WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 367,605
COMMITMENTS
96,037 133,481 72,503 163,228 120,472 331,768 326,456 35,837 41,149
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,685)
-9,344 13,508 -2,094 5,272 -13,065 -6,166 -1,651 1,481 -3,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.1 36.3 19.7 44.4 32.8 90.3 88.8 9.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
109 115 116 88 96 275 267
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 179,864
COMMITMENTS
61,921 68,774 14,069 85,698 73,428 161,688 156,271 18,176 23,593
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -7,173)
-213 -1,848 -4,058 165 153 -4,106 -5,753 -3,067 -1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 38.2 7.8 47.6 40.8 89.9 86.9 10.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
56 53 40 68 69 144 148
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,212,362
COMMITMENTS
395,692 247,475 144,578 567,131 626,079 1107401 1018132 104,961 194,230
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -84,380)
-3,322 -79 -17,721 -54,156 -50,420 -75,199 -68,220 -9,181 -16,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 20.4 11.9 46.8 51.6 91.3 84.0 8.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
155 156 142 232 300 469 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,454
COMMITMENTS
1,303 2,620 517 4,667 3,328 6,487 6,465 1,967 1,989
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 514)
180 -11 270 130 319 580 578 -66 -64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 31.0 6.1 55.2 39.4 76.7 76.5 23.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
9 10 2 19 10 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 656,453
COMMITMENTS
163,177 132,461 112,951 334,230 333,160 610,358 578,572 46,095 77,881
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 546)
2,061 18,256 -75 -1,102 -13,771 884 4,410 -338 -3,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 20.2 17.2 50.9 50.8 93.0 88.1 7.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
144 169 158 148 184 385 450
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 397,746
COMMITMENTS
113,496 102,391 74,737 179,792 187,867 368,025 364,995 29,721 32,751
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -9,998)
-1,846 2,607 -1,436 -7,469 -11,380 -10,751 -10,209 753 211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 25.7 18.8 45.2 47.2 92.5 91.8 7.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
97 87 101 81 63 239 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 532,576
COMMITMENTS
56,353 63,004 18,895 323,134 320,286 398,382 402,185 134,194 130,391
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -21,718)
947 407 7,887 -20,028 -14,384 -11,194 -6,090 -10,524 -15,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 11.8 3.5 60.7 60.1 74.8 75.5 25.2 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
28 26 15 66 66 100 101
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,643
COMMITMENTS
54,969 97,969 39,624 408,633 379,609 503,226 517,202 117,417 103,441
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 4)
-2,065 -3,683 25,452 -6,937 -18,364 16,450 3,405 -16,446 -3,401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 15.8 6.4 65.8 61.2 81.1 83.3 18.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 14 12 51 52 70 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,998
COMMITMENTS
1,506 61 675 2,460 3,872 4,641 4,608 357 390
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -91)
173 2 -113 -157 -28 -97 -139 6 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 1.2 13.5 49.2 77.5 92.9 92.2 7.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
12 1 4 12 14 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,524
COMMITMENTS
116,077 43,538 43,433 160,107 247,478 319,617 334,449 49,907 35,075
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -20,712)
-5,738 4,501 -7,632 -6,373 -20,265 -19,743 -23,396 -969 2,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 11.8 11.8 43.3 67.0 86.5 90.5 13.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
88 55 81 90 83 226 188
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,945
COMMITMENTS
1,346 3,142 1,022 5,138 4,468 7,506 8,632 2,439 1,313
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -1,489)
78 -187 -1,478 3 62 -1,397 -1,603 -92 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 31.6 10.3 51.7 44.9 75.5 86.8 24.5 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
17 19 14 16 11 44 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,219,722
COMMITMENTS
352,681 242,273 20,643 719,191 813,902 1092515 1076818 127,207 142,904
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -143,989)
-47,796 -15,886 -12,239 -76,963 -92,365 -136,998 -120,490 -6,991 -23,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 19.9 1.7 59.0 66.7 89.6 88.3 10.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
55 58 28 91 129 161 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,804,430
COMMITMENTS
412,156 414,951 83,263 1969729 1864542 2465148 2362756 339,282 441,674
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -221,151)
16,909 21,017 -20,051 -125,015 -139,373 -128,157 -138,407 -92,994 -82,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 14.8 3.0 70.2 66.5 87.9 84.3 12.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
77 75 51 147 165 257 258
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,373,823
COMMITMENTS
381,167 586,234 99,523 1620287 1339927 2100977 2025684 272,846 348,139
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -142,016)
-45,634 27,144 -8,992 -41,424 -95,332 -96,050 -77,180 -45,966 -64,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 24.7 4.2 68.3 56.4 88.5 85.3 11.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
48 72 35 105 138 177 221
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 820,522
COMMITMENTS
43,123 119,241 137,532 616,723 511,778 797,378 768,551 23,144 51,971
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -71,677)
-8,009 -14,505 5,321 -70,969 -64,666 -73,657 -73,850 1,980 2,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 14.5 16.8 75.2 62.4 97.2 93.7 2.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
16 34 31 56 67 91 117
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 42,344
COMMITMENTS
8,405 14,196 739 28,003 19,243 37,147 34,177 5,198 8,167
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -4,051)
-1,393 -3,530 183 -1,145 -1,960 -2,355 -5,307 -1,696 1,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 33.5 1.7 66.1 45.4 87.7 80.7 12.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 20 5 33 18 54 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 84,688
COMMITMENTS
16,810 28,392 1,477 56,006 38,485 74,293 68,354 10,395 16,334
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -8,102)
-2,786 -7,060 366 -2,290 -3,919 -4,710 -10,613 -3,392 2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 33.5 1.7 66.1 45.4 87.7 80.7 12.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
17 20 5 33 18 54 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,841
COMMITMENTS
17,978 19,657 455 2,020 678 20,453 20,790 388 51
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -429)
-378 -818 392 -400 0 -386 -426 -43 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.3 94.3 2.2 9.7 3.3 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 13 2 2 1 24 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,801
COMMITMENTS
41,401 30,489 841 11,673 23,414 53,915 54,744 886 57
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: 793)
1,542 -181 820 -1,615 164 747 803 46 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 55.6 1.5 21.3 42.7 98.4 99.9 1.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 19 2 5 17 12 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/01/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,472
COMMITMENTS
23,477 13,844 1,435 10,365 20,125 35,277 35,404 195 68
CHANGES FROM 08/25/15 (CHANGE IN OPEN INTEREST: -2,442)
-659 -1,476 -633 -1,109 -296 -2,401 -2,405 -41 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.2 39.0 4.0 29.2 56.7 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 14 2 5 12 14 27
Updated September 4, 2015