WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 346,522
COMMITMENTS
114,503 121,490 54,654 145,996 127,635 315,153 303,779 31,369 42,743
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -29,722)
-1,689 -13,392 -12,726 -13,886 -1,189 -28,301 -27,307 -1,421 -2,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 35.1 15.8 42.1 36.8 90.9 87.7 9.1 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
102 98 91 78 86 236 232
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 129,590
COMMITMENTS
49,694 28,952 7,489 59,489 69,750 116,672 106,191 12,918 23,399
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -6,359)
-570 -4,491 -2,673 -2,865 1,719 -6,108 -5,445 -251 -914
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.3 22.3 5.8 45.9 53.8 90.0 81.9 10.0 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
45 44 27 50 57 109 117
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,300,945
COMMITMENTS
400,623 202,043 195,799 579,943 662,506 1176365 1060348 124,580 240,597
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -42,336)
21,245 -51,165 -12,626 -40,118 35,232 -31,499 -28,559 -10,837 -13,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 15.5 15.1 44.6 50.9 90.4 81.5 9.6 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 725)
165 151 156 213 337 478 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,673
COMMITMENTS
3,281 1,140 155 3,816 6,452 7,252 7,747 2,421 1,926
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -909)
124 452 -196 -465 -610 -537 -354 -372 -555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 11.8 1.6 39.5 66.7 75.0 80.1 25.0 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 12 7 12 13 31 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 668,094
COMMITMENTS
291,599 81,235 83,940 242,496 407,338 618,035 572,513 50,059 95,581
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -35,995)
8,809 10,261 -22,433 -11,156 -14,523 -24,780 -26,695 -11,215 -9,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
43.6 12.2 12.6 36.3 61.0 92.5 85.7 7.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 555)
191 136 158 124 187 401 416
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 301,803
COMMITMENTS
95,057 80,026 29,300 146,797 162,962 271,154 272,288 30,649 29,515
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -2,496)
7,239 -6,001 -5,633 -1,548 12,229 58 595 -2,554 -3,091
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.5 26.5 9.7 48.6 54.0 89.8 90.2 10.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
74 85 70 80 70 202 185
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 718,276
COMMITMENTS
79,023 62,165 25,178 457,787 449,832 561,988 537,175 156,288 181,101
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -54,676)
-7,027 23,398 5,879 -13,057 -38,941 -14,205 -9,664 -40,471 -45,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 8.7 3.5 63.7 62.6 78.2 74.8 21.8 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 30 13 68 82 97 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 505,399
COMMITMENTS
48,742 52,784 4,506 364,150 353,131 417,398 410,421 88,001 94,978
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 21,354)
2,445 -6,512 3,615 14,516 31,494 20,576 28,597 778 -7,243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 10.4 0.9 72.1 69.9 82.6 81.2 17.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
7 15 9 46 45 60 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,733
COMMITMENTS
1,068 1,234 576 3,548 3,659 5,192 5,469 541 264
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 160)
-22 -214 193 -27 83 144 62 16 98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.6 21.5 10.0 61.9 63.8 90.6 95.4 9.4 4.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 5 6 15 18 33 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 310,250
COMMITMENTS
118,079 59,113 21,475 124,387 205,328 263,941 285,916 46,309 24,334
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -2,015)
-283 3,329 -2,340 4,754 1,396 2,131 2,385 -4,146 -4,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 19.1 6.9 40.1 66.2 85.1 92.2 14.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
90 59 56 80 90 204 176
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,399
COMMITMENTS
1,100 1,116 105 4,269 5,110 5,474 6,331 1,925 1,068
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -168)
-59 199 11 -7 -105 -55 105 -113 -273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.9 15.1 1.4 57.7 69.1 74.0 85.6 26.0 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 7 3 18 12 31 21
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 903,554
COMMITMENTS
197,047 171,897 25,419 567,491 600,598 789,957 797,914 113,597 105,640
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -115,923)
2,633 -12,527 -11,772 -99,542 -78,435 -108,681 -102,734 -7,242 -13,189
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 19.0 2.8 62.8 66.5 87.4 88.3 12.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
41 37 23 90 111 141 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,407,282
COMMITMENTS
312,136 413,506 46,494 1748098 1509002 2106728 1969002 300,554 438,280
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -106,464)
-21,301 67,102 -15,731 -40,446 -105,615 -77,478 -54,244 -28,986 -52,220
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 17.2 1.9 72.6 62.7 87.5 81.8 12.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 351)
48 95 45 135 167 212 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,944,956
COMMITMENTS
234,160 343,538 23,053 1453387 1234370 1710600 1600961 234,356 343,995
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -208,944)
15,449 16,809 -19,881 -117,349 -92,562 -121,781 -95,634 -87,163 -113,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 17.7 1.2 74.7 63.5 88.0 82.3 12.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
26 72 23 95 133 139 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 295,231
COMMITMENTS
11,075 50,254 53,662 203,191 147,119 267,928 251,035 27,303 44,196
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -30,957)
-6,012 4,723 3,801 -26,354 -39,548 -28,565 -31,024 -2,392 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 17.0 18.2 68.8 49.8 90.8 85.0 9.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
10 21 19 33 39 55 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,245
COMMITMENTS
19,393 12,139 10 37,500 46,542 56,903 58,690 9,342 7,555
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 5,788)
4,213 776 -5 2,110 4,279 6,318 5,050 -530 739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 18.3 0.0 56.6 70.3 85.9 88.6 14.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 25 3 38 26 66 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,489
COMMITMENTS
38,786 24,277 19 75,000 93,083 113,805 117,379 18,684 15,110
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 11,576)
8,426 1,552 -10 4,219 8,557 12,635 10,099 -1,059 1,477
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 18.3 0.0 56.6 70.3 85.9 88.6 14.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 25 3 38 26 66 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,421
COMMITMENTS
11,731 9,341 1,197 1,460 3,817 14,388 14,355 33 66
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,055)
3,359 2,483 -9 702 1,584 4,052 4,058 3 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.3 64.8 8.3 10.1 26.5 99.8 99.5 0.2 0.5
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
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,964
COMMITMENTS
724 19,535 494 43,128 24,781 44,346 44,810 618 154
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -188)
-393 -1,205 494 -854 558 -753 -153 565 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 43.4 1.1 95.9 55.1 98.6 99.7 1.4 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 13 1 13 16 18 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/04/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,290
COMMITMENTS
821 18,092 385 26,011 8,405 27,217 26,882 73 408
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -617)
-209 -267 -20 -393 -646 -622 -933 5 316
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.0 66.3 1.4 95.3 30.8 99.7 98.5 0.3 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 14 2 8 13 12 27
Updated March 7, 2014