WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,610
COMMITMENTS
108,136 190,167 98,755 197,988 122,557 404,879 411,479 43,731 37,131
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -27,466)
-5,923 -29,577 -9,649 -10,444 14,904 -26,016 -24,322 -1,450 -3,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 42.4 22.0 44.1 27.3 90.3 91.7 9.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
128 119 129 100 102 298 298
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 216,918
COMMITMENTS
64,774 84,997 27,140 103,832 81,569 195,746 193,706 21,172 23,212
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,987)
6,255 -369 -1,833 -653 4,160 3,769 1,958 -1,782 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 39.2 12.5 47.9 37.6 90.2 89.3 9.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
68 63 65 82 71 180 178
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,439,932
COMMITMENTS
353,201 288,238 244,413 697,613 720,479 1295227 1253130 144,705 186,802
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -24,548)
9,088 -111,329 1,529 -23,742 81,733 -13,125 -28,067 -11,423 3,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.0 17.0 48.4 50.0 90.0 87.0 10.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
176 158 185 267 300 552 559
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,871
COMMITMENTS
3,803 4,403 588 3,353 3,402 7,744 8,393 3,127 2,478
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -37)
85 49 -158 25 102 -48 -7 11 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 40.5 5.4 30.8 31.3 71.2 77.2 28.8 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
11 18 7 15 10 29 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 895,583
COMMITMENTS
269,210 136,499 157,317 406,166 493,900 832,693 787,716 62,890 107,867
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 54,647)
28,399 -21,115 10,265 10,686 56,848 49,350 45,998 5,297 8,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 15.2 17.6 45.4 55.1 93.0 88.0 7.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 688)
215 171 223 159 228 518 526
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 479,432
COMMITMENTS
177,027 63,016 109,126 145,217 284,349 431,370 456,491 48,062 22,941
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 17,630)
-6,167 -3,983 12,233 7,718 12,982 13,784 21,232 3,846 -3,602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 13.1 22.8 30.3 59.3 90.0 95.2 10.0 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 342)
113 71 132 78 85 287 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 542,834
COMMITMENTS
130,903 77,928 12,476 253,187 318,793 396,566 409,197 146,268 133,637
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 13,440)
4,151 7,044 1,192 11,054 10,700 16,397 18,936 -2,957 -5,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 14.4 2.3 46.6 58.7 73.1 75.4 26.9 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
36 36 22 54 72 104 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 629,322
COMMITMENTS
54,993 163,710 7,654 425,678 387,437 488,325 558,801 140,997 70,521
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -1,743)
1,156 8,385 -1,987 -25 -1,314 -856 5,084 -887 -6,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 26.0 1.2 67.6 61.6 77.6 88.8 22.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
13 17 9 52 52 71 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,438
COMMITMENTS
492 862 502 3,086 2,829 4,080 4,193 358 245
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -48)
193 245 -313 27 45 -93 -23 45 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 19.4 11.3 69.5 63.7 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 2 10 13 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 372,598
COMMITMENTS
86,199 60,499 57,581 175,202 218,744 318,982 336,824 53,616 35,774
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -1,819)
7,217 -19,994 -5,504 -3,433 26,848 -1,720 1,350 -99 -3,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 16.2 15.5 47.0 58.7 85.6 90.4 14.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
91 62 94 97 85 248 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,029
COMMITMENTS
1,482 3,770 1,155 6,890 4,876 9,527 9,801 2,502 2,228
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -948)
-488 -631 -154 -376 -392 -1,018 -1,177 70 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 31.3 9.6 57.3 40.5 79.2 81.5 20.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 22 13 23 12 48 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,032,914
COMMITMENTS
122,403 207,528 26,237 761,088 645,284 909,728 879,049 123,186 153,865
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 26,914)
2,946 16,268 -1,109 27,870 6,874 29,707 22,033 -2,793 4,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 20.1 2.5 73.7 62.5 88.1 85.1 11.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
36 56 38 86 105 147 174
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,805,983
COMMITMENTS
480,017 504,296 69,384 1908874 1834156 2458275 2407836 347,708 398,147
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 43,963)
10,727 10,642 3,040 28,597 47,411 42,364 61,093 1,599 -17,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 18.0 2.5 68.0 65.4 87.6 85.8 12.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
77 84 61 137 151 250 260
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 111,376
COMMITMENTS
17,284 8,354 362 52,141 44,488 69,787 53,204 41,589 58,172
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 6,708)
2,953 253 362 3,840 5,102 7,155 5,717 -447 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 7.5 0.3 46.8 39.9 62.7 47.8 37.3 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 1 13 11 19 13
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,516,029
COMMITMENTS
337,842 468,367 27,959 1875129 1695215 2240930 2191541 275,099 324,488
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 63,834)
78,941 1,357 1,988 -5,666 76,586 75,263 79,931 -11,429 -16,097
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 18.6 1.1 74.5 67.4 89.1 87.1 10.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
53 64 35 96 146 172 222
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,001,100
COMMITMENTS
40,435 132,689 153,855 786,932 654,488 981,222 941,032 19,878 60,068
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 65,947)
-6,218 9,437 27,468 41,969 30,951 63,219 67,856 2,728 -1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 13.3 15.4 78.6 65.4 98.0 94.0 2.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
14 48 39 53 70 96 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,763
COMMITMENTS
24,999 17,598 331 26,656 31,998 51,986 49,927 7,778 9,837
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,439)
153 769 32 1,263 80 1,447 881 -8 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 29.4 0.6 44.6 53.5 87.0 83.5 13.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 26 6 30 28 63 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,526
COMMITMENTS
49,997 35,195 662 53,312 63,996 103,971 99,853 15,555 19,673
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,878)
305 1,538 64 2,525 159 2,894 1,761 -16 1,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.8 29.4 0.6 44.6 53.5 87.0 83.5 13.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 26 6 30 28 63 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,716
COMMITMENTS
16,131 17,367 697 1,785 645 18,613 18,709 103 7
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,271)
2,992 3,179 94 209 0 3,295 3,273 -24 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.2 92.8 3.7 9.5 3.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 11 2 2 1 26 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,328
COMMITMENTS
19,594 11,872 299 6,282 14,044 26,175 26,215 153 113
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -155)
-483 -1,028 0 355 878 -128 -150 -27 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.4 45.1 1.1 23.9 53.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 17 1 5 19 12 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,159
COMMITMENTS
22,601 13,232 0 8,468 17,804 31,069 31,036 90 123
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -700)
-1,180 -1,128 0 490 462 -690 -666 -10 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.5 42.5 0.0 27.2 57.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 16 0 4 11 11 27
Updated April 22, 2016