WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 423,182
COMMITMENTS
138,030 194,210 70,791 182,442 109,262 391,263 374,263 31,919 48,919
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,278)
6,621 3,152 2,852 -2,104 1,789 7,369 7,793 -91 -515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 45.9 16.7 43.1 25.8 92.5 88.4 7.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
121 133 121 98 92 285 296
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 151,310
COMMITMENTS
50,585 47,848 13,786 71,815 62,570 136,186 124,204 15,124 27,106
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,225)
2,806 1,394 1,046 -2,344 -1,061 1,508 1,379 717 846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 31.6 9.1 47.5 41.4 90.0 82.1 10.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
51 52 44 62 64 133 145
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,285,167
COMMITMENTS
468,899 372,005 166,020 530,888 493,088 1165807 1031113 119,360 254,054
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,842)
5,260 -5,922 7,879 -8,783 675 4,356 2,632 3,486 5,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.5 28.9 12.9 41.3 38.4 90.7 80.2 9.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725)
160 188 156 219 287 482 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,154
COMMITMENTS
3,711 1,630 12 3,469 6,262 7,192 7,904 1,962 1,250
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -207)
78 191 -1 -92 -275 -15 -85 -192 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.5 17.8 0.1 37.9 68.4 78.6 86.3 21.4 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
24 2 2 13 11 38 14
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 774,659
COMMITMENTS
215,316 239,682 120,693 390,059 264,351 726,068 624,726 48,591 149,933
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 22,908)
12,709 5,955 11,843 -2,241 2,455 22,311 20,253 597 2,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 30.9 15.6 50.4 34.1 93.7 80.6 6.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 690)
148 286 197 141 200 424 573
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,851
COMMITMENTS
19,131 1,277 477 0 5,229 19,608 6,983 2,243 14,868
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -828)
336 -45 -73 0 -470 263 -588 -1,091 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.6 5.8 2.2 0.0 23.9 89.7 32.0 10.3 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 4 0 13 6 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,877
COMMITMENTS
129,000 91,622 63,222 148,608 191,545 340,830 346,389 37,047 31,488
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -7,543)
-2,397 -4,502 587 -5,530 -745 -7,340 -4,660 -203 -2,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 24.2 16.7 39.3 50.7 90.2 91.7 9.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
95 90 96 77 68 229 215
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 869,246
COMMITMENTS
119,029 106,443 20,508 571,638 573,880 711,175 700,831 158,071 168,415
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 12,982)
2,392 3,161 6,866 2,013 -1,081 11,271 8,946 1,711 4,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 12.2 2.4 65.8 66.0 81.8 80.6 18.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
37 35 25 70 79 117 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 514,574
COMMITMENTS
61,443 36,762 5,711 339,561 376,174 406,715 418,647 107,859 95,927
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 8,525)
5,649 1,517 762 -1,374 6,562 5,037 8,841 3,488 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 7.1 1.1 66.0 73.1 79.0 81.4 21.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 11 5 45 45 61 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,363
COMMITMENTS
2,207 256 638 2,933 5,090 5,778 5,984 585 379
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -20)
435 0 -52 -274 -46 109 -98 -129 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 4.0 10.0 46.1 80.0 90.8 94.0 9.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 3 6 14 20 32 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 351,029
COMMITMENTS
107,449 60,848 43,388 159,731 207,464 310,568 311,700 40,461 39,329
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 8,456)
1,387 1,856 4,220 2,817 1,167 8,424 7,243 32 1,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 17.3 12.4 45.5 59.1 88.5 88.8 11.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
69 68 76 87 78 204 190
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,949
COMMITMENTS
1,229 4,620 2,092 5,755 2,577 9,076 9,289 1,873 1,660
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,845)
162 -30 1,328 103 577 1,593 1,875 252 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 42.2 19.1 52.6 23.5 82.9 84.8 17.1 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
16 24 17 16 13 45 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,612,005
COMMITMENTS
404,392 542,770 20,468 1083948 897,845 1508808 1461083 103,197 150,922
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -67,067)
-4,751 -26,800 -2,493 -58,082 -35,270 -65,326 -64,563 -1,741 -2,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 33.7 1.3 67.2 55.7 93.6 90.6 6.4 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
38 68 21 88 119 135 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,731,029
COMMITMENTS
449,878 462,383 52,338 1958598 1721179 2460814 2235900 270,215 495,129
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 81,093)
-10,161 11,188 6,128 71,131 70,049 67,098 87,365 13,995 -6,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 16.9 1.9 71.7 63.0 90.1 81.9 9.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
46 104 48 121 174 201 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,095,841
COMMITMENTS
333,366 363,803 36,889 1503053 1319800 1873308 1720492 222,533 375,349
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -31,444)
-21,657 -9,441 -6,559 -7,796 -28,969 -36,012 -44,969 4,568 13,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 17.4 1.8 71.7 63.0 89.4 82.1 10.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
39 76 25 111 137 164 224
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 600,910
COMMITMENTS
16,138 150,613 123,434 424,212 267,516 563,784 541,563 37,126 59,347
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 17,728)
773 -12,625 8,029 9,001 21,353 17,803 16,757 -75 971
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 25.1 20.5 70.6 44.5 93.8 90.1 6.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
7 39 28 35 44 65 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,201
COMMITMENTS
24,463 11,442 53 36,496 49,238 61,011 60,732 8,190 8,469
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,451)
2,193 -3,091 -122 -1,003 3,649 1,069 437 382 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 16.5 0.1 52.7 71.2 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 27 4 34 24 68 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 138,401
COMMITMENTS
48,925 22,883 106 72,991 98,475 122,022 121,464 16,379 16,937
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 2,901)
4,386 -6,181 -243 -2,006 7,297 2,137 873 764 2,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 16.5 0.1 52.7 71.2 88.2 87.8 11.8 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
34 27 4 34 24 68 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,174
COMMITMENTS
10,121 9,537 432 360 1,179 10,913 11,148 261 26
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 443)
474 -41 -43 0 501 431 417 12 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
90.6 85.3 3.9 3.2 10.6 97.7 99.8 2.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 6 2 1 2 18 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,427
COMMITMENTS
2,706 17,459 201 48,370 33,518 51,277 51,178 150 249
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -97)
895 1,086 -8 -1,008 -1,180 -121 -102 24 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.3 33.9 0.4 94.1 65.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 15 1 11 17 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,220
COMMITMENTS
3,895 12,066 3,233 38,918 30,608 46,046 45,907 174 313
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,014)
-2,175 2,187 -50 3,206 -1,119 981 1,018 33 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 26.1 7.0 84.2 66.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 20 1 4 22 7 43
Updated October 3, 2014