WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,079
COMMITMENTS
112,310 126,336 184,758 201,020 182,127 498,089 493,221 40,990 45,858
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -184)
1,473 1,521 2,127 -558 -1,584 3,042 2,064 -3,226 -2,248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 23.4 34.3 37.3 33.8 92.4 91.5 7.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
129 135 171 109 119 346 336
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,154
COMMITMENTS
3,054 5,537 1,333 3,425 971 7,813 7,841 341 312
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -447)
-226 -1,082 229 -511 377 -508 -476 61 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.5 67.9 16.4 42.0 11.9 95.8 96.2 4.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
6 9 10 4 5 17 17
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 209,234
COMMITMENTS
60,046 69,210 35,350 91,138 77,964 186,534 182,524 22,700 26,710
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -3,307)
-558 3,485 72 -3,540 -6,064 -4,027 -2,507 719 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 33.1 16.9 43.6 37.3 89.2 87.2 10.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 65 58 71 71 150 173
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,938,783
COMMITMENTS
409,825 231,724 587,514 783,364 854,819 1780702 1674056 158,081 264,727
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 21,055)
-10,259 44,724 1,738 23,490 -9,768 14,969 36,694 6,086 -15,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 12.0 30.3 40.4 44.1 91.8 86.3 8.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 794)
213 160 255 320 345 653 665
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,784
COMMITMENTS
857 2,687 681 6,167 4,314 7,706 7,683 2,078 2,101
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 724)
11 88 85 378 387 474 560 250 164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 27.5 7.0 63.0 44.1 78.8 78.5 21.2 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 13 6 18 12 28 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 859,110
COMMITMENTS
164,048 68,405 270,082 368,760 433,695 802,890 772,182 56,219 86,927
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 8,685)
6,401 -11,758 2,341 -2,504 25,268 6,238 15,851 2,447 -7,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 8.0 31.4 42.9 50.5 93.5 89.9 6.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
180 176 236 164 213 476 506
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,103
COMMITMENTS
11,757 449 16 4 4,440 11,777 4,905 4,326 11,198
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.0 2.8 0.1 0.0 27.6 73.1 30.5 26.9 69.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 2 14 6 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 413,322
COMMITMENTS
109,521 93,421 87,834 187,472 199,141 384,827 380,396 28,496 32,927
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 1,884)
3,052 1,117 3,415 -2,731 -1,776 3,736 2,756 -1,852 -872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 22.6 21.3 45.4 48.2 93.1 92.0 6.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
94 83 103 93 75 250 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 694,335
COMMITMENTS
58,159 50,305 85,701 404,103 385,410 547,964 521,416 146,371 172,918
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 46,912)
2,343 7,981 19,055 22,990 15,436 44,388 42,473 2,525 4,440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 7.2 12.3 58.2 55.5 78.9 75.1 21.1 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
33 27 39 73 80 121 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 610,679
COMMITMENTS
49,071 84,506 9,561 424,894 416,938 483,526 511,005 127,153 99,674
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 4,804)
1,386 -13,015 2,175 -7,721 17,615 -4,160 6,775 8,965 -1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.8 1.6 69.6 68.3 79.2 83.7 20.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 14 10 53 52 69 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,524
COMMITMENTS
1,599 110 1,020 2,513 3,983 5,132 5,113 392 411
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -102)
-232 8 28 128 -245 -76 -209 -26 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 2.0 18.5 45.5 72.1 92.9 92.6 7.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
14 1 5 10 15 27 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 449,908
COMMITMENTS
137,802 50,539 85,533 173,017 284,575 396,352 420,648 53,556 29,260
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 14,266)
-2,238 3,055 8,969 6,666 6,259 13,397 18,283 869 -4,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 11.2 19.0 38.5 63.3 88.1 93.5 11.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
110 67 93 95 89 260 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,171
COMMITMENTS
1,651 3,236 2,973 4,844 4,496 9,469 10,705 2,701 1,465
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 1,050)
8 -252 638 101 673 746 1,059 303 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 26.6 24.4 39.8 36.9 77.8 88.0 22.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
21 20 23 17 10 55 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,510,639
COMMITMENTS
476,869 311,873 86,286 833,432 960,227 1396587 1358385 114,052 152,254
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 52,664)
52,150 -11,075 -1,416 3,263 60,863 53,997 48,372 -1,333 4,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 20.6 5.7 55.2 63.6 92.5 89.9 7.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
65 67 43 104 145 189 235
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,521,460
COMMITMENTS
485,985 410,947 316,109 2382333 2294046 3184427 3021102 337,033 500,358
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 72,788)
27,884 -4,623 -12,938 48,244 82,028 63,191 64,468 9,597 8,320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.7 9.0 67.7 65.1 90.4 85.8 9.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
73 102 95 184 203 320 337
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,552,140
COMMITMENTS
422,357 498,132 188,424 1643369 1482571 2254149 2169126 297,991 383,014
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 31,309)
-11,134 -53,605 20,327 8,424 75,077 17,618 41,800 13,692 -10,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 19.5 7.4 64.4 58.1 88.3 85.0 11.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
48 67 56 124 150 206 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 885,644
COMMITMENTS
76,674 166,801 139,880 644,998 525,725 861,552 832,407 24,091 53,237
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 79,783)
25,016 27,801 -1,485 52,207 48,627 75,737 74,942 4,046 4,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 18.8 15.8 72.8 59.4 97.3 94.0 2.7 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
19 41 34 54 62 91 121
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,152
COMMITMENTS
10,531 15,991 579 31,527 25,908 42,636 42,477 6,515 6,674
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -471)
-377 3,879 -91 221 -4,745 -247 -957 -224 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 32.5 1.2 64.1 52.7 86.7 86.4 13.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 22 5 35 22 65 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,303
COMMITMENTS
21,061 31,981 1,158 63,053 51,815 85,273 84,955 13,030 13,348
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: -941)
-755 7,758 -182 443 -9,491 -493 -1,914 -448 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 32.5 1.2 64.1 52.7 86.7 86.4 13.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 22 5 35 22 65 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 21,022
COMMITMENTS
18,138 19,936 369 2,120 678 20,627 20,983 395 39
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 375)
396 391 -5 -26 0 365 386 10 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.3 94.8 1.8 10.1 3.2 98.1 99.8 1.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
21 13 2 2 1 23 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,504
COMMITMENTS
40,172 30,134 21 13,209 23,275 53,402 53,430 102 74
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 2,262)
880 1,586 0 1,365 681 2,245 2,267 17 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.1 56.3 0.0 24.7 43.5 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 20 1 6 16 11 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/11/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,141
COMMITMENTS
25,951 15,690 1,102 8,923 19,268 35,976 36,060 165 81
CHANGES FROM 08/04/15 (CHANGE IN OPEN INTEREST: 481)
-1,130 769 65 1,539 -341 474 493 7 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
71.8 43.4 3.0 24.7 53.3 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
5 19 1 4 11 9 31
Updated August 14, 2015