WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 507,512
COMMITMENTS
114,469 111,762 169,962 188,048 179,244 472,478 460,968 35,034 46,545
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 24,721)
-4,588 5,298 20,962 8,713 -2,027 25,087 24,233 -366 489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 22.0 33.5 37.1 35.3 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
131 111 153 103 109 322 303
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 166,060
COMMITMENTS
42,603 33,870 26,898 77,921 79,233 147,423 140,002 18,637 26,058
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 12,812)
-234 6,091 4,882 6,922 2,044 11,570 13,017 1,243 -204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 20.4 16.2 46.9 47.7 88.8 84.3 11.2 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
49 45 49 67 69 138 145
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,716,624
COMMITMENTS
433,185 164,316 444,405 706,656 806,867 1584245 1415588 132,379 301,037
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 31,468)
-1,953 11,618 16,121 16,323 4,271 30,491 32,010 978 -542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 9.6 25.9 41.2 47.0 92.3 82.5 7.7 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783)
162 198 211 288 351 585 643
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 9,378
COMMITMENTS
1,520 1,381 1,221 4,782 4,885 7,523 7,487 1,855 1,891
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 122)
-325 -90 125 767 10 567 45 -445 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 14.7 13.0 51.0 52.1 80.2 79.8 19.8 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 6 6 17 10 30 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 908,821
COMMITMENTS
180,195 167,281 287,308 395,081 314,059 862,583 768,647 46,237 140,173
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 66,450)
-3,547 18,180 44,083 25,612 3,331 66,147 65,594 303 856
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 18.4 31.6 43.5 34.6 94.9 84.6 5.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
160 258 262 171 207 494 577
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 392,546
COMMITMENTS
127,315 49,832 77,750 151,676 237,785 356,741 365,367 35,805 27,179
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,484)
3,370 1,194 644 1,492 5,437 5,506 7,275 979 -791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 12.7 19.8 38.6 60.6 90.9 93.1 9.1 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
112 64 105 85 79 250 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 1,003,534
COMMITMENTS
90,868 82,339 123,576 607,773 619,767 822,217 825,682 181,317 177,852
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 5,602)
1,411 -13,441 22,037 -16,366 -8,549 7,082 47 -1,480 5,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 8.2 12.3 60.6 61.8 81.9 82.3 18.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
37 37 53 80 89 143 153
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 511,819
COMMITMENTS
59,374 73,655 10,194 327,252 339,569 396,820 423,418 114,999 88,401
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,510)
5,158 -1,879 229 -14,242 -7,643 -8,855 -9,293 3,346 3,783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 14.4 2.0 63.9 66.3 77.5 82.7 22.5 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
16 15 11 48 49 70 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 416,650
COMMITMENTS
113,887 66,952 81,836 175,911 227,528 371,634 376,316 45,016 40,334
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 12,929)
-2,150 8,088 3,271 11,750 -1,948 12,872 9,412 57 3,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 16.1 19.6 42.2 54.6 89.2 90.3 10.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
81 91 95 91 89 237 221
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 9,242
COMMITMENTS
755 4,988 510 6,348 1,979 7,613 7,477 1,628 1,765
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 339)
-12 151 137 211 22 336 310 3 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 54.0 5.5 68.7 21.4 82.4 80.9 17.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
11 23 7 18 15 34 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,392,316
COMMITMENTS
293,759 295,329 98,609 901,362 851,047 1293730 1244986 98,586 147,331
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 22,363)
27,990 -3,847 10,780 -13,433 22,722 25,338 29,655 -2,975 -7,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 21.2 7.1 64.7 61.1 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
44 58 38 104 126 164 206
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,694,132
COMMITMENTS
333,252 471,482 532,724 2470908 2239673 3336884 3243879 357,248 450,253
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 162,645)
25,718 -24,049 73,490 36,644 124,099 135,852 173,541 26,794 -10,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 12.8 14.4 66.9 60.6 90.3 87.8 9.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
68 93 96 169 197 291 332
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,106,238
COMMITMENTS
336,747 306,631 184,417 1290787 1250806 1811952 1741854 294,286 364,384
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 32,933)
-18,765 6,592 17,019 11,866 28,551 10,121 52,163 22,812 -19,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 14.6 8.8 61.3 59.4 86.0 82.7 14.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
45 66 55 113 137 190 226
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 735,002
COMMITMENTS
17,523 151,101 149,974 541,788 386,513 709,285 687,589 25,717 47,413
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: 6,039)
-1,602 -17,225 -529 5,799 23,588 3,668 5,834 2,372 206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 20.6 20.4 73.7 52.6 96.5 93.5 3.5 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
16 31 36 45 50 83 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 51,725
COMMITMENTS
13,921 9,277 678 28,684 37,647 43,282 47,603 8,443 4,122
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -5,862)
-3,908 -264 -379 -1,841 -3,592 -6,129 -4,235 267 -1,627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 17.9 1.3 55.5 72.8 83.7 92.0 16.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 15 7 35 21 68 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 103,450
COMMITMENTS
27,841 18,555 1,356 57,367 75,295 86,565 95,206 16,885 8,244
CHANGES FROM 01/13/15 (CHANGE IN OPEN INTEREST: -11,723)
-7,817 -529 -758 -3,683 -7,183 -12,257 -8,470 534 -3,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 17.9 1.3 55.5 72.8 83.7 92.0 16.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
31 15 7 35 21 68 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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