WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 443,543
COMMITMENTS
122,710 143,983 110,447 172,918 147,174 406,075 401,604 37,468 41,939
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 1,529)
7,831 -28,650 5,447 -11,909 24,334 1,369 1,131 160 398
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 32.5 24.9 39.0 33.2 91.6 90.5 8.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
123 126 152 94 98 311 304
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,406
COMMITMENTS
41,691 51,998 28,650 71,865 55,561 142,206 136,209 19,200 25,197
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 923)
-607 -3,942 1,933 -1,710 1,654 -384 -355 1,307 1,278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 32.2 17.8 44.5 34.4 88.1 84.4 11.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
31 60 56 66 62 136 152
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,459,091
COMMITMENTS
413,673 438,913 237,189 677,882 566,093 1328744 1242195 130,347 216,896
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 4,754)
-8,649 -47,356 25,850 -10,801 16,042 6,400 -5,464 -1,646 10,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 30.1 16.3 46.5 38.8 91.1 85.1 8.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
163 179 197 233 258 527 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,847
COMMITMENTS
1,401 1,135 253 5,579 5,838 7,233 7,226 1,614 1,621
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 76)
-87 -62 31 370 423 314 392 -238 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 12.8 2.9 63.1 66.0 81.8 81.7 18.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 11 5 20 14 29 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 744,119
COMMITMENTS
180,481 218,562 128,682 384,561 287,944 693,724 635,188 50,395 108,931
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -4,272)
-5,831 -16,579 3,054 -3,985 10,949 -6,762 -2,576 2,490 -1,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 29.4 17.3 51.7 38.7 93.2 85.4 6.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 624)
153 224 218 153 191 445 515
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 422,569
COMMITMENTS
153,757 48,942 73,937 149,930 268,793 377,624 391,672 44,945 30,897
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 13,435)
14,369 -2,001 1,501 -3,712 10,873 12,158 10,373 1,277 3,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 11.6 17.5 35.5 63.6 89.4 92.7 10.6 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
113 71 110 76 76 259 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 491,842
COMMITMENTS
74,814 51,341 12,775 284,412 272,533 372,001 336,649 119,841 155,193
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 9,309)
5,432 -11,816 2,053 6,949 24,631 14,434 14,868 -5,125 -5,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 10.4 2.6 57.8 55.4 75.6 68.4 24.4 31.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 133)
29 23 17 54 65 91 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 616,244
COMMITMENTS
55,734 88,126 7,315 439,265 425,706 502,314 521,147 113,930 95,097
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -9,543)
10,593 3,424 206 -21,829 -5,786 -11,030 -2,156 1,487 -7,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 14.3 1.2 71.3 69.1 81.5 84.6 18.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 15 8 51 53 67 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,440
COMMITMENTS
3,071 716 1,257 2,803 5,239 7,131 7,212 309 228
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -221)
-66 -27 -6 -112 -205 -184 -238 -37 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 9.6 16.9 37.7 70.4 95.8 96.9 4.2 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 5 6 11 15 32 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 400,599
COMMITMENTS
111,351 83,901 61,524 178,154 219,910 351,029 365,335 49,570 35,264
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 6,190)
4,113 -5,688 3,416 -5,955 10,080 1,574 7,808 4,616 -1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 20.9 15.4 44.5 54.9 87.6 91.2 12.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
92 74 97 84 78 233 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,034
COMMITMENTS
943 5,530 2,483 6,011 1,746 9,437 9,759 2,597 2,275
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -198)
-154 -548 -49 -229 87 -432 -510 234 312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 46.0 20.6 50.0 14.5 78.4 81.1 21.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
10 28 20 19 10 48 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,152,271
COMMITMENTS
353,325 284,539 23,808 663,703 700,636 1040836 1008983 111,435 143,288
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -23,251)
-63,808 25,954 3,847 42,547 -47,681 -17,414 -17,880 -5,837 -5,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 24.7 2.1 57.6 60.8 90.3 87.6 9.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
49 60 24 93 124 154 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,777,578
COMMITMENTS
412,420 448,999 87,306 2010919 1784486 2510645 2320791 266,933 456,787
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -42,294)
71,629 34,603 -9,751 -78,129 -61,901 -16,251 -37,049 -26,043 -5,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 16.2 3.1 72.4 64.2 90.4 83.6 9.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
69 95 49 142 174 244 285
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,077,449
COMMITMENTS
297,156 380,556 70,569 1486568 1262008 1854293 1713133 223,156 364,316
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -16,112)
-54,490 -19,893 -6,904 66,362 16,459 4,968 -10,338 -21,080 -5,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 18.3 3.4 71.6 60.7 89.3 82.5 10.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
34 66 26 103 131 157 203
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 817,282
COMMITMENTS
19,396 175,216 158,829 616,906 428,333 795,131 762,378 22,151 54,904
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 36,262)
6,582 9,250 7,177 25,753 21,804 39,512 38,231 -3,250 -1,969
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 21.4 19.4 75.5 52.4 97.3 93.3 2.7 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
14 44 32 51 65 86 124
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,066
COMMITMENTS
11,387 11,500 823 37,349 40,355 49,559 52,678 8,508 5,389
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 550)
-5,713 480 335 6,013 777 635 1,591 -85 -1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 19.8 1.4 64.3 69.5 85.3 90.7 14.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 19 3 32 27 60 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,132
COMMITMENTS
22,773 23,000 1,646 74,698 80,709 99,117 105,355 17,015 10,777
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 1,100)
-11,425 959 669 12,025 1,554 1,269 3,182 -169 -2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 19.8 1.4 64.3 69.5 85.3 90.7 14.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
27 19 3 32 27 60 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,216
COMMITMENTS
13,119 14,512 996 2,015 678 16,130 16,186 86 30
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -325)
-640 -557 207 99 0 -334 -350 9 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.9 89.5 6.1 12.4 4.2 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
14 13 3 2 1 18 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,724
COMMITMENTS
42,261 22,043 3,334 10,019 30,290 55,614 55,667 110 57
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: 6,332)
682 1,902 3,313 2,328 1,172 6,323 6,387 9 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.8 39.6 6.0 18.0 54.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 15 3 7 21 15 39
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/09/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,824
COMMITMENTS
29,934 11,858 581 6,240 24,301 36,755 36,740 69 84
CHANGES FROM 06/02/15 (CHANGE IN OPEN INTEREST: -915)
-2,404 661 303 1,215 -1,827 -886 -863 -29 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 32.2 1.6 16.9 66.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 12 3 5 14 16 29
Updated June 12, 2015