WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,880
COMMITMENTS
86,353 189,426 209,859 249,427 152,412 545,640 551,698 48,240 42,182
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,520)
-961 -20,741 1,707 3,373 22,954 4,118 3,920 -1,598 -1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 31.9 35.3 42.0 25.7 91.9 92.9 8.1 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
121 152 161 116 115 340 341
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 231,553
COMMITMENTS
60,171 84,692 38,506 110,244 83,925 208,921 207,123 22,632 24,430
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 2,578)
7,610 -580 -1,552 -2,038 4,462 4,020 2,329 -1,442 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 36.6 16.6 47.6 36.2 90.2 89.4 9.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
70 63 67 85 73 186 181
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,937,677
COMMITMENTS
353,865 284,103 532,466 845,672 880,004 1732003 1696572 205,674 241,105
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 50,873)
24,085 -105,875 38,611 -8,857 120,371 53,839 53,107 -2,966 -2,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 14.7 27.5 43.6 45.4 89.4 87.6 10.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
205 181 254 321 334 670 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,140
COMMITMENTS
2,720 3,919 2,512 4,613 4,146 9,845 10,577 3,295 2,563
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 47)
159 -94 -77 -93 271 -11 99 58 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 29.8 19.1 35.1 31.6 74.9 80.5 25.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 16 9 15 10 31 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,214,912
COMMITMENTS
264,945 94,711 411,552 463,001 580,609 1139498 1086872 75,414 128,039
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 131,993)
23,936 -23,185 78,242 22,999 66,320 125,177 121,377 6,816 10,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.8 33.9 38.1 47.8 93.8 89.5 6.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
239 201 285 189 245 596 596
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 555,782
COMMITMENTS
175,171 53,230 163,425 167,677 314,872 506,273 531,527 49,508 24,255
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 21,783)
-4,513 -5,187 14,546 8,163 16,121 18,196 25,480 3,587 -3,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 9.6 29.4 30.2 56.7 91.1 95.6 8.9 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
126 65 144 85 96 304 259
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,675
COMMITMENTS
127,404 68,280 61,247 293,944 364,577 482,594 494,104 156,081 144,571
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 12,515)
3,710 6,024 5,104 9,269 10,869 18,083 21,997 -5,568 -9,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 10.7 9.6 46.0 57.1 75.6 77.4 24.4 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
37 36 41 69 80 130 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 629,877
COMMITMENTS
54,996 163,704 7,682 425,678 387,437 488,356 558,823 141,521 71,054
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -1,857)
1,159 8,384 -2,001 -25 -1,314 -867 5,069 -990 -6,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 26.0 1.2 67.6 61.5 77.5 88.7 22.5 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
13 17 10 52 52 72 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,438
COMMITMENTS
492 862 502 3,086 2,829 4,080 4,193 358 245
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -48)
193 245 -313 27 45 -93 -23 45 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.4 11.3 69.5 63.7 91.9 94.5 8.1 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
6 6 2 10 13 17 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 445,419
COMMITMENTS
79,760 64,315 106,893 200,975 235,428 387,628 406,636 57,791 38,782
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 12,127)
8,432 -21,437 3,412 -364 32,285 11,480 14,260 647 -2,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 14.4 24.0 45.1 52.9 87.0 91.3 13.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
88 76 113 106 95 268 230
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,105
COMMITMENTS
1,401 3,771 1,690 7,431 5,323 10,522 10,784 2,583 2,321
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -900)
-301 -640 -228 -453 -293 -982 -1,161 82 261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 28.8 12.9 56.7 40.6 80.3 82.3 19.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
20 23 15 25 13 53 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,064,630
COMMITMENTS
123,673 208,438 44,430 771,528 655,876 939,632 908,745 124,999 155,886
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 26,786)
4,879 16,073 -2,338 27,160 8,616 29,701 22,351 -2,915 4,435
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 19.6 4.2 72.5 61.6 88.3 85.4 11.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
40 53 44 89 109 156 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,252,652
COMMITMENTS
464,466 460,220 295,554 2129051 2082955 2889071 2838729 363,582 413,924
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 35,851)
12,960 11,419 -3,560 26,025 45,847 35,425 53,707 426 -17,856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 14.1 9.1 65.5 64.0 88.8 87.3 11.2 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
82 87 103 163 172 302 305
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 111,576
COMMITMENTS
17,134 8,354 537 52,141 44,488 69,812 53,379 41,764 58,197
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 6,708)
2,948 253 365 3,840 5,102 7,152 5,720 -444 988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 7.5 0.5 46.7 39.9 62.6 47.8 37.4 52.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 2 2 13 11 19 14
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,674,094
COMMITMENTS
327,564 459,753 116,610 1949067 1764741 2393240 2341104 280,853 332,990
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 75,320)
76,062 -1,872 10,064 1,049 81,303 87,174 89,495 -11,855 -14,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 17.2 4.4 72.9 66.0 89.5 87.5 10.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
52 70 58 111 150 199 242
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 1,004,128
COMMITMENTS
40,976 131,797 155,865 787,376 656,347 984,217 944,009 19,911 60,119
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 66,411)
-6,202 9,468 27,905 41,980 30,947 63,683 68,320 2,728 -1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 13.1 15.5 78.4 65.4 98.0 94.0 2.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 139)
14 49 41 54 70 99 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,092
COMMITMENTS
25,078 17,598 837 27,276 32,611 53,192 51,046 7,901 10,046
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 749)
150 495 -150 763 -141 764 204 -14 546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 28.8 1.4 44.6 53.4 87.1 83.6 12.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 26 7 31 30 65 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,184
COMMITMENTS
50,156 35,195 1,674 54,553 65,222 106,383 102,092 15,801 20,093
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 1,499)
301 990 -300 1,527 -282 1,527 407 -28 1,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 28.8 1.4 44.6 53.4 87.1 83.6 12.9 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
30 26 7 31 30 65 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,716
COMMITMENTS
16,131 17,367 697 1,785 645 18,613 18,709 103 7
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: 3,271)
2,992 3,179 94 209 0 3,295 3,273 -24 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.2 92.8 3.7 9.5 3.4 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
23 11 2 2 1 26 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,328
COMMITMENTS
19,594 11,872 299 6,282 14,044 26,175 26,215 153 113
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -155)
-483 -1,028 0 355 878 -128 -150 -27 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 45.1 1.1 23.9 53.3 99.4 99.6 0.6 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 17 1 5 19 12 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/19/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,159
COMMITMENTS
22,601 13,232 0 8,468 17,804 31,069 31,036 90 123
CHANGES FROM 04/12/16 (CHANGE IN OPEN INTEREST: -700)
-1,180 -1,128 0 490 462 -690 -666 -10 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.5 42.5 0.0 27.2 57.1 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 16 0 4 11 11 27
Updated April 22, 2016