WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,564
COMMITMENTS
116,014 175,921 182,871 223,759 156,377 522,644 515,169 40,920 48,395
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -8,961)
2,060 -20,432 153 -5,415 12,776 -3,202 -7,503 -5,759 -1,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 31.2 32.4 39.7 27.7 92.7 91.4 7.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 433)
140 149 183 110 112 363 342
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 4,805
COMMITMENTS
2,927 3,087 756 813 820 4,497 4,664 308 141
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -206)
-507 -150 145 36 -204 -326 -209 120 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.9 64.2 15.7 16.9 17.1 93.6 97.1 6.4 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
10 6 8 3 4 18 13
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 173,359
COMMITMENTS
43,440 60,010 34,442 77,025 54,025 154,907 148,478 18,452 24,882
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -5,426)
1,724 -7,390 -1,294 -3,730 2,322 -3,299 -6,362 -2,127 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 34.6 19.9 44.4 31.2 89.4 85.6 10.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
44 53 56 66 63 141 149
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,899,696
COMMITMENTS
385,315 461,629 512,446 840,196 664,902 1737958 1638977 161,739 260,719
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 59,802)
8,138 26,797 18,029 32,798 17,250 58,966 62,076 837 -2,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 24.3 27.0 44.2 35.0 91.5 86.3 8.5 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 797)
193 216 234 290 298 617 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,841
COMMITMENTS
1,450 1,069 799 5,993 6,160 8,242 8,027 1,599 1,814
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 773)
484 -80 -9 269 1,070 744 981 30 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.7 10.9 8.1 60.9 62.6 83.8 81.6 16.2 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 11 5 20 14 29 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 922,573
COMMITMENTS
186,249 217,624 273,673 411,883 297,886 871,805 789,183 50,769 133,390
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 13,067)
-19,751 24,688 19,027 12,340 -29,790 11,616 13,925 1,451 -857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 23.6 29.7 44.6 32.3 94.5 85.5 5.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
172 260 267 173 205 511 587
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 431,604
COMMITMENTS
136,611 63,868 100,210 158,208 238,451 395,029 402,529 36,575 29,075
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,548)
2,530 -684 12,589 -250 -5,012 14,869 6,892 -7,321 656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 14.8 23.2 36.7 55.2 91.5 93.3 8.5 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 332)
107 90 123 77 79 266 241
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 676,399
COMMITMENTS
62,790 42,006 112,097 352,147 356,998 527,034 511,101 149,365 165,298
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 59,971)
-3,195 -3,683 29,119 27,049 35,257 52,973 60,693 6,998 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 6.2 16.6 52.1 52.8 77.9 75.6 22.1 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
33 25 40 70 77 119 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 577,195
COMMITMENTS
42,075 78,734 5,950 421,997 388,340 470,022 473,024 107,173 104,170
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -4,287)
-4,540 -989 -3,838 6,213 -5,467 -2,166 -10,295 -2,122 6,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.6 1.0 73.1 67.3 81.4 82.0 18.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
10 11 8 54 54 68 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,587
COMMITMENTS
3,008 315 1,825 3,262 6,149 8,095 8,289 492 298
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 442)
230 -117 165 23 362 418 410 24 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 3.7 21.3 38.0 71.6 94.3 96.5 5.7 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 4 13 17 31 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 411,478
COMMITMENTS
96,327 90,467 80,407 187,573 202,689 364,307 373,563 47,171 37,915
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 3,450)
-3,004 -306 5,423 459 1,105 2,878 6,222 572 -2,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 22.0 19.5 45.6 49.3 88.5 90.8 11.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
74 103 92 82 73 220 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,878
COMMITMENTS
890 5,779 2,274 6,387 1,796 9,551 9,850 2,327 2,028
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -7)
119 -41 24 -286 23 -143 6 136 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 48.7 19.1 53.8 15.1 80.4 82.9 19.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
16 29 16 20 11 45 53
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,432,326
COMMITMENTS
385,904 282,993 96,603 827,228 896,401 1309735 1275997 122,591 156,329
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 20,247)
-8,419 7,694 24,766 -4,163 -17,004 12,184 15,456 8,063 4,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 19.8 6.7 57.8 62.6 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
54 51 33 100 129 170 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,618,990
COMMITMENTS
330,615 438,834 475,727 2488063 2227180 3294405 3141741 324,585 477,249
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 63,306)
31,685 5,935 8,537 18,275 56,226 58,497 70,698 4,809 -7,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 12.1 13.1 68.8 61.5 91.0 86.8 9.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
78 96 108 182 195 319 340
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,169,064
COMMITMENTS
323,941 393,333 119,016 1469831 1280410 1912788 1792760 256,275 376,304
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 56,686)
35,491 27,801 10,128 16,449 28,607 62,068 66,536 -5,382 -9,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 18.1 5.5 67.8 59.0 88.2 82.7 11.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
49 55 50 117 138 191 218
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 868,915
COMMITMENTS
35,677 177,974 182,822 623,859 450,611 842,357 811,407 26,558 57,508
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 42,526)
-1,528 1,881 18,691 21,655 19,902 38,818 40,474 3,707 2,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 20.5 21.0 71.8 51.9 96.9 93.4 3.1 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 136)
14 46 36 52 72 89 133
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,679
COMMITMENTS
21,372 10,001 833 30,081 43,047 52,286 53,880 9,393 7,798
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 7,437)
6,527 2,710 -133 826 3,985 7,220 6,562 218 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 16.2 1.3 48.8 69.8 84.8 87.4 15.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
34 26 13 28 28 68 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,358
COMMITMENTS
42,744 20,001 1,665 60,162 86,094 104,571 107,761 18,787 15,597
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 14,874)
13,053 5,420 -267 1,653 7,971 14,439 13,124 435 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 16.2 1.3 48.8 69.8 84.8 87.4 15.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
34 26 13 28 28 68 62
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,274
COMMITMENTS
16,185 17,700 896 2,114 678 19,195 19,274 79 0
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: 132)
159 119 13 -19 0 153 132 -21 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.0 91.8 4.6 11.0 3.5 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
16 13 2 2 1 19 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,618
COMMITMENTS
40,950 18,656 21 7,566 29,835 48,537 48,512 81 106
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -483)
-814 -974 0 357 493 -457 -481 -26 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.2 38.4 0.0 15.6 61.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
6 14 1 6 17 12 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/19/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,563
COMMITMENTS
30,966 11,567 0 5,486 24,868 36,452 36,435 111 128
CHANGES FROM 05/12/15 (CHANGE IN OPEN INTEREST: -156)
-1,814 -585 -14 1,658 468 -170 -131 14 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
84.7 31.6 0.0 15.0 68.0 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 16 0 5 16 13 32
Updated May 22, 2015