WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,826
COMMITMENTS
139,027 117,131 47,894 156,993 171,076 343,914 336,101 30,912 38,725
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 6,228)
6,671 6,928 7,301 -6,323 -4,957 7,649 9,272 -1,421 -3,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.1 31.2 12.8 41.9 45.6 91.8 89.7 8.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
122 111 106 79 102 264 270
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 129,362
COMMITMENTS
46,838 26,047 8,119 57,832 73,313 112,789 107,479 16,573 21,883
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 863)
4,292 -2,786 -1,276 -2,173 4,943 843 881 20 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 20.1 6.3 44.7 56.7 87.2 83.1 12.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
54 45 44 58 73 138 141
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,227,423
COMMITMENTS
429,335 158,154 144,631 543,340 692,796 1117306 995,581 110,117 231,842
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 3,049)
-3,233 -6,091 1,877 3,481 9,615 2,125 5,401 924 -2,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 12.9 11.8 44.3 56.4 91.0 81.1 9.0 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 719)
171 136 143 195 337 449 551
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,251
COMMITMENTS
2,672 1,505 138 3,629 5,261 6,439 6,904 1,812 1,347
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 143)
-42 118 21 243 14 222 153 -79 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 18.2 1.7 44.0 63.8 78.0 83.7 22.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 2 6 13 9 31 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,066
COMMITMENTS
186,528 166,565 99,026 326,755 276,231 612,309 541,822 47,757 118,244
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -35,230)
-718 1,595 -22,020 -11,667 -10,989 -34,405 -31,414 -825 -3,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 25.2 15.0 49.5 41.8 92.8 82.1 7.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
135 202 203 164 199 435 513
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 355,202
COMMITMENTS
114,291 65,756 59,784 148,123 198,971 322,198 324,511 33,004 30,691
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -10,937)
178 -3,951 -4,104 -7,231 -1,450 -11,157 -9,505 220 -1,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 18.5 16.8 41.7 56.0 90.7 91.4 9.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
88 70 94 77 62 221 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 882,972
COMMITMENTS
89,625 121,577 10,654 622,128 596,010 722,407 728,241 160,565 154,731
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -16,513)
-21,442 -13,441 -106 16,626 4,228 -4,922 -9,319 -11,591 -7,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 13.8 1.2 70.5 67.5 81.8 82.5 18.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
32 36 20 67 80 110 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 526,308
COMMITMENTS
60,559 61,542 8,623 341,942 365,662 411,124 435,827 115,184 90,481
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -2,320)
-5,847 -1,640 -1,818 1,184 1,066 -6,481 -2,392 4,161 72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 11.7 1.6 65.0 69.5 78.1 82.8 21.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 15 10 51 51 71 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,641
COMMITMENTS
1,900 198 454 2,747 4,782 5,101 5,434 540 207
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 96)
-29 -15 20 179 119 170 124 -74 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 3.5 8.0 48.7 84.8 90.4 96.3 9.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 4 8 13 16 32 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 357,019
COMMITMENTS
124,717 54,991 35,299 147,560 234,918 307,576 325,208 49,443 31,811
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 1,933)
6,658 1,878 10 -2,824 1,957 3,844 3,845 -1,911 -1,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 15.4 9.9 41.3 65.8 86.2 91.1 13.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
84 69 77 88 93 226 200
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,522
COMMITMENTS
1,095 4,187 782 5,733 2,726 7,610 7,695 1,912 1,827
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -831)
32 127 -1,286 213 281 -1,041 -878 210 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 44.0 8.2 60.2 28.6 79.9 80.8 20.1 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
14 19 9 17 16 37 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,236,594
COMMITMENTS
259,740 306,627 17,986 867,851 763,059 1145577 1087672 91,017 148,922
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -34,385)
10,770 -7,584 -617 -38,461 -23,521 -28,308 -31,722 -6,077 -2,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 24.8 1.5 70.2 61.7 92.6 88.0 7.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
39 56 25 95 123 144 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,585,587
COMMITMENTS
274,132 510,048 42,205 1999044 1613351 2315381 2165604 270,206 419,983
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -107,841)
734 -21,600 -5,476 -85,398 -78,720 -90,140 -105,796 -17,701 -2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 19.7 1.6 77.3 62.4 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 354)
61 83 38 132 163 217 260
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,838,620
COMMITMENTS
333,572 316,506 45,995 1215998 1139234 1595565 1501735 243,055 336,885
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 19,312)
58,481 -1,366 599 -37,748 28,899 21,332 28,132 -2,020 -8,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 17.2 2.5 66.1 62.0 86.8 81.7 13.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
43 64 25 100 124 159 197
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 740,845
COMMITMENTS
41,096 173,385 149,277 528,692 369,282 719,065 691,944 21,780 48,901
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,713)
5,479 -8,260 8,331 -11,027 1,360 2,783 1,431 -7,496 -6,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 23.4 20.1 71.4 49.8 97.1 93.4 2.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
16 30 35 41 49 79 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,355
COMMITMENTS
14,414 9,639 68 30,251 38,092 44,732 47,798 8,623 5,558
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -45,799)
-8,440 197 -2,966 -27,490 -37,152 -38,895 -39,921 -6,905 -5,879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 18.1 0.1 56.7 71.4 83.8 89.6 16.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 19 2 34 24 56 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,710
COMMITMENTS
28,827 19,277 135 60,502 76,183 89,464 95,595 17,246 11,115
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -60,150)
-15,906 -2,337 -2,112 -41,483 -45,288 -59,501 -49,737 -649 -10,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 18.1 0.1 56.7 71.4 83.8 89.6 16.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
21 19 2 34 24 56 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,462
COMMITMENTS
8,224 8,192 584 585 678 9,393 9,454 69 8
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,198)
-2,781 -553 -1,405 -38 -2,225 -4,224 -4,183 26 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.9 86.6 6.2 6.2 7.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 6 2 2 1 16 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,824
COMMITMENTS
21,754 22,659 4 28,935 28,040 50,693 50,703 131 121
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 936)
-530 544 0 1,422 385 892 929 44 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.8 44.6 0.0 56.9 55.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 18 1 8 13 16 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,488
COMMITMENTS
19,928 12,153 16 12,408 20,260 32,352 32,429 136 59
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -362)
-1,216 -347 16 777 -21 -423 -352 61 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.3 37.4 0.0 38.2 62.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 16 1 6 18 15 35
Updated December 30, 2014