WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,992
COMMITMENTS
112,388 201,118 183,536 229,855 135,469 525,779 520,123 44,213 49,869
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 23,221)
-734 6,740 15,136 8,521 763 22,922 22,638 299 583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 35.3 32.2 40.3 23.8 92.2 91.3 7.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 438)
150 143 174 114 99 350 347
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 187,046
COMMITMENTS
42,657 68,402 39,524 84,618 54,904 166,799 162,830 20,246 24,216
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,092)
228 2,333 2,746 -1,256 -3,728 1,717 1,350 -626 -259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 36.6 21.1 45.2 29.4 89.2 87.1 10.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
57 52 54 73 62 151 151
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,817,160
COMMITMENTS
355,985 415,496 508,343 796,306 627,260 1660634 1551098 156,526 266,062
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 46,223)
14,810 44,911 3,605 29,880 4,029 48,295 52,544 -2,073 -6,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 22.9 28.0 43.8 34.5 91.4 85.4 8.6 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787)
191 214 233 289 294 606 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,895
COMMITMENTS
961 1,071 918 5,220 4,803 7,099 6,792 1,796 2,103
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 389)
469 59 104 -45 373 528 536 -138 -146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.0 10.3 58.7 54.0 79.8 76.4 20.2 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
9 11 6 19 13 29 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 888,556
COMMITMENTS
192,742 171,946 253,849 392,837 329,310 839,428 755,104 49,128 133,452
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 7,064)
5,362 312 4,749 1,356 1,033 11,467 6,095 -4,402 969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 19.4 28.6 44.2 37.1 94.5 85.0 5.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
169 233 249 167 210 502 545
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 411,477
COMMITMENTS
130,592 67,793 79,118 158,334 235,903 368,045 382,814 43,432 28,663
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 1,094)
10,436 -12,773 -2,595 -12,473 18,993 -4,632 3,624 5,726 -2,530
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 16.5 19.2 38.5 57.3 89.4 93.0 10.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
110 87 108 77 78 253 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 556,011
COMMITMENTS
53,114 45,247 63,758 299,065 294,855 415,936 403,860 140,074 152,150
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 62,372)
-972 -5,400 28,275 43,761 38,869 71,064 61,743 -8,692 629
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 8.1 11.5 53.8 53.0 74.8 72.6 25.2 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
27 25 32 64 68 107 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,757
COMMITMENTS
46,685 79,504 7,607 408,612 395,328 462,904 482,439 119,853 100,318
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 5,753)
-507 -5,220 -336 4,327 6,113 3,484 557 2,269 5,196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.6 1.3 70.1 67.8 79.4 82.8 20.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 11 5 52 49 65 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,705
COMMITMENTS
2,703 548 1,441 3,145 5,441 7,289 7,430 416 275
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 200)
144 170 -6 25 24 163 188 37 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.1 7.1 18.7 40.8 70.6 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 4 5 13 20 30 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 382,696
COMMITMENTS
96,049 77,210 67,914 170,467 199,856 334,430 344,981 48,265 37,715
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 2,370)
-1,278 646 639 2,196 -353 1,557 932 814 1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 20.2 17.7 44.5 52.2 87.4 90.1 12.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
78 81 81 81 75 206 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,343
COMMITMENTS
677 5,418 1,997 6,652 1,691 9,326 9,106 2,017 2,238
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -406)
44 48 -137 44 -184 -48 -273 -358 -133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 47.8 17.6 58.6 14.9 82.2 80.3 17.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
12 30 13 21 13 42 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,486,041
COMMITMENTS
452,317 277,015 53,425 860,773 996,200 1366515 1326639 119,526 159,402
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -22,483)
-7,556 -4,110 -7,384 1,569 -4,279 -13,371 -15,772 -9,112 -6,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 18.6 3.6 57.9 67.0 92.0 89.3 8.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
58 46 31 95 123 165 188
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,485,889
COMMITMENTS
298,167 492,183 384,660 2470666 2144882 3153492 3021725 332,397 464,164
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 207,954)
-45,194 32,905 100,177 176,891 45,373 231,874 178,455 -23,920 29,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.1 11.0 70.9 61.5 90.5 86.7 9.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
75 93 101 180 201 310 340
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,209,527
COMMITMENTS
327,807 400,471 123,798 1497843 1318394 1949448 1842663 260,079 366,864
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 70,039)
-41,875 28,445 48,514 106,443 -8,513 113,081 68,446 -43,043 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 18.1 5.6 67.8 59.7 88.2 83.4 11.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
41 70 54 109 142 184 232
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 787,544
COMMITMENTS
35,282 160,815 160,646 569,351 412,820 765,279 734,282 22,265 53,262
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -35,706)
-4,171 -7,234 -7,286 -21,596 -25,020 -33,053 -39,540 -2,654 3,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 20.4 20.4 72.3 52.4 97.2 93.2 2.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
15 43 36 49 64 86 123
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,127
COMMITMENTS
13,785 10,084 406 31,784 37,695 45,975 48,184 8,151 5,943
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,021)
-2,601 1,793 -832 -905 -5,010 -4,337 -4,048 316 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 18.6 0.7 58.7 69.6 84.9 89.0 15.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 23 6 30 24 63 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,253
COMMITMENTS
27,571 20,167 811 63,569 75,390 91,951 96,368 16,302 11,885
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -8,042)
-5,202 3,587 -1,663 -1,809 -10,020 -8,675 -8,097 633 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 18.6 0.7 58.7 69.6 84.9 89.0 15.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 23 6 30 24 63 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,498
COMMITMENTS
14,049 15,958 862 2,467 678 17,378 17,498 120 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 174)
893 199 -25 -700 0 168 174 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.3 91.2 4.9 14.1 3.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
19 12 2 2 1 22 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,765
COMMITMENTS
41,804 18,467 21 6,369 29,611 48,194 48,099 571 666
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 3,128)
3,355 1,489 0 -641 2,009 2,714 3,498 414 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.7 37.9 0.0 13.1 60.7 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 1 7 17 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,081
COMMITMENTS
35,976 11,984 151 1,830 25,822 37,957 37,957 124 124
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 831)
2,652 -9 -93 -1,652 916 907 814 -76 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
94.5 31.5 0.4 4.8 67.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 18 1 4 16 15 35
Updated May 8, 2015