WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,245
COMMITMENTS
108,626 193,515 91,428 192,629 108,795 392,683 393,738 41,562 40,507
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 18,575)
1,248 15,414 4,954 9,214 -4,168 15,416 16,200 3,159 2,375
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 44.6 21.1 44.4 25.1 90.4 90.7 9.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
125 126 124 102 91 302 287
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 203,546
COMMITMENTS
53,453 68,829 29,571 100,305 80,780 183,329 179,180 20,217 24,366
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 4,586)
-1,116 -2,506 4,341 731 1,787 3,956 3,622 630 964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 33.8 14.5 49.3 39.7 90.1 88.0 9.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
58 59 62 80 71 175 172
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,338,870
COMMITMENTS
358,750 402,050 198,764 634,000 571,059 1191514 1171873 147,356 166,997
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -10,405)
-595 -31,528 1,218 -8,269 20,498 -7,646 -9,812 -2,759 -593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 30.0 14.8 47.4 42.7 89.0 87.5 11.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 684)
166 162 155 251 277 493 532
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,535
COMMITMENTS
3,651 4,132 724 3,004 3,097 7,379 7,953 3,156 2,582
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -585)
108 -61 48 -850 -594 -694 -607 109 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 39.2 6.9 28.5 29.4 70.0 75.5 30.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 17 7 14 9 26 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 749,752
COMMITMENTS
202,371 157,106 128,080 359,692 383,349 690,143 668,535 59,609 81,217
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 39,239)
27,948 -3,856 6,989 -270 28,378 34,667 31,511 4,572 7,728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 21.0 17.1 48.0 51.1 92.0 89.2 8.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 574)
166 175 187 137 175 419 451
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 442,859
COMMITMENTS
172,274 54,002 75,870 149,294 285,250 397,438 415,122 45,421 27,737
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 24,396)
24,470 3,123 2,123 -5,080 17,184 21,513 22,430 2,883 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 12.2 17.1 33.7 64.4 89.7 93.7 10.3 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
118 68 111 78 85 261 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 492,144
COMMITMENTS
112,343 62,342 12,588 230,143 294,659 355,074 369,589 137,070 122,555
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -14,240)
3,711 -3,988 -1,890 -13,140 -8,904 -11,319 -14,782 -2,921 542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 12.7 2.6 46.8 59.9 72.1 75.1 27.9 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
38 32 17 58 67 104 108
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,349
COMMITMENTS
50,443 152,597 6,670 423,340 376,953 480,453 536,220 135,896 80,129
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -4,849)
2,295 4,845 -3,195 1,605 -5,193 705 -3,543 -5,554 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 24.8 1.1 68.7 61.2 78.0 87.0 22.0 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 15 9 55 49 72 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,352
COMMITMENTS
508 534 917 2,678 2,648 4,103 4,099 249 253
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 91)
-207 -507 223 92 358 108 74 -17 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 12.3 21.1 61.5 60.8 94.3 94.2 5.7 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 8 3 10 11 16 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 377,306
COMMITMENTS
77,875 97,941 62,376 187,501 178,969 327,752 339,286 49,554 38,020
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 3,724)
453 -4,266 8,045 -6,045 2,934 2,453 6,713 1,271 -2,989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 26.0 16.5 49.7 47.4 86.9 89.9 13.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
87 78 91 102 76 242 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,648
COMMITMENTS
2,079 4,675 1,027 7,113 4,965 10,219 10,667 2,429 1,981
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 153)
78 97 -21 -123 -8 -66 68 219 85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 37.0 8.1 56.2 39.3 80.8 84.3 19.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 27 12 19 10 46 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 925,103
COMMITMENTS
100,700 212,590 21,957 692,022 544,130 814,679 778,677 110,424 146,426
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 6,077)
-20,116 21,492 -730 31,460 -19,730 10,614 1,032 -4,537 5,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 23.0 2.4 74.8 58.8 88.1 84.2 11.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
39 52 31 89 96 143 164
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,629,742
COMMITMENTS
485,962 435,857 79,027 1730950 1717752 2295939 2232636 333,803 397,106
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -43,929)
-15,231 -238 -14,423 -12,223 -34,923 -41,877 -49,584 -2,052 5,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 16.6 3.0 65.8 65.3 87.3 84.9 12.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
85 80 52 133 146 248 248
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 95,318
COMMITMENTS
14,598 7,848 0 40,524 41,895 55,122 49,743 40,196 45,575
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 8.2 0.0 42.5 44.0 57.8 52.2 42.2 47.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
3 1 0 13 9 16 10
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,380,107
COMMITMENTS
249,146 463,759 33,172 1844982 1565533 2127300 2062464 252,807 317,643
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -23,273)
-27,607 11,066 -1,635 14,328 -11,780 -14,914 -2,349 -8,359 -20,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 19.5 1.4 77.5 65.8 89.4 86.7 10.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
48 65 31 99 132 165 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 779,098
COMMITMENTS
39,106 96,661 94,328 624,040 541,511 757,474 732,500 21,624 46,598
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -36,541)
-23,904 -15,393 -5,084 -10,250 -16,012 -39,238 -36,489 2,697 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.4 12.1 80.1 69.5 97.2 94.0 2.8 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
20 30 28 44 56 78 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 45,580
COMMITMENTS
17,390 13,954 236 22,284 22,313 39,910 36,503 5,670 9,077
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 737)
7,690 4,668 -197 -6,112 -3,901 1,382 570 -645 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 30.6 0.5 48.9 49.0 87.6 80.1 12.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 18 6 28 24 55 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 91,160
COMMITMENTS
34,780 27,908 472 44,568 44,626 79,820 73,006 11,340 18,154
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 1,474)
15,380 9,336 -394 -12,223 -7,802 2,763 1,140 -1,289 334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 30.6 0.5 48.9 49.0 87.6 80.1 12.4 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
22 18 6 28 24 55 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,274
COMMITMENTS
16,664 17,861 739 1,576 645 18,979 19,245 295 29
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: 252)
977 1,402 -1,103 348 -35 222 264 30 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.5 92.7 3.8 8.2 3.3 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
20 14 3 2 1 23 17
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,957
COMMITMENTS
18,734 11,843 333 5,784 12,670 24,851 24,846 106 111
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -1,655)
-1,537 -1,164 12 -136 -492 -1,661 -1,644 6 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 47.5 1.3 23.2 50.8 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
7 14 1 6 16 14 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/22/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,443
COMMITMENTS
23,908 12,691 0 5,465 16,704 29,373 29,395 70 48
CHANGES FROM 03/15/16 (CHANGE IN OPEN INTEREST: -589)
-1,189 -417 0 613 -162 -576 -579 -13 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.2 43.1 0.0 18.6 56.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
7 17 0 5 10 12 27
Updated March 25, 2016