WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 365,375
COMMITMENTS
90,680 145,831 70,395 168,246 106,181 329,321 322,407 36,054 42,968
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -2,230)
-5,357 12,350 -2,108 5,018 -14,291 -2,447 -4,049 217 1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 39.9 19.3 46.0 29.1 90.1 88.2 9.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
118 122 122 91 91 288 279
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 182,171
COMMITMENTS
62,301 70,983 14,787 86,823 73,314 163,911 159,084 18,260 23,087
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,307)
380 2,209 718 1,125 -114 2,223 2,813 84 -506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 39.0 8.1 47.7 40.2 90.0 87.3 10.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
55 61 39 71 69 145 154
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,225,245
COMMITMENTS
392,497 287,290 137,509 585,453 607,113 1115459 1031912 109,786 193,333
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 12,883)
-3,195 39,815 -7,069 18,322 -18,966 8,058 13,780 4,825 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 23.4 11.2 47.8 49.6 91.0 84.2 9.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
151 167 149 234 305 475 545
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,883
COMMITMENTS
1,436 2,729 657 4,755 3,488 6,848 6,874 2,035 2,009
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 429)
133 109 140 88 160 361 409 68 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 30.7 7.4 53.5 39.3 77.1 77.4 22.9 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
10 11 2 18 9 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 654,678
COMMITMENTS
170,276 135,451 108,989 327,480 333,836 606,745 578,276 47,933 76,402
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -1,775)
7,099 2,990 -3,962 -6,750 676 -3,613 -296 1,838 -1,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 20.7 16.6 50.0 51.0 92.7 88.3 7.3 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
151 168 163 149 184 395 446
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 410,396
COMMITMENTS
115,504 102,935 80,426 181,573 195,093 377,503 378,454 32,893 31,942
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 12,650)
2,008 544 5,689 1,781 7,226 9,478 13,459 3,172 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 25.1 19.6 44.2 47.5 92.0 92.2 8.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
98 82 108 85 64 249 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 509,378
COMMITMENTS
56,229 64,537 12,013 301,473 302,733 369,715 379,283 139,663 130,095
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -23,198)
-124 1,533 -6,882 -21,661 -17,553 -28,667 -22,902 5,469 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 12.7 2.4 59.2 59.4 72.6 74.5 27.4 25.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
28 24 14 66 66 99 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,308
COMMITMENTS
53,346 104,334 34,020 410,153 374,606 497,519 512,960 117,789 102,348
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -5,335)
-1,623 6,365 -5,604 1,520 -5,003 -5,707 -4,242 372 -1,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 17.0 5.5 66.7 60.9 80.9 83.4 19.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 15 14 49 50 70 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,801
COMMITMENTS
1,373 62 665 2,429 3,777 4,467 4,504 334 297
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -197)
-133 1 -10 -31 -95 -174 -104 -23 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 1.3 13.9 50.6 78.7 93.0 93.8 7.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
13 1 6 13 14 28 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 378,205
COMMITMENTS
117,106 46,999 46,805 163,329 252,032 327,240 345,836 50,965 32,369
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 8,681)
1,029 3,461 3,372 3,222 4,554 7,623 11,387 1,058 -2,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 12.4 12.4 43.2 66.6 86.5 91.4 13.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
90 61 83 94 85 232 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,872
COMMITMENTS
1,553 3,529 863 5,084 4,392 7,500 8,784 2,372 1,088
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -73)
207 387 -159 -54 -76 -6 152 -67 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 35.7 8.7 51.5 44.5 76.0 89.0 24.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
17 22 15 16 10 46 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,148,962
COMMITMENTS
319,547 261,490 27,372 681,869 721,763 1028788 1010625 120,174 138,337
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -70,760)
-33,134 19,217 6,729 -37,322 -92,139 -63,727 -66,193 -7,033 -4,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 22.8 2.4 59.3 62.8 89.5 88.0 10.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
46 64 30 87 131 150 208
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,776,552
COMMITMENTS
407,820 431,746 80,570 1949138 1821071 2437528 2333387 339,024 443,165
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -27,878)
-4,336 16,795 -2,693 -20,591 -43,471 -27,620 -29,369 -258 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 15.5 2.9 70.2 65.6 87.8 84.0 12.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
75 71 52 152 170 261 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,323,275
COMMITMENTS
391,645 528,181 63,000 1568680 1377478 2023325 1968659 299,950 354,616
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: -50,548)
10,478 -58,053 -36,523 -51,607 37,551 -77,652 -57,025 27,104 6,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 22.7 2.7 67.5 59.3 87.1 84.7 12.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
43 72 33 101 135 165 219
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 834,541
COMMITMENTS
60,711 126,196 137,063 610,141 514,058 807,915 777,317 26,626 57,224
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 14,019)
17,588 6,955 -469 -6,582 2,280 10,537 8,766 3,482 5,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 15.1 16.4 73.1 61.6 96.8 93.1 3.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
14 34 33 57 70 94 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 43,620
COMMITMENTS
10,137 11,183 1,895 26,350 22,277 38,381 35,354 5,239 8,266
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,276)
1,732 -3,014 1,156 -1,653 3,035 1,235 1,177 42 99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 25.6 4.3 60.4 51.1 88.0 81.0 12.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 20 6 34 26 61 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 87,240
COMMITMENTS
20,273 22,365 3,789 52,700 44,554 76,762 70,708 10,478 16,532
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 2,552)
3,463 -6,027 2,312 -3,306 6,069 2,469 2,354 83 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 25.6 4.3 60.4 51.1 88.0 81.0 12.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 20 6 34 26 61 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,266
COMMITMENTS
18,365 20,070 467 2,074 678 20,906 21,215 360 51
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 425)
387 413 12 54 0 453 425 -28 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.4 94.4 2.2 9.8 3.2 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
23 14 2 2 1 26 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 61,123
COMMITMENTS
42,173 29,705 807 17,295 30,549 60,275 61,061 848 62
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 6,322)
772 -784 -34 5,622 7,135 6,360 6,317 -38 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.0 48.6 1.3 28.3 50.0 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
8 19 4 6 19 16 40
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/08/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,968
COMMITMENTS
24,383 14,001 2,705 9,623 20,195 36,711 36,901 257 67
CHANGES FROM 09/01/15 (CHANGE IN OPEN INTEREST: 1,496)
906 157 1,270 -742 70 1,434 1,497 62 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.0 37.9 7.3 26.0 54.6 99.3 99.8 0.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 14 3 5 11 13 27
Updated September 11, 2015