WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 488,155
COMMITMENTS
111,546 162,847 136,925 203,458 136,628 451,929 436,399 36,225 51,756
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 20,345)
-1,449 6,217 19,512 6,421 -6,135 24,485 19,595 -4,140 750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 33.4 28.0 41.7 28.0 92.6 89.4 7.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 406)
116 142 144 109 106 315 318
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 150,265
COMMITMENTS
46,378 41,781 18,910 69,236 64,201 134,524 124,893 15,741 25,372
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 4,889)
1,093 1,180 2,308 1,569 2,440 4,969 5,928 -81 -1,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 27.8 12.6 46.1 42.7 89.5 83.1 10.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
47 52 48 64 66 138 143
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,831,840
COMMITMENTS
455,159 312,447 556,997 673,565 618,778 1685721 1488222 146,119 343,618
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 96,017)
-4,349 -1,937 74,912 21,889 8,648 92,451 81,622 3,566 14,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 17.1 30.4 36.8 33.8 92.0 81.2 8.0 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 796)
187 215 227 277 331 589 662
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,109
COMMITMENTS
3,288 862 1,070 3,086 6,988 7,445 8,921 2,665 1,189
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -707)
-154 84 -97 -626 -694 -878 -708 170 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 8.5 10.6 30.5 69.1 73.6 88.2 26.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
19 5 7 15 11 38 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,062,781
COMMITMENTS
178,880 210,765 369,724 457,449 316,515 1006053 897,004 56,728 165,777
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 80,219)
-6,482 4,921 57,563 28,702 14,981 79,783 77,465 436 2,754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 19.8 34.8 43.0 29.8 94.7 84.4 5.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
170 289 277 162 214 515 609
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,624
COMMITMENTS
18,438 1,393 810 0 5,311 19,248 7,514 3,376 15,110
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 634)
579 352 210 0 -266 789 296 -155 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.5 6.2 3.6 0.0 23.5 85.1 33.2 14.9 66.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
5 7 4 0 14 6 24
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 432,643
COMMITMENTS
113,429 108,364 94,438 186,782 194,480 394,649 397,282 37,994 35,361
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 13,990)
1,565 2,486 7,275 5,065 5,685 13,904 15,446 86 -1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 25.0 21.8 43.2 45.0 91.2 91.8 8.8 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
98 95 96 88 75 243 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 950,645
COMMITMENTS
103,524 84,229 61,263 598,272 613,834 763,058 759,326 187,587 191,320
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -47,440)
-4,578 -11,355 -11,715 -33,228 -21,462 -49,521 -44,532 2,081 -2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 8.9 6.4 62.9 64.6 80.3 79.9 19.7 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
34 36 48 92 95 151 155
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 513,904
COMMITMENTS
57,055 37,004 4,970 348,357 376,746 410,382 418,720 103,522 95,183
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -30,229)
3,437 -1,044 -1,713 -29,077 -22,686 -27,353 -25,443 -2,877 -4,786
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.2 1.0 67.8 73.3 79.9 81.5 20.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
10 10 5 48 48 61 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,507
COMMITMENTS
1,767 358 544 3,403 5,269 5,714 6,171 793 336
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 194)
-97 44 -94 316 180 125 130 69 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 5.5 8.4 52.3 81.0 87.8 94.8 12.2 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
14 3 6 17 16 33 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 409,544
COMMITMENTS
104,809 55,069 83,948 173,378 234,546 362,135 373,563 47,408 35,981
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 8,138)
-9,451 2,624 8,318 9,018 -5,850 7,886 5,092 253 3,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.4 20.5 42.3 57.3 88.4 91.2 11.6 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
86 67 89 92 93 231 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,918
COMMITMENTS
959 4,319 1,062 6,193 2,691 8,213 8,072 1,705 1,846
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 409)
-24 136 233 51 -185 260 183 149 226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 43.6 10.7 62.4 27.1 82.8 81.4 17.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 21 10 22 18 43 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,447,857
COMMITMENTS
337,671 337,957 52,174 953,493 899,411 1343338 1289542 104,519 158,314
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 32,146)
-30,516 28,714 -14,453 87,778 8,208 42,809 22,469 -10,662 9,678
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 23.3 3.6 65.9 62.1 92.8 89.1 7.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
48 41 30 94 125 151 187
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,368,870
COMMITMENTS
436,472 430,068 390,373 2216027 2009560 3042872 2830002 325,998 538,868
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 118,304)
68,634 14,855 31,962 46,705 44,775 147,301 91,593 -28,997 26,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 12.8 11.6 65.8 59.7 90.3 84.0 9.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
59 92 94 161 195 279 322
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,445,701
COMMITMENTS
439,912 346,958 223,319 1534318 1492977 2197549 2063255 248,152 382,447
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 7,995)
35,331 28,487 4,832 -23,684 -12,082 16,479 21,236 -8,484 -13,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 14.2 9.1 62.7 61.0 89.9 84.4 10.1 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
46 66 50 127 147 197 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 525,855
COMMITMENTS
20,421 140,668 119,993 353,177 216,902 493,590 477,563 32,265 48,293
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 12,625)
1,836 9,611 -3,509 13,013 10,296 11,340 16,399 1,284 -3,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 26.8 22.8 67.2 41.2 93.9 90.8 6.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
14 37 28 35 42 67 91
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,976
COMMITMENTS
18,775 13,275 2,323 37,530 42,012 58,629 57,609 8,347 9,366
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -9)
-1,280 -430 682 1,051 -567 452 -316 -462 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 19.8 3.5 56.0 62.7 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 30 13 40 31 79 67
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,951
COMMITMENTS
37,550 26,549 4,646 75,061 84,024 117,257 115,219 16,694 18,733
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: -19)
-2,561 -860 1,364 2,102 -1,135 905 -631 -923 613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 19.8 3.5 56.0 62.7 87.5 86.0 12.5 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
32 30 13 40 31 79 67
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,048
COMMITMENTS
8,503 12,580 937 4,482 528 13,922 14,045 126 3
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 195)
-119 91 104 212 0 197 195 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.5 89.6 6.7 31.9 3.8 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 6 4 2 1 20 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 61,687
COMMITMENTS
3,702 17,303 292 57,606 43,878 61,600 61,473 87 214
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 3,064)
-2,936 -4,522 -2,052 8,045 9,616 3,057 3,042 7 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 28.0 0.5 93.4 71.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
4 16 1 13 20 17 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,328
COMMITMENTS
2,209 13,737 2,887 48,043 36,434 53,139 53,058 189 270
CHANGES FROM 09/02/14 (CHANGE IN OPEN INTEREST: 7,358)
37 -3,999 182 7,067 11,212 7,286 7,395 72 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.1 25.8 5.4 90.1 68.3 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 18 1 8 23 11 42
Updated September 12, 2014