WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 461,562
COMMITMENTS
112,393 118,333 114,106 198,184 181,485 424,684 413,924 36,878 47,637
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 34,776)
-2,620 -4,724 17,828 15,692 20,902 30,899 34,006 3,876 770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 25.6 24.7 42.9 39.3 92.0 89.7 8.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
107 134 121 97 110 288 293
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 153,529
COMMITMENTS
43,798 30,933 24,124 69,850 75,139 137,772 130,197 15,757 23,332
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -580)
1,519 -8,422 681 -2,707 7,793 -507 52 -73 -632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 20.1 15.7 45.5 48.9 89.7 84.8 10.3 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
52 40 48 64 70 143 139
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,536,954
COMMITMENTS
440,954 153,274 364,174 602,521 723,163 1407649 1240611 129,305 296,343
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -9,816)
-1,452 2,403 7,082 -675 -13,213 4,955 -3,728 -14,771 -6,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 10.0 23.7 39.2 47.1 91.6 80.7 8.4 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
164 185 220 283 358 578 654
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,325
COMMITMENTS
2,641 1,360 702 3,867 5,931 7,210 7,992 2,115 1,333
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -200)
-298 97 82 265 -603 48 -424 -248 224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 14.6 7.5 41.5 63.6 77.3 85.7 22.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
14 5 6 16 10 34 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 915,637
COMMITMENTS
168,341 139,555 298,529 395,884 329,066 862,754 767,150 52,884 148,488
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 23,133)
-12,563 10,212 26,686 10,876 -15,701 24,998 21,196 -1,865 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 15.2 32.6 43.2 35.9 94.2 83.8 5.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 669)
138 263 258 179 222 489 594
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 413,809
COMMITMENTS
119,313 81,068 82,691 178,275 214,322 380,279 378,081 33,530 35,728
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 6,192)
-8,481 12,415 6,293 13,746 -15,748 11,558 2,960 -5,366 3,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 19.6 20.0 43.1 51.8 91.9 91.4 8.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
94 90 104 83 76 233 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 941,050
COMMITMENTS
119,959 95,318 57,487 575,440 605,110 752,887 757,916 188,163 183,134
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -98,349)
890 12,650 -27,463 -18,333 -34,969 -44,906 -49,782 -53,443 -48,567
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 10.1 6.1 61.1 64.3 80.0 80.5 20.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
32 27 35 77 82 126 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 558,966
COMMITMENTS
67,986 54,785 19,612 354,452 393,519 442,050 467,916 116,916 91,050
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -29,153)
7,372 7,991 -1,179 -5,880 -16,534 313 -9,722 -29,466 -19,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 9.8 3.5 63.4 70.4 79.1 83.7 20.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
15 15 11 52 50 74 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,271
COMMITMENTS
1,864 207 397 2,513 4,432 4,774 5,036 497 235
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 11)
42 -152 -20 58 135 80 -37 -69 48
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 3.9 7.5 47.7 84.1 90.6 95.5 9.4 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 3 8 14 15 31 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 431,151
COMMITMENTS
124,831 49,481 81,121 172,491 262,968 378,443 393,571 52,708 37,580
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -12,984)
-2,485 3,338 -3,413 -3,239 -11,757 -9,137 -11,832 -3,846 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 11.5 18.8 40.0 61.0 87.8 91.3 12.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
88 71 85 87 93 235 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,151
COMMITMENTS
870 4,305 2,582 6,147 2,530 9,599 9,417 1,552 1,734
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 836)
143 -7 918 -145 0 916 912 -81 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 38.6 23.2 55.1 22.7 86.1 84.4 13.9 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
12 24 15 21 19 46 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,447,905
COMMITMENTS
290,658 335,389 70,827 974,210 888,849 1335695 1295065 112,210 152,840
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -58,919)
-24,705 -3,369 -4,648 -43,635 -57,745 -72,989 -65,763 14,070 6,844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 23.2 4.9 67.3 61.4 92.3 89.4 7.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
49 49 31 94 126 153 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,121,921
COMMITMENTS
330,826 504,581 287,308 2173601 1871274 2791735 2663163 330,185 458,758
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -294,162)
-46,129 45,270 8,902 -112,714 -196,682 -149,940 -142,510 -144,221 -151,651
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 16.2 9.2 69.6 59.9 89.4 85.3 10.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
61 91 87 155 182 272 304
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,025,006
COMMITMENTS
282,622 300,039 149,783 1308789 1188503 1741195 1638325 283,811 386,681
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -170,363)
-15,745 18,368 -16,278 -78,947 -30,252 -110,970 -28,162 -59,393 -142,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 14.8 7.4 64.6 58.7 86.0 80.9 14.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
49 58 49 102 136 174 220
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 700,978
COMMITMENTS
32,508 192,182 125,914 511,049 325,915 669,471 644,011 31,507 56,967
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -34,122)
-3,597 -8,588 -2,507 -26,265 -22,375 -32,369 -33,471 -1,754 -652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 27.4 18.0 72.9 46.5 95.5 91.9 4.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
15 30 34 39 47 76 94
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,943
COMMITMENTS
24,684 10,847 1,218 42,809 54,466 68,711 66,532 9,233 11,412
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 3,556)
1,396 357 103 1,606 3,822 3,105 4,282 451 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 13.9 1.6 54.9 69.9 88.2 85.4 11.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 29 11 41 30 77 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,887
COMMITMENTS
49,368 21,694 2,437 85,617 108,932 137,422 133,064 18,465 22,823
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 7,113)
2,793 713 206 3,212 7,644 6,211 8,563 902 -1,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 13.9 1.6 54.9 69.9 88.2 85.4 11.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
29 29 11 41 30 77 63
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,609
COMMITMENTS
8,416 20,251 4 44,070 32,202 52,490 52,457 119 152
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: 949)
1,131 676 -45 -135 614 951 1,245 -2 -296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 38.5 0.0 83.8 61.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 16 1 11 18 20 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/02/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,673
COMMITMENTS
9,507 19,186 2,763 40,298 30,612 52,568 52,561 105 112
CHANGES FROM 11/25/14 (CHANGE IN OPEN INTEREST: -67)
968 -7 -39 -975 5 -46 -41 -21 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 36.4 5.2 76.5 58.1 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 14 1 4 19 12 34
Updated December 6, 2014