WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,810
COMMITMENTS
112,995 156,629 117,413 197,037 142,762 427,445 416,804 40,365 51,006
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -10,098)
-541 2,439 -1,193 -5,184 -6,579 -6,918 -5,332 -3,180 -4,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 33.5 25.1 42.1 30.5 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
129 125 138 110 112 315 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 145,376
COMMITMENTS
45,285 40,601 16,603 67,667 61,761 129,555 118,965 15,822 26,411
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -2,715)
974 80 -107 -1,873 -3,041 -1,006 -3,069 -1,709 354
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.1 27.9 11.4 46.5 42.5 89.1 81.8 10.9 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
42 52 43 62 63 129 137
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,735,823
COMMITMENTS
459,508 314,384 482,085 651,676 610,130 1593269 1406600 142,553 329,223
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -19,858)
7,953 -5,379 3,368 -15,206 -11,337 -3,885 -13,348 -15,973 -6,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 18.1 27.8 37.5 35.1 91.8 81.0 8.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
184 224 213 279 341 585 667
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,817
COMMITMENTS
3,442 778 1,168 3,712 7,683 8,322 9,629 2,495 1,188
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 89)
179 -448 46 -52 769 173 368 -84 -279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 7.2 10.8 34.3 71.0 76.9 89.0 23.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
20 5 7 17 12 41 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 982,562
COMMITMENTS
185,361 205,843 312,162 428,747 301,534 926,270 819,539 56,292 163,023
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 25,801)
1,965 7,914 14,010 8,407 667 24,382 22,591 1,419 3,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 20.9 31.8 43.6 30.7 94.3 83.4 5.7 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 703)
175 270 268 160 216 508 599
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,990
COMMITMENTS
17,859 1,041 600 0 5,577 18,459 7,218 3,531 14,772
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 420)
363 299 235 0 64 598 598 -178 -178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.2 4.7 2.7 0.0 25.4 83.9 32.8 16.1 67.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 6 4 0 15 6 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 418,653
COMMITMENTS
111,865 105,878 87,163 181,717 188,795 380,745 381,836 37,908 36,817
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 5,183)
2,951 6,016 -61 1,847 2,099 4,737 8,055 446 -2,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 25.3 20.8 43.4 45.1 90.9 91.2 9.1 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
98 95 92 90 77 245 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 998,086
COMMITMENTS
108,101 95,584 72,978 631,500 635,295 812,579 803,858 185,507 194,228
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -12,853)
-15,169 4,008 19,788 -7,723 -15,479 -3,103 8,317 -9,749 -21,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 9.6 7.3 63.3 63.7 81.4 80.5 18.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
32 38 46 88 91 146 150
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 544,133
COMMITMENTS
53,618 38,048 6,683 377,434 399,433 437,735 444,164 106,398 99,970
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 7,080)
-3,616 160 -3,875 35,115 21,416 27,624 17,701 -20,544 -10,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 7.0 1.2 69.4 73.4 80.4 81.6 19.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 11 7 50 46 64 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,313
COMMITMENTS
1,864 314 638 3,087 5,089 5,589 6,041 724 272
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 180)
6 -63 4 206 233 216 174 -36 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 5.0 10.1 48.9 80.6 88.5 95.7 11.5 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 4 6 17 14 34 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 401,405
COMMITMENTS
114,260 52,445 75,630 164,360 240,396 354,250 368,471 47,156 32,934
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 15,622)
13,725 -34 1,069 -1,211 17,638 13,583 18,674 2,039 -3,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 13.1 18.8 40.9 59.9 88.3 91.8 11.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
95 65 88 92 96 239 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,509
COMMITMENTS
983 4,184 829 6,142 2,876 7,954 7,889 1,556 1,620
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 125)
-9 420 197 58 -374 246 243 -121 -117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 44.0 8.7 64.6 30.2 83.6 83.0 16.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 22 11 22 19 44 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,415,710
COMMITMENTS
368,187 309,244 66,627 865,715 891,203 1300529 1267074 115,181 148,636
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -137,526)
-10,403 -20,021 -13,381 -110,032 -88,898 -133,816 -122,300 -3,710 -15,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 21.8 4.7 61.2 63.0 91.9 89.5 8.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
44 46 34 98 130 155 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,250,565
COMMITMENTS
367,838 415,212 358,411 2169322 1964785 2895571 2738409 354,994 512,156
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -58,234)
-37,400 32,779 40,770 -62,114 -123,860 -58,744 -50,311 510 -7,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.8 11.0 66.7 60.4 89.1 84.2 10.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
53 93 90 153 197 266 320
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,437,706
COMMITMENTS
404,582 318,471 218,487 1558001 1505060 2181070 2042018 256,636 395,688
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -101,808)
2,857 -17,226 13,399 -73,238 -75,441 -56,982 -79,268 -44,826 -22,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 13.1 9.0 63.9 61.7 89.5 83.8 10.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
50 59 51 123 147 197 233
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 513,231
COMMITMENTS
18,585 131,057 123,502 340,164 206,605 482,250 461,164 30,981 52,067
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: -30,016)
-166 -15,353 -8,811 -21,468 -6,973 -30,445 -31,137 429 1,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 25.5 24.1 66.3 40.3 94.0 89.9 6.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
10 37 26 34 41 64 87
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,985
COMMITMENTS
20,056 13,705 1,641 36,480 42,579 58,176 57,925 8,809 9,060
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 3,867)
2,080 -1,714 135 1,380 5,231 3,594 3,651 273 216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 20.5 2.5 54.5 63.6 86.8 86.5 13.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
32 32 12 39 31 78 68
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,970
COMMITMENTS
40,111 27,409 3,282 72,959 85,159 116,353 115,850 17,617 18,120
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 7,734)
4,159 -3,429 269 2,760 10,461 7,188 7,302 546 432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 20.5 2.5 54.5 63.6 86.8 86.5 13.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
32 32 12 39 31 78 68
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,853
COMMITMENTS
8,622 12,489 833 4,270 528 13,725 13,850 128 3
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 749)
-209 571 177 715 0 683 748 66 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
62.2 90.2 6.0 30.8 3.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 6 3 2 1 19 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,623
COMMITMENTS
6,638 21,825 2,344 49,561 34,262 58,543 58,431 80 192
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 4,154)
-8 731 2,052 2,084 1,368 4,128 4,151 26 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 37.2 4.0 84.5 58.4 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 18 1 12 19 15 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,970
COMMITMENTS
2,172 17,736 2,705 40,976 25,222 45,853 45,663 117 307
CHANGES FROM 08/26/14 (CHANGE IN OPEN INTEREST: 1,736)
1,061 610 163 518 906 1,742 1,679 -6 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 38.6 5.9 89.1 54.9 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
3 21 2 8 21 12 43
Updated September 5, 2014