WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 409,308
COMMITMENTS
134,738 121,445 77,579 153,528 167,815 365,845 366,839 43,463 42,469
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,131)
-1,587 847 5,685 -1,802 -3,577 2,296 2,955 -165 -824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 29.7 19.0 37.5 41.0 89.4 89.6 10.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
132 120 126 89 113 287 305
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 199,141
COMMITMENTS
58,413 49,491 29,540 91,544 91,955 179,497 170,986 19,644 28,155
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 7,078)
2,128 6,556 1,864 2,407 -2,191 6,399 6,229 679 849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 24.9 14.8 46.0 46.2 90.1 85.9 9.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
45 55 53 64 73 143 159
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,386,008
COMMITMENTS
484,416 160,922 204,654 581,722 789,311 1270792 1154887 115,216 231,121
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 36,961)
38,625 -26,639 6,557 -6,648 48,715 38,534 28,633 -1,573 8,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 11.6 14.8 42.0 56.9 91.7 83.3 8.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
202 142 167 211 325 504 569
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,240
COMMITMENTS
1,018 2,194 181 5,299 3,948 6,498 6,323 1,742 1,917
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 495)
-11 311 100 391 -101 480 310 15 185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 26.6 2.2 64.3 47.9 78.9 76.7 21.1 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
7 12 4 17 10 26 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 679,722
COMMITMENTS
201,175 87,254 104,887 320,939 405,343 627,001 597,484 52,721 82,238
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 3,278)
3,958 -2,917 2,421 -4,415 3,275 1,964 2,779 1,314 499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 12.8 15.4 47.2 59.6 92.2 87.9 7.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
174 145 160 159 208 425 437
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,177
COMMITMENTS
13,441 289 39 0 4,564 13,480 4,892 4,697 13,285
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 89)
217 7 -4 0 -1 213 2 -124 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.9 1.6 0.2 0.0 25.1 74.2 26.9 25.8 73.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 2 0 14 5 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 375,448
COMMITMENTS
116,713 65,227 68,083 157,606 216,610 342,402 349,920 33,046 25,528
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -615)
-1,203 11,429 -789 142 -9,181 -1,850 1,459 1,235 -2,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 17.4 18.1 42.0 57.7 91.2 93.2 8.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
99 64 97 80 66 235 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 508,180
COMMITMENTS
62,755 68,026 7,662 314,244 290,207 384,661 365,895 123,519 142,285
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 23,332)
8,543 8,871 397 16,169 15,680 25,109 24,948 -1,777 -1,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 13.4 1.5 61.8 57.1 75.7 72.0 24.3 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
27 33 20 60 72 98 114
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 607,965
COMMITMENTS
52,166 97,829 9,020 438,902 409,419 500,088 516,268 107,877 91,697
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,648)
298 2,000 362 2,598 4,848 3,258 7,210 -610 -4,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 16.1 1.5 72.2 67.3 82.3 84.9 17.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 16 11 51 55 69 77
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,107
COMMITMENTS
2,538 268 893 2,273 4,737 5,704 5,898 403 209
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -764)
-641 76 35 -116 -854 -722 -743 -42 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.6 4.4 14.6 37.2 77.6 93.4 96.6 6.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 6 11 17 32 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 412,469
COMMITMENTS
149,312 44,829 55,254 158,016 284,421 362,582 384,504 49,887 27,965
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 9,843)
7,634 -5,977 2,718 157 12,193 10,509 8,934 -666 909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 10.9 13.4 38.3 69.0 87.9 93.2 12.1 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
111 57 85 84 88 251 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,726
COMMITMENTS
1,385 4,573 444 4,816 2,485 6,645 7,502 2,081 1,224
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -330)
-19 -292 19 -293 -86 -293 -359 -37 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 52.4 5.1 55.2 28.5 76.2 86.0 23.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
15 24 7 15 6 35 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,298,790
COMMITMENTS
439,923 323,600 26,447 721,365 802,838 1187735 1152885 111,055 145,905
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 16,964)
7,299 5,420 99 22,174 16,144 29,572 21,663 -12,608 -4,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 24.9 2.0 55.5 61.8 91.4 88.8 8.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
49 68 27 99 134 162 215
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,732,943
COMMITMENTS
459,575 432,175 65,102 1930041 1800601 2454718 2297878 278,225 435,065
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 36,188)
32,025 -974 9,845 11,446 27,806 53,316 36,677 -17,128 -489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 15.8 2.4 70.6 65.9 89.8 84.1 10.2 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
67 104 56 149 165 253 288
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,228,777
COMMITMENTS
400,271 527,723 71,459 1507274 1276489 1979004 1875671 249,773 353,106
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 88,880)
25,003 61,902 3,329 88,990 17,585 117,322 82,816 -28,442 6,064
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 23.7 3.2 67.6 57.3 88.8 84.2 11.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
43 68 32 106 131 170 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 888,107
COMMITMENTS
40,427 190,161 141,481 685,439 500,643 867,347 832,285 20,760 55,822
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -1,115)
6,734 -7,466 -7,245 -365 14,421 -876 -290 -239 -825
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 21.4 15.9 77.2 56.4 97.7 93.7 2.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
19 45 30 53 65 88 127
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,433
COMMITMENTS
10,570 9,301 310 29,854 31,537 40,734 41,147 6,699 6,286
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -79)
-3,043 208 -69 2,103 465 -1,009 604 930 -682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 19.6 0.7 62.9 66.5 85.9 86.7 14.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 17 6 30 22 57 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,865
COMMITMENTS
21,140 18,601 620 59,707 63,073 81,467 82,294 13,398 12,571
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -157)
-6,086 415 -137 4,206 929 -2,017 1,207 1,860 -1,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 19.6 0.7 62.9 66.5 85.9 86.7 14.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
24 17 6 30 22 57 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,180
COMMITMENTS
17,381 19,059 420 1,961 678 19,762 20,157 418 23
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -367)
-73 -293 -79 -400 0 -552 -372 185 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.1 94.4 2.1 9.7 3.4 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
19 12 2 2 1 21 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,354
COMMITMENTS
39,281 25,526 21 10,982 24,663 50,284 50,210 70 144
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,911)
526 2,034 0 1,403 -182 1,929 1,852 -18 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.0 50.7 0.0 21.8 49.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 20 1 5 15 10 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,299
COMMITMENTS
27,353 13,333 936 5,913 19,960 34,202 34,229 97 70
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 16)
-763 1,255 97 635 -1,305 -31 47 47 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.7 38.9 2.7 17.2 58.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 15 2 3 11 12 28
Updated July 24, 2015