WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 517,972
COMMITMENTS
110,520 85,811 178,481 195,802 206,623 484,802 470,915 33,170 47,058
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -5,449)
-6,320 1,899 760 5,073 -6,964 -487 -4,305 -4,962 -1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 16.6 34.5 37.8 39.9 93.6 90.9 6.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
117 122 160 101 116 303 325
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,666
COMMITMENTS
50,127 21,170 22,429 67,307 85,554 139,864 129,152 17,802 28,513
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -4,327)
1,769 -195 -2,631 -2,803 -1,142 -3,665 -3,969 -661 -358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 13.4 14.2 42.7 54.3 88.7 81.9 11.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
46 41 37 56 64 124 123
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,866,548
COMMITMENTS
414,055 107,960 538,952 752,232 899,785 1705239 1546696 161,309 319,851
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -24,504)
-9,657 6,714 6,521 -13,091 -37,954 -16,228 -24,718 -8,277 214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 5.8 28.9 40.3 48.2 91.4 82.9 8.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 790)
203 149 236 312 383 638 662
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,476
COMMITMENTS
2,189 402 2,941 4,055 5,515 9,184 8,858 292 618
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -35)
45 -58 39 -102 22 -19 3 -17 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 4.2 31.0 42.8 58.2 96.9 93.5 3.1 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 6 8 6 9 14 20
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,269
COMMITMENTS
1,451 497 1,641 3,858 5,805 6,950 7,943 2,319 1,325
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -780)
-169 -42 -67 -492 -432 -728 -541 -52 -239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 5.4 17.7 41.6 62.6 75.0 85.7 25.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
15 2 8 14 12 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 903,409
COMMITMENTS
241,912 74,991 278,138 319,974 435,572 840,025 788,702 63,385 114,707
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 2,279)
-20,653 6,989 9,014 16,072 -12,864 4,432 3,139 -2,153 -860
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 8.3 30.8 35.4 48.2 93.0 87.3 7.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 628)
203 187 246 161 213 506 521
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 373,968
COMMITMENTS
97,043 57,968 75,015 164,548 212,448 336,605 345,431 37,363 28,538
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -15,029)
-2,483 -3,164 -390 -10,940 -11,298 -13,814 -14,852 -1,215 -177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 15.5 20.1 44.0 56.8 90.0 92.4 10.0 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
81 76 86 88 80 220 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 838,002
COMMITMENTS
91,595 64,336 64,747 504,260 518,841 660,602 647,924 177,400 190,078
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -16,823)
94 6,544 -3,771 -1,173 -12,762 -4,850 -9,990 -11,973 -6,833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 7.7 7.7 60.2 61.9 78.8 77.3 21.2 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
36 33 45 83 92 142 147
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 490,519
COMMITMENTS
52,579 55,613 2,536 341,023 350,582 396,137 408,731 94,382 81,788
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -1,990)
-404 2,962 32 1,706 6,252 1,334 9,245 -3,324 -11,235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.3 0.5 69.5 71.5 80.8 83.3 19.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 86)
10 14 10 44 45 61 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,413
COMMITMENTS
1,046 711 1,121 4,866 5,401 7,033 7,233 380 180
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 583)
75 -45 11 461 700 547 666 36 -83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 9.6 15.1 65.6 72.9 94.9 97.6 5.1 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
13 5 6 19 24 35 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 390,971
COMMITMENTS
114,882 53,680 70,077 150,683 234,113 335,642 357,870 55,329 33,101
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -6,299)
-3,105 -1,184 1,657 -1,278 -8,741 -2,726 -8,269 -3,573 1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 13.7 17.9 38.5 59.9 85.8 91.5 14.2 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
90 66 72 101 105 236 203
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,099
COMMITMENTS
1,456 782 897 4,554 6,181 6,906 7,860 2,192 1,239
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -273)
-346 52 -17 154 -279 -209 -244 -64 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 8.6 9.9 50.1 67.9 75.9 86.4 24.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 7 7 21 21 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,150,820
COMMITMENTS
184,030 208,698 70,419 792,224 748,632 1046673 1027748 104,147 123,072
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -12,500)
6,890 -6,983 -2,502 -13,834 -4,314 -9,446 -13,800 -3,054 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 18.1 6.1 68.8 65.1 91.0 89.3 9.0 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
47 41 36 94 134 156 196
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,123,595
COMMITMENTS
320,477 414,199 374,355 2114517 1842730 2809349 2631283 314,246 492,312
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -11,097)
-9,597 -1,945 14,638 -5,997 -17,557 -956 -4,864 -10,141 -6,233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.3 12.0 67.7 59.0 89.9 84.2 10.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
59 99 90 165 193 284 322
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,369,213
COMMITMENTS
252,363 374,094 193,976 1722793 1427572 2169131 1995642 200,081 373,571
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 40,868)
10,093 31,882 3,949 48,087 9,293 62,130 45,124 -21,262 -4,256
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 15.8 8.2 72.7 60.3 91.6 84.2 8.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
37 67 47 121 157 188 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 341,787
COMMITMENTS
16,280 85,167 55,092 242,384 147,582 313,756 287,841 28,032 53,946
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 16,411)
1,402 14,571 2,569 14,496 2,718 18,466 19,858 -2,055 -3,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.8 24.9 16.1 70.9 43.2 91.8 84.2 8.2 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
12 28 22 38 36 64 72
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,633
COMMITMENTS
13,716 12,550 700 38,823 40,701 53,240 53,951 8,393 7,682
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 6,212)
1,490 -22 -117 3,641 5,902 5,014 5,763 1,198 449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 20.4 1.1 63.0 66.0 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
27 29 12 41 25 76 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,266
COMMITMENTS
27,433 25,101 1,401 77,646 81,401 106,479 107,902 16,787 15,363
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 12,425)
2,980 -44 -233 7,282 11,804 10,028 11,527 2,396 898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 20.4 1.1 63.0 66.0 86.4 87.5 13.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
27 29 12 41 25 76 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,479
COMMITMENTS
13,731 13,617 1,103 1,612 1,742 16,446 16,462 33 17
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: -48)
-81 4 -47 85 -21 -43 -64 -5 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
83.3 82.6 6.7 9.8 10.6 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 5 3 1 2 18 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,396
COMMITMENTS
2,333 22,136 429 48,613 28,689 51,375 51,254 21 142
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 1,139)
-761 933 243 1,735 -23 1,217 1,153 -78 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 43.1 0.8 94.6 55.8 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 15 1 13 14 18 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,273
COMMITMENTS
215 29,572 86 46,900 17,338 47,201 46,996 72 277
CHANGES FROM 04/15/14 (CHANGE IN OPEN INTEREST: 1,551)
-1,053 1,543 86 2,520 -88 1,553 1,541 -2 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 62.6 0.2 99.2 36.7 99.8 99.4 0.2 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
1 18 1 8 13 10 31
Updated April 25, 2014