WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 422,938
COMMITMENTS
120,432 131,829 95,600 170,213 152,754 386,245 380,183 36,693 42,755
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 2,958)
-736 931 4,516 1,820 -446 5,600 5,001 -2,642 -2,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 31.2 22.6 40.2 36.1 91.3 89.9 8.7 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
127 114 143 87 106 298 303
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 198,333
COMMITMENTS
61,951 70,418 25,689 89,178 76,337 176,818 172,444 21,515 25,889
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,885)
97 3,285 -478 -4,194 -6,062 -4,575 -3,255 690 -630
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 35.5 13.0 45.0 38.5 89.2 86.9 10.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
47 66 54 69 69 145 170
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,390,718
COMMITMENTS
435,826 238,566 219,554 617,278 726,011 1272658 1184131 118,060 206,587
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 22,682)
488 44,860 2,493 15,198 -13,450 18,179 33,903 4,503 -11,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 17.2 15.8 44.4 52.2 91.5 85.1 8.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
172 147 166 268 307 540 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,618
COMMITMENTS
1,210 2,684 57 5,365 3,842 6,632 6,583 1,986 2,035
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 590)
88 88 6 270 352 364 446 226 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 31.1 0.7 62.3 44.6 77.0 76.4 23.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 11 3 17 10 27 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,712
COMMITMENTS
182,191 77,808 108,689 311,657 389,364 602,537 575,861 46,175 72,851
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 6,139)
6,025 -10,555 1,417 -2,582 21,435 4,860 12,297 1,279 -6,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 12.0 16.8 48.0 60.0 92.9 88.8 7.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
150 137 153 144 194 386 416
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,103
COMMITMENTS
11,757 449 16 4 4,440 11,777 4,905 4,326 11,198
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.0 2.8 0.1 0.0 27.6 73.1 30.5 26.9 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 2 14 6 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 379,351
COMMITMENTS
117,479 92,862 62,982 171,765 190,993 352,226 346,837 27,125 32,514
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 724)
3,687 935 1,655 -2,873 -1,344 2,469 1,246 -1,745 -522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 24.5 16.6 45.3 50.3 92.8 91.4 7.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
103 69 95 84 64 236 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 531,279
COMMITMENTS
70,253 58,641 11,436 323,201 310,215 404,890 380,292 126,389 150,987
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 5,111)
5,515 8,125 2,555 680 -4,071 8,750 6,609 -3,639 -1,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 11.0 2.2 60.8 58.4 76.2 71.6 23.8 28.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
33 24 17 61 74 102 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 609,376
COMMITMENTS
49,071 84,427 9,554 424,830 416,787 483,455 510,768 125,921 98,608
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 4,201)
1,386 -13,027 2,168 -7,782 17,464 -4,228 6,605 8,429 -2,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 13.9 1.6 69.7 68.4 79.3 83.8 20.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 14 10 52 51 68 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,524
COMMITMENTS
1,599 110 1,020 2,513 3,983 5,132 5,113 392 411
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -102)
-232 8 28 128 -245 -76 -209 -26 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 2.0 18.5 45.5 72.1 92.9 92.6 7.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 1 5 10 15 27 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 391,719
COMMITMENTS
143,345 48,121 45,690 153,105 270,685 342,140 364,496 49,579 27,223
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 10,664)
-1,502 3,296 6,928 4,741 4,585 10,167 14,809 497 -4,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 12.3 11.7 39.1 69.1 87.3 93.1 12.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
109 63 84 85 81 246 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,093
COMMITMENTS
1,313 3,970 1,655 4,621 3,094 7,589 8,719 2,504 1,374
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 675)
-76 -183 426 36 467 386 710 289 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 39.3 16.4 45.8 30.7 75.2 86.4 24.8 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 25 16 15 7 44 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,392,222
COMMITMENTS
475,108 312,234 27,348 777,282 902,525 1279738 1242107 112,484 150,115
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 43,611)
52,364 -12,249 -1,426 -5,760 53,408 45,178 39,733 -1,567 3,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 22.4 2.0 55.8 64.8 91.9 89.2 8.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
61 69 31 98 141 173 227
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,977,165
COMMITMENTS
500,158 452,351 71,870 2092381 1981475 2664409 2505696 312,756 471,469
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 53,527)
19,758 4,449 -3,216 27,420 43,305 43,962 44,538 9,565 8,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 15.2 2.4 70.3 66.6 89.5 84.2 10.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
62 106 53 150 178 253 296
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,362,321
COMMITMENTS
427,892 509,587 83,770 1564024 1396947 2075686 1990304 286,635 372,017
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 12,552)
-8,100 -54,176 9,849 -2,099 63,120 -350 18,793 12,902 -6,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 21.6 3.5 66.2 59.1 87.9 84.3 12.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
42 71 33 108 142 172 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 877,169
COMMITMENTS
76,500 166,462 134,823 642,050 523,735 853,373 825,020 23,796 52,149
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 80,234)
25,010 27,908 -1,267 52,369 48,685 76,112 75,326 4,122 4,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 19.0 15.4 73.2 59.7 97.3 94.1 2.7 5.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
19 40 32 54 62 89 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,419
COMMITMENTS
10,418 15,837 59 30,656 25,015 41,133 40,911 6,287 6,509
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -747)
-404 3,725 -128 52 -4,814 -479 -1,216 -268 469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 33.4 0.1 64.6 52.8 86.7 86.3 13.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 21 4 34 20 62 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 94,838
COMMITMENTS
20,835 31,673 118 61,312 50,030 82,265 81,821 12,573 13,017
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -1,494)
-807 7,450 -255 104 -9,627 -958 -2,432 -536 938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 33.4 0.1 64.6 52.8 86.7 86.3 13.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
25 21 4 34 20 62 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,022
COMMITMENTS
18,138 19,936 369 2,120 678 20,627 20,983 395 39
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 375)
396 391 -5 -26 0 365 386 10 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 94.8 1.8 10.1 3.2 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 13 2 2 1 23 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,504
COMMITMENTS
40,172 30,134 21 13,209 23,275 53,402 53,430 102 74
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 2,262)
880 1,586 0 1,365 681 2,245 2,267 17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 56.3 0.0 24.7 43.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 20 1 6 16 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,141
COMMITMENTS
25,951 15,690 1,102 8,923 19,268 35,976 36,060 165 81
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 481)
-1,130 769 65 1,539 -341 474 493 7 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
71.8 43.4 3.0 24.7 53.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 19 1 4 11 9 31
Updated August 14, 2015