WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,908
COMMITMENTS
96,769 219,855 157,145 226,064 103,983 479,977 480,983 46,931 45,926
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 16,007)
-3,773 8,905 21,190 -304 -14,511 17,113 15,584 -1,106 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 41.7 29.8 42.9 19.7 91.1 91.3 8.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 437)
139 153 148 121 96 333 335
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 227,029
COMMITMENTS
56,557 98,746 32,672 117,197 71,778 206,426 203,196 20,603 23,833
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -5,195)
3,018 4,137 -597 -4,613 -5,837 -2,192 -2,297 -3,003 -2,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 43.5 14.4 51.6 31.6 90.9 89.5 9.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
66 71 60 86 69 186 177
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,630,381
COMMITMENTS
312,061 440,093 387,799 746,142 588,155 1446002 1416048 184,379 214,333
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 8,379)
-6,166 59,883 10,370 7,967 -48,146 12,170 22,107 -3,792 -13,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 27.0 23.8 45.8 36.1 88.7 86.9 11.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 752)
168 208 217 290 292 579 619
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,226
COMMITMENTS
2,370 3,566 2,040 4,713 4,118 9,123 9,725 3,104 2,502
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 466)
139 245 328 30 -360 497 213 -31 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 29.2 16.7 38.5 33.7 74.6 79.5 25.4 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 14 7 14 11 28 31
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 866,539
COMMITMENTS
130,982 216,941 238,876 426,625 333,438 796,483 789,255 70,056 77,283
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,725)
-19,983 35,285 17,300 4,754 -40,768 2,071 11,817 2,654 -7,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 25.0 27.6 49.2 38.5 91.9 91.1 8.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
163 211 247 162 171 469 516
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 421,163
COMMITMENTS
110,854 60,311 102,050 170,919 228,854 383,823 391,215 37,341 29,949
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -25,405)
-6,882 6,850 -8,606 -7,248 -24,140 -22,737 -25,896 -2,668 492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 14.3 24.2 40.6 54.3 91.1 92.9 8.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
86 81 111 80 84 240 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 657,638
COMMITMENTS
91,111 65,702 67,904 341,273 374,530 500,289 508,136 157,349 149,502
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 15,384)
12,206 4,921 6,832 16,837 16,761 35,875 28,514 -20,491 -13,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 10.0 10.3 51.9 57.0 76.1 77.3 23.9 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
35 31 40 69 77 122 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 624,658
COMMITMENTS
49,366 142,204 8,190 426,102 390,198 483,658 540,592 141,000 84,066
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -37,994)
-12,313 -4,299 951 -8,864 -30,527 -20,226 -33,875 -17,767 -4,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 22.8 1.3 68.2 62.5 77.4 86.5 22.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
12 16 8 59 48 76 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,208
COMMITMENTS
760 638 667 2,465 2,601 3,892 3,906 316 302
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -276)
136 178 -317 -169 -227 -350 -366 74 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 15.2 15.9 58.6 61.8 92.5 92.8 7.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
6 5 2 11 12 18 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 444,548
COMMITMENTS
59,011 123,105 101,070 232,030 173,263 392,111 397,439 52,437 47,109
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -17,150)
-109 3,301 -2,076 -10,946 -17,560 -13,132 -16,335 -4,019 -815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 27.7 22.7 52.2 39.0 88.2 89.4 11.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
70 108 100 103 83 237 249
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,455
COMMITMENTS
1,558 4,657 1,215 7,580 4,805 10,353 10,678 2,102 1,778
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -363)
337 20 -264 -277 -241 -204 -485 -159 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 37.4 9.8 60.9 38.6 83.1 85.7 16.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 31 19 21 10 52 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,086,148
COMMITMENTS
189,529 229,519 36,733 742,990 669,433 969,252 935,685 116,896 150,463
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -74,780)
-3,943 -12,495 -5,270 -36,718 -49,125 -45,931 -66,890 -28,849 -7,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 21.1 3.4 68.4 61.6 89.2 86.1 10.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
50 55 42 101 105 175 178
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,403,907
COMMITMENTS
449,469 474,514 374,015 2187724 2109967 3011208 2958496 392,699 445,411
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -111,095)
-68,145 28,506 64,328 -65,272 -186,772 -69,089 -93,938 -42,006 -17,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 13.9 11.0 64.3 62.0 88.5 86.9 11.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
80 82 104 157 171 290 304
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,794,419
COMMITMENTS
282,993 427,241 175,210 2051599 1827618 2509802 2430069 284,618 364,350
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -13,413)
-18,256 -4,786 47,214 11,832 -9,207 40,789 33,221 -54,202 -46,634
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 15.3 6.3 73.4 65.4 89.8 87.0 10.2 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
47 65 59 114 146 192 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 744,266
COMMITMENTS
32,077 75,969 132,215 556,276 493,981 720,568 702,166 23,698 42,101
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: -72,561)
2,115 -35,411 -9,856 -66,554 -27,599 -74,294 -72,865 1,733 304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 10.2 17.8 74.7 66.4 96.8 94.3 3.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
14 34 29 43 50 76 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 34,247
COMMITMENTS
7,659 5,546 1,416 19,380 20,215 28,454 27,177 5,793 7,070
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 2,458)
730 -27 6 860 3,043 1,595 3,022 863 -564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 16.2 4.1 56.6 59.0 83.1 79.4 16.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 13 8 33 28 62 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 68,494
COMMITMENTS
15,318 11,092 2,831 38,760 40,430 56,909 54,353 11,585 14,141
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 4,916)
1,460 -54 11 1,719 6,087 3,191 6,044 1,725 -1,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 16.2 4.1 56.6 59.0 83.1 79.4 16.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 87)
25 13 8 33 28 62 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 18,044
COMMITMENTS
15,239 16,355 905 1,581 680 17,725 17,940 319 104
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 797)
987 875 -33 -156 0 798 842 -1 -45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.5 90.6 5.0 8.8 3.8 98.2 99.4 1.8 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 14 4 1 1 18 18
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,345
COMMITMENTS
22,591 12,550 593 9,058 19,065 32,242 32,208 103 137
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,651)
1,388 193 316 -47 1,111 1,657 1,620 -6 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.8 38.8 1.8 28.0 58.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 15 3 6 20 16 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/01/16 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,718
COMMITMENTS
38,700 12,121 6 2,898 29,550 41,604 41,677 114 41
CHANGES FROM 02/23/16 (CHANGE IN OPEN INTEREST: 1,632)
2,406 -1,582 6 -761 3,264 1,651 1,688 -19 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
92.8 29.1 0.0 6.9 70.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 14 1 5 14 15 28
Updated March 4, 2016