WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 371,977
COMMITMENTS
131,999 118,465 49,476 160,033 166,060 341,508 334,001 30,469 37,976
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -2,849)
-7,028 1,334 1,582 3,040 -5,016 -2,406 -2,100 -443 -749
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.5 31.8 13.3 43.0 44.6 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
111 104 109 86 100 262 263
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 130,717
COMMITMENTS
45,385 26,313 9,676 58,836 72,838 113,897 108,827 16,820 21,890
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 1,355)
-1,453 266 1,557 1,004 -475 1,108 1,348 247 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 20.1 7.4 45.0 55.7 87.1 83.3 12.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
49 46 43 59 73 135 141
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,229,915
COMMITMENTS
426,316 139,560 144,844 549,546 711,629 1120706 996,033 109,209 233,882
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 2,492)
-3,019 -18,594 213 6,206 18,833 3,400 452 -908 2,040
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.3 11.8 44.7 57.9 91.1 81.0 8.9 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
161 135 144 199 331 450 541
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,165
COMMITMENTS
2,560 1,515 116 3,517 5,136 6,193 6,767 1,972 1,398
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -86)
-112 10 -22 -112 -125 -246 -137 160 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 18.6 1.4 43.1 62.9 75.8 82.9 24.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 6 13 9 29 16
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 606,663
COMMITMENTS
184,774 154,549 75,966 303,438 256,968 564,178 487,483 42,485 119,180
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -53,403)
-1,754 -12,016 -23,060 -23,317 -19,263 -48,131 -54,339 -5,272 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 25.5 12.5 50.0 42.4 93.0 80.4 7.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 569)
117 197 172 133 184 374 469
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,184
COMMITMENTS
121,381 61,405 57,032 146,538 212,546 324,951 330,983 34,233 28,201
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 3,982)
7,090 -4,351 -2,752 -1,585 13,575 2,753 6,472 1,229 -2,490
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 17.1 15.9 40.8 59.2 90.5 92.1 9.5 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
100 64 96 72 59 226 188
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 877,411
COMMITMENTS
82,324 112,645 9,801 615,989 599,530 708,114 721,976 169,297 155,435
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -5,561)
-7,301 -8,932 -853 -6,139 3,520 -14,293 -6,265 8,732 704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 12.8 1.1 70.2 68.3 80.7 82.3 19.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
26 32 17 67 78 100 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 523,482
COMMITMENTS
59,973 63,158 8,521 340,554 364,615 409,048 436,294 114,434 87,188
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -2,826)
-586 1,616 -102 -1,388 -1,047 -2,076 467 -750 -3,293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 12.1 1.6 65.1 69.7 78.1 83.3 21.9 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 15 10 51 51 71 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,689
COMMITMENTS
1,892 182 433 2,861 4,835 5,186 5,450 503 239
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 48)
-8 -16 -21 114 53 85 16 -37 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 3.2 7.6 50.3 85.0 91.2 95.8 8.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 4 8 13 16 32 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 342,536
COMMITMENTS
126,688 48,073 34,395 134,279 229,471 295,362 311,939 47,174 30,597
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -14,483)
1,971 -6,918 -904 -13,281 -5,447 -12,214 -13,269 -2,269 -1,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 14.0 10.0 39.2 67.0 86.2 91.1 13.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
84 68 72 83 86 217 191
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,434
COMMITMENTS
899 4,177 713 5,964 2,717 7,576 7,607 1,858 1,827
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -88)
-196 -10 -69 231 -9 -34 -88 -54 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 44.3 7.6 63.2 28.8 80.3 80.6 19.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 18 6 16 16 32 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,243,240
COMMITMENTS
262,168 306,051 15,730 875,439 770,863 1153337 1092644 89,903 150,596
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 6,646)
2,428 -576 -2,256 7,588 7,804 7,760 4,972 -1,114 1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 24.6 1.3 70.4 62.0 92.8 87.9 7.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
40 55 22 95 121 144 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,606,841
COMMITMENTS
281,715 542,997 38,552 2004701 1596102 2324968 2177651 281,873 429,190
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 21,254)
7,583 32,949 -3,653 5,657 -17,249 9,587 12,047 11,667 9,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 20.8 1.5 76.9 61.2 89.2 83.5 10.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
50 92 36 126 158 202 260
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,833,644
COMMITMENTS
316,837 304,777 41,284 1242770 1116810 1600891 1462871 232,753 370,773
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -4,976)
-16,735 -11,729 -4,711 26,772 -22,424 5,326 -38,864 -10,302 33,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 16.6 2.3 67.8 60.9 87.3 79.8 12.7 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
40 67 27 98 122 157 197
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 749,504
COMMITMENTS
41,691 176,871 153,265 532,195 370,507 727,151 700,643 22,353 48,861
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 8,659)
595 3,486 3,988 3,503 1,225 8,086 8,699 573 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 23.6 20.4 71.0 49.4 97.0 93.5 3.0 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 32 34 41 50 78 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,954
COMMITMENTS
17,687 9,701 76 30,392 41,371 48,155 51,147 8,799 5,807
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 3,599)
3,274 62 9 141 3,279 3,423 3,350 176 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 17.0 0.1 53.4 72.6 84.6 89.8 15.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 19 2 32 25 60 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,907
COMMITMENTS
35,374 19,401 152 60,783 82,741 96,309 102,294 17,598 11,613
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 7,197)
6,547 124 17 281 6,558 6,845 6,699 352 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 17.0 0.1 53.4 72.6 84.6 89.8 15.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
27 19 2 32 25 60 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,046
COMMITMENTS
8,536 8,699 660 762 678 9,958 10,037 88 9
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 584)
312 507 76 177 0 565 583 19 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
85.0 86.6 6.6 7.6 6.7 99.1 99.9 0.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 7 2 2 1 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,245
COMMITMENTS
21,357 23,047 4 29,736 28,058 51,097 51,109 148 136
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: 421)
-397 388 0 801 18 404 406 17 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 45.0 0.0 58.0 54.8 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 18 1 8 13 15 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,485
COMMITMENTS
18,522 11,818 192 13,645 20,416 32,359 32,426 126 59
CHANGES FROM 12/23/14 (CHANGE IN OPEN INTEREST: -3)
-1,406 -335 176 1,237 156 7 -3 -10 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.0 36.4 0.6 42.0 62.8 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 17 2 6 18 14 37
Updated January 2, 2015