WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 438,769
COMMITMENTS
111,480 182,998 93,891 193,440 121,115 398,811 398,004 39,958 40,765
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 6,117)
5,224 -1,170 2,526 1,019 2,625 8,769 3,981 -2,652 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 41.7 21.4 44.1 27.6 90.9 90.7 9.1 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
117 111 125 99 91 293 272
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 210,844
COMMITMENTS
54,927 72,437 32,098 101,998 83,044 189,023 187,579 21,821 23,265
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 5,412)
328 1,542 1,352 2,875 2,492 4,555 5,386 857 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 34.4 15.2 48.4 39.4 89.7 89.0 10.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
60 62 72 79 74 182 183
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,439,814
COMMITMENTS
338,427 423,969 230,248 713,549 600,592 1282224 1254809 157,590 185,005
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 110,994)
-16,832 66,992 39,279 76,924 -8,340 99,371 97,931 11,623 13,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 29.4 16.0 49.6 41.7 89.1 87.2 10.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
152 194 172 260 266 515 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,130
COMMITMENTS
3,635 4,325 944 3,445 3,338 8,024 8,607 3,106 2,523
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 573)
140 152 223 244 189 607 564 -34 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 38.9 8.5 31.0 30.0 72.1 77.3 27.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 18 7 18 11 29 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 772,217
COMMITMENTS
215,027 153,967 136,999 362,157 387,499 714,183 678,465 58,034 93,752
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 8,517)
-533 7,265 -1,898 9,978 -5,226 7,547 141 970 8,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 19.9 17.7 46.9 50.2 92.5 87.9 7.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
161 171 200 137 176 428 453
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 473,147
COMMITMENTS
191,807 64,129 85,404 148,889 295,043 426,100 444,576 47,047 28,571
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 27,854)
13,104 12,748 12,903 -720 1,313 25,287 26,964 2,567 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 13.6 18.1 31.5 62.4 90.1 94.0 9.9 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
123 74 111 76 89 270 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 517,225
COMMITMENTS
119,632 65,895 9,587 234,554 301,386 363,773 376,868 153,452 140,357
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 12,419)
1,750 7,917 -1,761 7,633 -6,278 7,622 -122 4,797 12,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 12.7 1.9 45.3 58.3 70.3 72.9 29.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 143)
34 29 13 52 64 90 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,505
COMMITMENTS
51,499 155,325 8,130 425,097 379,037 484,726 542,492 139,779 82,013
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 4,748)
1,497 3,185 1,644 740 393 3,881 5,222 867 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 24.9 1.3 68.1 60.7 77.6 86.9 22.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 15 7 52 51 68 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,288
COMMITMENTS
450 436 924 2,657 2,710 4,031 4,070 257 218
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 599)
94 -88 97 499 614 690 623 -91 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 10.2 21.5 62.0 63.2 94.0 94.9 6.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 2 11 13 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 379,901
COMMITMENTS
75,994 93,809 57,722 195,517 186,599 329,233 338,130 50,668 41,771
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 7,427)
-107 8,563 -3,288 13,812 141 10,417 5,416 -2,990 2,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 24.7 15.2 51.5 49.1 86.7 89.0 13.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
75 81 82 97 77 220 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,013
COMMITMENTS
1,908 4,528 1,259 7,420 5,266 10,587 11,053 2,426 1,960
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 45)
-20 -398 154 90 532 224 288 -179 -243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 34.8 9.7 57.0 40.5 81.4 84.9 18.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
19 28 17 21 13 50 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 992,726
COMMITMENTS
109,345 206,830 25,008 734,211 621,575 868,564 853,413 124,162 139,313
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 50,301)
16,295 69 -1,123 21,701 59,274 36,873 58,220 13,428 -7,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 20.8 2.5 74.0 62.6 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
40 49 33 84 102 145 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,689,476
COMMITMENTS
384,860 502,165 76,031 1875142 1711349 2336033 2289545 353,443 399,931
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 35,773)
-63,815 36,627 4,801 84,176 -7,755 25,162 33,673 10,611 2,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 18.7 2.8 69.7 63.6 86.9 85.1 13.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
68 85 59 128 142 233 249
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 107,167
COMMITMENTS
17,611 10,720 0 48,892 44,296 66,503 55,016 40,664 52,151
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 10.0 0.0 45.6 41.3 62.1 51.3 37.9 48.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 0 11 10 15 12
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,445,959
COMMITMENTS
246,800 488,038 27,713 1893430 1591279 2167943 2107030 278,016 338,929
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -15,621)
-38,959 39,094 2,626 1,486 -66,801 -34,847 -25,081 19,226 9,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 20.0 1.1 77.4 65.1 88.6 86.1 11.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
45 69 29 87 137 150 217
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 855,670
COMMITMENTS
42,275 96,873 112,518 684,070 578,302 838,863 787,693 16,807 67,977
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 33,599)
-3,129 -4,277 2,033 38,749 17,856 37,653 15,612 -4,054 17,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 11.3 13.1 79.9 67.6 98.0 92.1 2.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
12 43 33 48 64 85 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,474
COMMITMENTS
23,739 15,182 208 25,144 32,163 49,091 47,553 7,383 8,921
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 5,506)
2,935 645 96 1,876 4,895 4,906 5,635 600 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 26.9 0.4 44.5 57.0 86.9 84.2 13.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 20 5 31 25 61 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,947
COMMITMENTS
47,478 30,364 416 50,287 64,326 98,181 95,106 14,766 17,841
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 11,012)
5,870 1,289 191 3,751 9,790 9,812 11,270 1,200 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 26.9 0.4 44.5 57.0 86.9 84.2 13.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 20 5 31 25 61 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,348
COMMITMENTS
13,770 14,990 694 1,576 645 16,040 16,329 308 19
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,088)
-2,128 -2,108 13 0 0 -2,115 -2,095 27 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.2 91.7 4.2 9.6 3.9 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 14 2 2 1 21 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,847
COMMITMENTS
19,682 13,296 309 6,732 13,127 26,723 26,732 124 115
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 959)
259 776 -24 729 215 964 967 -5 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.3 49.5 1.2 25.1 48.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 17 1 6 18 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,601
COMMITMENTS
22,398 14,852 0 10,112 17,692 32,510 32,544 91 57
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,190)
-528 300 0 1,690 984 1,162 1,284 28 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.7 45.6 0.0 31.0 54.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 18 0 4 11 11 29
Updated April 8, 2016