WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 432,652
COMMITMENTS
106,256 184,168 91,365 192,421 118,490 390,042 394,023 42,610 38,629
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -1,593)
-2,370 -9,347 -63 -208 9,695 -2,641 285 1,048 -1,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 42.6 21.1 44.5 27.4 90.2 91.1 9.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
123 114 123 101 88 292 274
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 205,432
COMMITMENTS
54,599 70,895 30,746 99,123 80,552 184,468 182,193 20,964 23,239
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,886)
1,146 2,066 1,175 -1,182 -228 1,139 3,013 747 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 34.5 15.0 48.3 39.2 89.8 88.7 10.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
64 56 70 77 75 179 182
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,328,820
COMMITMENTS
355,259 356,977 190,969 636,625 608,932 1182853 1156878 145,967 171,942
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -10,050)
-3,491 -45,073 -7,795 2,625 37,873 -8,661 -14,995 -1,389 4,945
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 26.9 14.4 47.9 45.8 89.0 87.1 11.0 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
166 157 156 246 279 488 534
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,557
COMMITMENTS
3,495 4,173 721 3,201 3,149 7,417 8,043 3,140 2,514
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 22)
-156 41 -3 197 52 38 90 -16 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 39.5 6.8 30.3 29.8 70.3 76.2 29.7 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 17 7 17 10 28 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 763,700
COMMITMENTS
215,560 146,702 138,897 352,179 392,725 706,636 678,324 57,064 85,376
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 13,948)
13,189 -10,404 10,817 -7,513 9,376 16,493 9,789 -2,545 4,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 19.2 18.2 46.1 51.4 92.5 88.8 7.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 587)
159 185 198 134 178 429 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 445,293
COMMITMENTS
178,703 51,381 72,501 149,609 293,730 400,813 417,612 44,480 27,681
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,434)
6,429 -2,621 -3,369 315 8,480 3,375 2,490 -941 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 11.5 16.3 33.6 66.0 90.0 93.8 10.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
114 65 106 76 88 256 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 504,806
COMMITMENTS
117,882 57,978 11,348 226,921 307,664 356,151 376,990 148,655 127,816
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 12,662)
5,539 -4,364 -1,240 -3,222 13,005 1,077 7,401 11,585 5,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 11.5 2.2 45.0 60.9 70.6 74.7 29.4 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
33 26 13 54 69 91 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 619,757
COMMITMENTS
50,002 152,140 6,486 424,357 378,644 480,845 537,270 138,912 82,487
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,408)
-441 -457 -184 1,017 1,691 392 1,050 3,016 2,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 24.5 1.0 68.5 61.1 77.6 86.7 22.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 14 8 57 50 73 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,689
COMMITMENTS
356 524 827 2,158 2,096 3,341 3,447 348 242
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -663)
-152 -10 -90 -520 -552 -762 -652 99 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 14.2 22.4 58.5 56.8 90.6 93.4 9.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 8 2 10 10 14 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 372,474
COMMITMENTS
76,101 85,246 61,010 181,705 186,458 318,816 332,714 53,658 39,760
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -4,832)
-1,774 -12,695 -1,366 -5,796 7,489 -8,936 -6,572 4,104 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 22.9 16.4 48.8 50.1 85.6 89.3 14.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
83 73 89 95 73 227 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,968
COMMITMENTS
1,928 4,926 1,105 7,330 4,734 10,363 10,765 2,605 2,203
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 320)
-151 251 78 217 -231 144 98 176 222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 38.0 8.5 56.5 36.5 79.9 83.0 20.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
22 28 14 20 11 48 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 942,425
COMMITMENTS
93,050 206,761 26,131 712,510 562,301 831,691 795,193 110,734 147,232
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 17,322)
-7,650 -5,829 4,174 20,488 18,171 17,012 16,516 310 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 21.9 2.8 75.6 59.7 88.3 84.4 11.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
37 51 31 87 97 141 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,653,703
COMMITMENTS
448,675 465,538 71,230 1790966 1719104 2310871 2255872 342,832 397,831
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 23,961)
-37,287 29,681 -7,797 60,016 1,352 14,932 23,236 9,029 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 17.5 2.7 67.5 64.8 87.1 85.0 12.9 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
73 79 55 127 143 229 249
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,461,580
COMMITMENTS
285,759 448,944 25,087 1891944 1658080 2202790 2132111 258,790 329,469
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 81,473)
36,613 -14,815 -8,085 46,962 92,547 75,490 69,647 5,983 11,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 18.2 1.0 76.9 67.4 89.5 86.6 10.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
46 64 30 91 139 155 215
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 822,071
COMMITMENTS
45,404 101,150 110,485 645,321 560,446 801,210 772,081 20,861 49,990
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 42,973)
6,298 4,489 16,157 21,281 18,935 43,736 39,581 -763 3,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 12.3 13.4 78.5 68.2 97.5 93.9 2.5 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
19 34 34 46 58 83 110
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,968
COMMITMENTS
20,804 14,538 113 23,268 27,268 44,185 41,918 6,783 9,050
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 5,388)
3,414 584 -124 984 4,955 4,275 5,415 1,113 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 28.5 0.2 45.7 53.5 86.7 82.2 13.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 19 4 29 24 61 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 101,935
COMMITMENTS
41,608 29,075 225 46,536 54,536 88,369 83,836 13,566 18,099
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 10,775)
6,828 1,167 -247 1,968 9,910 8,549 10,830 2,226 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.8 28.5 0.2 45.7 53.5 86.7 82.2 13.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 19 4 29 24 61 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,436
COMMITMENTS
15,898 17,098 681 1,576 645 18,155 18,424 281 12
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -838)
-766 -763 -58 0 0 -824 -821 -14 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.2 92.7 3.7 8.5 3.5 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 15 3 2 1 23 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,888
COMMITMENTS
19,423 12,520 333 6,003 12,912 25,759 25,765 129 123
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 931)
689 677 0 219 242 908 919 23 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.0 48.4 1.3 23.2 49.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 14 1 6 18 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,411
COMMITMENTS
22,926 14,552 0 8,422 16,708 31,348 31,260 63 151
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,968)
-982 1,861 0 2,957 4 1,975 1,865 -7 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 46.3 0.0 26.8 53.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 18 0 4 11 11 29
Updated April 1, 2016