WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 572,525
COMMITMENTS
113,954 196,353 182,718 229,174 143,601 525,846 522,672 46,679 49,853
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 2,533)
1,566 -4,764 -818 -681 8,132 67 2,549 2,467 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 34.3 31.9 40.0 25.1 91.8 91.3 8.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
141 138 174 106 94 344 323
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,011
COMMITMENTS
3,434 3,237 612 777 1,024 4,823 4,873 188 138
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 64.6 12.2 15.5 20.4 96.3 97.2 3.7 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 8 3 4 18 13
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 178,785
COMMITMENTS
41,715 67,400 35,736 80,755 51,703 158,206 154,840 20,579 23,945
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -8,261)
-942 -1,001 -3,787 -3,863 -3,202 -8,593 -7,990 332 -271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 37.7 20.0 45.2 28.9 88.5 86.6 11.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
50 51 53 68 61 139 148
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,839,894
COMMITMENTS
377,177 434,832 494,417 807,398 647,652 1678992 1576901 160,902 262,993
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 22,734)
21,192 19,337 -13,926 11,093 20,392 18,358 25,803 4,376 -3,069
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 23.6 26.9 43.9 35.2 91.3 85.7 8.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 792)
208 198 240 285 293 614 634
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,067
COMMITMENTS
967 1,149 808 5,724 5,090 7,498 7,046 1,569 2,021
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 173)
6 77 -110 504 287 400 254 -227 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 12.7 8.9 63.1 56.1 82.7 77.7 17.3 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 11 5 20 14 30 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 909,506
COMMITMENTS
206,000 192,936 254,646 399,543 327,677 860,189 775,259 49,317 134,247
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 20,950)
13,258 20,990 797 6,706 -1,633 20,761 20,154 189 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 21.2 28.0 43.9 36.0 94.6 85.2 5.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
174 248 254 166 202 500 560
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 424,056
COMMITMENTS
134,081 64,552 87,621 158,457 243,463 380,159 395,637 43,897 28,419
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 12,579)
3,488 -3,240 8,503 123 7,560 12,115 12,823 465 -244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 15.2 20.7 37.4 57.4 89.6 93.3 10.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
106 89 116 78 78 260 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,427
COMMITMENTS
65,986 45,689 82,978 325,097 321,741 474,061 450,408 142,366 166,020
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 60,417)
12,872 441 19,220 26,033 26,886 58,125 46,547 2,292 13,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.4 13.5 52.7 52.2 76.9 73.1 23.1 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 147)
26 35 41 67 72 120 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 581,482
COMMITMENTS
46,615 79,723 9,788 415,784 393,808 472,187 483,319 109,295 98,163
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,275)
-70 219 2,181 7,172 -1,520 9,283 880 -10,558 -2,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 13.7 1.7 71.5 67.7 81.2 83.1 18.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
12 14 8 53 54 69 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,145
COMMITMENTS
2,778 432 1,660 3,239 5,787 7,677 7,879 468 266
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 440)
75 -116 219 94 346 388 449 52 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 5.3 20.4 39.8 71.0 94.3 96.7 5.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 4 4 13 18 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 408,028
COMMITMENTS
99,331 90,773 74,984 187,114 201,583 361,429 367,340 46,599 40,688
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 25,332)
3,282 13,563 7,069 16,648 1,727 26,999 22,360 -1,667 2,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 22.2 18.4 45.9 49.4 88.6 90.0 11.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
78 101 86 85 70 219 204
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,885
COMMITMENTS
772 5,820 2,250 6,672 1,774 9,694 9,843 2,191 2,041
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 541)
94 402 253 20 83 368 738 174 -197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 49.0 18.9 56.1 14.9 81.6 82.8 18.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
15 29 18 21 12 47 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,412,079
COMMITMENTS
394,323 275,299 71,837 831,391 913,405 1297550 1260541 114,528 151,538
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -73,962)
-57,994 -1,715 18,412 -29,382 -82,795 -68,964 -66,098 -4,998 -7,864
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 19.5 5.1 58.9 64.7 91.9 89.3 8.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
57 50 35 97 127 170 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,555,684
COMMITMENTS
298,930 432,899 467,190 2469789 2170954 3235909 3071043 319,775 484,641
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 69,795)
763 -59,284 82,530 -877 26,072 82,416 49,318 -12,622 20,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 12.2 13.1 69.5 61.1 91.0 86.4 9.0 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
77 99 108 183 200 319 348
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,112,378
COMMITMENTS
288,450 365,533 108,888 1453382 1251804 1850720 1726224 261,658 386,154
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -97,149)
-39,356 -34,938 -14,910 -44,461 -66,590 -98,728 -116,439 1,579 19,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 17.3 5.2 68.8 59.3 87.6 81.7 12.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
36 65 50 115 141 187 220
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 826,389
COMMITMENTS
37,205 176,093 164,131 602,204 430,709 803,539 770,932 22,850 55,457
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 38,845)
1,923 15,278 3,484 32,853 17,889 38,260 36,651 585 2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 21.3 19.9 72.9 52.1 97.2 93.3 2.8 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
11 50 37 51 68 89 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,242
COMMITMENTS
14,846 7,290 966 29,254 39,062 45,066 47,318 9,176 6,923
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 115)
1,060 -2,793 560 -2,530 1,367 -909 -866 1,025 981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 13.4 1.8 53.9 72.0 83.1 87.2 16.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 17 11 27 28 63 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,483
COMMITMENTS
29,691 14,581 1,932 58,509 78,124 90,132 94,637 18,351 13,847
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 230)
2,120 -5,586 1,121 -5,060 2,734 -1,819 -1,732 2,049 1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 13.4 1.8 53.9 72.0 83.1 87.2 16.9 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 17 11 27 28 63 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,142
COMMITMENTS
16,026 17,581 883 2,133 678 19,042 19,142 100 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,644)
1,977 1,623 21 -334 0 1,664 1,644 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.7 91.8 4.6 11.1 3.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 13 2 2 1 18 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,101
COMMITMENTS
41,764 19,630 21 7,209 29,342 48,994 48,993 107 108
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 336)
-40 1,163 0 840 -269 800 894 -464 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
85.1 40.0 0.0 14.7 59.8 99.8 99.8 0.2 0.2
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,719
COMMITMENTS
32,780 12,152 14 3,828 24,400 36,622 36,566 97 153
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,362)
-3,196 168 -137 1,998 -1,422 -1,335 -1,391 -27 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.3 33.1 0.0 10.4 66.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 17 1 5 15 15 33
Updated May 15, 2015