WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 473,752
COMMITMENTS
113,220 131,269 128,418 196,141 164,949 437,779 424,635 35,974 49,117
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -82,893)
-7,395 -22,723 -44,137 -28,309 -16,196 -79,840 -83,056 -3,053 163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 27.7 27.1 41.4 34.8 92.4 89.6 7.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
107 129 129 94 100 277 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 142,896
COMMITMENTS
49,691 32,136 15,841 63,268 69,088 128,800 117,065 14,096 25,831
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -12,302)
1,028 -1,583 -6,469 -4,212 -1,545 -9,653 -9,597 -2,650 -2,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.8 22.5 11.1 44.3 48.3 90.1 81.9 9.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
52 49 39 56 56 129 125
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,652,554
COMMITMENTS
378,628 211,575 413,259 699,192 719,178 1491079 1344012 161,475 308,543
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -121,759)
23,280 -35,723 -75,019 -62,131 -13,078 -113,870 -123,820 -7,889 2,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 12.8 25.0 42.3 43.5 90.2 81.3 9.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
169 164 195 269 329 551 591
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,842
COMMITMENTS
3,143 628 1,023 4,729 7,601 8,895 9,251 2,947 2,591
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -1,913)
89 214 -884 -1,082 -1,388 -1,877 -2,057 -36 145
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 5.3 8.6 39.9 64.2 75.1 78.1 24.9 21.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 6 6 16 13 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 834,272
COMMITMENTS
284,738 56,395 203,722 277,510 454,302 765,970 714,419 68,302 119,853
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -24,138)
4,306 -7,296 -29,733 850 11,286 -24,577 -25,743 439 1,605
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.1 6.8 24.4 33.3 54.5 91.8 85.6 8.2 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 575)
199 147 210 152 196 466 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 333,506
COMMITMENTS
86,354 85,036 53,232 159,509 161,914 299,095 300,181 34,411 33,324
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -50,711)
-3,153 -19,140 -24,360 -20,957 -3,031 -48,470 -46,531 -2,241 -4,179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 25.5 16.0 47.8 48.5 89.7 90.0 10.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
82 82 78 86 78 212 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 835,934
COMMITMENTS
85,372 37,248 46,026 499,724 516,472 631,122 599,746 204,812 236,188
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 24,473)
-2,347 -5,615 -15,848 10,771 4,335 -7,424 -17,127 31,897 41,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 4.5 5.5 59.8 61.8 75.5 71.7 24.5 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
29 24 36 77 82 124 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,131
COMMITMENTS
46,297 59,300 891 349,653 321,656 396,841 381,847 87,290 102,284
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 31,552)
1,087 -296 -31 22,328 23,175 23,383 22,848 8,169 8,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 12.2 0.2 72.2 66.4 82.0 78.9 18.0 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 12 5 46 45 56 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,573
COMMITMENTS
1,090 1,448 383 3,575 3,576 5,048 5,407 525 166
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 7)
23 -14 106 -4 69 125 161 -118 -154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 26.0 6.9 64.1 64.2 90.6 97.0 9.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 6 5 19 19 35 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 354,765
COMMITMENTS
117,245 53,897 49,749 134,236 220,451 301,230 324,097 53,535 30,668
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -8,462)
1,531 253 -5,951 1,034 -284 -3,386 -5,981 -5,076 -2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 15.2 14.0 37.8 62.1 84.9 91.4 15.1 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
91 55 63 87 97 216 185
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,941
COMMITMENTS
1,137 923 233 4,393 5,352 5,763 6,508 2,178 1,433
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -548)
165 -290 -355 -427 345 -616 -300 68 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 11.6 2.9 55.3 67.4 72.6 81.9 27.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 7 5 18 15 31 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,033,462
COMMITMENTS
193,885 182,952 45,564 671,929 683,858 911,378 912,373 122,084 121,089
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 73,957)
14,957 6,213 4,225 47,304 53,677 66,485 64,114 7,472 9,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 17.7 4.4 65.0 66.2 88.2 88.3 11.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
49 35 35 101 116 166 170
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,931,477
COMMITMENTS
328,866 340,300 245,399 2009565 1836373 2583830 2422073 347,646 509,404
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -136,706)
-38,477 -35,076 -90,486 -49,533 -48,740 -178,496 -174,301 41,789 37,595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 11.6 8.4 68.6 62.6 88.1 82.6 11.9 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 343)
63 73 77 164 183 270 291
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,304,425
COMMITMENTS
215,849 302,706 129,310 1630861 1406695 1976020 1838711 328,405 465,713
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -41,282)
-42,575 -6,665 -86,533 -9,755 -58,135 -138,863 -151,334 97,582 110,053
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 13.1 5.6 70.8 61.0 85.7 79.8 14.3 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
37 53 46 109 137 172 211
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 326,846
COMMITMENTS
16,952 45,780 50,169 229,864 186,667 296,985 282,616 29,861 44,230
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 11,301)
1,725 -1,781 4,279 6,345 10,543 12,349 13,040 -1,048 -1,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.0 15.3 70.3 57.1 90.9 86.5 9.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
11 17 17 35 43 56 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,143
COMMITMENTS
15,081 11,368 728 36,383 43,078 52,191 55,174 9,951 6,968
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 3,815)
2,321 -2,140 -542 1,428 6,818 3,207 4,136 608 -320
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.3 1.2 58.5 69.3 84.0 88.8 16.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 19 8 41 27 68 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,285
COMMITMENTS
30,161 22,736 1,456 72,765 86,156 104,383 110,349 19,902 13,936
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 7,630)
4,643 -4,281 -1,084 2,855 13,636 6,414 8,271 1,217 -641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.3 1.2 58.5 69.3 84.0 88.8 16.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
24 19 8 41 27 68 51
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,366
COMMITMENTS
8,372 6,858 1,206 758 2,233 10,336 10,297 30 69
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 1,017)
835 -870 1 181 1,886 1,017 1,017 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
80.8 66.2 11.6 7.3 21.5 99.7 99.3 0.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
15 5 3 1 1 17 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 45,152
COMMITMENTS
1,117 20,740 0 43,982 24,223 45,099 44,963 53 189
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: -16)
-59 86 0 57 -108 -2 -22 -14 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.5 45.9 0.0 97.4 53.6 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
5 16 0 13 16 18 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/25/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,907
COMMITMENTS
1,030 18,359 405 26,404 9,051 27,839 27,815 68 92
CHANGES FROM 02/18/14 (CHANGE IN OPEN INTEREST: 924)
95 130 0 826 817 921 947 3 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.7 65.8 1.5 94.6 32.4 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 14 1 6 14 10 29
Updated February 28, 2014