WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 508,765
COMMITMENTS
122,172 187,382 134,608 214,275 132,092 471,054 454,082 37,711 54,684
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 8,750)
2,598 870 2,824 789 1,626 6,211 5,320 2,539 3,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 36.8 26.5 42.1 26.0 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
121 156 146 104 101 304 333
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 167,074
COMMITMENTS
48,735 41,764 28,447 71,997 67,919 149,179 138,130 17,895 28,944
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 4,663)
-662 1,408 2,585 2,060 1,229 3,982 5,222 680 -559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 25.0 17.0 43.1 40.7 89.3 82.7 10.7 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
59 51 52 57 58 135 147
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,563,886
COMMITMENTS
306,346 345,196 423,602 671,655 498,717 1401603 1267516 162,283 296,370
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 32,107)
4,906 -4,284 22,827 1,062 7,280 28,795 25,823 3,312 6,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 22.1 27.1 42.9 31.9 89.6 81.0 10.4 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
166 199 223 296 297 589 607
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,484
COMMITMENTS
3,181 251 1,047 4,041 7,688 8,268 8,985 2,216 1,499
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -23)
-28 39 89 -226 -504 -166 -377 142 353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 2.4 10.0 38.5 73.3 78.9 85.7 21.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
19 5 9 14 14 37 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 722,037
COMMITMENTS
209,543 73,707 197,384 260,966 353,838 667,892 624,929 54,144 97,107
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 9,095)
-20,619 6,303 15,240 15,352 -15,794 9,974 5,749 -878 3,346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 10.2 27.3 36.1 49.0 92.5 86.6 7.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
158 145 184 132 174 386 416
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 372,673
COMMITMENTS
76,652 116,382 64,322 195,813 147,219 336,786 327,923 35,887 44,751
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 11,018)
632 5,013 5,232 4,598 -3,772 10,461 6,472 557 4,546
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 31.2 17.3 52.5 39.5 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
67 102 88 84 67 208 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 746,238
COMMITMENTS
140,067 85,219 46,197 420,147 430,002 606,410 561,417 139,828 184,821
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -19,421)
5,034 -4,412 -4,642 -30,787 -11,062 -30,396 -20,116 10,975 695
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 11.4 6.2 56.3 57.6 81.3 75.2 18.7 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
34 31 38 73 81 126 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 458,208
COMMITMENTS
51,220 72,332 2,804 331,986 293,910 386,010 369,046 72,198 89,162
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 4,849)
729 5,819 286 5,677 109 6,692 6,214 -1,843 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.8 0.6 72.5 64.1 84.2 80.5 15.8 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
9 16 8 43 43 56 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,218
COMMITMENTS
978 427 200 1,537 2,379 2,715 3,006 503 212
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 75)
33 65 -80 146 47 99 32 -24 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 13.3 6.2 47.8 73.9 84.4 93.4 15.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
9 4 4 15 15 26 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 295,709
COMMITMENTS
93,826 49,602 51,462 105,566 165,880 250,853 266,944 44,856 28,765
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,520)
-5,917 1,484 5,035 937 -7,042 56 -523 -2,575 -1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 16.8 17.4 35.7 56.1 84.8 90.3 15.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
85 47 62 73 82 189 167
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,086
COMMITMENTS
795 1,092 161 4,497 4,761 5,453 6,014 1,633 1,072
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -45)
-49 -358 26 -183 252 -206 -80 161 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.4 2.3 63.5 67.2 77.0 84.9 23.0 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
7 9 4 16 10 26 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 790,002
COMMITMENTS
148,655 154,877 14,777 527,548 515,583 690,980 685,238 99,021 104,764
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 22,192)
-13,997 -2,619 3,225 32,990 19,766 22,219 20,373 -27 1,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 19.6 1.9 66.8 65.3 87.5 86.7 12.5 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
40 31 23 88 95 136 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,689,223
COMMITMENTS
231,868 362,627 278,411 1932900 1544070 2443179 2185108 246,044 504,115
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -62,058)
41,053 -3,829 -56,858 -53,345 -13,043 -69,150 -73,730 7,092 11,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 13.5 10.4 71.9 57.4 90.9 81.3 9.1 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
58 68 73 152 160 250 261
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,126,248
COMMITMENTS
232,776 292,323 145,914 1545143 1303186 1923833 1741424 202,415 384,824
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 13,663)
-18,399 23,020 -11,007 23,661 -8,907 -5,746 3,106 19,408 10,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 13.7 6.9 72.7 61.3 90.5 81.9 9.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
36 63 42 112 127 174 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 278,459
COMMITMENTS
13,563 51,602 44,406 188,819 136,226 246,788 232,234 31,671 46,225
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -27,952)
-3,736 -3,865 -6,866 -21,749 -16,455 -32,351 -27,186 4,399 -766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 18.5 15.9 67.8 48.9 88.6 83.4 11.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
6 14 9 29 29 42 45
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,523
COMMITMENTS
19,406 9,830 872 36,232 45,444 56,510 56,146 9,013 9,377
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 3,948)
4,535 -519 -34 -956 3,023 3,544 2,470 404 1,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 15.0 1.3 55.3 69.4 86.2 85.7 13.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 18 8 38 22 77 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,046
COMMITMENTS
38,811 19,660 1,744 72,464 90,888 113,020 112,292 18,026 18,754
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 7,896)
9,069 -1,038 -68 -1,913 6,046 7,088 4,940 808 2,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 15.0 1.3 55.3 69.4 86.2 85.7 13.8 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 18 8 38 22 77 44
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 53,782
COMMITMENTS
2,511 21,184 0 51,229 32,464 53,740 53,648 42 134
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: 1,892)
-555 502 0 2,454 1,386 1,899 1,888 -7 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 39.4 0.0 95.3 60.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
3 17 0 13 18 16 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/07/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,822
COMMITMENTS
388 20,177 0 31,407 11,574 31,795 31,751 27 71
CHANGES FROM 12/31/13 (CHANGE IN OPEN INTEREST: -2,179)
-107 248 0 -2,094 -2,429 -2,201 -2,181 22 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 63.4 0.0 98.7 36.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 14 0 7 15 8 29
Updated January 10, 2014