WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 500,478
COMMITMENTS
109,855 118,551 165,976 189,761 169,346 465,591 453,873 34,886 46,604
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -7,035)
-4,614 6,789 -3,986 1,713 -9,897 -6,887 -7,094 -148 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.7 33.2 37.9 33.8 93.0 90.7 7.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
130 112 164 108 109 336 316
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 174,444
COMMITMENTS
40,798 41,623 30,104 84,970 76,829 155,872 148,556 18,572 25,889
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 8,384)
-1,805 7,753 3,205 7,049 -2,405 8,449 8,554 -65 -170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 23.9 17.3 48.7 44.0 89.4 85.2 10.6 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
46 49 55 76 74 152 158
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,689,411
COMMITMENTS
410,722 162,384 440,688 706,356 776,642 1557766 1379714 131,645 309,696
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -27,213)
-22,463 -1,931 -3,717 -299 -30,225 -26,479 -35,873 -734 8,660
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 9.6 26.1 41.8 46.0 92.2 81.7 7.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 783)
175 193 217 288 339 591 642
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 9,156
COMMITMENTS
1,483 997 1,225 4,308 4,634 7,016 6,856 2,139 2,299
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -223)
-36 -385 4 -474 -250 -507 -631 284 408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 10.9 13.4 47.1 50.6 76.6 74.9 23.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
9 7 6 15 9 28 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 925,371
COMMITMENTS
161,457 178,921 285,717 431,911 318,620 879,086 783,258 46,285 142,113
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 16,550)
-18,737 11,640 -1,590 36,830 4,561 16,503 14,611 48 1,940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 19.3 30.9 46.7 34.4 95.0 84.6 5.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 666)
156 261 270 170 198 496 577
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 421,112
COMMITMENTS
120,149 73,468 90,493 174,541 222,929 385,184 386,890 35,928 34,222
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 28,566)
-7,165 23,636 12,744 22,865 -14,857 28,444 21,523 123 7,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 17.4 21.5 41.4 52.9 91.5 91.9 8.5 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
105 79 108 88 78 253 227
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 903,635
COMMITMENTS
89,066 89,083 75,206 557,093 567,278 721,365 731,568 182,270 172,068
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -99,898)
-1,802 6,745 -48,370 -50,680 -52,489 -100,852 -94,114 953 -5,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.9 8.3 61.7 62.8 79.8 81.0 20.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
36 28 42 77 84 129 138
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 506,512
COMMITMENTS
57,465 72,249 7,085 333,394 342,759 397,944 422,093 108,568 84,419
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -5,308)
-1,910 -1,406 -3,109 6,142 3,190 1,124 -1,325 -6,431 -3,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 14.3 1.4 65.8 67.7 78.6 83.3 21.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
15 15 11 52 51 74 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 433,178
COMMITMENTS
116,565 61,156 88,804 182,656 244,437 388,025 394,397 45,152 38,781
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 16,527)
2,678 -5,797 6,968 6,744 16,908 16,391 18,080 136 -1,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 14.1 20.5 42.2 56.4 89.6 91.0 10.4 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
89 83 98 91 89 247 222
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 9,624
COMMITMENTS
802 5,023 923 6,277 1,838 8,002 7,785 1,622 1,840
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 382)
46 35 413 -71 -141 389 308 -6 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 52.2 9.6 65.2 19.1 83.1 80.9 16.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
14 24 11 18 14 38 45
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,398,749
COMMITMENTS
331,119 285,079 80,230 880,177 889,109 1291526 1254418 107,223 144,331
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 6,433)
37,360 -10,250 -18,379 -21,185 38,062 -2,204 9,433 8,637 -3,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 20.4 5.7 62.9 63.6 92.3 89.7 7.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
47 55 37 103 124 165 201
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,365,325
COMMITMENTS
320,960 466,362 389,438 2287592 2054760 2997990 2910561 367,335 454,764
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -328,807)
-12,293 -5,120 -143,286 -183,315 -184,912 -338,894 -333,318 10,087 4,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 13.9 11.6 68.0 61.1 89.1 86.5 10.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 368)
57 94 92 162 185 278 312
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,975,276
COMMITMENTS
316,880 326,471 127,648 1237308 1154822 1681836 1608942 293,440 366,334
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: -130,962)
-19,867 19,841 -56,769 -53,479 -95,984 -130,116 -132,912 -846 1,950
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 16.5 6.5 62.6 58.5 85.1 81.5 14.9 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
44 62 52 111 128 188 209
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 738,027
COMMITMENTS
20,164 141,157 145,160 550,304 407,116 715,628 693,433 22,400 44,595
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 3,025)
2,642 -9,944 -4,815 8,516 20,603 6,343 5,844 -3,318 -2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 19.1 19.7 74.6 55.2 97.0 94.0 3.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
18 30 35 45 53 83 102
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 54,454
COMMITMENTS
11,760 12,366 1,598 31,679 35,781 45,038 49,746 9,416 4,708
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 2,729)
-2,160 3,089 920 2,995 -1,866 1,755 2,143 974 586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 22.7 2.9 58.2 65.7 82.7 91.4 17.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 20 10 35 19 68 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 108,908
COMMITMENTS
23,521 24,733 3,197 63,357 71,562 90,075 99,491 18,833 9,417
CHANGES FROM 01/20/15 (CHANGE IN OPEN INTEREST: 5,458)
-4,320 6,178 1,840 5,990 -3,733 3,510 4,285 1,948 1,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 22.7 2.9 58.2 65.7 82.7 91.4 17.3 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
28 20 10 35 19 68 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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