WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 551,297
COMMITMENTS
123,028 184,459 174,725 217,151 138,982 514,904 498,166 36,393 53,131
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -3,695)
6,363 2,559 -6,165 -3,500 451 -3,303 -3,155 -393 -540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 33.5 31.7 39.4 25.2 93.4 90.4 6.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 428)
132 152 155 109 108 328 341
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 170,695
COMMITMENTS
47,191 47,540 28,455 79,174 66,567 154,821 142,563 15,874 28,132
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 746)
2,129 1,328 327 -2,472 -1,769 -16 -114 763 860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 27.9 16.7 46.4 39.0 90.7 83.5 9.3 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
49 56 49 70 67 145 151
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,931,406
COMMITMENTS
464,915 307,657 620,850 691,285 643,778 1777050 1572286 154,356 359,121
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -38,114)
13,873 4,838 -50,660 -2,809 3,971 -39,596 -41,852 1,482 3,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 15.9 32.1 35.8 33.3 92.0 81.4 8.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 797)
196 205 225 284 328 603 656
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,793
COMMITMENTS
3,553 1,537 908 4,196 6,981 8,656 9,425 2,137 1,368
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -215)
33 150 84 -159 -344 -43 -110 -173 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 14.2 8.4 38.9 64.7 80.2 87.3 19.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 6 6 16 11 41 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,240,345
COMMITMENTS
180,027 210,372 495,886 504,460 342,257 1180373 1048515 59,972 191,830
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 26,615)
1,392 -5,914 20,817 3,841 8,543 26,050 23,446 565 3,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 17.0 40.0 40.7 27.6 95.2 84.5 4.8 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748)
179 313 307 168 216 548 654
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,851
COMMITMENTS
19,131 1,277 477 0 5,229 19,608 6,983 2,243 14,868
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -828)
336 -45 -73 0 -470 263 -588 -1,091 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.6 5.8 2.2 0.0 23.9 89.7 32.0 10.3 68.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 5 4 0 13 6 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 430,974
COMMITMENTS
122,385 92,924 100,381 170,367 205,467 393,133 398,772 37,841 32,202
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -19,712)
2,151 -3,321 -10,011 -11,704 -3,492 -19,564 -16,824 -148 -2,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 21.6 23.3 39.5 47.7 91.2 92.5 8.8 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
97 92 102 84 79 242 229
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 949,705
COMMITMENTS
118,126 99,763 56,996 605,971 609,303 781,093 766,062 168,612 183,643
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -18,377)
4,471 -1,156 -3,985 -13,628 -16,571 -13,143 -21,712 -5,234 3,335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 10.5 6.0 63.8 64.2 82.2 80.7 17.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
37 40 48 85 89 148 151
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 520,723
COMMITMENTS
61,443 36,762 5,711 342,448 379,008 409,602 421,481 111,120 99,241
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 13,575)
5,649 1,517 762 1,510 9,356 7,921 11,635 5,654 1,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 7.1 1.1 65.8 72.8 78.7 80.9 21.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
13 11 5 45 45 61 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,363
COMMITMENTS
2,207 256 638 2,933 5,090 5,778 5,984 585 379
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -20)
435 0 -52 -274 -46 109 -98 -129 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 4.0 10.0 46.1 80.0 90.8 94.0 9.2 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
17 3 6 14 20 32 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 444,590
COMMITMENTS
104,412 62,420 102,558 195,251 236,748 402,221 401,726 42,369 42,864
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 7,859)
1,330 834 3,235 3,580 2,856 8,145 6,925 -286 934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 14.0 23.1 43.9 53.3 90.5 90.4 9.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
71 74 88 93 89 220 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,763
COMMITMENTS
1,186 4,451 2,566 6,104 3,005 9,857 10,022 1,907 1,741
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,824)
182 -22 1,318 71 576 1,570 1,872 254 -47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 37.8 21.8 51.9 25.5 83.8 85.2 16.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 24 19 20 16 51 52
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,670,737
COMMITMENTS
403,225 534,958 58,288 1104907 925,212 1566419 1518458 104,318 152,280
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -78,575)
-3,928 -27,029 -10,414 -62,098 -38,714 -76,439 -76,156 -2,135 -2,418
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 32.0 3.5 66.1 55.4 93.8 90.9 6.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
44 64 32 93 119 149 203
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,239,218
COMMITMENTS
437,921 429,256 298,340 2207600 1979312 2943860 2706908 295,358 532,310
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 9,248)
-32,101 18,379 -26,951 55,208 22,357 -3,845 13,785 13,093 -4,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 13.3 9.2 68.2 61.1 90.9 83.6 9.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
54 101 90 152 191 268 320
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,326,286
COMMITMENTS
348,458 373,782 140,779 1604986 1420807 2094224 1935368 232,062 390,918
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -98,987)
-24,311 78 -51,014 -28,346 -62,147 -103,671 -113,083 4,684 14,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 16.1 6.1 69.0 61.1 90.0 83.2 10.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
38 83 53 124 154 195 257
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 603,617
COMMITMENTS
16,172 149,798 125,128 424,643 268,221 565,942 543,147 37,675 60,470
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 17,327)
763 -12,545 7,784 8,855 21,200 17,403 16,440 -76 888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 24.8 20.7 70.3 44.4 93.8 90.0 6.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
8 39 30 35 44 67 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 70,996
COMMITMENTS
24,850 11,445 538 37,299 50,400 62,687 62,384 8,308 8,612
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,604)
2,224 -3,098 -90 -926 3,748 1,208 560 396 1,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 16.1 0.8 52.5 71.0 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 26 9 36 27 75 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 141,991
COMMITMENTS
49,699 22,890 1,077 74,599 100,800 125,375 124,767 16,616 17,224
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 3,207)
4,447 -6,196 -179 -1,853 7,496 2,415 1,121 792 2,087
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.0 16.1 0.8 52.5 71.0 88.3 87.9 11.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 26 9 36 27 75 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,174
COMMITMENTS
10,121 9,537 432 360 1,179 10,913 11,148 261 26
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 443)
474 -41 -43 0 501 431 417 12 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
90.6 85.3 3.9 3.2 10.6 97.7 99.8 2.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 6 2 1 2 18 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,427
COMMITMENTS
2,706 17,459 201 48,370 33,518 51,277 51,178 150 249
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: -97)
895 1,086 -8 -1,008 -1,180 -121 -102 24 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 33.9 0.4 94.1 65.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
5 15 1 11 17 16 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/30/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,220
COMMITMENTS
3,895 12,066 3,233 38,918 30,608 46,046 45,907 174 313
CHANGES FROM 09/23/14 (CHANGE IN OPEN INTEREST: 1,014)
-2,175 2,187 -50 3,206 -1,119 981 1,018 33 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 26.1 7.0 84.2 66.2 99.6 99.3 0.4 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 20 1 4 22 7 43
Updated October 3, 2014