WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 539,263
COMMITMENTS
110,837 124,815 182,631 201,579 183,711 495,047 491,157 44,216 48,106
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 38,777)
-1,484 16,039 18,721 16,230 -1,552 33,466 33,208 5,311 5,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 23.1 33.9 37.4 34.1 91.8 91.1 8.2 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 417)
130 129 162 108 120 340 327
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED 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: 8,601
COMMITMENTS
3,280 6,619 1,104 3,936 594 8,321 8,318 280 283
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 77.0 12.8 45.8 6.9 96.7 96.7 3.3 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 10 12 4 4 19 18
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 212,541
COMMITMENTS
60,604 65,725 35,278 94,678 84,028 190,560 185,031 21,981 27,510
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 8,239)
3,757 9,303 2,495 2,558 -3,207 8,810 8,591 -571 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 30.9 16.6 44.5 39.5 89.7 87.1 10.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
49 59 61 66 71 151 168
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,917,728
COMMITMENTS
420,084 187,000 585,775 759,874 864,587 1765733 1637362 151,995 280,366
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 50,036)
-13,717 59,507 33,027 30,766 -33,033 50,075 59,501 -39 -9,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 9.8 30.5 39.6 45.1 92.1 85.4 7.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786)
215 166 240 294 336 621 649
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 9,060
COMMITMENTS
846 2,599 596 5,790 3,927 7,232 7,123 1,829 1,938
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -476)
67 245 -80 -453 -509 -465 -343 -11 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 28.7 6.6 63.9 43.3 79.8 78.6 20.2 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 13 7 18 13 28 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 850,424
COMMITMENTS
157,646 80,163 267,741 371,264 408,427 796,652 756,331 53,772 94,093
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 15,772)
-6,442 6,715 7,791 14,535 3,427 15,884 17,934 -112 -2,161
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.4 31.5 43.7 48.0 93.7 88.9 6.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
178 177 233 161 215 469 510
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 411,438
COMMITMENTS
106,469 92,303 84,419 190,202 200,917 381,090 377,639 30,348 33,799
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 5,238)
960 10,928 1,588 5,052 -8,187 7,601 4,330 -2,363 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 22.4 20.5 46.2 48.8 92.6 91.8 7.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
87 88 103 92 75 248 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 647,422
COMMITMENTS
55,816 42,324 66,646 381,113 369,974 503,576 478,944 143,846 168,479
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 33,899)
1,578 -10,773 10,556 15,363 25,858 27,497 25,641 6,402 8,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 6.5 10.3 58.9 57.1 77.8 74.0 22.2 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
30 27 39 69 79 115 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 605,875
COMMITMENTS
47,685 97,521 7,386 432,616 399,323 487,687 504,230 118,188 101,644
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -7,063)
-6,904 -3,656 -395 -10,885 -13,048 -18,184 -17,099 11,121 10,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 16.1 1.2 71.4 65.9 80.5 83.2 19.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 14 10 50 51 65 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 435,642
COMMITMENTS
140,040 47,484 76,564 166,352 278,316 382,955 402,364 52,687 33,278
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -12,463)
-1,368 -1,987 -5,660 -8,070 -5,004 -15,098 -12,652 2,634 188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 10.9 17.6 38.2 63.9 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
103 67 88 90 88 245 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 11,121
COMMITMENTS
1,644 3,488 2,336 4,743 3,822 8,723 9,646 2,398 1,475
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 1,402)
191 -545 1,294 -145 559 1,340 1,308 62 94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 31.4 21.0 42.7 34.4 78.4 86.7 21.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 21 18 17 10 50 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,457,975
COMMITMENTS
424,719 322,948 87,702 830,169 899,364 1342590 1310013 115,385 147,962
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 44,132)
-16,667 3,455 7,851 52,398 32,991 43,583 44,297 549 -165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 22.2 6.0 56.9 61.7 92.1 89.9 7.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
58 66 43 106 134 187 221
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,448,672
COMMITMENTS
458,100 415,570 329,047 2334089 2212017 3121236 2956634 327,436 492,038
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 214,850)
-17,491 -1,238 75,565 144,171 122,399 202,245 196,726 12,605 18,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 12.1 9.5 67.7 64.1 90.5 85.7 9.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
77 94 96 181 200 315 333
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,520,831
COMMITMENTS
433,491 551,736 168,096 1634945 1407493 2236532 2127326 284,299 393,505
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 74,492)
21,221 -16,845 5,986 24,831 43,568 52,038 32,709 22,454 41,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 21.9 6.7 64.9 55.8 88.7 84.4 11.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
46 74 59 115 143 197 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 805,860
COMMITMENTS
51,658 139,001 141,365 592,791 477,098 785,815 757,465 20,046 48,396
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: -115,058)
8,720 -43,675 -19,217 -102,229 -44,006 -112,727 -106,899 -2,331 -8,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 17.2 17.5 73.6 59.2 97.5 94.0 2.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
20 39 34 51 63 87 121
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 49,622
COMMITMENTS
10,908 12,112 670 31,305 30,653 42,883 43,434 6,739 6,188
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 2,044)
1,028 -715 -341 1,327 3,009 2,013 1,954 30 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.4 1.3 63.1 61.8 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 18 4 34 23 61 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 99,244
COMMITMENTS
21,816 24,223 1,340 62,610 61,306 85,766 86,869 13,478 12,375
CHANGES FROM 07/28/15 (CHANGE IN OPEN INTEREST: 4,087)
2,056 -1,429 -682 2,653 6,018 4,027 3,907 61 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 24.4 1.3 63.1 61.8 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
25 18 4 34 23 61 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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