WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 425,445
COMMITMENTS
134,476 169,395 68,696 190,085 141,121 393,257 379,212 32,188 46,233
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 10,044)
5,120 -6,702 2,074 3,362 14,342 10,556 9,714 -512 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 39.8 16.1 44.7 33.2 92.4 89.1 7.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
110 125 121 86 96 275 284
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 159,186
COMMITMENTS
51,584 43,127 20,831 69,702 66,641 142,117 130,599 17,069 28,587
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 4,781)
137 -178 3,166 522 356 3,825 3,344 956 1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 27.1 13.1 43.8 41.9 89.3 82.0 10.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
50 57 47 58 64 134 144
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,271,020
COMMITMENTS
433,894 278,554 166,835 554,120 572,857 1154849 1018246 116,171 252,774
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -24,524)
-4,147 -33,167 -13,284 -1,998 22,976 -19,429 -23,475 -5,095 -1,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 21.9 13.1 43.6 45.1 90.9 80.1 9.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
145 177 169 235 327 488 590
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,397
COMMITMENTS
3,839 1,848 74 4,000 7,433 7,913 9,355 2,484 1,042
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 651)
-97 310 36 362 360 301 706 350 -55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.9 17.8 0.7 38.5 71.5 76.1 90.0 23.9 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
19 5 4 15 13 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 693,740
COMMITMENTS
197,210 197,947 100,941 345,179 258,004 643,330 556,892 50,410 136,848
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -103,231)
-40,588 -33,204 -35,598 -24,389 -25,588 -100,575 -94,390 -2,656 -8,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 28.5 14.6 49.8 37.2 92.7 80.3 7.3 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
135 219 177 154 211 397 527
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,760
COMMITMENTS
134,234 74,308 73,298 154,926 217,047 362,458 364,653 34,302 32,107
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 666)
972 -11,693 180 -527 17,431 625 5,918 41 -5,252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 18.7 18.5 39.0 54.7 91.4 91.9 8.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
103 75 112 78 67 245 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 851,719
COMMITMENTS
91,559 91,588 16,008 574,315 572,904 681,882 680,500 169,837 171,219
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -16,385)
-17,297 -2,954 2,961 2,633 -14,383 -11,703 -14,376 -4,682 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 10.8 1.9 67.4 67.3 80.1 79.9 19.9 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
33 29 21 67 83 108 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 506,315
COMMITMENTS
55,368 38,482 6,091 332,669 368,055 394,128 412,628 112,187 93,687
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,011)
-1,700 3,110 474 -261 274 -1,487 3,858 3,498 -1,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 7.6 1.2 65.7 72.7 77.8 81.5 22.2 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 11 7 46 47 61 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,793
COMMITMENTS
2,694 326 652 2,930 5,579 6,276 6,557 517 236
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 53)
65 44 30 -48 -8 47 66 6 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.7 4.8 9.6 43.1 82.1 92.4 96.5 7.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 3 6 13 15 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 361,561
COMMITMENTS
120,107 52,402 41,641 154,518 233,207 316,266 327,250 45,295 34,311
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -67)
7,547 -9,684 -1,066 -6,881 11,893 -400 1,143 333 -1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 14.5 11.5 42.7 64.5 87.5 90.5 12.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
77 63 78 85 86 216 186
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,802
COMMITMENTS
954 4,076 1,080 5,918 2,550 7,952 7,706 1,850 2,096
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -947)
-334 -8 -108 -543 -871 -985 -987 38 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 41.6 11.0 60.4 26.0 81.1 78.6 18.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 21 11 19 15 41 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,384,211
COMMITMENTS
349,211 328,604 14,161 911,233 906,946 1274605 1249711 109,606 134,500
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -18,274)
5,573 -29,108 -1,518 -21,719 11,476 -17,664 -19,150 -610 876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 23.7 1.0 65.8 65.5 92.1 90.3 7.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
48 50 21 95 129 151 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,726,427
COMMITMENTS
431,242 467,066 67,565 1914763 1746069 2413570 2280700 312,857 445,727
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -106,063)
-25,484 -79,670 9,918 -96,881 -22,330 -112,447 -92,082 6,384 -13,981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 17.1 2.5 70.2 64.0 88.5 83.7 11.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
67 85 55 134 172 237 276
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,893,546
COMMITMENTS
353,031 299,454 34,288 1232415 1186130 1619734 1519872 273,812 373,674
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -2,405)
-8,000 -29,641 722 2,633 806 -4,645 -28,113 2,240 25,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 15.8 1.8 65.1 62.6 85.5 80.3 14.5 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
44 58 29 103 127 160 201
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 659,176
COMMITMENTS
5,145 169,205 118,042 498,550 313,610 621,737 600,857 37,439 58,319
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 26,316)
-3,188 19,825 2,033 26,351 9,659 25,196 31,517 1,120 -5,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.8 25.7 17.9 75.6 47.6 94.3 91.2 5.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
8 40 28 30 41 60 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,533
COMMITMENTS
17,863 12,229 140 32,465 35,053 50,468 47,422 6,066 9,112
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,265)
3,853 -66 98 -2,681 888 1,271 921 -6 344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 21.6 0.2 57.4 62.0 89.3 83.9 10.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
26 22 6 36 21 65 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,066
COMMITMENTS
35,725 24,457 280 64,930 70,106 100,935 94,843 12,131 18,223
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 2,529)
7,706 -131 196 -5,361 1,776 2,541 1,841 -12 688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 21.6 0.2 57.4 62.0 89.3 83.9 10.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
26 22 6 36 21 65 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,503
COMMITMENTS
11,113 10,825 684 460 982 12,257 12,491 246 12
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,444)
1,394 1,270 60 0 117 1,454 1,447 -10 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.9 86.6 5.5 3.7 7.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 8 2 1 2 13 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,106
COMMITMENTS
4,244 19,698 55 47,644 32,131 51,943 51,884 163 222
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 396)
-422 -1,031 3 819 1,400 400 372 -4 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 37.8 0.1 91.4 61.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 17 1 9 16 16 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,660
COMMITMENTS
7,658 17,043 2,831 41,934 32,467 52,423 52,341 237 319
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,731)
2,030 110 -8 -363 1,631 1,659 1,733 72 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 32.4 5.4 79.6 61.7 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 14 1 4 21 15 36
Updated October 31, 2014