WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,942
COMMITMENTS
118,638 158,508 102,711 170,895 126,031 392,244 387,250 35,698 40,692
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,145)
-13,663 -6,124 9,566 4,757 -956 660 2,486 485 -1,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 37.0 24.0 39.9 29.5 91.7 90.5 8.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
126 113 144 97 97 314 296
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 153,978
COMMITMENTS
43,679 53,176 18,447 75,043 58,481 137,169 130,104 16,809 23,874
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -6,182)
-4,406 -7,708 1,404 -3,126 -1,221 -6,128 -7,525 -54 1,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 34.5 12.0 48.7 38.0 89.1 84.5 10.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
46 48 51 70 62 143 142
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,333,440
COMMITMENTS
383,284 286,898 218,770 619,163 614,533 1221217 1120201 112,223 213,239
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 2,473)
-3,203 -36,709 14,076 -10,429 31,048 444 8,415 2,029 -5,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 21.5 16.4 46.4 46.1 91.6 84.0 8.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725)
160 166 177 234 304 500 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,251
COMMITMENTS
2,187 2,340 161 4,982 4,818 7,330 7,319 1,921 1,932
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 145)
14 -140 -58 146 351 102 153 43 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 25.3 1.7 53.9 52.1 79.2 79.1 20.8 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 7 4 15 12 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 728,285
COMMITMENTS
185,190 193,766 121,092 376,378 301,124 682,660 615,982 45,625 112,303
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 12,268)
2,744 795 2,475 6,084 12,904 11,303 16,174 965 -3,906
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 26.6 16.6 51.7 41.3 93.7 84.6 6.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 632)
148 222 203 151 207 428 529
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,969
COMMITMENTS
113,914 84,829 71,269 159,273 189,630 344,456 345,728 30,513 29,241
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,262)
-3,500 -4,043 3,052 4,018 6,874 3,570 5,883 692 -1,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 22.6 19.0 42.5 50.6 91.9 92.2 8.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
93 86 109 82 64 236 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 414,086
COMMITMENTS
53,111 40,739 6,240 211,118 230,920 270,469 277,899 143,617 136,187
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 8,926)
-7,901 8,737 -2,628 12,931 9,739 2,402 15,848 6,524 -6,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 9.8 1.5 51.0 55.8 65.3 67.1 34.7 32.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
24 18 9 46 59 73 83
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 581,495
COMMITMENTS
46,725 95,537 7,106 402,447 389,033 456,278 491,676 125,217 89,819
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 140)
-4,661 2,159 -4,188 1,258 -4,239 -7,591 -6,268 7,731 6,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 16.4 1.2 69.2 66.9 78.5 84.6 21.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 14 8 49 48 64 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,452
COMMITMENTS
1,170 73 823 5,052 6,305 7,045 7,201 407 251
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -261)
-63 -30 -161 -24 -25 -248 -216 -13 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 1.0 11.0 67.8 84.6 94.5 96.6 5.5 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 2 7 18 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 340,977
COMMITMENTS
97,655 63,728 48,946 148,647 196,494 295,248 309,168 45,729 31,809
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 877)
-4,261 -3,733 4,841 -2,359 -525 -1,779 583 2,656 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 18.7 14.4 43.6 57.6 86.6 90.7 13.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
78 76 80 84 71 219 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,705
COMMITMENTS
710 4,897 803 5,397 1,639 6,910 7,339 1,795 1,366
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -157)
-53 -149 128 -257 39 -182 18 25 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 56.3 9.2 62.0 18.8 79.4 84.3 20.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 28 10 21 13 39 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,370,178
COMMITMENTS
403,026 312,507 18,116 841,489 894,809 1262631 1225432 107,547 144,746
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 46,738)
45,342 -25,654 -1,454 -8,204 60,069 35,684 32,961 11,054 13,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 22.8 1.3 61.4 65.3 92.2 89.4 7.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
48 63 27 91 121 151 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,805,417
COMMITMENTS
350,424 530,231 89,604 2043697 1784507 2483725 2404342 321,692 401,075
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 176,286)
-40,260 32,017 29,313 155,881 123,233 144,934 184,563 31,352 -8,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 18.9 3.2 72.8 63.6 88.5 85.7 11.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
63 96 52 138 178 234 293
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,002,607
COMMITMENTS
378,424 404,266 22,110 1361720 1222109 1762254 1648485 240,353 354,122
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 4,781)
-44,448 -536 1,965 22,986 15,432 -19,497 16,861 24,278 -12,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 20.2 1.1 68.0 61.0 88.0 82.3 12.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
37 64 28 98 123 154 196
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 749,830
COMMITMENTS
50,517 132,437 155,934 518,538 407,438 724,989 695,809 24,841 54,021
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -12,003)
21,474 -4,003 -33,939 -320 22,262 -12,785 -15,680 782 3,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 17.7 20.8 69.2 54.3 96.7 92.8 3.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
13 37 31 43 53 77 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,325
COMMITMENTS
14,971 8,773 1,252 29,206 38,248 45,429 48,272 7,896 5,053
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -884)
-694 -1,866 306 -217 1,822 -605 262 -279 -1,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 16.5 2.3 54.8 71.7 85.2 90.5 14.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 21 4 30 24 57 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,649
COMMITMENTS
29,942 17,545 2,504 58,411 76,495 90,857 96,544 15,792 10,105
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,767)
-1,388 -3,731 611 -433 3,643 -1,210 523 -557 -2,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 16.5 2.3 54.8 71.7 85.2 90.5 14.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 21 4 30 24 57 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,146
COMMITMENTS
11,416 11,754 714 848 678 12,978 13,146 168 0
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -3,778)
-1,826 -1,691 -1,941 -67 0 -3,834 -3,632 56 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.8 89.4 5.4 6.5 5.2 98.7 100.0 1.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
16 10 2 1 1 18 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,423
COMMITMENTS
32,437 17,520 0 12,871 27,770 45,308 45,290 115 133
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: -1,026)
449 -558 0 -1,462 -463 -1,013 -1,021 -13 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.4 38.6 0.0 28.3 61.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 16 0 7 15 14 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,351
COMMITMENTS
28,961 13,378 0 9,256 24,876 38,217 38,254 134 97
CHANGES FROM 03/17/15 (CHANGE IN OPEN INTEREST: 1,681)
1,272 665 -19 414 1,041 1,667 1,687 14 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 34.9 0.0 24.1 64.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 14 0 4 15 15 29
Updated March 27, 2015