WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 429,740
COMMITMENTS
117,123 206,870 86,352 186,455 97,127 389,930 390,349 39,810 39,391
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -7,837)
-5,531 -18,133 5,635 -5,984 8,581 -5,880 -3,917 -1,957 -3,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 48.1 20.1 43.4 22.6 90.7 90.8 9.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
133 126 116 104 90 304 281
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 210,160
COMMITMENTS
59,917 91,388 22,195 108,347 73,830 190,459 187,413 19,701 22,747
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -4,978)
-2,530 -7,147 -790 -1,912 3,166 -5,232 -4,771 254 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 43.5 10.6 51.6 35.1 90.6 89.2 9.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
66 59 53 80 65 173 161
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,356,292
COMMITMENTS
366,404 466,580 194,930 644,145 525,292 1205479 1186802 150,813 169,490
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 30,498)
2,875 26,226 6,426 11,204 611 20,505 33,263 9,993 -2,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 34.4 14.4 47.5 38.7 88.9 87.5 11.1 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 703)
166 174 150 243 269 486 537
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,028
COMMITMENTS
3,576 3,904 676 3,586 3,940 7,838 8,520 3,190 2,508
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 489)
128 241 68 97 18 293 327 196 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 35.4 6.1 32.5 35.7 71.1 77.3 28.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 16 6 15 11 27 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 696,854
COMMITMENTS
139,051 181,343 126,430 375,216 319,418 640,697 627,191 56,157 69,663
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -4,694)
5,028 -30,671 1,365 -4,705 23,355 1,688 -5,951 -6,382 1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 26.0 18.1 53.8 45.8 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
131 186 183 141 159 390 443
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 383,217
COMMITMENTS
114,316 58,652 75,393 157,857 223,630 347,566 357,675 35,651 25,542
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 1,535)
-4,373 1,137 646 5,861 3,498 2,134 5,281 -599 -3,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 15.3 19.7 41.2 58.4 90.7 93.3 9.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
96 67 103 79 72 237 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 525,655
COMMITMENTS
104,907 68,056 11,545 260,420 319,010 376,872 398,611 148,783 127,044
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -16,863)
10,792 -1,969 -2,491 -28,190 -1,798 -19,889 -6,258 3,026 -10,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 12.9 2.2 49.5 60.7 71.7 75.8 28.3 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
33 33 15 56 65 98 104
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,129
COMMITMENTS
48,074 144,409 11,732 418,578 384,172 478,384 540,313 145,745 83,816
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 96)
-1,292 2,189 3,571 -7,524 -6,026 -5,245 -266 5,341 362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 23.1 1.9 67.1 61.6 76.6 86.6 23.4 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
11 14 9 58 50 75 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,024
COMMITMENTS
751 1,110 443 2,494 2,216 3,688 3,769 336 255
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -184)
-9 472 -224 29 -385 -204 -137 20 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 27.6 11.0 62.0 55.1 91.7 93.7 8.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
6 9 2 11 11 18 21
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,907
COMMITMENTS
71,444 98,528 58,559 190,027 173,566 320,030 330,653 49,877 39,254
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -23,589)
503 -21,918 -4,566 -20,823 8,417 -24,886 -18,067 1,297 -5,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 26.6 15.8 51.4 46.9 86.5 89.4 13.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
78 90 84 98 72 228 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,923
COMMITMENTS
2,061 4,671 721 7,019 4,839 9,801 10,231 2,122 1,692
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 258)
198 22 59 -76 233 181 314 77 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 39.2 6.0 58.9 40.6 82.2 85.8 17.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 27 10 20 11 46 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 982,783
COMMITMENTS
137,303 199,593 23,124 705,948 617,481 866,375 840,198 116,408 142,585
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -86,158)
-52,748 -28,500 -3,403 -30,560 -47,456 -86,711 -79,359 553 -6,799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 20.3 2.4 71.8 62.8 88.2 85.5 11.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
40 56 33 97 95 159 162
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,801,162
COMMITMENTS
510,567 442,480 105,025 1853420 1857267 2469012 2404772 332,150 396,390
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -107,955)
35,410 -30,123 -25,811 -79,480 -25,961 -69,881 -81,895 -38,074 -26,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 15.8 3.7 66.2 66.3 88.1 85.8 11.9 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
82 79 56 138 146 256 245
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 101,730
COMMITMENTS
11,718 10,176 392 49,677 47,716 61,787 58,284 39,943 43,446
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 10.0 0.4 48.8 46.9 60.7 57.3 39.3 42.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 2 1 12 11 16 13
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,514,518
COMMITMENTS
293,784 459,804 47,866 1890310 1644635 2231960 2152305 282,558 362,213
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -130,405)
568 39,037 -49,316 -84,349 -127,517 -133,097 -137,796 2,692 7,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 18.3 1.9 75.2 65.4 88.8 85.6 11.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
51 64 38 99 127 172 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 770,518
COMMITMENTS
44,175 93,153 108,420 597,387 524,886 749,982 726,459 20,536 44,059
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 45,293)
11,608 17,955 -7,271 44,063 32,385 48,400 43,069 -3,107 2,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 12.1 14.1 77.5 68.1 97.3 94.3 2.7 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
16 34 28 44 54 77 99
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 33,243
COMMITMENTS
8,553 7,409 435 18,765 17,899 27,752 25,743 5,491 7,500
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,027)
1,039 1,996 67 1,103 -716 2,208 1,346 -181 681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 22.3 1.3 56.4 53.8 83.5 77.4 16.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 16 6 33 26 55 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 66,485
COMMITMENTS
17,105 14,818 869 37,529 35,798 55,503 51,485 10,982 15,000
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,054)
2,077 3,991 133 2,206 -1,432 4,416 2,692 -362 1,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 22.3 1.3 56.4 53.8 83.5 77.4 16.5 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 16 6 33 26 55 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,833
COMMITMENTS
13,985 14,682 5,347 1,228 680 20,560 20,709 273 124
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,789)
-1,254 -1,673 4,442 -353 0 2,835 2,769 -46 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.1 70.5 25.7 5.9 3.3 98.7 99.4 1.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
17 14 7 1 1 22 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,133
COMMITMENTS
22,896 12,787 328 9,795 19,886 33,019 33,001 114 132
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 788)
305 237 -265 737 821 777 793 11 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 38.6 1.0 29.6 60.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 13 3 6 18 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/08/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,419
COMMITMENTS
40,847 12,903 67 5,457 33,379 46,371 46,349 48 70
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,701)
2,147 782 61 2,559 3,829 4,767 4,672 -66 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.0 27.8 0.1 11.8 71.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 14 1 5 14 18 29
Updated March 11, 2016