WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 572,239
COMMITMENTS
123,449 175,780 184,784 225,496 156,056 533,729 516,620 38,511 55,619
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 34,341)
412 -183 18,940 14,916 15,697 34,268 34,455 73 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 30.7 32.3 39.4 27.3 93.3 90.3 6.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
122 160 164 105 101 321 344
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 170,794
COMMITMENTS
50,182 44,504 29,858 74,179 68,567 154,218 142,929 16,575 27,864
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 3,452)
821 1,098 1,381 1,750 996 3,953 3,476 -501 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 26.1 17.5 43.4 40.1 90.3 83.7 9.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
57 50 55 60 60 144 145
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,680,673
COMMITMENTS
323,944 336,704 459,945 731,958 574,868 1515847 1371517 164,826 309,155
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 34,349)
-3,635 -8,272 26,257 10,314 8,566 32,936 26,551 1,413 7,798
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 20.0 27.4 43.6 34.2 90.2 81.6 9.8 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 756)
157 214 216 291 320 582 631
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,633
COMMITMENTS
3,570 464 1,738 4,861 8,435 10,169 10,637 2,464 1,996
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 441)
-36 41 143 184 134 291 317 150 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 3.7 13.8 38.5 66.8 80.5 84.2 19.5 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
19 10 8 15 15 40 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 764,688
COMMITMENTS
234,948 80,876 206,424 265,285 376,738 706,658 664,039 58,031 100,649
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 25,217)
8,025 5,937 3,221 11,779 12,352 23,025 21,511 2,192 3,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 10.6 27.0 34.7 49.3 92.4 86.8 7.6 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
176 166 202 138 185 416 460
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 405,774
COMMITMENTS
86,201 141,812 68,046 213,597 150,937 367,845 360,795 37,930 44,979
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 13,443)
5,337 6,253 3,800 3,043 3,340 12,180 13,393 1,263 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 34.9 16.8 52.6 37.2 90.7 88.9 9.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
70 116 98 88 70 226 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 750,926
COMMITMENTS
133,010 71,995 46,654 422,324 445,144 601,988 563,794 148,937 187,132
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: -11,663)
-4,248 2,407 111 -7,578 -13,638 -11,716 -11,120 52 -543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 9.6 6.2 56.2 59.3 80.2 75.1 19.8 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
39 29 39 84 95 140 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 468,061
COMMITMENTS
54,292 70,244 2,275 332,807 306,245 389,374 378,764 78,687 89,297
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 587)
2,078 182 -958 -3,729 961 -2,609 186 3,196 401
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 15.0 0.5 71.1 65.4 83.2 80.9 16.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
9 14 7 42 43 55 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,025
COMMITMENTS
1,095 706 275 2,061 2,748 3,431 3,729 594 296
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 415)
124 82 61 256 285 441 428 -26 -13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 17.5 6.8 51.2 68.3 85.2 92.6 14.8 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 6 6 18 15 32 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 314,826
COMMITMENTS
102,878 55,605 51,923 109,951 177,004 264,752 284,532 50,074 30,294
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 2,213)
1,019 1,680 1,494 2,523 -1,078 5,036 2,096 -2,823 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 17.7 16.5 34.9 56.2 84.1 90.4 15.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
80 56 70 79 87 199 180
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,439
COMMITMENTS
1,145 956 323 4,206 4,975 5,674 6,254 1,765 1,185
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 80)
34 -162 147 -129 64 52 49 28 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 12.9 4.3 56.5 66.9 76.3 84.1 23.7 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
9 10 7 16 10 30 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 927,818
COMMITMENTS
161,432 164,629 20,185 640,313 626,311 821,931 811,125 105,887 116,692
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 101,312)
12,137 -13,384 4,784 74,401 100,623 91,322 92,023 9,990 9,289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.4 17.7 2.2 69.0 67.5 88.6 87.4 11.4 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
43 33 21 94 99 143 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,723,077
COMMITMENTS
291,928 341,079 258,105 1898943 1612146 2448976 2211330 274,101 511,747
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 42,960)
9,122 16,380 -5,442 27,836 13,866 31,517 24,804 11,443 18,157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 12.5 9.5 69.7 59.2 89.9 81.2 10.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 347)
70 65 85 169 181 281 289
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,223,786
COMMITMENTS
240,678 317,985 150,832 1617143 1356206 2008653 1825024 215,133 398,763
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 17,565)
1,922 -496 982 15,108 24,844 18,011 25,330 -447 -7,765
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 14.3 6.8 72.7 61.0 90.3 82.1 9.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
35 57 41 114 147 170 225
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 280,050
COMMITMENTS
11,757 51,091 41,141 196,160 140,114 249,058 232,346 30,992 47,704
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 873)
-4,435 -2,312 -1,643 7,531 5,109 1,453 1,154 -580 -281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 18.2 14.7 70.0 50.0 88.9 83.0 11.1 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
8 13 12 32 32 47 50
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 67,995
COMMITMENTS
19,439 10,054 874 38,344 48,617 58,657 59,545 9,338 8,450
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 51)
-1,888 659 -135 2,154 -172 132 351 -80 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 14.8 1.3 56.4 71.5 86.3 87.6 13.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 19 9 37 26 68 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,990
COMMITMENTS
38,878 20,108 1,748 76,688 97,234 117,314 119,089 18,676 16,901
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 103)
-3,775 1,317 -270 4,309 -344 263 703 -161 -600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 14.8 1.3 56.4 71.5 86.3 87.6 13.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
26 19 9 37 26 68 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,177
COMMITMENTS
5,494 6,124 1,027 606 0 7,127 7,151 50 26
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.6 85.3 14.3 8.4 0.0 99.3 99.6 0.7 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 6 3 3 0 15 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 55,006
COMMITMENTS
1,327 22,423 27 53,648 32,421 55,002 54,871 4 135
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 462)
-543 652 27 982 -215 466 464 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 40.8 0.0 97.5 58.9 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
2 19 1 13 18 15 38
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/21/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,593
COMMITMENTS
583 21,404 0 31,990 11,136 32,573 32,540 20 53
CHANGES FROM 01/14/14 (CHANGE IN OPEN INTEREST: 230)
-10 256 -20 259 1 229 237 1 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 65.7 0.0 98.1 34.2 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 14 0 7 13 9 27
Updated January 24, 2014