WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 410,585
COMMITMENTS
122,657 140,827 83,665 167,756 142,553 374,078 367,045 36,507 43,540
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -13,519)
2,077 3,111 -13,347 -4,479 -2,177 -15,749 -12,413 2,230 -1,106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 34.3 20.4 40.9 34.7 91.1 89.4 8.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
122 110 136 104 97 307 280
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 156,821
COMMITMENTS
48,169 48,200 16,533 76,039 70,065 140,741 134,798 16,080 22,023
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -3,379)
467 1,318 -1,754 -1,696 -861 -2,983 -1,297 -396 -2,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 30.7 10.5 48.5 44.7 89.7 86.0 10.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
51 49 53 69 67 147 150
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,362,156
COMMITMENTS
365,018 214,939 218,311 666,989 688,418 1250318 1121668 111,838 240,488
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 3,606)
-11,818 4,175 5,622 9,817 -1,741 3,621 8,056 -15 -4,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 15.8 16.0 49.0 50.5 91.8 82.3 8.2 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 728)
149 177 187 237 314 508 591
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,448
COMMITMENTS
1,990 1,805 272 5,185 5,294 7,447 7,371 2,001 2,077
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,081)
-133 190 169 975 872 1,011 1,231 70 -150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 19.1 2.9 54.9 56.0 78.8 78.0 21.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
12 6 7 13 11 27 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 702,704
COMMITMENTS
165,206 193,811 119,783 368,625 273,126 653,614 586,720 49,090 115,984
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -24,064)
4,389 -8,119 -15,733 -14,532 2,503 -25,876 -21,349 1,812 -2,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 27.6 17.0 52.5 38.9 93.0 83.5 7.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 620)
147 228 208 153 189 431 517
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,675
COMMITMENTS
108,269 67,533 81,276 166,766 208,896 356,311 357,705 32,364 30,970
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -129)
5,535 -10,990 -3,147 -3,090 16,950 -702 2,813 573 -2,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 17.4 20.9 42.9 53.7 91.7 92.0 8.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
87 88 115 81 76 242 234
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 679,905
COMMITMENTS
83,969 75,479 21,524 419,104 429,253 524,597 526,256 155,308 153,649
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -14,693)
11,287 -15,829 3,243 -23,098 -3,027 -8,568 -15,613 -6,125 920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 11.1 3.2 61.6 63.1 77.2 77.4 22.8 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
33 32 24 70 75 115 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 574,966
COMMITMENTS
48,924 79,536 28,501 379,794 382,145 457,219 490,182 117,747 84,784
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 37,577)
3,465 1,229 11,683 22,547 26,478 37,695 39,390 -118 -1,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 13.8 5.0 66.1 66.5 79.5 85.3 20.5 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 15 12 54 53 75 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,809
COMMITMENTS
1,134 252 707 4,598 5,539 6,439 6,498 370 311
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -64)
-15 29 74 -81 -168 -22 -65 -42 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 3.7 10.4 67.5 81.3 94.6 95.4 5.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 5 8 16 19 29 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 371,919
COMMITMENTS
111,491 65,534 52,810 159,555 219,924 323,856 338,268 48,063 33,651
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 7,008)
6,630 -468 612 -505 10,488 6,737 10,632 271 -3,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 17.6 14.2 42.9 59.1 87.1 91.0 12.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
95 75 93 91 85 248 210
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,667
COMMITMENTS
925 4,664 1,085 5,763 2,115 7,773 7,864 1,894 1,803
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -773)
-64 -140 -612 -117 -74 -793 -826 20 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 48.2 11.2 59.6 21.9 80.4 81.3 19.6 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 22 12 21 15 39 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,588,668
COMMITMENTS
338,527 345,173 67,549 1084432 1022457 1490508 1435179 98,160 153,489
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 151,224)
55,414 35,220 9,512 93,152 111,526 158,078 156,258 -6,854 -5,034
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 21.7 4.3 68.3 64.4 93.8 90.3 6.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
44 63 34 100 129 157 213
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,593,586
COMMITMENTS
403,111 470,319 96,417 1768264 1616090 2267792 2182826 325,794 410,760
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 35,800)
-3,647 18,745 29,481 29,884 6,779 55,718 55,005 -19,918 -19,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 18.1 3.7 68.2 62.3 87.4 84.2 12.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
74 92 66 159 173 273 291
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,043,148
COMMITMENTS
372,344 390,036 51,723 1401960 1248906 1826027 1690665 217,121 352,483
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 81,039)
23,323 33,245 9,635 80,164 31,113 113,122 73,993 -32,083 7,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.2 19.1 2.5 68.6 61.1 89.4 82.7 10.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
47 62 39 110 129 180 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 679,680
COMMITMENTS
24,836 131,329 140,570 487,451 361,465 652,857 633,364 26,823 46,316
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -10,196)
6,264 -5,766 5,374 -19,082 -9,278 -7,444 -9,670 -2,752 -526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.7 19.3 20.7 71.7 53.2 96.1 93.2 3.9 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
17 31 37 41 51 81 102
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,115
COMMITMENTS
20,908 8,540 87 26,571 43,654 47,566 52,280 10,550 5,836
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 5,029)
3,634 208 -49 1,014 4,889 4,599 5,047 430 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 14.7 0.1 45.7 75.1 81.8 90.0 18.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 16 3 31 21 59 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,230
COMMITMENTS
41,816 17,079 173 53,142 87,307 95,131 104,559 21,099 11,671
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 10,057)
7,268 415 -98 2,027 9,777 9,197 10,094 860 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 14.7 0.1 45.7 75.1 81.8 90.0 18.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
27 16 3 31 21 59 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,046
COMMITMENTS
10,504 9,755 789 662 1,467 11,955 12,011 91 35
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: -851)
-1,031 -224 -9 200 -629 -840 -862 -11 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.2 81.0 6.5 5.5 12.2 99.2 99.7 0.8 0.3
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 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,991
COMMITMENTS
24,110 17,524 47 31,692 38,265 55,849 55,836 142 155
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 1,035)
179 -33 47 815 1,390 1,041 1,404 -6 -369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.1 31.3 0.1 56.6 68.3 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 16 1 9 17 19 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/17/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,239
COMMITMENTS
23,013 12,876 107 12,954 22,781 36,074 35,764 165 475
CHANGES FROM 02/10/15 (CHANGE IN OPEN INTEREST: 575)
1,033 -207 -169 -291 894 573 518 2 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.5 35.5 0.3 35.7 62.9 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 16 3 6 16 18 32
Updated February 20, 2015