400 -68 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 29.1 21.9 44.9 38.5 77.9 89.5 22.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 20 24 16 11 51 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,363,711
COMMITMENTS
400,477 258,159 32,882 796,154 906,267 1229513 1197308 134,198 166,403
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -17,519)
-27,916 -61,390 8,085 -23,017 16,436 -42,848 -36,869 25,329 19,350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 18.9 2.4 58.4 66.5 90.2 87.8 9.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
59 60 35 98 138 176 214
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,025,581
COMMITMENTS
395,247 393,934 103,314 2094744 2003915 2593305 2501163 432,276 524,418
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 69,806)
-58,407 -52,419 21,296 -10,974 20,774 -48,085 -10,349 117,891 80,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 13.0 3.4 69.2 66.2 85.7 82.7 14.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
77 76 68 146 158 261 265
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,515,839
COMMITMENTS
426,801 559,090 108,515 1661711 1435259 2197027 2102864 318,812 412,975
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 164,840)
12,122 41,950 14,256 85,700 65,379 112,078 121,585 52,762 43,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 22.2 4.3 66.0 57.0 87.3 83.6 12.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
47 66 36 104 133 175 211
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 892,199
COMMITMENTS
51,132 133,746 132,211 687,692 576,444 871,035 842,401 21,164 49,798
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: 31,295)
-1,087 -13,859 10,465 21,577 34,908 30,955 31,514 340 -219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 15.0 14.8 77.1 64.6 97.6 94.4 2.4 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
17 35 32 56 67 92 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,395
COMMITMENTS
9,798 17,726 556 29,148 21,202 39,502 39,484 6,894 6,912
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -329)
-491 2,204 -662 -507 -1,032 -1,659 511 1,331 -839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 38.2 1.2 62.8 45.7 85.1 85.1 14.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 27 7 33 18 55 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 92,790
COMMITMENTS
19,596 35,452 1,111 58,296 42,404 79,003 78,967 13,787 13,823
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -657)
-982 4,407 -1,323 -1,013 -2,063 -3,318 1,021 2,661 -1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 38.2 1.2 62.8 45.7 85.1 85.1 14.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
17 27 7 33 18 55 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,270
COMMITMENTS
18,356 20,475 63 2,420 678 20,839 21,216 431 54
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -265)
-723 -284 17 400 0 -306 -267 41 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 96.3 0.3 11.4 3.2 98.0 99.7 2.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
20 12 1 2 1 22 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,008
COMMITMENTS
39,859 30,670 21 13,288 23,250 53,168 53,941 840 67
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -372)
-469 8 0 -656 -385 -1,125 -377 753 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 56.8 0.0 24.6 43.0 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 19 1 5 17 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/25/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,914
COMMITMENTS
24,136 15,320 2,068 11,474 20,421 37,678 37,809 236 105
CHANGES FROM 08/18/15 (CHANGE IN OPEN INTEREST: -242)
-469 -770 -31 210 545 -290 -256 48 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.7 40.4 5.5 30.3 53.9 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
6 17 2 5 11 12 29
Updated August 28, 2015