WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 563,419
COMMITMENTS
109,665 181,761 181,999 229,050 151,938 520,714 515,699 42,705 47,720
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -145)
-6,349 5,840 -872 5,291 -4,439 -1,929 530 1,784 -675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 32.3 32.3 40.7 27.0 92.4 91.5 7.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 426)
144 139 180 108 104 360 332
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED 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: 5,666
COMMITMENTS
3,564 3,898 780 1,089 905 5,434 5,584 232 82
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 861)
637 811 24 276 85 937 920 -75 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.9 68.8 13.8 19.2 16.0 95.9 98.5 4.1 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 6 9 3 4 19 14
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 175,224
COMMITMENTS
44,065 52,553 36,651 75,957 60,178 156,673 149,383 18,551 25,841
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 1,865)
625 -7,457 2,209 -1,068 6,153 1,766 905 99 960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 30.0 20.9 43.3 34.3 89.4 85.3 10.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
45 50 60 70 66 147 156
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,940,073
COMMITMENTS
396,161 475,628 522,257 853,087 671,202 1771505 1669087 168,568 270,986
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 40,376)
10,846 13,998 9,811 12,891 6,300 33,547 30,109 6,829 10,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 24.5 26.9 44.0 34.6 91.3 86.0 8.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 775)
187 210 226 285 296 600 626
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,097
COMMITMENTS
1,484 1,136 782 6,237 6,294 8,503 8,211 1,594 1,886
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 256)
34 67 -17 244 134 261 185 -5 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 11.2 7.7 61.8 62.3 84.2 81.3 15.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 11 5 20 14 29 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 946,375
COMMITMENTS
183,160 229,747 285,413 423,539 294,475 892,112 809,634 54,263 136,741
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 23,801)
-3,088 12,123 11,740 11,656 -3,412 20,308 20,451 3,494 3,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 24.3 30.2 44.8 31.1 94.3 85.6 5.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
163 257 264 172 200 505 568
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 432,561
COMMITMENTS
129,760 70,815 99,211 166,915 231,603 395,886 401,629 36,675 30,932
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 957)
-6,851 6,947 -999 8,707 -6,848 857 -900 99 1,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 16.4 22.9 38.6 53.5 91.5 92.8 8.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
95 94 122 80 80 262 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 596,223
COMMITMENTS
59,506 42,923 63,090 309,447 317,434 432,042 423,447 164,181 172,777
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -80,176)
-3,285 918 -49,007 -42,700 -39,565 -94,992 -87,654 14,816 7,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 7.2 10.6 51.9 53.2 72.5 71.0 27.5 29.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 127)
25 24 32 61 72 100 114
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 624,090
COMMITMENTS
38,724 86,677 17,514 438,974 410,094 495,212 514,285 128,878 109,805
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 46,896)
-3,351 7,943 11,564 16,977 21,754 25,191 41,261 21,705 5,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 13.9 2.8 70.3 65.7 79.3 82.4 20.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
8 16 13 54 55 71 78
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 435,135
COMMITMENTS
100,031 93,732 84,728 204,129 218,247 388,887 396,706 46,248 38,428
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 23,657)
3,704 3,264 4,321 16,555 15,559 24,580 23,144 -923 514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 21.5 19.5 46.9 50.2 89.4 91.2 10.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
79 100 99 88 81 230 227
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 12,306
COMMITMENTS
895 5,841 2,427 6,537 1,989 9,859 10,258 2,447 2,049
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 429)
5 62 153 150 192 308 408 120 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 47.5 19.7 53.1 16.2 80.1 83.4 19.9 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 30 16 21 12 46 54
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,445,999
COMMITMENTS
427,134 264,362 64,736 823,057 934,978 1314927 1264076 131,072 181,923
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 13,673)
41,230 -18,631 -31,867 -4,171 38,576 5,193 -11,921 8,481 25,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 18.3 4.5 56.9 64.7 90.9 87.4 9.1 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
54 51 34 94 126 166 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,681,838
COMMITMENTS
341,675 422,720 547,684 2421450 2200961 3310810 3171365 371,028 510,473
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 62,848)
11,060 -16,114 71,957 -66,613 -26,219 16,404 29,624 46,444 33,224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 11.5 14.9 65.8 59.8 89.9 86.1 10.1 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
69 91 97 172 184 297 316
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,341,636
COMMITMENTS
341,398 377,543 143,285 1553495 1404258 2038179 1925086 303,457 416,550
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 172,573)
17,457 -15,790 24,269 83,665 123,847 125,391 132,326 47,182 40,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 16.1 6.1 66.3 60.0 87.0 82.2 13.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
42 56 48 109 133 183 208
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 875,354
COMMITMENTS
37,820 183,049 186,059 625,925 445,602 849,804 814,710 25,550 60,644
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: 6,439)
2,144 5,075 3,237 2,066 -5,009 7,447 3,304 -1,008 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 20.9 21.3 71.5 50.9 97.1 93.1 2.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 137)
13 48 35 56 72 92 134
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 57,733
COMMITMENTS
17,326 10,151 752 30,984 39,679 49,062 50,582 8,671 7,151
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -3,946)
-4,046 150 -80 903 -3,368 -3,223 -3,298 -722 -648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.6 1.3 53.7 68.7 85.0 87.6 15.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 28 9 30 29 68 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 115,467
COMMITMENTS
34,651 20,301 1,505 61,969 79,359 98,125 101,165 17,342 14,302
CHANGES FROM 05/19/15 (CHANGE IN OPEN INTEREST: -7,891)
-8,093 300 -160 1,807 -6,735 -6,446 -6,596 -1,445 -1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 17.6 1.3 53.7 68.7 85.0 87.6 15.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
32 28 9 30 29 68 60
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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