WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 570,981
COMMITMENTS
125,994 178,752 167,703 237,102 173,727 530,799 520,182 40,182 50,799
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -962)
3,335 -2,308 -8,828 3,031 11,079 -2,462 -56 1,501 -905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 31.3 29.4 41.5 30.4 93.0 91.1 7.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
124 149 155 112 102 331 327
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 170,510
COMMITMENTS
49,359 44,461 27,026 77,060 71,670 153,445 143,157 17,065 27,353
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -959)
-499 -856 -3,250 2,307 3,363 -1,442 -743 483 -217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 26.1 15.8 45.2 42.0 90.0 84.0 10.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
52 57 53 57 57 139 143
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,686,048
COMMITMENTS
341,549 285,223 449,560 726,761 640,151 1517870 1374934 168,178 311,114
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 25,573)
19,316 -36,726 16,362 -11,421 44,186 24,257 23,823 1,316 1,750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 16.9 26.7 43.1 38.0 90.0 81.5 10.0 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 738)
168 188 211 292 332 585 614
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,341
COMMITMENTS
3,239 382 1,914 5,580 8,667 10,732 10,963 2,609 2,378
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -34)
-272 49 -17 687 14 399 46 -432 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 2.9 14.3 41.8 65.0 80.4 82.2 19.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
16 10 10 17 16 41 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 778,519
COMMITMENTS
237,402 67,227 212,823 270,515 389,818 720,740 669,868 57,779 108,651
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 35,439)
13,072 -8,731 13,676 7,688 26,231 34,436 31,176 1,003 4,263
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 8.6 27.3 34.7 50.1 92.6 86.0 7.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 538)
181 153 213 142 178 435 445
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 400,437
COMMITMENTS
82,922 131,127 70,236 211,012 160,236 364,170 361,599 36,267 38,838
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -6,062)
-2,485 -8,085 1,717 -5,951 2,912 -6,719 -3,456 657 -2,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 32.7 17.5 52.7 40.0 90.9 90.3 9.1 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
69 123 93 89 72 223 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,933
COMMITMENTS
83,820 58,300 96,840 467,209 473,366 647,868 628,505 167,065 186,428
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 68,240)
-33,284 -215 46,058 35,732 9,568 48,505 55,411 19,734 12,829
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 7.2 11.9 57.3 58.1 79.5 77.1 20.5 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
33 25 39 82 88 131 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 458,261
COMMITMENTS
48,544 60,902 2,975 330,307 304,162 381,825 368,039 76,436 90,222
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -8,365)
-1,812 -722 507 -2,108 -10,735 -3,412 -10,949 -4,953 2,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 13.3 0.6 72.1 66.4 83.3 80.3 16.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
8 15 7 42 40 54 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,166
COMMITMENTS
1,096 1,240 295 3,109 3,296 4,500 4,831 666 335
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 572)
-14 296 -50 618 236 554 482 18 90
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 24.0 5.7 60.2 63.8 87.1 93.5 12.9 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 4 4 16 17 30 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 339,571
COMMITMENTS
109,665 54,830 52,326 121,376 201,824 283,367 308,980 56,204 30,591
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 17,746)
8,779 1,528 499 5,386 17,222 14,664 19,249 3,082 -1,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 16.1 15.4 35.7 59.4 83.4 91.0 16.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
89 55 69 82 90 212 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,587
COMMITMENTS
820 1,161 821 5,043 4,898 6,684 6,880 1,904 1,707
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 821)
-188 246 357 529 -206 697 397 124 424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 13.5 9.6 58.7 57.0 77.8 80.1 22.2 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 7 7 20 13 33 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 951,786
COMMITMENTS
184,160 157,342 32,081 614,111 654,095 830,352 843,518 121,434 108,268
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -16,948)
12,997 -15,430 6,890 -46,890 1,850 -27,004 -6,691 10,056 -10,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 16.5 3.4 64.5 68.7 87.2 88.6 12.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
43 37 26 94 101 150 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,008,627
COMMITMENTS
296,530 346,568 366,491 2050421 1810445 2713442 2523504 295,185 485,122
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 232,494)
3,353 -22,604 106,574 115,882 137,451 225,809 221,421 6,686 11,073
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 11.5 12.2 68.2 60.2 90.2 83.9 9.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
64 81 86 175 199 289 316
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,208,537
COMMITMENTS
227,025 309,234 176,698 1574388 1329011 1978111 1814943 230,427 393,595
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: 34,330)
-7,199 -31,172 40,712 -4,538 8,670 28,975 18,209 5,356 16,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.0 8.0 71.3 60.2 89.6 82.2 10.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
32 57 47 121 150 185 223
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 273,689
COMMITMENTS
12,532 44,451 37,930 192,261 144,851 242,723 227,232 30,966 46,457
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -18,216)
-858 -3,105 -2,244 -16,807 -5,680 -19,909 -11,029 1,693 -7,188
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 16.2 13.9 70.2 52.9 88.7 83.0 11.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 14 15 31 35 50 57
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,631
COMMITMENTS
14,250 9,468 1,655 36,638 45,686 52,543 56,808 9,088 4,823
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -2,477)
-1,777 -1,386 146 -1,880 719 -3,511 -521 1,033 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 15.4 2.7 59.4 74.1 85.3 92.2 14.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 15 10 43 22 78 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,263
COMMITMENTS
28,500 18,935 3,309 73,276 91,372 105,086 113,617 18,177 9,646
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -4,954)
-3,554 -2,773 293 -3,760 1,438 -7,021 -1,042 2,067 -3,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 15.4 2.7 59.4 74.1 85.3 92.2 14.7 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
32 15 10 43 22 78 44
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 48,526
COMMITMENTS
583 23,495 0 47,896 24,900 48,479 48,395 47 131
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -5,951)
-418 1,427 -152 -5,378 -7,166 -5,948 -5,891 -3 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.2 48.4 0.0 98.7 51.3 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
2 18 0 12 19 14 37
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,976
COMMITMENTS
878 18,631 10 26,079 8,225 26,967 26,866 9 110
CHANGES FROM 01/28/14 (CHANGE IN OPEN INTEREST: -6,794)
-93 -3,319 -10 -6,691 -3,516 -6,794 -6,845 0 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 69.1 0.0 96.7 30.5 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
3 15 1 7 12 11 27
Updated February 7, 2014