WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 442,014
COMMITMENTS
114,879 172,633 105,000 184,827 122,840 404,706 400,473 37,308 41,541
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,716)
-5,644 -10,883 10,946 122 6,765 5,424 6,828 -708 -2,112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 39.1 23.8 41.8 27.8 91.6 90.6 8.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
119 122 140 100 94 308 292
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,483
COMMITMENTS
42,298 55,940 26,717 73,575 53,907 142,590 136,564 17,893 23,919
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 4,585)
-1,753 2,288 3,113 2,686 -966 4,046 4,435 539 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 34.9 16.6 45.8 33.6 88.9 85.1 11.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
33 60 57 65 60 137 149
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,454,337
COMMITMENTS
422,322 486,269 211,339 688,683 550,051 1322344 1247659 131,993 206,678
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 20,019)
-2,633 6,865 6,132 11,600 11,637 15,099 24,634 4,920 -4,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 33.4 14.5 47.4 37.8 90.9 85.8 9.1 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
173 181 178 244 266 524 552
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,771
COMMITMENTS
1,488 1,197 222 5,209 5,415 6,919 6,834 1,852 1,937
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -123)
-234 -19 116 -352 -355 -470 -258 347 135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 13.6 2.5 59.4 61.7 78.9 77.9 21.1 22.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
6 12 6 18 13 28 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 748,391
COMMITMENTS
186,312 235,141 125,628 388,546 276,995 700,486 637,764 47,905 110,627
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 37,858)
5,784 -341 11,649 18,373 27,279 35,806 38,587 2,052 -729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.9 31.4 16.8 51.9 37.0 93.6 85.2 6.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 637)
161 228 210 151 187 448 511
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 409,134
COMMITMENTS
139,388 50,943 72,436 153,642 257,920 365,466 381,299 43,668 27,835
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 8,284)
5,579 -20,035 -4,332 -800 35,062 447 10,695 7,837 -2,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 12.5 17.7 37.6 63.0 89.3 93.2 10.7 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
102 78 105 76 77 249 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 482,533
COMMITMENTS
69,382 63,157 10,722 277,463 247,902 357,567 321,781 124,966 160,752
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -13,595)
5,206 7,450 -1,320 8,331 -20,473 12,217 -14,343 -25,812 748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 13.1 2.2 57.5 51.4 74.1 66.7 25.9 33.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
26 26 17 51 66 85 101
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 625,787
COMMITMENTS
45,141 84,702 7,109 461,094 431,492 513,344 523,303 112,443 102,484
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 2,171)
6,417 -1,981 -10,399 22,143 21,462 18,161 9,082 -15,990 -6,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 13.5 1.1 73.7 69.0 82.0 83.6 18.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 15 8 50 53 64 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,661
COMMITMENTS
3,137 743 1,263 2,915 5,444 7,315 7,450 346 211
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -198)
127 579 -366 158 -436 -81 -223 -117 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.9 9.7 16.5 38.0 71.1 95.5 97.2 4.5 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 4 6 12 15 33 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 394,409
COMMITMENTS
107,238 89,589 58,108 184,109 209,830 349,455 357,527 44,954 36,882
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 16,307)
2,382 -448 7,582 4,640 8,038 14,604 15,172 1,703 1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 22.7 14.7 46.7 53.2 88.6 90.6 11.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
87 84 91 86 77 232 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,232
COMMITMENTS
1,097 6,078 2,532 6,240 1,659 9,869 10,269 2,363 1,963
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 660)
215 96 586 -111 -34 690 648 -30 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 49.7 20.7 51.0 13.6 80.7 84.0 19.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
16 32 20 19 11 51 56
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,175,522
COMMITMENTS
417,133 258,585 19,961 621,156 748,317 1058250 1026863 117,272 148,659
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -259,031)
-7,467 -3,107 -37,448 -201,000 -185,635 -245,915 -226,190 -13,116 -32,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 22.0 1.7 52.8 63.7 90.0 87.4 10.0 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
53 51 22 91 126 154 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,819,872
COMMITMENTS
340,791 414,396 97,057 2089048 1846387 2526896 2357840 292,976 462,032
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -366,447)
-15,832 -25,761 -203,951 -91,576 -109,791 -311,359 -339,503 -55,088 -26,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 14.7 3.4 74.1 65.5 89.6 83.6 10.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
58 99 46 147 176 234 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,093,561
COMMITMENTS
351,646 400,449 77,473 1420206 1245549 1849325 1723471 244,236 370,090
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -160,353)
9,893 16,422 -18,935 -98,963 -124,489 -108,005 -127,002 -52,348 -33,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 19.1 3.7 67.8 59.5 88.3 82.3 11.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
39 65 33 101 134 162 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 781,020
COMMITMENTS
12,814 165,966 151,652 591,153 406,529 755,619 724,147 25,401 56,873
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -73,217)
-24,348 -17,397 -16,933 -32,021 -35,917 -73,302 -70,247 85 -2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 21.2 19.4 75.7 52.1 96.7 92.7 3.3 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 131)
15 42 31 57 68 91 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,516
COMMITMENTS
17,099 11,021 489 31,337 39,578 48,924 51,087 8,592 6,430
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 841)
-47 997 -67 966 503 853 1,433 -13 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 19.2 0.8 54.5 68.8 85.1 88.8 14.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 27 4 33 26 66 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,032
COMMITMENTS
34,198 22,041 977 62,673 79,155 97,848 102,173 17,184 12,859
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: 1,681)
-93 1,993 -133 1,932 1,005 1,706 2,865 -25 -1,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 19.2 0.8 54.5 68.8 85.1 88.8 14.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 27 4 33 26 66 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,541
COMMITMENTS
13,759 15,069 789 1,916 678 16,464 16,536 77 5
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -720)
-461 -670 -55 -198 0 -714 -725 -6 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
83.2 91.1 4.8 11.6 4.1 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 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,392
COMMITMENTS
41,579 20,141 21 7,691 29,118 49,291 49,280 101 112
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -312)
-455 331 0 166 -662 -289 -331 -23 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.2 40.8 0.0 15.6 59.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
6 15 1 6 19 12 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/02/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,739
COMMITMENTS
32,338 11,197 278 5,025 26,128 37,641 37,603 98 136
CHANGES FROM 05/26/15 (CHANGE IN OPEN INTEREST: -208)
-1,177 -328 278 714 -206 -185 -256 -23 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.7 29.7 0.7 13.3 69.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 14 2 5 17 14 33
Updated June 5, 2015