WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,319
COMMITMENTS
104,657 170,042 209,702 233,184 164,802 547,542 544,546 45,776 48,772
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 23,674)
665 12,464 12,559 7,214 -6,507 20,438 18,516 3,236 5,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 28.7 35.3 39.3 27.8 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 435)
140 141 189 114 106 364 350
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 173,514
COMMITMENTS
37,592 48,537 34,783 80,954 65,158 153,328 148,477 20,186 25,037
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 9,276)
-1,669 4,187 5,611 2,495 -2,844 6,438 6,954 2,839 2,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 28.0 20.0 46.7 37.6 88.4 85.6 11.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
51 52 56 74 70 156 155
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,875,432
COMMITMENTS
324,952 313,634 557,596 829,559 730,289 1712106 1601518 163,325 273,913
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 65,967)
-233 58,214 28,792 26,678 -26,915 55,237 60,090 10,730 5,877
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 16.7 29.7 44.2 38.9 91.3 85.4 8.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780)
182 192 243 308 323 624 654
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,522
COMMITMENTS
1,102 1,138 1,763 5,424 5,187 8,289 8,087 2,233 2,435
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -20)
-167 35 38 334 -159 205 -86 -225 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.8 16.8 51.6 49.3 78.8 76.9 21.2 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 7 18 12 30 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,050,407
COMMITMENTS
166,841 207,859 331,539 493,095 376,356 991,475 915,754 58,932 134,653
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 65,131)
-9,045 25,675 27,961 43,331 8,934 62,247 62,570 2,884 2,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 19.8 31.6 46.9 35.8 94.4 87.2 5.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
156 274 281 179 208 521 602
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,589
COMMITMENTS
116,317 81,306 89,809 167,906 207,736 374,032 378,851 34,556 29,738
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -78)
3,869 -8,292 2,164 -7,314 7,336 -1,281 1,208 1,204 -1,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 19.9 22.0 41.1 50.8 91.5 92.7 8.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
100 87 113 83 80 249 236
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 520,463
COMMITMENTS
73,727 49,673 37,601 252,119 292,344 363,447 379,618 157,015 140,845
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 12,535)
15,762 2,734 1,207 -9,287 10,136 7,681 14,077 4,854 -1,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 9.5 7.2 48.4 56.2 69.8 72.9 30.2 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
26 26 33 61 68 104 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 586,979
COMMITMENTS
53,156 88,508 7,494 405,480 400,377 466,130 496,379 120,849 90,601
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 15,659)
4,218 7,280 -338 10,002 8,903 13,882 15,845 1,777 -185
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 15.1 1.3 69.1 68.2 79.4 84.6 20.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 13 7 50 50 67 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,347
COMMITMENTS
1,460 133 543 3,973 5,394 5,976 6,070 371 277
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: -203)
154 -16 -84 -297 -63 -227 -163 24 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 2.1 8.6 62.6 85.0 94.2 95.6 5.8 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 3 5 16 20 31 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 404,553
COMMITMENTS
87,325 86,226 84,765 179,961 191,252 352,050 362,243 52,503 42,310
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 9,416)
-7,692 14,708 5,334 8,632 -16,636 6,274 3,406 3,142 6,010
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 21.3 21.0 44.5 47.3 87.0 89.5 13.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
78 95 110 87 79 238 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,998
COMMITMENTS
673 5,067 3,007 6,084 1,522 9,763 9,595 2,235 2,403
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 1,175)
-103 360 621 307 -410 825 571 350 603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 42.2 25.1 50.7 12.7 81.4 80.0 18.6 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
13 24 13 23 12 44 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,439,126
COMMITMENTS
452,383 293,939 48,908 809,342 943,057 1310633 1285904 128,493 153,222
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 45,488)
46,906 14,465 -292 -8,902 28,642 37,712 42,815 7,776 2,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 20.4 3.4 56.2 65.5 91.1 89.4 8.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
49 60 36 96 120 161 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,331,712
COMMITMENTS
354,641 484,118 302,516 2312889 2119375 2970046 2906008 361,666 425,703
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 14,136)
41,711 -974 5,199 -38,070 18,116 8,840 22,342 5,296 -8,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 14.5 9.1 69.4 63.6 89.1 87.2 10.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
63 100 94 176 199 301 331
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,170,571
COMMITMENTS
358,034 411,101 104,031 1426887 1296213 1888952 1811346 281,618 359,225
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 20,519)
17,568 -11,518 17,232 -15,503 2,465 19,296 8,179 1,223 12,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 18.9 4.8 65.7 59.7 87.0 83.5 13.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
51 62 55 114 142 195 229
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 766,907
COMMITMENTS
40,578 156,508 152,496 545,315 402,109 738,388 711,112 28,519 55,794
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 32,690)
-634 14,304 5,627 25,803 12,679 30,796 32,611 1,893 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 20.4 19.9 71.1 52.4 96.3 92.7 3.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
11 48 36 42 59 80 119
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,656
COMMITMENTS
16,660 8,129 801 29,667 41,759 47,129 50,689 8,528 4,967
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 5,683)
4,182 243 -665 1,943 5,958 5,459 5,536 224 147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.6 1.4 53.3 75.0 84.7 91.1 15.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 18 9 29 28 63 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,313
COMMITMENTS
33,320 16,258 1,603 59,335 83,517 94,258 101,378 17,055 9,935
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 11,366)
8,363 486 -1,330 3,886 11,917 10,919 11,072 447 294
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.6 1.4 53.3 75.0 84.7 91.1 15.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
31 18 9 29 28 63 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,457
COMMITMENTS
12,626 12,953 826 848 678 14,300 14,457 157 0
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 625)
664 676 -51 0 0 613 625 12 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.3 89.6 5.7 5.9 4.7 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
17 11 2 1 1 19 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,768
COMMITMENTS
34,843 17,751 0 9,798 26,845 44,641 44,596 127 172
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 426)
1,375 377 0 -937 -3 438 374 -12 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.8 39.7 0.0 21.9 60.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 15 0 6 16 14 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/14/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,533
COMMITMENTS
32,004 13,420 52 6,331 24,920 38,387 38,392 146 141
CHANGES FROM 04/07/15 (CHANGE IN OPEN INTEREST: 919)
1,660 756 52 -818 89 894 897 25 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.1 34.8 0.1 16.4 64.7 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
12 13 2 5 15 17 30
Updated April 17, 2015