WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 387,290
COMMITMENTS
119,886 119,964 78,195 158,168 145,848 356,249 344,007 31,041 43,283
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,747)
1,254 2,700 4,336 -547 -2,612 5,043 4,424 -296 323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 31.0 20.2 40.8 37.7 92.0 88.8 8.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
119 103 139 99 102 309 288
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 153,825
COMMITMENTS
44,711 41,518 14,625 77,025 73,814 136,361 129,957 17,464 23,868
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 10,130)
2,435 6,727 2,182 5,850 1,597 10,467 10,506 -337 -376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 27.0 9.5 50.1 48.0 88.6 84.5 11.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
48 46 52 70 70 144 152
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,304,935
COMMITMENTS
394,454 178,398 195,138 614,812 681,512 1204404 1055048 100,531 249,887
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,769)
-21,911 -7,888 21,529 2,820 -16,949 2,438 -3,308 1,331 7,077
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 13.7 15.0 47.1 52.2 92.3 80.9 7.7 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
156 170 163 222 316 483 573
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,551
COMMITMENTS
2,004 987 260 3,289 4,079 5,553 5,326 1,998 2,225
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -206)
-34 -387 21 -486 -254 -499 -620 293 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 13.1 3.4 43.6 54.0 73.5 70.5 26.5 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 4 6 14 9 27 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 682,972
COMMITMENTS
164,502 197,985 104,966 374,402 260,044 643,870 562,995 39,102 119,977
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 34,023)
-16,691 9,052 12,332 36,657 10,693 32,298 32,077 1,725 1,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 29.0 15.4 54.8 38.1 94.3 82.4 5.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 622)
125 244 194 137 186 392 520
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 387,116
COMMITMENTS
123,293 69,796 69,898 159,229 214,231 352,420 353,925 34,696 33,191
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 24,166)
-5,147 20,721 11,410 18,274 -14,575 24,537 17,556 -371 6,610
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 18.0 18.1 41.1 55.3 91.0 91.4 9.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
106 76 105 85 67 248 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 787,448
COMMITMENTS
92,521 102,626 17,083 505,532 506,364 615,136 626,073 172,312 161,375
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -33,436)
-8,354 -3,681 -2,864 -27,076 -24,332 -38,294 -30,877 4,858 -2,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 13.0 2.2 64.2 64.3 78.1 79.5 21.9 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
27 33 20 66 72 104 114
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 504,360
COMMITMENTS
57,260 72,237 6,864 333,216 342,623 397,340 421,724 107,020 82,636
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -3,906)
-1,704 -1,414 -3,068 5,964 3,395 1,192 -1,087 -5,098 -2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 14.3 1.4 66.1 67.9 78.8 83.6 21.2 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
15 15 10 51 51 73 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| 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
1,052 202 572 4,517 5,412 6,141 6,186 384 339
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -228)
-933 -91 10 712 -196 -211 -277 -17 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 3.1 8.8 69.2 82.9 94.1 94.8 5.9 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 3 8 17 20 30 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 366,125
COMMITMENTS
118,178 57,629 46,164 159,816 226,230 324,158 330,023 41,967 36,102
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 21,014)
2,610 -2,745 8,270 10,092 16,556 20,972 22,081 42 -1,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 15.7 12.6 43.7 61.8 88.5 90.1 11.5 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
95 73 86 89 85 237 211
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,045
COMMITMENTS
1,013 5,038 532 5,909 1,746 7,454 7,316 1,591 1,729
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 341)
96 52 333 -109 -107 320 278 21 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 55.7 5.9 65.3 19.3 82.4 80.9 17.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
13 24 9 17 13 35 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,305,032
COMMITMENTS
333,732 293,312 25,182 840,185 843,683 1199099 1162177 105,933 142,855
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 47,164)
36,881 -10,553 2,144 -309 58,819 38,716 50,410 8,448 -3,246
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 22.5 1.9 64.4 64.6 91.9 89.1 8.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
42 60 27 95 123 147 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,673,543
COMMITMENTS
346,739 454,631 77,166 1909970 1712555 2333875 2244352 339,668 429,191
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -20,317)
-29,573 -67,279 23,021 -26,887 14,172 -33,439 -30,086 13,122 9,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 17.0 2.9 71.4 64.1 87.3 83.9 12.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
59 88 52 138 161 234 264
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,822,324
COMMITMENTS
323,306 337,835 33,520 1179190 1097658 1536016 1469013 286,308 353,311
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -14,957)
-22,830 15,592 2,822 1,976 -41,484 -18,032 -23,070 3,075 8,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 18.5 1.8 64.7 60.2 84.3 80.6 15.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
45 58 26 101 118 165 183
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 735,711
COMMITMENTS
19,926 141,291 144,070 549,718 406,377 713,714 691,738 21,997 43,973
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,080)
2,716 -9,875 -4,871 8,533 20,639 6,378 5,893 -3,298 -2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.7 19.2 19.6 74.7 55.2 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
18 29 35 45 53 83 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,970
COMMITMENTS
11,598 12,415 1,122 30,976 34,862 43,695 48,398 9,275 4,572
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,670)
-2,181 3,137 907 2,995 -1,934 1,721 2,110 949 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.4 2.1 58.5 65.8 82.5 91.4 17.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 20 7 35 16 66 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,940
COMMITMENTS
23,195 24,829 2,243 61,952 69,724 87,390 96,796 18,550 9,144
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 5,339)
-4,362 6,273 1,814 5,990 -3,868 3,442 4,219 1,897 1,120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.4 2.1 58.5 65.8 82.5 91.4 17.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
27 20 7 35 16 66 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,667
COMMITMENTS
10,639 10,337 813 1,101 1,492 12,553 12,642 114 25
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 547)
270 306 22 250 218 542 546 5 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
84.0 81.6 6.4 8.7 11.8 99.1 99.8 0.9 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
13 9 2 2 2 16 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,168
COMMITMENTS
24,285 18,845 4 29,795 35,168 54,084 54,017 84 151
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 4,590)
1,195 -2,140 0 3,420 6,744 4,615 4,604 -25 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.8 34.8 0.0 55.0 64.9 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 17 1 9 17 18 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/27/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,235
COMMITMENTS
20,535 13,453 163 15,398 22,240 36,096 35,856 139 379
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 190)
-91 -102 0 273 -17 182 -119 8 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
56.7 37.1 0.4 42.5 61.4 99.6 99.0 0.4 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 19 1 6 17 13 36
Updated January 30, 2015