WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 491,303
COMMITMENTS
126,198 105,233 131,304 198,211 209,089 455,713 445,627 35,590 45,676
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 26,422)
5,034 -8,253 19,072 2,922 15,548 27,028 26,368 -605 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.7 21.4 26.7 40.3 42.6 92.8 90.7 7.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
123 123 136 93 108 296 298
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,802
COMMITMENTS
42,353 28,231 21,384 65,835 74,310 129,572 123,926 17,230 22,877
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 554)
-820 -1,334 95 -1,826 1,927 -2,551 687 3,105 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 19.2 14.6 44.8 50.6 88.3 84.4 11.7 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
54 45 50 64 72 143 146
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,619,574
COMMITMENTS
443,124 119,144 409,208 627,071 808,859 1479402 1337211 140,171 282,363
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 50,340)
-8,691 -13,111 40,614 20,361 31,771 52,284 59,274 -1,944 -8,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 7.4 25.3 38.7 49.9 91.3 82.6 8.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 781)
192 159 211 294 367 588 646
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,270
COMMITMENTS
2,631 1,396 685 3,898 5,769 7,214 7,849 2,056 1,420
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 17)
-152 21 23 248 11 119 55 -103 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 15.1 7.4 42.1 62.2 77.8 84.7 22.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
16 3 6 14 10 32 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 948,096
COMMITMENTS
179,468 126,283 330,665 382,355 348,418 892,488 805,366 55,608 142,730
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 18,145)
4,581 7,925 14,968 -1,722 -4,542 17,827 18,351 318 -206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 13.3 34.9 40.3 36.7 94.1 84.9 5.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 663)
159 243 284 173 215 512 592
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,467
COMMITMENTS
109,088 70,391 88,524 169,208 208,737 366,820 367,652 33,647 32,815
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -6,214)
-7,270 -6,749 87 -755 748 -7,939 -5,915 1,725 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 17.6 22.1 42.3 52.1 91.6 91.8 8.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
91 82 103 82 76 234 225
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,034,086
COMMITMENTS
106,142 118,118 81,670 661,440 657,028 849,251 856,816 184,834 177,269
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 65,029)
-7,515 27,402 34,170 37,747 12,194 64,402 73,766 627 -8,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 11.4 7.9 64.0 63.5 82.1 82.9 17.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
39 34 44 74 84 135 140
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 538,699
COMMITMENTS
66,406 63,182 10,441 344,519 369,047 421,366 442,670 117,333 96,029
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -34,635)
501 6,143 -7,051 -24,636 -39,522 -31,186 -40,430 -3,448 5,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 11.7 1.9 64.0 68.5 78.2 82.2 21.8 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
15 16 10 52 49 73 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,545
COMMITMENTS
1,929 213 434 2,568 4,663 4,931 5,310 614 235
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 84)
201 11 16 -132 64 85 91 -1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 3.8 7.8 46.3 84.1 88.9 95.8 11.1 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
17 4 8 13 14 33 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 426,697
COMMITMENTS
115,396 52,854 84,004 172,533 252,649 371,934 389,508 54,763 37,189
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 6,515)
-6,646 2,049 3,269 8,462 -261 5,085 5,057 1,430 1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.4 19.7 40.4 59.2 87.2 91.3 12.8 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
82 75 89 88 90 230 208
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,110
COMMITMENTS
826 3,999 2,667 5,887 2,596 9,380 9,263 1,730 1,847
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 178)
-41 -159 245 -2 -13 202 73 -24 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 36.0 24.0 53.0 23.4 84.4 83.4 15.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
13 22 16 18 17 43 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,336,159
COMMITMENTS
247,453 310,219 60,159 929,187 811,651 1236799 1182030 99,360 154,129
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -41,771)
-15,748 -22,300 -1,040 -23,253 -20,410 -40,041 -43,750 -1,729 1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 23.2 4.5 69.5 60.7 92.6 88.5 7.4 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
44 51 36 98 131 158 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,400,100
COMMITMENTS
246,857 517,240 396,772 2442813 2032986 3086442 2946998 313,658 453,102
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 263,325)
-41,520 14,085 104,873 197,633 151,558 260,986 270,516 2,339 -7,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 15.2 11.7 71.8 59.8 90.8 86.7 9.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
64 91 87 170 197 287 322
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,064,630
COMMITMENTS
266,788 295,563 189,705 1352945 1217415 1809437 1702683 255,193 361,947
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 49,460)
15,163 8,834 23,697 5,617 51,814 44,477 84,345 4,983 -34,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 14.3 9.2 65.5 59.0 87.6 82.5 12.4 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
46 66 54 120 149 195 240
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 748,299
COMMITMENTS
35,899 180,877 142,624 540,091 368,978 718,614 692,479 29,685 55,820
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 34,584)
3,612 -1,035 3,747 28,220 33,247 35,580 35,959 -996 -1,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 24.2 19.1 72.2 49.3 96.0 92.5 4.0 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
16 28 37 42 49 81 97
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 103,668
COMMITMENTS
23,373 7,791 5,591 58,924 78,632 87,888 92,014 15,780 11,654
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 16,567)
1,515 -780 2,250 9,037 14,140 12,801 15,610 3,766 958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 7.5 5.4 56.8 75.8 84.8 88.8 15.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
33 17 13 51 28 91 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 15,735
COMMITMENTS
2,361 500 45 6,748 14,508 9,154 15,053 6,581 683
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 2,916)
-50 -115 41 -172 2,928 -181 2,854 3,097 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 3.2 0.3 42.9 92.2 58.2 95.7 41.8 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 2 7 10 11 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 175,866
COMMITMENTS
45,610 18,169 7,506 104,352 128,247 157,469 153,923 18,397 21,943
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: 27,303)
3,115 -1,344 4,433 18,418 22,424 25,966 25,512 1,337 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 10.3 4.3 59.3 72.9 89.5 87.5 10.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
33 17 13 49 27 88 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,660
COMMITMENTS
11,005 8,745 1,989 623 2,903 13,617 13,637 43 23
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.6 64.0 14.6 4.6 21.3 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 4 2 2 17 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,888
COMMITMENTS
22,284 22,115 4 27,513 27,655 49,801 49,774 87 114
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -21,294)
12,172 1,124 -11,540 -21,930 -10,826 -21,298 -21,242 4 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.7 44.3 0.0 55.1 55.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 16 1 10 14 19 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/16/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,850
COMMITMENTS
21,144 12,500 0 11,631 20,281 32,775 32,781 75 69
CHANGES FROM 12/09/14 (CHANGE IN OPEN INTEREST: -30,414)
11,288 -6,873 -10,211 -31,482 -13,347 -30,405 -30,431 -9 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.4 38.1 0.0 35.4 61.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 15 0 6 18 15 33
Updated December 19, 2014