WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 535,012
COMMITMENTS
111,440 136,267 181,983 201,618 170,345 495,041 488,595 39,971 46,417
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -13,707)
2,707 2,951 -13,976 -4,137 -1,271 -15,406 -12,296 1,699 -1,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 25.5 34.0 37.7 31.8 92.5 91.3 7.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
134 114 158 116 108 335 308
WHEAT -SRW CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-001605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 3,309
COMMITMENTS
1,418 1,751 802 953 683 3,173 3,236 136 73
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.9 52.9 24.2 28.8 20.6 95.9 97.8 4.1 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 7 7 4 4 17 13
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 181,391
COMMITMENTS
42,981 47,505 35,866 84,998 74,167 163,845 157,538 17,546 23,853
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -3,467)
693 1,251 -1,627 -2,300 -974 -3,235 -1,350 -233 -2,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 26.2 19.8 46.9 40.9 90.3 86.8 9.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
50 51 57 72 70 152 156
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,778,873
COMMITMENTS
362,857 189,511 494,060 775,141 802,269 1632058 1485839 146,815 293,033
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 10,584)
-15,628 3,645 8,225 18,540 4,469 11,137 16,338 -553 -5,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 10.7 27.8 43.6 45.1 91.7 83.5 8.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
163 203 238 297 340 610 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,525
COMMITMENTS
1,100 1,814 1,642 6,698 5,848 9,440 9,304 2,085 2,221
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 991)
-191 125 246 980 849 1,036 1,221 -44 -230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 15.7 14.2 58.1 50.7 81.9 80.7 18.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
10 8 7 14 11 28 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 950,537
COMMITMENTS
164,186 172,983 309,163 420,281 331,714 893,630 813,860 56,907 136,677
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -44,478)
8,694 -10,444 -28,588 -26,311 -195 -46,206 -39,227 1,727 -5,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.2 32.5 44.2 34.9 94.0 85.6 6.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 654)
181 233 276 176 201 513 567
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 427,947
COMMITMENTS
104,713 68,676 108,347 181,614 219,331 394,674 396,353 33,273 31,594
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -1,714)
5,911 -11,614 -3,646 -4,426 16,688 -2,161 1,429 447 -3,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 16.0 25.3 42.4 51.3 92.2 92.6 7.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
93 85 121 86 87 252 248
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 843,661
COMMITMENTS
80,780 62,870 99,951 490,648 508,691 671,379 671,512 172,282 172,149
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 14,638)
12,083 -14,744 16,048 -10,450 9,728 17,681 11,031 -3,043 3,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 7.5 11.8 58.2 60.3 79.6 79.6 20.4 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
34 35 47 79 86 137 144
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 577,385
COMMITMENTS
48,924 79,945 28,770 380,166 382,145 457,860 490,860 119,525 86,525
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 36,008)
3,465 1,755 11,457 22,689 26,454 37,610 39,666 -1,602 -3,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 13.8 5.0 65.8 66.2 79.3 85.0 20.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 15 13 54 53 76 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,809
COMMITMENTS
1,134 252 707 4,598 5,539 6,439 6,498 370 311
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -64)
-15 29 74 -81 -168 -22 -65 -42 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.7 10.4 67.5 81.3 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 5 8 16 19 29 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 437,877
COMMITMENTS
110,189 65,797 96,961 179,469 239,723 386,619 402,481 51,258 35,396
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 751)
7,630 -2,931 -3,055 -3,939 11,400 636 5,414 115 -4,663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 15.0 22.1 41.0 54.7 88.3 91.9 11.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
93 84 107 93 91 258 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,577
COMMITMENTS
683 4,643 1,659 6,268 2,326 8,611 8,628 1,966 1,948
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -655)
44 -161 -597 -136 77 -689 -682 34 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 43.9 15.7 59.3 22.0 81.4 81.6 18.6 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
12 21 13 24 17 44 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,686,097
COMMITMENTS
335,845 340,853 131,194 1119510 1058587 1586550 1530634 99,547 155,463
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 155,033)
55,114 35,906 12,138 94,495 111,866 161,747 159,910 -6,714 -4,876
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 20.2 7.8 66.4 62.8 94.1 90.8 5.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
43 64 41 108 130 172 214
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,510,074
COMMITMENTS
346,093 471,057 553,987 2249365 2040494 3149446 3065538 360,628 444,536
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 122,168)
-12,702 28,462 68,012 87,993 44,235 143,303 140,709 -21,135 -18,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 13.4 15.8 64.1 58.1 89.7 87.3 10.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
69 101 106 186 210 319 353
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,339,987
COMMITMENTS
370,520 396,178 187,988 1553644 1388735 2112152 1972900 227,834 367,087
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 133,406)
17,428 32,094 29,796 117,618 64,546 164,842 126,436 -31,436 6,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 16.9 8.0 66.4 59.3 90.3 84.3 9.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
46 66 61 126 145 207 237
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 691,535
COMMITMENTS
25,583 131,567 149,403 489,662 363,850 664,648 644,820 26,887 46,715
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -8,987)
6,836 -5,412 5,715 -18,802 -8,766 -6,251 -8,464 -2,736 -523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 19.0 21.6 70.8 52.6 96.1 93.2 3.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
17 34 37 42 51 82 103
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,557
COMMITMENTS
20,955 8,559 880 28,070 45,096 49,906 54,536 10,651 6,021
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 5,321)
3,556 237 71 1,279 5,024 4,907 5,332 414 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 14.1 1.5 46.4 74.5 82.4 90.1 17.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 15 8 33 24 65 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,113
COMMITMENTS
41,910 17,118 1,761 56,140 90,193 99,811 109,071 21,302 12,042
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 10,642)
7,112 475 142 2,559 10,047 9,814 10,664 828 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 14.1 1.5 46.4 74.5 82.4 90.1 17.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 15 8 33 24 65 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,046
COMMITMENTS
10,504 9,755 789 662 1,467 11,955 12,011 91 35
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -851)
-1,031 -224 -9 200 -629 -840 -862 -11 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.2 81.0 6.5 5.5 12.2 99.2 99.7 0.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 9 2 2 2 16 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,991
COMMITMENTS
24,110 17,524 47 31,692 38,265 55,849 55,836 142 155
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,035)
179 -33 47 815 1,390 1,041 1,404 -6 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 31.3 0.1 56.6 68.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 16 1 9 17 19 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,239
COMMITMENTS
23,013 12,876 107 12,954 22,781 36,074 35,764 165 475
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 575)
1,033 -207 -169 -291 894 573 518 2 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.5 35.5 0.3 35.7 62.9 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 16 3 6 16 18 32
Updated February 20, 2015