WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,486
COMMITMENTS
112,321 108,776 163,910 185,349 185,263 461,581 457,949 38,906 42,537
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -44,606)
-16,769 -4,334 -20,391 1,203 -15,046 -35,957 -39,770 -8,649 -4,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 21.7 32.8 37.0 37.0 92.2 91.5 7.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
123 129 156 105 120 324 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 204,302
COMMITMENTS
56,847 56,422 32,783 92,120 87,234 181,750 176,439 22,552 27,863
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -4,674)
-1,057 8,096 -4,724 -795 -6,358 -6,576 -2,985 1,902 -1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 27.6 16.0 45.1 42.7 89.0 86.4 11.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
45 50 52 70 77 144 160
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,867,692
COMMITMENTS
433,801 127,493 552,749 729,108 897,619 1715658 1577861 152,034 289,831
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -107,796)
-28,438 4,873 -63,835 -15,220 -46,451 -107,492 -105,413 -303 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 6.8 29.6 39.0 48.1 91.9 84.5 8.1 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
209 168 228 279 344 603 642
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,537
COMMITMENTS
779 2,354 675 6,243 4,437 7,697 7,466 1,840 2,071
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 361)
-37 184 9 351 56 323 249 38 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 24.7 7.1 65.5 46.5 80.7 78.3 19.3 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 11 6 19 12 28 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 834,652
COMMITMENTS
164,088 73,447 259,950 356,729 405,000 780,768 738,397 53,884 96,255
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -82,216)
-27,453 16,395 -39,512 -7,906 -58,572 -74,871 -81,689 -7,345 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 8.8 31.1 42.7 48.5 93.5 88.5 6.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
182 167 231 178 214 484 504
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 406,200
COMMITMENTS
105,509 81,375 82,831 185,150 209,104 373,489 373,310 32,711 32,890
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -4,441)
-1,954 15,687 -11,847 11,060 -14,854 -2,741 -11,014 -1,700 6,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 20.0 20.4 45.6 51.5 91.9 91.9 8.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
92 81 103 92 77 249 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 613,523
COMMITMENTS
54,238 53,097 56,091 365,751 344,115 476,079 453,303 137,444 160,221
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -8,841)
-7,697 -12,375 565 -4,983 -2,358 -12,114 -14,167 3,273 5,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 8.7 9.1 59.6 56.1 77.6 73.9 22.4 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
23 34 40 65 76 111 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 612,938
COMMITMENTS
54,589 101,177 7,781 443,500 412,371 505,870 521,329 107,067 91,609
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 4,049)
2,423 3,326 -1,239 4,538 2,897 5,722 4,984 -1,673 -936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 16.5 1.3 72.4 67.3 82.5 85.1 17.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
12 16 11 54 53 71 75
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,722
COMMITMENTS
2,210 174 836 2,294 4,363 5,340 5,373 382 349
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -385)
-328 -94 -57 21 -374 -364 -525 -21 140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.6 3.0 14.6 40.1 76.2 93.3 93.9 6.7 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 3 5 12 16 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 448,106
COMMITMENTS
141,408 49,472 82,224 174,422 283,321 398,053 415,016 50,052 33,090
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -27,024)
-440 4,858 -20,733 -1,842 -14,080 -23,015 -29,955 -4,009 2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 11.0 18.3 38.9 63.2 88.8 92.6 11.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
96 65 85 94 91 247 199
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,719
COMMITMENTS
1,453 4,034 1,042 4,888 3,263 7,383 8,338 2,336 1,381
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -171)
-98 -186 -96 -92 4 -286 -278 115 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 41.5 10.7 50.3 33.6 76.0 85.8 24.0 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
17 23 12 15 8 40 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,413,843
COMMITMENTS
441,386 319,493 79,851 777,771 866,373 1299007 1265716 114,836 148,127
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 7,094)
-180 -405 -5,981 10,090 12,357 3,929 5,971 3,164 1,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 22.6 5.6 55.0 61.3 91.9 89.5 8.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
53 65 39 100 136 176 217
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,233,822
COMMITMENTS
475,591 416,808 253,482 2189918 2089619 2918991 2759909 314,831 473,914
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -6,066)
31,526 3,963 -42,887 -11,230 21,139 -22,591 -17,784 16,525 11,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 12.9 7.8 67.7 64.6 90.3 85.3 9.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
74 97 93 170 191 302 323
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,446,339
COMMITMENTS
412,269 568,581 162,110 1610114 1363926 2184494 2094617 261,845 351,722
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 53,157)
8,590 50,746 7,048 29,597 6,134 45,235 63,928 7,922 -10,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.2 6.6 65.8 55.8 89.3 85.6 10.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
51 72 54 114 147 197 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 920,919
COMMITMENTS
42,939 182,676 160,583 695,021 521,105 898,542 864,364 22,377 56,555
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 15,534)
2,788 -6,905 4,583 7,007 18,178 14,378 15,855 1,156 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 19.8 17.4 75.5 56.6 97.6 93.9 2.4 6.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
19 45 33 54 69 90 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 47,578
COMMITMENTS
9,880 12,826 1,011 29,979 27,644 40,870 41,481 6,709 6,098
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -1,089)
-846 3,448 343 -515 -4,592 -1,018 -802 -71 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 27.0 2.1 63.0 58.1 85.9 87.2 14.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 22 6 36 22 64 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 95,157
COMMITMENTS
19,760 25,652 2,022 59,957 55,288 81,739 82,962 13,418 12,195
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -2,179)
-1,693 6,896 685 -1,030 -9,185 -2,037 -1,603 -142 -575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 27.0 2.1 63.0 58.1 85.9 87.2 14.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
25 22 6 36 22 64 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,094
COMMITMENTS
17,363 19,013 378 1,981 678 19,722 20,069 372 25
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: -86)
-18 -46 -42 20 0 -40 -88 -46 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.4 94.6 1.9 9.9 3.4 98.1 99.9 1.9 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 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,735
COMMITMENTS
38,898 27,542 21 11,722 23,109 50,641 50,672 94 63
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 381)
-383 2,016 0 740 -1,554 357 462 24 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.7 54.3 0.0 23.1 45.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 21 1 4 17 8 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,167
COMMITMENTS
27,629 14,865 897 6,512 19,339 35,038 35,101 129 66
CHANGES FROM 07/21/15 (CHANGE IN OPEN INTEREST: 868)
276 1,532 -39 599 -621 836 872 32 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.6 42.3 2.6 18.5 55.0 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 18 2 3 12 13 31
Updated July 31, 2015