WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 552,428
COMMITMENTS
100,486 158,110 188,600 223,048 160,890 512,134 507,601 40,294 44,827
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -8,924)
-4,541 -209 -7,733 2,958 -1,469 -9,316 -9,410 391 486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 28.6 34.1 40.4 29.1 92.7 91.9 7.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
132 127 178 114 107 346 339
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 171,305
COMMITMENTS
40,958 50,583 31,376 80,578 65,747 152,912 147,706 18,393 23,599
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 484)
-1,245 -2,485 533 1,004 4,098 292 2,145 192 -1,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 29.5 18.3 47.0 38.4 89.3 86.2 10.7 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
47 55 56 70 72 154 154
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,807,763
COMMITMENTS
335,392 257,724 504,497 815,698 773,824 1655587 1536046 152,176 271,717
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 808)
-15,096 -24,713 -8,424 26,620 25,924 3,100 -7,214 -2,292 8,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 14.3 27.9 45.1 42.8 91.6 85.0 8.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782)
195 179 244 294 332 618 652
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,028
COMMITMENTS
1,488 1,787 1,651 5,496 5,274 8,634 8,711 2,395 2,317
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 306)
-167 -535 545 -425 -1 -47 8 353 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 16.2 15.0 49.8 47.8 78.3 79.0 21.7 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 8 6 16 12 29 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 996,400
COMMITMENTS
180,165 183,270 310,558 449,329 365,714 940,052 859,542 56,347 136,857
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 13,944)
4,508 8,569 -7,003 13,935 8,777 11,439 10,343 2,505 3,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 18.4 31.2 45.1 36.7 94.3 86.3 5.7 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 656)
157 241 264 176 212 505 567
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 419,039
COMMITMENTS
110,477 95,227 92,643 183,606 196,841 386,726 384,710 32,313 34,329
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 6,378)
3,982 9,554 -5,472 6,694 -2,507 5,204 1,575 1,173 4,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 22.7 22.1 43.8 47.0 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
88 92 117 91 75 253 244
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 496,086
COMMITMENTS
57,814 45,281 33,475 254,280 274,081 345,569 352,837 150,517 143,249
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -17,059)
10,644 2,641 -11,330 -11,362 1,039 -12,048 -7,651 -5,010 -9,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.1 6.7 51.3 55.2 69.7 71.1 30.3 28.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
18 23 26 59 65 92 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,838
COMMITMENTS
47,464 94,666 7,279 395,365 382,863 450,108 484,808 121,730 87,030
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -10,380)
739 -871 173 -7,082 -6,301 -6,170 -6,999 -4,209 -3,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 16.6 1.3 69.1 67.0 78.7 84.8 21.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
12 15 9 50 49 67 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,723
COMMITMENTS
1,155 139 826 4,368 5,579 6,349 6,544 374 179
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -729)
-15 66 3 -684 -726 -696 -657 -33 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 2.1 12.3 65.0 83.0 94.4 97.3 5.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 4 6 19 20 32 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 397,665
COMMITMENTS
103,231 67,289 78,490 166,987 219,671 348,708 365,450 48,957 32,215
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 1,087)
8,771 1,111 -6,322 -1,776 7,504 673 2,293 414 -1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 16.9 19.7 42.0 55.2 87.7 91.9 12.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
75 88 96 89 81 234 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,975
COMMITMENTS
789 4,731 1,703 5,561 1,916 8,053 8,349 1,921 1,626
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 540)
11 -16 473 30 -136 514 321 26 218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 47.4 17.1 55.8 19.2 80.7 83.7 19.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 26 13 20 15 42 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,406,772
COMMITMENTS
414,248 274,149 45,946 825,800 927,999 1285994 1248094 120,778 158,678
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -55,366)
8,810 -37,026 -20,639 -55,656 -10,322 -67,485 -67,988 12,118 12,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 19.5 3.3 58.7 66.0 91.4 88.7 8.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
47 57 33 97 120 162 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,229,055
COMMITMENTS
337,350 471,929 278,493 2274334 2026348 2890178 2776770 338,877 452,285
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -284,462)
16,551 -4,853 -124,761 -163,547 -179,529 -271,757 -309,143 -12,705 24,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 14.6 8.6 70.4 62.8 89.5 86.0 10.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
70 89 92 166 186 286 317
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,119,530
COMMITMENTS
379,203 395,494 87,683 1395047 1280989 1861933 1764166 257,597 355,364
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -95,822)
-2,967 -2,314 -30,315 -65,765 -44,625 -99,048 -77,254 3,225 -18,568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 18.7 4.1 65.8 60.4 87.8 83.2 12.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
44 65 52 116 139 190 226
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 794,243
COMMITMENTS
50,145 135,701 166,612 551,881 435,686 768,638 737,999 25,606 56,244
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 27,978)
-1,787 4,184 -1,038 30,127 22,896 27,303 26,041 675 1,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 17.1 21.0 69.5 54.9 96.8 92.9 3.2 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
19 37 34 43 55 79 112
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,015
COMMITMENTS
11,254 8,158 2,408 28,078 34,155 41,741 44,721 8,275 5,294
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -4,635)
-3,737 -741 894 -2,083 -4,915 -4,926 -4,762 290 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.3 4.8 56.1 68.3 83.5 89.4 16.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 18 8 30 22 60 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,030
COMMITMENTS
22,508 16,315 4,817 56,156 68,309 83,481 89,442 16,549 10,589
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -9,271)
-7,474 -1,483 1,789 -4,166 -9,830 -9,852 -9,525 581 254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 16.3 4.8 56.1 68.3 83.5 89.4 16.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
27 18 8 30 22 60 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,628
COMMITMENTS
11,865 12,198 749 848 678 13,462 13,625 166 3
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: 482)
449 444 35 0 0 484 479 -2 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.1 89.5 5.5 6.2 5.0 98.8 100.0 1.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
17 12 2 1 1 19 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,371
COMMITMENTS
33,584 17,832 0 11,671 27,403 45,255 45,235 116 136
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -52)
1,147 312 0 -1,200 -367 -53 -55 1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.0 39.3 0.0 25.7 60.4 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 15 0 8 16 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/31/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,966
COMMITMENTS
29,751 13,100 42 8,089 24,680 37,882 37,822 84 144
CHANGES FROM 03/24/15 (CHANGE IN OPEN INTEREST: -385)
790 -278 42 -1,167 -196 -335 -432 -50 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.4 34.5 0.1 21.3 65.0 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 16 1 4 15 13 32
Updated April 3, 2015