WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,921
COMMITMENTS
119,855 180,426 176,638 214,762 141,946 511,256 499,010 37,665 49,911
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,377)
-3,173 -4,033 1,913 -2,388 2,964 -3,649 844 1,272 -3,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 32.9 32.2 39.1 25.9 93.1 90.9 6.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 423)
126 152 158 106 105 331 334
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 175,154
COMMITMENTS
48,271 49,127 31,745 79,420 67,513 159,435 148,385 15,719 26,769
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 4,459)
1,079 1,587 3,290 246 946 4,614 5,823 -155 -1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 28.0 18.1 45.3 38.5 91.0 84.7 9.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
52 51 47 71 66 143 150
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,893,351
COMMITMENTS
458,371 317,684 583,246 688,218 662,873 1729835 1563803 163,516 329,548
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -38,055)
-6,544 10,027 -37,604 -3,067 19,094 -47,215 -8,483 9,160 -29,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.8 30.8 36.3 35.0 91.4 82.6 8.6 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 805)
162 240 222 299 343 604 674
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,176
COMMITMENTS
3,811 1,103 1,160 4,001 7,779 8,972 10,042 2,204 1,135
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 383)
259 -434 252 -195 799 316 616 67 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 9.9 10.4 35.8 69.6 80.3 89.8 19.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
22 5 8 16 13 42 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,232,537
COMMITMENTS
174,508 198,735 500,304 495,488 347,796 1170300 1046836 62,238 185,702
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -7,807)
-5,520 -11,636 4,418 -8,972 5,539 -10,073 -1,679 2,266 -6,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 16.1 40.6 40.2 28.2 95.0 84.9 5.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 742)
161 324 322 175 206 561 655
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,205
COMMITMENTS
19,526 1,223 452 0 4,005 19,978 5,680 2,227 16,525
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 354)
395 -54 -25 0 -1,224 370 -1,303 -16 1,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.9 5.5 2.0 0.0 18.0 90.0 25.6 10.0 74.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
5 4 4 0 12 6 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 435,950
COMMITMENTS
120,743 83,524 101,071 173,275 218,932 395,088 403,526 40,861 32,423
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 4,976)
-1,642 -9,400 689 2,908 13,465 1,955 4,754 3,020 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 19.2 23.2 39.7 50.2 90.6 92.6 9.4 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 306)
99 80 100 86 77 245 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,017,196
COMMITMENTS
143,272 119,829 59,728 628,611 636,406 831,611 815,963 185,584 201,233
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 67,491)
25,146 20,067 2,732 22,640 27,102 50,518 49,901 16,972 17,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 11.8 5.9 61.8 62.6 81.8 80.2 18.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
32 45 46 83 97 142 161
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 527,055
COMMITMENTS
63,647 36,076 6,828 338,201 384,815 408,676 427,719 118,379 99,337
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 6,333)
2,204 -686 1,117 -4,247 5,806 -926 6,237 7,259 95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 6.8 1.3 64.2 73.0 77.5 81.2 22.5 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
13 11 4 45 46 60 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,724
COMMITMENTS
2,767 289 639 2,758 5,470 6,164 6,398 560 326
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 361)
560 33 1 -175 380 386 414 -25 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.2 4.3 9.5 41.0 81.4 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 3 7 12 19 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 445,885
COMMITMENTS
107,712 62,960 101,918 188,823 238,659 398,454 403,537 47,431 42,348
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 1,295)
3,301 539 -640 -6,428 1,912 -3,768 1,811 5,062 -516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 14.1 22.9 42.3 53.5 89.4 90.5 10.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
71 82 88 96 89 225 215
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,752
COMMITMENTS
1,140 4,178 2,705 6,213 2,995 10,058 9,879 1,694 1,873
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -12)
-46 -273 139 109 -9 201 -144 -212 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 35.6 23.0 52.9 25.5 85.6 84.1 14.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
21 20 19 21 16 54 50
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,587,811
COMMITMENTS
356,596 430,164 68,698 1045784 910,146 1471079 1409008 116,732 178,803
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -82,926)
-46,628 -104,794 10,411 -59,122 -15,066 -95,340 -109,449 12,414 26,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 27.1 4.3 65.9 57.3 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
44 61 36 99 120 160 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,277,997
COMMITMENTS
380,083 432,037 345,326 2228175 1966360 2953585 2743724 324,412 534,273
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 38,778)
-57,837 2,780 46,986 20,575 -12,951 9,724 36,815 29,054 1,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.2 10.5 68.0 60.0 90.1 83.7 9.9 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
59 102 97 158 200 281 335
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,335,899
COMMITMENTS
331,222 329,531 156,184 1595856 1446472 2083262 1932186 252,637 403,713
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 9,613)
-17,236 -44,251 15,404 -9,130 25,665 -10,962 -3,182 20,575 12,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 14.1 6.7 68.3 61.9 89.2 82.7 10.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
43 73 52 123 160 192 259
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 591,127
COMMITMENTS
13,407 142,202 125,462 417,945 264,926 556,813 532,591 34,313 58,536
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -12,490)
-2,765 -7,596 334 -6,698 -3,294 -9,129 -10,556 -3,361 -1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 24.1 21.2 70.7 44.8 94.2 90.1 5.8 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
8 39 32 32 44 65 93
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,426
COMMITMENTS
20,584 11,451 904 38,622 47,337 60,111 59,692 8,315 8,734
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -2,569)
-4,265 6 366 1,323 -3,064 -2,576 -2,691 7 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.7 1.3 56.4 69.2 87.8 87.2 12.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 26 9 37 24 68 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,853
COMMITMENTS
41,169 22,902 1,809 77,244 94,673 120,222 119,384 16,631 17,469
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -5,138)
-8,531 12 732 2,646 -6,127 -5,153 -5,383 14 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 16.7 1.3 56.4 69.2 87.8 87.2 12.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
28 26 9 37 24 68 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,571
COMMITMENTS
9,441 9,020 432 460 1,107 10,333 10,559 238 12
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -603)
-680 -517 0 100 -72 -580 -589 -23 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.3 85.3 4.1 4.4 10.5 97.7 99.9 2.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 5 2 1 2 18 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,052
COMMITMENTS
3,153 18,179 198 46,568 31,463 49,919 49,840 133 212
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: -1,375)
447 720 -3 -1,802 -2,055 -1,358 -1,338 -17 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 36.3 0.4 93.0 62.9 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 15 1 10 16 15 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,623
COMMITMENTS
3,843 10,724 3,333 39,229 32,256 46,405 46,313 218 310
CHANGES FROM 09/30/14 (CHANGE IN OPEN INTEREST: 403)
-52 -1,342 100 311 1,648 359 406 44 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 23.0 7.1 84.1 69.2 99.5 99.3 0.5 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
6 17 1 4 23 10 41
Updated October 10, 2014