WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 401,525
COMMITMENTS
122,991 127,777 69,963 174,616 156,355 367,570 354,095 33,955 47,430
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 278)
-5,231 -1,174 2,938 4,027 32 1,734 1,796 -1,456 -1,518
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 31.8 17.4 43.5 38.9 91.5 88.2 8.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
110 125 123 100 98 280 287
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 139,027
COMMITMENTS
48,647 30,680 11,780 62,513 70,045 122,940 112,505 16,087 26,522
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -2,306)
315 423 -288 -911 -2,973 -884 -2,838 -1,422 532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 22.1 8.5 45.0 50.4 88.4 80.9 11.6 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
51 50 44 55 58 127 138
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,406,180
COMMITMENTS
427,806 252,904 236,503 625,999 659,521 1290308 1148928 115,872 257,252
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 8,755)
7,470 17,322 3,258 -154 -11,825 10,574 8,755 -1,819 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 18.0 16.8 44.5 46.9 91.8 81.7 8.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
142 162 179 254 321 509 574
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,657
COMMITMENTS
2,657 915 264 2,784 5,451 5,705 6,630 1,952 1,027
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -185)
449 -90 -202 -303 77 -56 -215 -129 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 11.9 3.4 36.4 71.2 74.5 86.6 25.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 8 8 13 11 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,888
COMMITMENTS
198,105 149,667 86,432 283,651 267,233 568,188 503,332 48,700 113,556
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -15,233)
-14,301 18,343 4,019 -1,017 -40,604 -11,299 -18,242 -3,934 3,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 24.3 14.0 46.0 43.3 92.1 81.6 7.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 609)
159 188 176 162 225 433 496
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,444
COMMITMENTS
16,204 931 25 2 4,739 16,231 5,695 6,213 16,749
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 372)
262 -118 -9 -8 -164 245 -291 127 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.2 4.1 0.1 0.0 21.1 72.3 25.4 27.7 74.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 2 1 15 6 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,323
COMMITMENTS
107,363 102,606 36,612 162,487 166,360 306,462 305,578 33,861 34,745
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -3,651)
1,102 -3,223 2,632 -5,045 1,067 -1,311 476 -2,340 -4,127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 30.1 10.8 47.7 48.9 90.1 89.8 9.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
88 83 81 80 71 208 206
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 756,066
COMMITMENTS
85,243 79,683 11,732 500,747 502,188 597,722 593,603 158,344 162,463
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 21,024)
6,707 7,044 -3,449 28,066 27,578 31,324 31,173 -10,300 -10,149
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 10.5 1.6 66.2 66.4 79.1 78.5 20.9 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
30 31 15 77 89 114 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 487,712
COMMITMENTS
50,855 37,610 5,462 329,803 351,080 386,120 394,152 101,592 93,560
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -22,713)
4,488 -1,677 -5,168 -25,487 -15,526 -26,167 -22,371 3,454 -342
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 7.7 1.1 67.6 72.0 79.2 80.8 20.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 12 8 45 44 63 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,682
COMMITMENTS
1,473 1,018 598 4,067 4,798 6,138 6,414 544 268
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 464)
35 -40 53 345 528 433 541 31 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.2 8.9 60.9 71.8 91.9 96.0 8.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 7 5 15 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 318,947
COMMITMENTS
105,344 60,510 26,861 140,923 204,522 273,128 291,893 45,819 27,054
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -4,817)
-8,509 1,905 1,637 5,881 -6,522 -991 -2,980 -3,826 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 19.0 8.4 44.2 64.1 85.6 91.5 14.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
77 75 73 80 88 206 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,353
COMMITMENTS
1,415 2,047 784 5,041 4,711 7,240 7,542 2,113 1,811
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 272)
-60 111 179 40 21 159 311 113 -39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 21.9 8.4 53.9 50.4 77.4 80.6 22.6 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 14 6 21 18 39 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,041,295
COMMITMENTS
203,975 230,548 15,130 715,721 658,073 934,826 903,751 106,469 137,544
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -5,648)
-2,638 48,219 -8,972 168 -48,019 -11,442 -8,772 5,794 3,124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.1 1.5 68.7 63.2 89.8 86.8 10.2 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
48 43 18 85 123 138 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,601,086
COMMITMENTS
365,722 451,552 39,489 1916462 1645499 2321673 2136540 279,413 464,546
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 6,299)
-6,249 7,678 2,077 40,082 -9,908 35,910 -153 -29,611 6,452
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.1 17.4 1.5 73.7 63.3 89.3 82.1 10.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
55 94 44 129 181 214 289
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,113,529
COMMITMENTS
312,342 313,471 27,760 1557522 1417705 1897624 1758936 215,905 354,593
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 36,013)
-4,566 24,638 -1,292 62,575 8,747 56,717 32,093 -20,704 3,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 14.8 1.3 73.7 67.1 89.8 83.2 10.2 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
35 63 27 117 139 169 212
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 403,606
COMMITMENTS
29,942 86,978 74,787 270,640 188,060 375,369 349,825 28,237 53,781
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 30,827)
8,830 2,054 8,866 14,102 17,470 31,798 28,390 -971 2,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 21.6 18.5 67.1 46.6 93.0 86.7 7.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
14 24 23 35 40 61 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 83,468
COMMITMENTS
17,490 13,766 747 55,568 61,344 73,805 75,857 9,664 7,612
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 18,023)
-1,288 -674 667 17,634 19,703 17,013 19,697 1,010 -1,674
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 16.5 0.9 66.6 73.5 88.4 90.9 11.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 24 8 49 30 86 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 166,936
COMMITMENTS
34,979 27,531 1,494 111,136 122,688 147,609 151,713 19,327 15,223
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 36,045)
-2,575 -1,347 1,334 35,267 39,406 34,026 39,393 2,019 -3,348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 16.5 0.9 66.6 73.5 88.4 90.9 11.6 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 24 8 49 30 86 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,898
COMMITMENTS
12,032 14,808 6,086 2,717 0 20,835 20,894 63 4
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 6,716)
1,724 1,561 5,155 -147 0 6,732 6,716 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.6 70.9 29.1 13.0 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
16 3 4 3 0 21 5
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,849
COMMITMENTS
8,679 19,627 328 41,763 30,757 50,770 50,712 79 137
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -6,660)
6,500 1,133 -3,366 -9,823 -4,408 -6,689 -6,641 29 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.1 38.6 0.6 82.1 60.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 13 1 12 14 18 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,325
COMMITMENTS
3,867 11,867 1,524 26,812 18,790 32,203 32,181 122 144
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -12,745)
3,170 -1,851 -1,817 -14,133 -9,134 -12,780 -12,802 35 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 36.7 4.7 82.9 58.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 15 2 7 15 12 31
Updated June 20, 2014