WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 541,423
COMMITMENTS
127,088 156,363 158,553 219,921 177,126 505,562 492,043 35,861 49,381
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -3,601)
6,530 -6,861 -12,200 2,745 15,793 -2,925 -3,267 -676 -334
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 28.9 29.3 40.6 32.7 93.4 90.9 6.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
118 144 154 107 106 326 321
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 175,302
COMMITMENTS
48,893 42,311 34,036 74,412 69,429 157,341 145,775 17,961 29,527
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,140)
-860 -655 2,682 393 -331 2,215 1,696 925 1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 24.1 19.4 42.4 39.6 89.8 83.2 10.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
50 60 52 67 65 145 151
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,848,632
COMMITMENTS
434,558 215,536 580,587 681,601 729,283 1696746 1525405 151,886 323,227
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -58,152)
-8,800 -34,714 -34,632 -9,439 17,589 -52,871 -51,757 -5,282 -6,396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 11.7 31.4 36.9 39.4 91.8 82.5 8.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 807)
156 228 243 302 364 615 694
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,217
COMMITMENTS
3,746 1,458 1,320 4,504 8,345 9,570 11,123 2,646 1,094
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 735)
-120 244 145 370 416 395 804 340 -70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 11.9 10.8 36.9 68.3 78.3 91.0 21.7 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 7 18 13 40 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 901,622
COMMITMENTS
184,445 155,912 282,941 377,808 304,785 845,194 743,638 56,428 157,984
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -337,713)
3,388 -25,391 -235,970 -99,767 -55,611 -332,348 -316,973 -5,364 -20,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 17.3 31.4 41.9 33.8 93.7 82.5 6.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 678)
145 269 259 178 224 494 602
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 454,475
COMMITMENTS
124,057 73,615 115,817 179,343 232,169 419,217 421,601 35,257 32,874
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -3,421)
-95 -13,484 -1,194 -2,357 16,481 -3,646 1,803 225 -5,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 16.2 25.5 39.5 51.1 92.2 92.8 7.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
106 76 116 86 79 257 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 947,419
COMMITMENTS
92,138 83,912 59,217 614,575 621,432 765,930 764,561 181,489 182,858
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -99,107)
-11,420 -4,546 -30,429 -53,747 -50,581 -95,596 -85,555 -3,511 -13,551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.9 6.3 64.9 65.6 80.8 80.7 19.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
37 30 39 79 88 131 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 511,624
COMMITMENTS
55,368 38,482 6,091 333,690 369,116 395,149 413,689 116,475 97,935
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -5,128)
-1,700 3,110 474 -6,109 -5,674 -7,335 -2,090 2,206 -3,038
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 7.5 1.2 65.2 72.1 77.2 80.9 22.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 11 7 46 47 61 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,793
COMMITMENTS
2,694 326 652 2,930 5,579 6,276 6,557 517 236
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 53)
65 44 30 -48 -8 47 66 6 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.7 4.8 9.6 43.1 82.1 92.4 96.5 7.6 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 3 6 13 15 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 440,510
COMMITMENTS
118,274 44,367 95,501 178,150 263,803 391,924 403,671 48,586 36,839
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 587)
7,730 -11,469 -485 -7,298 13,539 -52 1,585 639 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 10.1 21.7 40.4 59.9 89.0 91.6 11.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
81 64 87 89 92 223 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,425
COMMITMENTS
913 3,900 1,427 6,221 2,964 8,561 8,292 1,865 2,134
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -1,257)
-284 4 -338 -650 -916 -1,272 -1,250 14 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 37.4 13.7 59.7 28.4 82.1 79.5 17.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
14 19 12 22 18 44 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,432,324
COMMITMENTS
344,206 320,163 51,349 927,017 924,512 1322572 1296024 109,752 136,301
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -52,980)
7,027 -29,891 -16,985 -42,356 -7,444 -52,315 -54,321 -665 1,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 22.4 3.6 64.7 64.5 92.3 90.5 7.7 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
50 50 33 100 130 163 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,267,312
COMMITMENTS
420,558 438,993 320,202 2191227 2032065 2931987 2791260 335,325 476,052
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -405,358)
-9,004 -11,718 -179,700 -213,298 -189,634 -402,002 -381,052 -3,356 -24,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 13.4 9.8 67.1 62.2 89.7 85.4 10.3 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
68 88 87 170 194 286 321
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,198,298
COMMITMENTS
358,494 269,401 210,843 1343466 1328239 1912803 1808482 285,495 389,816
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: -112,409)
8,458 -18,069 -65,594 -53,336 -51,233 -110,472 -134,895 -1,937 22,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 12.3 9.6 61.1 60.4 87.0 82.3 13.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
52 57 50 114 139 189 223
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 660,874
COMMITMENTS
5,267 168,758 118,995 498,817 314,009 623,079 601,761 37,795 59,112
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 26,307)
-3,189 19,829 2,028 26,351 9,659 25,190 31,516 1,117 -5,209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.8 25.5 18.0 75.5 47.5 94.3 91.1 5.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
8 41 30 30 41 62 92
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,063
COMMITMENTS
18,189 12,502 1,065 33,641 36,207 52,896 49,774 6,167 9,289
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,666)
3,855 204 158 -2,342 901 1,671 1,263 -5 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 21.2 1.8 57.0 61.3 89.6 84.3 10.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 22 11 37 24 69 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,126
COMMITMENTS
36,379 25,003 2,131 67,282 72,414 105,792 99,548 12,334 18,578
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 3,333)
7,710 407 316 -4,683 1,803 3,343 2,526 -10 807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 21.2 1.8 57.0 61.3 89.6 84.3 10.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 22 11 37 24 69 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,503
COMMITMENTS
11,113 10,825 684 460 982 12,257 12,491 246 12
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,444)
1,394 1,270 60 0 117 1,454 1,447 -10 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.9 86.6 5.5 3.7 7.9 98.0 99.9 2.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 8 2 1 2 13 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,106
COMMITMENTS
4,244 19,698 55 47,644 32,131 51,943 51,884 163 222
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 396)
-422 -1,031 3 819 1,400 400 372 -4 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 37.8 0.1 91.4 61.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
7 17 1 9 16 16 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/28/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,660
COMMITMENTS
7,658 17,043 2,831 41,934 32,467 52,423 52,341 237 319
CHANGES FROM 10/21/14 (CHANGE IN OPEN INTEREST: 1,731)
2,030 110 -8 -363 1,631 1,659 1,733 72 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 32.4 5.4 79.6 61.7 99.5 99.4 0.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 14 1 4 21 15 36
Updated October 31, 2014