WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,943
COMMITMENTS
126,584 199,111 98,456 185,491 108,471 410,531 406,038 42,412 46,905
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,110)
3,969 -917 -9,154 -262 7,774 -5,447 -2,297 3,337 187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 44.0 21.7 41.0 23.9 90.6 89.6 9.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
129 125 119 97 85 297 277
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 159,809
COMMITMENTS
42,904 68,738 21,871 75,680 46,771 140,455 137,380 19,354 22,429
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -5,846)
273 -862 -2,993 -3,494 -1,876 -6,214 -5,731 368 -115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 43.0 13.7 47.4 29.3 87.9 86.0 12.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
43 57 45 67 55 133 138
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,340,706
COMMITMENTS
398,281 429,433 188,846 631,171 517,788 1218298 1136067 122,408 204,639
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 14,743)
17,213 17,933 -15,923 10,147 17,097 11,437 19,107 3,306 -4,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 32.0 14.1 47.1 38.6 90.9 84.7 9.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
179 176 171 230 263 502 552
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,893
COMMITMENTS
1,161 1,233 161 5,075 4,567 6,397 5,961 1,496 1,932
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 51)
-40 117 -174 509 195 295 138 -244 -87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 15.6 2.0 64.3 57.9 81.0 75.5 19.0 24.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 13 5 18 13 28 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 693,980
COMMITMENTS
198,574 205,998 93,346 359,662 285,218 651,582 584,562 42,398 109,418
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 5,301)
6,944 13,425 -6,364 5,264 -505 5,844 6,556 -543 -1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 29.7 13.5 51.8 41.1 93.9 84.2 6.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
145 236 185 143 189 419 502
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 393,516
COMMITMENTS
135,809 67,791 65,848 149,020 232,473 350,677 366,112 42,839 27,404
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 10,067)
3,076 -2,377 6,264 228 6,372 9,568 10,259 499 -192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 17.2 16.7 37.9 59.1 89.1 93.0 10.9 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
103 88 110 71 67 247 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 472,216
COMMITMENTS
85,936 59,077 7,115 254,739 254,887 347,790 321,079 124,426 151,137
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 27,021)
20,444 4,558 -2,488 9,734 11,754 27,690 13,824 -669 13,197
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 12.5 1.5 53.9 54.0 73.7 68.0 26.3 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 141)
34 25 15 57 60 99 92
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,355
COMMITMENTS
46,666 79,701 9,196 414,912 392,894 470,774 481,791 108,581 97,564
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -2,865)
-19 197 1,589 6,300 -2,345 7,870 -559 -10,735 -2,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 13.8 1.6 71.6 67.8 81.3 83.2 18.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 13 6 53 52 69 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,145
COMMITMENTS
2,778 432 1,660 3,239 5,787 7,677 7,879 468 266
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 440)
75 -116 219 94 346 388 449 52 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 5.3 20.4 39.8 71.0 94.3 96.7 5.7 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 4 4 13 18 30 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 348,881
COMMITMENTS
104,059 87,100 37,787 163,326 186,323 305,172 311,210 43,709 37,671
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 17,682)
3,805 13,033 2,374 12,998 -321 19,177 15,086 -1,495 2,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 25.0 10.8 46.8 53.4 87.5 89.2 12.5 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
86 87 69 81 64 208 185
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,196
COMMITMENTS
780 5,965 1,773 6,512 1,507 9,065 9,245 2,131 1,951
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 370)
125 409 138 -91 46 172 593 198 -223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 53.3 15.8 58.2 13.5 81.0 82.6 19.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 32 16 18 10 42 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,347,942
COMMITMENTS
392,533 277,840 39,421 803,932 881,654 1235886 1198915 112,056 149,027
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -61,848)
-56,634 -2,029 22,568 -22,952 -74,496 -57,018 -53,957 -4,830 -7,891
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 20.6 2.9 59.6 65.4 91.7 88.9 8.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
54 51 26 92 124 157 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,825,685
COMMITMENTS
319,058 451,502 117,632 2100308 1809402 2536998 2378536 288,687 447,149
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -25,900)
9,600 -41,072 34,015 -57,331 -37,888 -13,716 -44,945 -12,184 19,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 16.0 4.2 74.3 64.0 89.8 84.2 10.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
68 100 63 157 182 263 307
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,936,461
COMMITMENTS
284,609 376,334 25,281 1374169 1164788 1684059 1566403 252,402 370,058
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -84,527)
-40,234 -29,974 -6,003 -38,987 -67,102 -85,224 -103,079 697 18,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 19.4 1.3 71.0 60.2 87.0 80.9 13.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
36 60 30 101 126 159 194
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 807,262
COMMITMENTS
37,461 177,127 147,767 599,379 427,269 784,607 752,163 22,655 55,099
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 39,645)
2,283 15,162 3,608 33,158 18,580 39,049 37,350 596 2,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 21.9 18.3 74.2 52.9 97.2 93.2 2.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 132)
12 48 34 51 67 87 128
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,077
COMMITMENTS
14,676 7,130 739 28,560 38,421 43,975 46,290 9,102 6,787
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -5)
1,130 -2,770 464 -2,632 1,339 -1,038 -967 1,033 962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 13.4 1.4 53.8 72.4 82.9 87.2 17.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 21 5 25 26 55 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,153
COMMITMENTS
29,351 14,260 1,478 57,120 76,841 87,949 92,579 18,204 13,574
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -10)
2,260 -5,539 927 -5,263 2,678 -2,076 -1,934 2,066 1,924
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 13.4 1.4 53.8 72.4 82.9 87.2 17.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
29 21 5 25 26 55 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,142
COMMITMENTS
16,026 17,581 883 2,133 678 19,042 19,142 100 0
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 1,644)
1,977 1,623 21 -334 0 1,664 1,644 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.7 91.8 4.6 11.1 3.5 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
15 13 2 2 1 18 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,101
COMMITMENTS
41,764 19,630 21 7,209 29,342 48,994 48,993 107 108
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: 336)
-40 1,163 0 840 -269 800 894 -464 -558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.1 40.0 0.0 14.7 59.8 99.8 99.8 0.2 0.2
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 05/12/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,719
COMMITMENTS
32,780 12,152 14 3,828 24,400 36,622 36,566 97 153
CHANGES FROM 05/05/15 (CHANGE IN OPEN INTEREST: -1,362)
-3,196 168 -137 1,998 -1,422 -1,335 -1,391 -27 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.3 33.1 0.0 10.4 66.5 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
10 17 1 5 15 15 33
Updated May 15, 2015