WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 415,401
COMMITMENTS
129,356 176,097 66,622 186,723 126,779 382,701 369,498 32,700 45,903
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -3,108)
-2,773 -8,005 -3,605 5,017 12,417 -1,361 807 -1,747 -3,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 42.4 16.0 45.0 30.5 92.1 88.9 7.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
116 126 109 88 94 273 276
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 154,405
COMMITMENTS
51,447 43,305 17,665 69,180 66,285 138,292 127,255 16,113 27,150
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,217)
582 -4,429 114 -2,112 3,108 -1,416 -1,207 199 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 28.0 11.4 44.8 42.9 89.6 82.4 10.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
47 57 41 62 66 132 144
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,295,544
COMMITMENTS
438,041 311,721 180,119 556,118 549,881 1174278 1041721 121,266 253,823
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -2,600)
-7,240 -29,793 357 3,750 24,827 -3,133 -4,609 533 2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 24.1 13.9 42.9 42.4 90.6 80.4 9.4 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
147 174 161 233 319 484 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,746
COMMITMENTS
3,936 1,538 38 3,638 7,073 7,612 8,649 2,134 1,097
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 81)
-96 -63 -25 110 85 -11 -3 92 84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.4 15.8 0.4 37.3 72.6 78.1 88.7 21.9 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 6 3 13 12 34 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 796,971
COMMITMENTS
237,798 231,151 136,539 369,568 283,592 743,905 651,282 53,066 145,689
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -14,553)
10,690 -3,045 -11,438 -16,275 -1,376 -17,023 -15,859 2,470 1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 29.0 17.1 46.4 35.6 93.3 81.7 6.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 692)
160 256 223 153 197 460 577
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,094
COMMITMENTS
133,262 86,001 73,118 155,453 199,616 361,833 358,735 34,261 37,359
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 3,128)
2,628 2,749 1,001 -283 -6,558 3,346 -2,808 -218 5,936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 21.7 18.5 39.2 50.4 91.4 90.6 8.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
103 82 110 81 65 249 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 868,104
COMMITMENTS
108,856 94,542 13,047 571,682 587,287 693,585 694,876 174,519 173,228
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -33,413)
-27,031 -34,523 -1,052 4,075 14,627 -24,008 -20,948 -9,405 -12,465
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 10.9 1.5 65.9 67.7 79.9 80.0 20.1 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
31 40 24 66 83 109 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 504,304
COMMITMENTS
57,068 35,372 5,617 332,930 367,781 395,615 408,770 108,689 95,534
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -10,822)
-8,319 -4,389 -83 1,470 -8,524 -6,932 -12,996 -3,890 2,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 7.0 1.1 66.0 72.9 78.4 81.1 21.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 10 6 44 47 59 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,740
COMMITMENTS
2,629 282 622 2,978 5,587 6,229 6,491 511 249
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -35)
-234 -17 -32 236 64 -30 15 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 4.2 9.2 44.2 82.9 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 3 6 14 19 31 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 361,628
COMMITMENTS
112,560 62,086 42,707 161,399 221,314 316,666 326,107 44,962 35,521
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -7,886)
-68 -2,078 -1,941 -6,658 -3,246 -8,667 -7,265 781 -621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 17.2 11.8 44.6 61.2 87.6 90.2 12.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
77 78 79 85 79 218 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,749
COMMITMENTS
1,288 4,084 1,188 6,461 3,421 8,937 8,693 1,812 2,056
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -436)
121 -148 -1,116 448 589 -547 -675 111 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 38.0 11.1 60.1 31.8 83.1 80.9 16.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
17 21 11 20 17 45 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,402,485
COMMITMENTS
343,638 357,712 15,679 932,952 895,470 1292269 1268861 110,216 133,624
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -29,761)
-21,611 3,850 -22 -6,976 -12,537 -28,609 -8,709 -1,152 -21,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 25.5 1.1 66.5 63.8 92.1 90.5 7.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
46 52 20 93 125 147 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,832,490
COMMITMENTS
456,726 546,736 57,647 2011644 1768399 2526017 2372782 306,473 459,708
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 30,664)
36,784 3,626 -413 -23,654 65,107 12,717 68,320 17,947 -37,656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 19.3 2.0 71.0 62.4 89.2 83.8 10.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
59 101 60 133 174 237 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,895,951
COMMITMENTS
361,031 329,095 33,566 1229782 1185324 1624379 1547985 271,572 347,966
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -191,104)
32,408 -9,777 -14,343 -233,352 -139,835 -215,287 -163,955 24,183 -27,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 17.4 1.8 64.9 62.5 85.7 81.6 14.3 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
40 66 31 97 128 155 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 632,860
COMMITMENTS
8,333 149,380 116,009 472,199 303,951 596,541 569,340 36,319 63,520
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 14,190)
-6,316 -47 -9,256 30,393 19,101 14,821 9,798 -631 4,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.3 23.6 18.3 74.6 48.0 94.3 90.0 5.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
10 36 29 31 40 62 89
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,269
COMMITMENTS
14,010 12,294 42 35,146 34,165 49,197 46,501 6,072 8,768
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -3,965)
-3,428 691 -41 1,316 -5,991 -2,153 -5,341 -1,812 1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 22.2 0.1 63.6 61.8 89.0 84.1 11.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 21 3 35 21 62 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,537
COMMITMENTS
28,019 24,588 84 70,291 68,330 98,394 93,002 12,143 17,535
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -7,930)
-6,855 1,382 -82 2,631 -11,982 -4,306 -10,682 -3,624 2,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 22.2 0.1 63.6 61.8 89.0 84.1 11.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 21 3 35 21 62 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,059
COMMITMENTS
9,719 9,555 624 460 865 10,803 11,044 256 15
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -186)
-266 16 72 0 -277 -194 -189 8 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.9 86.4 5.6 4.2 7.8 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 7 2 1 2 14 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,710
COMMITMENTS
4,666 20,729 52 46,825 30,731 51,543 51,512 167 198
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 260)
502 810 -103 -179 -353 220 354 40 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 40.1 0.1 90.6 59.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 16 1 11 16 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,929
COMMITMENTS
5,628 16,933 2,839 42,297 30,836 50,764 50,608 165 321
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 723)
-1,103 5,120 -509 2,369 -3,864 757 747 -34 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 33.2 5.6 83.1 60.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 14 1 7 21 14 36
Updated October 24, 2014