WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 529,522
COMMITMENTS
93,838 204,524 167,435 223,673 114,639 484,946 486,598 44,575 42,923
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,614)
-2,931 -15,330 10,290 -2,390 10,656 4,969 5,616 -2,356 -3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 38.6 31.6 42.2 21.6 91.6 91.9 8.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
142 140 155 117 101 344 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 223,289
COMMITMENTS
54,607 91,547 32,755 114,858 75,266 202,220 199,567 21,070 23,722
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -3,740)
-1,950 -7,200 84 -2,340 3,487 -4,206 -3,629 466 -111
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 41.0 14.7 51.4 33.7 90.6 89.4 9.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
66 62 57 84 68 180 167
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,687,116
COMMITMENTS
311,610 465,907 410,333 764,363 598,497 1486306 1474738 200,810 212,379
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 56,735)
-451 25,814 22,534 18,221 10,342 40,304 58,690 16,431 -1,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 27.6 24.3 45.3 35.5 88.1 87.4 11.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 752)
187 193 212 296 292 589 608
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 12,719
COMMITMENTS
2,572 3,773 2,074 4,751 4,212 9,397 10,059 3,321 2,660
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 492)
203 207 33 39 94 275 335 218 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 29.7 16.3 37.4 33.1 73.9 79.1 26.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
11 14 7 15 12 28 32
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 876,425
COMMITMENTS
141,635 177,644 250,034 419,874 368,714 811,542 796,392 64,883 80,033
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 9,886)
10,653 -39,297 11,158 -6,752 35,277 15,059 7,137 -5,173 2,749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 20.3 28.5 47.9 42.1 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
157 196 232 161 169 456 481
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 424,624
COMMITMENTS
108,373 61,156 103,395 175,878 233,849 387,646 398,400 36,978 26,224
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 3,461)
-2,481 845 1,345 4,959 4,995 3,823 7,185 -362 -3,724
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 14.4 24.3 41.4 55.1 91.3 93.8 8.7 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
92 77 113 86 84 252 224
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 644,035
COMMITMENTS
101,143 65,462 68,608 312,239 369,863 481,990 503,933 162,045 140,102
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -13,603)
10,032 -240 704 -29,034 -4,667 -18,299 -4,203 4,696 -9,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 10.2 10.7 48.5 57.4 74.8 78.2 25.2 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
30 38 40 64 74 119 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 624,838
COMMITMENTS
48,074 144,423 11,763 418,759 384,172 478,596 540,358 146,242 84,480
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 180)
-1,292 2,219 3,573 -7,343 -6,026 -5,062 -234 5,242 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 23.1 1.9 67.0 61.5 76.6 86.5 23.4 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
11 14 9 58 50 75 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 421,302
COMMITMENTS
61,744 102,775 94,815 210,857 182,482 367,416 380,071 53,886 41,230
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -23,246)
2,734 -20,331 -6,255 -21,173 9,219 -24,695 -17,368 1,449 -5,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 24.4 22.5 50.0 43.3 87.2 90.2 12.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
73 101 102 102 85 241 235
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,826
COMMITMENTS
1,778 4,678 1,315 7,556 5,109 10,650 11,102 2,176 1,724
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 370)
220 20 100 -23 304 297 424 74 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 36.5 10.3 58.9 39.8 83.0 86.6 17.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
19 29 13 22 11 48 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,005,779
COMMITMENTS
136,290 200,977 36,254 715,481 624,505 888,025 861,736 117,754 144,043
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -80,369)
-53,239 -28,542 -479 -27,509 -44,928 -81,227 -73,949 857 -6,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 20.0 3.6 71.1 62.1 88.3 85.7 11.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
41 55 38 98 96 162 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,352,503
COMMITMENTS
463,403 438,813 392,504 2142681 2104478 2998588 2935795 353,915 416,708
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -51,404)
13,934 -35,700 18,489 -45,043 -5,489 -12,620 -22,701 -38,784 -28,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 13.1 11.7 63.9 62.8 89.4 87.6 10.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
79 88 111 158 171 302 305
ULTRA 10-YEAR U.S. T-NOTES - CHICAGO BOARD OF TRADE Code-043607
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 2,680,286
COMMITMENTS
281,702 467,134 134,676 1975175 1705988 2391552 2307798 288,733 372,488
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: -114,133)
-1,291 39,894 -40,534 -76,424 -121,631 -118,249 -122,271 4,116 8,137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 17.4 5.0 73.7 63.6 89.2 86.1 10.8 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
48 68 55 108 139 187 231
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 789,631
COMMITMENTS
44,153 93,636 124,821 600,063 526,769 769,037 745,226 20,594 44,406
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 45,365)
12,076 17,667 -7,394 43,787 32,788 48,469 43,060 -3,103 2,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 11.9 15.8 76.0 66.7 97.4 94.4 2.6 5.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
16 35 28 44 55 77 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 36,725
COMMITMENTS
8,685 7,506 1,634 20,791 19,792 31,111 28,932 5,614 7,793
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 2,478)
1,026 1,960 219 1,411 -423 2,656 1,755 -178 723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 20.4 4.5 56.6 53.9 84.7 78.8 15.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 17 8 33 28 58 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 73,450
COMMITMENTS
17,370 15,011 3,269 41,582 39,583 62,221 57,864 11,229 15,587
CHANGES FROM 03/01/16 (CHANGE IN OPEN INTEREST: 4,956)
2,053 3,920 438 2,822 -847 5,313 3,511 -356 1,446
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 20.4 4.5 56.6 53.9 84.7 78.8 15.3 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
21 17 8 33 28 58 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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