WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,005
COMMITMENTS
123,487 143,066 158,047 219,167 184,900 500,701 486,014 35,304 49,991
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -5,418)
-3,601 -13,297 -506 -754 7,774 -4,862 -6,029 -557 611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 26.7 29.5 40.9 34.5 93.4 90.7 6.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
117 141 159 107 104 330 322
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 174,302
COMMITMENTS
47,639 41,383 34,376 74,944 69,702 156,959 145,460 17,343 28,842
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -1,000)
-1,255 -928 341 532 272 -382 -315 -618 -685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 23.7 19.7 43.0 40.0 90.0 83.5 10.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
44 60 56 70 69 151 157
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,895,470
COMMITMENTS
452,397 190,683 597,617 700,827 774,582 1750841 1562882 144,628 332,588
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 46,837)
17,839 -24,853 17,030 19,226 45,300 54,096 37,477 -7,258 9,361
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 10.1 31.5 37.0 40.9 92.4 82.5 7.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 832)
168 231 249 305 371 628 717
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,030
COMMITMENTS
3,692 1,391 1,225 4,686 8,336 9,603 10,952 2,427 1,078
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -187)
-54 -66 -95 182 -10 33 -171 -219 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 11.6 10.2 39.0 69.3 79.8 91.0 20.2 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
19 5 7 16 14 38 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 893,426
COMMITMENTS
187,974 142,215 282,640 371,804 316,104 842,418 740,959 51,008 152,467
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -8,196)
3,528 -13,697 -301 -6,004 11,319 -2,776 -2,679 -5,420 -5,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 15.9 31.6 41.6 35.4 94.3 82.9 5.7 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 675)
156 249 241 175 235 477 587
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 465,741
COMMITMENTS
131,992 63,673 110,823 184,987 256,682 427,802 431,178 37,939 34,563
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 11,267)
7,935 -9,942 -4,994 5,644 24,513 8,585 9,577 2,682 1,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 13.7 23.8 39.7 55.1 91.9 92.6 8.1 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
101 67 103 84 81 243 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 928,707
COMMITMENTS
88,573 79,814 61,220 597,769 599,968 747,562 741,002 181,145 187,705
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -18,712)
-3,565 -4,098 2,003 -16,807 -21,464 -18,368 -23,559 -344 4,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 8.6 6.6 64.4 64.6 80.5 79.8 19.5 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
37 32 42 82 87 138 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 518,597
COMMITMENTS
58,343 39,213 5,742 338,765 376,147 402,850 421,102 115,747 97,495
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 6,973)
2,975 731 -349 5,075 7,031 7,701 7,413 -728 -439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 7.6 1.1 65.3 72.5 77.7 81.2 22.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
11 11 7 49 45 64 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,576
COMMITMENTS
2,696 319 295 3,099 5,752 6,090 6,366 486 210
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -217)
2 -7 -357 169 173 -186 -191 -31 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.0 4.9 4.5 47.1 87.5 92.6 96.8 7.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 3 5 15 17 32 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 463,234
COMMITMENTS
133,754 44,031 99,100 176,614 280,552 409,468 423,683 53,766 39,552
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 22,724)
15,480 -336 3,599 -1,535 16,748 17,544 20,011 5,180 2,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 9.5 21.4 38.1 60.6 88.4 91.5 11.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
88 66 84 89 95 233 202
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,341
COMMITMENTS
751 4,012 1,618 6,179 2,293 8,549 7,923 1,792 2,418
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -84)
-162 111 191 -41 -672 -12 -369 -72 284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 38.8 15.7 59.8 22.2 82.7 76.6 17.3 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
12 18 13 21 16 41 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,369,547
COMMITMENTS
309,972 302,094 58,202 897,464 868,404 1265639 1228700 103,908 140,847
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -62,777)
-34,234 -18,069 6,853 -29,552 -56,108 -56,934 -67,324 -5,844 4,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 22.1 4.2 65.5 63.4 92.4 89.7 7.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
48 54 36 94 124 158 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,385,496
COMMITMENTS
397,738 437,830 344,730 2327482 2160659 3069950 2943218 315,547 442,278
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 118,184)
-22,820 -1,163 24,528 136,255 128,593 137,963 151,958 -19,778 -33,773
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 12.9 10.2 68.7 63.8 90.7 86.9 9.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
61 89 86 178 200 291 323
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,264,553
COMMITMENTS
365,832 281,739 225,734 1419151 1374507 2010717 1881979 253,836 382,574
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 66,255)
7,338 12,338 14,891 75,685 46,268 97,914 73,497 -31,659 -7,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 12.4 10.0 62.7 60.7 88.8 83.1 11.2 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
54 60 50 122 143 199 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 663,313
COMMITMENTS
17,294 172,733 115,392 496,201 317,214 628,887 605,339 34,426 57,974
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 2,439)
12,027 3,975 -3,603 -2,616 3,206 5,808 3,577 -3,369 -1,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 26.0 17.4 74.8 47.8 94.8 91.3 5.2 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 99)
14 36 31 32 42 65 94
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,727
COMMITMENTS
20,816 9,822 1,583 39,124 47,839 61,524 59,244 8,203 10,483
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 10,664)
2,627 -2,680 518 5,483 11,632 8,628 9,470 2,036 1,194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.1 2.3 56.1 68.6 88.2 85.0 11.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
27 23 13 39 27 72 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 139,453
COMMITMENTS
41,633 19,644 3,167 78,248 95,677 123,047 118,487 16,406 20,966
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 21,328)
5,254 -5,360 1,036 10,966 23,263 17,256 18,940 4,072 2,388
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 14.1 2.3 56.1 68.6 88.2 85.0 11.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
27 23 13 39 27 72 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,384
COMMITMENTS
10,025 9,841 646 560 875 11,231 11,362 153 22
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -1,119)
-1,088 -984 -38 100 -107 -1,026 -1,129 -93 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.1 86.4 5.7 4.9 7.7 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 8 2 2 2 14 11
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,353
COMMITMENTS
4,701 19,143 55 44,444 29,962 49,200 49,160 153 193
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: -2,753)
457 -555 0 -3,200 -2,169 -2,743 -2,724 -10 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 38.8 0.1 90.1 60.7 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 16 1 12 16 20 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,996
COMMITMENTS
7,885 19,268 2,831 42,968 31,588 53,684 53,687 312 309
CHANGES FROM 10/28/14 (CHANGE IN OPEN INTEREST: 1,336)
227 2,225 0 1,034 -879 1,261 1,346 75 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 35.7 5.2 79.6 58.5 99.4 99.4 0.6 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 17 1 4 20 12 38
Updated November 7, 2014