WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 340,739
COMMITMENTS
115,373 108,649 50,145 138,404 138,629 303,922 297,423 36,817 43,316
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -5,783)
870 -12,841 -4,509 -7,592 10,994 -11,231 -6,356 5,448 573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 31.9 14.7 40.6 40.7 89.2 87.3 10.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 321)
97 101 97 77 87 232 243
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 128,769
COMMITMENTS
50,121 25,198 7,906 56,589 71,263 114,616 104,367 14,153 24,402
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -821)
427 -3,754 417 -2,900 1,513 -2,056 -1,824 1,235 1,003
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.9 19.6 6.1 43.9 55.3 89.0 81.0 11.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
48 41 28 47 54 107 114
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,314,774
COMMITMENTS
422,097 187,193 176,917 589,301 704,100 1188315 1068210 126,459 246,564
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 13,829)
21,474 -14,850 -18,882 9,358 41,594 11,950 7,862 1,879 5,967
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 14.2 13.5 44.8 53.6 90.4 81.2 9.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
166 149 166 228 347 498 578
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,637
COMMITMENTS
3,160 1,005 143 3,751 6,603 7,054 7,751 2,583 1,886
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -36)
-121 -135 -12 -65 151 -198 4 162 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 10.4 1.5 38.9 68.5 73.2 80.4 26.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
10 10 6 10 11 26 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 670,093
COMMITMENTS
282,609 87,052 84,822 252,047 406,573 619,478 578,447 50,615 91,646
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 1,999)
-8,990 5,817 882 9,551 -765 1,443 5,934 556 -3,935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.2 13.0 12.7 37.6 60.7 92.4 86.3 7.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
187 141 158 130 193 415 415
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 302,592
COMMITMENTS
104,411 63,523 30,084 132,658 183,588 267,153 277,195 35,439 25,397
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 789)
9,354 -16,503 784 -14,139 20,626 -4,001 4,907 4,790 -4,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 21.0 9.9 43.8 60.7 88.3 91.6 11.7 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
80 75 71 73 68 193 178
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 680,771
COMMITMENTS
76,461 60,330 14,873 447,145 442,968 538,479 518,171 142,292 162,600
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -37,505)
-2,562 -1,835 -10,305 -10,642 -6,864 -23,509 -19,004 -13,996 -18,501
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 8.9 2.2 65.7 65.1 79.1 76.1 20.9 23.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
33 26 17 73 85 113 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 489,549
COMMITMENTS
43,836 47,708 2,273 364,608 348,386 410,717 398,367 78,832 91,182
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -15,850)
-4,906 -5,076 -2,233 458 -4,745 -6,681 -12,054 -9,169 -3,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 9.7 0.5 74.5 71.2 83.9 81.4 16.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
6 14 7 43 40 54 56
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,655
COMMITMENTS
1,077 1,097 687 3,423 3,602 5,187 5,386 468 269
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -78)
9 -137 111 -125 -57 -5 -83 -73 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 19.4 12.1 60.5 63.7 91.7 95.2 8.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 6 14 16 32 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 313,843
COMMITMENTS
114,951 60,980 26,537 125,819 203,685 267,307 291,202 46,536 22,641
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 3,593)
-3,128 1,867 5,062 1,432 -1,643 3,366 5,286 227 -1,693
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 19.4 8.5 40.1 64.9 85.2 92.8 14.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
91 64 61 84 84 215 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,767
COMMITMENTS
1,104 1,548 102 4,483 4,982 5,689 6,632 2,078 1,135
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 368)
4 432 -3 214 -128 215 301 153 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.2 19.9 1.3 57.7 64.1 73.2 85.4 26.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 6 3 18 11 30 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 924,744
COMMITMENTS
179,549 167,073 23,725 614,816 621,411 818,090 812,209 106,654 112,535
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 21,190)
-17,498 -4,824 -1,694 47,325 20,813 28,133 14,295 -6,943 6,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 18.1 2.6 66.5 67.2 88.5 87.8 11.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
42 31 21 92 107 142 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,412,737
COMMITMENTS
301,102 419,312 48,582 1784691 1489784 2134375 1957678 278,362 455,059
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 5,455)
-11,034 5,806 2,088 36,593 -19,218 27,647 -11,324 -22,192 16,779
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 17.4 2.0 74.0 61.7 88.5 81.1 11.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
53 94 45 129 168 211 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,915,981
COMMITMENTS
221,540 335,525 21,055 1473227 1200749 1715822 1557329 200,159 358,652
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -28,975)
-12,620 -8,013 -1,998 19,840 -33,621 5,222 -43,632 -34,197 14,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 17.5 1.1 76.9 62.7 89.6 81.3 10.4 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
23 68 23 95 125 134 200
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 298,102
COMMITMENTS
14,677 51,443 51,590 205,035 149,036 271,302 252,069 26,800 46,033
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 2,871)
3,602 1,189 -2,072 1,844 1,917 3,374 1,034 -503 1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 17.3 17.3 68.8 50.0 91.0 84.6 9.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 18 19 33 35 56 63
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,348
COMMITMENTS
17,704 13,141 195 37,375 44,140 55,273 57,476 9,075 6,873
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -1,897)
-1,690 1,002 186 -126 -2,402 -1,630 -1,214 -267 -683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 20.4 0.3 58.1 68.6 85.9 89.3 14.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 25 5 37 23 66 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,696
COMMITMENTS
35,407 26,281 390 74,749 88,280 110,546 114,951 18,150 13,745
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: -3,793)
-3,379 2,004 371 -251 -4,803 -3,259 -2,428 -534 -1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 20.4 0.3 58.1 68.6 85.9 89.3 14.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
27 25 5 37 23 66 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,250
COMMITMENTS
12,467 9,204 1,198 1,549 4,770 15,214 15,172 36 78
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 829)
736 -137 1 89 953 826 817 3 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
81.8 60.4 7.9 10.2 31.3 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
17 4 3 1 1 19 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,553
COMMITMENTS
1,151 18,435 0 44,358 26,988 45,509 45,423 44 130
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 589)
427 -1,100 -494 1,230 2,207 1,163 613 -574 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.5 40.5 0.0 97.4 59.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
5 13 0 14 17 19 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/11/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,698
COMMITMENTS
5,434 23,150 1,226 38,975 21,239 45,635 45,615 63 83
CHANGES FROM 03/04/14 (CHANGE IN OPEN INTEREST: 18,408)
4,613 5,058 841 12,964 12,834 18,418 18,733 -10 -325
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 50.7 2.7 85.3 46.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
3 14 2 6 13 10 28
Updated March 18, 2014