WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 537,899
COMMITMENTS
123,037 175,962 165,844 210,580 140,359 499,461 482,165 38,437 55,733
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 29,133)
866 -11,420 31,236 -3,695 8,267 28,407 28,084 726 1,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 32.7 30.8 39.1 26.1 92.9 89.6 7.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
117 162 158 107 101 317 341
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 167,341
COMMITMENTS
49,360 43,406 28,477 72,428 67,571 150,265 139,453 17,076 27,888
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 267)
625 1,641 30 431 -348 1,086 1,323 -819 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 25.9 17.0 43.3 40.4 89.8 83.3 10.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
57 51 54 60 61 142 147
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,646,323
COMMITMENTS
327,579 344,977 433,688 721,644 566,302 1482911 1344966 163,412 301,357
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 82,438)
21,233 -220 10,086 49,989 67,585 81,308 77,450 1,129 4,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 21.0 26.3 43.8 34.4 90.1 81.7 9.9 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
147 226 220 299 317 594 631
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,192
COMMITMENTS
3,607 424 1,595 4,676 8,301 9,878 10,320 2,314 1,872
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 1,708)
426 173 549 636 613 1,610 1,335 98 373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.6 3.5 13.1 38.4 68.1 81.0 84.6 19.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
20 9 7 14 15 39 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 739,472
COMMITMENTS
226,923 74,939 203,203 253,506 364,386 683,632 642,528 55,839 96,943
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 17,435)
17,380 1,233 5,819 -7,459 10,547 15,740 17,599 1,695 -164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 10.1 27.5 34.3 49.3 92.4 86.9 7.6 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
173 162 200 142 181 425 443
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 392,331
COMMITMENTS
80,864 135,559 64,246 210,554 147,597 355,665 347,402 36,667 44,929
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 19,658)
4,212 19,177 -75 14,741 379 18,878 19,480 780 179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 34.6 16.4 53.7 37.6 90.7 88.5 9.3 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
71 116 93 87 71 218 239
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 762,589
COMMITMENTS
137,258 69,588 46,544 429,902 458,782 613,704 574,914 148,885 187,675
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 16,351)
-2,808 -15,631 347 9,755 28,781 7,294 13,497 9,057 2,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 9.1 6.1 56.4 60.2 80.5 75.4 19.5 24.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 174)
35 30 39 83 94 136 145
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 467,474
COMMITMENTS
52,214 70,062 3,232 336,536 305,283 391,983 378,578 75,491 88,896
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 9,266)
994 -2,270 429 4,550 11,373 5,973 9,532 3,293 -267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 15.0 0.7 72.0 65.3 83.9 81.0 16.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
7 15 8 44 43 57 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,610
COMMITMENTS
971 624 214 1,805 2,463 2,990 3,301 620 309
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 392)
-7 197 14 268 84 275 295 117 97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 17.3 5.9 50.0 68.2 82.8 91.4 17.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 6 4 14 12 27 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 312,614
COMMITMENTS
101,859 53,925 50,429 107,428 178,082 259,716 282,436 52,897 30,178
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 16,905)
8,033 4,322 -1,032 1,862 12,202 8,863 15,492 8,042 1,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 17.2 16.1 34.4 57.0 83.1 90.3 16.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
87 49 61 73 82 188 168
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,359
COMMITMENTS
1,111 1,118 176 4,335 4,910 5,622 6,205 1,737 1,154
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 273)
315 26 16 -162 149 169 191 104 82
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 15.2 2.4 58.9 66.7 76.4 84.3 23.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
8 10 5 16 10 28 21
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 826,506
COMMITMENTS
149,295 178,013 15,402 565,912 525,688 730,609 719,103 95,897 107,403
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 36,504)
640 23,136 625 38,365 10,105 39,629 33,865 -3,124 2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 21.5 1.9 68.5 63.6 88.4 87.0 11.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
42 35 21 91 97 138 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,680,117
COMMITMENTS
282,806 324,699 263,546 1871107 1598281 2417459 2186526 262,658 493,591
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: -9,107)
50,937 -37,928 -14,864 -61,793 54,210 -25,720 1,418 16,613 -10,525
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 12.1 9.8 69.8 59.6 90.2 81.6 9.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 339)
64 71 79 160 175 265 284
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,206,222
COMMITMENTS
238,756 318,481 149,851 1602035 1331362 1990642 1799694 215,580 406,528
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 79,973)
5,980 26,158 3,936 56,892 28,175 66,808 58,269 13,165 21,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 14.4 6.8 72.6 60.3 90.2 81.6 9.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
30 63 42 112 140 169 219
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 279,177
COMMITMENTS
16,192 53,403 42,784 188,629 135,005 247,605 231,192 31,572 47,985
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 718)
2,629 1,801 -1,622 -190 -1,221 817 -1,042 -99 1,760
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.8 19.1 15.3 67.6 48.4 88.7 82.8 11.3 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
8 14 11 29 30 44 48
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,944
COMMITMENTS
21,327 9,395 1,009 36,190 48,789 58,525 59,193 9,418 8,750
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 2,421)
1,921 -434 137 -42 3,345 2,016 3,047 405 -627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 13.8 1.5 53.3 71.8 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 16 8 38 25 77 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,887
COMMITMENTS
42,654 18,791 2,018 72,379 97,578 117,051 118,387 18,836 17,501
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 4,841)
3,842 -869 274 -85 6,690 4,031 6,095 810 -1,254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 13.8 1.5 53.3 71.8 86.1 87.1 13.9 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
35 16 8 38 25 77 45
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 54,544
COMMITMENTS
1,870 21,771 0 52,666 32,636 54,536 54,407 8 137
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 762)
-641 587 0 1,437 172 796 759 -34 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 39.9 0.0 96.6 59.8 100.0 99.7 0.0 0.3
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 01/14/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,363
COMMITMENTS
593 21,148 20 31,731 11,135 32,344 32,303 19 60
CHANGES FROM 01/07/14 (CHANGE IN OPEN INTEREST: 541)
205 971 20 324 -439 549 552 -8 -11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 65.3 0.1 98.0 34.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 14 1 7 13 10 27
Updated January 17, 2014