WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,360
COMMITMENTS
87,315 210,167 208,153 246,055 129,458 541,522 547,778 49,837 43,582
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 38,047)
-4,074 28,252 23,727 13,959 -12,832 33,612 39,146 4,435 -1,100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 35.5 35.2 41.6 21.9 91.6 92.6 8.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 448)
137 153 169 123 103 359 349
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 228,975
COMMITMENTS
52,561 85,272 40,059 112,282 79,463 204,902 204,794 24,074 24,181
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 4,821)
2,183 12,984 -2,673 4,468 -5,502 3,978 4,808 843 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 37.2 17.5 49.0 34.7 89.5 89.4 10.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
69 64 72 84 76 184 192
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,886,803
COMMITMENTS
329,780 389,978 493,855 854,529 759,633 1678164 1643465 208,639 243,338
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 35,835)
9,651 -28,005 19,301 8,652 49,384 37,604 40,680 -1,769 -4,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 20.7 26.2 45.3 40.3 88.9 87.1 11.1 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
180 207 253 310 296 640 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,093
COMMITMENTS
2,561 4,013 2,589 4,707 3,876 9,856 10,477 3,237 2,616
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -105)
111 -49 -95 -106 81 -90 -63 -15 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 30.6 19.8 35.9 29.6 75.3 80.0 24.7 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 17 9 17 11 32 34
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,082,919
COMMITMENTS
241,009 117,896 333,310 440,002 514,290 1014321 965,495 68,598 117,423
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 105,080)
24,091 -11,183 45,422 34,074 63,637 103,588 97,877 1,492 7,203
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 10.9 30.8 40.6 47.5 93.7 89.2 6.3 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
202 208 269 183 214 547 553
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 533,999
COMMITMENTS
179,685 58,417 148,879 159,514 298,751 488,078 506,047 45,921 27,952
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -9,096)
-8,864 3,060 13,334 -10,608 -23,577 -6,139 -7,183 -2,957 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.6 10.9 27.9 29.9 55.9 91.4 94.8 8.6 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
126 70 142 82 97 297 261
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 626,160
COMMITMENTS
123,694 62,257 56,142 284,675 353,708 464,511 472,107 161,649 154,053
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 5,095)
8,752 3,947 816 -526 2,325 9,042 7,088 -3,948 -1,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 9.9 9.0 45.5 56.5 74.2 75.4 25.8 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
38 31 37 66 74 120 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,734
COMMITMENTS
53,837 155,320 9,683 425,703 388,751 489,223 553,754 142,511 77,980
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 6,515)
2,338 36 1,499 606 9,714 4,443 11,250 2,072 -4,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 24.6 1.5 67.4 61.5 77.4 87.7 22.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
13 15 9 51 50 70 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,486
COMMITMENTS
299 617 815 3,059 2,784 4,173 4,216 313 270
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 198)
-151 181 -109 402 74 142 146 56 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 13.8 18.2 68.2 62.1 93.0 94.0 7.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 2 9 12 15 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 433,292
COMMITMENTS
71,328 85,752 103,481 201,339 203,143 376,148 392,376 57,144 40,915
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -1,397)
3,740 -13,544 8,682 -16,647 6,370 -4,225 1,508 2,828 -2,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 19.8 23.9 46.5 46.9 86.8 90.6 13.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
89 84 111 106 90 260 235
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,005
COMMITMENTS
1,702 4,411 1,918 7,884 5,616 11,505 11,945 2,500 2,060
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 92)
92 -122 86 -95 78 82 42 10 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 31.5 13.7 56.3 40.1 82.1 85.3 17.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
21 27 19 23 14 56 57
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,037,844
COMMITMENTS
118,794 192,365 46,769 744,368 647,260 909,931 886,394 127,914 151,451
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 19,793)
12,160 -17,366 8,773 -2,740 17,781 18,192 9,188 1,601 10,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 18.5 4.5 71.7 62.4 87.7 85.4 12.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
46 46 45 89 105 159 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,216,801
COMMITMENTS
451,506 448,800 299,113 2103026 2037108 2853645 2785022 363,156 431,780
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 61,845)
78,771 -9,910 -7,252 1,310 63,643 72,828 46,480 -10,984 15,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.0 9.3 65.4 63.3 88.7 86.6 11.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
90 76 100 157 167 293 297
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 104,868
COMMITMENTS
14,186 8,101 172 48,301 39,386 62,660 47,659 42,208 57,209
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -2,499)
-3,275 -2,619 -2 -591 -4,910 -3,869 -7,531 1,370 5,032
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 7.7 0.2 46.1 37.6 59.8 45.4 40.2 54.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 1 1 12 9 16 11
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,598,774
COMMITMENTS
251,502 461,625 106,546 1948018 1683438 2306066 2251609 292,708 347,165
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 22,412)
13,325 -14,196 -592 2,145 35,601 14,878 20,813 7,534 1,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 17.8 4.1 75.0 64.8 88.7 86.6 11.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
46 74 61 105 139 189 236
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 937,717
COMMITMENTS
47,178 122,329 127,960 745,396 625,399 920,534 875,689 17,183 62,028
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 79,360)
4,285 26,334 13,859 60,873 45,166 79,017 85,359 343 -5,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 13.0 13.6 79.5 66.7 98.2 93.4 1.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
14 45 37 51 67 94 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,343
COMMITMENTS
24,928 17,103 987 26,513 32,752 52,428 50,842 7,915 9,501
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 2,018)
1,106 1,727 91 408 -193 1,604 1,625 414 394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 28.3 1.6 43.9 54.3 86.9 84.3 13.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
34 24 8 31 28 70 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,686
COMMITMENTS
49,855 34,206 1,975 53,026 65,504 104,856 101,684 15,829 19,001
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: 4,037)
2,211 3,454 181 816 -386 3,209 3,250 828 787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 28.3 1.6 43.9 54.3 86.9 84.3 13.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
34 24 8 31 28 70 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,445
COMMITMENTS
13,139 14,188 603 1,576 645 15,318 15,436 127 9
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -903)
-631 -802 -91 0 0 -722 -893 -181 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.1 91.9 3.9 10.2 4.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
21 11 2 2 1 24 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,483
COMMITMENTS
20,077 12,900 299 5,927 13,166 26,303 26,365 180 118
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -364)
395 -396 -10 -805 39 -420 -367 56 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 48.7 1.1 22.4 49.7 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
7 15 1 6 18 14 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/12/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,859
COMMITMENTS
23,781 14,360 0 7,978 17,342 31,759 31,702 100 157
CHANGES FROM 04/05/16 (CHANGE IN OPEN INTEREST: -742)
1,383 -492 0 -2,134 -350 -751 -842 9 100
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.6 45.1 0.0 25.0 54.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 16 0 4 11 10 27
Updated April 15, 2016