WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,862
COMMITMENTS
131,903 190,458 72,112 181,644 110,618 385,659 373,188 33,203 45,674
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -4,320)
-6,127 -3,752 1,321 -798 1,356 -5,604 -1,075 1,284 -3,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 45.5 17.2 43.4 26.4 92.1 89.1 7.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
118 131 124 90 93 287 290
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,656
COMMITMENTS
50,706 49,474 18,258 73,785 64,113 142,749 131,845 14,907 25,811
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 6,346)
121 1,626 4,472 1,970 1,543 6,563 7,641 -217 -1,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 31.4 11.6 46.8 40.7 90.5 83.6 9.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
48 53 41 63 64 131 144
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,297,802
COMMITMENTS
457,378 370,865 166,741 547,908 514,810 1172027 1052416 125,775 245,386
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 12,635)
-11,521 -1,140 721 17,020 21,722 6,220 21,303 6,415 -8,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 28.6 12.8 42.2 39.7 90.3 81.1 9.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
146 198 155 229 304 480 571
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,433
COMMITMENTS
3,890 1,389 55 3,451 6,925 7,396 8,369 2,037 1,064
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 279)
179 -241 43 -18 663 204 465 75 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 14.7 0.6 36.6 73.4 78.4 88.7 21.6 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 5 4 13 13 37 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 782,571
COMMITMENTS
215,309 231,480 133,154 382,423 270,318 730,886 634,952 51,685 147,619
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 7,912)
-7 -8,202 12,461 -7,636 5,967 4,818 10,226 3,094 -2,314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 29.6 17.0 48.9 34.5 93.4 81.1 6.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
150 264 207 142 191 427 568
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,205
COMMITMENTS
19,526 1,223 452 0 4,005 19,978 5,680 2,227 16,525
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 354)
395 -54 -25 0 -1,224 370 -1,303 -16 1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.9 5.5 2.0 0.0 18.0 90.0 25.6 10.0 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 4 0 12 6 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 379,661
COMMITMENTS
127,885 82,127 62,144 149,698 203,712 339,727 347,983 39,934 31,678
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 1,784)
-1,115 -9,495 -1,078 1,090 12,167 -1,103 1,594 2,887 190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 21.6 16.4 39.4 53.7 89.5 91.7 10.5 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
100 76 95 79 66 233 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 898,894
COMMITMENTS
147,620 127,883 9,509 568,640 583,918 725,769 721,310 173,125 177,584
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 29,648)
28,591 21,440 -10,999 -2,998 10,038 14,594 20,479 15,054 9,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 14.2 1.1 63.3 65.0 80.7 80.2 19.3 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
32 39 20 68 86 108 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 517,065
COMMITMENTS
63,647 36,076 6,828 333,724 380,086 404,199 422,990 112,866 94,075
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 2,491)
2,204 -686 1,117 -5,837 3,912 -2,516 4,343 5,007 -1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 7.0 1.3 64.5 73.5 78.2 81.8 21.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 11 4 45 46 60 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,724
COMMITMENTS
2,767 289 639 2,758 5,470 6,164 6,398 560 326
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 361)
560 33 1 -175 380 386 414 -25 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.2 4.3 9.5 41.0 81.4 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 3 7 12 19 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 359,477
COMMITMENTS
111,695 65,638 44,786 157,819 209,394 314,300 319,818 45,177 39,659
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 8,448)
4,246 4,790 1,398 -1,912 1,930 3,732 8,118 4,716 330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 18.3 12.5 43.9 58.2 87.4 89.0 12.6 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
68 79 78 90 77 214 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,928
COMMITMENTS
1,170 4,351 2,228 5,870 2,556 9,268 9,135 1,660 1,793
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -21)
-59 -269 136 115 -21 192 -154 -213 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 39.8 20.4 53.7 23.4 84.8 83.6 15.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
17 22 17 19 13 50 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,514,157
COMMITMENTS
357,946 436,784 27,778 1012946 871,841 1398670 1336403 115,487 177,754
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -97,848)
-46,446 -105,986 7,310 -71,002 -26,004 -110,138 -124,680 12,290 26,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 28.8 1.8 66.9 57.6 92.4 88.3 7.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
42 59 23 92 119 143 193
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,708,628
COMMITMENTS
403,809 496,138 49,590 1956090 1668668 2409489 2214396 299,139 494,232
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -22,401)
-46,069 33,755 -2,748 -2,508 -52,511 -51,325 -21,504 28,924 -897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 18.3 1.8 72.2 61.6 89.0 81.8 11.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
49 105 51 117 183 204 301
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,079,846
COMMITMENTS
323,501 338,889 39,989 1477630 1312594 1841120 1691472 238,726 388,374
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -15,995)
-9,865 -24,914 3,100 -25,423 -7,206 -32,188 -29,020 16,193 13,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.3 1.9 71.0 63.1 88.5 81.3 11.5 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
39 70 28 102 144 156 227
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 588,877
COMMITMENTS
13,407 142,944 124,033 417,580 264,337 555,020 531,314 33,857 57,563
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -12,033)
-2,731 -7,669 599 -6,632 -3,179 -8,764 -10,249 -3,269 -1,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 24.3 21.1 70.9 44.9 94.3 90.2 5.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
8 38 30 32 44 63 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,136
COMMITMENTS
20,033 11,448 229 37,747 45,888 58,009 57,564 8,127 8,572
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -3,065)
-4,430 6 176 1,252 -3,350 -3,002 -3,168 -63 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 17.3 0.3 57.1 69.4 87.7 87.0 12.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 27 5 35 21 63 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,272
COMMITMENTS
40,066 22,895 458 75,494 91,775 116,018 115,128 16,254 17,144
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -6,129)
-8,859 12 352 2,503 -6,700 -6,004 -6,336 -125 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 17.3 0.3 57.1 69.4 87.7 87.0 12.3 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 27 5 35 21 63 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,571
COMMITMENTS
9,441 9,020 432 460 1,107 10,333 10,559 238 12
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -603)
-680 -517 0 100 -72 -580 -589 -23 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.3 85.3 4.1 4.4 10.5 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 5 2 1 2 18 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,052
COMMITMENTS
3,153 18,179 198 46,568 31,463 49,919 49,840 133 212
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,375)
447 720 -3 -1,802 -2,055 -1,358 -1,338 -17 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 36.3 0.4 93.0 62.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 15 1 10 16 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,623
COMMITMENTS
3,843 10,724 3,333 39,229 32,256 46,405 46,313 218 310
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 403)
-52 -1,342 100 311 1,648 359 406 44 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 23.0 7.1 84.1 69.2 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 17 1 4 23 10 41
Updated October 10, 2014