WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 414,831
COMMITMENTS
126,204 155,451 68,323 183,673 141,600 378,200 365,374 36,631 49,457
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -4,716)
-3,747 -2,006 577 -6,382 -5,998 -9,552 -7,427 4,836 2,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 37.5 16.5 44.3 34.1 91.2 88.1 8.8 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
108 122 130 88 96 285 281
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,533
COMMITMENTS
49,253 46,212 22,840 71,010 63,065 143,103 132,117 17,430 28,416
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 2,841)
-1,807 4,441 2,170 1,586 -4,329 1,949 2,282 892 559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 28.8 14.2 44.2 39.3 89.1 82.3 10.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
50 46 47 55 63 130 140
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,328,322
COMMITMENTS
451,884 241,492 194,972 559,808 626,671 1206664 1063135 121,658 265,187
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 23,461)
1,848 -20,917 24,386 -12,479 13,647 13,755 17,116 9,706 6,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 18.2 14.7 42.1 47.2 90.8 80.0 9.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
151 170 184 243 343 519 610
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,981
COMMITMENTS
3,717 1,416 240 3,699 7,338 7,656 8,994 2,325 987
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -227)
-65 -273 179 -381 -96 -267 -190 40 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 14.2 2.4 37.1 73.5 76.7 90.1 23.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
20 4 8 12 12 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 660,607
COMMITMENTS
199,063 173,948 82,001 333,384 278,098 614,448 534,047 46,159 126,560
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 5,308)
2,533 -9,290 2,041 -1,334 16,090 3,240 8,841 2,068 -3,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 26.3 12.4 50.5 42.1 93.0 80.8 7.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 625)
143 215 158 143 213 388 504
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 399,380
COMMITMENTS
137,484 73,371 59,904 165,433 233,277 362,821 366,552 36,559 32,828
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -10,120)
-3,830 8,334 -9,205 3,263 -8,332 -9,772 -9,203 -348 -917
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 18.4 15.0 41.4 58.4 90.8 91.8 9.2 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
88 64 93 79 68 219 198
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 820,316
COMMITMENTS
75,496 86,348 14,984 558,837 549,084 649,317 650,416 170,999 169,900
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -8,800)
-11,885 160 -1,791 836 -3,386 -12,840 -5,017 4,040 -3,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 10.5 1.8 68.1 66.9 79.2 79.3 20.8 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
30 33 25 67 84 110 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 509,485
COMMITMENTS
60,158 38,352 3,970 334,817 373,137 398,945 415,459 110,540 94,026
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,585)
1,815 -861 -1,772 -2,914 -1,909 -2,871 -4,542 -714 957
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 7.5 0.8 65.7 73.2 78.3 81.5 21.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 10 5 48 47 62 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,917
COMMITMENTS
2,375 303 313 2,672 5,107 5,360 5,723 557 194
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -659)
-321 -16 18 -427 -645 -730 -643 71 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.1 5.1 5.3 45.2 86.3 90.6 96.7 9.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 3 6 16 15 32 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 390,674
COMMITMENTS
139,146 53,284 46,291 153,822 253,645 339,259 353,220 51,415 37,454
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 13,638)
3,685 -1,277 6,349 2,810 7,014 12,844 12,086 794 1,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.6 13.6 11.8 39.4 64.9 86.8 90.4 13.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
93 60 77 87 91 233 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,825
COMMITMENTS
909 4,249 1,328 6,050 2,084 8,287 7,661 1,538 2,164
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 38)
104 35 78 88 137 270 250 -232 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 43.2 13.5 61.6 21.2 84.3 78.0 15.7 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 21 10 15 15 34 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,397,740
COMMITMENTS
311,284 344,576 26,884 938,748 873,123 1276916 1244583 120,824 153,157
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 73,310)
-4,204 32,596 7,901 52,548 18,838 56,245 59,335 17,065 13,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 24.7 1.9 67.2 62.5 91.4 89.0 8.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
50 56 26 96 124 157 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,786,466
COMMITMENTS
390,566 503,024 61,270 2022806 1776537 2474642 2340831 311,824 445,635
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 18,862)
-23,822 41,350 -8,369 26,805 -52,973 -5,386 -19,992 24,248 38,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 18.1 2.2 72.6 63.8 88.8 84.0 11.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
62 86 51 147 175 243 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,972,733
COMMITMENTS
337,839 307,208 48,341 1358287 1246674 1744467 1602223 228,266 370,510
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 39,805)
-6,785 3,498 946 58,797 29,602 52,958 34,046 -13,153 5,759
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 15.6 2.5 68.9 63.2 88.4 81.2 11.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
49 59 35 105 136 171 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 688,001
COMMITMENTS
23,736 190,693 115,818 514,494 323,531 654,048 630,042 33,953 57,959
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 26,922)
6,802 17,650 1,588 18,651 7,235 27,041 26,473 -119 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 27.7 16.8 74.8 47.0 95.1 91.6 4.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
15 36 29 35 45 67 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,770
COMMITMENTS
23,307 10,596 194 36,407 45,830 59,908 56,620 7,863 11,151
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,285)
2,865 1,186 -154 -1,168 -635 1,543 398 -258 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 15.6 0.3 53.7 67.6 88.4 83.5 11.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 29 7 35 22 62 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,540
COMMITMENTS
46,613 21,192 388 72,814 91,659 119,815 113,239 15,725 22,301
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 2,570)
5,729 2,372 -307 -2,336 -1,270 3,086 795 -516 1,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 15.6 0.3 53.7 67.6 88.4 83.5 11.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
23 29 7 35 22 62 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,675
COMMITMENTS
9,428 8,648 631 460 1,374 10,519 10,653 156 22
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -709)
-597 -1,193 -15 -100 499 -712 -709 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.3 81.0 5.9 4.3 12.9 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 2 1 2 13 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,455
COMMITMENTS
5,530 19,548 50 44,764 30,702 50,344 50,300 111 155
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,102)
829 405 -5 320 740 1,144 1,140 -42 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 38.7 0.1 88.7 60.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 15 1 13 17 20 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,816
COMMITMENTS
8,145 19,441 2,831 42,659 31,446 53,635 53,718 181 98
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -180)
260 173 0 -309 -142 -49 31 -131 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 36.1 5.3 79.3 58.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 17 1 5 20 11 38
Updated November 14, 2014