WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 553,313
COMMITMENTS
91,389 181,915 184,426 232,096 142,290 507,911 508,631 45,402 44,682
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 19,079)
2,239 -474 13,510 5,879 4,000 21,628 17,036 -2,548 2,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 32.9 33.3 41.9 25.7 91.8 91.9 8.2 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
127 126 152 111 102 327 306
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 224,154
COMMITMENTS
50,378 72,288 42,732 107,813 84,966 200,923 199,986 23,231 24,168
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 4,844)
575 1,402 1,153 2,454 2,644 4,183 5,200 662 -355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 32.2 19.1 48.1 37.9 89.6 89.2 10.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
63 65 79 82 77 191 191
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,850,969
COMMITMENTS
320,129 417,983 474,554 845,877 710,249 1640560 1602785 210,409 248,184
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 151,341)
-10,820 57,557 64,950 87,796 5,257 141,925 127,764 9,416 23,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 22.6 25.6 45.7 38.4 88.6 86.6 11.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
185 212 236 307 295 628 628
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,198
COMMITMENTS
2,450 4,062 2,684 4,812 3,795 9,946 10,541 3,252 2,658
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 716)
15 130 362 359 208 736 700 -20 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 30.8 20.3 36.5 28.8 75.4 79.9 24.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 17 9 18 12 31 35
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 977,839
COMMITMENTS
216,918 129,078 287,888 405,927 450,653 910,733 867,618 67,106 110,220
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -587)
2,136 7,541 -5,961 3,982 -11,824 157 -10,244 -744 9,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 13.2 29.4 41.5 46.1 93.1 88.7 6.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
185 191 255 165 191 507 507
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 543,095
COMMITMENTS
188,549 55,357 135,545 170,123 322,328 494,217 513,230 48,878 29,865
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 32,878)
13,504 8,411 17,937 -1,292 5,497 30,149 31,845 2,729 1,033
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 10.2 25.0 31.3 59.4 91.0 94.5 9.0 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 349)
130 72 125 84 100 289 250
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,065
COMMITMENTS
114,941 58,310 55,327 285,201 351,383 455,469 465,019 165,596 156,046
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 24,237)
-551 7,893 3,963 15,107 -1,593 18,519 10,263 5,717 13,974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 9.4 8.9 45.9 56.6 73.3 74.9 26.7 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
38 27 32 65 72 113 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 625,219
COMMITMENTS
51,499 155,283 8,184 425,097 379,037 484,780 542,504 140,439 82,715
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 4,755)
1,497 3,178 1,648 740 393 3,885 5,220 870 -464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 24.8 1.3 68.0 60.6 77.5 86.8 22.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 15 8 52 51 69 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,288
COMMITMENTS
450 436 924 2,657 2,710 4,031 4,070 257 218
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 599)
94 -88 97 499 614 690 623 -91 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.2 21.5 62.0 63.2 94.0 94.9 6.0 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 5 2 11 13 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 434,689
COMMITMENTS
67,588 99,297 94,799 217,986 196,773 380,372 390,868 54,316 43,820
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 8,685)
-174 8,118 -2,734 14,754 1,220 11,847 6,604 -3,162 2,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.5 22.8 21.8 50.1 45.3 87.5 89.9 12.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
66 96 101 105 84 239 229
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,913
COMMITMENTS
1,611 4,533 1,832 7,979 5,538 11,422 11,903 2,491 2,010
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 156)
-60 -405 233 160 564 333 392 -178 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 32.6 13.2 57.4 39.8 82.1 85.6 17.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 29 18 23 14 52 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,018,052
COMMITMENTS
106,634 209,731 37,996 747,108 629,478 891,739 877,206 126,313 140,846
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 54,058)
15,617 136 1,117 23,486 60,780 40,220 62,033 13,839 -7,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 20.6 3.7 73.4 61.8 87.6 86.2 12.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
39 51 40 88 106 151 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,154,957
COMMITMENTS
372,735 458,711 306,366 2101716 1973465 2780817 2738541 374,140 416,415
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 99,599)
-61,588 5,809 53,388 94,599 37,604 86,399 96,801 13,200 2,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 14.5 9.7 66.6 62.6 88.1 86.8 11.9 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
79 80 103 150 162 283 291
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 107,367
COMMITMENTS
17,462 10,720 175 48,892 44,296 66,528 55,191 40,839 52,176
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 10.0 0.2 45.5 41.3 62.0 51.4 38.0 48.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 2 1 11 10 15 13
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,576,362
COMMITMENTS
238,177 475,821 107,138 1945873 1647837 2291188 2230797 285,174 345,566
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 2,413)
-42,475 31,781 17,463 6,151 -57,968 -18,861 -8,723 21,274 11,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 18.5 4.2 75.5 64.0 88.9 86.6 11.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
40 75 56 100 141 178 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 858,357
COMMITMENTS
42,893 95,996 114,101 684,523 580,233 841,517 790,330 16,840 68,027
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 16,155)
-3,945 -4,782 -12,983 37,475 16,754 20,547 -1,011 -4,392 17,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.2 13.3 79.7 67.6 98.0 92.1 2.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
15 41 35 49 64 88 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,324
COMMITMENTS
23,822 15,376 897 26,105 32,945 50,824 49,217 7,501 9,107
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 5,596)
2,912 581 224 1,818 4,887 4,954 5,691 641 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 26.4 1.5 44.8 56.5 87.1 84.4 12.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 21 6 32 27 63 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,649
COMMITMENTS
47,644 30,752 1,793 52,210 65,889 101,647 98,435 15,001 18,214
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 11,192)
5,824 1,161 448 3,637 9,773 9,909 11,382 1,283 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.8 26.4 1.5 44.8 56.5 87.1 84.4 12.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 21 6 32 27 63 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,348
COMMITMENTS
13,770 14,990 694 1,576 645 16,040 16,329 308 19
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: -2,088)
-2,128 -2,108 13 0 0 -2,115 -2,095 27 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.2 91.7 4.2 9.6 3.9 98.1 99.9 1.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 14 2 2 1 21 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,847
COMMITMENTS
19,682 13,296 309 6,732 13,127 26,723 26,732 124 115
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 959)
259 776 -24 729 215 964 967 -5 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.3 49.5 1.2 25.1 48.9 99.5 99.6 0.5 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 17 1 6 18 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/05/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,601
COMMITMENTS
22,398 14,852 0 10,112 17,692 32,510 32,544 91 57
CHANGES FROM 03/29/16 (CHANGE IN OPEN INTEREST: 1,190)
-528 300 0 1,690 984 1,162 1,284 28 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.7 45.6 0.0 31.0 54.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 18 0 4 11 11 29
Updated April 8, 2016