WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,598
COMMITMENTS
132,356 110,203 40,593 163,316 176,033 336,265 326,829 32,333 41,769
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -5,250)
7,872 -7,280 -6,276 -6,649 8,184 -5,053 -5,372 -197 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 29.9 11.0 44.3 47.8 91.2 88.7 8.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
120 101 104 77 101 257 260
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 128,499
COMMITMENTS
42,546 28,833 9,395 60,005 68,370 111,946 106,598 16,553 21,901
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -2,661)
-1,092 -1,332 -1,704 -2,976 447 -5,772 -2,589 3,111 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 22.4 7.3 46.7 53.2 87.1 83.0 12.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 50 43 58 70 134 139
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,224,374
COMMITMENTS
432,568 164,245 142,754 539,859 683,181 1115181 990,180 109,193 234,194
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 15,137)
-4,918 -7,629 10,722 11,923 19,103 17,727 22,196 -2,590 -7,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 13.4 11.7 44.1 55.8 91.1 80.9 8.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
163 146 150 196 341 448 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,108
COMMITMENTS
2,714 1,387 117 3,386 5,247 6,217 6,751 1,891 1,357
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 27)
-168 25 37 256 3 125 65 -98 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 17.1 1.4 41.8 64.7 76.7 83.3 23.3 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
17 2 6 12 10 30 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 695,296
COMMITMENTS
187,246 164,970 121,046 338,422 287,220 646,714 573,236 48,582 122,060
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 1,896)
5,428 5,654 3,409 -7,157 -6,245 1,680 2,818 216 -922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 23.7 17.4 48.7 41.3 93.0 82.4 7.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 613)
140 206 211 144 197 419 522
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 366,139
COMMITMENTS
114,113 69,707 63,888 155,354 200,421 333,355 334,016 32,784 32,123
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -6,859)
-7,577 -7,018 -532 -517 953 -8,626 -6,597 1,767 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 19.0 17.4 42.4 54.7 91.0 91.2 9.0 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
89 80 99 77 65 225 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 899,485
COMMITMENTS
111,067 135,018 10,760 605,502 591,782 727,329 737,560 172,156 161,925
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 9,021)
-8,261 34,606 977 16,532 -16,502 9,248 19,081 -227 -10,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 15.0 1.2 67.3 65.8 80.9 82.0 19.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
32 38 18 66 78 111 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,628
COMMITMENTS
66,406 63,182 10,441 340,758 364,596 417,605 438,219 111,023 90,409
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -39,935)
501 6,165 -6,907 -26,372 -42,052 -32,778 -42,794 -7,157 2,859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.6 12.0 2.0 64.5 69.0 79.0 82.9 21.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 16 10 52 49 73 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,545
COMMITMENTS
1,929 213 434 2,568 4,663 4,931 5,310 614 235
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 84)
201 11 16 -132 64 85 91 -1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.8 3.8 7.8 46.3 84.1 88.9 95.8 11.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 4 8 13 14 33 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 355,086
COMMITMENTS
118,059 53,113 35,289 150,384 232,961 303,732 321,363 51,354 33,723
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 3,023)
-6,164 694 1,122 6,633 289 1,591 2,105 1,432 918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 15.0 9.9 42.4 65.6 85.5 90.5 14.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
82 69 74 85 86 217 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,353
COMMITMENTS
1,063 4,060 2,068 5,520 2,445 8,651 8,573 1,702 1,780
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 187)
128 -267 134 -63 245 199 112 -12 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 39.2 20.0 53.3 23.6 83.6 82.8 16.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
16 19 13 16 16 40 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,270,979
COMMITMENTS
248,970 314,211 18,603 906,312 786,580 1173885 1119394 97,094 151,585
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -51,958)
-16,653 -24,209 -4,231 -28,656 -24,725 -49,540 -53,165 -2,418 1,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 24.7 1.5 71.3 61.9 92.4 88.1 7.6 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
41 54 25 94 129 146 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,693,428
COMMITMENTS
273,398 531,648 47,681 2084442 1692071 2405521 2271400 287,907 422,028
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 64,590)
-32,335 24,580 2,476 94,249 50,013 64,390 77,069 200 -12,479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 19.7 1.8 77.4 62.8 89.3 84.3 10.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
60 90 41 141 174 227 279
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,819,308
COMMITMENTS
275,091 317,872 45,396 1253746 1110335 1574233 1473603 245,075 345,705
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -2,259)
22,263 23,462 -7,758 -20,464 16,970 -5,959 32,674 3,700 -34,933
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 17.5 2.5 68.9 61.0 86.5 81.0 13.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
37 67 26 103 133 157 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 745,558
COMMITMENTS
35,617 181,645 140,946 539,719 367,922 716,282 690,513 29,276 55,045
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 34,394)
3,656 -989 3,514 28,221 33,249 35,391 35,774 -997 -1,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 24.4 18.9 72.4 49.3 96.1 92.6 3.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 28 35 42 49 79 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 99,154
COMMITMENTS
22,853 9,442 3,033 57,741 75,244 83,627 87,718 15,528 11,436
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 15,388)
1,252 271 1,198 9,289 12,936 11,739 14,404 3,649 984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 9.5 3.1 58.2 75.9 84.3 88.5 15.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 18 10 50 25 87 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,724
COMMITMENTS
2,352 500 44 6,748 14,508 9,144 15,052 6,580 672
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,919)
-49 -115 44 -172 2,928 -177 2,857 3,096 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 3.2 0.3 42.9 92.3 58.2 95.7 41.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 7 10 11 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 166,860
COMMITMENTS
44,733 21,614 2,247 101,985 121,471 148,965 145,332 17,895 21,528
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 24,937)
2,752 921 2,157 18,922 20,015 23,831 23,093 1,106 1,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 13.0 1.3 61.1 72.8 89.3 87.1 10.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
30 18 9 48 24 83 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,660
COMMITMENTS
11,005 8,745 1,989 623 2,903 13,617 13,637 43 23
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.6 64.0 14.6 4.6 21.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 4 2 2 17 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,888
COMMITMENTS
22,284 22,115 4 27,513 27,655 49,801 49,774 87 114
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -21,294)
12,172 1,124 -11,540 -21,930 -10,826 -21,298 -21,242 4 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.7 44.3 0.0 55.1 55.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 16 1 10 14 19 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,850
COMMITMENTS
21,144 12,500 0 11,631 20,281 32,775 32,781 75 69
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -30,414)
11,288 -6,873 -10,211 -31,482 -13,347 -30,405 -30,431 -9 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.4 38.1 0.0 35.4 61.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 15 0 6 18 15 33
Updated December 19, 2014