WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 545,024
COMMITMENTS
120,558 163,224 170,753 217,176 161,333 508,487 495,310 36,537 49,714
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,150)
-1,797 -9,409 -2,316 4,945 14,889 832 3,164 -1,982 -4,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 29.9 31.3 39.8 29.6 93.3 90.9 6.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
128 143 147 107 105 323 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 172,162
COMMITMENTS
49,753 42,965 31,353 74,019 69,760 155,126 144,079 17,036 28,083
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -1,442)
1,149 -4,394 67 -2,849 2,974 -1,633 -1,354 191 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 25.0 18.2 43.0 40.5 90.1 83.7 9.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
51 56 46 70 67 143 150
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,906,785
COMMITMENTS
443,358 250,249 615,219 691,040 711,694 1749616 1577162 157,168 329,623
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 7,614)
-7,462 -38,640 15,589 1,381 26,537 9,508 3,486 -1,894 4,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 13.1 32.3 36.2 37.3 91.8 82.7 8.2 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807)
170 219 237 306 359 624 682
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,482
COMMITMENTS
3,866 1,214 1,175 4,134 7,930 9,175 10,319 2,307 1,163
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 98)
-87 -125 57 19 90 -10 22 108 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 10.6 10.2 36.0 69.1 79.9 89.9 20.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 6 7 16 12 39 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,239,334
COMMITMENTS
181,057 181,303 518,911 477,575 360,396 1177543 1060611 61,792 178,724
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -19,551)
5,062 -6,813 -7,987 -18,796 -4,880 -21,721 -19,680 2,169 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 14.6 41.9 38.5 29.1 95.0 85.6 5.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
160 315 335 175 218 576 662
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 457,896
COMMITMENTS
124,152 87,099 117,011 181,700 215,687 422,863 419,797 35,033 38,099
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 6,576)
1,687 4,195 2,977 2,228 -6,523 6,891 648 -316 5,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 19.0 25.6 39.7 47.1 92.3 91.7 7.7 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
103 86 113 88 79 259 241
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,046,526
COMMITMENTS
103,558 88,458 89,646 668,322 672,013 861,526 850,117 185,000 196,409
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -23,400)
-27,523 -39,008 5,363 9,726 27,161 -12,433 -6,484 -10,966 -16,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 8.5 8.6 63.9 64.2 82.3 81.2 17.7 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
34 43 48 80 91 138 158
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 516,752
COMMITMENTS
57,068 35,372 5,617 339,798 374,791 402,483 415,780 114,269 100,973
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -10,043)
-8,319 -4,389 -83 3,139 -7,002 -5,263 -11,474 -4,780 1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 6.8 1.1 65.8 72.5 77.9 80.5 22.1 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 10 6 45 47 60 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,740
COMMITMENTS
2,629 282 622 2,978 5,587 6,229 6,491 511 249
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -35)
-234 -17 -32 236 64 -30 15 -5 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 4.2 9.2 44.2 82.9 92.4 96.3 7.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
15 3 6 14 19 31 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 439,924
COMMITMENTS
110,543 55,837 95,986 185,447 250,264 391,976 402,087 47,947 37,837
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -10,407)
208 -3,612 -2,463 -9,557 -3,532 -11,812 -9,606 1,405 -801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 12.7 21.8 42.2 56.9 89.1 91.4 10.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
82 78 88 89 89 228 209
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,682
COMMITMENTS
1,197 3,896 1,765 6,871 3,880 9,832 9,541 1,850 2,141
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -386)
69 -148 -1,076 510 587 -497 -638 111 252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 33.4 15.1 58.8 33.2 84.2 81.7 15.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
20 19 13 23 19 50 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,485,305
COMMITMENTS
337,179 350,054 68,334 969,373 931,956 1374887 1350345 110,418 134,960
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -30,032)
-22,083 4,124 2,828 -9,628 -16,171 -28,883 -9,219 -1,148 -20,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 23.6 4.6 65.3 62.7 92.6 90.9 7.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
47 53 32 99 126 160 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,672,670
COMMITMENTS
429,562 450,711 499,902 2404525 2221699 3333989 3172312 338,681 500,358
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 116,839)
24,816 -12,965 69,094 3,646 99,222 97,556 155,352 19,283 -38,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.3 13.6 65.5 60.5 90.8 86.4 9.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
72 95 97 168 204 295 341
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,310,707
COMMITMENTS
350,036 287,469 276,436 1396802 1379472 2023275 1943377 287,432 367,329
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -133,591)
14,518 -22,486 44,201 -215,885 -128,186 -157,166 -106,471 23,576 -27,119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.4 12.0 60.4 59.7 87.6 84.1 12.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
45 71 58 111 144 191 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 634,566
COMMITMENTS
8,456 148,929 116,966 472,466 304,350 597,888 570,245 36,678 64,321
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 14,003)
-6,326 -36 -9,348 30,389 19,093 14,714 9,709 -711 4,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.3 23.5 18.4 74.5 48.0 94.2 89.9 5.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
10 37 31 31 40 64 90
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,396
COMMITMENTS
14,334 12,298 907 35,983 35,306 51,224 48,511 6,172 8,885
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -4,898)
-3,793 793 -212 1,131 -6,839 -2,873 -6,257 -2,025 1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 21.4 1.6 62.7 61.5 89.2 84.5 10.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 21 8 36 24 65 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,793
COMMITMENTS
28,669 24,596 1,815 71,965 70,611 102,449 97,022 12,344 17,771
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -9,796)
-7,585 1,587 -424 2,263 -13,678 -5,746 -12,515 -4,050 2,719
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 21.4 1.6 62.7 61.5 89.2 84.5 10.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
27 21 8 36 24 65 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,059
COMMITMENTS
9,719 9,555 624 460 865 10,803 11,044 256 15
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: -186)
-266 16 72 0 -277 -194 -189 8 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.9 86.4 5.6 4.2 7.8 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 7 2 1 2 14 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,710
COMMITMENTS
4,666 20,729 52 46,825 30,731 51,543 51,512 167 198
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 260)
502 810 -103 -179 -353 220 354 40 -94
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 40.1 0.1 90.6 59.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 16 1 11 16 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,929
COMMITMENTS
5,628 16,933 2,839 42,297 30,836 50,764 50,608 165 321
CHANGES FROM 10/14/14 (CHANGE IN OPEN INTEREST: 723)
-1,103 5,120 -509 2,369 -3,864 757 747 -34 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 33.2 5.6 83.1 60.5 99.7 99.4 0.3 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 14 1 7 21 14 36
Updated October 24, 2014