WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,174
COMMITMENTS
122,355 172,632 173,069 212,231 146,444 507,656 492,146 38,519 54,029
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,747)
2,500 -7,794 -3,569 -2,531 4,498 -3,600 -6,865 853 4,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 31.6 31.7 38.9 26.8 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
114 149 152 105 102 319 321
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 173,604
COMMITMENTS
48,604 47,360 31,287 76,868 66,787 156,759 145,433 16,845 28,170
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,550)
333 -1,768 -458 -2,552 -726 -2,676 -2,952 1,126 1,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 27.3 18.0 44.3 38.5 90.3 83.8 9.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
49 53 46 71 66 142 148
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,899,171
COMMITMENTS
450,821 288,889 599,629 689,659 685,157 1740108 1573676 159,063 325,496
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 5,820)
-7,550 -28,795 16,383 1,441 22,285 10,273 9,873 -4,453 -4,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 15.2 31.6 36.3 36.1 91.6 82.9 8.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 808)
159 237 238 303 347 619 681
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,385
COMMITMENTS
3,953 1,339 1,118 4,115 7,840 9,185 10,297 2,199 1,088
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 208)
141 236 -42 114 61 214 255 -5 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 11.8 9.8 36.1 68.9 80.7 90.4 19.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 6 8 16 13 41 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,258,886
COMMITMENTS
175,995 188,116 526,898 496,371 365,276 1199263 1080290 59,623 178,596
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 26,349)
1,488 -10,619 26,593 883 17,480 28,964 33,455 -2,615 -7,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.9 41.9 39.4 29.0 95.3 85.8 4.7 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
164 316 337 179 215 575 662
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 451,320
COMMITMENTS
122,465 82,904 114,034 179,472 222,211 415,972 419,149 35,348 32,171
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 15,371)
1,722 -620 12,964 6,198 3,279 20,884 15,623 -5,513 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 18.4 25.3 39.8 49.2 92.2 92.9 7.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
108 84 117 86 78 263 240
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,069,926
COMMITMENTS
131,080 127,465 84,283 658,596 644,852 873,959 856,601 195,967 213,325
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 52,730)
-12,192 7,636 24,555 29,984 8,447 42,348 40,638 10,382 12,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.9 7.9 61.6 60.3 81.7 80.1 18.3 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
39 43 54 80 90 144 162
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 526,796
COMMITMENTS
65,387 39,761 5,700 336,659 381,792 407,746 427,253 119,049 99,543
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -260)
1,740 3,685 -1,128 -1,542 -3,023 -930 -466 670 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 7.5 1.1 63.9 72.5 77.4 81.1 22.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 11 4 45 47 59 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,775
COMMITMENTS
2,863 299 654 2,742 5,523 6,259 6,476 516 299
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 51)
96 10 15 -16 53 95 78 -44 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.3 4.4 9.7 40.5 81.5 92.4 95.6 7.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 4 6 14 19 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 450,331
COMMITMENTS
110,335 59,448 98,449 195,005 253,796 403,788 411,693 46,543 38,638
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 4,446)
2,623 -3,511 -3,469 6,181 15,137 5,335 8,156 -889 -3,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 13.2 21.9 43.3 56.4 89.7 91.4 10.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
86 75 83 90 91 221 213
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,068
COMMITMENTS
1,128 4,045 2,841 6,361 3,293 10,329 10,179 1,739 1,889
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 316)
-12 -134 136 148 298 272 301 45 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 33.5 23.5 52.7 27.3 85.6 84.3 14.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
20 22 18 22 17 54 51
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,515,336
COMMITMENTS
359,263 345,930 65,507 979,001 948,127 1403770 1359564 111,566 155,773
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -72,475)
2,666 -84,234 -3,192 -66,783 37,981 -67,309 -49,445 -5,166 -23,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 22.8 4.3 64.6 62.6 92.6 89.7 7.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
41 59 33 99 126 154 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,555,830
COMMITMENTS
404,746 463,676 430,807 2400879 2122477 3236432 3016960 319,398 538,870
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 277,834)
24,663 31,639 85,481 172,704 156,117 282,848 273,236 -5,014 4,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.0 12.1 67.5 59.7 91.0 84.8 9.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
68 99 101 172 209 304 345
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,444,298
COMMITMENTS
335,518 309,955 232,235 1612688 1507658 2180441 2049849 263,857 394,449
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 108,398)
4,296 -19,576 76,052 16,831 61,186 97,179 117,662 11,219 -9,264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.7 12.7 9.5 66.0 61.7 89.2 83.9 10.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
46 70 55 119 155 195 250
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 620,563
COMMITMENTS
14,782 148,965 126,315 442,077 285,257 583,174 560,537 37,389 60,026
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 29,436)
1,375 6,763 853 24,132 20,330 26,360 27,946 3,076 1,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 24.0 20.4 71.2 46.0 94.0 90.3 6.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
11 38 32 30 43 63 95
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,294
COMMITMENTS
18,127 11,505 1,119 34,851 42,144 54,097 54,768 8,197 7,526
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -6,132)
-2,457 54 215 -3,771 -5,192 -6,014 -4,924 -118 -1,208
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 18.5 1.8 55.9 67.7 86.8 87.9 13.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 25 10 36 24 69 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,589
COMMITMENTS
36,254 23,009 2,238 69,702 84,289 108,195 109,537 16,394 15,052
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -12,264)
-4,914 107 429 -7,542 -10,384 -12,027 -9,847 -237 -2,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 18.5 1.8 55.9 67.7 86.8 87.9 13.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 25 10 36 24 69 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,245
COMMITMENTS
9,985 9,539 552 460 1,142 10,997 11,233 248 12
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 674)
544 519 120 0 35 664 674 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.8 84.8 4.9 4.1 10.2 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 7 2 1 2 16 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,450
COMMITMENTS
4,164 19,919 155 47,004 31,084 51,323 51,158 127 292
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,398)
1,011 1,740 -43 436 -379 1,404 1,318 -6 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 38.7 0.3 91.4 60.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 17 1 11 17 16 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,206
COMMITMENTS
6,731 11,813 3,348 39,928 34,700 50,007 49,861 199 345
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 3,583)
2,888 1,089 15 699 2,444 3,602 3,548 -19 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 23.5 6.7 79.5 69.1 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 14 1 5 24 13 39
Updated October 17, 2014