WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 504,890
COMMITMENTS
118,396 86,141 170,094 178,647 198,305 467,137 454,541 37,753 50,349
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 12,376)
6,777 -5,425 6,902 -832 9,863 12,847 11,340 -470 1,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 17.1 33.7 35.4 39.3 92.5 90.0 7.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 356)
107 118 147 89 111 279 304
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 162,074
COMMITMENTS
54,250 20,946 22,258 66,715 90,404 143,223 133,608 18,851 28,466
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 14,493)
3,630 -514 3,761 5,775 11,224 13,166 14,470 1,326 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.5 12.9 13.7 41.2 55.8 88.4 82.4 11.6 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
56 39 36 50 62 123 122
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,717,075
COMMITMENTS
414,549 122,852 448,764 692,577 829,478 1555890 1401095 161,185 315,980
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -36,782)
417 -7,159 -25,178 -15,372 -9,148 -40,133 -41,485 3,351 4,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 7.2 26.1 40.3 48.3 90.6 81.6 9.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750)
179 150 210 287 366 582 628
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED 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: 6,593
COMMITMENTS
2,190 614 1,215 2,743 4,338 6,148 6,167 444 426
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 291)
307 -65 94 -174 215 228 244 64 47
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.2 9.3 18.4 41.6 65.8 93.3 93.5 6.7 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 5 6 4 7 11 17
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,711
COMMITMENTS
2,407 1,076 1,210 4,445 6,822 8,063 9,108 2,649 1,603
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -555)
-746 154 23 338 -463 -385 -285 -170 -270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 10.0 11.3 41.5 63.7 75.3 85.0 24.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 11 9 13 12 29 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 795,823
COMMITMENTS
254,773 62,514 208,043 271,694 414,237 734,510 684,794 61,312 111,029
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -46,220)
-15,865 -5,528 -19,933 -14,399 -24,607 -50,197 -50,068 3,977 3,849
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 7.9 26.1 34.1 52.1 92.3 86.0 7.7 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 572)
189 158 210 141 197 440 467
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 344,112
COMMITMENTS
94,507 68,630 58,985 156,125 189,485 309,616 317,100 34,496 27,013
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -2,749)
-8,846 9,037 -3,189 10,891 -9,507 -1,144 -3,659 -1,605 910
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 19.9 17.1 45.4 55.1 90.0 92.2 10.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 269)
85 72 79 81 76 202 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 799,971
COMMITMENTS
90,740 69,344 53,172 487,910 498,146 631,822 620,661 168,149 179,310
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -24,356)
-4,566 9,343 -5,187 -18,903 -28,616 -28,656 -24,460 4,301 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.7 6.6 61.0 62.3 79.0 77.6 21.0 22.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
29 35 40 80 90 132 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 481,655
COMMITMENTS
49,818 61,720 1,516 342,165 336,141 393,499 399,377 88,156 82,277
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -8,540)
671 6,930 -311 -13,125 -7,129 -12,765 -510 4,225 -8,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.8 0.3 71.0 69.8 81.7 82.9 18.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
8 16 9 44 40 58 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 362,819
COMMITMENTS
109,302 55,185 60,662 138,713 220,819 308,677 336,666 54,142 26,153
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -3,933)
-3,287 -2,882 408 -2,730 -3,028 -5,609 -5,503 1,676 1,569
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 15.2 16.7 38.2 60.9 85.1 92.8 14.9 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
82 60 64 89 98 207 189
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 8,485
COMMITMENTS
913 1,383 534 4,770 5,517 6,217 7,433 2,268 1,052
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 50)
61 -273 117 -151 281 27 125 23 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 16.3 6.3 56.2 65.0 73.3 87.6 26.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
12 10 7 19 13 35 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,044,728
COMMITMENTS
170,113 171,763 61,531 718,377 685,207 950,021 918,501 94,707 126,227
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 98,648)
-6,711 603 21,372 96,000 65,545 110,661 87,520 -12,013 11,128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.3 16.4 5.9 68.8 65.6 90.9 87.9 9.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
42 31 31 99 121 152 172
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,002,852
COMMITMENTS
308,585 366,769 286,731 2110561 1866235 2705877 2519734 296,976 483,118
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -47,234)
-40,979 3,728 -70,829 71,360 18,168 -40,448 -48,933 -6,786 1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 12.2 9.5 70.3 62.1 90.1 83.9 9.9 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 348)
67 78 82 155 174 269 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,303,793
COMMITMENTS
244,664 404,077 165,798 1696691 1319748 2107153 1889622 196,641 414,171
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 134,927)
20,601 104,422 15,347 138,288 -56,555 174,237 63,214 -39,310 71,713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 17.5 7.2 73.6 57.3 91.5 82.0 8.5 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 280)
37 69 50 105 148 172 237
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 336,018
COMMITMENTS
26,536 61,356 52,933 225,550 169,155 305,019 283,444 30,999 52,573
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: 17,830)
2,395 6,655 3,250 7,824 3,147 13,469 13,052 4,362 4,778
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 18.3 15.8 67.1 50.3 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+
OPTION AND FUTURES COMBINED 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: 65,504
COMMITMENTS
16,597 12,211 677 39,339 45,033 56,613 57,921 8,891 7,584
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -28,426)
-3,745 3,248 -4,249 -19,831 -26,344 -27,826 -27,345 -601 -1,082
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 18.6 1.0 60.1 68.7 86.4 88.4 13.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 24 9 35 24 69 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 131,009
COMMITMENTS
33,194 24,421 1,353 78,678 90,067 113,226 115,841 17,783 15,168
CHANGES FROM 03/18/14 (CHANGE IN OPEN INTEREST: -28,601)
-4,558 2,154 -3,326 -21,941 -26,398 -29,825 -27,570 1,224 -1,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 18.6 1.0 60.1 68.7 86.4 88.4 13.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 24 9 35 24 69 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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