WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,509
COMMITMENTS
132,129 184,102 70,227 181,706 114,362 384,062 368,691 34,447 49,818
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -353)
226 -6,356 -1,885 62 3,744 -1,597 -4,497 1,244 4,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 44.0 16.8 43.4 27.3 91.8 88.1 8.2 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
106 128 114 89 90 273 273
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 155,622
COMMITMENTS
50,865 47,734 17,551 71,292 63,177 139,708 128,462 15,914 27,160
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -2,034)
159 -1,740 -707 -2,493 -936 -3,041 -3,383 1,007 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 30.7 11.3 45.8 40.6 89.8 82.5 10.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
47 53 41 64 65 133 142
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,298,144
COMMITMENTS
445,281 341,514 179,762 552,368 525,054 1177411 1046330 120,733 251,814
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 342)
-12,097 -29,351 13,021 4,460 10,244 5,384 -6,086 -5,042 6,428
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 26.3 13.8 42.6 40.4 90.7 80.6 9.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
146 188 166 232 308 489 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,665
COMMITMENTS
4,032 1,601 63 3,528 6,988 7,623 8,652 2,042 1,013
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 232)
142 212 8 77 63 227 283 5 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 16.6 0.7 36.5 72.3 78.9 89.5 21.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
21 7 4 13 13 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 811,524
COMMITMENTS
227,108 234,196 147,977 385,843 284,968 760,928 667,141 50,596 144,383
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 28,953)
11,799 2,716 14,823 3,420 14,650 30,042 32,189 -1,089 -3,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 28.9 18.2 47.5 35.1 93.8 82.2 6.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 682)
158 265 220 150 197 444 580
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 392,966
COMMITMENTS
130,634 83,252 72,117 155,736 206,174 358,487 361,543 34,479 31,423
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 13,305)
2,749 1,125 9,973 6,038 2,462 18,760 13,560 -5,455 -255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.2 21.2 18.4 39.6 52.5 91.2 92.0 8.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
104 83 113 79 67 249 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 901,517
COMMITMENTS
135,887 129,065 14,099 567,607 572,660 717,593 715,824 183,924 185,693
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 2,623)
-11,733 1,182 4,590 -1,033 -11,258 -8,176 -5,486 10,799 8,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 14.3 1.6 63.0 63.5 79.6 79.4 20.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
29 43 25 64 78 107 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 515,126
COMMITMENTS
65,387 39,761 5,700 331,460 376,305 402,547 421,766 112,579 93,360
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -1,939)
1,740 3,685 -1,128 -2,264 -3,781 -1,652 -1,224 -287 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 7.7 1.1 64.3 73.1 78.1 81.9 21.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 11 4 45 47 59 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,775
COMMITMENTS
2,863 299 654 2,742 5,523 6,259 6,476 516 299
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 51)
96 10 15 -16 53 95 78 -44 -27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.3 4.4 9.7 40.5 81.5 92.4 95.6 7.6 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 4 6 14 19 31 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 369,514
COMMITMENTS
112,628 64,164 44,648 168,057 224,560 325,333 333,372 44,181 36,142
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 10,037)
933 -1,474 -138 10,238 15,166 11,033 13,554 -996 -3,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 17.4 12.1 45.5 60.8 88.0 90.2 12.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
74 80 75 85 82 211 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,185
COMMITMENTS
1,167 4,232 2,304 6,013 2,832 9,484 9,368 1,701 1,817
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 257)
-3 -119 76 143 276 216 233 41 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 37.8 20.6 53.8 25.3 84.8 83.8 15.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
17 22 16 20 14 50 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,432,246
COMMITMENTS
365,249 353,862 15,701 939,928 908,007 1320878 1277570 111,368 154,676
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -81,911)
7,303 -82,922 -12,077 -73,018 36,166 -77,792 -58,833 -4,119 -23,078
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.5 24.7 1.1 65.6 63.4 92.2 89.2 7.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
38 58 20 92 125 138 195
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,801,826
COMMITMENTS
419,942 543,110 58,060 2035298 1703292 2513300 2304462 288,526 497,364
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 93,198)
16,133 46,972 8,470 79,208 34,624 103,811 90,066 -10,613 3,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 19.4 2.1 72.6 60.8 89.7 82.2 10.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
55 104 62 128 182 229 302
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,055
COMMITMENTS
328,623 338,872 47,909 1463134 1325159 1839666 1711940 247,389 375,115
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 7,209)
5,122 -17 7,920 -14,496 12,565 -1,454 20,468 8,663 -13,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 16.2 2.3 70.1 63.5 88.1 82.0 11.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
42 63 35 103 136 165 214
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 618,670
COMMITMENTS
14,649 149,427 125,265 441,806 284,850 581,720 559,542 36,950 59,128
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 29,793)
1,242 6,483 1,232 24,226 20,513 26,700 28,228 3,093 1,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 24.2 20.2 71.4 46.0 94.0 90.4 6.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 37 30 30 43 61 94
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,234
COMMITMENTS
17,437 11,603 83 33,830 40,156 51,350 51,842 7,884 7,392
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -6,903)
-2,596 156 -146 -3,917 -5,732 -6,659 -5,722 -244 -1,181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 19.6 0.1 57.1 67.8 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 26 6 34 21 65 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,467
COMMITMENTS
34,874 23,206 166 67,660 80,312 102,700 103,684 15,767 14,783
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: -13,805)
-5,192 311 -292 -7,834 -11,463 -13,318 -11,444 -487 -2,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 19.6 0.1 57.1 67.8 86.7 87.5 13.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
27 26 6 34 21 65 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,245
COMMITMENTS
9,985 9,539 552 460 1,142 10,997 11,233 248 12
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 674)
544 519 120 0 35 664 674 10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
88.8 84.8 4.9 4.1 10.2 97.8 99.9 2.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 7 2 1 2 16 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,450
COMMITMENTS
4,164 19,919 155 47,004 31,084 51,323 51,158 127 292
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 1,398)
1,011 1,740 -43 436 -379 1,404 1,318 -6 80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 38.7 0.3 91.4 60.4 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 17 1 11 17 16 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,206
COMMITMENTS
6,731 11,813 3,348 39,928 34,700 50,007 49,861 199 345
CHANGES FROM 10/07/14 (CHANGE IN OPEN INTEREST: 3,583)
2,888 1,089 15 699 2,444 3,602 3,548 -19 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 23.5 6.7 79.5 69.1 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 14 1 5 24 13 39
Updated October 17, 2014