WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 389,170
COMMITMENTS
118,918 117,011 75,416 155,171 153,872 349,505 346,299 39,665 42,871
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -44,771)
11,331 -34,131 -27,019 -30,009 15,239 -45,697 -45,911 926 1,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 30.1 19.4 39.9 39.5 89.8 89.0 10.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
123 110 113 88 112 277 282
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 183,836
COMMITMENTS
57,591 56,550 26,115 83,693 76,510 167,399 159,175 16,437 24,661
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 11,925)
9,500 -8,586 274 4,761 18,187 14,535 9,875 -2,610 2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 30.8 14.2 45.5 41.6 91.1 86.6 8.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
47 52 53 67 66 144 153
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,308,355
COMMITMENTS
409,204 298,635 185,269 598,044 612,459 1192517 1096363 115,838 211,992
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -118,650)
24,709 -132,173 -47,926 -77,324 52,540 -100,541 -127,559 -18,109 8,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 22.8 14.2 45.7 46.8 91.1 83.8 8.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
180 134 163 212 297 479 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,213
COMMITMENTS
753 1,540 115 4,673 4,005 5,541 5,660 1,672 1,553
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -1,441)
-516 246 -25 -857 -1,537 -1,398 -1,316 -43 -125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 21.4 1.6 64.8 55.5 76.8 78.5 23.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
6 10 3 17 9 24 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 665,965
COMMITMENTS
192,644 112,528 97,414 327,959 368,836 618,017 578,778 47,948 87,187
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -35,573)
378 -49,520 -21,092 -12,155 48,141 -32,869 -22,471 -2,704 -13,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 16.9 14.6 49.2 55.4 92.8 86.9 7.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
168 165 160 149 199 418 443
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 380,583
COMMITMENTS
128,381 59,214 66,897 149,010 230,105 344,288 356,216 36,295 24,367
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -20,382)
6,017 -7,153 -9,815 -14,139 -163 -17,937 -17,131 -2,445 -3,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 15.6 17.6 39.2 60.5 90.5 93.6 9.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
103 60 104 82 69 249 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 477,943
COMMITMENTS
57,066 61,171 9,348 298,305 267,096 364,719 337,615 113,224 140,328
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -6,510)
-14,341 4,329 1,213 14,188 943 1,060 6,485 -7,570 -12,995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 12.8 2.0 62.4 55.9 76.3 70.6 23.7 29.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
21 33 17 55 66 87 105
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 587,059
COMMITMENTS
50,444 91,064 8,107 427,139 395,711 485,690 494,882 101,369 92,177
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -10,538)
-5,490 10,371 -2,355 2,354 -18,008 -5,491 -9,992 -5,047 -546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 15.5 1.4 72.8 67.4 82.7 84.3 17.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
13 17 12 51 57 70 80
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,251
COMMITMENTS
3,026 380 1,287 2,529 5,415 6,842 7,082 409 169
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 104)
203 217 -250 146 184 99 151 5 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 5.2 17.7 34.9 74.7 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 7 13 17 34 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 393,327
COMMITMENTS
137,280 68,982 49,573 157,103 247,627 343,956 366,182 49,371 27,145
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -18,582)
9,534 -4,191 -11,713 -13,012 2,055 -15,191 -13,849 -3,391 -4,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 17.5 12.6 39.9 63.0 87.4 93.1 12.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
99 63 87 77 81 227 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,586
COMMITMENTS
1,221 4,981 902 5,120 2,082 7,243 7,965 2,343 1,621
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -24)
50 -501 45 -302 567 -207 111 183 -135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 52.0 9.4 53.4 21.7 75.6 83.1 24.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 24 12 15 9 37 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,190,195
COMMITMENTS
428,853 285,020 27,803 619,506 736,695 1076162 1049518 114,033 140,677
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -12,825)
32,859 1,114 -1,773 -40,535 -11,831 -9,449 -12,490 -3,376 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 23.9 2.3 52.1 61.9 90.4 88.2 9.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
53 56 24 93 126 158 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,718,708
COMMITMENTS
451,637 455,141 72,596 1909031 1772526 2433264 2300263 285,444 418,445
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -175)
31,186 -12,046 -6,165 -43,540 43,458 -18,519 25,247 18,344 -25,422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 16.7 2.7 70.2 65.2 89.5 84.6 10.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
67 103 50 136 166 235 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,111,725
COMMITMENTS
352,276 431,452 69,467 1446923 1255284 1868666 1756203 243,059 355,522
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 6,772)
9,548 37,583 -1,772 -979 -17,753 6,797 18,058 -25 -11,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 20.4 3.3 68.5 59.4 88.5 83.2 11.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
43 70 31 102 120 164 202
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 906,380
COMMITMENTS
33,061 177,520 164,341 685,478 509,341 882,880 851,202 23,500 55,178
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 34,540)
7,643 -7,934 7,128 15,566 38,580 30,337 37,774 4,203 -3,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.6 19.6 18.1 75.6 56.2 97.4 93.9 2.6 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
18 46 33 53 67 90 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,827
COMMITMENTS
8,709 9,099 1,030 28,539 29,319 38,278 39,447 6,550 5,380
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -8,472)
-8,722 3,692 110 495 -12,098 -8,117 -8,296 -355 -176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 20.3 2.3 63.7 65.4 85.4 88.0 14.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 21 4 29 20 56 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,654
COMMITMENTS
17,417 18,197 2,060 57,078 58,637 76,555 78,894 13,099 10,760
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: -16,943)
-17,444 7,384 220 990 -24,196 -16,234 -16,592 -709 -351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 20.3 2.3 63.7 65.4 85.4 88.0 14.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 21 4 29 20 56 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 22,678
COMMITMENTS
19,090 21,094 874 2,492 678 22,456 22,646 222 32
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 5,496)
4,982 5,363 133 367 0 5,482 5,496 14 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.2 93.0 3.9 11.0 3.0 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 13 2 2 1 20 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,571
COMMITMENTS
36,768 20,772 21 8,640 24,716 45,429 45,509 142 62
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,576)
859 -1,040 0 644 2,618 1,503 1,578 73 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.7 45.6 0.0 19.0 54.2 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 17 1 4 17 8 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/30/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,493
COMMITMENTS
26,966 12,411 227 5,186 19,757 32,379 32,395 114 98
CHANGES FROM 06/23/15 (CHANGE IN OPEN INTEREST: 1,218)
-830 764 98 1,895 375 1,163 1,237 55 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.0 38.2 0.7 16.0 60.8 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 15 2 2 11 8 28
Updated July 6, 2015