WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,554
COMMITMENTS
111,386 154,826 158,171 221,929 170,103 491,486 483,100 44,069 52,454
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -6,029)
703 -4,185 -1,071 -4,528 -1,151 -4,897 -6,407 -1,132 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 28.9 29.5 41.4 31.8 91.8 90.2 8.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
121 139 157 105 106 327 317
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 156,330
COMMITMENTS
44,611 36,986 21,024 72,689 69,765 138,324 127,775 18,006 28,555
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -1,514)
-141 -132 -1,337 607 595 -871 -874 -643 -640
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 23.7 13.4 46.5 44.6 88.5 81.7 11.5 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
44 51 49 71 71 142 148
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,976,604
COMMITMENTS
451,930 314,609 620,434 745,941 709,446 1818305 1644490 158,299 332,114
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -31,948)
-5,332 -15,902 -4,828 -18,808 -12,309 -28,968 -33,040 -2,980 1,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 15.9 31.4 37.7 35.9 92.0 83.2 8.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807)
185 226 242 310 334 638 674
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,233
COMMITMENTS
3,158 1,167 1,027 3,522 6,716 7,707 8,910 2,526 1,323
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 795)
73 363 103 438 364 613 830 181 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 11.4 10.0 34.4 65.6 75.3 87.1 24.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
18 4 7 17 12 38 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 975,664
COMMITMENTS
181,240 184,311 330,306 413,445 310,295 924,991 824,912 50,673 150,752
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -1,284)
-422 5,252 -6,940 7,453 -1,273 91 -2,962 -1,375 1,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.9 33.9 42.4 31.8 94.8 84.5 5.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
175 266 269 154 223 506 595
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,163
COMMITMENTS
16,867 733 341 0 5,402 17,208 6,476 3,955 14,687
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 152)
-236 14 -37 0 43 -273 20 425 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.7 3.5 1.6 0.0 25.5 81.3 30.6 18.7 69.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 4 3 0 15 4 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 421,935
COMMITMENTS
106,853 103,574 98,770 180,667 182,710 386,290 385,054 35,645 36,881
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 32,166)
-1,075 -550 23,401 9,266 10,741 31,592 33,592 574 -1,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 24.5 23.4 42.8 43.3 91.6 91.3 8.4 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
98 97 102 92 72 249 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,003,939
COMMITMENTS
118,224 84,246 72,297 622,757 637,056 813,278 793,599 190,661 210,340
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 47,032)
9,386 1,441 12,176 25,981 22,417 47,544 36,034 -511 10,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 8.4 7.2 62.0 63.5 81.0 79.0 19.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
36 39 43 84 92 145 149
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 520,038
COMMITMENTS
56,558 38,057 7,761 345,102 375,917 409,421 421,735 110,617 98,303
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 24,252)
2,638 4,367 3,405 8,991 20,667 15,034 28,439 9,218 -4,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.3 1.5 66.4 72.3 78.7 81.1 21.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 12 8 46 47 62 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,077
COMMITMENTS
2,071 405 552 2,778 4,866 5,401 5,823 676 254
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -334)
150 -73 7 -539 -270 -382 -336 48 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 6.7 9.1 45.7 80.1 88.9 95.8 11.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 5 6 17 17 34 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 389,775
COMMITMENTS
105,349 48,102 81,443 153,151 226,105 339,943 355,650 49,832 34,125
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 11,950)
8,681 -1,026 2,906 -3,138 8,708 8,449 10,587 3,501 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.3 20.9 39.3 58.0 87.2 91.2 12.8 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
89 57 83 88 97 225 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,211
COMMITMENTS
838 3,694 1,399 5,892 3,260 8,129 8,354 2,082 1,857
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -590)
-85 188 -398 -131 -307 -613 -517 23 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 36.2 13.7 57.7 31.9 79.6 81.8 20.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
15 19 13 22 20 43 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,504,357
COMMITMENTS
361,347 253,399 82,911 943,989 1022641 1388246 1358951 116,111 145,406
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 115,514)
24,059 8,221 16,729 74,156 76,492 114,943 101,441 572 14,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 16.8 5.5 62.8 68.0 92.3 90.3 7.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
47 43 31 96 147 151 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,581,446
COMMITMENTS
441,557 420,252 456,556 2334487 2192674 3232601 3069482 348,845 511,964
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 113,382)
13,829 -3,731 61,982 40,395 73,459 116,207 131,710 -2,825 -18,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.7 12.7 65.2 61.2 90.3 85.7 9.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
77 89 86 174 212 296 342
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,479,389
COMMITMENTS
395,520 318,499 230,862 1587620 1532947 2214003 2082308 265,387 397,081
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 18,622)
28,227 -8,365 14,262 -24,131 24,934 18,359 30,831 263 -12,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 12.8 9.3 64.0 61.8 89.3 84.0 10.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
45 66 49 130 151 207 234
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 529,693
COMMITMENTS
16,084 132,704 132,019 350,673 213,569 498,776 478,292 30,917 51,401
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 35,791)
-1,811 8,882 23,580 13,588 8,416 35,357 40,878 435 -5,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.0 25.1 24.9 66.2 40.3 94.2 90.3 5.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
9 39 29 35 41 67 88
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,578
COMMITMENTS
13,884 15,284 1,107 33,459 33,211 48,450 49,602 9,128 7,976
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 504)
742 -1,462 236 -1,309 352 -332 -875 836 1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 26.5 1.9 58.1 57.7 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 29 13 44 21 79 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,157
COMMITMENTS
27,768 30,568 2,215 66,918 66,422 96,900 99,205 18,256 15,952
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,009)
1,483 -2,924 471 -2,618 704 -664 -1,749 1,673 2,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 26.5 1.9 58.1 57.7 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
29 29 13 44 21 79 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,556
COMMITMENTS
9,412 12,345 681 3,395 528 13,488 13,554 68 2
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 1,088)
-478 1,152 -55 1,621 0 1,088 1,097 0 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.4 91.1 5.0 25.0 3.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 5 3 2 1 19 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,282
COMMITMENTS
6,603 21,218 333 47,270 32,550 54,206 54,101 76 181
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: -1,116)
-1,206 273 -10 68 -1,385 -1,148 -1,122 32 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 39.1 0.6 87.1 60.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 15 1 13 17 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/19/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,363
COMMITMENTS
1,463 15,412 2,528 38,259 24,177 42,250 42,117 113 246
CHANGES FROM 08/12/14 (CHANGE IN OPEN INTEREST: 2,608)
109 675 61 2,432 1,886 2,602 2,622 6 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 36.4 6.0 90.3 57.1 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 18 2 6 19 13 38
Updated August 22, 2014