WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,092
COMMITMENTS
129,090 113,110 184,301 184,146 200,309 497,537 497,720 47,555 47,373
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 7,557)
-3,480 3,122 8,547 1,859 -3,781 6,927 7,888 631 -331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 20.8 33.8 33.8 36.7 91.3 91.3 8.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
137 138 165 105 127 339 344
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 208,976
COMMITMENTS
57,904 48,325 37,507 92,915 93,592 188,326 179,424 20,650 29,551
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 7,683)
2,245 5,645 3,395 1,448 -2,359 7,088 6,682 596 1,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 23.1 17.9 44.5 44.8 90.1 85.9 9.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
48 53 59 67 76 151 164
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,975,488
COMMITMENTS
462,239 122,620 616,583 744,327 944,070 1823150 1683273 152,337 292,214
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 22,254)
33,367 -33,187 -5,768 3,824 50,211 31,423 11,256 -9,169 10,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 6.2 31.2 37.7 47.8 92.3 85.2 7.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 810)
230 168 247 272 358 618 671
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,176
COMMITMENTS
816 2,170 667 5,892 4,380 7,374 7,217 1,802 1,959
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 541)
-113 405 126 545 -140 558 390 -17 151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 23.7 7.3 64.2 47.7 80.4 78.7 19.6 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 11 6 19 12 29 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 916,868
COMMITMENTS
191,541 57,052 299,462 364,635 463,572 855,639 820,087 61,230 96,782
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -8,479)
817 989 -7,373 -2,045 -2,869 -8,601 -9,253 122 775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 6.2 32.7 39.8 50.6 93.3 89.4 6.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
207 177 245 176 224 508 533
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 18,177
COMMITMENTS
13,441 289 39 0 4,564 13,480 4,892 4,697 13,285
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 89)
217 7 -4 0 -1 213 2 -124 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.9 1.6 0.2 0.0 25.1 74.2 26.9 25.8 73.1
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 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 410,641
COMMITMENTS
107,462 65,688 94,677 174,090 223,958 376,230 384,324 34,411 26,317
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,908)
-2,584 11,865 953 1,917 -8,945 286 3,873 1,623 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 16.0 23.1 42.4 54.5 91.6 93.6 8.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
88 82 105 87 78 248 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 622,365
COMMITMENTS
61,935 65,472 55,525 370,733 346,473 488,193 467,470 134,172 154,895
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 11,902)
8,389 16,184 -11,319 19,174 10,497 16,244 15,362 -4,343 -3,460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 10.5 8.9 59.6 55.7 78.4 75.1 21.6 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
26 37 41 76 84 125 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 608,889
COMMITMENTS
52,166 97,850 9,020 438,962 409,474 500,148 516,345 108,741 92,544
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 2,684)
53 2,008 359 2,658 4,903 3,070 7,270 -385 -4,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 16.1 1.5 72.1 67.2 82.1 84.8 17.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
13 16 11 52 56 70 78
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,107
COMMITMENTS
2,538 268 893 2,273 4,737 5,704 5,898 403 209
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -764)
-641 76 35 -116 -854 -722 -743 -42 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 4.4 14.6 37.2 77.6 93.4 96.6 6.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 4 6 11 17 32 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 475,130
COMMITMENTS
141,848 44,613 102,956 176,264 297,401 421,068 444,970 54,062 30,159
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 12,078)
7,435 -6,081 4,900 417 12,322 12,752 11,141 -673 937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 9.4 21.7 37.1 62.6 88.6 93.7 11.4 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
110 63 100 91 93 265 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,890
COMMITMENTS
1,551 4,220 1,137 4,980 3,259 7,668 8,616 2,222 1,274
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -221)
28 -343 50 -288 43 -211 -250 -10 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 42.7 11.5 50.4 33.0 77.5 87.1 22.5 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 22 13 16 8 46 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,406,749
COMMITMENTS
441,566 319,898 85,831 767,680 854,016 1295078 1259745 111,671 147,004
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 17,169)
6,589 5,691 1,659 21,875 14,522 30,124 21,872 -12,954 -4,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 22.7 6.1 54.6 60.7 92.1 89.6 7.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
52 66 42 106 137 183 220
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,239,888
COMMITMENTS
444,065 412,845 296,369 2201148 2068479 2941582 2777693 298,306 462,195
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -40,052)
33,343 129 -43,070 -7,309 4,442 -17,036 -38,499 -23,016 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 12.7 9.1 67.9 63.8 90.8 85.7 9.2 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
74 107 104 174 194 314 339
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,393,182
COMMITMENTS
403,679 517,835 155,063 1580517 1357791 2139259 2030689 253,923 362,493
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 71,220)
31,640 63,442 -11,621 81,473 11,890 101,493 63,711 -30,273 7,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 21.6 6.5 66.0 56.7 89.4 84.9 10.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
46 69 51 116 145 193 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 905,384
COMMITMENTS
40,151 189,582 156,000 688,013 502,927 884,164 848,508 21,221 56,876
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -673)
6,651 -6,752 -7,552 463 14,411 -439 106 -234 -779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 20.9 17.2 76.0 55.5 97.7 93.7 2.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
17 48 34 53 67 90 132
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,668
COMMITMENTS
10,726 9,378 668 30,493 32,236 41,888 42,283 6,780 6,385
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -52)
-3,029 260 -74 2,124 450 -979 636 927 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 19.3 1.4 62.7 66.2 86.1 86.9 13.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 18 7 31 24 60 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,335
COMMITMENTS
21,453 18,756 1,337 60,987 64,473 83,776 84,565 13,559 12,770
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -105)
-6,059 520 -148 4,248 900 -1,959 1,272 1,854 -1,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 19.3 1.4 62.7 66.2 86.1 86.9 13.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
25 18 7 31 24 60 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,180
COMMITMENTS
17,381 19,059 420 1,961 678 19,762 20,157 418 23
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: -367)
-73 -293 -79 -400 0 -552 -372 185 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.1 94.4 2.1 9.7 3.4 97.9 99.9 2.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
19 12 2 2 1 21 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,354
COMMITMENTS
39,281 25,526 21 10,982 24,663 50,284 50,210 70 144
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 1,911)
526 2,034 0 1,403 -182 1,929 1,852 -18 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.0 50.7 0.0 21.8 49.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 20 1 5 15 10 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,299
COMMITMENTS
27,353 13,333 936 5,913 19,960 34,202 34,229 97 70
CHANGES FROM 07/14/15 (CHANGE IN OPEN INTEREST: 16)
-763 1,255 97 635 -1,305 -31 47 47 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.7 38.9 2.7 17.2 58.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 15 2 3 11 12 28
Updated July 24, 2015