WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 452,194
COMMITMENTS
110,791 114,233 125,795 180,765 164,373 417,351 404,401 34,843 47,793
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -21,559)
-2,429 -17,036 -2,623 -15,376 -576 -20,428 -20,235 -1,130 -1,324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 25.3 27.8 40.0 36.4 92.3 89.4 7.7 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
106 115 126 90 97 268 279
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 137,530
COMMITMENTS
49,203 27,520 13,837 60,486 71,074 123,526 112,431 14,004 25,099
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -5,367)
-488 -4,616 -2,005 -2,782 1,986 -5,274 -4,635 -93 -732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.8 20.0 10.1 44.0 51.7 89.8 81.8 10.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
46 44 34 56 59 120 122
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,689,545
COMMITMENTS
395,852 171,925 450,737 687,212 768,889 1533801 1391551 155,744 297,995
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 36,991)
17,224 -39,650 37,478 -11,980 49,711 42,722 47,539 -5,731 -10,548
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 10.2 26.7 40.7 45.5 90.8 82.4 9.2 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 770)
172 180 207 276 359 577 630
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,116
COMMITMENTS
3,313 955 1,008 4,259 7,080 8,580 9,043 2,536 2,073
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -726)
169 327 -15 -470 -521 -315 -209 -411 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 8.6 9.1 38.3 63.7 77.2 81.3 22.8 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 9 9 14 13 34 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 831,220
COMMITMENTS
290,466 63,555 210,020 274,326 447,206 774,812 720,782 56,408 110,439
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -3,052)
5,728 7,160 6,298 -3,184 -7,096 8,843 6,363 -11,894 -9,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 7.6 25.3 33.0 53.8 93.2 86.7 6.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 586)
203 158 214 143 196 461 467
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 338,189
COMMITMENTS
93,182 76,697 53,898 158,781 177,171 305,860 307,765 32,329 30,424
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 4,683)
6,828 -8,339 666 -729 15,257 6,765 7,583 -2,082 -2,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 22.7 15.9 47.0 52.4 90.4 91.0 9.6 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
78 84 74 84 81 207 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 801,213
COMMITMENTS
78,294 59,790 60,437 494,555 485,553 633,285 605,779 167,927 195,434
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -34,722)
-7,078 22,543 14,410 -5,169 -30,920 2,163 6,033 -36,885 -40,755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 7.5 7.5 61.7 60.6 79.0 75.6 21.0 24.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
25 31 32 80 87 123 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 508,830
COMMITMENTS
51,627 55,027 4,589 364,164 353,153 420,380 412,769 88,450 96,062
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 24,699)
5,330 -4,274 3,698 14,511 31,497 23,539 30,921 1,160 -6,222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.8 0.9 71.6 69.4 82.6 81.1 17.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
8 14 9 47 45 61 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 358,655
COMMITMENTS
116,759 57,052 51,318 140,837 224,113 308,914 332,482 49,741 26,172
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 3,890)
-486 3,155 1,568 6,601 3,662 7,684 8,385 -3,794 -4,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 15.9 14.3 39.3 62.5 86.1 92.7 13.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
91 61 62 88 101 215 192
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 7,786
COMMITMENTS
1,042 1,115 295 4,428 5,228 5,765 6,638 2,021 1,148
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -155)
-95 192 62 35 -124 2 130 -157 -285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 14.3 3.8 56.9 67.1 74.0 85.3 26.0 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 6 5 19 12 32 23
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 922,675
COMMITMENTS
195,192 168,753 40,505 571,729 605,273 807,427 814,532 115,248 108,143
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -110,787)
1,307 -14,198 -5,058 -100,200 -78,584 -103,951 -97,841 -6,836 -12,946
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 18.3 4.4 62.0 65.6 87.5 88.3 12.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
46 32 30 94 113 152 163
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,977,495
COMMITMENTS
297,467 387,653 323,327 2032081 1797548 2652875 2508528 324,620 468,967
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 46,018)
-31,399 47,352 77,928 22,516 -38,825 69,045 86,455 -23,027 -40,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 13.0 10.9 68.2 60.4 89.1 84.2 10.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 361)
63 88 88 161 182 275 307
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,162,497
COMMITMENTS
235,522 322,526 141,357 1542333 1345561 1919212 1809444 243,285 353,053
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -141,928)
19,673 19,820 12,047 -88,529 -61,134 -56,808 -29,267 -85,120 -112,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.9 14.9 6.5 71.3 62.2 88.7 83.7 11.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
38 62 47 108 139 174 220
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 295,385
COMMITMENTS
11,125 50,317 53,743 203,191 147,119 268,059 251,180 27,326 44,205
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: -31,461)
-5,827 4,537 3,574 -26,673 -39,548 -28,926 -31,437 -2,535 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.8 17.0 18.2 68.8 49.8 90.7 85.0 9.3 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+
OPTION AND FUTURES COMBINED 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: 68,143
COMMITMENTS
19,295 12,104 826 38,591 47,479 58,711 60,409 9,432 7,734
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 6,001)
4,214 736 98 2,208 4,401 6,520 5,235 -519 766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 17.8 1.2 56.6 69.7 86.2 88.7 13.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 24 7 40 28 74 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 136,286
COMMITMENTS
38,590 24,209 1,651 77,182 94,959 117,423 120,818 18,864 15,468
CHANGES FROM 02/25/14 (CHANGE IN OPEN INTEREST: 12,001)
8,429 1,472 195 4,416 8,802 13,040 10,470 -1,039 1,532
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 17.8 1.2 56.6 69.7 86.2 88.7 13.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 24 7 40 28 74 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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