WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,311
COMMITMENTS
114,623 152,433 107,795 180,188 137,704 402,606 397,932 37,705 42,379
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -3,232)
-8,087 8,450 -2,652 7,270 -9,470 -3,469 -3,672 237 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 34.6 24.5 40.9 31.3 91.4 90.4 8.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
118 111 139 98 96 299 284
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 162,519
COMMITMENTS
44,500 55,847 27,257 72,424 55,437 144,181 138,541 18,338 23,978
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 1,113)
2,809 3,849 -1,393 559 -124 1,975 2,332 -862 -1,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 34.4 16.8 44.6 34.1 88.7 85.2 11.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
37 64 60 68 57 144 152
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,456,360
COMMITMENTS
408,168 473,546 231,221 683,973 542,071 1323362 1246838 132,998 209,522
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -2,731)
-5,505 34,633 -5,968 6,091 -24,022 -5,382 4,643 2,651 -7,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 32.5 15.9 47.0 37.2 90.9 85.6 9.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
172 184 171 252 263 522 551
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,743
COMMITMENTS
1,358 1,091 251 5,313 5,601 6,922 6,943 1,821 1,800
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -104)
-43 -44 -2 -266 -237 -311 -283 207 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 12.5 2.9 60.8 64.1 79.2 79.4 20.8 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
6 10 6 19 13 28 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 737,549
COMMITMENTS
193,515 213,427 129,041 367,266 290,595 689,822 633,063 47,727 104,486
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -6,570)
13,034 -5,135 359 -17,295 2,651 -3,902 -2,125 -2,668 -4,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 28.9 17.5 49.8 39.4 93.5 85.8 6.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
159 210 202 158 186 447 489
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 416,532
COMMITMENTS
139,742 66,899 75,577 161,885 248,007 377,204 390,483 39,328 26,049
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -6,037)
-14,015 17,957 1,640 11,955 -20,786 -420 -1,189 -5,617 -4,848
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 16.1 18.1 38.9 59.5 90.6 93.7 9.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
102 80 120 82 76 263 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 483,880
COMMITMENTS
73,328 55,204 11,661 272,077 265,830 357,066 332,695 126,814 151,185
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -7,962)
-1,486 3,863 -1,114 -12,335 -6,703 -14,935 -3,954 6,973 -4,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 11.4 2.4 56.2 54.9 73.8 68.8 26.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
30 29 21 54 68 96 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,253
COMMITMENTS
55,469 81,503 7,663 430,776 422,263 493,908 511,429 116,345 98,824
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -5,991)
-265 -6,623 348 -8,489 -3,443 -8,406 -9,718 2,415 3,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 13.4 1.3 70.6 69.2 80.9 83.8 19.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
12 15 10 50 52 67 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,146
COMMITMENTS
2,930 448 1,340 2,567 5,053 6,837 6,841 309 305
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -294)
-141 -268 83 -236 -186 -294 -371 0 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 6.3 18.8 35.9 70.7 95.7 95.7 4.3 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 5 7 13 15 33 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 400,940
COMMITMENTS
120,571 79,240 59,092 171,410 229,508 351,073 367,840 49,867 33,100
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 341)
9,220 -4,661 -2,432 -6,744 9,598 44 2,505 297 -2,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 19.8 14.7 42.8 57.2 87.6 91.7 12.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
92 67 90 84 87 231 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,101
COMMITMENTS
1,061 5,537 1,707 5,957 1,820 8,725 9,064 2,376 2,037
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -933)
118 7 -776 -54 74 -712 -695 -221 -238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 49.9 15.4 53.7 16.4 78.6 81.7 21.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
14 29 20 19 10 49 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,206,050
COMMITMENTS
397,642 266,918 25,748 676,393 765,556 1099783 1058222 106,267 147,828
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 53,779)
44,317 -17,621 1,940 12,690 64,920 58,947 49,239 -5,168 4,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 22.1 2.1 56.1 63.5 91.2 87.7 8.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
51 59 27 88 121 152 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,670,001
COMMITMENTS
383,349 479,798 77,599 1932797 1679292 2393745 2236689 276,256 433,312
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -107,577)
-29,071 30,799 -9,707 -78,122 -105,194 -116,900 -84,102 9,323 -23,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 18.0 2.9 72.4 62.9 89.7 83.8 10.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
66 99 46 137 174 232 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,091,340
COMMITMENTS
336,398 376,946 70,431 1459924 1280042 1866753 1727419 224,587 363,921
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 13,891)
39,242 -3,610 -138 -26,644 18,034 12,460 14,286 1,431 -395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 18.0 3.4 69.8 61.2 89.3 82.6 10.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
40 67 29 100 134 159 211
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 868,620
COMMITMENTS
28,223 176,045 156,503 661,258 478,545 845,984 811,093 22,636 57,527
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 51,338)
8,827 829 -2,326 44,352 50,212 50,853 48,715 485 2,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 20.3 18.0 76.1 55.1 97.4 93.4 2.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
11 49 33 50 66 86 127
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,316
COMMITMENTS
12,635 6,659 1,528 33,283 40,928 47,445 49,114 7,871 6,202
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -2,750)
1,248 -4,842 705 -4,067 573 -2,114 -3,564 -637 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 12.0 2.8 60.2 74.0 85.8 88.8 14.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 19 5 33 28 63 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,632
COMMITMENTS
25,269 13,317 3,056 66,565 81,855 94,890 98,228 15,742 12,404
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -5,500)
2,496 -9,683 1,410 -8,133 1,146 -4,227 -7,127 -1,273 1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 12.0 2.8 60.2 74.0 85.8 88.8 14.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 19 5 33 28 63 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,721
COMMITMENTS
15,400 17,022 1,989 2,178 678 19,567 19,689 154 32
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: 3,505)
2,281 2,510 993 163 0 3,437 3,503 68 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.1 86.3 10.1 11.0 3.4 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 13 3 2 1 20 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,774
COMMITMENTS
34,991 21,731 21 7,713 20,936 42,725 42,688 49 86
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -12,950)
-7,270 -312 -3,313 -2,306 -9,354 -12,889 -12,979 -61 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 50.8 0.0 18.0 48.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 17 1 4 16 12 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/16/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,679
COMMITMENTS
26,833 10,766 32 2,760 18,776 29,625 29,574 54 105
CHANGES FROM 06/09/15 (CHANGE IN OPEN INTEREST: -7,145)
-3,101 -1,092 -549 -3,480 -5,525 -7,130 -7,166 -15 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.4 36.3 0.1 9.3 63.3 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
12 11 2 2 10 14 23
Updated June 19, 2015