WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 524,939
COMMITMENTS
121,152 84,645 178,403 186,174 213,788 485,729 476,836 39,209 48,103
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 12,957)
284 3,816 6,797 2,534 3,723 9,614 14,335 3,343 -1,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 16.1 34.0 35.5 40.7 92.5 90.8 7.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
106 130 157 92 113 301 314
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,047
COMMITMENTS
52,809 22,014 22,020 66,976 87,811 141,805 131,846 19,242 29,201
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -836)
-3,132 3,178 -1,356 2,885 -3,279 -1,603 -1,457 767 621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 13.7 13.7 41.6 54.5 88.1 81.9 11.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
48 44 42 54 61 127 126
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,867,590
COMMITMENTS
432,082 101,080 513,460 746,030 931,436 1691572 1545975 176,018 321,615
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 62,553)
7,767 2,109 32,353 18,600 23,241 58,720 57,702 3,833 4,850
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 5.4 27.5 39.9 49.9 90.6 82.8 9.4 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
186 152 219 299 374 611 634
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,293
COMMITMENTS
1,916 811 3,201 4,861 5,490 9,978 9,502 314 791
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 1,402)
-659 240 957 1,105 38 1,403 1,235 -1 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 7.9 31.1 47.2 53.3 96.9 92.3 3.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 5 9 5 8 14 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,312
COMMITMENTS
1,786 598 1,633 4,437 6,701 7,857 8,932 2,456 1,380
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -422)
-199 -319 95 -226 182 -330 -42 -92 -380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 5.8 15.8 43.0 65.0 76.2 86.6 23.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 9 13 12 31 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 848,303
COMMITMENTS
257,020 68,520 235,243 291,390 431,454 783,653 735,218 64,650 113,086
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 14,634)
-8,275 6,512 11,287 6,682 -5,327 9,694 12,472 4,940 2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 8.1 27.7 34.3 50.9 92.4 86.7 7.6 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
197 171 222 143 204 463 483
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 376,121
COMMITMENTS
94,856 69,114 68,733 175,199 209,464 338,789 347,311 37,331 28,809
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 14,409)
808 -5,431 4,862 9,076 13,216 14,746 12,648 -337 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 18.4 18.3 46.6 55.7 90.1 92.3 9.9 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
86 78 82 86 79 220 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,830
COMMITMENTS
85,658 60,429 56,268 495,443 526,092 637,369 642,789 179,460 174,040
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -14,137)
-16,169 -25,209 -5,489 -6,323 16,869 -27,980 -13,829 13,844 -308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 7.4 6.9 60.7 64.4 78.0 78.7 22.0 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
35 31 42 86 92 140 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 483,447
COMMITMENTS
49,023 57,765 2,653 340,679 332,488 392,355 392,906 91,092 90,541
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 1,313)
-1,734 2,151 -411 1,665 -10,529 -481 -8,789 1,794 10,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 11.9 0.5 70.5 68.8 81.2 81.3 18.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 15 9 44 44 58 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,476
COMMITMENTS
991 852 1,016 4,037 4,293 6,044 6,161 432 315
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 813)
91 -73 -21 776 856 846 762 -33 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 13.2 15.7 62.3 66.3 93.3 95.1 6.7 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 7 6 17 19 34 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 388,805
COMMITMENTS
111,080 55,058 69,851 150,462 234,008 331,393 358,917 57,412 29,888
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 9,641)
-456 251 3,833 3,276 2,611 6,652 6,694 2,989 2,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 14.2 18.0 38.7 60.2 85.2 92.3 14.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
87 63 74 99 103 233 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,411
COMMITMENTS
1,480 741 1,075 4,493 6,361 7,048 8,176 2,364 1,235
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 429)
456 -122 -43 -144 429 269 264 161 165
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 7.9 11.4 47.7 67.6 74.9 86.9 25.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
12 9 10 20 17 41 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,127,482
COMMITMENTS
149,284 226,009 63,253 816,127 713,910 1028664 1003171 98,817 124,310
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 44,293)
-17,058 19,780 4,182 57,796 32,944 44,921 56,906 -627 -12,613
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 20.0 5.6 72.4 63.3 91.2 89.0 8.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
42 44 33 95 128 151 191
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,120,478
COMMITMENTS
289,209 392,727 326,123 2219572 1908384 2834904 2627234 285,574 493,244
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 50,069)
-35,066 13,199 20,733 57,364 29,036 43,031 62,968 7,038 -12,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.6 10.5 71.1 61.2 90.8 84.2 9.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
65 91 90 159 192 279 318
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,322,029
COMMITMENTS
251,869 359,753 155,895 1706169 1412155 2113933 1927803 208,096 394,226
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 55,797)
-6,769 -23,998 -19,976 62,485 101,010 35,739 57,036 20,058 -1,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 15.5 6.7 73.5 60.8 91.0 83.0 9.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
40 67 46 114 152 180 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 312,252
COMMITMENTS
10,956 68,369 51,896 217,902 134,798 280,755 255,063 31,498 57,189
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 19,208)
788 12,167 3,443 14,939 3,242 19,169 18,851 39 357
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 21.9 16.6 69.8 43.2 89.9 81.7 10.1 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
11 25 21 36 35 60 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,058
COMMITMENTS
13,709 14,521 699 37,449 37,726 51,857 52,945 8,201 7,113
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -5,736)
-4,270 1,658 -24 -1,323 -6,744 -5,617 -5,110 -119 -625
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 24.2 1.2 62.4 62.8 86.3 88.2 13.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 29 11 37 21 69 57
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,116
COMMITMENTS
27,419 29,041 1,398 74,898 75,451 103,714 105,890 16,402 14,226
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: -11,471)
-8,539 3,315 -48 -2,647 -13,488 -11,234 -10,221 -238 -1,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 24.2 1.2 62.4 62.8 86.3 88.2 13.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 29 11 37 21 69 57
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,669
COMMITMENTS
13,008 13,743 1,096 1,527 827 15,631 15,666 38 3
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 1,526)
1,480 1,001 4 23 521 1,507 1,526 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.0 87.7 7.0 9.7 5.3 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 5 3 1 1 18 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,153
COMMITMENTS
2,612 15,445 201 44,241 31,371 47,054 47,017 99 136
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 6,712)
-68 -3,128 0 6,768 9,860 6,700 6,732 12 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 32.8 0.4 93.8 66.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 11 1 13 16 18 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,450
COMMITMENTS
775 14,500 634 41,007 27,126 42,416 42,260 34 190
CHANGES FROM 04/01/14 (CHANGE IN OPEN INTEREST: 11,727)
554 -10,238 512 10,659 21,417 11,725 11,691 2 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 34.2 1.5 96.6 63.9 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
2 14 1 8 14 10 29
Updated April 11, 2014