WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 489,298
COMMITMENTS
118,678 145,307 140,018 191,274 155,766 449,970 441,091 39,328 48,208
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -45,713)
7,238 9,040 -41,965 -10,343 -14,579 -45,070 -47,504 -643 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 29.7 28.6 39.1 31.8 92.0 90.1 8.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
143 122 160 112 105 347 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 174,983
COMMITMENTS
44,111 55,300 23,756 90,589 73,346 158,457 152,402 16,526 22,581
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -6,409)
1,130 7,795 -12,110 5,591 -821 -5,389 -5,136 -1,020 -1,272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 31.6 13.6 51.8 41.9 90.6 87.1 9.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
45 53 53 68 65 142 151
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,621,404
COMMITMENTS
359,908 205,950 418,339 697,386 712,033 1475633 1336322 145,772 285,082
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -157,469)
-2,950 16,439 -75,721 -77,755 -90,236 -156,425 -149,518 -1,043 -7,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 12.7 25.8 43.0 43.9 91.0 82.4 9.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
174 172 220 285 333 591 626
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,749
COMMITMENTS
897 2,065 1,360 6,338 5,052 8,595 8,476 2,154 2,272
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -777)
-203 251 -283 -360 -796 -845 -828 69 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 19.2 12.6 59.0 47.0 80.0 78.9 20.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
9 9 6 15 11 28 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 884,614
COMMITMENTS
173,054 158,041 276,224 377,042 315,800 826,320 750,065 58,294 134,549
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -65,922)
8,868 -14,942 -32,940 -43,238 -15,913 -67,310 -63,795 1,387 -2,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 17.9 31.2 42.6 35.7 93.4 84.8 6.6 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 648)
165 226 259 182 214 511 553
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 395,007
COMMITMENTS
104,428 66,645 92,703 166,537 204,636 363,667 363,984 31,340 31,023
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -32,940)
-285 -2,030 -15,644 -15,077 -14,694 -31,007 -32,369 -1,933 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 16.9 23.5 42.2 51.8 92.1 92.1 7.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
94 78 114 86 83 246 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 638,103
COMMITMENTS
64,708 49,573 31,262 361,379 370,539 457,349 451,375 180,754 186,728
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -205,558)
-16,073 -13,296 -68,689 -129,269 -138,152 -214,030 -220,137 8,472 14,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 7.8 4.9 56.6 58.1 71.7 70.7 28.3 29.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 130)
29 21 28 61 68 98 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,234
COMMITMENTS
46,661 88,832 29,691 433,432 424,158 509,784 542,680 122,451 89,554
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 54,850)
-2,263 8,887 921 53,266 42,013 51,924 51,820 2,926 3,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 14.1 4.7 68.6 67.1 80.6 85.8 19.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 15 12 56 54 75 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,773
COMMITMENTS
1,164 229 692 4,484 5,518 6,340 6,439 433 334
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -36)
30 -23 -15 -114 -21 -99 -59 63 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.4 10.2 66.2 81.5 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 4 8 16 19 29 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 408,939
COMMITMENTS
116,360 60,363 75,841 166,270 236,804 358,472 373,008 50,467 35,931
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -28,938)
6,171 -5,434 -21,120 -13,198 -2,919 -28,147 -29,473 -790 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 14.8 18.5 40.7 57.9 87.7 91.2 12.3 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
93 70 92 92 88 241 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,608
COMMITMENTS
786 4,674 1,069 5,702 1,927 7,556 7,670 2,052 1,939
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -968)
103 31 -591 -567 -399 -1,054 -959 86 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 48.6 11.1 59.3 20.1 78.6 79.8 21.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 25 12 22 14 42 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,611,188
COMMITMENTS
316,722 339,757 71,721 1098825 1029372 1487268 1440850 123,920 170,337
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -74,909)
-19,124 -1,096 -59,473 -20,685 -29,215 -99,282 -89,784 24,373 14,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 21.1 4.5 68.2 63.9 92.3 89.4 7.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
40 59 38 99 132 161 208
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,137,973
COMMITMENTS
338,284 461,148 361,961 2068967 1868919 2769212 2692028 368,762 445,946
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -372,101)
-7,809 -9,909 -192,026 -180,399 -171,575 -380,234 -373,510 8,133 1,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 14.7 11.5 65.9 59.6 88.2 85.8 11.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
63 93 102 171 193 292 330
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,294,990
COMMITMENTS
388,322 404,657 127,482 1471004 1298564 1986808 1830702 308,181 464,287
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -44,997)
17,802 8,479 -60,506 -82,640 -90,172 -125,344 -142,198 80,347 97,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 17.6 5.6 64.1 56.6 86.6 79.8 13.4 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
41 60 50 113 134 186 212
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 710,035
COMMITMENTS
37,020 126,584 161,570 483,314 365,100 681,905 653,255 28,130 56,781
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 18,500)
11,437 -4,983 12,167 -6,348 1,250 17,257 8,434 1,243 10,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 17.8 22.8 68.1 51.4 96.0 92.0 4.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
22 29 39 42 51 84 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,079
COMMITMENTS
19,802 9,025 796 28,856 44,472 49,455 54,293 10,625 5,786
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -477)
-1,153 466 -85 786 -624 -451 -242 -26 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 15.0 1.3 48.0 74.0 82.3 90.4 17.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 16 9 36 26 69 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,158
COMMITMENTS
39,605 18,050 1,591 57,713 88,945 98,909 108,586 21,249 11,572
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -955)
-2,305 933 -169 1,572 -1,248 -902 -485 -53 -470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 15.0 1.3 48.0 74.0 82.3 90.4 17.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 16 9 36 26 69 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,062
COMMITMENTS
10,554 9,838 745 662 1,446 11,961 12,029 101 33
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 16)
50 83 -44 0 -21 6 18 10 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.5 81.6 6.2 5.5 12.0 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 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,159
COMMITMENTS
23,519 17,782 0 32,514 38,229 56,033 56,011 126 148
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 168)
-591 258 -47 822 -36 184 175 -16 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.9 31.7 0.0 57.9 68.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 17 0 9 16 15 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,843
COMMITMENTS
23,413 12,643 23 12,302 22,724 35,738 35,390 105 453
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -396)
400 -233 -84 -652 -57 -336 -374 -60 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.3 35.3 0.1 34.3 63.4 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 17 2 6 16 15 34
Updated February 27, 2015