WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 492,513
COMMITMENTS
111,619 91,567 163,192 179,479 188,442 454,290 443,201 38,223 49,312
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 33,550)
372 -8,841 31,983 3,036 9,864 35,391 33,006 -1,840 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 18.6 33.1 36.4 38.3 92.2 90.0 7.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
110 127 153 91 106 290 311
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,581
COMMITMENTS
50,620 21,460 18,497 60,940 79,180 130,057 119,137 17,525 28,444
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 9,025)
1,190 -2,301 3,207 2,576 5,981 6,974 6,887 2,052 2,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 14.5 12.5 41.3 53.7 88.1 80.7 11.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
52 40 32 55 59 123 116
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,753,857
COMMITMENTS
414,132 130,011 473,943 707,949 838,626 1596023 1442580 157,833 311,277
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 26,826)
-3,205 -13,237 19,210 9,416 14,971 25,421 20,943 1,406 5,883
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 7.4 27.0 40.4 47.8 91.0 82.3 9.0 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
188 157 219 287 369 595 641
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,301
COMMITMENTS
1,883 680 1,120 2,918 4,123 5,921 5,923 380 378
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 33)
-102 55 -12 155 -32 42 11 -9 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.9 10.8 17.8 46.3 65.4 94.0 94.0 6.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 7 6 4 7 11 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,266
COMMITMENTS
3,153 921 1,187 4,107 7,286 8,447 9,393 2,819 1,873
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 90)
9 110 133 -134 57 8 300 81 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 8.2 10.5 36.5 64.7 75.0 83.4 25.0 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
11 10 10 13 13 31 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 842,042
COMMITMENTS
270,638 68,042 227,976 286,093 438,844 784,707 734,862 57,335 107,180
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -7,696)
-9,015 202 2,502 -636 -10,247 -7,149 -7,543 -548 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 8.1 27.1 34.0 52.1 93.2 87.3 6.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
205 169 223 145 202 466 488
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,861
COMMITMENTS
103,353 59,593 62,174 145,234 198,992 310,760 320,759 36,101 26,102
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 714)
1,425 652 1,874 -1,678 -1,544 1,621 982 -908 -268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 17.2 17.9 41.9 57.4 89.6 92.5 10.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
94 63 75 81 78 209 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 824,326
COMMITMENTS
95,306 60,001 58,359 506,813 526,761 660,478 645,121 163,848 179,205
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 50,275)
13,314 -3,079 4,511 22,874 44,023 40,699 45,454 9,576 4,821
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 7.3 7.1 61.5 63.9 80.1 78.3 19.9 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
34 32 40 82 94 136 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 490,195
COMMITMENTS
49,148 54,790 1,827 355,290 343,270 406,264 399,887 83,931 90,308
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -3,672)
1,709 4,284 -531 -9,340 -5,122 -8,161 -1,370 4,489 -2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.2 0.4 72.5 70.0 82.9 81.6 17.1 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 13 7 44 42 55 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,623
COMMITMENTS
954 1,074 765 3,273 3,422 4,992 5,261 631 362
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -32)
-123 -23 78 -150 -180 -195 -125 163 93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 19.1 13.6 58.2 60.9 88.8 93.6 11.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
13 6 6 13 16 30 25
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 366,752
COMMITMENTS
112,590 58,067 60,254 141,442 223,847 314,286 342,169 52,466 24,583
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 3,409)
-809 -460 2,850 -1,024 1,285 1,017 3,675 2,392 -266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 15.8 16.4 38.6 61.0 85.7 93.3 14.3 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 274)
85 65 64 89 94 217 186
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,435
COMMITMENTS
852 1,656 417 4,921 5,235 6,190 7,308 2,245 1,127
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 226)
-174 108 112 250 120 187 340 39 -114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 19.6 4.9 58.3 62.1 73.4 86.6 26.6 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 7 6 19 13 33 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 946,080
COMMITMENTS
176,824 171,161 40,159 622,377 619,661 839,360 830,981 106,720 115,099
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 435)
-257 7,559 -261 2,447 -6,104 1,929 1,194 -1,494 -758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 18.1 4.2 65.8 65.5 88.7 87.8 11.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
46 27 29 97 112 152 159
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,050,086
COMMITMENTS
349,564 363,041 357,559 2039202 1848067 2746325 2568667 303,762 481,419
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 25,114)
72,695 -40,316 1,637 -52,864 68,108 21,468 29,429 3,646 -4,315
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 11.9 11.7 66.9 60.6 90.0 84.2 10.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
67 98 96 171 188 301 319
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,168,866
COMMITMENTS
224,062 299,655 150,451 1558403 1376303 1932916 1826408 235,950 342,458
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 18,448)
2,098 -19,807 2,779 -11,972 66,188 -7,096 49,160 25,544 -30,711
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 13.8 6.9 71.9 63.5 89.1 84.2 10.9 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
32 62 50 111 146 176 225
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 318,187
COMMITMENTS
24,141 54,701 49,683 217,726 166,008 291,551 270,392 26,637 47,795
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 19,923)
9,447 3,324 -2,028 12,691 16,972 20,110 18,268 -187 1,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 17.2 15.6 68.4 52.2 91.6 85.0 8.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
16 21 23 36 35 63 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 93,931
COMMITMENTS
20,342 8,963 4,926 59,171 71,377 84,438 85,265 9,492 8,665
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 27,608)
2,743 -4,133 3,889 20,643 26,263 27,275 26,019 333 1,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 9.5 5.2 63.0 76.0 89.9 90.8 10.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
37 19 14 50 31 95 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,126
COMMITMENTS
4,052 415 0 8,861 13,145 12,913 13,560 1,213 566
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.7 2.9 0.0 62.7 93.1 91.4 96.0 8.6 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 1 0 7 9 12 10
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 159,610
COMMITMENTS
37,753 22,267 4,679 100,619 116,464 143,051 143,411 16,559 16,199
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 26,964)
2,554 -3,925 2,607 23,563 26,235 28,724 24,917 -1,760 2,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 14.0 2.9 63.0 73.0 89.6 89.9 10.4 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
35 20 12 48 29 90 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 19,431
COMMITMENTS
11,979 8,872 6,010 1,399 4,540 19,388 19,422 43 9
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: 4,181)
-488 -332 4,812 -150 -230 4,174 4,250 7 -69
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
61.6 45.7 30.9 7.2 23.4 99.8 100.0 0.2 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
16 6 5 1 1 20 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,618
COMMITMENTS
1,511 16,974 199 36,793 21,304 38,503 38,477 115 141
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -6,935)
360 -1,461 199 -7,565 -5,684 -7,006 -6,946 71 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 44.0 0.5 95.3 55.2 99.7 99.6 0.3 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
5 13 1 12 14 17 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/18/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,554
COMMITMENTS
706 23,800 0 29,797 6,627 30,503 30,427 51 127
CHANGES FROM 03/11/14 (CHANGE IN OPEN INTEREST: -15,144)
-4,728 650 -1,226 -9,178 -14,612 -15,132 -15,188 -12 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.3 77.9 0.0 97.5 21.7 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 14 0 7 13 9 27
Updated March 21, 2014