WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 376,293
COMMITMENTS
102,315 135,851 58,041 179,514 136,289 339,870 330,181 36,423 46,112
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -25,232)
-20,676 8,074 -11,922 4,898 -20,066 -27,700 -23,914 2,468 -1,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 36.1 15.4 47.7 36.2 90.3 87.7 9.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
91 124 103 97 88 251 260
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 138,382
COMMITMENTS
52,056 30,728 10,769 59,033 72,744 121,858 114,241 16,524 24,141
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -645)
3,409 48 -1,011 -3,480 2,699 -1,082 1,736 437 -2,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.6 22.2 7.8 42.7 52.6 88.1 82.6 11.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 181)
50 48 39 54 58 127 129
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,362,700
COMMITMENTS
422,235 284,618 200,853 619,263 623,122 1242351 1108593 120,349 254,107
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -43,480)
-5,571 31,714 -35,650 -6,736 -36,399 -47,957 -40,335 4,477 -3,145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.0 20.9 14.7 45.4 45.7 91.2 81.4 8.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693)
124 173 168 259 312 500 563
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 7,773
COMMITMENTS
3,077 723 71 2,385 5,799 5,533 6,593 2,240 1,180
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 116)
420 -192 -193 -399 348 -172 -37 288 153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.6 9.3 0.9 30.7 74.6 71.2 84.8 28.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
15 5 5 11 11 30 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 608,364
COMMITMENTS
196,560 159,156 83,236 281,590 256,785 561,386 499,177 46,978 109,187
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -8,524)
-1,545 9,489 -3,196 -2,061 -10,448 -6,802 -4,155 -1,722 -4,369
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 26.2 13.7 46.3 42.2 92.3 82.1 7.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 604)
160 178 175 158 219 436 478
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,748
COMMITMENTS
16,373 944 64 2 5,026 16,439 6,034 6,309 16,714
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 304)
169 13 39 0 287 208 339 96 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.0 4.1 0.3 0.0 22.1 72.3 26.5 27.7 73.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 3 2 1 16 5 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 321,232
COMMITMENTS
105,277 85,875 33,318 149,403 171,606 287,998 290,799 33,234 30,433
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -19,091)
-2,086 -16,731 -3,294 -13,084 5,246 -18,464 -14,779 -627 -4,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 26.7 10.4 46.5 53.4 89.7 90.5 10.3 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
84 83 78 76 67 203 198
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 739,097
COMMITMENTS
78,009 68,187 10,776 495,741 498,625 584,526 577,588 154,571 161,509
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -16,969)
-7,234 -11,496 -956 -5,006 -3,563 -13,196 -16,015 -3,773 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 9.2 1.5 67.1 67.5 79.1 78.1 20.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
29 28 15 76 85 113 120
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 481,349
COMMITMENTS
49,524 38,006 4,616 326,201 348,982 380,341 391,604 101,008 89,745
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -6,363)
-1,331 396 -846 -3,602 -2,098 -5,779 -2,548 -584 -3,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.3 7.9 1.0 67.8 72.5 79.0 81.4 21.0 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
12 13 7 43 44 60 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,839
COMMITMENTS
1,449 938 714 4,149 4,935 6,312 6,587 527 252
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 157)
-24 -80 116 82 137 174 173 -17 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 13.7 10.4 60.7 72.2 92.3 96.3 7.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 8 5 18 22 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 313,281
COMMITMENTS
96,894 60,826 27,759 142,371 195,063 267,024 283,648 46,257 29,633
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -5,666)
-8,450 316 898 1,448 -9,459 -6,104 -8,245 438 2,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 19.4 8.9 45.4 62.3 85.2 90.5 14.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
75 71 65 84 88 203 187
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,147
COMMITMENTS
1,225 2,102 815 5,082 4,286 7,122 7,203 2,025 1,944
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -206)
-190 55 31 41 -425 -118 -339 -88 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 23.0 8.9 55.6 46.9 77.9 78.7 22.1 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
15 17 6 20 16 38 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,040,201
COMMITMENTS
213,156 232,556 9,243 728,714 652,532 951,113 894,331 89,088 145,870
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -1,094)
9,181 2,008 -5,887 12,993 -5,541 16,287 -9,420 -17,381 8,326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 22.4 0.9 70.1 62.7 91.4 86.0 8.6 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
40 42 16 84 122 128 176
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,585,200
COMMITMENTS
402,746 430,038 37,659 1884109 1654286 2324514 2121983 260,686 463,217
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -15,886)
37,024 -21,514 -1,830 -32,353 8,787 2,841 -14,557 -18,727 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.6 16.6 1.5 72.9 64.0 89.9 82.1 10.1 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
50 99 39 126 165 202 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,122,197
COMMITMENTS
302,546 286,853 28,667 1571932 1432172 1903145 1747692 219,052 374,505
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 8,668)
-9,796 -26,618 907 14,410 14,467 5,521 -11,244 3,147 19,912
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.5 1.4 74.1 67.5 89.7 82.4 10.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
38 57 26 110 135 166 200
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 417,521
COMMITMENTS
30,368 88,677 78,486 281,274 197,922 390,128 365,085 27,393 52,436
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 13,915)
426 1,699 3,699 10,634 9,862 14,759 15,260 -844 -1,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 21.2 18.8 67.4 47.4 93.4 87.4 6.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
14 21 21 36 40 60 74
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,112
COMMITMENTS
14,579 15,334 216 35,549 35,279 50,343 50,828 7,769 7,284
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -25,357)
-2,911 1,568 -531 -20,020 -26,066 -23,462 -25,029 -1,895 -328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 26.4 0.4 61.2 60.7 86.6 87.5 13.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 27 7 43 21 72 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,223
COMMITMENTS
29,157 30,667 432 71,097 70,557 100,686 101,656 15,537 14,567
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -50,713)
-5,822 3,136 -1,062 -40,039 -52,131 -46,923 -50,057 -3,790 -656
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 26.4 0.4 61.2 60.7 86.6 87.5 13.4 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
27 27 7 43 21 72 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 15,369
COMMITMENTS
13,329 14,285 982 1,018 100 15,329 15,367 40 2
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: -5,529)
1,297 -523 -5,104 -1,699 100 -5,506 -5,527 -23 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
86.7 92.9 6.4 6.6 0.7 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
17 4 3 2 1 20 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,974
COMMITMENTS
8,246 19,794 347 42,306 30,691 50,899 50,832 75 142
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 125)
-433 167 19 543 -66 129 120 -4 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.2 38.8 0.7 83.0 60.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
6 14 2 13 14 19 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 06/24/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,924
COMMITMENTS
3,650 11,859 1,574 27,641 19,355 32,865 32,788 59 136
CHANGES FROM 06/17/14 (CHANGE IN OPEN INTEREST: 599)
-217 -8 50 829 565 662 607 -63 -8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 36.0 4.8 84.0 58.8 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
5 15 2 8 16 14 32
Updated June 27, 2014