WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 437,298
COMMITMENTS
120,523 183,516 94,054 184,705 116,075 399,282 393,645 38,016 43,653
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 3,938)
-5,277 4,914 4,450 3,440 -5,037 2,613 4,327 1,325 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 42.0 21.5 42.2 26.5 91.3 90.0 8.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
126 131 140 96 92 313 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 155,898
COMMITMENTS
44,051 53,652 23,604 70,889 54,873 138,544 132,129 17,354 23,769
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 459)
-300 -7,446 2,176 -1,547 5,175 329 -95 130 554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 34.4 15.1 45.5 35.2 88.9 84.8 11.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
35 59 56 68 61 142 149
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,434,318
COMMITMENTS
424,955 479,404 205,207 677,083 538,414 1307245 1223025 127,073 211,293
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 34,652)
16,023 17,434 1,263 12,657 7,581 29,943 26,278 4,709 8,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 33.4 14.3 47.2 37.5 91.1 85.3 8.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
170 176 164 234 265 496 547
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,894
COMMITMENTS
1,722 1,216 106 5,561 5,770 7,389 7,092 1,505 1,802
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 269)
58 66 -16 236 150 278 200 -9 69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 13.7 1.2 62.5 64.9 83.1 79.7 16.9 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 12 5 18 14 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 710,533
COMMITMENTS
180,528 235,482 113,979 370,173 249,716 664,680 599,177 45,853 111,356
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 18,138)
-948 8,155 13,701 3,053 -6,431 15,806 15,425 2,332 2,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 33.1 16.0 52.1 35.1 93.5 84.3 6.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
153 230 202 153 188 439 508
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,850
COMMITMENTS
133,809 70,978 76,768 154,442 222,858 365,019 370,604 35,831 30,246
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 2,189)
-4,991 4,298 -148 7,160 -4,063 2,021 87 168 2,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 17.7 19.2 38.5 55.6 91.1 92.5 8.9 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
105 78 113 75 72 255 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 496,128
COMMITMENTS
64,176 55,707 12,042 269,132 268,375 345,350 336,124 150,778 160,004
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -693)
-20,159 -3,793 -1,679 808 -3,060 -21,030 -8,532 20,337 7,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 11.2 2.4 54.2 54.1 69.6 67.7 30.4 32.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
27 20 24 52 67 87 103
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 623,616
COMMITMENTS
38,724 86,683 17,508 438,951 410,030 495,183 514,221 128,433 109,395
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 47,815)
-3,321 7,763 12,091 17,361 22,318 26,131 42,172 21,684 5,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 13.9 2.8 70.4 65.8 79.4 82.5 20.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
8 16 13 54 54 71 77
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,859
COMMITMENTS
3,010 164 1,629 2,757 5,880 7,396 7,673 463 186
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -728)
2 -151 -196 -505 -269 -699 -616 -29 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 2.1 20.7 35.1 74.8 94.1 97.6 5.9 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 6 13 15 35 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 378,102
COMMITMENTS
104,856 90,037 50,526 179,469 201,792 334,851 342,355 43,251 35,747
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 25,130)
3,384 3,764 7,086 15,655 13,780 26,125 24,630 -995 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 23.8 13.4 47.5 53.4 88.6 90.5 11.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
84 90 85 85 71 222 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,572
COMMITMENTS
882 5,982 1,946 6,351 1,693 9,179 9,621 2,393 1,951
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 403)
11 41 156 89 197 256 394 147 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 51.7 16.8 54.9 14.6 79.3 83.1 20.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
13 31 14 19 11 43 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,434,553
COMMITMENTS
424,600 261,692 57,409 822,156 933,952 1304165 1253053 130,388 181,500
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 72,781)
39,763 -22,609 -3,224 25,866 70,408 62,405 44,575 10,376 28,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 18.2 4.0 57.3 65.1 90.9 87.3 9.1 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
52 51 30 94 126 162 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,186,319
COMMITMENTS
356,623 440,157 301,008 2180624 1956178 2838255 2697343 348,064 488,976
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 313,513)
-6,812 -9,116 194,857 70,581 83,431 258,626 269,172 54,887 44,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 13.8 9.4 68.4 61.4 89.1 84.7 10.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
63 91 73 154 164 262 283
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,253,914
COMMITMENTS
341,753 384,027 96,408 1519169 1370038 1957330 1850473 296,584 403,441
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 265,568)
22,446 -28,652 70,677 122,969 181,388 216,092 223,413 49,476 42,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 17.0 4.3 67.4 60.8 86.8 82.1 13.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
38 57 38 102 129 168 199
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 854,237
COMMITMENTS
37,162 183,363 168,585 623,174 442,446 828,921 794,394 25,316 59,843
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 5,274)
2,365 5,400 1,882 2,075 -5,029 6,322 2,253 -1,048 3,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 21.5 19.7 73.0 51.8 97.0 93.0 3.0 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 135)
13 46 32 56 71 90 131
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,676
COMMITMENTS
17,146 10,024 555 30,371 39,075 48,071 49,654 8,605 7,022
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -4,027)
-4,086 129 -72 859 -3,429 -3,299 -3,372 -728 -655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 17.7 1.0 53.6 68.9 84.8 87.6 15.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 28 5 28 27 61 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,351
COMMITMENTS
34,291 20,048 1,110 60,741 78,150 96,142 99,308 17,209 14,043
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -8,054)
-8,172 258 -144 1,718 -6,858 -6,598 -6,744 -1,456 -1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 17.7 1.0 53.6 68.9 84.8 87.6 15.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 28 5 28 27 61 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,261
COMMITMENTS
14,220 15,739 844 2,114 678 17,178 17,261 83 0
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -2,013)
-1,965 -1,961 -52 0 0 -2,017 -2,013 4 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.4 91.2 4.9 12.2 3.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 13 2 2 1 17 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,704
COMMITMENTS
42,034 19,810 21 7,525 29,780 49,580 49,611 124 93
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,086)
1,084 1,154 0 -41 -55 1,043 1,099 43 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.6 39.9 0.0 15.1 59.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 15 1 6 18 13 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/26/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,947
COMMITMENTS
33,515 11,525 0 4,311 26,334 37,826 37,859 121 88
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,384)
2,549 -42 0 -1,175 1,466 1,374 1,424 10 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.3 30.4 0.0 11.4 69.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 16 0 4 17 17 33
Updated May 29, 2015