WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 368,985
COMMITMENTS
120,028 113,594 61,787 155,111 151,022 336,926 326,403 32,059 42,582
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -6,887)
-7,090 -6,546 4,484 -3,437 -7,909 -6,043 -9,971 -844 3,084
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 30.8 16.7 42.0 40.9 91.3 88.5 8.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
118 107 115 86 99 274 267
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 132,736
COMMITMENTS
42,998 28,788 8,503 64,555 71,159 116,056 108,450 16,680 24,286
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,825)
-1,101 2,094 -1,041 4,537 -1,049 2,395 4 -570 1,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 21.7 6.4 48.6 53.6 87.4 81.7 12.6 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
43 47 39 60 65 125 133
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,274,564
COMMITMENTS
420,328 176,565 161,593 593,085 695,790 1175006 1033948 99,558 240,616
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 16,871)
-7,890 18,797 8,170 20,005 -13,393 20,285 13,574 -3,414 3,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 13.9 12.7 46.5 54.6 92.2 81.1 7.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 746)
163 164 147 224 337 476 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,646
COMMITMENTS
2,175 1,394 248 3,062 4,272 5,485 5,914 2,161 1,732
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -85)
-199 181 135 -57 -689 -121 -373 36 288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.4 18.2 3.2 40.0 55.9 71.7 77.3 28.3 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
12 4 6 14 10 28 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 618,995
COMMITMENTS
184,724 171,578 75,339 320,086 253,457 580,149 500,374 38,846 118,621
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 9,232)
-4,788 14,475 1,362 14,680 -7,405 11,254 8,432 -2,022 800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 27.7 12.2 51.7 40.9 93.7 80.8 6.3 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
118 219 157 129 191 353 479
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 358,807
COMMITMENTS
125,601 48,849 58,592 140,442 223,856 324,635 331,297 34,172 27,510
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -489)
2,585 -10,704 792 -6,699 9,078 -3,322 -834 2,833 345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 13.6 16.3 39.1 62.4 90.5 92.3 9.5 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
96 69 96 76 65 228 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 844,292
COMMITMENTS
96,160 115,491 16,492 560,043 553,038 672,695 685,021 171,597 159,271
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -39,548)
2,766 -13,268 -876 -38,428 -24,463 -36,538 -38,607 -3,010 -941
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 13.7 2.0 66.3 65.5 79.7 81.1 20.3 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
33 39 20 64 79 105 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 514,237
COMMITMENTS
53,952 75,534 9,630 341,493 346,923 405,075 432,087 109,162 82,150
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -8,488)
-9,554 2,180 1,603 4,483 -11,273 -3,468 -7,490 -5,020 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 14.7 1.9 66.4 67.5 78.8 84.0 21.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 17 10 51 51 72 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,525
COMMITMENTS
1,954 212 572 3,531 5,468 6,057 6,252 468 273
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 488)
-135 31 107 512 409 484 547 4 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 3.2 8.8 54.1 83.8 92.8 95.8 7.2 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
13 5 8 13 18 29 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 338,726
COMMITMENTS
116,896 52,449 38,501 141,428 213,294 296,825 304,244 41,901 34,482
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,118)
-4,630 5,003 1,399 8,818 -7,545 5,587 -1,143 -3,469 3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 15.5 11.4 41.8 63.0 87.6 89.8 12.4 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
88 78 77 89 86 224 206
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,446
COMMITMENTS
887 4,821 131 5,859 1,844 6,877 6,796 1,569 1,650
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -414)
18 290 -190 -33 -550 -205 -450 -209 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 57.1 1.6 69.4 21.8 81.4 80.5 18.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 19 4 16 14 30 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,248,137
COMMITMENTS
266,284 306,080 22,297 859,258 766,672 1147839 1095049 100,298 153,088
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 2,065)
6,025 -9,584 4,399 -14,577 5,917 -4,153 732 6,218 1,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 24.5 1.8 68.8 61.4 92.0 87.7 8.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
42 60 26 92 122 144 199
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,701,144
COMMITMENTS
338,855 520,439 58,171 2001118 1691503 2398144 2270113 303,000 431,031
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 29,916)
27,344 -34,252 9,508 -9,937 44,424 26,915 19,680 3,001 10,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 19.3 2.2 74.1 62.6 88.8 84.0 11.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
59 95 51 138 170 231 282
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,842,354
COMMITMENTS
363,138 322,122 28,862 1187787 1123111 1579787 1474095 262,567 368,259
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 26,373)
21,984 -2,125 -14,378 19,726 42,402 27,332 25,899 -959 474
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 17.5 1.6 64.5 61.0 85.7 80.0 14.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
44 66 29 92 127 153 205
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 726,402
COMMITMENTS
18,921 168,697 149,217 535,407 362,178 703,545 680,092 22,857 46,310
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 42,610)
-4,613 19,473 5,351 44,025 24,530 44,763 49,354 -2,153 -6,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.6 23.2 20.5 73.7 49.9 96.9 93.6 3.1 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
14 34 38 42 49 81 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,366
COMMITMENTS
17,667 9,816 134 29,525 39,840 47,325 49,790 8,041 5,577
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -942)
-1,627 -197 -102 1,048 -729 -681 -1,027 -261 86
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 17.7 0.2 53.3 72.0 85.5 89.9 14.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 20 5 33 20 63 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,732
COMMITMENTS
35,334 19,632 267 59,049 79,680 94,650 99,579 16,082 11,153
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,883)
-3,253 -393 -204 2,096 -1,457 -1,361 -2,054 -522 171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 17.7 0.2 53.3 72.0 85.5 89.9 14.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
28 20 5 33 20 63 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 11,579
COMMITMENTS
10,028 10,301 582 878 678 11,488 11,561 91 18
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 795)
888 839 -47 -34 0 807 792 -12 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.6 89.0 5.0 7.6 5.9 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
12 10 2 2 1 15 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,297
COMMITMENTS
22,419 22,773 32 27,733 27,338 50,184 50,143 113 154
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,568)
-1,366 -657 8 -230 -914 -1,588 -1,563 20 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.6 45.3 0.1 55.1 54.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 18 2 8 14 17 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/13/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,435
COMMITMENTS
19,418 13,120 163 15,745 22,057 35,326 35,340 109 95
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 1,888)
1,434 13 -43 518 1,897 1,909 1,867 -21 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.8 37.0 0.5 44.4 62.2 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 17 1 6 17 15 34
Updated January 16, 2015