WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 344,794
COMMITMENTS
117,488 105,661 54,842 137,495 141,572 309,825 302,075 34,969 42,719
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4,055)
2,115 -2,988 4,697 -909 2,943 5,903 4,652 -1,848 -597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 30.6 15.9 39.9 41.1 89.9 87.6 10.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
106 106 113 77 91 247 262
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 135,239
COMMITMENTS
51,353 23,062 9,410 58,252 76,467 119,015 108,939 16,224 26,300
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 6,470)
1,232 -2,136 1,504 1,663 5,204 4,399 4,572 2,071 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.0 17.1 7.0 43.1 56.5 88.0 80.6 12.0 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
53 38 28 50 57 115 112
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,328,078
COMMITMENTS
416,760 174,409 186,157 598,302 715,546 1201219 1076112 126,859 251,966
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 13,304)
-5,337 -12,784 9,240 9,001 11,446 12,904 7,902 400 5,402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 13.1 14.0 45.1 53.9 90.4 81.0 9.6 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
165 146 171 216 339 484 575
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,772
COMMITMENTS
3,186 1,166 243 3,679 6,666 7,108 8,075 2,664 1,697
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 135)
26 161 100 -72 63 54 324 81 -189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 11.9 2.5 37.6 68.2 72.7 82.6 27.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 9 10 12 27 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 656,246
COMMITMENTS
273,916 86,004 83,445 248,194 394,851 605,555 564,300 50,691 91,946
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -13,847)
-8,693 -1,048 -1,377 -3,853 -11,722 -13,923 -14,147 76 300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.7 13.1 12.7 37.8 60.2 92.3 86.0 7.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 564)
192 142 156 126 192 403 420
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,990
COMMITMENTS
105,276 63,305 31,659 130,492 181,882 267,427 276,846 34,563 25,144
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -602)
865 -218 1,575 -2,166 -1,706 274 -349 -876 -253
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 21.0 10.5 43.2 60.2 88.6 91.7 11.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
83 68 69 76 66 196 174
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 719,849
COMMITMENTS
91,382 62,435 14,101 460,716 478,373 566,199 554,909 153,650 164,940
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 39,078)
14,921 2,105 -772 13,571 35,405 27,720 36,738 11,358 2,340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 8.7 2.0 64.0 66.5 78.7 77.1 21.3 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
34 27 16 72 84 112 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 486,781
COMMITMENTS
46,617 52,920 1,668 355,288 343,253 403,573 397,841 83,208 88,940
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -2,768)
2,781 5,212 -605 -9,320 -5,133 -7,144 -526 4,376 -2,242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 10.9 0.3 73.0 70.5 82.9 81.7 17.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
6 14 6 43 42 53 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,623
COMMITMENTS
954 1,074 765 3,273 3,422 4,992 5,261 631 362
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -32)
-123 -23 78 -150 -180 -195 -125 163 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 19.1 13.6 58.2 60.9 88.8 93.6 11.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 6 13 16 30 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 313,206
COMMITMENTS
114,120 60,044 27,771 122,823 203,123 264,714 290,938 48,492 22,268
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -637)
-831 -936 1,234 -2,996 -562 -2,593 -264 1,956 -373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.4 19.2 8.9 39.2 64.9 84.5 92.9 15.5 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
85 62 55 79 79 200 167
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,938
COMMITMENTS
949 1,655 127 4,692 5,082 5,768 6,864 2,170 1,074
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 171)
-155 107 25 209 100 79 232 92 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 20.8 1.6 59.1 64.0 72.7 86.5 27.3 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 8 4 19 13 33 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 911,996
COMMITMENTS
176,433 173,296 17,928 613,551 609,743 807,912 800,967 104,084 111,029
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -12,748)
-3,116 6,223 -5,797 -1,265 -11,668 -10,178 -11,242 -2,570 -1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 19.0 2.0 67.3 66.9 88.6 87.8 11.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
42 30 20 91 108 139 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,441,194
COMMITMENTS
360,226 415,240 53,147 1746916 1521110 2160289 1989497 280,905 451,697
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 28,457)
59,124 -4,072 4,565 -37,775 31,326 25,914 31,819 2,543 -3,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 17.0 2.2 71.6 62.3 88.5 81.5 11.5 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
60 93 42 129 166 216 274
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,921,154
COMMITMENTS
227,085 316,805 16,828 1449633 1257941 1693546 1591574 227,608 329,580
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 5,173)
5,545 -18,720 -4,227 -23,594 57,192 -22,276 34,245 27,449 -29,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 16.5 0.9 75.5 65.5 88.2 82.8 11.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
24 67 23 94 133 135 206
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 318,024
COMMITMENTS
24,064 54,610 49,621 217,726 166,008 291,411 270,239 26,613 47,785
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 19,922)
9,387 3,167 -1,969 12,691 16,972 20,109 18,170 -187 1,752
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 17.2 15.6 68.5 52.2 91.6 85.0 8.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 20 23 36 35 63 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 91,896
COMMITMENTS
20,329 8,969 4,146 58,015 70,331 82,490 83,446 9,406 8,450
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 27,548)
2,626 -4,172 3,951 20,641 26,191 27,217 25,970 331 1,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 9.8 4.5 63.1 76.5 89.8 90.8 10.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
34 20 10 49 29 91 55
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,115
COMMITMENTS
4,041 415 0 8,861 13,145 12,902 13,560 1,213 555
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 2.9 0.0 62.8 93.1 91.4 96.1 8.6 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 7 9 12 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 155,561
COMMITMENTS
37,728 22,260 3,140 98,308 114,371 139,176 139,771 16,385 15,790
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 26,865)
2,321 -4,021 2,750 23,559 26,091 28,630 24,820 -1,765 2,045
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 14.3 2.0 63.2 73.5 89.5 89.8 10.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
33 21 7 47 27 85 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,431
COMMITMENTS
11,979 8,872 6,010 1,399 4,540 19,388 19,422 43 9
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4,181)
-488 -332 4,812 -150 -230 4,174 4,250 7 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
61.6 45.7 30.9 7.2 23.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 6 5 1 1 20 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,618
COMMITMENTS
1,511 16,974 199 36,793 21,304 38,503 38,477 115 141
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -6,935)
360 -1,461 199 -7,565 -5,684 -7,006 -6,946 71 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 44.0 0.5 95.3 55.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 13 1 12 14 17 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,554
COMMITMENTS
706 23,800 0 29,797 6,627 30,503 30,427 51 127
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -15,144)
-4,728 650 -1,226 -9,178 -14,612 -15,132 -15,188 -12 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.3 77.9 0.0 97.5 21.7 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 14 0 7 13 9 27
Updated March 21, 2014