WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 371,924
COMMITMENTS
117,870 126,243 55,283 168,177 146,006 341,330 327,532 30,594 44,392
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -39,522)
-8,547 -20,536 -8,911 -18,312 -9,786 -35,770 -39,233 -3,752 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 33.9 14.9 45.2 39.3 91.8 88.1 8.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
104 114 106 92 95 271 263
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 143,534
COMMITMENTS
41,962 39,827 16,803 69,620 63,679 128,385 120,309 15,149 23,225
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -6,892)
-2,198 -1,235 -2,320 -1,952 -1,914 -6,470 -5,469 -422 -1,423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 27.7 11.7 48.5 44.4 89.4 83.8 10.6 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
45 43 48 59 64 132 136
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,217,636
COMMITMENTS
428,813 183,714 140,292 530,424 639,670 1099529 963,676 118,107 253,960
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -118,333)
-31,795 -54,366 -38,968 -45,071 -21,347 -115,834 -114,681 -2,499 -3,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 15.1 11.5 43.6 52.5 90.3 79.1 9.7 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
135 149 165 244 335 494 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,378
COMMITMENTS
3,006 1,247 86 3,056 6,025 6,148 7,358 2,230 1,020
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,716)
-689 -409 -55 -1,051 -1,371 -1,795 -1,835 79 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 14.9 1.0 36.5 71.9 73.4 87.8 26.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
13 3 5 13 10 28 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 672,574
COMMITMENTS
186,132 166,890 86,799 351,485 291,351 624,416 545,040 48,158 127,534
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 2,672)
-460 -3 -919 2,523 1,371 1,144 449 1,528 2,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 24.8 12.9 52.3 43.3 92.8 81.0 7.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 607)
130 205 175 140 202 382 501
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 378,056
COMMITMENTS
130,189 68,670 56,576 153,350 221,026 340,115 346,272 37,941 31,784
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -22,824)
-7,235 -6,748 -10,960 -7,340 -4,526 -25,535 -22,234 2,711 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.4 18.2 15.0 40.6 58.5 90.0 91.6 10.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
99 59 90 75 65 221 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 990,473
COMMITMENTS
121,202 84,336 65,122 573,436 619,577 759,760 769,035 230,713 221,438
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 171,028)
22,711 862 51,395 35,048 63,389 109,154 115,646 61,874 55,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 8.5 6.6 57.9 62.6 76.7 77.6 23.3 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
34 28 22 68 72 115 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 587,752
COMMITMENTS
60,614 46,794 20,791 360,316 410,014 441,721 477,599 146,031 110,153
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 59,550)
-7,663 3,613 16,443 18,851 19,734 27,631 39,790 31,919 19,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 8.0 3.5 61.3 69.8 75.2 81.3 24.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 14 12 49 49 70 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,260
COMMITMENTS
1,822 359 417 2,455 4,297 4,694 5,073 566 187
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -507)
-447 11 -5 -27 -432 -479 -426 -28 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 6.8 7.9 46.7 81.7 89.2 96.4 10.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 5 10 14 13 33 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 379,157
COMMITMENTS
128,841 46,966 40,593 156,384 255,869 325,818 343,428 53,339 35,729
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -6,186)
-405 -6,665 -6,272 -1,801 8,103 -8,478 -4,834 2,292 -1,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 12.4 10.7 41.2 67.5 85.9 90.6 14.1 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
88 60 72 84 90 223 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,621
COMMITMENTS
810 4,510 1,200 6,012 2,147 8,022 7,857 1,599 1,764
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -283)
-61 59 -120 -107 4 -288 -57 5 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 46.9 12.5 62.5 22.3 83.4 81.7 16.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 23 8 18 16 34 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,450,584
COMMITMENTS
318,171 342,438 40,340 994,988 922,522 1353499 1305300 97,085 145,284
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -46,379)
-11,239 -10,156 -2,014 -26,015 -36,314 -39,268 -48,484 -7,111 2,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.6 2.8 68.6 63.6 93.3 90.0 6.7 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
45 61 30 95 130 153 211
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,032,735
COMMITMENTS
386,471 461,798 83,956 2109804 1897505 2580231 2443259 452,504 589,476
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 130,717)
-12,432 -64,433 16,676 -5,499 19,413 -1,255 -28,344 131,972 159,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 15.2 2.8 69.6 62.6 85.1 80.6 14.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
61 86 60 146 170 246 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,079,922
COMMITMENTS
305,549 290,952 89,700 1346726 1178174 1741975 1558826 337,947 521,096
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 45,864)
-11,446 -18,642 25,035 -58,756 -112,978 -45,167 -106,585 91,031 152,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 14.0 4.3 64.7 56.6 83.8 74.9 16.2 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
38 60 41 101 131 165 206
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 732,393
COMMITMENTS
35,739 201,206 126,912 536,926 347,169 699,577 675,287 32,816 57,106
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 19,650)
12,319 5,617 2,474 2,872 10,337 17,665 18,428 1,985 1,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 27.5 17.3 73.3 47.4 95.5 92.2 4.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
12 34 31 40 48 73 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,821
COMMITMENTS
23,184 10,896 17 39,941 48,977 63,141 59,889 8,680 11,932
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 100)
-1,997 73 -81 2,090 -178 13 -186 88 286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 15.2 0.0 55.6 68.2 87.9 83.4 12.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 27 4 39 25 66 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,642
COMMITMENTS
46,368 21,792 33 79,881 97,953 126,282 119,778 17,360 23,864
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 200)
-3,993 146 -162 4,180 -356 25 -372 175 572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 15.2 0.0 55.6 68.2 87.9 83.4 12.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
24 27 4 39 25 66 53
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,660
COMMITMENTS
7,285 19,575 49 44,205 31,588 51,539 51,212 121 448
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,069)
1,015 1,205 -34 59 -277 1,040 894 29 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 37.9 0.1 85.6 61.1 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 15 2 11 18 18 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,740
COMMITMENTS
8,539 19,193 2,802 41,273 30,607 52,614 52,602 126 138
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,123)
-849 570 -29 -215 -1,685 -1,093 -1,144 -30 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 36.4 5.3 78.3 58.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 1 5 19 15 34
Updated November 29, 2014