WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 382,061
COMMITMENTS
129,160 104,995 67,636 153,988 163,077 350,784 335,708 31,277 46,353
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 5,048)
3,570 2,881 -5,044 7,920 6,112 6,446 3,949 -1,398 1,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.8 27.5 17.7 40.3 42.7 91.8 87.9 8.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
97 116 106 79 94 245 259
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 142,821
COMMITMENTS
49,294 26,401 9,895 67,098 80,981 126,287 117,277 16,534 25,544
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -3,644)
-3,153 -993 -2,516 2,902 -957 -2,767 -4,466 -877 822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 18.5 6.9 47.0 56.7 88.4 82.1 11.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
44 46 37 53 63 122 126
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,332,710
COMMITMENTS
408,513 187,205 202,958 609,720 689,831 1221191 1079994 111,519 252,716
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 9,800)
-295 33,392 -4,246 15,857 -23,408 11,316 5,738 -1,516 4,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 14.0 15.2 45.8 51.8 91.6 81.0 8.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
145 149 162 236 337 483 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,419
COMMITMENTS
1,590 858 559 3,292 4,897 5,441 6,314 1,978 1,105
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 37)
26 112 -84 -29 -42 -87 -14 124 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 11.6 7.5 44.4 66.0 73.3 85.1 26.7 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 9 8 12 11 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 618,301
COMMITMENTS
228,539 104,481 63,843 273,194 344,891 565,576 513,215 52,725 105,086
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 10,934)
5,415 -1,745 -2,536 6,536 10,816 9,415 6,535 1,519 4,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 16.9 10.3 44.2 55.8 91.5 83.0 8.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 599)
169 168 164 138 221 411 468
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,237
COMMITMENTS
14,977 925 38 14 4,909 15,029 5,872 6,208 15,365
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 2,125)
1,833 21 -23 -5 631 1,805 629 320 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
70.5 4.4 0.2 0.1 23.1 70.8 27.6 29.2 72.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 3 2 2 14 7 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 315,676
COMMITMENTS
102,384 85,322 35,958 146,631 161,655 284,973 282,935 30,703 32,741
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 1,414)
154 -191 1,834 373 -1,870 2,361 -227 -947 1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 27.0 11.4 46.4 51.2 90.3 89.6 9.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
89 70 71 77 65 200 181
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 830,759
COMMITMENTS
108,231 59,241 49,560 494,495 517,619 652,286 626,420 178,473 204,339
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 13,691)
-15,692 -9,931 26,464 24,362 2,849 35,134 19,382 -21,443 -5,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 7.1 6.0 59.5 62.3 78.5 75.4 21.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
29 26 20 74 88 112 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 525,443
COMMITMENTS
56,713 46,535 11,445 350,638 361,400 418,796 419,380 106,647 106,063
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 21,953)
1,273 -4,885 6,761 11,880 1,303 19,914 3,179 2,039 18,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 8.9 2.2 66.7 68.8 79.7 79.8 20.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 13 11 47 40 66 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,130
COMMITMENTS
1,513 1,013 945 4,232 4,908 6,690 6,866 440 264
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -95)
242 13 0 -232 -107 10 -94 -105 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 14.2 13.3 59.4 68.8 93.8 96.3 6.2 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 5 6 16 18 32 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 316,786
COMMITMENTS
118,089 55,067 21,968 126,616 210,806 266,673 287,841 50,113 28,945
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 6,886)
818 -1,189 1,141 4,911 4,575 6,870 4,527 16 2,359
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 17.4 6.9 40.0 66.5 84.2 90.9 15.8 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
83 63 63 77 85 202 175
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,106
COMMITMENTS
1,634 863 641 3,905 5,199 6,180 6,703 1,926 1,403
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -350)
-301 76 160 -153 -637 -294 -401 -56 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 10.6 7.9 48.2 64.1 76.2 82.7 23.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 6 6 20 15 38 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,202,909
COMMITMENTS
254,691 200,955 57,483 775,438 800,497 1087612 1058935 115,297 143,974
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 11,333)
5,163 -11,411 26,822 -11,872 -485 20,113 14,926 -8,780 -3,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 16.7 4.8 64.5 66.5 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
46 41 34 99 130 160 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,841,037
COMMITMENTS
379,344 398,422 78,658 2015869 1820394 2473871 2297474 367,166 543,563
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 44,514)
-52,135 -130,952 17,771 48,727 107,555 14,363 -5,626 30,151 50,140
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 14.0 2.8 71.0 64.1 87.1 80.9 12.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
57 81 57 140 182 237 280
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,199,370
COMMITMENTS
261,999 307,646 63,787 1586804 1417484 1912590 1788917 286,780 410,453
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 15,156)
-17,955 -34,773 23,965 2,935 13,890 8,945 3,082 6,211 12,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 14.0 2.9 72.1 64.4 87.0 81.3 13.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
30 57 32 116 141 171 205
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 367,374
COMMITMENTS
20,941 78,923 57,852 259,675 174,145 338,468 310,920 28,906 56,454
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 6,109)
1,009 5,055 1,913 2,926 2,176 5,848 9,144 261 -3,035
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 21.5 15.7 70.7 47.4 92.1 84.6 7.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
14 25 22 35 36 61 72
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,624
COMMITMENTS
18,313 13,682 626 37,255 41,847 56,194 56,155 8,430 8,469
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 3,712)
2,180 -3,189 573 61 6,270 2,814 3,654 899 59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 21.2 1.0 57.6 64.8 87.0 86.9 13.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 26 6 38 23 71 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,247
COMMITMENTS
36,626 27,364 1,251 74,510 83,694 112,387 112,309 16,860 16,938
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: 7,424)
4,359 -6,378 1,146 122 12,539 5,627 7,307 1,797 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 21.2 1.0 57.6 64.8 87.0 86.9 13.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 26 6 38 23 71 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,523
COMMITMENTS
13,219 15,465 1,040 2,209 0 16,468 16,505 55 18
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -53)
-515 -38 -16 486 0 -45 -54 -8 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.0 93.6 6.3 13.4 0.0 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 5 3 2 0 19 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,786
COMMITMENTS
2,111 18,816 375 52,259 35,446 54,745 54,637 41 149
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -2,728)
-2,184 -1,181 0 -541 -1,583 -2,725 -2,764 -3 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 34.3 0.7 95.4 64.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 14 1 13 12 17 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/27/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 43,604
COMMITMENTS
444 16,588 0 43,091 26,961 43,535 43,549 69 55
CHANGES FROM 05/20/14 (CHANGE IN OPEN INTEREST: -1,366)
-173 864 -107 -1,084 -1,771 -1,364 -1,014 -2 -352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 38.0 0.0 98.8 61.8 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 20 0 7 15 9 35
Updated May 30, 2014