WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,543
COMMITMENTS
118,632 117,264 73,859 158,715 148,460 351,206 339,583 31,337 42,960
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 13,558)
-1,396 3,670 12,072 3,604 -2,562 14,280 13,180 -722 378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 30.7 19.3 41.5 38.8 91.8 88.8 8.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
114 107 123 90 100 284 270
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 143,695
COMMITMENTS
42,276 34,791 12,443 71,175 72,217 125,894 119,451 17,801 24,244
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 10,959)
-722 6,003 3,940 6,620 1,058 9,838 11,001 1,121 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 24.2 8.7 49.5 50.3 87.6 83.1 12.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
41 51 45 63 65 130 139
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,301,166
COMMITMENTS
416,365 186,286 173,609 611,992 698,461 1201966 1058356 99,200 242,810
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 26,602)
-3,963 9,721 12,016 18,907 2,671 26,960 24,408 -358 2,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.0 14.3 13.3 47.0 53.7 92.4 81.3 7.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
152 171 153 217 326 469 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,757
COMMITMENTS
2,038 1,374 239 3,775 4,333 6,052 5,946 1,705 1,811
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 111)
-137 -20 -9 713 61 567 32 -456 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 17.7 3.1 48.7 55.9 78.0 76.7 22.0 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 4 6 16 10 29 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 648,949
COMMITMENTS
181,193 188,933 92,634 337,745 249,351 611,572 530,918 37,377 118,031
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 29,954)
-3,531 17,355 17,295 17,659 -4,106 31,423 30,544 -1,469 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 29.1 14.3 52.0 38.4 94.2 81.8 5.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 615)
129 240 177 133 190 379 512
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 362,950
COMMITMENTS
128,440 49,075 58,488 140,955 228,806 327,883 336,369 35,067 26,581
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 4,143)
2,839 226 -104 513 4,950 3,248 5,072 895 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.4 13.5 16.1 38.8 63.0 90.3 92.7 9.7 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
102 74 99 80 67 242 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 820,884
COMMITMENTS
100,875 106,307 19,947 532,608 530,696 653,430 656,950 167,454 163,934
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -23,408)
4,715 -9,184 3,455 -27,435 -22,342 -19,265 -28,071 -4,143 4,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 13.0 2.4 64.9 64.6 79.6 80.0 20.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
31 37 20 64 80 101 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 508,266
COMMITMENTS
58,964 73,651 9,932 327,252 339,228 396,148 422,811 112,118 85,455
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,971)
5,012 -1,883 302 -14,241 -7,695 -8,927 -9,276 2,956 3,305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 14.5 2.0 64.4 66.7 77.9 83.2 22.1 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 15 10 47 49 69 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,753
COMMITMENTS
1,985 293 562 3,805 5,608 6,352 6,463 401 290
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 228)
31 81 -10 274 140 295 211 -67 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 4.3 8.3 56.3 83.0 94.1 95.7 5.9 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 5 7 16 19 30 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 345,111
COMMITMENTS
115,568 60,374 37,894 149,724 209,674 303,186 307,942 41,925 37,169
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,385)
-1,328 7,925 -607 8,296 -3,620 6,361 3,698 24 2,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 17.5 11.0 43.4 60.8 87.9 89.2 12.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
87 82 81 87 83 224 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,704
COMMITMENTS
917 4,986 199 6,018 1,853 7,134 7,038 1,570 1,666
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 258)
30 165 68 159 9 257 242 1 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 57.3 2.3 69.1 21.3 82.0 80.9 18.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
12 21 5 17 14 31 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,257,868
COMMITMENTS
296,851 303,865 23,038 840,494 784,864 1160383 1111767 97,485 146,101
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 9,731)
30,567 -2,215 741 -18,764 18,192 12,544 16,718 -2,813 -6,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 24.2 1.8 66.8 62.4 92.2 88.4 7.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
40 62 26 98 122 147 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,693,860
COMMITMENTS
376,312 521,910 54,145 1936857 1698383 2367314 2274438 326,546 419,422
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -7,284)
37,457 1,471 -4,026 -64,261 6,880 -30,830 4,325 23,546 -11,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 19.4 2.0 71.9 63.0 87.9 84.4 12.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
59 97 54 140 169 235 284
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,837,281
COMMITMENTS
346,136 322,243 30,698 1177214 1139142 1554048 1492083 283,233 345,198
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,073)
-17,002 121 1,836 -10,573 16,031 -25,739 17,988 20,666 -23,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 17.5 1.7 64.1 62.0 84.6 81.2 15.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
39 65 27 96 123 153 197
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 732,631
COMMITMENTS
17,210 151,166 148,941 541,185 385,738 707,336 685,845 25,295 46,786
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,229)
-1,711 -17,531 -276 5,778 23,560 3,791 5,753 2,438 476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 20.6 20.3 73.9 52.7 96.5 93.6 3.5 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
16 30 36 45 50 83 99
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,301
COMMITMENTS
13,779 9,278 215 27,981 36,796 41,974 46,289 8,327 4,012
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,066)
-3,889 -538 81 -1,544 -3,044 -5,351 -3,501 286 -1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 18.4 0.4 55.6 73.2 83.4 92.0 16.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 15 4 35 17 65 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,601
COMMITMENTS
27,557 18,556 429 55,962 73,592 83,948 92,577 16,653 8,024
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -10,131)
-7,777 -1,076 162 -3,087 -6,088 -10,702 -7,002 571 -3,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 18.4 0.4 55.6 73.2 83.4 92.0 16.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 15 4 35 17 65 35
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,120
COMMITMENTS
10,369 10,031 791 851 1,274 12,011 12,096 109 24
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 541)
341 -270 209 -27 596 523 535 18 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.6 82.8 6.5 7.0 10.5 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 9 2 2 2 15 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,578
COMMITMENTS
23,090 20,985 4 26,375 28,424 49,469 49,413 109 165
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -719)
671 -1,788 -28 -1,358 1,086 -715 -730 -4 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
46.6 42.3 0.0 53.2 57.3 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
8 17 1 7 13 16 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/20/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,045
COMMITMENTS
20,626 13,555 163 15,125 22,257 35,914 35,975 131 70
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 610)
1,208 435 0 -620 200 588 635 22 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 37.6 0.5 42.0 61.7 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 17 1 6 17 15 34
Updated January 23, 2015