WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,602
COMMITMENTS
88,474 190,844 174,615 226,441 125,803 489,530 491,262 46,072 44,340
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 10,917)
-540 11,831 3,068 5,446 -5,750 7,973 9,148 2,944 1,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 35.6 32.6 42.3 23.5 91.4 91.7 8.6 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
131 142 165 112 103 343 330
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 217,664
COMMITMENTS
48,200 68,714 40,780 106,762 82,454 195,742 191,948 21,921 25,715
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,009)
-1,083 -2,575 3,737 825 1,851 3,479 3,014 529 995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 31.6 18.7 49.0 37.9 89.9 88.2 10.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
57 64 67 83 74 181 178
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,710,319
COMMITMENTS
324,983 402,088 429,084 756,304 665,800 1510370 1496972 199,949 213,348
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -4,118)
7,092 -32,639 2,037 -10,684 24,524 -1,554 -6,078 -2,563 1,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 23.5 25.1 44.2 38.9 88.3 87.5 11.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
199 174 225 303 299 605 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,370
COMMITMENTS
2,619 3,893 2,296 4,197 3,464 9,111 9,654 3,258 2,716
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -409)
-18 -56 198 -715 -583 -536 -441 127 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 31.5 18.6 33.9 28.0 73.7 78.0 26.3 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 15 9 14 10 28 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 981,010
COMMITMENTS
200,946 133,520 298,308 411,538 453,163 910,792 884,991 70,218 96,019
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 74,548)
25,246 -16,484 37,081 6,045 43,403 68,372 64,000 6,176 10,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 13.6 30.4 42.0 46.2 92.8 90.2 7.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 611)
184 198 256 167 190 509 505
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 507,806
COMMITMENTS
170,232 51,206 120,474 169,724 307,347 460,429 479,027 47,376 28,779
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 40,369)
26,782 -1,134 14,434 -4,082 24,732 37,134 38,033 3,235 2,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 10.1 23.7 33.4 60.5 90.7 94.3 9.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 336)
124 69 123 89 99 282 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,005
COMMITMENTS
108,798 55,394 74,905 285,751 353,558 469,454 483,858 147,551 133,147
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -12,941)
3,002 -5,159 -2,533 -10,297 -5,261 -9,828 -12,952 -3,113 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 9.0 12.1 46.3 57.3 76.1 78.4 23.9 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
43 30 44 69 78 130 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,028
COMMITMENTS
50,443 152,577 6,701 423,340 376,953 480,484 536,231 136,544 80,797
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -4,910)
2,295 4,834 -3,193 1,556 -5,193 658 -3,553 -5,568 -1,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 24.7 1.1 68.6 61.1 77.9 86.9 22.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 15 9 55 49 72 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,352
COMMITMENTS
508 534 917 2,678 2,648 4,103 4,099 249 253
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 91)
-207 -507 223 92 358 108 74 -17 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.3 21.1 61.5 60.8 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 8 3 10 11 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 432,073
COMMITMENTS
68,588 102,501 100,705 209,380 188,927 378,674 392,133 53,400 39,940
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 5,362)
721 -3,677 8,586 -5,042 3,523 4,265 8,432 1,097 -3,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 23.7 23.3 48.5 43.7 87.6 90.8 12.4 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
79 93 111 108 87 258 237
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,637
COMMITMENTS
1,720 4,678 1,668 7,751 5,252 11,139 11,597 2,499 2,040
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 197)
7 100 31 -64 -24 -26 106 224 91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 34.3 12.2 56.8 38.5 81.7 85.0 18.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
18 29 14 21 10 48 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 955,436
COMMITMENTS
99,619 212,529 40,152 703,954 554,877 843,724 807,558 111,712 147,878
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,146)
-19,656 20,840 738 30,621 -19,047 11,702 2,531 -5,556 3,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 22.2 4.2 73.7 58.1 88.3 84.5 11.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
37 55 40 91 101 151 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,231,245
COMMITMENTS
411,940 441,747 383,777 2083626 1988169 2879343 2813694 351,902 417,551
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -62,477)
-15,310 -2,168 -39,511 -3,916 -23,409 -58,737 -65,087 -3,740 2,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 13.7 11.9 64.5 61.5 89.1 87.1 10.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
80 89 105 157 170 298 303
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 95,518
COMMITMENTS
14,563 7,848 118 40,524 41,895 55,204 49,861 40,314 45,657
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 8.2 0.1 42.4 43.9 57.8 52.2 42.2 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 1 13 9 16 11
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,570,247
COMMITMENTS
233,278 476,730 126,664 1952318 1639390 2312260 2242783 257,987 327,464
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -65,487)
-34,794 12,777 -23,145 4,380 -32,196 -53,559 -42,563 -11,928 -22,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 18.5 4.9 76.0 63.8 90.0 87.3 10.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
41 73 61 111 140 187 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 798,179
COMMITMENTS
40,101 96,417 110,574 625,733 544,045 776,407 751,036 21,771 47,143
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -36,591)
-22,870 -15,797 -5,448 -11,057 -15,446 -39,375 -36,691 2,784 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 12.1 13.9 78.4 68.2 97.3 94.1 2.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
20 31 28 45 56 79 102
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,231
COMMITMENTS
17,510 14,249 722 23,271 23,042 41,503 38,014 5,728 9,218
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,539)
7,654 4,801 -900 -7,589 -5,395 -835 -1,494 -704 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 30.2 1.5 49.3 48.8 87.9 80.5 12.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 18 7 29 27 59 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,462
COMMITMENTS
35,020 28,499 1,445 46,542 46,084 83,007 76,027 11,455 18,435
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -3,077)
15,308 9,602 -1,801 -15,178 -10,790 -1,670 -2,988 -1,407 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 30.2 1.5 49.3 48.8 87.9 80.5 12.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
24 18 7 29 27 59 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,274
COMMITMENTS
16,664 17,861 739 1,576 645 18,979 19,245 295 29
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 252)
977 1,402 -1,103 348 -35 222 264 30 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 92.7 3.8 8.2 3.3 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
20 14 3 2 1 23 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,957
COMMITMENTS
18,734 11,843 333 5,784 12,670 24,851 24,846 106 111
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,655)
-1,537 -1,164 12 -136 -492 -1,661 -1,644 6 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 47.5 1.3 23.2 50.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 14 1 6 16 14 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,443
COMMITMENTS
23,908 12,691 0 5,465 16,704 29,373 29,395 70 48
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -589)
-1,189 -417 0 613 -162 -576 -579 -13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 43.1 0.0 18.6 56.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 17 0 5 10 12 27
Updated March 25, 2016