WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,751
COMMITMENTS
124,053 169,224 172,719 233,916 177,020 530,688 518,963 39,063 50,789
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -1,229)
-1,940 -9,528 5,016 -3,186 3,293 -111 -1,219 -1,119 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 29.7 30.3 41.1 31.1 93.1 91.1 6.9 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
113 146 154 116 102 324 321
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,436
COMMITMENTS
47,027 38,768 21,767 70,853 68,879 139,648 129,414 17,788 28,021
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -13,074)
-2,332 -5,693 -5,258 -6,207 -2,791 -13,797 -13,743 722 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 24.6 13.8 45.0 43.8 88.7 82.2 11.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
48 49 42 55 57 124 130
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,729,744
COMMITMENTS
348,185 256,202 480,375 734,651 679,146 1563211 1415722 166,532 314,022
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 43,695)
6,636 -29,022 30,815 7,890 38,995 45,341 40,788 -1,646 2,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 14.8 27.8 42.5 39.3 90.4 81.8 9.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 757)
171 183 216 290 333 590 621
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,713
COMMITMENTS
2,852 442 2,014 5,974 8,863 10,840 11,318 2,873 2,395
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 372)
-387 59 100 395 195 108 355 264 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 3.2 14.7 43.6 64.6 79.1 82.5 20.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 7 10 16 15 36 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 835,846
COMMITMENTS
264,506 61,870 231,165 276,813 428,319 772,485 721,354 63,361 114,492
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 57,327)
27,104 -5,357 18,342 6,299 38,500 51,745 51,486 5,582 5,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 7.4 27.7 33.1 51.2 92.4 86.3 7.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 578)
180 183 231 144 185 467 476
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 379,777
COMMITMENTS
80,222 115,841 69,769 191,919 154,748 341,910 340,359 37,866 39,418
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -20,660)
-2,700 -15,286 -467 -19,093 -5,488 -22,260 -21,241 1,599 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 30.5 18.4 50.5 40.7 90.0 89.6 10.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
67 106 97 90 75 222 232
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 814,105
COMMITMENTS
89,985 61,010 81,104 471,245 476,653 642,334 618,766 171,771 195,339
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -828)
6,165 2,710 -15,735 4,037 3,287 -5,534 -9,739 4,706 8,911
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 7.5 10.0 57.9 58.5 78.9 76.0 21.1 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
35 29 38 79 86 131 136
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 458,541
COMMITMENTS
45,785 60,176 2,566 329,618 305,100 377,969 367,842 80,572 90,699
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 280)
-2,759 -726 -409 -689 938 -3,856 -197 4,136 477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.1 0.6 71.9 66.5 82.4 80.2 17.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
8 14 8 43 40 56 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,159
COMMITMENTS
1,033 1,374 261 3,188 3,134 4,482 4,769 677 390
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -7)
-63 134 -34 79 -162 -18 -62 11 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 26.6 5.1 61.8 60.7 86.9 92.4 13.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 4 4 16 17 29 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 345,670
COMMITMENTS
112,843 55,704 50,457 127,257 207,921 290,558 314,082 55,113 31,588
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 6,099)
3,179 874 -1,869 5,881 6,097 7,191 5,102 -1,092 997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 16.1 14.6 36.8 60.1 84.1 90.9 15.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
92 55 64 87 91 213 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,766
COMMITMENTS
919 1,382 779 5,156 4,986 6,853 7,147 1,913 1,619
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 179)
99 221 -42 113 88 170 267 9 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 15.8 8.9 58.8 56.9 78.2 81.5 21.8 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 7 8 20 14 34 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 935,057
COMMITMENTS
179,969 155,790 36,477 606,070 640,933 822,516 833,200 112,542 101,857
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -16,729)
-4,191 -1,552 4,396 -8,041 -13,162 -7,837 -10,318 -8,893 -6,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 16.7 3.9 64.8 68.5 88.0 89.1 12.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
43 38 28 97 111 152 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,088,301
COMMITMENTS
308,108 385,584 373,033 2134204 1852690 2815345 2611307 272,957 476,994
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 79,675)
11,578 39,017 6,542 83,783 42,245 101,903 87,803 -22,228 -8,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 12.5 12.1 69.1 60.0 91.2 84.6 8.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
61 90 84 176 197 290 318
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,253,937
COMMITMENTS
207,828 310,965 194,503 1613782 1384507 2016113 1889976 237,824 363,962
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 45,400)
-19,197 1,731 17,805 39,394 55,497 38,002 75,033 7,397 -29,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 13.8 8.6 71.6 61.4 89.4 83.9 10.6 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
34 56 51 118 150 185 225
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 294,578
COMMITMENTS
11,301 50,248 40,693 211,836 158,131 263,830 249,073 30,747 45,505
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 20,889)
-1,231 5,798 2,763 19,576 13,280 21,108 21,841 -219 -952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 17.1 13.8 71.9 53.7 89.6 84.6 10.4 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
9 17 14 34 38 52 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,331
COMMITMENTS
10,242 11,827 4,259 44,266 44,804 58,767 60,890 10,564 8,441
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: 7,700)
-4,008 2,359 2,604 7,628 -882 6,224 4,081 1,476 3,619
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 17.1 6.1 63.8 64.6 84.8 87.8 15.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
23 19 13 44 25 73 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,389
COMMITMENTS
3,895 500 0 8,459 11,343 12,354 11,843 1,035 1,546
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 3.7 0.0 63.2 84.7 92.3 88.5 7.7 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 1 0 6 8 11 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,884
COMMITMENTS
18,554 28,513 2,657 71,614 66,922 92,825 98,093 19,059 13,791
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -11,379)
-9,946 9,578 -652 -1,663 -24,450 -12,261 -15,524 882 4,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 25.5 2.4 64.0 59.8 83.0 87.7 17.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
22 21 11 41 21 67 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,960
COMMITMENTS
7,142 7,377 1,211 577 347 8,930 8,935 30 25
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
79.7 82.3 13.5 6.4 3.9 99.7 99.7 0.3 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 3 1 1 14 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,612
COMMITMENTS
963 20,750 0 44,576 24,691 45,539 45,441 73 171
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -2,914)
380 -2,745 0 -3,320 -209 -2,940 -2,954 26 40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.1 45.5 0.0 97.7 54.1 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
3 17 0 12 17 15 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 26,773
COMMITMENTS
913 17,684 420 25,407 8,553 26,740 26,657 33 116
CHANGES FROM 02/04/14 (CHANGE IN OPEN INTEREST: -203)
35 -947 410 -672 328 -227 -209 24 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 66.1 1.6 94.9 31.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 15 2 7 13 12 28
Updated February 14, 2014