WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 424,104
COMMITMENTS
120,580 137,716 97,012 172,235 144,730 389,827 379,458 34,277 44,646
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -3,471)
-2,360 -4,590 5,659 -8,855 -4,991 -5,556 -3,922 2,085 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 32.5 22.9 40.6 34.1 91.9 89.5 8.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
122 119 146 102 93 317 293
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,200
COMMITMENTS
47,702 46,882 18,287 77,735 70,926 143,724 136,095 16,476 24,105
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -6,238)
-643 -1,760 719 -6,231 -4,665 -6,155 -5,706 -83 -532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 29.3 11.4 48.5 44.3 89.7 85.0 10.3 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
47 49 52 68 69 140 152
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,358,550
COMMITMENTS
376,836 210,764 212,689 657,172 690,159 1246697 1113612 111,853 244,938
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 8,180)
-19,248 -9,488 6,373 17,229 11,687 4,354 8,572 3,826 -392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 15.5 15.7 48.4 50.8 91.8 82.0 8.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
146 173 173 227 313 489 579
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,367
COMMITMENTS
2,123 1,615 103 4,210 4,422 6,436 6,140 1,931 2,227
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 136)
43 205 -68 248 -72 223 65 -87 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 19.3 1.2 50.3 52.9 76.9 73.4 23.1 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
11 5 4 13 11 25 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 726,768
COMMITMENTS
160,817 201,930 135,516 383,157 270,623 679,490 608,069 47,278 118,699
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 18,494)
-13,106 1,765 25,822 3,139 -10,021 15,855 17,566 2,639 928
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 27.8 18.6 52.7 37.2 93.5 83.7 6.5 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 614)
133 231 213 155 185 424 524
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,804
COMMITMENTS
102,734 78,523 84,423 169,856 191,946 357,013 354,892 31,791 33,912
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -18,361)
-5,389 -12,183 -7,180 -4,656 -100 -17,225 -19,463 -1,136 1,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.4 20.2 21.7 43.7 49.4 91.8 91.3 8.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
89 88 121 86 71 249 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 694,598
COMMITMENTS
72,682 91,308 18,281 442,202 432,280 533,165 541,869 161,433 152,729
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -10,796)
-7,864 -4,575 -201 -448 807 -8,513 -3,969 -2,283 -6,827
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 13.1 2.6 63.7 62.2 76.8 78.0 23.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
29 36 22 72 72 113 118
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 537,389
COMMITMENTS
45,459 78,307 16,818 357,247 355,667 419,524 450,792 117,865 86,597
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 34,941)
-1,929 1,491 4,605 27,434 30,322 30,110 36,418 4,831 -1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 14.6 3.1 66.5 66.2 78.1 83.9 21.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
11 15 9 51 53 68 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,873
COMMITMENTS
1,149 223 633 4,679 5,707 6,461 6,563 412 310
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -213)
-57 31 29 -221 -221 -249 -161 36 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.2 9.2 68.1 83.0 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 3 8 15 19 28 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 364,911
COMMITMENTS
104,861 66,002 52,198 160,060 209,436 317,119 327,636 47,792 37,275
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -6,094)
-10,845 3,063 5,595 -1,654 -18,199 -6,904 -9,541 810 3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 18.1 14.3 43.9 57.4 86.9 89.8 13.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
86 76 89 91 86 232 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,440
COMMITMENTS
989 4,804 1,697 5,880 2,189 8,566 8,690 1,874 1,750
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 152)
-23 -173 289 -89 133 177 249 -25 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 46.0 16.3 56.3 21.0 82.0 83.2 18.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
13 22 15 19 13 40 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,437,444
COMMITMENTS
283,113 309,953 58,037 991,280 910,931 1332430 1278921 105,014 158,523
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 87,875)
-18,003 6,229 24,512 81,542 47,649 88,051 78,390 -176 9,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 21.6 4.0 69.0 63.4 92.7 89.0 7.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
43 58 31 100 128 153 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,557,786
COMMITMENTS
406,758 451,574 66,936 1738380 1609311 2212074 2127821 345,712 429,965
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -66,693)
65,326 -8,638 -358 -130,082 -67,398 -65,114 -76,394 -1,579 9,701
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 17.7 2.6 68.0 62.9 86.5 83.2 13.5 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
72 91 64 150 166 260 283
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,962,109
COMMITMENTS
349,021 356,791 42,088 1321796 1217793 1712905 1616672 249,204 345,437
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 142,791)
27,021 -7,975 15,565 99,308 112,692 141,894 120,282 897 22,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.8 18.2 2.1 67.4 62.1 87.3 82.4 12.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
50 64 40 106 126 184 202
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 689,876
COMMITMENTS
18,572 137,095 135,196 506,533 370,743 660,301 643,034 29,575 46,842
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -10,517)
4,329 2,464 3,536 -23,956 -18,479 -16,091 -12,479 5,574 1,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 19.9 19.6 73.4 53.7 95.7 93.2 4.3 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
15 32 35 39 50 77 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,087
COMMITMENTS
17,274 8,332 136 25,558 38,765 42,967 47,233 10,120 5,854
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 582)
4,046 -182 -682 -2,293 728 1,072 -135 -490 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 15.7 0.3 48.1 73.0 80.9 89.0 19.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 15 5 32 20 62 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,173
COMMITMENTS
34,548 16,664 271 51,115 77,530 85,934 94,465 20,239 11,708
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 1,164)
8,092 -363 -1,363 -4,586 1,456 2,143 -270 -979 1,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 15.7 0.3 48.1 73.0 80.9 89.0 19.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
28 15 5 32 20 62 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,897
COMMITMENTS
11,535 9,979 798 462 2,096 12,795 12,873 102 24
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 307)
221 -284 -15 97 609 303 310 4 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.4 77.4 6.2 3.6 16.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 9 2 1 2 17 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,956
COMMITMENTS
23,931 17,557 0 30,877 36,875 54,808 54,432 148 524
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 1,075)
134 -388 -3 889 1,059 1,020 668 55 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.5 31.9 0.0 56.2 67.1 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 16 0 9 17 15 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,664
COMMITMENTS
21,980 13,083 276 13,245 21,887 35,501 35,246 163 418
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 229)
-977 237 34 1,177 -21 234 250 -5 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.6 36.7 0.8 37.1 61.4 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 17 2 6 17 15 34
Updated February 13, 2015