WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 427,575
COMMITMENTS
122,940 142,306 91,353 181,090 149,721 395,383 383,380 32,192 44,195
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 40,285)
3,054 22,342 13,158 22,922 3,873 39,134 39,373 1,151 912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 33.3 21.4 42.4 35.0 92.5 89.7 7.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
125 110 139 106 100 319 291
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 166,438
COMMITMENTS
48,345 48,642 17,568 83,966 75,591 149,879 141,801 16,559 24,637
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 12,613)
3,634 7,124 2,943 6,941 1,777 13,518 11,844 -905 769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 29.2 10.6 50.4 45.4 90.1 85.2 9.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
45 48 47 72 69 142 146
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,350,370
COMMITMENTS
396,084 220,252 206,316 639,943 678,472 1242343 1105040 108,027 245,330
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 45,435)
1,630 41,854 11,178 25,131 -3,040 37,939 49,992 7,496 -4,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 16.3 15.3 47.4 50.2 92.0 81.8 8.0 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 733)
156 167 175 223 318 495 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,231
COMMITMENTS
2,080 1,410 171 3,962 4,494 6,213 6,075 2,018 2,156
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 680)
76 423 -89 673 415 660 749 20 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 17.1 2.1 48.1 54.6 75.5 73.8 24.5 26.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 6 4 14 11 25 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 708,274
COMMITMENTS
173,923 200,165 109,694 380,018 280,644 663,635 590,503 44,639 117,771
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 25,302)
9,421 2,180 4,728 5,616 20,600 19,765 27,508 5,537 -2,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 28.3 15.5 53.7 39.6 93.7 83.4 6.3 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 618)
139 229 203 144 188 411 517
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,165
COMMITMENTS
108,123 90,706 91,603 174,512 192,046 374,238 374,355 32,927 32,810
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 20,049)
-15,170 20,910 21,705 15,283 -22,185 21,818 20,430 -1,769 -381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 22.3 22.5 42.9 47.2 91.9 91.9 8.1 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 341)
103 87 127 89 66 267 247
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 705,394
COMMITMENTS
80,546 95,883 18,482 442,650 431,473 541,678 545,838 163,716 159,556
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -82,054)
-11,975 -6,743 1,399 -62,882 -74,891 -73,458 -80,235 -8,596 -1,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 13.6 2.6 62.8 61.2 76.8 77.4 23.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
25 34 22 72 72 106 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 502,448
COMMITMENTS
47,388 76,816 12,213 329,813 325,345 389,414 414,374 113,034 88,074
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -1,912)
-9,872 4,579 5,349 -3,403 -17,278 -7,926 -7,350 6,014 5,438
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 15.3 2.4 65.6 64.8 77.5 82.5 22.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 15 8 52 51 70 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,086
COMMITMENTS
1,206 192 604 4,900 5,928 6,710 6,724 376 362
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 561)
154 -10 32 383 516 569 538 -8 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 2.7 8.5 69.2 83.7 94.7 94.9 5.3 5.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 2 8 16 22 30 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 371,005
COMMITMENTS
115,706 62,939 46,603 161,714 227,635 324,023 337,177 46,982 33,828
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 4,880)
-2,472 5,310 439 1,898 1,405 -135 7,154 5,015 -2,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 17.0 12.6 43.6 61.4 87.3 90.9 12.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
90 76 82 88 84 231 205
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,288
COMMITMENTS
1,012 4,977 1,408 5,969 2,056 8,389 8,441 1,899 1,847
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,243)
-1 -61 876 60 310 935 1,125 308 118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 48.4 13.7 58.0 20.0 81.5 82.0 18.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
13 24 12 18 13 36 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,349,569
COMMITMENTS
301,116 303,724 33,525 909,738 863,282 1244379 1200531 105,190 149,038
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 44,537)
-32,616 10,412 8,343 69,553 19,599 45,280 38,354 -743 6,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 22.5 2.5 67.4 64.0 92.2 89.0 7.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
40 58 25 97 126 146 200
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,624,479
COMMITMENTS
341,432 460,212 67,294 1868462 1676709 2277188 2204215 347,291 420,264
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -49,064)
-5,307 5,581 -9,872 -41,508 -35,846 -56,687 -40,137 7,623 -8,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 17.5 2.6 71.2 63.9 86.8 84.0 13.2 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 364)
62 91 60 138 163 235 279
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,819,318
COMMITMENTS
322,000 364,766 26,523 1222488 1105101 1571011 1496390 248,307 322,928
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -3,006)
-1,306 26,931 -6,997 43,298 7,443 34,995 27,377 -38,001 -30,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 20.0 1.5 67.2 60.7 86.4 82.3 13.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
38 65 33 103 122 165 196
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 700,393
COMMITMENTS
14,243 134,631 131,660 530,489 389,222 676,392 655,513 24,001 44,880
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -35,318)
-5,683 -6,660 -12,410 -19,229 -17,155 -37,322 -36,225 2,004 907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 19.2 18.8 75.7 55.6 96.6 93.6 3.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
15 29 33 42 52 78 99
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,505
COMMITMENTS
13,228 8,514 817 27,851 38,037 41,896 47,368 10,609 5,137
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -466)
1,631 -3,901 -305 -3,126 3,175 -1,800 -1,031 1,334 565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 16.2 1.6 53.0 72.4 79.8 90.2 20.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 17 8 33 17 65 40
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,009
COMMITMENTS
26,456 17,027 1,634 55,701 76,074 83,791 94,735 21,218 10,274
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -931)
3,261 -7,802 -609 -6,251 6,350 -3,599 -2,061 2,668 1,130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 16.2 1.6 53.0 72.4 79.8 90.2 20.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
30 17 8 33 17 65 40
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,590
COMMITMENTS
11,314 10,263 813 365 1,487 12,492 12,563 98 27
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -77)
675 -74 0 -736 -5 -61 -79 -16 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
89.9 81.5 6.5 2.9 11.8 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
14 9 2 1 2 16 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,881
COMMITMENTS
23,797 17,945 3 29,988 35,816 53,788 53,764 93 117
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -287)
-488 -900 -1 193 648 -296 -253 9 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.2 33.3 0.0 55.7 66.5 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
7 17 1 8 17 16 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/03/15 |
--------------------------------------------------------------| 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
22,957 12,846 242 12,068 21,908 35,267 34,996 168 439
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -800)
2,422 -607 79 -3,330 -332 -829 -860 29 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.8 36.3 0.7 34.1 61.8 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 16 2 6 17 15 34
Updated February 6, 2015