WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 433,360
COMMITMENTS
125,800 178,602 89,604 181,265 121,112 396,669 389,318 36,691 44,042
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -19,583)
-784 -20,509 -8,852 -4,226 12,641 -13,862 -16,720 -5,721 -2,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 41.2 20.7 41.8 27.9 91.5 89.8 8.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
130 130 136 97 99 314 297
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 155,439
COMMITMENTS
44,351 61,098 21,428 72,436 49,698 138,215 132,224 17,224 23,215
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -4,370)
1,447 -7,640 -443 -3,244 2,927 -2,240 -5,156 -2,130 786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 39.3 13.8 46.6 32.0 88.9 85.1 11.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
40 54 50 65 57 136 138
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,399,666
COMMITMENTS
408,932 461,970 203,944 664,426 530,833 1277302 1196747 122,364 202,919
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 58,960)
10,651 32,537 15,098 33,255 13,045 59,004 60,680 -44 -1,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 33.0 14.6 47.5 37.9 91.3 85.5 8.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 732)
166 187 175 237 266 506 562
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,625
COMMITMENTS
1,664 1,150 122 5,325 5,620 7,111 6,892 1,514 1,733
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 732)
503 -83 -39 250 1,053 714 931 18 -199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 13.3 1.4 61.7 65.2 82.4 79.9 17.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 12 5 18 14 27 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 692,395
COMMITMENTS
181,476 227,327 100,278 367,120 256,147 648,874 583,752 43,521 108,643
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -1,585)
-17,098 21,329 6,932 7,458 -29,071 -2,708 -810 1,123 -775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 32.8 14.5 53.0 37.0 93.7 84.3 6.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 643)
151 237 197 152 192 432 524
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 398,661
COMMITMENTS
138,800 66,680 76,916 147,282 226,921 362,998 370,517 35,663 28,144
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 5,145)
2,991 -1,111 11,068 -1,738 -5,552 12,321 4,405 -7,176 740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 16.7 19.3 36.9 56.9 91.1 92.9 8.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
103 88 118 71 68 256 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 496,821
COMMITMENTS
84,335 59,500 13,721 268,324 271,435 366,380 344,656 130,441 152,165
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 24,605)
-1,601 423 6,606 13,585 16,548 18,590 23,577 6,015 1,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 12.0 2.8 54.0 54.6 73.7 69.4 26.3 30.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 140)
34 23 21 55 62 97 98
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 575,801
COMMITMENTS
42,045 78,920 5,417 421,590 387,712 469,052 472,049 106,749 103,752
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -3,554)
-4,621 -781 -3,779 6,678 -5,182 -1,722 -9,742 -1,832 6,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 13.7 0.9 73.2 67.3 81.5 82.0 18.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 12 6 54 51 66 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,587
COMMITMENTS
3,008 315 1,825 3,262 6,149 8,095 8,289 492 298
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 442)
230 -117 165 23 362 418 410 24 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 3.7 21.3 38.0 71.6 94.3 96.5 5.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 4 13 17 31 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 352,972
COMMITMENTS
101,472 86,273 43,440 163,814 188,012 308,726 317,725 44,246 35,247
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 4,091)
-2,587 -827 5,653 488 1,689 3,554 6,515 537 -2,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 24.4 12.3 46.4 53.3 87.5 90.0 12.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
83 88 79 80 65 213 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,169
COMMITMENTS
871 5,941 1,790 6,262 1,496 8,923 9,227 2,246 1,942
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -27)
91 -24 17 -250 -11 -142 -18 115 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 53.2 16.0 56.1 13.4 79.9 82.6 20.1 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 32 14 18 9 41 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,361,772
COMMITMENTS
384,837 284,301 60,633 796,290 863,544 1241760 1208478 120,012 153,294
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 13,830)
-7,696 6,461 21,212 -7,642 -18,110 5,874 9,563 7,956 4,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 20.9 4.5 58.5 63.4 91.2 88.7 8.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
52 52 26 96 127 159 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,872,806
COMMITMENTS
363,435 449,273 106,151 2110043 1872747 2579629 2428171 293,177 444,635
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 47,121)
44,377 -2,229 -11,481 9,735 63,345 42,631 49,635 4,490 -2,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.6 3.7 73.4 65.2 89.8 84.5 10.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 390)
73 91 68 159 171 271 291
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,988,346
COMMITMENTS
319,307 412,679 25,731 1396200 1188650 1741238 1627060 247,108 361,286
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 51,885)
34,698 36,345 450 22,031 23,862 57,179 60,657 -5,294 -8,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 20.8 1.3 70.2 59.8 87.6 81.8 12.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
38 63 28 106 123 163 195
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 848,963
COMMITMENTS
34,797 177,963 166,703 621,099 447,475 822,599 792,141 26,364 56,822
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 41,701)
-2,664 836 18,936 21,720 20,206 37,992 39,978 3,709 1,723
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 21.0 19.6 73.2 52.7 96.9 93.3 3.1 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 134)
14 44 33 52 71 87 130
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,703
COMMITMENTS
21,232 9,895 627 29,512 42,504 51,370 53,026 9,333 7,677
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,626)
6,556 2,765 -112 952 4,084 7,396 6,737 231 890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 16.3 1.0 48.6 70.0 84.6 87.4 15.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 29 7 27 26 61 60
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,405
COMMITMENTS
42,463 19,790 1,254 59,023 85,008 102,740 106,052 18,665 15,353
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 15,252)
13,112 5,530 -224 1,903 8,167 14,791 13,473 461 1,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 16.3 1.0 48.6 70.0 84.6 87.4 15.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
31 29 7 27 26 61 60
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,274
COMMITMENTS
16,185 17,700 896 2,114 678 19,195 19,274 79 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 132)
159 119 13 -19 0 153 132 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.0 91.8 4.6 11.0 3.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 13 2 2 1 19 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,618
COMMITMENTS
40,950 18,656 21 7,566 29,835 48,537 48,512 81 106
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -483)
-814 -974 0 357 493 -457 -481 -26 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.2 38.4 0.0 15.6 61.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 14 1 6 17 12 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,563
COMMITMENTS
30,966 11,567 0 5,486 24,868 36,452 36,435 111 128
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -156)
-1,814 -585 -14 1,658 468 -170 -131 14 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.7 31.6 0.0 15.0 68.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 16 0 5 16 13 32
Updated May 22, 2015