WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 426,786
COMMITMENTS
115,013 123,057 96,278 182,493 160,583 393,784 379,919 33,002 46,867
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -106,448)
-5,988 -2,918 -64,192 -31,616 -37,468 -101,796 -104,578 -4,652 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 28.8 22.6 42.8 37.6 92.3 89.0 7.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
109 128 127 104 101 299 288
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 154,109
COMMITMENTS
42,279 39,355 23,443 72,557 67,347 138,279 130,145 15,830 23,964
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -13,708)
502 -1,072 -9,400 -4,431 -1,677 -13,329 -12,149 -378 -1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 25.5 15.2 47.1 43.7 89.7 84.4 10.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
50 40 50 66 67 140 142
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,546,770
COMMITMENTS
442,406 150,871 357,092 603,196 736,376 1402694 1244339 144,076 302,431
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -369,558)
-13,216 -16,310 -251,432 -95,790 -83,546 -360,438 -351,288 -9,119 -18,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 9.8 23.1 39.0 47.6 90.7 80.4 9.3 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
152 182 210 296 357 584 640
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,525
COMMITMENTS
2,939 1,263 620 3,602 6,534 7,162 8,416 2,363 1,109
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -2,515)
-622 -159 -661 -1,280 -1,810 -2,562 -2,630 47 115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 13.3 6.5 37.8 68.6 75.2 88.4 24.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 5 15 11 30 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 892,505
COMMITMENTS
180,904 129,343 271,843 385,008 344,767 837,755 745,954 54,749 146,551
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -23,594)
545 751 -23,279 -2,264 -2,086 -24,999 -24,614 1,405 1,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 14.5 30.5 43.1 38.6 93.9 83.6 6.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
138 247 249 172 221 474 578
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,617
COMMITMENTS
127,794 68,653 76,399 164,529 230,070 368,722 375,121 38,895 32,496
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -50,542)
2,279 -8,044 -34,344 -21,099 -7,452 -53,164 -49,840 2,622 -702
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 16.8 18.7 40.4 56.4 90.5 92.0 9.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
101 59 97 86 74 236 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,039,399
COMMITMENTS
119,069 82,668 84,950 593,773 640,080 797,793 807,698 241,606 231,701
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 125,612)
19,214 5,797 28,635 18,526 37,596 66,375 72,028 59,237 53,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 8.0 8.2 57.1 61.6 76.8 77.7 23.2 22.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
37 25 33 73 74 125 118
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 588,119
COMMITMENTS
60,614 46,794 20,791 360,332 410,052 441,737 477,637 146,381 110,481
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 53,704)
-7,620 3,613 16,338 17,707 18,512 26,425 38,462 27,279 15,241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 8.0 3.5 61.3 69.7 75.1 81.2 24.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
13 14 12 49 49 70 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,260
COMMITMENTS
1,822 359 417 2,455 4,297 4,694 5,073 566 187
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -507)
-447 11 -5 -27 -432 -479 -426 -28 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 6.8 7.9 46.7 81.7 89.2 96.4 10.8 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 5 10 14 13 33 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 444,135
COMMITMENTS
127,316 46,143 84,534 175,730 274,725 387,581 405,402 56,554 38,732
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -33,185)
-133 2,046 -26,466 -8,358 -6,559 -34,957 -30,980 1,772 -2,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 10.4 19.0 39.6 61.9 87.3 91.3 12.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
89 66 85 87 93 235 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,315
COMMITMENTS
727 4,311 1,664 6,292 2,529 8,683 8,504 1,633 1,811
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -304)
-12 13 -113 -189 36 -314 -64 9 -240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 41.8 16.1 61.0 24.5 84.2 82.4 15.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 23 11 22 17 40 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,506,823
COMMITMENTS
315,363 338,758 75,475 1017845 946,594 1408684 1360828 98,139 145,996
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -56,484)
-9,767 -9,820 -13,706 -26,653 -35,054 -50,125 -58,580 -6,359 2,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 22.5 5.0 67.5 62.8 93.5 90.3 6.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
49 57 38 98 130 163 212
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,416,082
COMMITMENTS
376,955 459,311 278,406 2286315 2067956 2941676 2805673 474,407 610,410
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -106,412)
2,306 -43,370 -87,232 -150,308 -124,614 -235,233 -255,216 128,822 148,804
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 13.4 8.1 66.9 60.5 86.1 82.1 13.9 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
64 86 91 161 186 281 308
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,195,369
COMMITMENTS
298,368 281,670 166,062 1387735 1218755 1852165 1666487 343,204 528,882
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -124,297)
-18,927 -11,435 -60,987 -126,259 -197,058 -206,173 -269,480 81,876 145,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 12.8 7.6 63.2 55.5 84.4 75.9 15.6 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
45 55 52 108 132 179 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 735,100
COMMITMENTS
36,104 200,771 128,421 537,314 348,290 701,840 677,482 33,260 57,618
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 20,063)
12,300 5,497 2,789 2,906 10,544 17,995 18,830 2,068 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 27.3 17.5 73.1 47.4 95.5 92.2 4.5 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
14 33 33 40 48 75 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 74,387
COMMITMENTS
23,288 10,491 1,115 41,203 50,644 65,606 62,250 8,781 12,137
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,188)
-1,845 -402 -811 1,381 -151 -1,275 -1,365 86 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 14.1 1.5 55.4 68.1 88.2 83.7 11.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 26 8 41 28 70 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 148,774
COMMITMENTS
46,575 20,981 2,231 82,405 101,289 131,211 124,500 17,563 24,274
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -2,377)
-3,689 -805 -1,622 2,762 -302 -2,549 -2,729 173 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 14.1 1.5 55.4 68.1 88.2 83.7 11.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
25 26 8 41 28 70 58
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,660
COMMITMENTS
7,285 19,575 49 44,205 31,588 51,539 51,212 121 448
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: 1,069)
1,015 1,205 -34 59 -277 1,040 894 29 175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 37.9 0.1 85.6 61.1 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 15 2 11 18 18 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,740
COMMITMENTS
8,539 19,193 2,802 41,273 30,607 52,614 52,602 126 138
CHANGES FROM 11/18/14 (CHANGE IN OPEN INTEREST: -1,123)
-849 570 -29 -215 -1,685 -1,093 -1,144 -30 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 36.4 5.3 78.3 58.0 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 1 5 19 15 34
Updated November 29, 2014