WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 523,421
COMMITMENTS
116,839 83,912 177,721 190,729 213,587 485,289 475,220 38,133 48,201
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -1,518)
-4,313 -733 -682 4,554 -201 -441 -1,616 -1,077 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 16.0 34.0 36.4 40.8 92.7 90.8 7.3 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
112 126 162 97 117 307 319
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,992
COMMITMENTS
48,358 21,365 25,060 70,110 86,696 143,529 133,121 18,463 28,871
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 946)
-4,451 -649 3,040 3,135 -1,115 1,724 1,276 -778 -330
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 13.2 15.5 43.3 53.5 88.6 82.2 11.4 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
46 49 47 55 63 134 130
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,891,052
COMMITMENTS
423,712 101,245 532,431 765,324 937,739 1721467 1571415 169,586 319,638
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 23,462)
-8,370 165 18,971 19,294 6,303 29,894 25,439 -6,432 -1,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 5.4 28.2 40.5 49.6 91.0 83.1 9.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 772)
206 132 221 305 381 619 640
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,511
COMMITMENTS
2,144 460 2,902 4,157 5,493 9,203 8,855 308 656
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -781)
229 -351 -299 -705 3 -775 -647 -6 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 4.8 30.5 43.7 57.8 96.8 93.1 3.2 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 8 6 9 14 20
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,048
COMMITMENTS
1,620 539 1,708 4,350 6,236 7,678 8,484 2,370 1,564
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -264)
-166 -59 75 -87 -464 -178 -448 -85 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.1 5.4 17.0 43.3 62.1 76.4 84.4 23.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 4 8 14 13 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 901,130
COMMITMENTS
262,565 68,002 269,124 303,902 448,436 835,592 785,563 65,538 115,567
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 52,827)
5,545 -518 33,881 12,512 16,982 51,939 50,345 888 2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 7.5 29.9 33.7 49.8 92.7 87.2 7.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 616)
212 169 239 151 210 493 503
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 388,997
COMMITMENTS
99,526 61,132 75,405 175,487 223,746 350,419 360,283 38,578 28,714
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 12,876)
4,670 -7,983 6,672 288 14,282 11,630 12,971 1,246 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 15.7 19.4 45.1 57.5 90.1 92.6 9.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
83 74 88 89 86 223 208
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 854,825
COMMITMENTS
91,501 57,792 68,518 505,433 531,604 665,451 657,914 189,373 196,911
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 37,995)
5,843 -2,637 12,249 9,990 5,512 28,082 15,124 9,913 22,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 6.8 8.0 59.1 62.2 77.8 77.0 22.2 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 180)
37 33 43 87 92 146 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 492,509
COMMITMENTS
52,982 52,652 2,504 339,317 344,331 394,803 399,486 97,705 93,023
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 9,061)
3,959 -5,114 -149 -1,362 11,843 2,448 6,580 6,614 2,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 10.7 0.5 68.9 69.9 80.2 81.1 19.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
9 13 9 42 41 57 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,830
COMMITMENTS
971 756 1,110 4,405 4,701 6,486 6,567 344 263
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 354)
-20 -96 94 368 408 442 406 -88 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 11.1 16.3 64.5 68.8 95.0 96.1 5.0 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 5 6 19 22 36 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 397,270
COMMITMENTS
117,986 54,864 68,421 151,961 242,855 338,368 366,139 58,902 31,131
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 8,465)
6,907 -194 -1,430 1,499 8,846 6,976 7,222 1,490 1,244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 13.8 17.2 38.3 61.1 85.2 92.2 14.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 285)
88 70 68 98 104 231 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,372
COMMITMENTS
1,802 731 914 4,400 6,459 7,116 8,104 2,256 1,268
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -39)
322 -10 -161 -93 99 68 -73 -108 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 7.8 9.7 47.0 68.9 75.9 86.5 24.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
13 8 7 20 20 38 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,163,320
COMMITMENTS
177,140 215,681 72,921 806,058 752,946 1056119 1041548 107,201 121,772
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 35,838)
27,856 -10,328 9,668 -10,069 39,036 27,454 38,377 8,384 -2,538
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 18.5 6.3 69.3 64.7 90.8 89.5 9.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
46 41 35 92 126 151 189
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,134,692
COMMITMENTS
330,074 416,144 359,716 2120514 1860287 2810305 2636147 324,387 498,545
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 14,214)
40,866 23,417 33,593 -99,058 -48,097 -24,599 8,913 38,813 5,301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 13.3 11.5 67.6 59.3 89.7 84.1 10.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
67 90 88 169 193 288 319
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,328,345
COMMITMENTS
242,270 342,212 190,027 1674705 1418279 2107002 1950518 221,343 377,827
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 6,315)
-9,599 -17,542 34,132 -31,464 6,124 -6,931 22,715 13,247 -16,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 14.7 8.2 71.9 60.9 90.5 83.8 9.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
39 70 48 120 156 190 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 325,376
COMMITMENTS
14,878 70,596 52,523 227,888 144,863 295,290 267,983 30,087 57,393
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 13,124)
3,922 2,227 627 9,987 10,066 14,535 12,919 -1,411 205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 21.7 16.1 70.0 44.5 90.8 82.4 9.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
10 25 19 39 36 62 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,420
COMMITMENTS
12,226 12,572 817 35,182 34,798 48,225 48,188 7,195 7,233
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -4,638)
-1,483 -1,948 118 -2,267 -2,927 -3,632 -4,757 -1,006 119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 22.7 1.5 63.5 62.8 87.0 86.9 13.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 25 12 41 23 77 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,841
COMMITMENTS
24,453 25,145 1,634 70,364 69,597 96,451 96,376 14,390 14,465
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: -9,275)
-2,966 -3,896 236 -4,533 -5,854 -7,263 -9,514 -2,012 239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 22.7 1.5 63.5 62.8 87.0 86.9 13.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
29 25 12 41 23 77 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,527
COMMITMENTS
13,812 13,613 1,150 1,527 1,763 16,489 16,526 38 1
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 858)
804 -130 54 0 936 858 860 0 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.6 82.4 7.0 9.2 10.7 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 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,257
COMMITMENTS
3,094 21,203 186 46,878 28,712 50,158 50,101 99 156
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 3,104)
482 5,758 -15 2,637 -2,659 3,104 3,084 0 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 42.2 0.4 93.3 57.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
4 13 1 13 14 17 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/15/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,722
COMMITMENTS
1,268 28,029 0 44,380 17,426 45,648 45,455 74 267
CHANGES FROM 04/08/14 (CHANGE IN OPEN INTEREST: 3,272)
493 13,529 -634 3,373 -9,700 3,232 3,195 40 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 61.3 0.0 97.1 38.1 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 15 0 9 13 14 28
Updated April 18, 2014