WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,718
COMMITMENTS
108,733 133,316 195,959 205,755 171,616 510,446 500,891 38,272 47,828
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,634)
-3,499 -4,916 6,387 -9,297 -6,213 -6,409 -4,743 1,775 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 24.3 35.7 37.5 31.3 93.0 91.3 7.0 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
135 125 169 108 102 344 316
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 184,859
COMMITMENTS
42,288 46,254 37,494 87,298 75,141 167,080 158,888 17,778 25,971
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -5,126)
-1,536 -1,989 2,385 -5,878 -5,028 -5,029 -4,632 -97 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 25.0 20.3 47.2 40.6 90.4 86.0 9.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
50 48 57 73 73 149 159
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,768,289
COMMITMENTS
378,486 185,866 485,835 756,600 797,800 1620921 1469501 147,368 298,788
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 9,986)
-24,385 -17,155 12,451 16,657 16,550 4,723 11,846 5,263 -1,860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 10.5 27.5 42.8 45.1 91.7 83.1 8.3 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
156 204 230 297 342 602 653
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,534
COMMITMENTS
1,291 1,688 1,396 5,717 4,999 8,405 8,083 2,130 2,451
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 289)
-107 315 54 423 -207 369 162 -80 127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 16.0 13.3 54.3 47.5 79.8 76.7 20.2 23.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
8 8 5 14 11 26 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 995,015
COMMITMENTS
155,492 183,427 337,752 446,592 331,909 939,835 853,087 55,179 141,928
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 36,740)
-10,152 11,193 33,718 9,647 -10,690 33,213 34,222 3,527 2,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 18.4 33.9 44.9 33.4 94.5 85.7 5.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 653)
144 262 278 180 198 507 576
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 429,661
COMMITMENTS
98,802 80,289 111,993 186,040 202,642 396,835 394,925 32,825 34,736
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -17,889)
-3,777 -12,764 -6,370 -6,613 -51 -16,760 -19,186 -1,129 1,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 18.7 26.1 43.3 47.2 92.4 91.9 7.6 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
89 92 127 91 81 260 250
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 829,023
COMMITMENTS
68,698 77,614 83,903 501,098 498,963 653,699 660,481 175,324 168,542
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -4,945)
-8,947 -4,105 5,801 2 -450 -3,144 1,246 -1,801 -6,191
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.4 10.1 60.4 60.2 78.9 79.7 21.1 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
28 40 46 82 84 137 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 541,377
COMMITMENTS
45,459 78,190 17,314 357,478 355,691 420,250 451,194 121,127 90,182
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 35,362)
-2,149 1,356 4,921 27,406 30,137 30,177 36,414 5,185 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 14.4 3.2 66.0 65.7 77.6 83.3 22.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
11 15 10 51 53 69 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,873
COMMITMENTS
1,149 223 633 4,679 5,707 6,461 6,563 412 310
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -213)
-57 31 29 -221 -221 -249 -161 36 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 3.2 9.2 68.1 83.0 94.0 95.5 6.0 4.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
11 3 8 15 19 28 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 437,126
COMMITMENTS
102,559 68,728 100,016 183,408 228,322 385,983 397,067 51,143 40,059
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -1,947)
-12,238 3,496 9,078 331 -18,570 -2,829 -5,996 882 4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 15.7 22.9 42.0 52.2 88.3 90.8 11.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
84 82 104 93 89 242 226
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,232
COMMITMENTS
639 4,804 2,256 6,404 2,250 9,300 9,310 1,932 1,922
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 199)
-38 -165 311 -48 120 225 266 -25 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 42.8 20.1 57.0 20.0 82.8 82.9 17.2 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 26 16 21 14 43 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,531,064
COMMITMENTS
280,732 304,947 119,056 1025015 946,722 1424803 1370724 106,261 160,339
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 82,970)
-17,059 12,241 22,850 77,569 38,112 83,360 73,204 -390 9,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 19.9 7.8 66.9 61.8 93.1 89.5 6.9 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
43 58 39 108 131 169 210
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,387,906
COMMITMENTS
358,795 442,595 485,976 2161372 1996258 3006143 2924829 381,763 463,077
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -22,011)
56,847 -9,376 54,145 -136,165 -77,678 -25,173 -32,909 3,162 10,897
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 13.1 14.3 63.8 58.9 88.7 86.3 11.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 397)
76 92 105 174 202 307 342
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,206,581
COMMITMENTS
353,092 364,083 158,192 1436026 1324189 1947310 1846464 259,270 360,117
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 212,966)
31,539 6,146 30,647 149,150 153,903 211,335 190,695 1,631 22,271
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 16.5 7.2 65.1 60.0 88.3 83.7 11.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
54 62 58 123 139 208 228
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 700,522
COMMITMENTS
18,747 136,980 143,688 508,464 372,616 670,899 653,284 29,623 47,238
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: -3,228)
4,365 2,673 9,535 -22,697 -17,374 -8,797 -5,165 5,569 1,937
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.7 19.6 20.5 72.6 53.2 95.8 93.3 4.2 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
16 33 35 40 50 78 101
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,236
COMMITMENTS
17,399 8,322 809 26,791 40,073 44,999 49,203 10,237 6,032
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 957)
4,089 -97 -629 -1,992 947 1,468 222 -510 736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 15.1 1.5 48.5 72.5 81.5 89.1 18.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 13 8 34 23 67 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,471
COMMITMENTS
34,798 16,643 1,618 53,582 80,145 89,998 98,407 20,474 12,065
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 1,914)
8,177 -193 -1,257 -3,985 1,894 2,935 443 -1,021 1,471
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 15.1 1.5 48.5 72.5 81.5 89.1 18.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 90)
30 13 8 34 23 67 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,897
COMMITMENTS
11,535 9,979 798 462 2,096 12,795 12,873 102 24
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 307)
221 -284 -15 97 609 303 310 4 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
89.4 77.4 6.2 3.6 16.3 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
15 9 2 1 2 17 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,956
COMMITMENTS
23,931 17,557 0 30,877 36,875 54,808 54,432 148 524
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 1,075)
134 -388 -3 889 1,059 1,020 668 55 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.5 31.9 0.0 56.2 67.1 99.7 99.0 0.3 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 16 0 9 17 15 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/10/15 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 35,664
COMMITMENTS
21,980 13,083 276 13,245 21,887 35,501 35,246 163 418
CHANGES FROM 02/03/15 (CHANGE IN OPEN INTEREST: 229)
-977 237 34 1,177 -21 234 250 -5 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 36.7 0.8 37.1 61.4 99.5 98.8 0.5 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
7 17 2 6 17 15 34
Updated February 13, 2015