WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 544,748
COMMITMENTS
114,169 164,635 175,825 215,846 155,817 505,841 496,277 38,907 48,471
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 37,358)
-1,224 12,192 18,653 21,059 5,442 38,488 36,286 -1,130 1,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 30.2 32.3 39.6 28.6 92.9 91.1 7.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
138 135 163 117 106 343 330
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 179,418
COMMITMENTS
47,906 61,968 25,739 89,073 67,026 162,718 154,732 16,700 24,686
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,858)
1,747 733 -76 -4,596 -4,520 -2,925 -3,862 66 1,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 34.5 14.3 49.6 37.4 90.7 86.2 9.3 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
44 58 52 71 64 147 148
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,642,332
COMMITMENTS
344,752 235,982 438,154 719,551 697,307 1502457 1371442 139,875 270,890
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 31,347)
-8,584 14,717 12,634 27,595 4,734 31,645 32,086 -298 -738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 14.4 26.7 43.8 42.5 91.5 83.5 8.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 765)
171 194 213 285 330 590 623
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,405
COMMITMENTS
1,669 2,495 1,073 5,542 4,945 8,285 8,513 2,120 1,892
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 430)
450 368 -127 39 338 362 579 68 -148
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 24.0 10.3 53.3 47.5 79.6 81.8 20.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 10 6 16 13 29 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 913,568
COMMITMENTS
170,948 159,335 289,703 402,151 328,323 862,802 777,361 50,766 136,207
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 17,017)
-15,377 7,647 772 32,557 11,988 17,952 20,407 -935 -3,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 17.4 31.7 44.0 35.9 94.4 85.1 5.6 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
167 237 258 176 210 496 564
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 396,328
COMMITMENTS
113,998 77,673 88,417 163,068 200,883 365,483 366,973 30,844 29,355
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 9,439)
-6,593 22,866 3,578 12,674 -21,556 9,658 4,888 -220 4,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 19.6 22.3 41.1 50.7 92.2 92.6 7.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
93 93 107 82 80 237 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 472,082
COMMITMENTS
47,022 38,014 37,417 240,133 236,964 324,571 312,394 147,511 159,688
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -14,352)
-8,175 -13,031 -3,399 -3,239 -8,031 -14,813 -24,461 461 10,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 8.1 7.9 50.9 50.2 68.8 66.2 31.2 33.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 118)
23 21 30 56 65 93 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 588,335
COMMITMENTS
53,168 92,783 13,254 407,582 391,289 474,004 497,326 114,331 91,009
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 6,242)
2,007 6,210 -4,500 6,191 3,199 3,698 4,909 2,544 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 15.8 2.3 69.3 66.5 80.6 84.5 19.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
12 15 11 55 47 74 66
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,295
COMMITMENTS
1,214 116 783 4,885 6,123 6,882 7,022 413 273
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 365)
19 -100 44 369 420 432 364 -67 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 1.6 10.7 67.0 83.9 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 2 6 18 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 400,841
COMMITMENTS
110,530 63,864 78,466 164,941 230,620 353,938 372,950 46,903 27,891
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 7,930)
4,039 1,679 2,041 1,830 9,501 7,909 13,221 20 -5,291
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 15.9 19.6 41.1 57.5 88.3 93.0 11.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
82 87 93 91 82 240 205
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,472
COMMITMENTS
775 4,859 918 5,897 1,749 7,590 7,525 1,882 1,947
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -67)
-36 86 -119 46 -65 -109 -98 42 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 51.3 9.7 62.3 18.5 80.1 79.4 19.9 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 23 9 22 14 41 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,405,362
COMMITMENTS
336,538 334,283 61,206 898,613 858,175 1296358 1253665 109,004 151,697
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -8,315)
22,369 -8,186 -4,420 -29,279 2,957 -11,329 -9,648 3,015 1,334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 23.8 4.4 63.9 61.1 92.2 89.2 7.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
42 61 35 97 128 157 206
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,179,476
COMMITMENTS
345,918 519,112 321,772 2195675 1879355 2863365 2720239 316,111 459,237
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 40,709)
16,749 36,911 -14,387 50,216 5,553 52,578 28,078 -11,868 12,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 16.3 10.1 69.1 59.1 90.1 85.6 9.9 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
64 100 97 173 187 296 325
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,149,464
COMMITMENTS
435,752 410,667 98,661 1397308 1272210 1931720 1781537 217,744 367,927
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 23,370)
17,754 -16,914 -10,484 16,944 55,993 24,214 28,595 -843 -5,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 19.1 4.6 65.0 59.2 89.9 82.9 10.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
45 62 49 121 136 192 221
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 735,673
COMMITMENTS
17,705 129,814 196,562 495,773 359,100 710,040 685,476 25,634 50,198
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 65,746)
-1,812 -2,526 42,616 27,427 28,345 68,232 68,434 -2,485 -2,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 17.6 26.7 67.4 48.8 96.5 93.2 3.5 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
20 31 36 41 57 77 111
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,839
COMMITMENTS
17,951 9,107 1,167 30,831 39,729 49,949 50,003 7,890 7,837
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -2,694)
-3,234 76 411 490 -3,518 -2,333 -3,031 -361 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 15.7 2.0 53.3 68.7 86.4 86.5 13.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 18 10 35 22 71 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,678
COMMITMENTS
35,903 18,215 2,333 61,662 79,457 99,897 100,005 15,781 15,673
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: -5,389)
-6,468 152 821 980 -7,036 -4,667 -6,062 -722 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 15.7 2.0 53.3 68.7 86.4 86.5 13.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 18 10 35 22 71 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,250
COMMITMENTS
12,686 12,807 752 691 678 14,129 14,237 121 13
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 284)
272 2,017 -1 0 -1,729 271 287 13 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.0 89.9 5.3 4.8 4.8 99.2 99.9 0.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 11 3 1 1 16 13
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 62,446
COMMITMENTS
25,771 17,752 8,412 28,157 36,122 62,340 62,286 106 160
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 4,887)
1,855 951 8,405 -5,317 -4,406 4,943 4,950 -56 -63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 28.4 13.5 45.1 57.8 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 17 2 8 17 14 36
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,579
COMMITMENTS
24,122 11,966 4,128 12,214 24,375 40,464 40,469 115 110
CHANGES FROM 03/03/15 (CHANGE IN OPEN INTEREST: 3,574)
144 -305 4,077 -665 -174 3,556 3,598 18 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.4 29.5 10.2 30.1 60.1 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
8 14 2 6 16 15 31
Updated March 13, 2015