WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 528,769
COMMITMENTS
132,557 105,794 172,187 181,696 202,248 486,440 480,228 42,330 48,541
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 14,524)
14,053 -4,488 2,598 -1,272 16,017 15,379 14,127 -855 396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 20.0 32.6 34.4 38.2 92.0 90.8 8.0 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
139 123 148 96 126 323 317
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 194,848
COMMITMENTS
54,499 46,315 32,536 89,014 88,457 176,049 167,308 18,799 27,540
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 2,292)
-2,073 -10,183 212 2,930 10,601 1,069 630 1,223 1,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 23.8 16.7 45.7 45.4 90.4 85.9 9.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
44 54 54 67 72 147 158
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,892,372
COMMITMENTS
418,567 193,165 581,366 735,150 832,265 1735084 1606796 157,288 285,575
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 19,812)
8,959 -105,270 38,790 -19,885 68,467 27,864 1,988 -8,052 17,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 10.2 30.7 38.8 44.0 91.7 84.9 8.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780)
214 155 237 264 346 590 645
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,350
COMMITMENTS
1,015 1,519 479 5,133 4,651 6,627 6,649 1,723 1,702
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 195)
277 92 -73 54 111 258 130 -63 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 18.2 5.7 61.5 55.7 79.4 79.6 20.6 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 9 5 18 11 28 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 897,572
COMMITMENTS
191,307 68,581 288,126 360,886 439,049 840,319 795,756 57,253 101,816
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -16,165)
-5,507 -8,300 -2,062 -9,351 -4,676 -16,920 -15,038 755 -1,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 7.6 32.1 40.2 48.9 93.6 88.7 6.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 636)
221 164 231 176 215 503 518
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,447
COMMITMENTS
112,873 66,841 79,324 171,802 220,813 364,000 366,978 32,447 29,469
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -11,023)
-11,664 7,421 -6,520 12,147 -16,219 -6,037 -15,319 -4,987 4,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 16.9 20.0 43.3 55.7 91.8 92.6 8.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
100 78 103 85 78 250 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 647,911
COMMITMENTS
64,305 47,510 74,597 376,801 358,765 515,702 480,871 132,208 167,039
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 41,395)
6,952 -9,001 12,289 16,709 26,427 35,951 29,715 5,444 11,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.3 11.5 58.2 55.4 79.6 74.2 20.4 25.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
28 29 39 75 81 120 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 595,636
COMMITMENTS
53,250 91,794 8,621 428,335 400,398 490,206 500,813 105,430 94,822
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 7,692)
2,384 702 514 1,182 4,653 4,081 5,869 3,611 1,823
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 15.4 1.4 71.9 67.2 82.3 84.1 17.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
14 17 12 51 55 71 78
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,317
COMMITMENTS
3,282 152 1,237 2,441 5,756 6,960 7,145 357 172
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 66)
256 -228 -50 -88 341 118 63 -52 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.9 2.1 16.9 33.4 78.7 95.1 97.6 4.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 4 6 14 17 36 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 452,377
COMMITMENTS
134,985 63,065 91,503 172,481 268,103 398,969 422,671 53,408 29,706
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 4,456)
4,758 -5,723 1,981 -2,095 8,130 4,643 4,387 -186 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 13.9 20.2 38.1 59.3 88.2 93.4 11.8 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
97 69 94 85 88 243 211
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,126
COMMITMENTS
1,339 5,189 945 5,524 2,578 7,808 8,712 2,318 1,414
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -58)
97 282 -309 287 235 75 208 -133 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 51.2 9.3 54.6 25.5 77.1 86.0 22.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 24 15 19 9 48 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,314,942
COMMITMENTS
451,721 275,092 74,405 669,406 819,372 1195533 1168869 119,409 146,072
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 36,375)
20,644 -6,088 -5,171 16,824 43,730 32,298 32,471 4,077 3,905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 20.9 5.7 50.9 62.3 90.9 88.9 9.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
59 56 38 94 125 174 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,389,741
COMMITMENTS
428,520 430,005 396,979 2239874 2115240 3065373 2942224 324,368 447,517
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 69,201)
-28,025 -24,957 45,643 33,124 46,751 50,742 67,437 18,459 1,764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 12.7 11.7 66.1 62.4 90.4 86.8 9.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
63 114 101 173 195 304 342
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,332,392
COMMITMENTS
355,460 430,215 177,896 1522937 1364588 2056293 1972700 276,099 359,692
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 52,326)
7,560 10,722 11,034 6,934 36,468 25,528 58,224 26,798 -5,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 18.4 7.6 65.3 58.5 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
46 65 50 110 144 184 231
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 882,143
COMMITMENTS
32,196 169,056 163,353 665,783 492,429 861,332 824,838 20,810 57,305
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -40,620)
-871 -6,903 -15,781 -20,787 -19,057 -37,439 -41,741 -3,182 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 19.2 18.5 75.5 55.8 97.6 93.5 2.4 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
15 47 32 53 67 87 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,791
COMMITMENTS
9,585 9,087 648 28,117 28,837 38,350 38,573 6,440 6,218
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,206)
715 -22 -736 -989 -1,202 -1,011 -1,961 -195 755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 20.3 1.4 62.8 64.4 85.6 86.1 14.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 14 5 32 24 61 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,582
COMMITMENTS
19,170 18,174 1,297 56,234 57,675 76,701 77,145 12,881 12,436
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -2,411)
1,429 -45 -1,473 -1,978 -2,404 -2,021 -3,921 -390 1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 20.3 1.4 62.8 64.4 85.6 86.1 14.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 14 5 32 24 61 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,865
COMMITMENTS
17,303 19,294 864 2,492 678 20,659 20,836 206 29
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: -1,813)
-1,787 -1,800 -10 0 0 -1,797 -1,810 -16 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.9 92.5 4.1 11.9 3.2 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
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,115
COMMITMENTS
37,855 22,346 21 9,119 24,654 46,995 47,021 120 94
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 1,544)
1,087 1,574 0 479 -62 1,566 1,512 -22 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 47.4 0.0 19.4 52.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 17 1 4 16 10 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,388
COMMITMENTS
27,057 11,669 729 5,517 20,834 33,303 33,232 85 156
CHANGES FROM 06/30/15 (CHANGE IN OPEN INTEREST: 895)
91 -742 502 331 1,077 924 837 -29 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 34.9 2.2 16.5 62.4 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 13 2 2 11 12 26
Updated July 10, 2015