WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 411,446
COMMITMENTS
126,417 146,779 64,194 186,489 155,792 377,100 366,765 34,346 44,681
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -3,385)
213 -8,672 -4,129 2,816 14,192 -1,100 1,391 -2,285 -4,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 35.7 15.6 45.3 37.9 91.7 89.1 8.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
107 120 113 95 99 276 277
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 150,426
COMMITMENTS
44,160 41,062 19,123 71,572 65,593 134,855 125,778 15,571 24,648
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -10,107)
-5,093 -5,150 -3,717 562 2,528 -8,248 -6,339 -1,859 -3,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 27.3 12.7 47.6 43.6 89.6 83.6 10.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
48 40 47 59 64 135 135
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,335,969
COMMITMENTS
460,608 238,080 179,260 575,495 661,017 1215363 1078357 120,606 257,612
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 7,647)
8,724 -3,412 -15,712 15,687 34,346 8,699 15,222 -1,052 -7,575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 17.8 13.4 43.1 49.5 91.0 80.7 9.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
161 169 195 253 348 540 624
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,094
COMMITMENTS
3,695 1,656 141 4,107 7,396 7,943 9,193 2,151 901
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 113)
-22 240 -99 408 58 287 199 -174 -86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 16.4 1.4 40.7 73.3 78.7 91.1 21.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 5 7 13 11 34 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 669,902
COMMITMENTS
186,592 166,893 87,718 348,962 289,980 623,272 544,591 46,630 125,311
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 9,295)
-12,471 -7,055 5,717 15,578 11,882 8,824 10,544 471 -1,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 24.9 13.1 52.1 43.3 93.0 81.3 7.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 610)
141 202 170 141 200 386 497
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,880
COMMITMENTS
137,424 75,418 67,536 160,690 225,552 365,650 368,506 35,230 32,374
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 1,500)
-60 2,047 7,632 -4,743 -7,725 2,829 1,954 -1,329 -454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 18.8 16.8 40.1 56.3 91.2 91.9 8.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
100 63 96 79 66 226 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,445
COMMITMENTS
98,491 83,474 13,727 538,388 556,188 650,606 653,389 168,839 166,056
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -871)
22,995 -2,874 -1,257 -20,449 7,104 1,289 2,973 -2,160 -3,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 10.2 1.7 65.7 67.9 79.4 79.7 20.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
33 31 22 71 81 114 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,202
COMMITMENTS
68,277 43,181 4,348 341,465 390,280 414,090 437,809 114,112 90,393
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 18,717)
8,119 4,829 378 6,648 17,143 15,145 22,350 3,572 -3,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.9 8.2 0.8 64.6 73.9 78.4 82.9 21.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
13 11 6 50 48 67 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,767
COMMITMENTS
2,269 348 422 2,482 4,729 5,173 5,499 594 268
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -150)
-106 45 109 -190 -378 -187 -224 37 74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.3 6.0 7.3 43.0 82.0 89.7 95.4 10.3 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 4 9 15 15 33 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 385,343
COMMITMENTS
129,246 53,631 46,865 158,185 247,766 334,296 348,262 51,047 37,081
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: -5,331)
-9,900 347 574 4,363 -5,879 -4,963 -4,958 -368 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 13.9 12.2 41.1 64.3 86.8 90.4 13.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
90 67 75 88 94 231 198
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,904
COMMITMENTS
871 4,451 1,320 6,119 2,143 8,310 7,914 1,594 1,990
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 79)
-38 202 -8 69 59 23 253 56 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 44.9 13.3 61.8 21.6 83.9 79.9 16.1 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 21 9 16 16 33 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,496,963
COMMITMENTS
329,410 352,594 42,354 1021003 958,836 1392767 1353784 104,196 143,179
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 99,223)
18,126 8,018 15,470 82,255 85,713 115,851 109,201 -16,628 -9,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 23.6 2.8 68.2 64.1 93.0 90.4 7.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
42 60 29 96 123 150 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,902,018
COMMITMENTS
398,903 526,231 67,280 2115303 1878092 2581486 2471603 320,532 430,415
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 115,552)
8,337 23,207 6,010 92,497 101,555 106,844 130,772 8,708 -15,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 18.1 2.3 72.9 64.7 89.0 85.2 11.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
60 91 57 155 184 253 294
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,034,058
COMMITMENTS
316,995 309,594 64,665 1405482 1291152 1787142 1665411 246,916 368,647
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 61,325)
-20,844 2,386 16,324 47,195 44,478 42,675 63,188 18,650 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 15.2 3.2 69.1 63.5 87.9 81.9 12.1 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
47 58 33 100 137 162 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 712,743
COMMITMENTS
23,420 195,589 124,438 534,054 336,832 681,912 656,859 30,831 55,884
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 24,742)
-316 4,896 8,620 19,560 13,301 27,864 26,817 -3,122 -2,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 27.4 17.5 74.9 47.3 95.7 92.2 4.3 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
14 35 31 38 48 72 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,721
COMMITMENTS
25,181 10,823 98 37,851 49,155 63,129 60,075 8,593 11,646
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 3,951)
1,874 227 -97 1,444 3,325 3,221 3,456 730 496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 15.1 0.1 52.8 68.5 88.0 83.8 12.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 28 5 37 23 65 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,442
COMMITMENTS
50,361 21,646 195 75,701 98,309 126,257 120,150 17,185 23,292
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 7,902)
3,748 454 -193 2,887 6,650 6,442 6,911 1,460 991
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 15.1 0.1 52.8 68.5 88.0 83.8 12.0 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
24 28 5 37 23 65 52
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,591
COMMITMENTS
6,270 18,370 83 44,146 31,865 50,499 50,318 92 273
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 136)
740 -1,178 33 -618 1,163 155 18 -19 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 36.3 0.2 87.3 63.0 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 15 3 12 18 19 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,863
COMMITMENTS
9,388 18,623 2,831 41,488 32,292 53,707 53,746 156 117
CHANGES FROM 11/11/14 (CHANGE IN OPEN INTEREST: 47)
1,243 -818 0 -1,171 846 72 28 -25 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.4 34.6 5.3 77.0 60.0 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 13 1 6 20 15 34
Updated November 21, 2014