WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 480,934
COMMITMENTS
121,706 82,784 140,857 178,871 208,089 441,434 431,731 39,499 49,203
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 15,494)
1,557 -396 9,831 -1,319 4,036 10,069 13,471 5,425 2,023
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 17.2 29.3 37.2 43.3 91.8 89.8 8.2 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 375)
116 128 140 84 114 288 299
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 166,869
COMMITMENTS
53,534 22,473 25,662 67,752 92,339 146,948 140,475 19,921 26,394
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 11,387)
1,710 -934 5,373 1,642 6,216 8,725 10,654 2,662 733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 13.5 15.4 40.6 55.3 88.1 84.2 11.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
58 40 38 51 60 131 121
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,765,891
COMMITMENTS
445,943 103,246 459,872 714,006 897,223 1619821 1460340 146,070 305,551
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -3,862)
5,082 -2,195 6,795 -8,553 -6,159 3,324 -1,559 -7,187 -2,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 5.8 26.0 40.4 50.8 91.7 82.7 8.3 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787)
200 151 217 282 385 596 652
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,298
COMMITMENTS
2,232 380 3,148 3,679 5,179 9,059 8,707 238 590
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -28)
-209 11 276 -52 -331 16 -43 -44 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 4.1 33.9 39.6 55.7 97.4 93.6 2.6 6.4
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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,187
COMMITMENTS
1,538 515 1,116 3,355 5,533 6,009 7,165 2,178 1,022
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -23)
86 77 -48 2 -68 41 -38 -64 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 6.3 13.6 41.0 67.6 73.4 87.5 26.6 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
12 5 7 13 10 29 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 760,332
COMMITMENTS
220,464 80,524 197,298 285,163 368,244 702,925 646,067 57,406 114,265
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -27,866)
-22,127 12,129 -5,255 2,022 -34,666 -25,360 -27,793 -2,506 -73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 10.6 25.9 37.5 48.4 92.4 85.0 7.6 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
195 161 214 144 204 453 480
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 354,329
COMMITMENTS
94,018 69,257 62,996 162,907 190,424 319,921 322,677 34,408 31,652
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 13,545)
-1,751 11,142 4,863 11,641 -6,289 14,753 9,717 -1,208 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 19.5 17.8 46.0 53.7 90.3 91.1 9.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
74 77 71 82 74 197 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,125
COMMITMENTS
103,044 64,077 64,237 493,753 511,791 661,033 640,105 186,092 207,020
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 26,372)
1,801 -1,897 8,234 7,950 5,259 17,985 11,596 8,387 14,776
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 7.6 7.6 58.3 60.4 78.0 75.6 22.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
36 32 45 82 88 141 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,501
COMMITMENTS
56,194 47,878 2,370 328,604 342,471 387,168 392,718 97,333 91,783
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 1,134)
4,400 -506 -164 -7,134 -5,417 -2,898 -6,087 4,032 7,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 9.9 0.5 67.8 70.7 79.9 81.1 20.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
10 13 8 44 43 60 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,184
COMMITMENTS
1,238 714 1,028 4,440 5,227 6,706 6,969 478 215
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -166)
137 -184 10 -397 14 -250 -160 84 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 9.9 14.3 61.8 72.8 93.3 97.0 6.7 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
15 5 5 14 20 31 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 366,543
COMMITMENTS
109,224 55,175 62,815 144,205 221,099 316,245 339,088 50,298 27,454
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -9,261)
-8,117 2,959 2,015 -652 -12,216 -6,754 -7,242 -2,507 -2,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 15.1 17.1 39.3 60.3 86.3 92.5 13.7 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
84 67 64 95 102 218 196
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,630
COMMITMENTS
1,659 714 537 4,141 6,039 6,337 7,291 2,293 1,339
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 80)
313 -42 79 -192 -34 199 3 -119 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 8.3 6.2 48.0 70.0 73.4 84.5 26.6 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 3 4 21 17 36 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,194,067
COMMITMENTS
195,476 199,406 68,124 817,723 787,876 1081323 1055406 112,743 138,661
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 11,612)
8,857 -5,197 1,439 -155 2,680 10,141 -1,078 1,471 12,690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 16.7 5.7 68.5 66.0 90.6 88.4 9.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
42 40 33 89 131 145 190
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,162,269
COMMITMENTS
324,109 389,767 313,206 2208633 1938585 2845948 2641558 316,321 520,711
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 134,595)
-3,198 -771 26,094 93,121 81,650 116,017 106,974 18,579 27,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 12.3 9.9 69.8 61.3 90.0 83.5 10.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
56 96 90 169 189 288 312
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,312,721
COMMITMENTS
226,051 328,140 145,168 1724457 1460163 2095675 1933471 217,046 379,251
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -49,375)
-25,804 -20,763 -6,237 -19,846 -21,961 -51,887 -48,960 2,513 -414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 14.2 6.3 74.6 63.1 90.6 83.6 9.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
35 66 39 126 159 187 238
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 325,525
COMMITMENTS
13,929 67,197 55,462 227,136 147,536 296,526 270,194 28,999 55,331
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -34,189)
-2,789 -24,226 800 -32,081 -9,291 -34,070 -32,716 -119 -1,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 20.6 17.0 69.8 45.3 91.1 83.0 8.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
11 26 19 36 37 58 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,317
COMMITMENTS
15,289 13,372 895 37,653 38,689 53,837 52,956 7,481 8,361
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -1,369)
-930 1,920 85 -145 -3,331 -991 -1,326 -378 -43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 21.8 1.5 61.4 63.1 87.8 86.4 12.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 29 13 36 24 71 59
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,635
COMMITMENTS
30,578 26,744 1,789 75,307 77,379 107,674 105,912 14,961 16,723
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -2,737)
-1,860 3,841 169 -290 -6,662 -1,982 -2,652 -755 -85
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 21.8 1.5 61.4 63.1 87.8 86.4 12.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
28 29 13 36 24 71 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,903
COMMITMENTS
13,703 15,781 1,105 2,027 0 16,835 16,886 68 17
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 495)
278 1,606 5 199 -1,116 482 495 13 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.1 93.4 6.5 12.0 0.0 99.6 99.9 0.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
16 4 3 2 0 19 6
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,926
COMMITMENTS
2,241 19,869 375 50,256 32,535 52,872 52,779 54 147
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: 1,540)
1,002 1,494 -4 536 67 1,534 1,557 6 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.2 37.5 0.7 95.0 61.5 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
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 05/06/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,851
COMMITMENTS
283 15,389 0 45,527 30,008 45,810 45,397 41 454
CHANGES FROM 04/29/14 (CHANGE IN OPEN INTEREST: -838)
68 737 -246 -654 -1,382 -832 -891 -6 53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 33.6 0.0 99.3 65.4 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
2 17 0 7 15 9 32
Updated May 9, 2014