WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,535
COMMITMENTS
132,571 109,988 175,753 182,286 204,090 490,610 489,832 46,925 47,703
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 8,766)
14 4,194 3,567 590 1,842 4,171 9,603 4,595 -838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 20.5 32.7 33.9 38.0 91.3 91.1 8.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 430)
132 139 154 104 135 330 344
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 201,292
COMMITMENTS
55,659 42,680 34,112 91,467 95,951 181,238 172,743 20,054 28,550
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 6,445)
1,161 -3,635 1,575 2,454 7,494 5,190 5,435 1,255 1,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 21.2 16.9 45.4 47.7 90.0 85.8 10.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
50 55 52 66 77 147 162
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,953,234
COMMITMENTS
428,872 155,807 622,351 740,504 893,859 1791728 1672017 161,506 281,217
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 60,862)
10,305 -37,358 40,985 5,354 61,594 56,644 65,221 4,218 -4,358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 8.0 31.9 37.9 45.8 91.7 85.6 8.3 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 798)
210 172 235 268 359 596 664
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,635
COMMITMENTS
929 1,765 541 5,347 4,521 6,817 6,827 1,818 1,808
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 284)
-86 247 62 214 -130 189 178 95 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 20.4 6.3 61.9 52.4 78.9 79.1 21.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 8 5 18 12 28 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 925,347
COMMITMENTS
190,724 56,063 306,835 366,680 466,441 864,239 829,340 61,108 96,007
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 27,775)
-583 -12,518 18,710 5,793 27,393 23,920 33,584 3,855 -5,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.1 33.2 39.6 50.4 93.4 89.6 6.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
208 165 238 176 220 495 526
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,088
COMMITMENTS
13,224 282 43 0 4,565 13,267 4,890 4,821 13,198
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.1 1.6 0.2 0.0 25.2 73.3 27.0 26.7 73.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 2 0 14 5 17
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,733
COMMITMENTS
110,047 53,824 93,725 172,173 232,903 375,945 380,452 32,788 28,281
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 12,286)
-2,827 -13,017 14,401 371 12,090 11,945 13,473 341 -1,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 13.2 22.9 42.1 57.0 92.0 93.1 8.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
97 70 111 85 74 251 214
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,463
COMMITMENTS
53,546 49,288 66,844 351,559 335,976 471,949 452,107 138,514 158,355
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -37,448)
-10,759 1,778 -7,753 -25,242 -22,789 -43,754 -28,764 6,306 -8,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 8.1 10.9 57.6 55.0 77.3 74.1 22.7 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
32 27 42 73 79 121 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 606,204
COMMITMENTS
52,113 95,843 8,661 436,304 404,571 497,078 509,075 109,126 97,129
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 10,569)
-1,136 4,049 40 7,969 4,173 6,873 8,262 3,696 2,307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 15.8 1.4 72.0 66.7 82.0 84.0 18.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
14 17 11 50 52 69 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,871
COMMITMENTS
3,179 192 858 2,389 5,591 6,426 6,641 445 230
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -446)
-103 40 -379 -52 -165 -534 -504 88 58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
46.3 2.8 12.5 34.8 81.4 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 3 5 13 17 33 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 463,051
COMMITMENTS
134,413 50,694 98,056 175,847 285,079 408,316 433,829 54,735 29,222
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 10,674)
-572 -12,370 6,553 3,366 16,976 9,347 11,158 1,328 -484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 10.9 21.2 38.0 61.6 88.2 93.7 11.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
106 66 102 88 89 260 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,111
COMMITMENTS
1,523 4,563 1,087 5,268 3,216 7,879 8,866 2,232 1,245
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -15)
184 -626 143 -256 638 71 154 -86 -169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 45.1 10.8 52.1 31.8 77.9 87.7 22.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
18 24 14 19 9 49 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,389,579
COMMITMENTS
434,977 314,207 84,172 745,805 839,494 1264954 1237873 124,626 151,707
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 74,638)
-16,744 39,114 9,767 76,399 20,121 69,421 69,003 5,216 5,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 22.6 6.1 53.7 60.4 91.0 89.1 9.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
60 57 41 102 135 180 215
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,279,940
COMMITMENTS
410,722 412,716 339,439 2208457 2064037 2958618 2816192 321,322 463,748
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -109,801)
-17,798 -17,289 -57,540 -31,416 -51,203 -106,755 -126,032 -3,047 16,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.6 10.3 67.3 62.9 90.2 85.9 9.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
78 102 107 170 192 310 339
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,321,963
COMMITMENTS
372,039 454,393 166,683 1499044 1345902 2037766 1966978 284,197 354,985
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -10,429)
16,579 24,178 -11,213 -23,893 -18,686 -18,526 -5,721 8,097 -4,707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 19.6 7.2 64.6 58.0 87.8 84.7 12.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
43 68 53 119 146 197 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 906,057
COMMITMENTS
33,500 196,334 163,552 687,550 488,516 884,603 848,402 21,455 57,655
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 23,914)
1,304 27,278 200 21,767 -3,914 23,270 23,564 644 351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 21.7 18.1 75.9 53.9 97.6 93.6 2.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
17 49 34 51 67 88 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,720
COMMITMENTS
13,756 9,118 742 28,370 31,786 42,867 41,646 5,853 7,074
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 3,929)
4,171 31 94 253 2,949 4,517 3,074 -588 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 18.7 1.5 58.2 65.2 88.0 85.5 12.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 15 6 35 24 66 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,440
COMMITMENTS
27,511 18,236 1,484 56,739 63,572 85,735 83,293 11,706 14,148
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 7,859)
8,341 62 187 506 5,898 9,034 6,147 -1,175 1,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 18.7 1.5 58.2 65.2 88.0 85.5 12.0 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 15 6 35 24 66 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,547
COMMITMENTS
17,454 19,352 499 2,361 678 20,314 20,529 233 18
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: -318)
151 58 -365 -131 0 -345 -307 27 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.9 94.2 2.4 11.5 3.3 98.9 99.9 1.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 14 2 2 1 20 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,443
COMMITMENTS
38,755 23,492 21 9,579 24,845 48,355 48,358 88 85
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 1,328)
900 1,146 0 460 191 1,360 1,337 -32 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.0 48.5 0.0 19.8 51.3 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 15 1 4 16 11 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,283
COMMITMENTS
28,116 12,078 839 5,278 21,265 34,233 34,182 50 101
CHANGES FROM 07/07/15 (CHANGE IN OPEN INTEREST: 895)
1,059 409 110 -239 431 930 950 -35 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.0 35.2 2.4 15.4 62.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 14 3 2 11 13 28
Updated July 17, 2015