WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,583
COMMITMENTS
110,683 159,011 159,242 226,457 171,254 496,382 489,507 45,201 52,077
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -9,617)
-2,421 -8,373 -6,039 -2,466 4,238 -10,926 -10,174 1,309 557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 29.4 29.4 41.8 31.6 91.7 90.4 8.3 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
127 134 150 108 105 321 317
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,844
COMMITMENTS
44,752 37,118 22,361 72,082 69,170 139,195 128,649 18,649 29,195
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,319)
-2,442 -1,210 2,423 -2,067 -3,140 -2,086 -1,928 767 609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 23.5 14.2 45.7 43.8 88.2 81.5 11.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
43 51 48 68 69 141 144
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,008,552
COMMITMENTS
457,262 330,511 625,262 764,749 721,756 1847273 1677530 161,279 331,022
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -15,545)
917 6,812 -12,350 -4,394 -2,948 -15,827 -8,485 282 -7,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 16.5 31.1 38.1 35.9 92.0 83.5 8.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 819)
188 228 252 301 334 642 683
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,796
COMMITMENTS
6,278 4,793 2,601 3,330 4,039 12,210 11,434 586 1,362
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -1,629)
-682 -461 -602 -409 -644 -1,693 -1,707 64 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.1 37.5 20.3 26.0 31.6 95.4 89.4 4.6 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 10 8 7 19 19
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,439
COMMITMENTS
3,085 804 924 3,084 6,352 7,094 8,080 2,345 1,358
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 703)
435 216 19 265 361 718 597 -15 107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 8.5 9.8 32.7 67.3 75.2 85.6 24.8 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
18 4 7 17 12 38 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 976,948
COMMITMENTS
181,662 179,059 337,246 405,991 311,569 924,900 827,874 52,048 149,074
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 20,637)
1,199 -7,948 11,419 7,831 12,814 20,449 16,285 188 4,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.3 34.5 41.6 31.9 94.7 84.7 5.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 703)
183 267 273 150 217 512 595
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,011
COMMITMENTS
17,103 719 378 0 5,359 17,481 6,456 3,530 14,555
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 726)
624 166 337 0 46 961 549 -235 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.4 3.4 1.8 0.0 25.5 83.2 30.7 16.8 69.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 4 0 15 5 23
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 389,769
COMMITMENTS
107,928 104,124 75,369 171,401 171,969 354,698 351,462 35,071 38,307
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 19,879)
543 6,130 14,009 6,230 2,303 20,782 22,442 -903 -2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 26.7 19.3 44.0 44.1 91.0 90.2 9.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
93 86 80 86 73 223 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 956,907
COMMITMENTS
108,838 82,805 60,120 596,776 614,640 765,735 757,565 191,173 199,342
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 74,389)
13,802 -4,802 677 50,702 71,126 65,181 67,002 9,208 7,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 8.7 6.3 62.4 64.2 80.0 79.2 20.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
32 36 39 82 94 137 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 495,786
COMMITMENTS
53,920 33,690 4,356 336,111 355,250 394,387 393,296 101,399 102,490
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 401)
2,072 798 -1,797 16 -1,261 292 -2,259 109 2,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 6.8 0.9 67.8 71.7 79.5 79.3 20.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
11 11 7 46 48 61 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,411
COMMITMENTS
1,921 478 545 3,317 5,136 5,783 6,159 628 252
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -29)
136 14 11 -139 -1 8 24 -37 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 7.5 8.5 51.7 80.1 90.2 96.1 9.8 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 4 5 16 17 31 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 377,825
COMMITMENTS
96,668 49,128 78,537 156,289 217,397 331,494 345,062 46,331 32,763
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 7,737)
2,244 -8,832 7,923 -3,649 7,829 6,518 6,919 1,219 818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.0 20.8 41.4 57.5 87.7 91.3 12.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
82 59 79 88 97 214 199
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,801
COMMITMENTS
923 3,507 1,797 6,022 3,567 8,742 8,871 2,059 1,930
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -107)
45 361 -660 346 183 -268 -115 161 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 32.5 16.6 55.8 33.0 80.9 82.1 19.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
16 21 14 21 18 45 49
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,388,843
COMMITMENTS
337,288 245,179 66,182 869,833 946,149 1273303 1257510 115,539 131,333
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 19,261)
-3,342 -8,085 14,312 -6,534 24,978 4,436 31,205 14,825 -11,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 17.7 4.8 62.6 68.1 91.7 90.5 8.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
47 41 34 92 142 148 208
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,468,064
COMMITMENTS
427,727 423,983 394,574 2294092 2119215 3116394 2937773 351,670 530,292
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 162,666)
14,152 4,251 61,893 41,429 91,062 117,474 157,205 45,192 5,461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 12.2 11.4 66.1 61.1 89.9 84.7 10.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
62 99 86 172 209 289 339
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,460,767
COMMITMENTS
367,293 326,864 216,600 1611751 1508013 2195644 2051477 265,124 409,290
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 36,213)
59,645 22,525 29,475 -41,540 -46,118 47,581 5,882 -11,368 30,331
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 13.3 8.8 65.5 61.3 89.2 83.4 10.8 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
44 74 55 128 149 210 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 493,901
COMMITMENTS
17,895 123,823 108,439 337,085 205,153 463,419 437,414 30,482 56,487
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 32,474)
-64 2,749 11,130 19,978 14,902 31,044 28,781 1,430 3,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.6 25.1 22.0 68.2 41.5 93.8 88.6 6.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
12 31 25 36 41 64 82
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,074
COMMITMENTS
13,142 16,746 872 34,768 32,859 48,782 50,477 8,292 6,597
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -3,366)
-2,692 1,621 -480 136 -4,788 -3,036 -3,647 -329 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 29.3 1.5 60.9 57.6 85.5 88.4 14.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 26 10 46 19 76 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 114,148
COMMITMENTS
26,285 33,492 1,744 69,536 65,718 97,564 100,954 16,583 13,194
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: -6,731)
-5,385 3,243 -960 273 -9,576 -6,072 -7,293 -659 562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 29.3 1.5 60.9 57.6 85.5 88.4 14.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 26 10 46 19 76 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,468
COMMITMENTS
9,890 11,193 736 1,774 528 12,400 12,457 68 11
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 450)
954 -58 222 -577 280 599 444 -149 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.3 89.8 5.9 14.2 4.2 99.5 99.9 0.5 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 4 3 3 1 20 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,398
COMMITMENTS
7,809 20,945 343 47,202 33,935 55,354 55,223 44 175
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 1,562)
632 1,209 -91 1,055 445 1,596 1,563 -34 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 37.8 0.6 85.2 61.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
3 15 1 13 17 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/12/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,755
COMMITMENTS
1,354 14,737 2,467 35,827 22,291 39,648 39,495 107 260
CHANGES FROM 08/05/14 (CHANGE IN OPEN INTEREST: 2,414)
-1,261 2,091 198 3,453 122 2,390 2,411 24 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 37.1 6.2 90.1 56.1 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 16 1 6 18 13 35
Updated August 15, 2014