WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 553,352
COMMITMENTS
112,232 138,232 189,572 215,052 177,829 516,855 505,633 36,497 47,719
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 52,874)
2,377 19,681 23,596 25,291 8,483 51,264 51,760 1,611 1,114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 25.0 34.3 38.9 32.1 93.4 91.4 6.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
136 121 162 112 109 346 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 189,984
COMMITMENTS
43,824 48,242 35,109 93,176 80,169 172,109 163,520 17,875 26,464
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 15,540)
3,026 6,619 5,005 8,206 3,340 16,237 14,964 -697 576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 25.4 18.5 49.0 42.2 90.6 86.1 9.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
45 49 51 77 75 149 155
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,758,303
COMMITMENTS
402,871 203,021 473,384 739,943 781,250 1616198 1457655 142,105 300,648
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 68,892)
-7,851 40,636 32,697 33,587 4,608 58,432 77,941 10,460 -9,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 11.5 26.9 42.1 44.4 91.9 82.9 8.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
161 203 234 292 343 607 654
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,245
COMMITMENTS
1,398 1,373 1,342 5,295 5,206 8,036 7,921 2,209 2,324
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,089)
-85 376 118 987 571 1,019 1,065 70 24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 13.4 13.1 51.7 50.8 78.4 77.3 21.6 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 6 5 15 12 27 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 958,275
COMMITMENTS
165,644 172,234 304,033 436,945 342,598 906,622 818,865 51,653 139,410
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 32,904)
4,187 -6,687 18,316 5,034 23,979 27,536 35,607 5,368 -2,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 18.0 31.7 45.6 35.8 94.6 85.5 5.4 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 658)
154 259 268 173 200 499 570
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 447,550
COMMITMENTS
102,579 93,054 118,363 192,654 202,694 413,595 414,110 33,954 33,439
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 26,438)
-17,570 19,586 27,869 18,112 -20,235 28,411 27,220 -1,973 -783
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 20.8 26.4 43.0 45.3 92.4 92.5 7.6 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
101 93 131 94 78 276 261
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 833,968
COMMITMENTS
77,645 81,719 78,102 501,095 499,413 656,843 659,235 177,125 174,733
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -69,667)
-11,421 -7,364 2,897 -55,998 -67,865 -64,522 -72,333 -5,145 2,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.8 9.4 60.1 59.9 78.8 79.0 21.2 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
34 28 40 81 83 130 136
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 506,015
COMMITMENTS
47,608 76,834 12,393 330,072 325,554 390,073 414,780 115,942 91,234
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -497)
-9,857 4,585 5,308 -3,322 -17,205 -7,871 -7,313 7,374 6,816
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 15.2 2.4 65.2 64.3 77.1 82.0 22.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
13 15 9 52 51 70 70
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 439,073
COMMITMENTS
114,797 65,232 90,938 183,077 246,893 388,812 403,063 50,261 36,010
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 5,895)
-1,768 4,076 2,134 421 2,456 787 8,666 5,108 -2,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 14.9 20.7 41.7 56.2 88.6 91.8 11.4 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
81 90 95 90 88 240 217
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 11,032
COMMITMENTS
677 4,968 1,945 6,452 2,130 9,075 9,044 1,957 1,989
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 1,408)
-124 -54 1,022 175 291 1,073 1,259 335 149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 45.0 17.6 58.5 19.3 82.3 82.0 17.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 25 13 20 14 40 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,448,094
COMMITMENTS
297,791 292,706 96,206 947,446 908,609 1341443 1297521 106,651 150,573
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 49,345)
-33,328 7,627 15,976 67,269 19,500 49,917 43,103 -572 6,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 20.2 6.6 65.4 62.7 92.6 89.6 7.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
41 57 35 103 130 162 204
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,409,917
COMMITMENTS
301,948 451,971 431,830 2297538 2073936 3031316 2957738 378,601 452,180
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 44,592)
-19,012 -14,391 42,392 9,945 19,176 33,326 47,177 11,266 -2,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 13.3 12.7 67.4 60.8 88.9 86.7 11.1 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
60 97 98 162 189 281 325
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,993,615
COMMITMENTS
321,554 357,938 127,545 1286876 1170286 1735975 1655768 257,639 337,846
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: 18,339)
4,674 31,466 -103 49,569 15,463 54,139 46,826 -35,801 -28,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 18.0 6.4 64.5 58.7 87.1 83.1 12.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
46 59 55 116 131 191 216
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 703,751
COMMITMENTS
14,383 134,306 134,153 531,161 389,990 679,697 658,449 24,054 45,301
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -34,277)
-5,782 -6,850 -11,006 -19,143 -17,127 -35,931 -34,983 1,654 706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 19.1 19.1 75.5 55.4 96.6 93.6 3.4 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
16 30 33 42 52 78 100
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 54,278
COMMITMENTS
13,310 8,418 1,438 28,783 39,126 43,531 48,982 10,747 5,297
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -176)
1,550 -3,948 -161 -2,896 3,345 -1,506 -764 1,331 588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 15.5 2.6 53.0 72.1 80.2 90.2 19.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 16 12 34 20 69 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 108,557
COMMITMENTS
26,620 16,836 2,876 57,566 78,252 87,062 97,964 21,494 10,593
CHANGES FROM 01/27/15 (CHANGE IN OPEN INTEREST: -351)
3,099 -7,896 -321 -5,791 6,690 -3,013 -1,528 2,662 1,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 15.5 2.6 53.0 72.1 80.2 90.2 19.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
31 16 12 34 20 69 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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