WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 477,908
COMMITMENTS
113,536 154,190 118,606 202,221 149,341 434,363 422,137 43,546 55,772
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -57,646)
2,150 -636 -39,565 -19,708 -20,762 -57,123 -60,963 -523 3,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 32.3 24.8 42.3 31.2 90.9 88.3 9.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
115 136 151 106 106 319 311
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 148,091
COMMITMENTS
44,310 40,521 16,710 69,540 64,802 130,560 122,034 17,531 26,058
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -8,239)
-300 3,536 -4,314 -3,149 -4,963 -7,764 -5,742 -475 -2,497
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 27.4 11.3 47.0 43.8 88.2 82.4 11.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
50 48 47 67 67 139 145
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,755,681
COMMITMENTS
451,555 319,764 478,717 666,882 621,467 1597154 1419948 158,527 335,733
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -220,923)
-375 5,155 -141,717 -79,059 -87,979 -221,151 -224,542 228 3,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 18.2 27.3 38.0 35.4 91.0 80.9 9.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
184 230 227 305 333 626 666
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,728
COMMITMENTS
3,263 1,226 1,121 3,765 6,913 8,149 9,261 2,579 1,467
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 495)
105 59 94 243 197 442 351 53 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 11.4 10.5 35.1 64.4 76.0 86.3 24.0 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 7 6 18 12 39 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 956,762
COMMITMENTS
183,396 197,929 298,152 420,340 300,867 901,888 796,948 54,873 159,813
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -18,902)
2,156 13,618 -32,154 6,896 -9,428 -23,103 -27,964 4,200 9,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 20.7 31.2 43.9 31.4 94.3 83.3 5.7 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 695)
175 261 262 158 221 497 595
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,570
COMMITMENTS
17,496 742 365 0 5,513 17,861 6,620 3,709 14,950
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 407)
629 9 24 0 111 653 144 -246 263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 3.4 1.7 0.0 25.6 82.8 30.7 17.2 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 3 0 15 5 22
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 413,470
COMMITMENTS
108,914 99,862 87,224 179,870 186,696 376,007 373,782 37,462 39,688
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -8,465)
2,061 -3,712 -11,546 -797 3,986 -10,282 -11,272 1,817 2,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 24.2 21.1 43.5 45.2 90.9 90.4 9.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
89 93 94 93 77 239 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,010,938
COMMITMENTS
123,270 91,576 53,189 639,223 650,774 815,682 795,540 195,256 215,398
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 6,999)
5,046 7,330 -19,107 16,465 13,718 2,404 1,941 4,595 5,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.1 5.3 63.2 64.4 80.7 78.7 19.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
39 34 44 81 88 141 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 537,053
COMMITMENTS
57,234 37,888 10,558 342,319 378,016 410,111 426,462 126,942 110,590
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 17,015)
676 -168 2,797 -2,783 2,099 690 4,728 16,325 12,287
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 7.1 2.0 63.7 70.4 76.4 79.4 23.6 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
11 11 7 43 43 58 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,133
COMMITMENTS
1,858 377 634 2,881 4,856 5,373 5,867 760 266
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 56)
-213 -28 82 103 -10 -28 44 84 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 6.1 10.3 47.0 79.2 87.6 95.7 12.4 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 5 6 17 14 34 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 385,784
COMMITMENTS
100,535 52,479 74,561 165,571 222,758 340,667 349,797 45,116 35,986
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -3,992)
-4,814 4,377 -6,882 12,420 -3,347 724 -5,852 -4,716 1,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 13.6 19.3 42.9 57.7 88.3 90.7 11.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
82 66 83 92 97 223 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,384
COMMITMENTS
992 3,764 632 6,083 3,250 7,708 7,646 1,676 1,738
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -827)
153 70 -766 192 -11 -421 -707 -406 -120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 40.1 6.7 64.8 34.6 82.1 81.5 17.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 20 8 22 20 41 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,553,236
COMMITMENTS
378,590 329,265 80,008 975,747 980,101 1434345 1389374 118,891 163,863
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 48,879)
17,243 75,865 -2,903 31,759 -42,540 46,099 30,423 2,780 18,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 21.2 5.2 62.8 63.1 92.3 89.5 7.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
50 48 46 102 144 173 218
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,308,799
COMMITMENTS
405,238 382,433 317,641 2231436 2088645 2954315 2788719 354,484 520,080
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -272,647)
-36,319 -37,819 -138,915 -103,052 -104,029 -278,286 -280,763 5,639 8,116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.6 9.6 67.4 63.1 89.3 84.3 10.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 358)
68 81 87 145 187 261 307
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,539,515
COMMITMENTS
401,725 335,697 205,088 1631239 1580501 2238052 2121286 301,462 418,229
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 60,125)
6,205 17,198 -25,774 43,619 47,554 24,050 38,978 36,076 21,147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 13.2 8.1 64.2 62.2 88.1 83.5 11.9 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
45 63 52 120 147 197 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 543,247
COMMITMENTS
18,750 146,410 132,312 361,632 213,579 512,695 492,301 30,552 50,946
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 13,554)
2,666 13,706 294 10,959 10 13,919 14,009 -365 -455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 27.0 24.4 66.6 39.3 94.4 90.6 5.6 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
10 39 28 36 44 68 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,118
COMMITMENTS
17,976 15,419 1,507 35,100 37,349 54,582 54,274 8,536 8,844
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 5,540)
4,092 135 399 1,641 4,138 6,132 4,672 -592 868
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 24.4 2.4 55.6 59.2 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 34 10 39 25 72 64
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,236
COMMITMENTS
35,952 30,838 3,013 70,199 74,697 109,165 108,549 17,071 17,687
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 11,079)
8,184 270 798 3,282 8,275 12,264 9,344 -1,185 1,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 24.4 2.4 55.6 59.2 86.5 86.0 13.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
28 34 10 39 25 72 64
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,104
COMMITMENTS
8,831 11,918 656 3,555 528 13,042 13,102 62 2
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: -452)
-581 -427 -25 160 0 -446 -452 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.4 90.9 5.0 27.1 4.0 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 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,469
COMMITMENTS
6,646 21,094 292 47,477 32,894 54,415 54,280 54 189
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 187)
43 -124 -41 207 344 209 179 -22 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 38.7 0.5 87.2 60.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 16 1 13 18 17 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/26/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,234
COMMITMENTS
1,111 17,126 2,542 40,458 24,316 44,111 43,984 123 250
CHANGES FROM 08/19/14 (CHANGE IN OPEN INTEREST: 1,871)
-352 1,714 14 2,199 139 1,861 1,867 10 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 38.7 5.7 91.5 55.0 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 21 1 7 19 10 41
Updated August 29, 2014