WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,904
COMMITMENTS
131,409 191,058 67,939 184,546 107,473 383,894 366,470 32,010 49,434
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 17,585)
5,880 17,583 1,191 9,728 -1,890 16,799 16,884 786 701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 45.9 16.3 44.4 25.8 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
117 140 112 98 93 279 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 149,085
COMMITMENTS
47,779 46,454 12,740 74,159 63,631 134,678 122,825 14,407 26,260
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 4,012)
-346 1,812 819 3,873 109 4,346 2,740 -334 1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 31.2 8.5 49.7 42.7 90.3 82.4 9.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
49 54 45 63 64 138 145
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,277,325
COMMITMENTS
463,639 377,927 158,141 539,671 492,413 1161451 1028481 115,874 248,844
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 21,581)
-2,038 -5,999 17,528 4,776 7,802 20,266 19,331 1,315 2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 29.6 12.4 42.3 38.6 90.9 80.5 9.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
159 201 157 217 289 475 568
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,361
COMMITMENTS
3,633 1,439 13 3,561 6,537 7,207 7,989 2,154 1,372
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 423)
270 40 -4 536 81 802 117 -379 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 15.4 0.1 38.0 69.8 77.0 85.3 23.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
24 3 2 14 13 38 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 751,751
COMMITMENTS
202,607 233,727 108,850 392,300 261,896 703,757 604,473 47,994 147,278
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 23,771)
6,127 5,605 8,683 9,102 3,164 23,912 17,452 -141 6,319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 31.1 14.5 52.2 34.8 93.6 80.4 6.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 676)
141 286 185 133 199 404 556
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,679
COMMITMENTS
18,795 1,322 550 0 5,699 19,345 7,571 3,334 15,108
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -252)
-67 -118 -285 0 65 -352 -338 100 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
82.9 5.8 2.4 0.0 25.1 85.3 33.4 14.7 66.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 6 4 0 14 6 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 385,420
COMMITMENTS
131,397 96,124 62,635 154,138 192,290 348,170 351,049 37,250 34,371
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 16,214)
7,392 -5,883 6,035 2,279 15,037 15,706 15,189 508 1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 24.9 16.3 40.0 49.9 90.3 91.1 9.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
92 90 101 80 68 236 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 856,264
COMMITMENTS
116,637 103,282 13,642 569,625 574,961 699,904 691,885 156,360 164,379
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 15,850)
4,223 15,826 -4,544 13,552 9,196 13,231 20,478 2,619 -4,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 12.1 1.6 66.5 67.1 81.7 80.8 18.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
34 37 17 77 79 121 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 506,049
COMMITMENTS
55,794 35,245 4,949 340,935 369,612 401,678 409,806 104,371 96,243
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,103)
1,294 201 -58 -5,414 -6,582 -4,178 -6,439 1,075 3,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 7.0 1.0 67.4 73.0 79.4 81.0 20.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
9 10 4 48 43 59 55
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,383
COMMITMENTS
1,772 256 690 3,207 5,136 5,669 6,082 714 301
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -251)
219 15 41 -557 -274 -297 -218 46 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 4.0 10.8 50.2 80.5 88.8 95.3 11.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 2 7 15 20 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 342,573
COMMITMENTS
106,062 58,992 39,168 156,914 206,297 302,144 304,457 40,429 38,116
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 2,053)
4,931 -841 -2,129 391 1,460 3,193 -1,510 -1,140 3,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 17.2 11.4 45.8 60.2 88.2 88.9 11.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
71 67 80 91 81 211 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,104
COMMITMENTS
1,067 4,650 764 5,652 2,000 7,483 7,414 1,621 1,690
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -67)
37 71 25 -69 -176 -7 -80 -60 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 51.1 8.4 62.1 22.0 82.2 81.4 17.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
15 25 11 19 12 42 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,679,072
COMMITMENTS
409,143 569,570 22,961 1142030 933,115 1574134 1525646 104,938 153,426
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 117,574)
26,847 90,464 4,132 84,947 20,436 115,926 115,032 1,648 2,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.4 33.9 1.4 68.0 55.6 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
41 61 23 91 126 142 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,649,936
COMMITMENTS
460,039 451,195 46,210 1887467 1651130 2393716 2148535 256,220 501,401
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -9,414)
16,521 878 -10,141 9,496 -4,893 15,876 -14,156 -25,290 4,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 17.0 1.7 71.2 62.3 90.3 81.1 9.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
52 91 38 128 176 205 280
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,127,285
COMMITMENTS
355,023 373,244 43,448 1510849 1348769 1909320 1765461 217,965 361,824
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 15,248)
-47,084 15,633 -16,995 80,815 23,632 16,736 22,270 -1,488 -7,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 17.5 2.0 71.0 63.4 89.8 83.0 10.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
40 66 27 114 145 173 219
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 583,182
COMMITMENTS
15,365 163,238 115,405 415,211 246,163 545,981 524,806 37,201 58,376
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 25,247)
1,200 5,083 -1,348 24,804 15,319 24,656 19,054 591 6,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 28.0 19.8 71.2 42.2 93.6 90.0 6.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 37 26 35 43 64 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,750
COMMITMENTS
22,270 14,532 175 37,499 45,589 59,943 60,296 7,808 7,455
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -18,042)
-1,958 1,989 -2,480 -13,142 -14,993 -17,579 -15,483 -463 -2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 21.4 0.3 55.3 67.3 88.5 89.0 11.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 33 8 35 24 69 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,500
COMMITMENTS
44,539 29,064 349 74,997 91,178 119,885 120,591 15,615 14,909
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -36,084)
-3,916 3,978 -4,959 -26,283 -29,985 -35,158 -30,966 -926 -5,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 21.4 0.3 55.3 67.3 88.5 89.0 11.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
31 33 8 35 24 69 62
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,731
COMMITMENTS
9,647 9,578 475 360 678 10,482 10,731 249 0
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,494)
2,254 -1,823 -1,667 -4,183 0 -3,596 -3,490 102 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.9 89.3 4.4 3.4 6.3 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 6 2 1 1 18 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,524
COMMITMENTS
1,811 16,373 209 49,378 34,698 51,398 51,280 126 244
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: -3,078)
-1,868 -226 -55 -1,203 -2,798 -3,126 -3,079 48 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.5 31.8 0.4 95.8 67.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
5 15 1 11 18 16 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,206
COMMITMENTS
6,070 9,879 3,283 35,712 31,727 45,065 44,889 141 317
CHANGES FROM 09/16/14 (CHANGE IN OPEN INTEREST: 5,838)
3,211 -226 353 2,221 5,655 5,785 5,782 53 56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 21.9 7.3 79.0 70.2 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 14 1 5 22 12 37
Updated September 26, 2014