WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,389
COMMITMENTS
111,143 139,228 220,366 220,240 186,892 551,749 546,487 41,640 46,902
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 17,701)
8,126 -31,901 19,626 -9,891 28,788 17,860 16,512 -159 1,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 23.5 37.1 37.1 31.5 93.0 92.1 7.0 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 429)
125 155 187 108 111 360 343
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,517
COMMITMENTS
3,403 4,161 1,289 1,553 936 6,245 6,386 271 131
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 557)
-350 588 177 769 -273 596 492 -38 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
52.2 63.9 19.8 23.8 14.4 95.8 98.0 4.2 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
9 7 9 2 5 17 15
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 180,195
COMMITMENTS
41,093 50,465 41,708 76,945 61,244 159,746 153,417 20,450 26,779
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -138)
-80 -3,869 618 -1,940 1,752 -1,402 -1,499 1,264 1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 28.0 23.1 42.7 34.0 88.7 85.1 11.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
36 55 59 67 66 139 157
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,982,262
COMMITMENTS
389,461 428,041 570,002 852,944 711,972 1812408 1710016 169,855 272,246
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 15,161)
-3,887 -50,430 32,406 -11,348 23,905 17,171 5,881 -2,010 9,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 21.6 28.8 43.0 35.9 91.4 86.3 8.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
195 208 268 281 289 637 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,151
COMMITMENTS
1,171 1,019 997 6,275 6,432 8,443 8,448 1,708 1,704
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 88)
-136 -74 62 395 410 321 397 -233 -309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 10.0 9.8 61.8 63.4 83.2 83.2 16.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
8 9 5 21 15 30 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 991,973
COMMITMENTS
185,173 206,058 311,513 437,137 342,319 933,823 859,890 58,151 132,083
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 8,619)
-2,449 -15,206 12,318 -3,920 13,406 5,949 10,518 2,670 -1,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 20.8 31.4 44.1 34.5 94.1 86.7 5.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 670)
162 261 278 173 202 515 579
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 463,167
COMMITMENTS
150,956 44,844 104,595 161,831 281,894 417,383 431,333 45,784 31,835
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 14,117)
13,504 -3,542 3,186 -3,816 11,354 12,874 10,998 1,243 3,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 9.7 22.6 34.9 60.9 90.1 93.1 9.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
119 71 117 80 86 271 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 613,868
COMMITMENTS
69,096 41,318 74,989 336,261 327,247 480,346 443,555 133,521 170,313
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 31,553)
4,587 -13,055 13,671 17,848 33,241 36,106 33,857 -4,553 -2,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 6.7 12.2 54.8 53.3 78.2 72.3 21.8 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 138)
30 24 39 64 75 110 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 617,027
COMMITMENTS
55,734 88,126 7,315 439,265 425,706 502,314 521,147 114,713 95,879
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -9,300)
10,593 3,424 206 -21,829 -5,786 -11,030 -2,156 1,730 -7,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 14.3 1.2 71.2 69.0 81.4 84.5 18.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 15 8 51 53 67 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,440
COMMITMENTS
3,071 716 1,257 2,803 5,239 7,131 7,212 309 228
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -221)
-66 -27 -6 -112 -205 -184 -238 -37 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 9.6 16.9 37.7 70.4 95.8 96.9 4.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 5 6 11 15 32 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 467,084
COMMITMENTS
105,843 87,681 103,711 205,097 238,401 414,651 429,793 52,433 37,291
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 9,368)
4,122 -6,106 6,614 -6,177 10,483 4,559 10,992 4,809 -1,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 18.8 22.2 43.9 51.0 88.8 92.0 11.2 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
79 95 109 87 89 240 237
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,753
COMMITMENTS
962 5,381 2,963 6,116 2,058 10,041 10,401 2,712 2,352
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -188)
-160 -568 -26 -272 100 -458 -494 270 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 42.2 23.2 48.0 16.1 78.7 81.6 21.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
14 26 21 20 10 52 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,193,280
COMMITMENTS
355,661 279,080 50,237 677,044 716,598 1082942 1045915 110,338 147,365
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 5,322)
-64,254 17,635 22,485 54,683 -32,868 12,914 7,251 -7,592 -1,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 23.4 4.2 56.7 60.1 90.8 87.7 9.2 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
55 56 35 97 125 169 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,558,573
COMMITMENTS
388,927 426,460 454,254 2422800 2191861 3265981 3072575 292,592 485,998
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 121,115)
58,412 28,676 45,331 44,914 52,875 148,657 126,883 -27,542 -5,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 12.0 12.8 68.1 61.6 91.8 86.3 8.2 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
72 99 101 177 191 313 327
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,280,346
COMMITMENTS
299,300 371,739 180,438 1563037 1346831 2042775 1899009 237,571 381,337
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 50,452)
-52,861 -18,182 27,331 90,684 44,541 65,153 53,690 -14,702 -3,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 16.3 7.9 68.5 59.1 89.6 83.3 10.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
43 60 45 113 145 180 226
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 837,878
COMMITMENTS
19,487 172,615 177,273 618,830 432,270 815,590 782,158 22,288 55,720
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 37,055)
6,529 9,231 7,854 25,921 21,940 40,305 39,025 -3,250 -1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 20.6 21.2 73.9 51.6 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
15 45 36 51 67 88 129
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,247
COMMITMENTS
11,711 11,708 1,020 37,912 41,055 50,644 53,783 8,603 5,464
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 667)
-5,588 542 325 5,983 858 721 1,725 -53 -1,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 19.8 1.7 64.0 69.3 85.5 90.8 14.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 18 7 34 29 65 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,495
COMMITMENTS
23,422 23,416 2,041 75,825 82,110 101,288 107,567 17,207 10,928
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 1,334)
-11,176 1,084 651 11,967 1,716 1,441 3,450 -107 -2,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 19.8 1.7 64.0 69.3 85.5 90.8 14.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
29 18 7 34 29 65 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,216
COMMITMENTS
13,119 14,512 996 2,015 678 16,130 16,186 86 30
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -325)
-640 -557 207 99 0 -334 -350 9 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.9 89.5 6.1 12.4 4.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 13 3 2 1 18 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,724
COMMITMENTS
42,261 22,043 3,334 10,019 30,290 55,614 55,667 110 57
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 6,332)
682 1,902 3,313 2,328 1,172 6,323 6,387 9 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.8 39.6 6.0 18.0 54.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 15 3 7 21 15 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,824
COMMITMENTS
29,934 11,858 581 6,240 24,301 36,755 36,740 69 84
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -915)
-2,404 661 303 1,215 -1,827 -886 -863 -29 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.3 32.2 1.6 16.9 66.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 12 3 5 14 16 29
Updated June 12, 2015