WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,670
COMMITMENTS
107,378 178,101 86,474 183,415 112,963 377,267 377,538 38,403 38,132
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -14,070)
-9,745 -28,769 122 -3,040 15,836 -12,663 -12,811 -1,407 -1,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 42.8 20.8 44.1 27.2 90.8 90.8 9.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
125 112 119 101 96 296 280
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 198,960
COMMITMENTS
54,569 71,335 25,230 99,574 78,993 179,373 175,558 19,587 23,402
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -11,200)
-5,348 -20,053 3,035 -8,773 5,163 -11,086 -11,855 -114 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 35.9 12.7 50.0 39.7 90.2 88.2 9.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
57 57 53 75 71 162 161
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,349,275
COMMITMENTS
359,345 433,578 197,546 642,269 550,561 1199160 1181685 150,115 167,590
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -7,017)
-7,059 -33,002 2,616 -1,876 25,269 -6,319 -5,117 -698 -1,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 32.1 14.6 47.6 40.8 88.9 87.6 11.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 689)
172 160 158 242 275 487 539
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,120
COMMITMENTS
3,543 4,193 676 3,854 3,691 8,073 8,560 3,047 2,560
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 92)
-33 289 0 268 -249 235 40 -143 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 37.7 6.1 34.7 33.2 72.6 77.0 27.4 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 18 6 16 10 28 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 710,513
COMMITMENTS
174,423 160,962 121,091 359,962 354,971 655,476 637,024 55,037 73,489
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 13,659)
35,372 -20,381 -5,339 -15,254 35,553 14,779 9,833 -1,120 3,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 22.7 17.0 50.7 50.0 92.3 89.7 7.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
148 184 189 144 170 412 452
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 418,463
COMMITMENTS
147,804 50,879 73,747 154,374 268,066 375,925 392,692 42,538 25,771
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 35,246)
33,488 -7,773 -1,646 -3,483 44,436 28,359 35,017 6,887 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 12.2 17.6 36.9 64.1 89.8 93.8 10.2 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
113 66 106 78 84 251 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 506,384
COMMITMENTS
108,632 66,330 14,478 243,283 303,563 366,393 384,371 139,991 122,013
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -19,271)
3,725 -1,726 2,933 -17,137 -15,447 -10,479 -14,240 -8,792 -5,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 13.1 2.9 48.0 59.9 72.4 75.9 27.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 150)
39 29 17 57 64 104 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 621,198
COMMITMENTS
48,148 147,752 9,865 421,735 382,146 479,748 539,763 141,450 81,435
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -2,931)
74 3,343 -1,867 3,157 -2,026 1,364 -550 -4,295 -2,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 23.8 1.6 67.9 61.5 77.2 86.9 22.8 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
11 14 9 55 48 71 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,261
COMMITMENTS
715 1,041 694 2,586 2,290 3,995 4,025 266 236
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 237)
-36 -69 251 92 74 307 256 -70 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 24.4 16.3 60.7 53.7 93.8 94.5 6.2 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
7 7 3 11 11 19 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 373,582
COMMITMENTS
77,422 102,207 54,331 193,546 176,035 325,299 332,573 48,283 41,009
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 3,675)
5,978 3,679 -4,228 3,519 2,469 5,269 1,920 -1,594 1,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 27.4 14.5 51.8 47.1 87.1 89.0 12.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
83 90 81 101 77 227 219
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,495
COMMITMENTS
2,001 4,578 1,048 7,236 4,973 10,285 10,599 2,210 1,896
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 572)
-60 -93 327 217 134 484 368 88 204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 36.6 8.4 57.9 39.8 82.3 84.8 17.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
21 26 13 20 10 48 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 919,026
COMMITMENTS
120,816 191,098 22,687 660,562 563,860 804,065 777,645 114,961 141,381
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -63,757)
-16,487 -8,495 -437 -45,386 -53,621 -62,310 -62,553 -1,447 -1,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 20.8 2.5 71.9 61.4 87.5 84.6 12.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
39 52 29 91 97 145 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,673,671
COMMITMENTS
501,193 436,095 93,450 1743173 1752675 2337816 2282220 335,855 391,451
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -127,491)
-9,374 -6,385 -11,575 -110,247 -104,592 -131,196 -122,552 3,705 -4,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 16.3 3.5 65.2 65.6 87.4 85.4 12.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
84 81 55 133 145 252 246
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,403,380
COMMITMENTS
276,753 452,693 34,807 1830654 1577313 2142214 2064813 261,166 338,567
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -111,138)
-17,031 -7,111 -13,059 -59,656 -67,322 -89,746 -87,492 -21,392 -23,646
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 18.8 1.4 76.2 65.6 89.1 85.9 10.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
50 62 32 97 131 165 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 815,639
COMMITMENTS
63,010 112,054 99,412 634,290 557,523 796,712 768,989 18,927 46,650
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 45,121)
18,835 18,901 -9,008 36,903 32,637 46,730 42,530 -1,609 2,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 13.7 12.2 77.8 68.4 97.7 94.3 2.3 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
16 36 27 45 57 78 103
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 44,843
COMMITMENTS
9,700 9,286 433 28,396 26,214 38,529 35,933 6,315 8,910
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 11,601)
1,148 1,877 -2 9,631 8,315 10,777 10,191 824 1,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.7 1.0 63.3 58.5 85.9 80.1 14.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 19 5 36 30 62 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 89,686
COMMITMENTS
19,400 18,572 866 56,791 52,428 77,057 71,866 12,629 17,820
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: 23,201)
2,295 3,754 -3 19,262 16,630 21,554 20,381 1,647 2,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 20.7 1.0 63.3 58.5 85.9 80.1 14.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
24 19 5 36 30 62 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,022
COMMITMENTS
15,687 16,459 1,842 1,228 680 18,757 18,981 265 41
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -1,811)
1,702 1,777 -3,505 0 0 -1,803 -1,728 -8 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.5 86.5 9.7 6.5 3.6 98.6 99.8 1.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
18 15 6 1 1 22 19
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,612
COMMITMENTS
20,271 13,007 321 5,920 13,162 26,512 26,490 100 122
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -6,521)
-2,625 220 -7 -3,875 -6,724 -6,507 -6,511 -14 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.2 48.9 1.2 22.2 49.5 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 13 1 6 16 16 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/15/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,032
COMMITMENTS
25,097 13,108 0 4,852 16,866 29,949 29,974 83 58
CHANGES FROM 03/08/16 (CHANGE IN OPEN INTEREST: -16,387)
-15,750 205 -67 -605 -16,513 -16,422 -16,375 35 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.6 43.6 0.0 16.2 56.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 16 0 6 10 16 26
Updated March 18, 2016