WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 557,266
COMMITMENTS
116,857 163,770 184,046 216,596 163,924 517,500 511,741 39,767 45,526
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 12,518)
2,688 -865 8,221 750 8,107 11,659 15,464 860 -2,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 29.4 33.0 38.9 29.4 92.9 91.8 7.1 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
147 130 177 112 105 358 333
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 178,274
COMMITMENTS
46,701 60,600 29,654 83,775 64,099 160,130 154,352 18,145 23,922
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,144)
-1,205 -1,368 3,915 -5,298 -2,927 -2,588 -380 1,444 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 34.0 16.6 47.0 36.0 89.8 86.6 10.2 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
51 50 53 72 68 148 151
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,778,928
COMMITMENTS
348,889 312,778 499,709 780,738 691,165 1629335 1503652 149,593 275,276
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 136,596)
4,137 76,796 61,555 61,186 -6,142 126,878 132,209 9,718 4,386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 17.6 28.1 43.9 38.9 91.6 84.5 8.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
195 208 232 298 327 619 660
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,635
COMMITMENTS
1,633 2,509 1,189 5,826 4,912 8,648 8,611 1,986 2,024
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 230)
-37 14 116 284 -33 364 98 -134 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 23.6 11.2 54.8 46.2 81.3 81.0 18.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 10 6 17 12 30 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 990,121
COMMITMENTS
170,270 178,577 325,144 440,775 348,054 936,189 851,775 53,932 138,347
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 76,553)
-678 19,242 35,441 38,624 19,730 73,387 74,413 3,166 2,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 18.0 32.8 44.5 35.2 94.6 86.0 5.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 679)
170 250 272 174 209 508 589
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 413,076
COMMITMENTS
108,458 90,545 98,130 175,851 193,113 382,439 381,788 30,637 31,288
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 16,748)
-5,539 12,872 9,712 12,782 -7,770 16,955 14,815 -207 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 21.9 23.8 42.6 46.8 92.6 92.4 7.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
89 102 115 84 77 242 247
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 481,448
COMMITMENTS
59,351 34,055 38,196 234,612 254,020 332,160 326,271 149,289 155,178
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 9,366)
12,330 -3,959 780 -5,521 17,056 7,589 13,877 1,778 -4,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 7.1 7.9 48.7 52.8 69.0 67.8 31.0 32.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
25 23 29 58 68 97 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,044
COMMITMENTS
51,386 93,378 11,294 401,192 393,345 463,872 498,017 118,172 84,027
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -6,291)
-1,782 595 -1,960 -6,390 2,056 -10,132 691 3,841 -6,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 16.0 1.9 68.9 67.6 79.7 85.6 20.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
12 15 11 52 47 71 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,713
COMMITMENTS
1,233 103 984 5,076 6,330 7,293 7,417 420 296
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 418)
19 -13 201 191 207 411 395 7 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 1.3 12.8 65.8 82.1 94.6 96.2 5.4 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 4 8 19 20 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 401,259
COMMITMENTS
100,227 70,778 82,801 172,473 214,224 355,501 367,804 45,757 33,455
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 417)
-10,303 6,914 4,335 7,532 -16,395 1,563 -5,147 -1,146 5,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 17.6 20.6 43.0 53.4 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
79 91 98 90 78 233 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,359
COMMITMENTS
766 5,001 941 5,797 1,798 7,503 7,739 1,856 1,620
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -113)
-9 142 23 -101 49 -87 214 -26 -327
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 53.4 10.1 61.9 19.2 80.2 82.7 19.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
13 26 9 22 15 40 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,405,589
COMMITMENTS
360,125 334,205 63,537 884,291 874,793 1307952 1272535 97,637 133,054
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 227)
23,586 -78 2,330 -14,322 16,618 11,594 18,871 -11,367 -18,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 23.8 4.5 62.9 62.2 93.1 90.5 6.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
50 56 35 97 121 161 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,190,085
COMMITMENTS
358,464 491,364 318,044 2197375 1945195 2873882 2754603 316,203 435,482
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 10,609)
12,545 -27,748 -3,728 1,700 65,840 10,517 34,364 92 -23,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.4 10.0 68.9 61.0 90.1 86.3 9.9 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
55 112 101 174 195 299 338
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,200,019
COMMITMENTS
428,294 407,598 109,291 1434829 1299992 1972413 1816880 227,606 383,139
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 50,555)
-7,459 -3,069 10,630 37,521 27,782 40,693 35,343 9,862 15,212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 18.5 5.0 65.2 59.1 89.7 82.6 10.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
44 65 50 125 140 197 227
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 778,340
COMMITMENTS
31,077 136,640 200,120 522,966 390,746 754,163 727,506 24,177 50,833
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 42,666)
13,372 6,825 3,559 27,193 31,647 44,123 42,031 -1,457 636
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 17.6 25.7 67.2 50.2 96.9 93.5 3.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
21 31 34 41 58 76 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,513
COMMITMENTS
15,849 10,318 1,770 30,547 38,051 48,166 50,138 8,347 6,375
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -1,326)
-2,103 1,210 603 -283 -1,678 -1,783 136 457 -1,462
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 18.3 3.1 54.1 67.3 85.2 88.7 14.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 19 12 34 26 69 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,026
COMMITMENTS
31,697 20,635 3,539 61,095 76,102 96,332 100,277 16,695 12,749
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -2,652)
-4,205 2,421 1,206 -567 -3,355 -3,566 272 914 -2,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 18.3 3.1 54.1 67.3 85.2 88.7 14.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 19 12 34 26 69 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,924
COMMITMENTS
13,242 13,445 2,655 915 678 16,812 16,778 112 146
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: 2,674)
556 638 1,903 224 0 2,683 2,541 -9 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.2 79.4 15.7 5.4 4.0 99.3 99.1 0.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
13 12 4 1 1 17 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,449
COMMITMENTS
31,988 18,078 0 14,333 28,233 46,321 46,311 128 138
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -15,997)
6,217 326 -8,412 -13,824 -7,889 -16,019 -15,975 22 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.9 38.9 0.0 30.9 60.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 16 0 7 14 14 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,670
COMMITMENTS
27,689 12,713 19 8,842 23,835 36,550 36,567 120 103
CHANGES FROM 03/10/15 (CHANGE IN OPEN INTEREST: -3,909)
3,567 747 -4,109 -3,372 -540 -3,914 -3,902 5 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 34.7 0.1 24.1 65.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 15 1 5 15 14 30
Updated March 20, 2015