WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,963
COMMITMENTS
111,247 100,407 131,209 176,443 178,578 418,899 410,195 40,064 48,768
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 6,769)
457 -13,825 5,414 -4,322 14,205 1,549 5,794 5,220 975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 21.9 28.6 38.4 38.9 91.3 89.4 8.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
101 121 132 89 99 267 289
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 138,556
COMMITMENTS
49,430 23,762 15,290 58,364 73,200 123,083 112,251 15,473 26,305
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,027)
226 -3,758 1,453 -2,122 2,125 -443 -180 1,469 1,206
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 17.1 11.0 42.1 52.8 88.8 81.0 11.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
49 41 34 53 57 118 119
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,727,031
COMMITMENTS
417,337 143,248 454,733 698,533 823,655 1570603 1421637 156,428 305,394
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 37,485)
21,485 -28,677 3,996 11,321 54,767 36,802 30,086 683 7,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 8.3 26.3 40.4 47.7 90.9 82.3 9.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 782)
184 165 210 297 374 601 642
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,268
COMMITMENTS
1,985 625 1,132 2,762 4,155 5,879 5,912 389 356
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 10.0 18.1 44.1 66.3 93.8 94.3 6.2 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 6 6 4 7 11 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,177
COMMITMENTS
3,144 812 1,054 4,241 7,228 8,439 9,094 2,738 2,083
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 61)
-169 -143 46 -18 148 -141 51 201 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 7.3 9.4 37.9 64.7 75.5 81.4 24.5 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 9 8 12 11 29 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 849,739
COMMITMENTS
279,653 67,840 225,474 286,729 449,091 791,856 742,405 57,883 107,333
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 18,518)
-10,813 4,285 15,454 12,403 1,885 17,043 21,623 1,475 -3,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.0 26.5 33.7 52.9 93.2 87.4 6.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 600)
217 151 218 147 204 476 474
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,147
COMMITMENTS
101,927 58,942 60,300 146,912 200,536 309,139 319,778 37,009 26,370
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 7,959)
8,745 -17,755 6,402 -11,869 23,365 3,279 12,013 4,680 -4,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 17.0 17.4 42.4 57.9 89.3 92.4 10.7 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
87 72 77 80 81 206 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 774,051
COMMITMENTS
81,992 63,080 53,848 483,939 482,739 619,779 599,666 154,273 174,385
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -27,162)
3,698 3,290 -6,589 -10,616 -2,814 -13,507 -6,113 -13,655 -21,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.1 7.0 62.5 62.4 80.1 77.5 19.9 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
26 37 40 85 93 137 144
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 493,867
COMMITMENTS
47,438 50,507 2,358 364,630 348,393 414,426 401,257 79,441 92,610
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -14,964)
-4,188 -4,520 -2,232 465 -4,760 -5,955 -11,512 -9,009 -3,451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.2 0.5 73.8 70.5 83.9 81.2 16.1 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 13 8 44 40 56 56
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,655
COMMITMENTS
1,077 1,097 687 3,423 3,602 5,187 5,386 468 269
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -78)
9 -137 111 -125 -57 -5 -83 -73 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 19.4 12.1 60.5 63.7 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 6 14 16 32 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 363,343
COMMITMENTS
113,399 58,527 57,404 142,466 222,562 313,269 338,494 50,074 24,849
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 4,688)
-3,360 1,475 6,087 1,629 -1,551 4,355 6,011 333 -1,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 16.1 15.8 39.2 61.3 86.2 93.2 13.8 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
89 68 70 90 95 225 191
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,209
COMMITMENTS
1,027 1,548 304 4,672 5,116 6,003 6,968 2,206 1,241
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 423)
-16 433 9 244 -112 237 330 185 92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 18.9 3.7 56.9 62.3 73.1 84.9 26.9 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 6 4 18 12 30 22
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 945,645
COMMITMENTS
177,081 163,602 40,420 619,930 625,765 837,431 829,787 108,213 115,857
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 22,970)
-18,111 -5,151 -85 48,201 20,492 30,004 15,255 -7,035 7,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 17.3 4.3 65.6 66.2 88.6 87.7 11.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
46 27 29 96 110 153 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,024,972
COMMITMENTS
276,869 403,357 355,922 2092065 1779959 2724856 2539238 300,116 485,734
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 47,477)
-20,598 15,705 32,595 59,984 -17,589 71,981 30,711 -24,504 16,767
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 13.3 11.8 69.2 58.8 90.1 83.9 9.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
70 84 91 167 184 285 311
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,150,418
COMMITMENTS
221,965 319,462 147,672 1570375 1310115 1940012 1777249 210,407 373,169
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -12,079)
-13,557 -3,064 6,315 28,042 -35,446 20,800 -32,195 -32,878 20,117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 14.9 6.9 73.0 60.9 90.2 82.6 9.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
32 62 45 109 135 170 213
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 298,264
COMMITMENTS
14,694 51,377 51,711 205,035 149,036 271,440 252,125 26,824 46,140
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 2,879)
3,569 1,060 -2,032 1,844 1,917 3,381 945 -502 1,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 17.2 17.3 68.7 50.0 91.0 84.5 9.0 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 18 19 33 35 56 63
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,323
COMMITMENTS
17,600 13,096 1,036 38,528 45,114 57,164 59,247 9,159 7,076
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,820)
-1,696 992 211 -63 -2,365 -1,548 -1,162 -273 -658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.7 1.6 58.1 68.0 86.2 89.3 13.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 24 9 39 25 73 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,646
COMMITMENTS
35,199 26,192 2,073 77,056 90,229 114,327 118,494 18,318 14,152
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,641)
-3,391 1,983 422 -126 -4,730 -3,095 -2,325 -545 -1,316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.7 1.6 58.1 68.0 86.2 89.3 13.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
30 24 9 39 25 73 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,250
COMMITMENTS
12,467 9,204 1,198 1,549 4,770 15,214 15,172 36 78
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 829)
736 -137 1 89 953 826 817 3 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 60.4 7.9 10.2 31.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
17 4 3 1 1 19 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,553
COMMITMENTS
1,151 18,435 0 44,358 26,988 45,509 45,423 44 130
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 589)
427 -1,100 -494 1,230 2,207 1,163 613 -574 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 40.5 0.0 97.4 59.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 13 0 14 17 19 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,698
COMMITMENTS
5,434 23,150 1,226 38,975 21,239 45,635 45,615 63 83
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 18,408)
4,613 5,058 841 12,964 12,834 18,418 18,733 -10 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 50.7 2.7 85.3 46.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 14 2 6 13 10 28
Updated March 18, 2014