WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,444
COMMITMENTS
116,405 159,616 111,204 181,158 136,581 408,767 407,401 38,677 40,043
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 15,672)
2,915 -2,651 7,897 2,603 11,792 13,415 17,038 2,257 -1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 35.7 24.9 40.5 30.5 91.4 91.1 8.6 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
119 112 144 100 91 317 282
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,321
COMMITMENTS
40,372 44,912 16,511 74,567 64,553 131,450 125,976 15,871 21,345
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -7,358)
-2,317 -5,860 -2,165 -1,879 1,470 -6,361 -6,555 -997 -803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 30.5 11.2 50.6 43.8 89.2 85.5 10.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
41 50 48 69 67 142 142
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,358,349
COMMITMENTS
348,540 258,645 263,475 635,017 621,789 1247032 1143909 111,317 214,440
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 8,464)
-17,604 -3,125 28,307 -2,820 -18,118 7,883 7,064 581 1,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 19.0 19.4 46.7 45.8 91.8 84.2 8.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
142 171 198 249 295 517 579
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,908
COMMITMENTS
1,927 1,136 600 4,034 4,907 6,561 6,643 2,347 2,265
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -558)
-263 -677 61 -401 3 -603 -613 45 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.6 12.8 6.7 45.3 55.1 73.7 74.6 26.3 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 8 5 15 12 26 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 753,955
COMMITMENTS
184,254 195,292 129,245 391,881 319,289 705,380 643,826 48,575 110,129
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -9,957)
-4,272 -7,520 -4,891 -1,095 5,920 -10,258 -6,491 301 -3,466
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 25.9 17.1 52.0 42.3 93.6 85.4 6.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 629)
148 223 208 152 199 440 519
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,852
COMMITMENTS
118,984 89,251 64,249 159,209 191,116 342,442 344,616 32,410 30,236
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -8,917)
1,119 -5,093 -4,382 -6,942 3,653 -10,205 -5,822 1,288 -3,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 23.8 17.1 42.5 51.0 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
95 81 104 78 64 229 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 435,377
COMMITMENTS
61,104 47,344 6,558 225,494 250,785 293,156 304,687 142,221 130,690
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 9,373)
-1,397 2,085 1,561 8,385 8,118 8,549 11,764 824 -2,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 10.9 1.5 51.8 57.6 67.3 70.0 32.7 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
24 19 15 52 60 81 89
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 570,955
COMMITMENTS
48,938 81,228 7,832 395,478 391,474 452,248 480,534 118,707 90,421
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -479)
1,474 -13,438 553 113 8,611 2,140 -4,274 -2,619 3,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 14.2 1.4 69.3 68.6 79.2 84.2 20.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 12 8 49 49 66 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,550
COMMITMENTS
1,306 149 627 4,270 5,457 6,203 6,233 347 317
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -173)
151 10 -199 -98 -122 -146 -311 -27 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 2.3 9.6 65.2 83.3 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 4 6 16 18 31 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 339,892
COMMITMENTS
97,135 68,664 45,221 150,796 191,202 293,152 305,087 46,740 34,805
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -6,446)
-8,116 3,887 -1,361 2,358 -13,329 -7,119 -10,803 673 4,357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 20.2 13.3 44.4 56.3 86.2 89.8 13.8 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
80 77 88 85 78 225 197
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,098
COMMITMENTS
758 4,760 1,987 5,555 1,626 8,300 8,373 1,798 1,725
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 870)
3 -54 707 185 54 895 707 -25 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 47.1 19.7 55.0 16.1 82.2 82.9 17.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 23 13 20 14 41 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,333,541
COMMITMENTS
404,393 279,017 20,684 789,879 885,815 1214956 1185516 118,585 148,025
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -20,295)
-8,591 5,001 -177 -11,330 -16,475 -20,098 -11,651 -197 -8,644
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 20.9 1.6 59.2 66.4 91.1 88.9 8.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
45 59 28 93 114 150 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,798,512
COMMITMENTS
329,399 491,826 75,231 2061408 1821617 2466038 2388674 332,474 409,838
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 30,849)
-34,143 14,474 1,606 44,235 31,239 11,698 47,319 19,151 -16,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 17.6 2.7 73.7 65.1 88.1 85.4 11.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
66 81 52 152 172 246 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,000,105
COMMITMENTS
332,221 433,771 18,091 1379033 1218041 1729345 1669903 270,760 330,202
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 17,988)
-37,059 35,193 -3,855 37,279 -1,998 -3,635 29,340 21,623 -11,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 21.7 0.9 68.9 60.9 86.5 83.5 13.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
41 65 29 96 125 156 200
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 716,978
COMMITMENTS
40,690 143,235 133,071 516,647 385,048 690,408 661,354 26,570 55,624
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -60,390)
-8,600 6,236 -20,556 -32,282 -45,625 -61,438 -59,945 1,048 -445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 20.0 18.6 72.1 53.7 96.3 92.2 3.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
13 39 30 43 58 75 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,669
COMMITMENTS
12,330 7,697 1,248 26,912 35,032 40,490 43,977 8,179 4,692
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -3)
1,152 -344 -867 -317 1,693 -32 482 29 -485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 15.8 2.6 55.3 72.0 83.2 90.4 16.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 18 3 28 25 53 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 97,337
COMMITMENTS
24,659 15,394 2,496 53,824 70,064 80,979 87,954 16,358 9,383
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -5)
2,304 -688 -1,734 -633 3,386 -63 964 58 -969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 15.8 2.6 55.3 72.0 83.2 90.4 16.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
25 18 3 28 25 53 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,832
COMMITMENTS
11,962 12,277 877 848 678 13,687 13,832 145 0
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 204)
97 79 128 0 0 225 207 -21 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.5 88.8 6.3 6.1 4.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
17 11 2 1 1 19 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,342
COMMITMENTS
33,468 17,374 0 10,735 26,848 44,203 44,222 139 120
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,029)
-116 -458 0 -936 -555 -1,052 -1,013 23 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.5 39.2 0.0 24.2 60.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 16 0 6 15 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,614
COMMITMENTS
30,344 12,664 0 7,149 24,831 37,493 37,495 121 119
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -352)
593 -436 -42 -940 151 -389 -327 37 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.7 33.7 0.0 19.0 66.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 13 0 5 15 16 28
Updated April 10, 2015