WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,645
COMMITMENTS
103,992 157,579 197,143 225,970 171,310 527,104 526,031 42,540 43,614
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 17,216)
3,506 -532 8,542 2,922 10,420 14,970 18,430 2,246 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 27.7 34.6 39.7 30.1 92.5 92.3 7.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
125 129 178 110 106 346 331
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 164,238
COMMITMENTS
39,260 44,350 29,172 78,458 68,002 146,890 141,523 17,348 22,715
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -7,067)
-1,698 -6,234 -2,205 -2,119 2,255 -6,022 -6,183 -1,045 -884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 27.0 17.8 47.8 41.4 89.4 86.2 10.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
46 48 51 73 71 149 149
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,809,465
COMMITMENTS
325,185 255,420 528,804 802,881 757,204 1656870 1541428 152,595 268,037
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 1,701)
-10,207 -2,304 24,306 -12,817 -16,620 1,282 5,382 419 -3,681
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 14.1 29.2 44.4 41.8 91.6 85.2 8.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 766)
164 190 242 302 328 612 646
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,542
COMMITMENTS
1,268 1,103 1,725 5,090 5,345 8,083 8,173 2,458 2,369
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -487)
-219 -684 74 -405 71 -550 -539 64 52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 10.5 16.4 48.3 50.7 76.7 77.5 23.3 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
10 8 7 17 12 29 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 985,276
COMMITMENTS
175,886 182,183 303,578 449,764 367,422 929,228 853,184 56,048 132,093
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -11,123)
-4,279 -1,087 -6,980 435 1,708 -10,824 -6,359 -299 -4,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 18.5 30.8 45.6 37.3 94.3 86.6 5.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 665)
152 262 268 174 208 511 572
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,666
COMMITMENTS
112,448 89,598 87,645 175,220 200,399 375,313 377,643 33,353 31,023
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -10,373)
1,971 -5,628 -4,997 -8,386 3,558 -11,413 -7,067 1,040 -3,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 21.9 21.4 42.9 49.0 91.8 92.4 8.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
95 83 109 84 77 239 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 507,927
COMMITMENTS
57,965 46,939 36,394 261,407 282,208 355,766 365,541 152,161 142,386
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 11,842)
151 1,658 2,919 7,126 8,126 10,197 12,704 1,645 -862
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.2 7.2 51.5 55.6 70.0 72.0 30.0 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 128)
19 25 29 62 70 98 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 571,320
COMMITMENTS
48,938 81,228 7,832 395,478 391,474 452,248 480,534 119,072 90,786
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -518)
1,474 -13,438 553 113 8,611 2,140 -4,274 -2,658 3,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 14.2 1.4 69.2 68.5 79.2 84.1 20.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
13 12 8 49 49 66 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,550
COMMITMENTS
1,306 149 627 4,270 5,457 6,203 6,233 347 317
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -173)
151 10 -199 -98 -122 -146 -311 -27 138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 2.3 9.6 65.2 83.3 94.7 95.2 5.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 4 6 16 18 31 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 395,137
COMMITMENTS
95,017 71,517 79,431 171,328 207,888 345,776 358,836 49,361 36,301
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -2,528)
-8,214 4,228 941 4,341 -11,783 -2,932 -6,614 404 4,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 18.1 20.1 43.4 52.6 87.5 90.8 12.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
83 81 102 87 84 234 216
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,823
COMMITMENTS
775 4,707 2,386 5,777 1,932 8,938 9,024 1,885 1,799
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 848)
-14 -24 683 216 16 885 675 -37 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 43.5 22.0 53.4 17.8 82.6 83.4 17.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
11 24 13 22 15 44 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,393,638
COMMITMENTS
405,477 279,474 49,200 818,244 914,415 1272921 1243089 120,717 150,549
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -13,135)
-8,771 5,325 3,254 -7,556 -13,584 -13,074 -5,005 -61 -8,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 20.1 3.5 58.7 65.6 91.3 89.2 8.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
49 55 36 97 119 161 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,317,575
COMMITMENTS
312,930 485,092 297,316 2350960 2101258 2961206 2883666 356,369 433,909
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 88,520)
-24,420 13,163 18,823 76,626 74,910 71,028 106,896 17,492 -18,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 14.6 9.0 70.9 63.3 89.3 86.9 10.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
62 90 88 179 199 294 324
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,150,051
COMMITMENTS
340,466 422,619 86,800 1442390 1293748 1869656 1803167 280,395 346,884
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 30,521)
-38,737 27,125 -884 47,343 12,759 7,723 39,001 22,798 -8,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 19.7 4.0 67.1 60.2 87.0 83.9 13.0 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
43 67 54 112 138 187 227
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 734,217
COMMITMENTS
41,212 142,204 146,868 519,512 389,430 707,592 678,502 26,625 55,715
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -60,026)
-8,933 6,503 -19,744 -32,369 -46,256 -61,046 -59,497 1,019 -529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 19.4 20.0 70.8 53.0 96.4 92.4 3.6 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
16 39 32 43 59 77 114
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,973
COMMITMENTS
12,479 7,886 1,466 27,725 35,800 41,669 45,153 8,304 4,820
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -42)
1,224 -271 -942 -353 1,646 -71 432 29 -474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 15.8 2.9 55.5 71.6 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 18 6 29 28 57 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 99,947
COMMITMENTS
24,957 15,773 2,933 55,449 71,601 83,339 90,306 16,608 9,641
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -84)
2,449 -543 -1,884 -707 3,291 -142 864 59 -948
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 15.8 2.9 55.5 71.6 83.4 90.4 16.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
26 18 6 29 28 57 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,832
COMMITMENTS
11,962 12,277 877 848 678 13,687 13,832 145 0
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: 204)
97 79 128 0 0 225 207 -21 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.5 88.8 6.3 6.1 4.9 99.0 100.0 1.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
17 11 2 1 1 19 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,342
COMMITMENTS
33,468 17,374 0 10,735 26,848 44,203 44,222 139 120
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -1,029)
-116 -458 0 -936 -555 -1,052 -1,013 23 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.5 39.2 0.0 24.2 60.5 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
7 16 0 6 15 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/07/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,614
COMMITMENTS
30,344 12,664 0 7,149 24,831 37,493 37,495 121 119
CHANGES FROM 03/31/15 (CHANGE IN OPEN INTEREST: -352)
593 -436 -42 -940 151 -389 -327 37 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.7 33.7 0.0 19.0 66.0 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 13 0 5 15 16 28
Updated April 10, 2015