WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 360,618
COMMITMENTS
124,529 102,954 61,761 139,664 151,839 325,954 316,554 34,664 44,064
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 15,824)
7,041 -2,707 6,919 2,169 10,267 16,129 14,479 -305 1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 28.5 17.1 38.7 42.1 90.4 87.8 9.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
97 108 113 77 97 240 265
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,947
COMMITMENTS
54,804 22,712 11,964 63,403 86,932 130,171 121,608 17,776 26,339
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 12,708)
3,451 -350 2,554 5,151 10,465 11,156 12,669 1,552 39
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 15.4 8.1 42.9 58.8 88.0 82.2 12.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
51 43 32 46 59 115 118
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,330,028
COMMITMENTS
420,830 162,203 194,077 585,731 716,454 1200638 1072734 129,390 257,294
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 1,950)
4,070 -12,206 7,920 -12,571 908 -581 -3,378 2,531 5,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 12.2 14.6 44.0 53.9 90.3 80.7 9.7 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 702)
161 126 175 218 338 482 566
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,186
COMMITMENTS
2,454 1,346 242 4,009 6,189 6,705 7,777 2,481 1,409
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -586)
-732 180 -1 330 -477 -403 -298 -183 -288
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 14.7 2.6 43.6 67.4 73.0 84.7 27.0 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 11 7 10 11 24 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 624,304
COMMITMENTS
257,773 81,410 76,986 234,739 370,123 569,498 528,519 54,806 95,785
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -31,942)
-16,143 -4,594 -6,459 -13,455 -24,728 -36,057 -35,781 4,115 3,839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 13.0 12.3 37.6 59.3 91.2 84.7 8.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 532)
171 136 151 120 189 373 410
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 302,111
COMMITMENTS
97,117 69,571 31,716 139,564 174,926 268,397 276,213 33,714 25,898
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 121)
-8,159 6,266 57 9,072 -6,956 970 -633 -849 754
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 23.0 10.5 46.2 57.9 88.8 91.4 11.2 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
78 75 74 78 64 196 181
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 710,477
COMMITMENTS
82,110 71,560 15,259 454,311 457,386 551,680 544,205 158,797 166,272
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -9,372)
-9,272 9,125 1,158 -6,405 -20,987 -14,519 -10,704 5,147 1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 10.1 2.1 63.9 64.4 77.6 76.6 22.4 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
30 30 19 66 84 105 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 479,346
COMMITMENTS
47,991 60,330 1,462 342,149 336,110 391,602 397,902 87,744 81,444
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -7,435)
1,374 7,410 -206 -13,139 -7,143 -11,971 61 4,536 -7,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 12.6 0.3 71.4 70.1 81.7 83.0 18.3 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
7 17 8 43 40 56 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,257
COMMITMENTS
817 1,058 827 3,033 3,011 4,677 4,896 580 361
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -366)
-137 -16 62 -240 -411 -315 -365 -51 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 20.1 15.7 57.7 57.3 89.0 93.1 11.0 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 8 6 13 16 28 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 308,413
COMMITMENTS
111,004 57,918 27,906 119,648 198,423 258,558 284,247 49,855 24,166
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -4,793)
-3,116 -2,126 135 -3,175 -4,700 -6,156 -6,691 1,363 1,898
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.0 18.8 9.0 38.8 64.3 83.8 92.2 16.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
79 58 54 79 83 189 168
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,949
COMMITMENTS
1,057 1,363 207 4,501 5,366 5,765 6,936 2,184 1,013
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 11)
108 -292 80 -191 284 -3 72 14 -61
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 17.1 2.6 56.6 67.5 72.5 87.3 27.5 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 7 5 19 13 35 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 992,558
COMMITMENTS
178,226 183,820 16,393 704,965 671,964 899,584 872,177 92,974 120,381
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 80,562)
1,793 10,524 -1,535 91,414 62,221 91,672 71,210 -11,110 9,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.0 18.5 1.7 71.0 67.7 90.6 87.9 9.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
38 35 20 92 119 136 168
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,490,662
COMMITMENTS
333,722 395,487 42,890 1842134 1602678 2218746 2041055 271,916 449,607
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 49,468)
-26,504 -19,753 -10,257 95,218 81,568 58,457 51,558 -8,989 -2,090
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 15.9 1.7 74.0 64.3 89.1 81.9 10.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
50 88 33 126 153 199 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,014,031
COMMITMENTS
241,334 413,453 18,887 1572681 1185048 1832902 1617388 181,129 396,643
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 92,877)
14,249 96,648 2,059 123,048 -72,893 139,356 25,814 -46,479 67,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 20.5 0.9 78.1 58.8 91.0 80.3 9.0 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
27 76 23 93 137 137 219
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 335,742
COMMITMENTS
26,554 61,356 52,771 225,550 169,155 304,875 283,282 30,867 52,460
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 17,718)
2,490 6,746 3,150 7,824 3,147 13,464 13,043 4,254 4,675
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 18.3 15.7 67.2 50.4 90.8 84.4 9.2 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
17 22 24 36 34 64 70
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,777
COMMITMENTS
16,502 12,172 10 38,432 44,100 54,943 56,281 8,834 7,496
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -28,119)
-3,828 3,203 -4,137 -19,584 -26,231 -27,548 -27,165 -572 -955
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 19.1 0.0 60.3 69.1 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 24 4 34 21 64 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,553
COMMITMENTS
33,003 24,343 19 76,863 88,200 109,885 112,562 17,668 14,991
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -28,008)
-4,725 2,083 -3,121 -21,445 -26,171 -29,291 -27,209 1,283 -799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 19.1 0.0 60.3 69.1 86.1 88.2 13.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
28 24 4 34 21 64 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,594
COMMITMENTS
11,003 12,494 1,097 1,467 0 13,567 13,591 27 3
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -5,837)
-976 3,622 -4,913 68 -4,540 -5,821 -5,831 -16 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
80.9 91.9 8.1 10.8 0.0 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
16 5 3 2 0 19 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,805
COMMITMENTS
1,485 17,300 197 37,045 21,161 38,727 38,658 78 147
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 187)
-26 326 -2 252 -143 224 181 -37 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.8 44.6 0.5 95.5 54.5 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 13 1 13 14 18 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 03/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 31,338
COMMITMENTS
437 24,527 155 30,726 6,562 31,318 31,244 20 94
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 784)
-269 727 155 929 -65 815 817 -31 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.4 78.3 0.5 98.0 20.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
1 18 1 7 13 9 31
Updated March 28, 2014