WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,108
COMMITMENTS
129,255 86,012 150,290 173,476 204,081 453,020 440,382 37,087 49,726
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 9,174)
7,549 3,227 9,432 -5,395 -4,009 11,586 8,651 -2,412 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 17.5 30.7 35.4 41.6 92.4 89.9 7.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
127 135 151 84 113 299 315
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 162,703
COMMITMENTS
52,957 25,927 24,650 64,972 85,470 142,579 136,047 20,124 26,656
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -4,166)
-577 3,453 -1,011 -2,780 -6,869 -4,369 -4,427 203 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 15.9 15.2 39.9 52.5 87.6 83.6 12.4 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
53 44 39 47 60 125 120
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,758,862
COMMITMENTS
450,258 113,674 450,872 712,736 888,752 1613866 1453298 144,996 305,565
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -7,028)
4,316 10,428 -9,000 -1,270 -8,471 -5,955 -7,043 -1,074 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 6.5 25.6 40.5 50.5 91.8 82.6 8.2 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 786)
195 159 221 281 385 596 656
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,371
COMMITMENTS
2,418 435 3,076 3,623 5,266 9,117 8,777 255 595
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 74)
186 55 -72 -56 87 58 70 16 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 4.6 32.8 38.7 56.2 97.3 93.7 2.7 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 8 7 10 15 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,116
COMMITMENTS
1,680 634 1,085 3,170 5,310 5,935 7,029 2,181 1,087
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -71)
143 118 -32 -186 -222 -74 -136 3 65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 7.8 13.4 39.1 65.4 73.1 86.6 26.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
13 6 8 13 10 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 781,803
COMMITMENTS
226,262 86,984 206,319 293,392 372,715 725,973 666,019 55,829 115,784
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 21,471)
5,798 6,460 9,021 8,230 4,471 23,048 19,952 -1,577 1,519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.9 11.1 26.4 37.5 47.7 92.9 85.2 7.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 608)
195 175 221 147 207 470 489
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 350,380
COMMITMENTS
95,328 75,536 62,709 158,667 182,053 316,704 320,298 33,677 30,082
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -3,949)
1,309 6,279 -287 -4,241 -8,371 -3,218 -2,379 -731 -1,570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 21.6 17.9 45.3 52.0 90.4 91.4 9.6 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
84 83 79 80 73 210 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 857,857
COMMITMENTS
119,330 54,459 62,911 484,020 538,836 666,261 656,206 191,596 201,651
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 10,732)
16,286 -9,617 -1,326 -9,732 27,045 5,228 16,101 5,504 -5,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 6.3 7.3 56.4 62.8 77.7 76.5 22.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
34 33 41 83 94 139 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 490,764
COMMITMENTS
55,066 50,006 2,564 334,346 351,524 391,976 404,094 98,788 86,670
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 6,263)
-1,128 2,129 194 5,742 9,053 4,808 11,376 1,455 -5,113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 10.2 0.5 68.1 71.6 79.9 82.3 20.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
9 13 10 45 44 62 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,876
COMMITMENTS
1,288 922 920 4,178 4,741 6,386 6,583 490 293
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -308)
50 208 -108 -262 -486 -320 -386 12 78
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 13.4 13.4 60.8 68.9 92.9 95.7 7.1 4.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 5 4 14 18 29 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 380,186
COMMITMENTS
115,467 53,275 67,208 144,991 230,278 327,666 350,761 52,519 29,425
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 13,643)
6,243 -1,900 4,393 786 9,180 11,422 11,673 2,221 1,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 14.0 17.7 38.1 60.6 86.2 92.3 13.8 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
90 69 75 88 93 224 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,919
COMMITMENTS
1,744 729 665 4,390 6,064 6,800 7,458 2,119 1,460
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 289)
85 15 128 249 24 463 168 -174 121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 8.2 7.5 49.2 68.0 76.2 83.6 23.8 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
14 4 5 22 16 38 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,208,014
COMMITMENTS
221,625 187,046 69,431 805,407 816,939 1096463 1073415 111,551 134,599
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 13,947)
26,150 -12,360 1,306 -12,316 29,063 15,140 18,009 -1,192 -4,062
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 15.5 5.7 66.7 67.6 90.8 88.9 9.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
51 32 33 90 135 149 192
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,319,788
COMMITMENTS
402,752 378,804 337,394 2264298 2082727 3004444 2798926 315,344 520,863
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 157,520)
78,643 -10,963 24,188 55,666 144,142 158,497 157,367 -977 152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 11.4 10.2 68.2 62.7 90.5 84.3 9.5 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
68 87 93 181 201 304 326
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,396,453
COMMITMENTS
277,829 318,460 163,213 1726803 1522709 2167845 2004382 228,608 392,070
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 83,731)
51,778 -9,679 18,045 2,346 62,546 72,169 70,911 11,562 12,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 13.3 6.8 72.1 63.5 90.5 83.6 9.5 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
36 67 43 131 162 196 243
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 340,927
COMMITMENTS
20,394 71,259 52,628 238,070 163,056 311,092 286,943 29,835 53,984
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 15,402)
6,465 4,062 -2,834 10,934 15,520 14,566 16,749 836 -1,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 20.9 15.4 69.8 47.8 91.2 84.2 8.8 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
12 25 18 35 37 56 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 70,457
COMMITMENTS
21,769 13,581 869 39,100 45,051 61,738 59,501 8,719 10,956
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 9,139)
6,480 209 -25 1,447 6,361 7,901 6,545 1,238 2,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 19.3 1.2 55.5 63.9 87.6 84.5 12.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 32 13 35 27 80 65
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,914
COMMITMENTS
43,538 27,163 1,738 78,201 90,102 123,476 119,003 17,437 21,911
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 18,279)
12,960 418 -51 2,894 12,723 15,803 13,090 2,476 5,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.9 19.3 1.2 55.5 63.9 87.6 84.5 12.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 123)
38 32 13 35 27 80 65
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,363
COMMITMENTS
13,254 15,280 1,066 1,977 0 16,297 16,346 66 17
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -540)
-449 -501 -39 -50 0 -538 -540 -2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.0 93.4 6.5 12.1 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 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 56,344
COMMITMENTS
4,564 19,954 375 51,319 35,898 56,258 56,227 86 117
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: 3,418)
2,323 85 0 1,063 3,363 3,386 3,448 32 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 35.4 0.7 91.1 63.7 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 12 1 13 12 17 25
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 05/13/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,771
COMMITMENTS
482 15,788 0 44,171 28,624 44,653 44,412 118 359
CHANGES FROM 05/06/14 (CHANGE IN OPEN INTEREST: -1,080)
199 399 0 -1,356 -1,384 -1,157 -985 77 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 35.3 0.0 98.7 63.9 99.7 99.2 0.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 16 0 7 15 9 31
Updated May 16, 2014