WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 419,547
COMMITMENTS
129,951 157,457 67,746 190,055 147,598 387,752 372,801 31,795 46,746
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -5,898)
-4,525 -11,938 -950 -30 6,477 -5,505 -6,411 -393 513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 37.5 16.1 45.3 35.2 92.4 88.9 7.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
108 126 129 91 96 289 287
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,692
COMMITMENTS
51,060 41,771 20,670 69,424 67,394 141,154 129,835 16,538 27,857
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -1,494)
-524 -1,356 -161 -278 753 -963 -764 -531 -730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 26.5 13.1 44.0 42.7 89.5 82.3 10.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
50 52 52 59 68 139 151
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,304,861
COMMITMENTS
450,036 262,409 170,586 572,287 613,024 1192909 1046019 111,952 258,842
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 33,841)
16,142 -16,145 3,751 18,167 40,167 38,060 27,773 -4,219 6,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 20.1 13.1 43.9 47.0 91.4 80.2 8.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 752)
148 180 176 237 337 505 609
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,208
COMMITMENTS
3,782 1,689 61 4,080 7,434 7,923 9,184 2,285 1,024
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -189)
-57 -159 -13 80 1 10 -171 -199 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 16.5 0.6 40.0 72.8 77.6 90.0 22.4 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 5 6 13 14 34 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 655,299
COMMITMENTS
196,530 183,238 79,960 334,718 262,008 611,208 525,206 44,091 130,093
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -38,441)
-680 -14,709 -20,981 -10,461 4,004 -32,122 -31,686 -6,319 -6,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 28.0 12.2 51.1 40.0 93.3 80.1 6.7 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
133 211 153 152 221 379 503
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 409,500
COMMITMENTS
141,314 65,037 69,109 162,170 241,609 372,593 375,755 36,907 33,745
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 12,740)
7,080 -9,271 -4,189 7,244 24,562 10,135 11,102 2,605 1,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 15.9 16.9 39.6 59.0 91.0 91.8 9.0 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
98 66 101 75 69 231 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 829,116
COMMITMENTS
87,381 86,188 16,775 558,001 552,470 662,157 655,433 166,959 173,683
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -22,603)
-4,178 -5,400 767 -16,314 -20,434 -19,725 -25,067 -2,878 2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 10.4 2.0 67.3 66.6 79.9 79.1 20.1 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
33 32 26 69 82 115 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 513,070
COMMITMENTS
58,343 39,213 5,742 337,731 375,046 401,816 420,001 111,254 93,069
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,755)
2,975 731 -349 5,062 6,991 7,688 7,373 -933 -618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 7.6 1.1 65.8 73.1 78.3 81.9 21.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 11 7 49 45 64 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,576
COMMITMENTS
2,696 319 295 3,099 5,752 6,090 6,366 486 210
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -217)
2 -7 -357 169 173 -186 -191 -31 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.0 4.9 4.5 47.1 87.5 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 3 5 15 17 32 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 377,036
COMMITMENTS
135,461 54,561 39,942 151,012 246,631 326,415 341,134 50,621 35,902
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 15,475)
15,354 2,159 -1,699 -3,506 13,424 10,149 13,884 5,326 1,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 14.5 10.6 40.1 65.4 86.6 90.5 13.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
89 58 71 85 88 222 183
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,787
COMMITMENTS
805 4,214 1,250 5,962 1,947 8,017 7,411 1,770 2,376
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -15)
-149 138 170 44 -603 65 -295 -80 280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 43.1 12.8 60.9 19.9 81.9 75.7 18.1 24.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
10 20 10 17 14 35 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,324,430
COMMITMENTS
315,488 311,980 18,983 886,200 854,285 1220671 1185248 103,759 139,182
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -59,781)
-33,723 -16,624 4,822 -25,033 -52,661 -53,934 -64,463 -5,847 4,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 23.6 1.4 66.9 64.5 92.2 89.5 7.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
48 52 28 89 123 149 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,767,604
COMMITMENTS
414,388 461,674 69,639 1996001 1829510 2480028 2360823 287,576 406,781
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 41,177)
-16,854 -5,392 2,074 81,238 83,441 66,458 80,123 -25,281 -38,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 16.7 2.5 72.1 66.1 89.6 85.3 10.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
63 83 56 147 177 245 281
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,932,928
COMMITMENTS
344,624 303,710 47,395 1299490 1217072 1691509 1568177 241,419 364,751
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 39,382)
-8,407 4,256 13,107 67,075 30,942 71,775 48,305 -32,393 -8,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 15.7 2.5 67.2 63.0 87.5 81.1 12.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
48 58 32 109 130 172 205
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 661,079
COMMITMENTS
16,934 173,043 114,230 495,843 316,296 627,007 603,569 34,072 57,510
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,903)
11,789 3,838 -3,812 -2,707 2,686 5,270 2,712 -3,367 -809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 26.2 17.3 75.0 47.8 94.8 91.3 5.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
13 36 29 32 42 63 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,485
COMMITMENTS
20,442 9,410 348 37,575 46,465 58,365 56,222 8,121 10,263
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 9,952)
2,580 -2,819 208 5,110 11,412 7,897 8,801 2,055 1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 14.2 0.5 56.5 69.9 87.8 84.6 12.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
26 23 6 37 24 66 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,970
COMMITMENTS
40,884 18,820 695 75,150 92,929 116,729 112,444 16,241 20,526
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 19,904)
5,159 -5,637 415 10,220 22,823 15,794 17,601 4,110 2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 14.2 0.5 56.5 69.9 87.8 84.6 12.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
26 23 6 37 24 66 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,384
COMMITMENTS
10,025 9,841 646 560 875 11,231 11,362 153 22
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -1,119)
-1,088 -984 -38 100 -107 -1,026 -1,129 -93 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.1 86.4 5.7 4.9 7.7 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 2 2 2 14 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,353
COMMITMENTS
4,701 19,143 55 44,444 29,962 49,200 49,160 153 193
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -2,753)
457 -555 0 -3,200 -2,169 -2,743 -2,724 -10 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 38.8 0.1 90.1 60.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 16 1 12 16 20 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,996
COMMITMENTS
7,885 19,268 2,831 42,968 31,588 53,684 53,687 312 309
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,336)
227 2,225 0 1,034 -879 1,261 1,346 75 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 35.7 5.2 79.6 58.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 17 1 4 20 12 38
Updated November 7, 2014