WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 464,881
COMMITMENTS
121,164 113,486 112,232 195,289 193,541 428,685 419,259 36,195 45,621
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 3,319)
8,771 -4,847 -1,874 -2,895 12,056 4,002 5,335 -683 -2,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 24.4 24.1 42.0 41.6 92.2 90.2 7.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
120 114 125 96 110 291 289
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,249
COMMITMENTS
43,173 29,565 21,290 67,661 72,384 132,124 123,238 14,125 23,011
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -7,280)
-624 -1,368 -2,835 -2,189 -2,756 -5,648 -6,958 -1,632 -322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 20.2 14.6 46.3 49.5 90.3 84.3 9.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
50 49 46 65 70 143 143
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,569,234
COMMITMENTS
451,815 132,255 368,593 606,710 777,088 1427118 1277937 142,116 291,297
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 32,280)
10,861 -21,019 4,420 4,189 53,925 19,469 37,326 12,810 -5,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 8.4 23.5 38.7 49.5 90.9 81.4 9.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 764)
164 168 202 283 363 565 635
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,253
COMMITMENTS
2,782 1,374 662 3,650 5,758 7,095 7,794 2,158 1,459
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -72)
141 15 -40 -217 -173 -115 -198 43 125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 14.9 7.2 39.4 62.2 76.7 84.2 23.3 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
16 4 6 14 10 33 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 929,951
COMMITMENTS
174,887 118,358 315,697 384,077 352,960 874,661 787,015 55,290 142,936
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 14,314)
6,546 -21,197 17,168 -11,807 23,894 11,908 19,866 2,406 -5,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 12.7 33.9 41.3 38.0 94.1 84.6 5.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 668)
162 240 273 176 220 511 586
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 406,681
COMMITMENTS
116,359 77,141 88,437 169,963 207,989 374,759 373,566 31,922 33,115
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -7,128)
-2,954 -3,928 5,746 -8,312 -6,333 -5,521 -4,515 -1,607 -2,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 19.0 21.7 41.8 51.1 92.2 91.9 7.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
91 86 109 80 75 235 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 969,057
COMMITMENTS
113,656 90,716 47,500 623,693 644,834 784,849 783,050 184,208 186,007
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 28,007)
-6,303 -4,603 -9,988 48,253 39,724 31,962 25,134 -3,955 2,873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 9.4 4.9 64.4 66.5 81.0 80.8 19.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
34 27 32 75 85 125 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 573,334
COMMITMENTS
65,905 57,039 17,492 369,155 408,568 452,552 483,100 120,781 90,234
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 14,368)
-2,081 2,254 -2,120 14,703 15,050 10,502 15,184 3,866 -816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 9.9 3.1 64.4 71.3 78.9 84.3 21.1 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
15 15 13 55 52 79 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,461
COMMITMENTS
1,728 202 418 2,700 4,599 4,846 5,219 615 242
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 190)
-136 -5 21 187 167 72 183 118 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 3.7 7.7 49.4 84.2 88.7 95.6 11.3 4.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 3 8 15 15 33 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 420,182
COMMITMENTS
122,042 50,805 80,735 164,071 252,910 366,849 384,451 53,333 35,731
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -10,969)
-2,789 1,324 -386 -8,419 -10,058 -11,594 -9,120 625 -1,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 12.1 19.2 39.0 60.2 87.3 91.5 12.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
83 78 90 88 91 237 207
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,932
COMMITMENTS
867 4,158 2,422 5,889 2,609 9,178 9,189 1,754 1,742
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -219)
-3 -147 -160 -258 80 -421 -227 202 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 38.0 22.2 53.9 23.9 84.0 84.1 16.0 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
15 20 15 19 18 43 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,377,929
COMMITMENTS
263,202 332,519 61,199 952,439 832,061 1276840 1225780 101,089 152,150
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -69,975)
-27,456 -2,870 -9,627 -21,771 -56,788 -58,855 -69,285 -11,121 -690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 24.1 4.4 69.1 60.4 92.7 89.0 7.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
46 51 35 95 121 154 194
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,136,775
COMMITMENTS
288,377 503,155 291,899 2245180 1881428 2825456 2676482 311,320 460,293
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 14,855)
-42,449 -1,426 4,591 71,579 10,155 33,720 13,320 -18,866 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 16.0 9.3 71.6 60.0 90.1 85.3 9.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
56 94 86 166 191 281 312
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,015,170
COMMITMENTS
251,625 286,729 166,008 1347327 1165600 1764960 1618337 250,210 396,833
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -9,836)
-30,997 -13,309 16,225 38,538 -22,903 23,765 -19,987 -33,601 10,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 14.2 8.2 66.9 57.8 87.6 80.3 12.4 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
44 60 49 112 135 180 220
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 713,715
COMMITMENTS
32,287 181,912 138,877 511,871 335,731 683,035 656,520 30,681 57,196
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 12,737)
-221 -10,271 12,963 821 9,816 13,563 12,508 -826 229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 25.5 19.5 71.7 47.0 95.7 92.0 4.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 30 36 41 49 80 96
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 87,101
COMMITMENTS
21,858 8,571 3,342 49,887 64,492 75,087 76,404 12,014 10,697
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 9,158)
-2,826 -2,276 2,123 7,079 10,026 6,376 9,873 2,781 -715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 9.8 3.8 57.3 74.0 86.2 87.7 13.8 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
31 21 11 47 31 82 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,819
COMMITMENTS
2,411 615 4 6,920 11,580 9,335 12,199 3,484 620
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 4.8 0.0 54.0 90.3 72.8 95.2 27.2 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 2 2 6 9 10 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 148,563
COMMITMENTS
42,495 19,513 3,073 85,934 105,824 131,503 128,410 17,060 20,153
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: -7,324)
-6,872 -2,181 637 317 -3,108 -5,919 -4,653 -1,405 -2,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 13.1 2.1 57.8 71.2 88.5 86.4 11.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
28 22 11 45 28 79 55
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 71,182
COMMITMENTS
10,112 20,991 11,544 49,443 38,481 71,099 71,016 83 166
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 18,573)
1,696 740 11,540 5,373 6,279 18,609 18,559 -36 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 29.5 16.2 69.5 54.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 16 5 10 17 22 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/09/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 63,264
COMMITMENTS
9,856 19,373 10,211 43,113 33,628 63,180 63,212 84 52
CHANGES FROM 12/02/14 (CHANGE IN OPEN INTEREST: 10,591)
349 187 7,448 2,815 3,016 10,612 10,651 -21 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 30.6 16.1 68.1 53.2 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
10 14 1 5 21 15 36
Updated December 12, 2014