WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 477,441
COMMITMENTS
125,789 110,535 137,772 178,082 186,267 441,643 434,575 35,798 42,866
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 5,095)
-4,294 3,500 7,556 -712 -7,821 2,549 3,235 2,546 1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 23.2 28.9 37.3 39.0 92.5 91.0 7.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
125 110 134 96 109 299 290
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 147,266
COMMITMENTS
44,527 25,613 20,123 64,746 77,708 129,396 123,444 17,870 23,822
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 439)
-917 754 -415 1,305 -527 -28 -188 466 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 17.4 13.7 44.0 52.8 87.9 83.8 12.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
48 46 49 62 72 137 147
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,633,720
COMMITMENTS
436,179 129,180 403,619 659,940 814,718 1499739 1347518 133,981 286,202
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 49,545)
3,653 16,121 20,784 29,172 5,520 53,609 42,425 -4,064 7,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 7.9 24.7 40.4 49.9 91.8 82.5 8.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
173 172 201 284 361 576 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 8,917
COMMITMENTS
2,092 1,225 780 3,793 5,408 6,665 7,413 2,252 1,504
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -439)
-224 -298 10 -374 -197 -588 -484 149 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 13.7 8.8 42.5 60.6 74.7 83.1 25.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 4 6 15 10 30 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 803,171
COMMITMENTS
187,731 130,314 225,960 342,232 311,869 755,923 668,143 47,248 135,028
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 16,053)
2,744 -2,246 9,902 4,128 8,631 16,774 16,288 -721 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 16.2 28.1 42.6 38.8 94.1 83.2 5.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 626)
143 238 234 163 204 463 534
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 385,769
COMMITMENTS
119,679 58,774 76,477 157,621 222,951 353,776 358,201 31,993 27,568
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 1,385)
1,174 -2,846 2,285 905 3,180 4,364 2,619 -2,979 -1,234
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 15.2 19.8 40.9 57.8 91.7 92.9 8.3 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
107 61 102 81 68 241 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,004,844
COMMITMENTS
90,009 110,810 78,048 648,559 640,535 816,616 829,392 188,228 175,451
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 51,311)
6,709 7,365 31,094 2,893 2,166 40,696 40,625 10,615 10,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.0 7.8 64.5 63.7 81.3 82.5 18.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
37 31 41 78 83 133 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 525,371
COMMITMENTS
63,631 73,354 8,350 337,128 358,571 409,109 440,274 116,262 85,097
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 453)
3,658 10,196 -171 -3,579 -6,176 -92 3,849 545 -3,395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 14.0 1.6 64.2 68.3 77.9 83.8 22.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 16 10 49 50 69 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 394,898
COMMITMENTS
120,565 50,025 74,385 151,299 236,946 346,248 361,356 48,650 33,542
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,687)
-5,309 -1,274 3,192 -1,700 -8,072 -3,818 -6,154 -1,869 467
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 12.7 18.8 38.3 60.0 87.7 91.5 12.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
88 75 88 92 91 238 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 9,283
COMMITMENTS
787 4,531 527 6,138 2,509 7,452 7,567 1,830 1,716
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -451)
-39 352 -336 9 -269 -366 -253 -85 -198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 48.8 5.7 66.1 27.0 80.3 81.5 19.7 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 19 6 18 17 33 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,346,626
COMMITMENTS
258,223 311,506 70,231 923,513 812,311 1251968 1194048 94,658 152,578
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 35,627)
-1,278 11,017 15,257 17,263 8,121 31,242 34,395 4,384 1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 23.1 5.2 68.6 60.3 93.0 88.7 7.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
44 58 35 97 121 155 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,336,722
COMMITMENTS
270,145 520,308 393,432 2348931 1973950 3012508 2887690 324,214 449,032
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: 251,184)
2,728 -14,651 123,600 101,209 144,723 227,536 253,671 23,648 -2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 15.6 11.8 70.4 59.2 90.3 86.5 9.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 366)
58 94 89 155 188 268 316
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,997,746
COMMITMENTS
342,078 303,373 150,679 1234003 1161104 1726760 1615156 270,985 382,590
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -5,045)
22,419 18,828 7,044 -65,413 -26,579 -35,950 -707 30,905 -4,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 15.2 7.5 61.8 58.1 86.4 80.8 13.6 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
49 71 61 107 135 193 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 685,786
COMMITMENTS
23,717 148,844 145,016 491,604 338,073 660,337 631,933 25,449 53,853
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -66,514)
-18,021 -26,866 -10,213 -40,948 -33,650 -69,182 -70,729 2,668 4,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 21.7 21.1 71.7 49.3 96.3 92.1 3.7 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
10 34 35 39 45 75 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 58,327
COMMITMENTS
19,674 10,054 850 29,357 41,802 49,880 52,706 8,447 5,621
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -587)
2,000 220 153 -2,283 -638 -130 -266 -457 -321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 17.2 1.5 50.3 71.7 85.5 90.4 14.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 20 9 36 23 70 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 116,655
COMMITMENTS
39,348 20,108 1,700 58,713 83,605 99,761 105,413 16,894 11,242
CHANGES FROM 12/30/14 (CHANGE IN OPEN INTEREST: -1,174)
4,001 440 305 -4,566 -1,276 -261 -531 -913 -642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 17.2 1.5 50.3 71.7 85.5 90.4 14.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 20 9 36 23 70 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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