WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 424,445
COMMITMENTS
129,031 165,819 89,775 171,121 123,779 389,927 379,373 34,518 45,072
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 19,890)
5,072 12,753 4,629 11,691 1,553 21,392 18,935 -1,502 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 39.1 21.2 40.3 29.2 91.9 89.4 8.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
136 114 120 101 97 305 285
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,141
COMMITMENTS
49,529 62,156 13,477 82,616 62,250 145,622 137,883 15,519 23,258
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,896)
1,680 774 -463 -4,179 -4,236 -2,962 -3,925 66 1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 38.6 8.4 51.3 38.6 90.4 85.6 9.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
45 56 49 68 60 141 143
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,245,440
COMMITMENTS
376,792 247,815 175,668 589,476 602,884 1141936 1026367 103,504 219,073
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -3,623)
-2,691 16,082 -10,394 10,416 -7,437 -2,669 -1,749 -954 -1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 19.9 14.1 47.3 48.4 91.7 82.4 8.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 704)
157 158 159 217 305 472 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,938
COMMITMENTS
2,135 2,461 192 4,621 4,461 6,948 7,114 1,990 1,824
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 409)
394 340 -89 37 306 342 557 67 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 27.5 2.1 51.7 49.9 77.7 79.6 22.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 9 4 15 13 27 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 678,241
COMMITMENTS
177,354 185,747 107,044 350,296 269,567 634,694 562,358 43,547 115,883
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 6,253)
-15,564 -2,460 1,117 21,787 11,877 7,340 10,534 -1,087 -4,281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 27.4 15.8 51.6 39.7 93.6 82.9 6.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 621)
137 226 186 150 199 403 516
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,454
COMMITMENTS
120,642 77,461 62,288 145,553 189,916 328,483 329,665 29,971 28,789
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 5,292)
-2,852 19,060 427 7,812 -18,822 5,387 665 -95 4,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 21.6 17.4 40.6 53.0 91.6 92.0 8.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
93 90 100 76 67 225 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 403,170
COMMITMENTS
47,987 41,417 9,218 209,608 204,678 266,813 255,313 136,357 147,857
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -23,250)
-5,265 -13,494 -9,033 -10,581 -9,847 -24,879 -32,374 1,629 9,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 10.3 2.3 52.0 50.8 66.2 63.3 33.8 36.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
23 19 14 48 58 76 86
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 587,671
COMMITMENTS
53,168 92,783 13,254 407,573 391,246 473,995 497,283 113,676 90,388
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 6,097)
2,007 6,210 -4,500 6,192 3,205 3,699 4,915 2,398 1,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 15.8 2.3 69.4 66.6 80.7 84.6 19.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 15 11 55 47 74 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,295
COMMITMENTS
1,214 116 783 4,885 6,123 6,882 7,022 413 273
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 365)
19 -100 44 369 420 432 364 -67 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 1.6 10.7 67.0 83.9 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 2 6 18 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 345,400
COMMITMENTS
111,433 63,028 43,135 146,496 213,001 301,064 319,164 44,336 26,236
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 8,877)
4,941 201 1,916 1,405 11,536 8,262 13,653 615 -4,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 18.2 12.5 42.4 61.7 87.2 92.4 12.8 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
82 82 73 89 77 225 188
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,963
COMMITMENTS
770 4,889 676 5,732 1,566 7,178 7,131 1,785 1,832
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -126)
-8 75 -116 7 -71 -117 -112 -9 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 54.5 7.5 64.0 17.5 80.1 79.6 19.9 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 23 9 20 12 37 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,333,673
COMMITMENTS
334,203 337,966 22,146 869,322 823,823 1225671 1183935 108,002 149,738
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -12,991)
19,419 -9,225 -2,942 -33,176 -1,311 -16,699 -13,478 3,708 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 25.3 1.7 65.2 61.8 91.9 88.8 8.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
40 63 25 93 126 144 203
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,616,675
COMMITMENTS
376,634 514,891 61,091 1888474 1606926 2326199 2182908 290,476 433,767
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 14,441)
23,039 21,822 -11,072 16,198 -10,427 28,165 323 -13,724 14,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 19.7 2.3 72.2 61.4 88.9 83.4 11.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
62 94 46 145 163 238 272
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,973,104
COMMITMENTS
440,008 407,768 17,791 1306460 1193987 1764259 1619546 208,845 353,558
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 26,645)
15,667 -20,562 -6,202 18,256 59,994 27,721 33,230 -1,076 -6,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 20.7 0.9 66.2 60.5 89.4 82.1 10.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
45 58 29 104 126 167 195
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 723,522
COMMITMENTS
17,083 129,653 186,788 494,119 357,242 697,990 673,683 25,532 49,839
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 64,365)
-1,822 -2,660 41,391 27,283 28,338 66,852 67,069 -2,487 -2,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 17.9 25.8 68.3 49.4 96.5 93.1 3.5 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
16 30 34 40 57 74 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,716
COMMITMENTS
17,701 9,326 417 29,901 38,293 48,018 48,035 7,698 7,681
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,642)
-3,396 122 327 880 -3,435 -2,190 -2,987 -453 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 16.7 0.7 53.7 68.7 86.2 86.2 13.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 21 7 34 18 68 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,431
COMMITMENTS
35,401 18,651 833 59,802 76,586 96,036 96,070 15,395 15,361
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -5,284)
-6,791 243 653 1,759 -6,869 -4,379 -5,973 -905 689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 16.7 0.7 53.7 68.7 86.2 86.2 13.8 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
30 21 7 34 18 68 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,250
COMMITMENTS
12,686 12,807 752 691 678 14,129 14,237 121 13
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 284)
272 2,017 -1 0 -1,729 271 287 13 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.0 89.9 5.3 4.8 4.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 11 3 1 1 16 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 62,446
COMMITMENTS
25,771 17,752 8,412 28,157 36,122 62,340 62,286 106 160
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 4,887)
1,855 951 8,405 -5,317 -4,406 4,943 4,950 -56 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 28.4 13.5 45.1 57.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 17 2 8 17 14 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,579
COMMITMENTS
24,122 11,966 4,128 12,214 24,375 40,464 40,469 115 110
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 3,574)
144 -305 4,077 -665 -174 3,556 3,598 18 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.4 29.5 10.2 30.1 60.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 14 2 6 16 15 31
Updated March 13, 2015