WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,076
COMMITMENTS
114,059 219,744 108,404 208,432 107,653 430,895 435,801 45,181 40,275
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 37,307)
2,579 36,746 14,513 14,992 -13,462 32,084 37,797 5,223 -490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.0 46.2 22.8 43.8 22.6 90.5 91.5 9.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
131 138 136 111 91 325 308
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 214,931
COMMITMENTS
58,519 85,366 28,973 104,485 77,409 191,977 191,748 22,954 23,183
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 4,087)
3,592 12,929 -3,125 2,487 -5,635 2,954 4,169 1,133 -82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 39.7 13.5 48.6 36.0 89.3 89.2 10.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
67 63 68 81 73 177 187
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,464,480
COMMITMENTS
344,113 399,567 242,884 721,355 638,746 1308352 1281197 156,128 183,283
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 24,666)
5,686 -24,402 12,636 7,806 38,154 26,128 26,388 -1,462 -1,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 27.3 16.6 49.3 43.6 89.3 87.5 10.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
158 178 184 261 266 525 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,908
COMMITMENTS
3,718 4,354 746 3,328 3,300 7,792 8,400 3,116 2,508
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -222)
83 29 -198 -117 -38 -232 -207 10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 39.9 6.8 30.5 30.3 71.4 77.0 28.6 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 19 7 16 11 29 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 840,936
COMMITMENTS
240,811 157,614 147,052 395,480 437,052 783,343 741,718 57,593 99,218
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 68,719)
25,784 3,647 10,053 33,323 49,553 69,160 63,253 -441 5,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.7 17.5 47.0 52.0 93.2 88.2 6.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
175 192 218 149 202 464 503
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 461,802
COMMITMENTS
183,194 66,999 96,893 137,499 271,367 417,586 435,259 44,216 26,543
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -11,345)
-8,613 2,870 11,489 -11,390 -23,676 -8,514 -9,317 -2,831 -2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 14.5 21.0 29.8 58.8 90.4 94.3 9.6 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
116 74 129 74 85 280 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 529,394
COMMITMENTS
126,752 70,884 11,284 242,133 308,093 380,169 390,261 149,225 139,133
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 12,169)
7,120 4,989 1,697 7,579 6,707 16,396 13,393 -4,227 -1,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 13.4 2.1 45.7 58.2 71.8 73.7 28.2 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 34 17 51 66 94 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,065
COMMITMENTS
53,837 155,325 9,641 425,703 388,751 489,181 553,717 141,884 77,348
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 6,560)
2,338 0 1,511 606 9,714 4,455 11,225 2,105 -4,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 24.6 1.5 67.5 61.6 77.5 87.7 22.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
13 15 9 51 50 70 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,486
COMMITMENTS
299 617 815 3,059 2,784 4,173 4,216 313 270
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 198)
-151 181 -109 402 74 142 146 56 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 13.8 18.2 68.2 62.1 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 9 12 15 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 374,417
COMMITMENTS
78,982 80,493 63,085 178,635 191,896 320,702 335,474 53,715 38,943
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -5,484)
2,988 -13,316 5,363 -16,882 5,297 -8,531 -2,656 3,047 -2,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 21.5 16.8 47.7 51.3 85.7 89.6 14.3 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
86 78 96 98 81 241 217
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,977
COMMITMENTS
1,970 4,401 1,309 7,266 5,268 10,545 10,978 2,432 1,999
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -36)
62 -127 50 -154 2 -42 -75 6 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 33.9 10.1 56.0 40.6 81.3 84.6 18.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
21 26 18 22 13 54 55
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,006,000
COMMITMENTS
119,457 191,260 27,346 733,218 638,410 880,021 857,016 125,979 148,984
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 13,274)
10,112 -15,570 2,338 -993 16,835 11,457 3,603 1,817 9,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 19.0 2.7 72.9 63.5 87.5 85.2 12.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
43 48 37 87 103 152 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,762,020
COMMITMENTS
469,290 493,654 66,344 1880277 1786745 2415911 2346743 346,109 415,277
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 72,544)
84,430 -8,511 -9,687 5,135 75,396 79,878 57,198 -7,334 15,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 17.9 2.4 68.1 64.7 87.5 85.0 12.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
82 78 56 137 149 252 250
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 104,668
COMMITMENTS
14,331 8,101 0 48,301 39,386 62,632 47,487 42,036 57,181
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -2,499)
-3,280 -2,619 0 -591 -4,910 -3,871 -7,529 1,372 5,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 7.7 0.0 46.1 37.6 59.8 45.4 40.2 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 0 12 9 16 10
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,452,195
COMMITMENTS
258,901 467,010 25,971 1880795 1618629 2165667 2111610 286,528 340,585
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 6,236)
12,101 -21,028 -1,742 -12,635 27,350 -2,276 4,580 8,512 1,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 19.0 1.1 76.7 66.0 88.3 86.1 11.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
48 70 32 90 135 158 217
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 935,153
COMMITMENTS
46,653 123,252 126,387 744,963 623,537 918,003 873,176 17,150 61,977
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 79,483)
4,378 26,379 13,869 60,893 45,235 79,140 85,483 343 -6,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 13.2 13.5 79.7 66.7 98.2 93.4 1.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
12 46 35 50 67 91 124
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,324
COMMITMENTS
24,846 16,829 299 25,394 31,919 50,539 49,046 7,786 9,278
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 1,851)
1,107 1,647 91 250 -245 1,448 1,493 403 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 28.9 0.5 43.5 54.7 86.7 84.1 13.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
35 23 7 30 26 68 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,648
COMMITMENTS
49,692 33,657 598 50,787 63,837 101,077 98,092 15,571 18,556
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 3,701)
2,214 3,293 182 500 -489 2,896 2,986 805 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 28.9 0.5 43.5 54.7 86.7 84.1 13.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
35 23 7 30 26 68 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,445
COMMITMENTS
13,139 14,188 603 1,576 645 15,318 15,436 127 9
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -903)
-631 -802 -91 0 0 -722 -893 -181 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.1 91.9 3.9 10.2 4.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
21 11 2 2 1 24 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,483
COMMITMENTS
20,077 12,900 299 5,927 13,166 26,303 26,365 180 118
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -364)
395 -396 -10 -805 39 -420 -367 56 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 48.7 1.1 22.4 49.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 15 1 6 18 14 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,859
COMMITMENTS
23,781 14,360 0 7,978 17,342 31,759 31,702 100 157
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -742)
1,383 -492 0 -2,134 -350 -751 -842 9 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.6 45.1 0.0 25.0 54.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 16 0 4 11 10 27
Updated April 15, 2016