WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,175
COMMITMENTS
106,145 119,015 178,443 221,741 195,505 506,330 492,963 39,845 53,211
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 21,954)
-10,079 9,289 20,132 10,148 -6,038 20,201 23,384 1,753 -1,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 21.8 32.7 40.6 35.8 92.7 90.3 7.3 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 386)
122 128 153 102 109 305 318
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,546
COMMITMENTS
47,900 28,854 24,573 66,697 76,445 139,169 129,871 18,376 27,674
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -3,727)
-3,459 2,606 2,168 -3,029 -6,924 -4,321 -2,150 594 -1,577
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 18.3 15.6 42.3 48.5 88.3 82.4 11.7 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
55 50 50 60 61 140 143
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,867,880
COMMITMENTS
419,325 204,806 530,955 767,699 809,314 1717978 1545075 149,902 322,805
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 73,738)
-7,612 25,438 46,881 28,182 -4,174 67,451 68,145 6,287 5,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 11.0 28.4 41.1 43.3 92.0 82.7 8.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 761)
188 164 239 305 353 609 651
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,990
COMMITMENTS
2,763 2,027 3,362 2,614 2,877 8,739 8,266 251 724
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 1,546)
351 343 476 690 550 1,517 1,369 28 176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 22.5 37.4 29.1 32.0 97.2 91.9 2.8 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
9 5 12 8 6 21 19
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,929
COMMITMENTS
2,594 550 2,841 2,326 3,807 7,761 7,199 168 730
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -845)
-700 -33 -2 -152 -889 -853 -924 8 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.7 6.9 35.8 29.3 48.0 97.9 90.8 2.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 6 9 7 9 16 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,287
COMMITMENTS
2,227 660 1,371 3,541 6,212 7,139 8,243 2,148 1,044
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -466)
-132 -86 -28 -208 -218 -368 -332 -98 -134
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.0 7.1 14.8 38.1 66.9 76.9 88.8 23.1 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 5 10 15 12 34 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 842,051
COMMITMENTS
211,032 114,451 243,717 328,532 355,753 783,282 713,921 58,769 128,130
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 6,775)
-6,959 14,131 13,133 -1,241 -22,756 4,934 4,507 1,842 2,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 13.6 28.9 39.0 42.2 93.0 84.8 7.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 659)
202 200 254 172 229 520 553
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,072
COMMITMENTS
15,942 1,049 34 10 4,903 15,986 5,986 6,086 16,086
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 339)
372 28 -9 -1 41 362 60 -23 279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 4.8 0.2 0.0 22.2 72.4 27.1 27.6 72.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 1 2 15 7 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 392,647
COMMITMENTS
90,738 108,689 69,040 195,302 175,135 355,079 352,864 37,568 39,783
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 12,505)
-2,090 4,712 -3,235 12,394 9,158 7,068 10,635 5,437 1,870
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 27.7 17.6 49.7 44.6 90.4 89.9 9.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
72 100 85 87 81 217 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,413
COMMITMENTS
73,617 67,960 57,487 512,463 514,866 643,567 640,313 183,846 187,100
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 18,643)
-12,516 4,626 3,333 33,677 15,044 24,494 23,003 -5,851 -4,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 8.2 6.9 61.9 62.2 77.8 77.4 22.2 22.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
28 33 36 84 87 132 136
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 512,831
COMMITMENTS
46,367 39,102 11,225 355,931 367,871 413,523 418,199 99,307 94,632
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -34,384)
-7,759 1,564 -5,508 -18,175 -29,067 -31,442 -33,010 -2,942 -1,374
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.6 2.2 69.4 71.7 80.6 81.5 19.4 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 12 10 46 45 64 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,218
COMMITMENTS
1,438 1,058 545 3,722 4,270 5,705 5,873 513 345
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -333)
-75 -132 -110 -230 -260 -415 -502 82 169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 17.0 8.8 59.9 68.7 91.7 94.5 8.3 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 6 3 15 20 28 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 407,467
COMMITMENTS
110,970 51,612 79,771 162,206 244,877 352,947 376,260 54,521 31,208
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 471)
-4,846 1,215 1,144 3,885 -2,567 182 -208 290 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 12.7 19.6 39.8 60.1 86.6 92.3 13.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
84 72 81 85 93 219 201
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,514
COMMITMENTS
981 1,953 1,555 5,885 4,900 8,420 8,408 2,094 2,106
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 1,093)
-389 801 485 870 -402 966 885 128 209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 18.6 14.8 56.0 46.6 80.1 80.0 19.9 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 14 8 23 20 42 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,074,659
COMMITMENTS
202,198 174,586 49,200 720,492 713,378 971,890 937,163 102,769 137,496
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -48,814)
-49,546 -17,333 11,071 -699 -35,843 -39,174 -42,105 -9,640 -6,709
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 16.2 4.6 67.0 66.4 90.4 87.2 9.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
48 40 27 92 121 151 177
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,294,763
COMMITMENTS
345,365 393,569 387,626 2204503 2015678 2937494 2796873 357,269 497,890
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 100,173)
-25,295 16,374 51,865 81,670 27,266 108,240 95,505 -8,067 4,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.9 11.8 66.9 61.2 89.2 84.9 10.8 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
59 90 89 171 197 289 317
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,355,810
COMMITMENTS
324,376 295,475 166,456 1613823 1529193 2104656 1991124 251,154 364,686
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 76,349)
3,491 28,501 -3,848 68,856 47,741 68,499 72,394 7,849 3,955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 12.5 7.1 68.5 64.9 89.3 84.5 10.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 291)
43 60 52 129 159 204 239
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 373,931
COMMITMENTS
21,294 84,916 66,428 256,675 170,777 344,397 322,121 29,533 51,810
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 27,108)
6,492 13,857 9,917 10,196 5,509 26,606 29,283 502 -2,175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 22.7 17.8 68.6 45.7 92.1 86.1 7.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
15 25 22 34 39 60 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,280
COMMITMENTS
18,740 14,792 939 39,869 43,021 59,549 58,752 8,732 9,529
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 1,893)
970 545 -202 1,802 1,147 2,571 1,490 -678 403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 21.7 1.4 58.4 63.0 87.2 86.0 12.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
34 31 12 45 27 86 63
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,561
COMMITMENTS
37,480 29,583 1,879 79,738 86,041 119,097 117,503 17,464 19,057
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 3,786)
1,941 1,091 -404 3,605 2,294 5,142 2,980 -1,355 806
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 21.7 1.4 58.4 63.0 87.2 86.0 12.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 122)
34 31 12 45 27 86 63
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,182
COMMITMENTS
10,308 13,247 931 2,864 0 14,103 14,178 79 4
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: -1,537)
-2,118 -1,456 -65 625 0 -1,558 -1,521 21 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 93.4 6.6 20.2 0.0 99.4 100.0 0.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
15 4 4 2 0 19 6
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 57,509
COMMITMENTS
2,179 18,494 3,694 51,586 35,165 57,459 57,353 50 156
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 2,965)
-124 -37 3,302 212 899 3,390 4,164 -425 -1,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 32.2 6.4 89.7 61.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 13 1 13 12 18 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/10/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,070
COMMITMENTS
697 13,718 3,341 40,945 27,924 44,983 44,983 87 87
CHANGES FROM 06/03/14 (CHANGE IN OPEN INTEREST: 770)
7 -3,352 1,950 -1,200 2,228 757 826 13 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.5 30.4 7.4 90.8 62.0 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
3 15 1 7 17 11 32
Updated June 13, 2014