WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,053
COMMITMENTS
122,615 200,028 107,610 185,753 100,697 415,978 408,335 39,075 46,718
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 12,509)
-2,268 5,225 7,727 7,556 -814 13,015 12,138 -506 371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 44.0 23.6 40.8 22.1 91.4 89.7 8.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
134 135 125 103 89 310 297
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 165,655
COMMITMENTS
42,631 69,600 24,864 79,174 48,647 146,669 143,111 18,986 22,544
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -550)
153 2,381 1,569 -1,736 -4,207 -14 -257 -536 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 42.0 15.0 47.8 29.4 88.5 86.4 11.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
46 61 46 72 57 144 142
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,325,963
COMMITMENTS
381,068 411,500 204,769 621,024 500,691 1206861 1116960 119,102 209,003
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 6,136)
12,920 43,727 -26,860 22,480 -3,478 8,540 13,389 -2,404 -7,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 31.0 15.4 46.8 37.8 91.0 84.2 9.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
173 187 167 231 265 499 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,842
COMMITMENTS
1,201 1,116 335 4,566 4,372 6,102 5,823 1,740 2,019
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 408)
515 47 97 -69 412 543 556 -135 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.3 14.2 4.3 58.2 55.8 77.8 74.3 22.2 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
8 12 6 17 12 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 688,679
COMMITMENTS
191,630 192,573 99,710 354,398 285,723 645,738 578,006 42,941 110,673
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,132)
5,096 2,155 -3,951 -721 -1,810 424 -3,606 -4,556 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 28.0 14.5 51.5 41.5 93.8 83.9 6.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
138 224 186 143 199 419 497
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 383,449
COMMITMENTS
132,733 70,168 59,584 148,792 226,101 341,109 355,853 42,340 27,596
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -1,177)
11,070 -10,775 -5,665 -12,207 17,943 -6,802 1,503 5,625 -2,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 18.3 15.5 38.8 59.0 89.0 92.8 11.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
107 85 103 71 67 242 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 445,195
COMMITMENTS
65,492 54,519 9,603 245,005 243,133 320,100 307,255 125,095 137,940
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 13,496)
6,525 -998 1,118 18,084 13,348 25,727 13,468 -12,231 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 12.2 2.2 55.0 54.6 71.9 69.0 28.1 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
30 21 17 56 56 92 88
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,220
COMMITMENTS
46,685 79,504 7,607 408,612 395,239 462,904 482,350 119,316 99,870
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 5,642)
-507 -5,220 -336 4,382 6,075 3,539 519 2,103 5,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 13.7 1.3 70.2 67.9 79.5 82.8 20.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
11 11 5 52 49 65 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,705
COMMITMENTS
2,703 548 1,441 3,145 5,441 7,289 7,430 416 275
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 200)
144 170 -6 25 24 163 188 37 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 7.1 18.7 40.8 70.6 94.6 96.4 5.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
14 4 5 13 20 30 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 331,199
COMMITMENTS
100,254 74,067 35,413 150,328 186,644 285,995 296,124 45,204 35,075
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,780)
-2,342 -137 -1,973 1,308 -1,067 -3,007 -3,177 227 397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 22.4 10.7 45.4 56.4 86.4 89.4 13.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
85 70 65 79 66 199 172
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,826
COMMITMENTS
655 5,556 1,635 6,603 1,461 8,893 8,652 1,933 2,174
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -502)
30 108 -212 52 -251 -130 -355 -372 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 51.3 15.1 61.0 13.5 82.1 79.9 17.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
11 30 11 21 10 40 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,409,790
COMMITMENTS
449,167 279,869 16,853 826,884 956,150 1292904 1252872 116,886 156,918
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -14,763)
-8,486 -4,289 -2,700 5,564 -1,605 -5,622 -8,594 -9,141 -6,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 19.9 1.2 58.7 67.8 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
53 50 21 89 120 151 182
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,851,585
COMMITMENTS
309,458 492,574 83,617 2157639 1847290 2550714 2423481 300,871 428,104
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 9,842)
-54,124 30,427 -2,117 98,799 -36,988 42,558 -8,678 -32,716 18,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 17.3 2.9 75.7 64.8 89.4 85.0 10.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
61 99 62 154 181 255 302
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,020,988
COMMITMENTS
324,843 406,308 31,284 1413156 1231890 1769283 1669482 251,705 351,506
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -2,901)
-44,901 25,668 11,330 72,012 -42,155 38,441 -5,157 -41,342 2,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 20.1 1.5 69.9 61.0 87.5 82.6 12.5 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
40 68 31 94 130 155 208
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 767,617
COMMITMENTS
35,178 161,965 144,159 566,221 408,689 745,558 714,813 22,059 52,804
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -35,855)
-4,096 -7,376 -7,402 -21,703 -24,911 -33,201 -39,689 -2,654 3,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 21.1 18.8 73.8 53.2 97.1 93.1 2.9 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
12 43 33 49 63 83 120
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,082
COMMITMENTS
13,546 9,900 276 31,192 37,082 45,013 47,257 8,069 5,825
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -4,035)
-2,772 1,802 -791 -821 -5,105 -4,384 -4,095 349 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 18.6 0.5 58.8 69.9 84.8 89.0 15.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 24 3 29 22 59 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,163
COMMITMENTS
27,091 19,799 551 62,383 74,163 90,025 94,513 16,138 11,650
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: -8,070)
-5,544 3,603 -1,582 -1,641 -10,210 -8,767 -8,189 697 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 18.6 0.5 58.8 69.9 84.8 89.0 15.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
28 24 3 29 22 59 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,498
COMMITMENTS
14,049 15,958 862 2,467 678 17,378 17,498 120 0
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 174)
893 199 -25 -700 0 168 174 6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.3 91.2 4.9 14.1 3.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
19 12 2 2 1 22 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,765
COMMITMENTS
41,804 18,467 21 6,369 29,611 48,194 48,099 571 666
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 3,128)
3,355 1,489 0 -641 2,009 2,714 3,498 414 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.7 37.9 0.0 13.1 60.7 98.8 98.6 1.2 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 14 1 7 17 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/05/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,081
COMMITMENTS
35,976 11,984 151 1,830 25,822 37,957 37,957 124 124
CHANGES FROM 04/28/15 (CHANGE IN OPEN INTEREST: 831)
2,652 -9 -93 -1,652 916 907 814 -76 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
94.5 31.5 0.4 4.8 67.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 18 1 4 16 15 35
Updated May 8, 2015