WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 375,872
COMMITMENTS
127,118 120,140 57,303 158,548 158,931 342,969 336,374 32,903 39,498
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 3,895)
-4,881 1,675 7,827 -1,485 -7,129 1,461 2,373 2,434 1,522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 32.0 15.2 42.2 42.3 91.2 89.5 8.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
114 101 110 88 101 269 261
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 130,911
COMMITMENTS
44,099 26,694 9,544 60,018 72,208 113,661 108,446 17,250 22,465
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 194)
-1,286 381 -132 1,182 -630 -236 -381 430 575
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 20.4 7.3 45.8 55.2 86.8 82.8 13.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
41 50 44 56 68 126 140
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,257,693
COMMITMENTS
428,218 157,768 153,423 573,080 709,183 1154721 1020374 102,972 237,319
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 27,778)
1,902 18,208 8,579 23,534 -2,446 34,015 24,341 -6,237 3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 12.5 12.2 45.6 56.4 91.8 81.1 8.2 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
154 147 148 201 336 453 556
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,731
COMMITMENTS
2,374 1,213 113 3,119 4,961 5,606 6,287 2,125 1,444
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -434)
-186 -302 -3 -398 -175 -587 -480 153 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 15.7 1.5 40.3 64.2 72.5 81.3 27.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
14 2 6 12 9 27 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 609,763
COMMITMENTS
189,512 157,103 73,977 305,406 260,862 568,895 491,942 40,868 117,821
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 3,100)
4,738 2,554 -1,989 1,968 3,894 4,717 4,459 -1,617 -1,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 25.8 12.1 50.1 42.8 93.3 80.7 6.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 577)
124 203 161 132 187 365 471
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,296
COMMITMENTS
123,016 59,553 57,800 147,141 214,778 327,957 332,131 31,339 27,165
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 112)
1,635 -1,852 768 603 2,232 3,006 1,148 -2,894 -1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 16.6 16.1 41.0 59.8 91.3 92.4 8.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
101 66 96 75 57 232 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 883,840
COMMITMENTS
93,394 128,759 17,368 598,471 577,501 709,233 723,628 174,607 160,212
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 6,429)
11,070 16,114 7,567 -17,518 -22,029 1,119 1,652 5,310 4,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 14.6 2.0 67.7 65.3 80.2 81.9 19.8 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
28 36 20 64 79 101 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 522,725
COMMITMENTS
63,506 73,354 8,027 337,010 358,196 408,543 439,577 114,182 83,148
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -757)
3,533 10,196 -494 -3,544 -6,419 -505 3,283 -252 -4,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 14.0 1.5 64.5 68.5 78.2 84.1 21.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 16 9 48 50 68 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,037
COMMITMENTS
2,089 181 465 3,019 5,059 5,573 5,705 464 332
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 348)
197 -1 32 158 224 387 255 -39 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 3.0 7.7 50.0 83.8 92.3 94.5 7.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 4 8 13 17 32 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 336,608
COMMITMENTS
121,526 47,446 37,102 132,610 220,839 291,238 305,387 45,370 31,221
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,928)
-5,162 -627 2,707 -1,669 -8,632 -4,124 -6,552 -1,804 624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 14.1 11.0 39.4 65.6 86.5 90.7 13.5 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 74 73 88 87 223 195
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,860
COMMITMENTS
869 4,531 321 5,892 2,394 7,082 7,246 1,778 1,614
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -574)
-30 354 -392 -72 -323 -494 -361 -80 -213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 51.1 3.6 66.5 27.0 79.9 81.8 20.1 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 19 5 16 16 30 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,246,072
COMMITMENTS
260,259 315,664 17,898 873,835 760,755 1151992 1094317 94,080 151,755
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 2,832)
-1,909 9,613 2,168 -1,604 -10,108 -1,345 1,673 4,177 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 25.3 1.4 70.1 61.1 92.4 87.8 7.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
38 64 24 92 114 140 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,671,228
COMMITMENTS
311,511 554,691 48,663 2011055 1647079 2371229 2250433 299,999 420,795
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 64,387)
29,796 11,694 10,111 6,354 50,977 46,261 72,782 18,126 -8,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 20.8 1.8 75.3 61.7 88.8 84.2 11.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
50 95 43 128 163 207 272
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,815,981
COMMITMENTS
341,154 324,247 43,240 1168061 1080709 1552455 1448196 263,526 367,785
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -17,663)
24,317 19,470 1,956 -74,709 -36,101 -48,436 -14,675 30,773 -2,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.9 2.4 64.3 59.5 85.5 79.7 14.5 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
42 73 29 92 124 151 209
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 683,792
COMMITMENTS
23,534 149,224 143,866 491,382 337,648 658,782 630,738 25,010 53,054
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -65,712)
-18,157 -27,647 -9,399 -40,813 -32,859 -68,369 -69,905 2,657 4,193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 21.8 21.0 71.9 49.4 96.3 92.2 3.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
10 33 35 39 45 75 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,308
COMMITMENTS
19,294 10,013 236 28,477 40,569 48,006 50,817 8,302 5,491
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -646)
1,607 312 160 -1,915 -802 -149 -331 -497 -316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 17.8 0.4 50.6 72.0 85.3 90.2 14.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 22 5 33 20 62 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,615
COMMITMENTS
38,587 20,025 471 56,953 81,137 96,011 101,633 16,604 10,982
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,292)
3,213 624 319 -3,830 -1,604 -298 -661 -994 -631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 17.8 0.4 50.6 72.0 85.3 90.2 14.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
27 22 5 33 20 62 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,784
COMMITMENTS
9,140 9,462 629 912 678 10,681 10,769 103 15
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 738)
604 763 -31 150 0 723 732 15 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.8 87.7 5.8 8.5 6.3 99.0 99.9 1.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 8 2 2 1 15 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,865
COMMITMENTS
23,785 23,430 24 27,963 28,252 51,772 51,706 93 159
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 620)
2,428 383 20 -1,773 194 675 597 -55 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
45.9 45.2 0.0 53.9 54.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 19 2 8 14 17 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/06/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,547
COMMITMENTS
17,984 13,107 206 15,227 20,160 33,417 33,473 130 74
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,062)
-538 1,289 14 1,582 -256 1,058 1,047 4 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 39.1 0.6 45.4 60.1 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 20 2 6 17 13 38
Updated January 9, 2015