WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 434,469
COMMITMENTS
134,539 185,515 83,877 182,635 113,340 401,051 382,732 33,418 51,737
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 11,805)
103 921 6,078 5,642 5,079 11,823 12,078 -18 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 42.7 19.3 42.0 26.1 92.3 88.1 7.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
105 153 129 96 87 281 307
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 159,858
COMMITMENTS
50,752 44,619 22,660 70,890 66,633 144,302 133,912 15,556 25,946
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,684)
725 1,037 905 1,590 931 3,220 2,873 -536 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 27.9 14.2 44.3 41.7 90.3 83.8 9.7 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
56 47 52 58 58 141 140
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,310,544
COMMITMENTS
327,982 393,173 195,557 654,084 477,026 1177623 1065756 132,921 244,788
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 30,341)
-4,390 -5,413 24,026 9,384 7,848 29,020 26,461 1,321 3,880
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 30.0 14.9 49.9 36.4 89.9 81.3 10.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
129 197 153 237 295 469 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,724
COMMITMENTS
3,661 761 500 4,245 7,604 8,406 8,865 2,318 1,859
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 345)
-7 121 21 207 84 221 226 124 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 7.1 4.7 39.6 70.9 78.4 82.7 21.6 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 9 7 13 13 37 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 603,948
COMMITMENTS
235,517 77,507 94,133 222,711 345,038 552,361 516,678 51,587 87,270
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 9,556)
8,658 4,348 -5,884 5,470 8,122 8,244 6,586 1,312 2,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 12.8 15.6 36.9 57.1 91.5 85.6 8.5 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505)
153 142 141 122 173 350 399
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 375,483
COMMITMENTS
88,875 142,729 47,341 201,932 140,874 338,148 330,944 37,335 44,539
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 12,307)
5,782 6,270 2,395 2,679 3,241 10,856 11,906 1,451 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 38.0 12.6 53.8 37.5 90.1 88.1 9.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
77 106 93 85 56 219 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 669,487
COMMITMENTS
139,462 82,403 6,684 383,743 410,447 529,889 499,534 139,598 169,953
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -4,086)
5,268 7,119 -569 -6,964 -8,199 -2,265 -1,649 -1,821 -2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 12.3 1.0 57.3 61.3 79.1 74.6 20.9 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
30 33 16 62 90 99 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 465,462
COMMITMENTS
54,277 69,494 1,061 332,807 306,171 388,145 376,726 77,317 88,736
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 21)
1,063 -996 -232 -3,729 949 -2,898 -279 2,919 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 14.9 0.2 71.5 65.8 83.4 80.9 16.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 14 5 42 43 53 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,025
COMMITMENTS
1,095 706 275 2,061 2,748 3,431 3,729 594 296
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 415)
124 82 61 256 285 441 428 -26 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 17.5 6.8 51.2 68.3 85.2 92.6 14.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 6 6 18 15 32 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 276,037
COMMITMENTS
102,599 59,204 26,054 100,916 163,153 229,569 248,411 46,468 27,626
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 1,642)
967 624 1,246 1,947 128 4,160 1,998 -2,518 -356
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.2 21.4 9.4 36.6 59.1 83.2 90.0 16.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
69 63 60 74 83 189 168
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,121
COMMITMENTS
1,125 946 165 4,096 4,863 5,386 5,974 1,735 1,147
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 41)
18 -137 86 -140 59 -36 8 77 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 13.3 2.3 57.5 68.3 75.6 83.9 24.4 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 9 6 15 9 28 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 913,256
COMMITMENTS
159,515 164,485 12,251 636,805 622,394 808,571 799,130 104,685 114,126
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 99,050)
12,059 -14,197 3,971 73,229 100,229 89,259 90,003 9,791 9,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 18.0 1.3 69.7 68.2 88.5 87.5 11.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
39 35 15 91 97 134 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,232,869
COMMITMENTS
315,980 374,371 27,295 1636923 1353532 1980198 1755198 252,671 477,671
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 35,470)
10,166 17,767 -1,595 15,428 661 23,999 16,833 11,471 18,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 16.8 1.2 73.3 60.6 88.7 78.6 11.3 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
59 73 43 127 159 213 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,963,679
COMMITMENTS
252,049 338,417 15,411 1495626 1226729 1763086 1580557 200,593 383,122
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 12,835)
1,225 4,064 -80 12,591 16,203 13,736 20,187 -901 -7,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 17.2 0.8 76.2 62.5 89.8 80.5 10.2 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
28 61 22 98 129 140 199
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 279,760
COMMITMENTS
11,686 51,097 41,109 196,160 140,114 248,955 232,320 30,805 47,440
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 899)
-4,429 -2,312 -1,642 7,531 5,109 1,460 1,155 -561 -256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.2 18.3 14.7 70.1 50.1 89.0 83.0 11.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 13 12 32 32 47 50
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,296
COMMITMENTS
19,491 10,200 156 37,483 47,708 57,129 58,063 9,167 8,234
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 131)
-1,905 689 -171 2,271 -83 195 435 -65 -305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 15.4 0.2 56.5 72.0 86.2 87.6 13.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 19 6 36 23 63 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,592
COMMITMENTS
38,981 20,399 311 74,966 95,415 114,258 116,125 18,334 16,467
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 261)
-3,809 1,378 -342 4,541 -166 390 870 -129 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 15.4 0.2 56.5 72.0 86.2 87.6 13.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
24 19 6 36 23 63 45
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,177
COMMITMENTS
5,494 6,124 1,027 606 0 7,127 7,151 50 26
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.6 85.3 14.3 8.4 0.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 6 3 3 0 15 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,006
COMMITMENTS
1,327 22,423 27 53,648 32,421 55,002 54,871 4 135
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 462)
-543 652 27 982 -215 466 464 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.4 40.8 0.0 97.5 58.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 19 1 13 18 15 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,593
COMMITMENTS
583 21,404 0 31,990 11,136 32,573 32,540 20 53
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 230)
-10 256 -20 259 1 229 237 1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 65.7 0.0 98.1 34.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 14 0 7 13 9 27
Updated January 24, 2014