WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,941
COMMITMENTS
107,587 151,142 102,435 185,180 138,633 395,202 392,210 38,739 41,731
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -6,370)
-7,036 -1,291 -5,360 4,992 929 -7,404 -5,722 1,034 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 34.8 23.6 42.7 31.9 91.1 90.4 8.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
120 114 140 105 97 308 284
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 171,911
COMMITMENTS
48,091 65,136 25,841 78,932 58,323 152,864 149,300 19,047 22,611
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 9,392)
3,591 9,289 -1,416 6,508 2,886 8,683 10,759 709 -1,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 37.9 15.0 45.9 33.9 88.9 86.8 11.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
40 65 55 68 63 137 162
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,427,005
COMMITMENTS
384,495 430,808 233,195 675,368 559,919 1293058 1223922 133,947 203,083
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -29,355)
-23,673 -42,738 1,974 -8,605 17,848 -30,304 -22,916 949 -6,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 30.2 16.3 47.3 39.2 90.6 85.8 9.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 705)
171 172 171 253 266 524 538
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,654
COMMITMENTS
1,269 1,294 140 5,530 5,542 6,939 6,976 1,715 1,678
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -89)
-89 203 -111 217 -59 17 33 -106 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 15.0 1.6 63.9 64.0 80.2 80.6 19.8 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
5 10 5 20 13 28 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 701,538
COMMITMENTS
192,266 162,048 118,506 340,114 320,695 650,886 601,249 50,652 100,289
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -36,011)
-1,249 -51,379 -10,535 -27,152 30,100 -38,936 -31,814 2,925 -4,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 23.1 16.9 48.5 45.7 92.8 85.7 7.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
149 193 186 159 196 437 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,965
COMMITMENTS
122,364 66,367 76,712 163,149 230,268 362,225 373,347 38,740 27,618
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -15,567)
-17,378 -532 1,135 1,264 -17,739 -14,979 -17,136 -588 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 16.6 19.1 40.7 57.4 90.3 93.1 9.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
101 74 122 85 69 261 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,453
COMMITMENTS
71,407 56,842 8,135 284,117 266,153 363,659 331,130 120,794 153,323
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 573)
-1,921 1,638 -3,526 12,040 323 6,593 -1,565 -6,020 2,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 11.7 1.7 58.6 54.9 75.1 68.4 24.9 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
32 26 15 52 69 92 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 597,597
COMMITMENTS
55,934 80,693 10,462 424,785 413,719 491,181 504,874 106,416 92,723
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -12,656)
465 -810 2,799 -5,991 -8,544 -2,727 -6,555 -9,929 -6,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 13.5 1.8 71.1 69.2 82.2 84.5 17.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
13 17 9 52 54 69 76
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,147
COMMITMENTS
2,823 163 1,537 2,383 5,231 6,743 6,931 404 216
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1)
-107 -285 197 -184 178 -94 90 95 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 2.3 21.5 33.3 73.2 94.3 97.0 5.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 3 6 14 17 31 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 411,909
COMMITMENTS
127,746 73,173 61,286 170,115 245,572 359,147 380,031 52,762 31,878
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 10,969)
7,175 -6,067 2,194 -1,295 16,064 8,074 12,191 2,895 -1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 17.8 14.9 41.3 59.6 87.2 92.3 12.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
87 68 88 83 90 232 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,610
COMMITMENTS
1,171 5,482 857 5,422 1,515 7,450 7,854 2,160 1,756
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -1,491)
110 -55 -850 -535 -305 -1,275 -1,210 -216 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 57.0 8.9 56.4 15.8 77.5 81.7 22.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
15 27 13 18 8 42 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,203,020
COMMITMENTS
395,994 283,906 29,576 660,041 748,526 1085611 1062008 117,409 141,012
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -3,030)
-1,648 16,988 3,828 -16,352 -17,030 -14,172 3,786 11,142 -6,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 23.6 2.5 54.9 62.2 90.2 88.3 9.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
52 60 25 91 128 155 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,718,883
COMMITMENTS
420,451 467,187 78,761 1952571 1729068 2451783 2275016 267,100 443,867
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 48,882)
37,102 -12,611 1,162 19,774 49,776 58,038 38,327 -9,156 10,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 17.2 2.9 71.8 63.6 90.2 83.7 9.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
67 103 46 146 161 239 284
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,104,953
COMMITMENTS
342,728 393,869 71,239 1447902 1273037 1861869 1738145 243,084 366,808
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 13,613)
6,330 16,923 808 -12,022 -7,005 -4,884 10,726 18,497 2,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 18.7 3.4 68.8 60.5 88.5 82.6 11.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
41 62 29 101 129 161 201
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 871,840
COMMITMENTS
25,418 185,454 157,213 669,912 470,761 852,543 813,428 19,297 58,412
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 3,220)
-2,805 9,409 710 8,654 -7,784 6,559 2,335 -3,339 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 21.3 18.0 76.8 54.0 97.8 93.3 2.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
15 46 34 56 66 93 128
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,299
COMMITMENTS
17,431 5,407 920 28,044 41,417 46,395 47,743 6,904 5,556
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -2,018)
4,796 -1,252 -608 -5,239 489 -1,051 -1,371 -967 -647
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 10.1 1.7 52.6 77.7 87.0 89.6 13.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 17 2 27 27 55 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,597
COMMITMENTS
34,861 10,813 1,840 56,088 82,833 92,789 95,486 13,808 11,111
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -4,035)
9,592 -2,504 -1,216 -10,477 978 -2,101 -2,742 -1,934 -1,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 10.1 1.7 52.6 77.7 87.0 89.6 13.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 17 2 27 27 55 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,182
COMMITMENTS
14,108 15,731 741 2,125 678 16,974 17,150 208 32
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: -2,539)
-1,292 -1,291 -1,248 -53 0 -2,593 -2,539 54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.1 91.6 4.3 12.4 3.9 98.8 99.8 1.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
15 12 2 2 1 18 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,995
COMMITMENTS
35,909 21,812 21 7,996 22,098 43,926 43,931 69 64
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,221)
918 81 0 283 1,162 1,201 1,243 20 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.6 49.6 0.0 18.2 50.2 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 19 1 4 16 10 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/23/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,275
COMMITMENTS
27,796 11,647 129 3,291 19,382 31,216 31,158 59 117
CHANGES FROM 06/16/15 (CHANGE IN OPEN INTEREST: 1,596)
963 881 97 531 606 1,591 1,584 5 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 37.2 0.4 10.5 62.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
10 11 3 1 11 11 25
Updated June 26, 2015