WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 404,555
COMMITMENTS
123,959 153,066 85,146 159,430 122,226 368,535 360,438 36,020 44,117
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 2,813)
-137 5,702 6,016 -3,186 -7,933 2,693 3,785 120 -972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 37.8 21.0 39.4 30.2 91.1 89.1 8.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
137 108 129 92 90 311 273
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 164,037
COMMITMENTS
47,849 61,382 13,940 86,795 66,486 148,584 141,808 15,453 22,229
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 6,100)
1,817 6,215 1,431 2,863 -2,738 6,111 4,908 -11 1,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 37.4 8.5 52.9 40.5 90.6 86.4 9.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
48 51 45 68 57 137 139
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,249,063
COMMITMENTS
379,483 231,733 186,062 579,060 610,321 1144605 1028116 104,458 220,947
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -45,462)
-1,831 14,230 -14,441 -20,557 -32,080 -36,829 -32,291 -8,633 -13,171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.6 14.9 46.4 48.9 91.6 82.3 8.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
153 159 167 207 305 467 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,529
COMMITMENTS
1,741 2,121 281 4,584 4,155 6,606 6,557 1,923 1,972
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -833)
216 49 -113 -802 -527 -699 -591 -134 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.4 24.9 3.3 53.7 48.7 77.5 76.9 22.5 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 7 4 15 12 27 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 671,988
COMMITMENTS
192,918 188,207 105,927 328,509 257,690 627,354 551,824 44,634 120,164
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -5,959)
16,699 -1,078 -2,375 -12,945 -5,672 1,379 -9,125 -7,338 3,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 28.0 15.8 48.9 38.3 93.4 82.1 6.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 627)
140 220 186 150 206 406 523
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 353,162
COMMITMENTS
123,494 58,401 61,861 137,741 208,738 323,096 329,000 30,066 24,162
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -11,628)
15,794 -8,150 -11,467 -15,712 14,041 -11,385 -5,576 -243 -6,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 16.5 17.5 39.0 59.1 91.5 93.2 8.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
86 84 99 70 70 223 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,420
COMMITMENTS
53,252 54,911 18,251 220,189 214,525 291,692 287,687 134,728 138,733
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -164,194)
-9,125 1,229 5,093 -121,324 -130,638 -125,356 -124,316 -38,838 -39,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 12.9 4.3 51.6 50.3 68.4 67.5 31.6 32.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
18 27 19 45 55 73 91
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 581,574
COMMITMENTS
51,161 86,573 17,754 401,381 388,041 470,296 492,368 111,278 89,206
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -50,325)
4,500 -2,258 -11,937 -32,045 -36,065 -39,482 -50,260 -10,843 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 14.9 3.1 69.0 66.7 80.9 84.7 19.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 13 12 52 50 71 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,930
COMMITMENTS
1,195 216 739 4,516 5,703 6,450 6,658 480 272
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 157)
31 -13 47 32 185 110 219 47 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 3.1 10.7 65.2 82.3 93.1 96.1 6.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 7 15 18 26 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 336,523
COMMITMENTS
106,492 62,827 41,219 145,091 201,465 292,802 305,511 43,721 31,012
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -21,219)
-10,756 1,886 -2,203 -4,703 -18,028 -17,662 -18,345 -3,557 -2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 18.7 12.2 43.1 59.9 87.0 90.8 13.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
79 79 70 85 78 211 187
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,089
COMMITMENTS
778 4,814 792 5,725 1,637 7,295 7,243 1,794 1,846
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -88)
0 51 -41 115 -75 74 -65 -162 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 53.0 8.7 63.0 18.0 80.3 79.7 19.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
9 26 12 20 12 40 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,346,664
COMMITMENTS
314,784 347,191 25,088 902,498 825,134 1242370 1197413 104,294 149,251
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -194,980)
-3,188 5,387 -7,080 -168,734 -174,387 -179,002 -176,080 -15,978 -18,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.4 25.8 1.9 67.0 61.3 92.3 88.9 7.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
42 59 26 98 125 152 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,602,234
COMMITMENTS
353,595 493,069 72,163 1872276 1617353 2298034 2182585 304,200 419,649
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -64,803)
-6,497 23,267 -60,454 42,966 -21,543 -23,985 -58,730 -40,818 -6,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 18.9 2.8 71.9 62.2 88.3 83.9 11.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
57 98 44 144 171 233 281
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,946,459
COMMITMENTS
424,341 428,330 23,993 1288204 1133993 1736538 1586316 209,921 360,143
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -211,527)
24,436 22,924 -31,987 -112,686 -108,944 -120,237 -118,007 -91,290 -93,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 22.0 1.2 66.2 58.3 89.2 81.5 10.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
47 54 33 103 120 169 188
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 659,157
COMMITMENTS
18,905 132,313 145,397 466,836 328,904 631,138 606,614 28,019 52,543
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -39,554)
-17,424 5,875 -7,100 -14,981 -34,396 -39,505 -35,621 -49 -3,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 20.1 22.1 70.8 49.9 95.7 92.0 4.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
16 31 35 36 51 73 103
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,358
COMMITMENTS
21,096 9,204 90 29,022 41,728 50,208 51,022 8,150 7,336
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 192)
1,374 5 -69 1,275 -1,456 2,580 -1,520 -2,388 1,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 15.8 0.2 49.7 71.5 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
29 20 4 34 22 65 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,715
COMMITMENTS
42,192 18,408 180 58,043 83,455 100,415 102,043 16,300 14,672
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 384)
2,747 9 -138 2,550 -2,911 5,159 -3,040 -4,775 3,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 15.8 0.2 49.7 71.5 86.0 87.4 14.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
29 20 4 34 22 65 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,966
COMMITMENTS
12,414 10,790 753 691 2,407 13,858 13,950 108 16
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 1,904)
1,860 952 8 29 961 1,897 1,921 7 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 77.3 5.4 4.9 17.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 10 2 1 2 15 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 57,559
COMMITMENTS
23,916 16,801 7 33,474 40,528 57,397 57,336 162 223
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 1,400)
397 -981 7 960 2,299 1,364 1,325 36 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 29.2 0.0 58.2 70.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 17 1 9 18 14 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,005
COMMITMENTS
23,978 12,271 51 12,879 24,549 36,908 36,871 97 134
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 1,162)
565 -372 28 577 1,825 1,170 1,481 -8 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 33.2 0.1 34.8 66.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 14 4 6 16 16 32
Updated March 6, 2015