WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 507,390
COMMITMENTS
115,393 152,443 157,172 194,787 150,375 467,353 459,990 40,037 47,399
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 18,091)
-3,284 7,136 17,154 3,513 -5,391 17,382 18,899 709 -808
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 30.0 31.0 38.4 29.6 92.1 90.7 7.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 418)
140 128 161 109 101 347 313
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 182,277
COMMITMENTS
46,159 61,235 25,814 93,669 71,546 165,643 158,595 16,634 23,682
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 7,294)
2,048 5,935 2,058 3,080 -1,800 7,186 6,193 108 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 33.6 14.2 51.4 39.3 90.9 87.0 9.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
49 51 48 72 62 144 145
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,610,985
COMMITMENTS
353,336 221,264 425,519 691,956 692,573 1470812 1339357 140,173 271,628
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -10,420)
-6,571 15,315 7,180 -5,430 -19,460 -4,821 3,035 -5,599 -13,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 13.7 26.4 43.0 43.0 91.3 83.1 8.7 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 757)
166 187 213 276 327 579 616
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,975
COMMITMENTS
1,219 2,127 1,201 5,503 4,607 7,923 7,934 2,052 2,040
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -774)
322 62 -159 -835 -445 -672 -542 -102 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 21.3 12.0 55.2 46.2 79.4 79.5 20.6 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 8 6 16 12 29 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 896,551
COMMITMENTS
186,324 151,688 288,931 369,595 316,336 844,850 756,954 51,701 139,596
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 11,936)
13,270 -6,353 12,707 -7,448 535 18,529 6,890 -6,593 5,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 16.9 32.2 41.2 35.3 94.2 84.4 5.8 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
167 232 256 176 216 497 566
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 386,889
COMMITMENTS
120,591 54,806 84,839 150,395 222,439 355,825 362,085 31,064 24,804
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -8,118)
16,163 -11,839 -7,863 -16,142 17,803 -7,842 -1,899 -276 -6,219
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 14.2 21.9 38.9 57.5 92.0 93.6 8.0 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
95 79 106 77 81 235 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 486,435
COMMITMENTS
55,197 51,044 40,816 243,372 244,995 339,385 336,855 147,050 149,580
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -151,668)
-9,511 1,471 9,554 -118,007 -125,544 -117,964 -114,520 -33,704 -37,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 10.5 8.4 50.0 50.4 69.8 69.2 30.2 30.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
21 25 30 51 60 88 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 582,093
COMMITMENTS
51,161 86,573 17,754 401,391 388,090 470,306 492,417 111,787 89,676
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -50,142)
4,500 -2,258 -11,937 -32,041 -36,068 -39,478 -50,263 -10,664 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 14.9 3.1 69.0 66.7 80.8 84.6 19.2 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
12 13 12 52 50 71 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,930
COMMITMENTS
1,195 216 739 4,516 5,703 6,450 6,658 480 272
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 157)
31 -13 47 32 185 110 219 47 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 3.1 10.7 65.2 82.3 93.1 96.1 6.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 7 15 18 26 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 392,912
COMMITMENTS
106,492 62,185 76,426 163,111 221,118 346,028 359,729 46,883 33,182
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -16,028)
-9,869 1,822 585 -3,160 -15,686 -12,443 -13,279 -3,584 -2,748
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 15.8 19.5 41.5 56.3 88.1 91.6 11.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
78 84 86 87 83 223 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,539
COMMITMENTS
811 4,773 1,036 5,851 1,814 7,699 7,623 1,840 1,916
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -69)
25 99 -32 150 -113 142 -47 -211 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 50.0 10.9 61.3 19.0 80.7 79.9 19.3 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 26 13 22 14 44 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,413,677
COMMITMENTS
314,170 342,469 65,626 927,892 855,218 1307687 1263313 105,989 150,364
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -197,511)
-2,552 2,712 -6,095 -170,933 -174,155 -179,581 -177,538 -17,930 -19,973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 24.2 4.6 65.6 60.5 92.5 89.4 7.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
48 53 33 101 126 162 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,138,767
COMMITMENTS
329,169 482,201 336,159 2145459 1873802 2810787 2692161 327,979 446,605
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 793)
-9,114 21,053 -25,803 76,492 4,883 41,575 134 -40,782 660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.4 10.7 68.4 59.7 89.6 85.8 10.4 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
63 98 98 168 190 290 327
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,126,094
COMMITMENTS
417,998 427,581 109,145 1380364 1216217 1907507 1752942 218,587 373,152
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -168,896)
29,676 22,924 -18,337 -90,641 -82,347 -79,302 -77,760 -89,594 -91,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 20.1 5.1 64.9 57.2 89.7 82.4 10.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
44 60 49 113 135 185 216
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 669,927
COMMITMENTS
19,516 132,341 153,946 468,346 330,755 641,808 617,041 28,119 52,886
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: -40,108)
-17,504 5,757 -7,625 -14,968 -34,346 -40,097 -36,214 -11 -3,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 19.8 23.0 69.9 49.4 95.8 92.1 4.2 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
19 32 37 37 51 75 105
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,534
COMMITMENTS
21,186 9,031 756 30,341 43,247 52,282 53,034 8,251 7,500
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 454)
1,383 6 -40 1,484 -1,226 2,828 -1,260 -2,373 1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 14.9 1.2 50.1 71.4 86.4 87.6 13.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 18 8 36 25 71 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,067
COMMITMENTS
42,371 18,062 1,512 60,681 86,493 104,564 106,067 16,503 15,000
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 909)
2,766 12 -79 2,969 -2,452 5,655 -2,519 -4,747 3,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 14.9 1.2 50.1 71.4 86.4 87.6 13.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
31 18 8 36 25 71 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,966
COMMITMENTS
12,414 10,790 753 691 2,407 13,858 13,950 108 16
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 1,904)
1,860 952 8 29 961 1,897 1,921 7 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.9 77.3 5.4 4.9 17.2 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 10 2 1 2 15 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 57,559
COMMITMENTS
23,916 16,801 7 33,474 40,528 57,397 57,336 162 223
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 1,400)
397 -981 7 960 2,299 1,364 1,325 36 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.6 29.2 0.0 58.2 70.4 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 17 1 9 18 14 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 37,005
COMMITMENTS
23,978 12,271 51 12,879 24,549 36,908 36,871 97 134
CHANGES FROM 02/24/15 (CHANGE IN OPEN INTEREST: 1,162)
565 -372 28 577 1,825 1,170 1,481 -8 -319
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.8 33.2 0.1 34.8 66.3 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 14 4 6 16 16 32
Updated March 6, 2015