WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,685
COMMITMENTS
89,014 179,013 171,547 220,995 131,553 481,556 482,113 43,128 42,571
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -4,837)
-4,824 -25,512 4,112 -2,679 16,915 -3,390 -4,485 -1,447 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 34.1 32.7 42.1 25.1 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
123 136 160 113 104 338 319
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 213,655
COMMITMENTS
49,284 71,289 37,043 105,937 80,603 192,263 188,934 21,392 24,721
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -9,634)
-5,323 -20,258 4,287 -8,921 5,337 -9,957 -10,633 322 999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 33.4 17.3 49.6 37.7 90.0 88.4 10.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
54 60 58 79 74 169 166
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,714,437
COMMITMENTS
317,890 434,727 427,046 766,988 641,276 1511924 1503049 202,513 211,388
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 27,321)
6,280 -31,180 16,713 2,625 42,778 25,618 28,312 1,703 -991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 25.4 24.9 44.7 37.4 88.2 87.7 11.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 741)
192 183 223 295 296 597 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,778
COMMITMENTS
2,637 3,949 2,099 4,912 4,047 9,647 10,095 3,131 2,684
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 60)
65 176 25 160 -165 250 36 -190 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 30.9 16.4 38.4 31.7 75.5 79.0 24.5 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 15 8 16 11 30 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 906,462
COMMITMENTS
175,700 150,004 261,227 405,493 409,761 842,420 820,992 64,042 85,471
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 30,037)
34,065 -27,640 11,193 -14,381 41,046 30,878 24,599 -841 5,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 16.5 28.8 44.7 45.2 92.9 90.6 7.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 592)
172 194 248 167 183 487 499
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 467,437
COMMITMENTS
143,450 52,340 106,039 173,806 282,615 423,295 440,994 44,141 26,442
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 42,812)
35,077 -8,817 2,645 -2,072 48,767 35,649 42,594 7,163 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 11.2 22.7 37.2 60.5 90.6 94.3 9.4 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
113 70 114 86 95 266 236
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 629,946
COMMITMENTS
105,796 60,553 77,438 296,048 358,818 479,282 496,810 150,664 133,136
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -14,089)
4,653 -4,909 8,830 -16,191 -11,045 -2,708 -7,123 -11,381 -6,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 9.6 12.3 47.0 57.0 76.1 78.9 23.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
39 32 44 64 74 123 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,938
COMMITMENTS
48,148 147,744 9,894 421,784 382,146 479,826 539,784 142,112 82,154
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -2,900)
74 3,320 -1,868 3,024 -2,026 1,230 -574 -4,130 -2,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 23.8 1.6 67.8 61.4 77.2 86.8 22.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
11 14 9 55 48 71 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,261
COMMITMENTS
715 1,041 694 2,586 2,290 3,995 4,025 266 236
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 237)
-36 -69 251 92 74 307 256 -70 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 24.4 16.3 60.7 53.7 93.8 94.5 6.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 7 3 11 11 19 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 426,711
COMMITMENTS
67,867 106,178 92,120 214,422 185,404 374,409 383,701 52,302 43,010
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 5,409)
6,123 3,403 -2,695 3,564 2,922 6,993 3,630 -1,583 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 24.9 21.6 50.2 43.4 87.7 89.9 12.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
78 101 100 106 87 242 242
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,440
COMMITMENTS
1,713 4,578 1,637 7,815 5,275 11,165 11,491 2,275 1,949
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 614)
-65 -100 322 258 167 515 389 99 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 34.1 12.2 58.1 39.3 83.1 85.5 16.9 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 26 15 21 11 49 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 949,290
COMMITMENTS
119,275 191,689 39,414 673,333 573,925 832,021 805,027 117,269 144,263
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -56,489)
-17,015 -9,289 3,160 -42,148 -50,580 -56,004 -56,709 -485 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 20.2 4.2 70.9 60.5 87.6 84.8 12.4 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
39 52 37 93 99 152 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,293,722
COMMITMENTS
427,250 443,915 423,288 2087542 2011578 2938080 2878781 355,642 414,941
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -58,781)
-36,153 5,102 30,784 -55,139 -92,900 -60,507 -57,014 1,727 -1,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 13.5 12.9 63.4 61.1 89.2 87.4 10.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
77 93 110 158 170 301 307
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,635,734
COMMITMENTS
268,073 463,952 149,809 1947938 1671585 2365820 2285346 269,915 350,389
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -44,552)
-13,629 -3,182 15,132 -27,236 -34,403 -25,733 -22,452 -18,819 -22,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 17.6 5.7 73.9 63.4 89.8 86.7 10.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
49 64 56 107 141 183 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 834,770
COMMITMENTS
62,971 112,214 116,022 636,790 559,491 815,783 787,727 18,987 47,043
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 45,138)
18,818 18,577 -8,799 36,727 32,723 46,746 42,501 -1,607 2,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 13.4 13.9 76.3 67.0 97.7 94.4 2.3 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
16 37 27 45 58 78 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,770
COMMITMENTS
9,856 9,448 1,623 30,860 28,437 42,339 39,508 6,431 9,262
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 12,045)
1,171 1,943 -12 10,069 8,645 11,228 10,576 817 1,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.4 3.3 63.3 58.3 86.8 81.0 13.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 20 7 37 32 66 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,540
COMMITMENTS
19,711 18,897 3,245 61,720 56,873 84,677 79,015 12,863 18,524
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 24,089)
2,341 3,885 -24 20,138 17,290 22,456 21,152 1,634 2,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 19.4 3.3 63.3 58.3 86.8 81.0 13.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 20 7 37 32 66 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,022
COMMITMENTS
15,687 16,459 1,842 1,228 680 18,757 18,981 265 41
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -1,811)
1,702 1,777 -3,505 0 0 -1,803 -1,728 -8 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.5 86.5 9.7 6.5 3.6 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 15 6 1 1 22 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,612
COMMITMENTS
20,271 13,007 321 5,920 13,162 26,512 26,490 100 122
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -6,521)
-2,625 220 -7 -3,875 -6,724 -6,507 -6,511 -14 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.2 48.9 1.2 22.2 49.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 1 6 16 16 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,032
COMMITMENTS
25,097 13,108 0 4,852 16,866 29,949 29,974 83 58
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -16,387)
-15,750 205 -67 -605 -16,513 -16,422 -16,375 35 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 43.6 0.0 16.2 56.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 16 0 6 10 16 26
Updated March 18, 2016