WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,771
COMMITMENTS
113,122 194,378 168,401 221,334 134,706 502,857 497,485 43,914 49,286
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -40,340)
5,589 13,859 -31,616 -12,985 -21,695 -39,012 -39,452 -1,328 -889
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 35.6 30.8 40.5 24.6 92.0 91.0 8.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 440)
155 143 172 112 100 355 345
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 185,954
COMMITMENTS
42,429 66,069 36,778 85,874 58,633 165,082 161,480 20,872 24,474
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 4,642)
2,172 6,334 -1,274 5,055 108 5,952 5,168 -1,311 -527
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 35.5 19.8 46.2 31.5 88.8 86.8 11.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
54 53 54 74 62 152 151
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,770,937
COMMITMENTS
341,175 370,585 504,738 766,425 623,231 1612338 1498554 158,599 272,384
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -80,717)
24,396 42,400 -41,776 -63,219 -82,515 -80,598 -81,891 -119 1,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 20.9 28.5 43.3 35.2 91.0 84.6 9.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
192 197 224 298 297 609 623
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,505
COMMITMENTS
492 1,012 814 5,265 4,430 6,571 6,257 1,934 2,249
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -2,319)
-448 -139 -834 -806 -1,266 -2,088 -2,238 -232 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 11.9 9.6 61.9 52.1 77.3 73.6 22.7 26.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 10 6 18 12 28 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 881,492
COMMITMENTS
187,380 171,634 249,099 391,482 328,276 827,961 749,009 53,531 132,482
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -118,740)
14,787 -9,700 -71,943 -59,135 -36,238 -116,291 -117,882 -2,449 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 19.5 28.3 44.4 37.2 93.9 85.0 6.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 638)
163 227 251 174 205 504 536
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 410,383
COMMITMENTS
120,157 80,566 81,713 170,807 216,911 372,677 379,190 37,706 31,193
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -8,711)
664 8,303 -16,947 7,882 -459 -8,401 -9,102 -310 391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 19.6 19.9 41.6 52.9 90.8 92.4 9.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
105 81 117 80 78 254 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 493,638
COMMITMENTS
54,086 50,648 35,483 255,303 255,986 344,872 342,117 148,766 151,521
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -11,228)
2,485 1,808 -5,054 -8,136 -20,725 -10,705 -23,971 -523 12,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 10.3 7.2 51.7 51.9 69.9 69.3 30.1 30.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
27 22 30 54 59 92 100
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 577,004
COMMITMENTS
47,192 84,724 7,943 404,285 389,215 459,420 481,882 117,584 95,122
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -3,775)
-2,999 -2,114 -438 -3,666 -6,957 -7,103 -9,509 3,329 5,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 14.7 1.4 70.1 67.5 79.6 83.5 20.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
12 13 7 54 49 70 65
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,505
COMMITMENTS
2,559 378 1,447 3,120 5,417 7,126 7,242 379 263
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 767)
618 154 904 -746 -320 776 738 -9 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 5.0 19.3 41.6 72.2 95.0 96.5 5.0 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
13 6 5 14 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 380,325
COMMITMENTS
97,327 76,564 67,275 168,271 200,210 332,874 344,049 47,452 36,276
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -25,684)
5,436 -6,363 -16,131 -11,305 648 -22,001 -21,845 -3,683 -3,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 20.1 17.7 44.2 52.6 87.5 90.5 12.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
84 81 90 91 84 231 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,749
COMMITMENTS
633 5,369 2,134 6,608 1,875 9,375 9,378 2,375 2,371
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -528)
-43 151 -696 49 -50 -690 -596 162 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 45.7 18.2 56.2 16.0 79.8 79.8 20.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 29 14 23 13 45 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,508,523
COMMITMENTS
459,873 281,124 60,809 859,204 1000478 1379885 1342411 128,638 166,112
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -1,238)
-4,290 -1,068 -13,465 11,685 6,904 -6,070 -7,629 4,832 6,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 18.6 4.0 57.0 66.3 91.5 89.0 8.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
58 52 34 97 123 168 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,277,935
COMMITMENTS
343,361 459,278 284,483 2293775 2099509 2921618 2843270 356,317 434,665
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -83,430)
43,408 -11,898 -43,945 -94,790 -13,181 -95,327 -69,024 11,897 -14,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 14.0 8.7 70.0 64.0 89.1 86.7 10.9 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
71 88 95 169 190 294 319
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,139,488
COMMITMENTS
369,682 372,026 75,285 1391401 1326906 1836367 1774216 303,121 365,272
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -6,407)
-8,299 -10,264 -26,721 8,510 42,384 -26,510 5,399 20,103 -11,806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 17.4 3.5 65.0 62.0 85.8 82.9 14.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
44 57 43 106 139 176 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 823,251
COMMITMENTS
39,453 168,049 167,932 590,947 437,840 798,332 773,822 24,919 49,429
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 34,614)
-1,052 1,338 9,353 29,611 26,196 37,912 36,887 -3,298 -2,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 20.4 20.4 71.8 53.2 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 129)
14 46 40 50 64 91 125
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,148
COMMITMENTS
16,386 8,290 1,237 32,689 42,705 50,313 52,232 7,835 5,915
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 7,182)
2,337 129 735 4,182 5,480 7,254 6,344 -73 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 14.3 2.1 56.2 73.4 86.5 89.8 13.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
33 19 10 28 26 65 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,295
COMMITMENTS
32,773 16,581 2,475 65,378 85,410 100,626 104,465 15,670 11,830
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 14,363)
4,674 258 1,471 8,364 10,960 14,508 12,688 -145 1,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.2 14.3 2.1 56.2 73.4 86.5 89.8 13.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
33 19 10 28 26 65 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 17,324
COMMITMENTS
13,156 15,759 887 3,167 678 17,210 17,324 114 0
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 2,107)
353 2,096 11 1,752 0 2,116 2,107 -9 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.9 91.0 5.1 18.3 3.9 99.3 100.0 0.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
20 11 2 2 1 23 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,637
COMMITMENTS
38,449 16,978 21 7,010 27,602 45,480 44,601 157 1,036
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: 728)
2,945 -567 21 -2,231 367 735 -179 -7 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.2 37.2 0.0 15.4 60.5 99.7 97.7 0.3 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
10 13 2 8 18 18 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/28/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,250
COMMITMENTS
33,324 11,993 244 3,482 24,906 37,050 37,143 200 107
CHANGES FROM 04/21/15 (CHANGE IN OPEN INTEREST: -406)
267 -523 176 -823 -40 -380 -387 -26 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.5 32.2 0.7 9.3 66.9 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 15 3 5 15 17 32
Updated May 1, 2015