WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,742
COMMITMENTS
124,096 147,364 79,130 162,616 130,159 365,842 356,653 35,900 45,089
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -8,843)
1,439 6,537 -4,535 -5,140 -12,394 -8,236 -10,392 -607 1,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 36.7 19.7 40.5 32.4 91.1 88.8 8.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
134 113 133 98 95 311 286
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,937
COMMITMENTS
46,032 55,167 12,509 83,932 69,224 142,473 136,900 15,464 21,037
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 1,116)
-2,137 6,967 -4,024 7,893 -841 1,732 2,102 -616 -986
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 34.9 7.9 53.1 43.8 90.2 86.7 9.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
43 54 49 67 61 138 145
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,294,525
COMMITMENTS
381,314 217,503 200,503 599,617 642,401 1181434 1060407 113,091 234,118
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -67,631)
16,296 2,564 -17,808 -67,372 -46,017 -68,884 -61,261 1,253 -6,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 16.8 15.5 46.3 49.6 91.3 81.9 8.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 710)
159 151 171 239 311 507 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,362
COMMITMENTS
1,525 2,072 394 5,386 4,682 7,305 7,148 2,057 2,214
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -86)
-465 267 122 201 -612 -142 -223 56 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 22.1 4.2 57.5 50.0 78.0 76.4 22.0 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 7 4 14 11 26 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 677,947
COMMITMENTS
176,219 189,285 108,302 341,454 263,362 625,975 560,949 51,972 116,998
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -24,757)
11,013 -4,526 -11,481 -27,171 -9,764 -27,639 -25,771 2,882 1,014
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 27.9 16.0 50.4 38.8 92.3 82.7 7.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 619)
143 210 190 160 203 427 511
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,790
COMMITMENTS
107,700 66,551 73,328 153,453 194,697 334,481 334,576 30,309 30,214
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -23,885)
-569 -982 -7,948 -13,313 -14,199 -21,830 -23,129 -2,055 -756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 18.2 20.1 42.1 53.4 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
91 78 108 82 73 238 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 590,614
COMMITMENTS
62,377 53,682 13,158 341,513 345,163 417,048 412,003 173,566 178,611
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -89,291)
-21,592 -21,797 -8,366 -77,591 -84,090 -107,549 -114,253 18,258 24,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 9.1 2.2 57.8 58.4 70.6 69.8 29.4 30.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 126)
22 26 16 53 65 80 102
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,899
COMMITMENTS
46,661 88,831 29,691 433,426 424,106 509,778 542,628 122,121 89,271
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 56,933)
-2,263 9,295 1,190 53,632 41,961 52,559 52,446 4,374 4,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 14.1 4.7 68.6 67.1 80.7 85.9 19.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
11 15 12 56 54 75 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,773
COMMITMENTS
1,164 229 692 4,484 5,518 6,340 6,439 433 334
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -36)
30 -23 -15 -114 -21 -99 -59 63 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 3.4 10.2 66.2 81.5 93.6 95.1 6.4 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 4 8 16 19 29 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 357,742
COMMITMENTS
117,248 60,941 43,422 149,794 219,493 310,464 323,856 47,278 33,886
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -14,177)
5,757 -4,593 -9,388 -9,761 -431 -13,392 -14,412 -785 235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 17.0 12.1 41.9 61.4 86.8 90.5 13.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
87 70 77 90 84 229 194
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,177
COMMITMENTS
778 4,763 833 5,610 1,712 7,221 7,308 1,956 1,869
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -490)
-147 99 -252 -153 -403 -552 -556 62 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.5 51.9 9.1 61.1 18.7 78.7 79.6 21.3 20.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 25 11 20 12 39 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,541,644
COMMITMENTS
317,972 341,804 32,168 1071232 999,521 1421372 1373493 120,272 168,151
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -47,024)
-20,555 -3,369 -35,381 -13,200 -22,936 -69,136 -61,686 22,112 14,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 22.2 2.1 69.5 64.8 92.2 89.1 7.8 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
40 59 32 97 131 153 207
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,667,037
COMMITMENTS
360,092 469,802 132,617 1829310 1638896 2322019 2241315 345,018 425,722
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 73,451)
-43,019 -517 36,200 61,046 22,806 54,227 58,489 19,224 14,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 17.6 5.0 68.6 61.5 87.1 84.0 12.9 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
57 94 67 148 175 248 294
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,157,986
COMMITMENTS
399,905 405,406 55,980 1400890 1242937 1856775 1704323 301,211 453,663
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 114,838)
27,561 15,370 4,257 -1,070 -5,969 30,748 13,658 84,090 101,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 18.8 2.6 64.9 57.6 86.0 79.0 14.0 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
49 49 36 103 124 172 189
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 698,711
COMMITMENTS
36,329 126,438 152,497 481,817 363,300 670,643 642,235 28,068 56,476
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 19,031)
11,493 -4,891 11,927 -5,634 1,835 17,786 8,871 1,245 10,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 18.1 21.8 69.0 52.0 96.0 91.9 4.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
20 27 39 41 51 83 104
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,166
COMMITMENTS
19,723 9,200 159 27,747 43,183 47,628 52,542 10,538 5,624
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 51)
-1,186 660 73 1,176 -471 63 262 -12 -212
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 15.8 0.3 47.7 74.2 81.9 90.3 18.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
26 18 5 34 23 63 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,331
COMMITMENTS
39,445 18,399 318 55,493 86,366 95,256 105,083 21,075 11,248
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 101)
-2,371 1,320 145 2,351 -941 125 524 -24 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 15.8 0.3 47.7 74.2 81.9 90.3 18.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
26 18 5 34 23 63 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,062
COMMITMENTS
10,554 9,838 745 662 1,446 11,961 12,029 101 33
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 16)
50 83 -44 0 -21 6 18 10 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
87.5 81.6 6.2 5.5 12.0 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 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,159
COMMITMENTS
23,519 17,782 0 32,514 38,229 56,033 56,011 126 148
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: 168)
-591 258 -47 822 -36 184 175 -16 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.9 31.7 0.0 57.9 68.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
6 17 0 9 16 15 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 02/24/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,843
COMMITMENTS
23,413 12,643 23 12,302 22,724 35,738 35,390 105 453
CHANGES FROM 02/17/15 (CHANGE IN OPEN INTEREST: -396)
400 -233 -84 -652 -57 -336 -374 -60 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.3 35.3 0.1 34.3 63.4 99.7 98.7 0.3 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
8 17 2 6 16 15 34
Updated February 27, 2015