WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,234
COMMITMENTS
89,150 182,389 170,916 226,218 138,290 486,283 491,595 47,950 42,638
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -1,369)
675 -8,455 -3,699 -223 12,487 -3,247 333 1,878 -1,702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 34.1 32.0 42.3 25.9 91.0 92.0 9.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
136 119 147 112 98 324 301
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 219,309
COMMITMENTS
49,802 70,886 41,579 105,359 82,321 196,740 194,786 22,569 24,523
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,646)
1,602 2,172 799 -1,403 -132 998 2,838 648 -1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 32.3 19.0 48.0 37.5 89.7 88.8 10.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
61 60 74 79 78 184 187
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,699,627
COMMITMENTS
330,949 360,425 409,604 758,081 704,992 1498635 1475021 200,993 224,606
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -10,692)
5,966 -41,663 -19,480 1,778 39,192 -11,735 -21,951 1,044 11,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 21.2 24.1 44.6 41.5 88.2 86.8 11.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
186 183 223 294 301 595 606
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,483
COMMITMENTS
2,435 3,932 2,322 4,453 3,587 9,210 9,841 3,273 2,642
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 113)
-183 39 26 256 122 99 187 14 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 31.5 18.6 35.7 28.7 73.8 78.8 26.2 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 15 9 17 11 30 33
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 978,426
COMMITMENTS
214,782 121,537 293,849 401,945 462,476 910,576 877,862 67,849 100,564
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -2,585)
13,836 -11,983 -4,459 -9,593 9,313 -216 -7,129 -2,369 4,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 12.4 30.0 41.1 47.3 93.1 89.7 6.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
189 199 256 160 190 504 518
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 510,217
COMMITMENTS
175,045 46,946 117,608 171,415 316,831 464,068 481,385 46,149 28,832
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 2,411)
4,813 -4,260 -2,866 1,691 9,483 3,639 2,358 -1,227 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 9.2 23.1 33.6 62.1 91.0 94.3 9.0 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
120 63 119 86 100 275 237
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 596,829
COMMITMENTS
115,493 50,417 51,363 270,094 352,977 436,950 454,757 159,879 142,072
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -20,177)
6,695 -4,978 -23,542 -15,658 -581 -32,505 -29,101 12,328 8,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 8.4 8.6 45.3 59.1 73.2 76.2 26.8 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
34 29 34 67 76 117 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,463
COMMITMENTS
50,002 152,105 6,535 424,357 378,644 480,894 537,284 139,569 83,179
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,435)
-441 -472 -166 1,017 1,691 410 1,053 3,025 2,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 24.5 1.1 68.4 61.0 77.5 86.6 22.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 14 8 57 50 73 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,689
COMMITMENTS
356 524 827 2,158 2,096 3,341 3,447 348 242
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -663)
-152 -10 -90 -520 -552 -762 -652 99 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 14.2 22.4 58.5 56.8 90.6 93.4 9.4 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
3 8 2 10 10 14 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 426,004
COMMITMENTS
67,762 91,179 97,532 203,231 195,553 368,525 384,264 57,478 41,740
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -6,070)
-826 -11,322 -3,173 -6,149 6,626 -10,148 -7,869 4,078 1,800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 21.4 22.9 47.7 45.9 86.5 90.2 13.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
76 86 104 101 83 240 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,758
COMMITMENTS
1,671 4,937 1,599 7,819 4,975 11,089 11,511 2,668 2,246
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 120)
-49 260 -69 68 -277 -49 -86 169 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 35.9 11.6 56.8 36.2 80.6 83.7 19.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
19 31 16 22 11 50 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 963,994
COMMITMENTS
91,018 209,595 36,879 723,622 568,699 851,519 815,173 112,474 148,821
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 8,557)
-8,601 -2,934 -3,273 19,669 13,821 7,795 7,614 762 943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 21.7 3.8 75.1 59.0 88.3 84.6 11.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
36 53 39 90 99 150 167
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,055,358
COMMITMENTS
434,323 452,902 252,978 2007117 1935861 2694418 2641741 360,940 413,617
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -175,887)
22,383 11,154 -130,799 -76,510 -52,308 -184,925 -171,953 9,038 -3,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.8 8.3 65.7 63.4 88.2 86.5 11.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 352)
72 85 97 152 158 280 285
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,573,949
COMMITMENTS
280,652 444,040 89,675 1939722 1705805 2310049 2239520 263,900 334,430
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 3,702)
47,374 -32,690 -36,989 -12,596 66,415 -2,211 -3,263 5,913 6,965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 17.3 3.5 75.4 66.3 89.7 87.0 10.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
41 70 55 107 143 183 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 842,202
COMMITMENTS
46,837 100,778 127,084 647,048 563,479 820,969 791,341 21,232 50,861
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 44,023)
6,737 4,361 16,510 21,315 19,434 44,562 40,305 -539 3,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.0 15.1 76.8 66.9 97.5 94.0 2.5 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
21 34 34 47 58 85 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,728
COMMITMENTS
20,910 14,795 673 24,287 28,058 45,869 43,526 6,859 9,202
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 5,497)
3,400 546 -50 1,016 5,016 4,366 5,512 1,132 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 28.1 1.3 46.1 53.2 87.0 82.5 13.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 20 5 30 27 64 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,457
COMMITMENTS
41,820 29,591 1,345 48,574 56,116 91,738 87,052 13,718 18,405
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 10,995)
6,800 1,092 -100 2,031 10,033 8,732 11,025 2,263 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 28.1 1.3 46.1 53.2 87.0 82.5 13.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 20 5 30 27 64 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,436
COMMITMENTS
15,898 17,098 681 1,576 645 18,155 18,424 281 12
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: -838)
-766 -763 -58 0 0 -824 -821 -14 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.2 92.7 3.7 8.5 3.5 98.5 99.9 1.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
20 15 3 2 1 23 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,888
COMMITMENTS
19,423 12,520 333 6,003 12,912 25,759 25,765 129 123
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 931)
689 677 0 219 242 908 919 23 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.0 48.4 1.3 23.2 49.9 99.5 99.5 0.5 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 14 1 6 18 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/29/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,411
COMMITMENTS
22,926 14,552 0 8,422 16,708 31,348 31,260 63 151
CHANGES FROM 03/22/16 (CHANGE IN OPEN INTEREST: 1,968)
-982 1,861 0 2,957 4 1,975 1,865 -7 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 46.3 0.0 26.8 53.2 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 18 0 4 11 11 29
Updated April 1, 2016