WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,945
COMMITMENTS
123,215 183,046 107,665 184,318 118,049 415,198 408,760 40,747 47,185
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -13,975)
6,395 7,487 -14,674 -4,489 -8,252 -12,768 -15,439 -1,207 1,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 40.1 23.6 40.4 25.9 91.1 89.7 8.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
130 119 146 109 92 334 294
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 158,203
COMMITMENTS
40,163 60,141 21,982 75,428 52,682 137,573 134,805 20,630 23,398
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 5,070)
2,495 10,382 2,009 -1,244 -7,321 3,260 5,070 1,810 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 38.0 13.9 47.7 33.3 87.0 85.2 13.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
50 54 54 70 62 151 147
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,369,994
COMMITMENTS
356,748 329,435 247,967 645,877 577,161 1250592 1154563 119,402 215,431
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -37,882)
-6,642 12,070 -19,853 -7,614 -28,576 -34,109 -36,359 -3,773 -1,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 24.0 18.1 47.1 42.1 91.3 84.3 8.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 720)
153 181 184 253 289 522 577
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,092
COMMITMENTS
1,779 1,178 369 4,878 5,373 7,026 6,920 2,066 2,172
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 233)
-92 23 -182 585 518 311 359 -78 -126
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 13.0 4.1 53.7 59.1 77.3 76.1 22.7 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 10 6 17 12 28 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 749,699
COMMITMENTS
183,859 194,607 132,897 383,879 311,008 700,635 638,512 49,064 111,187
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -44,699)
3,408 -23,059 -6,088 -39,572 -14,601 -42,252 -43,748 -2,447 -951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 26.0 17.7 51.2 41.5 93.5 85.2 6.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 641)
167 213 221 156 198 468 521
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,270
COMMITMENTS
123,178 72,514 77,139 150,571 208,507 350,888 358,160 37,382 30,110
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 10,456)
2,792 -8,277 8,258 -4,092 9,520 6,958 9,501 3,498 955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 18.7 19.9 38.8 53.7 90.4 92.2 9.6 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 334)
101 90 130 81 70 269 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 435,553
COMMITMENTS
54,391 49,617 8,372 234,142 248,124 296,905 306,113 138,648 129,440
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -11,823)
-22,688 -1,013 3,879 15,328 -14,654 -3,481 -11,788 -8,342 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 11.4 1.9 53.8 57.0 68.2 70.3 31.8 29.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 124)
28 21 14 51 56 86 84
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 580,350
COMMITMENTS
50,191 86,838 8,381 407,924 396,137 466,496 491,356 113,854 88,994
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -6,200)
-2,965 -1,670 887 2,444 -4,209 366 -4,992 -6,566 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 15.0 1.4 70.3 68.3 80.4 84.7 19.6 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
13 13 8 52 49 70 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,738
COMMITMENTS
1,941 224 543 3,866 5,737 6,350 6,504 388 234
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 391)
481 91 0 -107 343 374 434 17 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 3.3 8.1 57.4 85.1 94.2 96.5 5.8 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 5 4 15 21 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 347,324
COMMITMENTS
96,679 80,615 45,683 156,829 182,792 299,191 309,090 48,133 38,234
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 1,335)
5,374 -1,530 -2,727 51 7,728 2,698 3,471 -1,363 -2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 23.2 13.2 45.2 52.6 86.1 89.0 13.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
84 77 85 86 74 223 197
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,291
COMMITMENTS
745 5,340 2,219 6,232 1,536 9,196 9,095 2,095 2,196
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 123)
72 233 -338 444 319 178 214 -55 -91
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 47.3 19.7 55.2 13.6 81.4 80.6 18.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 28 12 24 13 45 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,399,619
COMMITMENTS
462,376 283,545 19,655 794,650 938,212 1276681 1241412 122,938 158,207
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 21,402)
10,921 -9,764 58 13,878 23,721 24,857 14,015 -3,455 7,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 20.3 1.4 56.8 67.0 91.2 88.7 8.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
48 63 30 92 119 153 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,838,984
COMMITMENTS
323,219 476,585 93,683 2099959 1846245 2516861 2416513 322,123 422,471
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 25,532)
-54,328 -12,865 18,403 78,509 -229 42,584 5,309 -17,052 20,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 16.8 3.3 74.0 65.0 88.7 85.1 11.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
67 81 62 148 175 246 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,992,752
COMMITMENTS
369,553 391,047 27,879 1322805 1214619 1720237 1633545 272,515 359,207
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -27,690)
17,783 -29,370 -3,282 -43,059 -11,611 -28,558 -44,263 868 16,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 19.6 1.4 66.4 61.0 86.3 82.0 13.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
39 64 30 93 129 151 204
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 769,859
COMMITMENTS
40,253 168,004 143,040 558,555 407,573 741,848 718,617 28,011 51,242
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 20,159)
321 10,951 4,377 15,919 9,306 20,617 24,634 -458 -4,475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 21.8 18.6 72.6 52.9 96.4 93.3 3.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 125)
11 45 35 47 62 84 121
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,070
COMMITMENTS
13,956 7,935 383 27,934 36,806 42,272 45,123 7,799 4,947
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -4,273)
-2,609 -9 -176 -867 -4,215 -3,652 -4,400 -622 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 15.8 0.8 55.8 73.5 84.4 90.1 15.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 20 4 27 21 57 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,140
COMMITMENTS
27,911 15,869 765 55,867 73,612 84,543 90,246 15,597 9,894
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -8,546)
-5,217 -18 -352 -1,734 -8,429 -7,303 -8,799 -1,243 253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 15.8 0.8 55.8 73.5 84.4 90.1 15.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
29 20 4 27 21 57 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,217
COMMITMENTS
12,803 13,663 876 1,415 678 15,094 15,217 123 0
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 760)
177 710 50 567 0 794 760 -34 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.1 89.8 5.8 9.3 4.5 99.2 100.0 0.8 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
19 11 2 2 1 22 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,909
COMMITMENTS
35,504 17,545 0 9,241 27,235 44,745 44,780 164 129
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: 141)
661 -206 0 -557 390 104 184 37 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
79.1 39.1 0.0 20.6 60.6 99.6 99.7 0.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 15 0 7 18 14 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/21/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,656
COMMITMENTS
33,057 12,516 68 4,305 24,946 37,430 37,530 226 126
CHANGES FROM 04/14/15 (CHANGE IN OPEN INTEREST: -877)
1,053 -904 16 -2,026 26 -957 -862 80 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.8 33.2 0.2 11.4 66.2 99.4 99.7 0.6 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 15 2 5 15 14 32
Updated April 24, 2015