WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,772
COMMITMENTS
113,490 162,267 103,307 178,555 124,789 395,352 390,363 36,420 41,409
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 3,830)
-5,148 3,759 596 7,660 -1,242 3,108 3,113 722 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 37.6 23.9 41.4 28.9 91.6 90.4 8.4 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
119 109 144 101 94 309 293
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 154,679
COMMITMENTS
42,689 50,772 18,676 76,446 63,083 137,811 132,531 16,868 22,148
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 701)
-990 -2,404 229 1,403 4,602 642 2,427 59 -1,726
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 32.8 12.1 49.4 40.8 89.1 85.7 10.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
48 50 52 65 66 144 145
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,349,885
COMMITMENTS
366,144 261,770 235,168 637,837 639,907 1239149 1136845 110,736 213,040
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 16,445)
-17,140 -25,128 16,398 18,674 25,374 17,932 16,644 -1,487 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 19.4 17.4 47.3 47.4 91.8 84.2 8.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
156 174 192 239 298 518 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,466
COMMITMENTS
2,190 1,813 539 4,435 4,904 7,164 7,256 2,302 2,210
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 215)
3 -527 378 -547 86 -166 -63 381 278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 19.2 5.7 46.9 51.8 75.7 76.7 24.3 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 8 4 15 12 27 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 763,912
COMMITMENTS
188,526 202,812 134,136 392,976 313,369 715,638 650,317 48,274 113,595
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 35,627)
3,336 9,046 13,044 16,598 12,245 32,978 34,335 2,649 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.7 26.5 17.6 51.4 41.0 93.7 85.1 6.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
147 216 204 153 203 434 519
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 383,769
COMMITMENTS
117,865 94,344 68,631 166,151 187,463 352,647 350,438 31,122 33,331
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 8,800)
3,951 9,515 -2,638 6,878 -2,167 8,191 4,710 609 4,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 24.6 17.9 43.3 48.8 91.9 91.3 8.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
91 87 111 84 63 242 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,004
COMMITMENTS
62,501 45,259 4,997 217,109 242,667 284,607 292,923 141,397 133,081
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 11,918)
9,390 4,520 -1,243 5,991 11,747 14,138 15,024 -2,220 -3,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 10.6 1.2 51.0 57.0 66.8 68.8 33.2 31.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
25 15 14 52 54 81 79
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,434
COMMITMENTS
47,464 94,666 7,279 395,365 382,863 450,108 484,808 121,326 86,626
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -10,061)
739 -871 173 -7,082 -6,170 -6,170 -6,868 -3,891 -3,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 16.6 1.3 69.2 67.0 78.8 84.8 21.2 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 15 9 50 49 67 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,723
COMMITMENTS
1,155 139 826 4,368 5,579 6,349 6,544 374 179
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -729)
-15 66 3 -684 -726 -696 -657 -33 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 2.1 12.3 65.0 83.0 94.4 97.3 5.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 4 6 19 20 32 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 346,338
COMMITMENTS
105,251 64,777 46,582 148,438 204,531 300,271 315,890 46,067 30,448
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 5,361)
7,596 1,049 -2,364 -209 8,037 5,023 6,722 338 -1,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.7 13.4 42.9 59.1 86.7 91.2 13.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
80 75 79 87 75 221 187
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,228
COMMITMENTS
755 4,814 1,280 5,370 1,572 7,405 7,666 1,823 1,562
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 523)
45 -83 477 -27 -67 495 327 28 196
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 52.2 13.9 58.2 17.0 80.2 83.1 19.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 26 13 19 13 40 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,353,836
COMMITMENTS
412,984 274,016 20,861 801,209 902,290 1235054 1197167 118,782 156,669
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -16,342)
9,958 -38,491 2,745 -40,280 7,481 -27,577 -28,265 11,235 11,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 20.2 1.5 59.2 66.6 91.2 88.4 8.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
46 58 27 92 118 151 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,767,663
COMMITMENTS
363,542 477,352 73,625 2017173 1790378 2454340 2341355 313,323 426,308
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -37,754)
13,118 -52,879 -15,979 -26,524 5,871 -29,385 -62,987 -8,369 25,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 17.2 2.7 72.9 64.7 88.7 84.6 11.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
70 83 46 145 161 241 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,982,117
COMMITMENTS
369,280 398,578 21,946 1341754 1220039 1732980 1640563 249,137 341,554
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -20,490)
-9,144 -5,688 -164 -19,966 -2,070 -29,274 -7,922 8,784 -12,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 20.1 1.1 67.7 61.6 87.4 82.8 12.6 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
39 66 28 102 123 160 198
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 777,368
COMMITMENTS
49,290 136,999 153,627 548,929 430,673 751,846 721,299 25,522 56,069
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 27,538)
-1,227 4,562 -2,307 30,391 23,235 26,857 25,490 681 2,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 17.6 19.8 70.6 55.4 96.7 92.8 3.3 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
15 38 32 43 54 77 109
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,671
COMMITMENTS
11,178 8,041 2,115 27,229 33,339 40,521 43,495 8,150 5,176
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,654)
-3,794 -732 863 -1,977 -4,909 -4,908 -4,777 254 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 16.5 4.3 55.9 68.5 83.3 89.4 16.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 19 4 29 19 55 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,342
COMMITMENTS
22,355 16,082 4,230 54,457 66,678 81,042 86,990 16,300 10,352
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -9,307)
-7,587 -1,463 1,726 -3,954 -9,817 -9,815 -9,554 508 247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 16.5 4.3 55.9 68.5 83.3 89.4 16.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 19 4 29 19 55 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,628
COMMITMENTS
11,865 12,198 749 848 678 13,462 13,625 166 3
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 482)
449 444 35 0 0 484 479 -2 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.1 89.5 5.5 6.2 5.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 12 2 1 1 19 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,371
COMMITMENTS
33,584 17,832 0 11,671 27,403 45,255 45,235 116 136
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -52)
1,147 312 0 -1,200 -367 -53 -55 1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
74.0 39.3 0.0 25.7 60.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 15 0 8 16 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,966
COMMITMENTS
29,751 13,100 42 8,089 24,680 37,882 37,822 84 144
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -385)
790 -278 42 -1,167 -196 -335 -432 -50 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.4 34.5 0.1 21.3 65.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 1 4 15 13 32
Updated April 3, 2015