WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 509,223
COMMITMENTS
134,414 107,467 153,194 187,673 205,463 475,281 466,124 33,942 43,098
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 17,920)
8,216 2,234 21,889 -10,538 -3,626 19,568 20,497 -1,648 -2,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 21.1 30.1 36.9 40.3 93.3 91.5 6.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
120 137 143 91 110 307 306
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 149,956
COMMITMENTS
46,552 24,951 21,751 64,398 80,157 132,701 126,859 17,256 23,097
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 3,154)
4,199 -3,280 366 -1,437 5,847 3,128 2,934 26 220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 16.6 14.5 42.9 53.5 88.5 84.6 11.5 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
62 39 51 63 76 147 149
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,637,415
COMMITMENTS
436,960 106,464 428,134 631,761 824,706 1496855 1359305 140,560 278,110
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 17,841)
-6,164 -12,680 18,926 4,690 15,847 17,452 22,094 389 -4,253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 6.5 26.1 38.6 50.4 91.4 83.0 8.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
186 164 200 288 365 582 633
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,394
COMMITMENTS
2,537 1,521 715 4,172 5,749 7,424 7,986 1,970 1,408
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 125)
-94 126 30 274 -19 210 137 -85 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 16.2 7.6 44.4 61.2 79.0 85.0 21.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
14 5 6 15 10 33 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 903,785
COMMITMENTS
180,298 129,922 301,278 367,662 334,328 849,238 765,528 54,548 138,257
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -44,310)
830 3,639 -29,388 -14,693 -14,089 -43,251 -39,838 -1,060 -4,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 14.4 33.3 40.7 37.0 94.0 84.7 6.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
149 244 275 188 218 518 588
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,078
COMMITMENTS
110,671 66,873 83,123 160,483 206,567 354,277 356,563 33,801 31,515
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -12,389)
1,583 -3,518 -5,400 -8,725 -2,170 -12,543 -11,089 154 -1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 17.2 21.4 41.4 53.2 91.3 91.9 8.7 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
95 66 97 83 74 229 208
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 989,513
COMMITMENTS
85,127 102,145 68,966 664,754 650,179 818,847 821,289 170,667 168,224
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -44,572)
-21,015 -15,973 -12,704 3,314 -6,850 -30,404 -35,527 -14,168 -9,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 10.3 7.0 67.2 65.7 82.8 83.0 17.2 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
42 28 44 77 86 134 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 528,852
COMMITMENTS
60,559 61,542 8,623 341,974 365,829 411,156 435,994 117,696 92,857
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -9,847)
-5,847 -1,640 -1,818 -2,546 -3,217 -10,211 -6,675 363 -3,172
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.6 1.6 64.7 69.2 77.7 82.4 22.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
15 15 10 51 51 71 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,641
COMMITMENTS
1,900 198 454 2,747 4,782 5,101 5,434 540 207
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 96)
-29 -15 20 179 119 170 124 -74 -28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.7 3.5 8.0 48.7 84.8 90.4 96.3 9.6 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
16 4 8 13 16 32 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 427,032
COMMITMENTS
122,479 54,556 82,274 169,255 255,462 374,008 392,293 53,023 34,739
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 335)
7,083 1,702 -1,730 -3,278 2,813 2,074 2,785 -1,740 -2,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 12.8 19.3 39.6 59.8 87.6 91.9 12.4 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
88 74 91 91 100 240 218
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,275
COMMITMENTS
854 4,123 1,397 6,091 2,875 8,342 8,396 1,933 1,880
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -834)
28 124 -1,270 204 279 -1,038 -867 203 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 40.1 13.6 59.3 28.0 81.2 81.7 18.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
14 20 11 20 18 41 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,312,234
COMMITMENTS
258,288 302,557 64,572 897,871 795,010 1220731 1162139 91,503 150,094
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -23,925)
10,835 -7,662 4,413 -31,316 -16,641 -16,069 -19,891 -7,857 -4,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.1 4.9 68.4 60.6 93.0 88.6 7.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
42 53 37 98 128 156 202
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,234,153
COMMITMENTS
243,548 521,025 349,307 2345631 1912233 2938486 2782565 295,667 451,589
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -165,947)
-3,309 3,784 -47,465 -97,182 -120,753 -147,955 -164,433 -17,991 -1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 16.1 10.8 72.5 59.1 90.9 86.0 9.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 363)
52 96 85 161 189 271 312
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,104,086
COMMITMENTS
332,522 291,783 200,527 1320610 1255236 1853660 1747547 250,427 356,539
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 39,456)
65,734 -3,780 10,822 -32,334 37,822 44,222 44,864 -4,766 -5,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 13.9 9.5 62.8 59.7 88.1 83.1 11.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
50 59 54 115 136 193 221
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 743,848
COMMITMENTS
41,628 172,676 150,883 529,122 370,575 721,633 694,134 22,215 49,714
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,451)
5,729 -8,201 8,259 -10,969 1,597 3,019 1,655 -7,470 -6,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 23.2 20.3 71.1 49.8 97.0 93.3 3.0 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
17 30 36 41 49 80 99
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,225
COMMITMENTS
14,402 9,751 668 31,449 39,117 46,519 49,535 8,706 5,690
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -48,443)
-8,971 1,959 -4,924 -27,475 -39,514 -41,369 -42,479 -7,074 -5,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 17.7 1.2 56.9 70.8 84.2 89.7 15.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 19 6 37 26 63 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,451
COMMITMENTS
28,805 19,501 1,335 62,899 78,234 93,038 99,070 17,412 11,380
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -65,415)
-16,806 1,332 -6,171 -41,453 -50,013 -64,430 -54,852 -985 -10,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 17.7 1.2 56.9 70.8 84.2 89.7 15.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
22 19 6 37 26 63 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,462
COMMITMENTS
8,224 8,192 584 585 678 9,393 9,454 69 8
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -4,198)
-2,781 -553 -1,405 -38 -2,225 -4,224 -4,183 26 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
86.9 86.6 6.2 6.2 7.2 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 6 2 2 1 16 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,824
COMMITMENTS
21,754 22,659 4 28,935 28,040 50,693 50,703 131 121
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: 936)
-530 544 0 1,422 385 892 929 44 7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
42.8 44.6 0.0 56.9 55.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
7 18 1 8 13 16 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/23/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,488
COMMITMENTS
19,928 12,153 16 12,408 20,260 32,352 32,429 136 59
CHANGES FROM 12/16/14 (CHANGE IN OPEN INTEREST: -362)
-1,216 -347 16 777 -21 -423 -352 61 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.3 37.4 0.0 38.2 62.4 99.6 99.8 0.4 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 16 1 6 18 15 35
Updated December 30, 2014