WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 530,928
COMMITMENTS
119,383 139,683 159,880 211,509 178,706 490,771 478,269 40,156 52,659
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -5,077)
-4,104 -3,384 1,833 -7,658 -6,194 -9,929 -7,744 4,852 2,667
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 26.3 30.1 39.8 33.7 92.4 90.1 7.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
121 135 160 102 106 325 319
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 178,990
COMMITMENTS
45,872 45,581 38,109 76,976 65,906 160,956 149,596 18,034 29,394
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 4,688)
-1,767 4,198 3,733 2,032 -3,796 3,997 4,135 691 553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 25.5 21.3 43.0 36.8 89.9 83.6 10.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
51 48 54 65 65 143 149
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,916,672
COMMITMENTS
448,148 166,240 626,281 686,293 793,975 1760723 1586496 155,950 330,176
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 21,202)
-4,249 -24,443 28,665 -14,534 19,392 9,881 23,614 11,321 -2,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 8.7 32.7 35.8 41.4 91.9 82.8 8.1 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 824)
158 234 253 303 373 626 714
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,840
COMMITMENTS
3,604 1,257 1,344 4,414 8,192 9,362 10,793 2,478 1,047
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -190)
-88 -135 119 -272 -143 -241 -159 51 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 10.6 11.3 37.3 69.2 79.1 91.2 20.9 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 8 8 15 12 38 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 899,654
COMMITMENTS
192,723 132,137 286,620 366,213 333,752 845,556 752,509 54,098 147,145
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 6,229)
4,749 -10,078 3,981 -5,591 17,648 3,139 11,550 3,090 -5,322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 14.7 31.9 40.7 37.1 94.0 83.6 6.0 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 686)
150 262 251 172 232 492 590
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 456,232
COMMITMENTS
127,082 72,956 102,213 189,299 247,190 418,593 422,358 37,639 33,874
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -9,509)
-4,910 9,283 -8,610 4,312 -9,492 -9,209 -8,820 -300 -689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 16.0 22.4 41.5 54.2 91.8 92.6 8.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
88 69 95 88 79 230 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 919,515
COMMITMENTS
76,853 80,282 58,292 598,376 599,752 733,521 738,326 185,993 181,189
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -9,192)
-11,719 469 -2,928 608 -216 -14,040 -2,676 4,848 -6,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.7 6.3 65.1 65.2 79.8 80.3 20.2 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
34 32 39 82 89 132 144
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 514,880
COMMITMENTS
60,049 38,352 4,118 335,794 374,266 399,961 416,736 114,919 98,144
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -3,717)
1,706 -861 -1,624 -2,971 -1,881 -2,888 -4,366 -829 649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 7.4 0.8 65.2 72.7 77.7 80.9 22.3 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 10 6 48 47 62 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,917
COMMITMENTS
2,375 303 313 2,672 5,107 5,360 5,723 557 194
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -659)
-321 -16 18 -427 -645 -730 -643 71 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 5.1 5.3 45.2 86.3 90.6 96.7 9.4 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 3 6 16 15 32 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 478,324
COMMITMENTS
137,468 40,255 107,223 178,057 289,592 422,747 437,069 55,577 41,255
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 15,090)
3,714 -3,776 8,123 1,442 9,041 13,279 13,387 1,811 1,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 8.4 22.4 37.2 60.5 88.4 91.4 11.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
100 63 92 91 96 246 214
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,531
COMMITMENTS
791 4,104 1,769 6,407 2,431 8,967 8,304 1,565 2,227
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 191)
40 93 151 227 138 418 382 -227 -191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 39.0 16.8 60.8 23.1 85.1 78.9 14.9 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 22 13 19 17 40 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,447,852
COMMITMENTS
305,509 335,393 69,759 951,544 887,747 1326813 1292899 121,039 154,953
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 78,305)
-4,463 33,299 11,557 54,080 19,343 61,174 64,198 17,131 14,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 23.2 4.8 65.7 61.3 91.6 89.3 8.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
55 53 34 101 124 166 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,405,191
COMMITMENTS
357,048 483,261 341,722 2368202 2099860 3066972 2924842 338,218 480,348
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 19,694)
-40,689 45,431 -3,008 40,720 -60,799 -2,977 -18,376 22,672 38,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 14.2 10.0 69.5 61.7 90.1 85.9 9.9 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
57 98 94 178 198 295 330
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,283,392
COMMITMENTS
340,122 284,155 228,979 1474915 1383493 2044016 1896627 239,376 386,765
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 18,839)
-25,710 2,416 3,245 55,764 8,986 33,299 14,648 -14,460 4,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 12.4 10.0 64.6 60.6 89.5 83.1 10.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
51 64 56 120 146 199 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 690,245
COMMITMENTS
24,103 190,388 116,987 514,845 324,436 655,935 631,811 34,310 58,434
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 26,932)
6,809 17,655 1,596 18,644 7,222 27,048 26,473 -116 460
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 27.6 16.9 74.6 47.0 95.0 91.5 5.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
16 36 31 35 45 69 98
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,497
COMMITMENTS
23,524 10,846 1,754 38,252 47,453 63,530 60,053 7,967 11,444
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,771)
2,708 1,024 171 -872 -386 2,007 810 -236 961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 15.2 2.5 53.5 66.4 88.9 84.0 11.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
25 28 12 37 25 68 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 142,994
COMMITMENTS
47,048 21,693 3,508 76,504 94,906 127,061 120,107 15,933 22,887
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 3,541)
5,416 2,049 342 -1,744 -771 4,013 1,619 -472 1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 15.2 2.5 53.5 66.4 88.9 84.0 11.1 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
25 28 12 37 25 68 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,675
COMMITMENTS
9,428 8,648 631 460 1,374 10,519 10,653 156 22
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -709)
-597 -1,193 -15 -100 499 -712 -709 3 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
88.3 81.0 5.9 4.3 12.9 98.5 99.8 1.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 2 1 2 13 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,455
COMMITMENTS
5,530 19,548 50 44,764 30,702 50,344 50,300 111 155
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: 1,102)
829 405 -5 320 740 1,144 1,140 -42 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 38.7 0.1 88.7 60.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 15 1 13 17 20 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,816
COMMITMENTS
8,145 19,441 2,831 42,659 31,446 53,635 53,718 181 98
CHANGES FROM 11/04/14 (CHANGE IN OPEN INTEREST: -180)
260 173 0 -309 -142 -49 31 -131 -211
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 36.1 5.3 79.3 58.4 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 17 1 5 20 11 38
Updated November 14, 2014