WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 482,791
COMMITMENTS
119,057 106,465 148,999 179,335 181,271 447,391 436,735 35,400 46,056
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 5,350)
-6,732 -4,070 11,227 1,253 -4,996 5,748 2,160 -398 3,190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 22.1 30.9 37.1 37.5 92.7 90.5 7.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
134 113 149 97 108 317 300
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 153,248
COMMITMENTS
42,838 27,779 22,017 70,999 77,189 135,853 126,985 17,394 26,263
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 5,982)
-1,689 2,166 1,894 6,253 -519 6,458 3,541 -476 2,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 18.1 14.4 46.3 50.4 88.6 82.9 11.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
48 44 44 64 68 133 139
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,685,156
COMMITMENTS
435,138 152,697 428,283 690,333 802,596 1553755 1383577 131,401 301,579
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 51,436)
-1,041 23,517 24,664 30,393 -12,122 54,016 36,060 -2,580 15,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.1 25.4 41.0 47.6 92.2 82.1 7.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
193 183 210 302 362 602 660
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 9,256
COMMITMENTS
1,844 1,471 1,096 4,016 4,875 6,956 7,442 2,300 1,814
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 339)
-248 247 315 223 -533 291 29 48 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 15.9 11.8 43.4 52.7 75.1 80.4 24.9 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
11 5 6 16 10 30 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 842,371
COMMITMENTS
183,742 149,101 243,225 369,470 310,728 796,436 703,054 45,935 139,317
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 39,200)
-3,989 18,787 17,265 27,238 -1,141 40,514 34,910 -1,314 4,290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 17.7 28.9 43.9 36.9 94.5 83.5 5.5 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 630)
144 245 245 167 210 471 549
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 386,062
COMMITMENTS
123,945 48,638 77,106 150,184 232,348 351,235 358,093 34,827 27,969
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 292)
4,266 -10,135 629 -7,437 9,397 -2,541 -109 2,834 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 12.6 20.0 38.9 60.2 91.0 92.8 9.0 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
96 71 102 82 76 238 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 997,931
COMMITMENTS
89,456 95,780 101,539 624,140 628,316 815,135 825,635 182,797 172,297
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -6,912)
-553 -15,030 23,491 -24,419 -12,219 -1,481 -3,758 -5,431 -3,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 9.6 10.2 62.5 63.0 81.7 82.7 18.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
43 35 51 80 86 143 152
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 517,329
COMMITMENTS
54,217 75,534 9,965 341,494 347,212 405,675 432,711 111,653 84,618
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -8,042)
-9,415 2,180 1,615 4,366 -11,359 -3,434 -7,563 -4,609 -479
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 14.6 1.9 66.0 67.1 78.4 83.6 21.6 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
15 17 11 51 51 72 73
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 403,722
COMMITMENTS
116,037 58,864 78,565 164,161 229,476 358,763 366,905 44,959 36,817
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 8,823)
-4,528 8,839 4,180 12,862 -7,470 12,514 5,548 -3,691 3,275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 14.6 19.5 40.7 56.8 88.9 90.9 11.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
88 82 96 94 90 242 220
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 8,903
COMMITMENTS
767 4,837 373 6,137 1,957 7,277 7,167 1,626 1,736
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -380)
-20 306 -154 -1 -552 -175 -401 -205 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 54.3 4.2 68.9 22.0 81.7 80.5 18.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 21 6 18 15 33 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,369,953
COMMITMENTS
265,769 299,176 87,829 914,794 828,325 1268392 1215331 101,561 154,623
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 23,327)
7,546 -12,330 17,598 -8,719 16,015 16,425 21,282 6,903 2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 21.8 6.4 66.8 60.5 92.6 88.7 7.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
48 54 38 99 126 161 205
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,531,487
COMMITMENTS
307,534 495,531 459,234 2434264 2115573 3201032 3070338 330,454 461,149
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 194,765)
37,389 -24,777 65,802 85,333 141,623 188,524 182,648 6,240 12,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 14.0 13.0 68.9 59.9 90.6 86.9 9.4 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
65 95 99 166 201 290 336
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,073,305
COMMITMENTS
355,512 300,038 167,398 1278921 1222254 1801831 1689691 271,474 383,614
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 75,559)
13,433 -3,334 16,719 44,918 61,150 75,071 74,535 489 1,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 14.5 8.1 61.7 59.0 86.9 81.5 13.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
49 67 59 108 140 192 231
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 728,963
COMMITMENTS
19,124 168,326 150,504 535,989 362,925 705,618 681,755 23,346 47,208
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: 43,178)
-4,593 19,483 5,488 44,386 24,852 45,281 49,822 -2,103 -6,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.6 23.1 20.6 73.5 49.8 96.8 93.5 3.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
15 34 38 42 49 81 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 57,587
COMMITMENTS
17,829 9,542 1,057 30,525 41,239 49,411 51,838 8,176 5,749
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -741)
-1,845 -512 207 1,169 -564 -469 -868 -271 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 16.6 1.8 53.0 71.6 85.8 90.0 14.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 20 8 36 22 70 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 115,173
COMMITMENTS
35,658 19,084 2,114 61,050 82,478 98,822 103,676 16,351 11,497
CHANGES FROM 01/06/15 (CHANGE IN OPEN INTEREST: -1,481)
-3,690 -1,024 414 2,337 -1,127 -939 -1,737 -543 255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 16.6 1.8 53.0 71.6 85.8 90.0 14.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
30 20 8 36 22 70 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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