WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 511,982
COMMITMENTS
120,868 80,829 171,606 183,641 210,065 476,115 462,500 35,867 49,482
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 7,093)
2,472 -5,313 1,513 4,994 11,760 8,979 7,960 -1,886 -867
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 15.8 33.5 35.9 41.0 93.0 90.3 7.0 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
117 118 149 94 114 299 304
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 161,883
COMMITMENTS
55,940 18,836 23,377 64,090 91,090 143,408 133,302 18,475 28,580
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -192)
1,690 -2,110 1,119 -2,625 686 184 -305 -376 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 11.6 14.4 39.6 56.3 88.6 82.3 11.4 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
53 38 38 52 60 127 117
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,805,037
COMMITMENTS
424,315 98,971 481,107 727,430 908,195 1632852 1488273 172,185 316,765
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 87,963)
9,766 -23,881 32,343 34,854 78,716 76,962 87,178 11,000 785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 5.5 26.7 40.3 50.3 90.5 82.5 9.5 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 768)
192 144 209 300 380 602 634
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,891
COMMITMENTS
2,575 571 2,243 3,757 5,452 8,575 8,267 316 624
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 2,298)
385 -43 1,029 1,013 1,114 2,427 2,100 -129 198
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 6.4 25.2 42.3 61.3 96.5 93.0 3.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 5 8 5 8 13 20
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,734
COMMITMENTS
1,986 917 1,538 4,663 6,519 8,186 8,974 2,548 1,760
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 23)
-422 -158 328 217 -304 124 -134 -101 157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 8.5 14.3 43.4 60.7 76.3 83.6 23.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 9 9 14 13 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 833,669
COMMITMENTS
265,296 62,008 223,956 284,708 436,781 773,959 722,746 59,710 110,924
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 37,847)
10,522 -505 15,913 13,014 22,544 39,449 37,952 -1,603 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.8 7.4 26.9 34.2 52.4 92.8 86.7 7.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
200 166 225 149 200 472 481
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,712
COMMITMENTS
94,048 74,545 63,871 166,124 196,247 324,043 334,664 37,669 27,048
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 17,599)
-458 5,915 4,887 9,999 6,763 14,427 17,564 3,172 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 20.6 17.7 45.9 54.3 89.6 92.5 10.4 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
84 74 80 86 82 212 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 830,966
COMMITMENTS
101,827 85,639 61,757 501,766 509,223 665,350 656,618 165,616 174,348
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 30,995)
11,087 16,295 8,585 13,856 11,077 33,528 35,957 -2,533 -4,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 10.3 7.4 60.4 61.3 80.1 79.0 19.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
31 36 43 86 94 141 149
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 482,134
COMMITMENTS
50,757 55,614 3,064 339,015 343,017 392,836 401,695 89,298 80,439
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 480)
939 -6,106 1,548 -3,150 6,876 -663 2,318 1,143 -1,838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.5 0.6 70.3 71.1 81.5 83.3 18.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 14 9 44 44 58 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,663
COMMITMENTS
900 925 1,037 3,261 3,437 5,198 5,399 465 264
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 406)
83 -133 210 228 426 521 503 -115 -97
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 16.3 18.3 57.6 60.7 91.8 95.3 8.2 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
14 6 6 15 20 31 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 379,164
COMMITMENTS
111,536 54,807 66,018 147,186 231,398 324,740 352,223 54,423 26,941
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 16,345)
2,234 -378 5,356 8,473 10,578 16,063 15,557 282 788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 14.5 17.4 38.8 61.0 85.6 92.9 14.4 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
83 61 66 100 102 223 194
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,982
COMMITMENTS
1,024 863 1,118 4,637 5,932 6,779 7,913 2,203 1,070
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 497)
111 -520 584 -133 415 562 479 -65 18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 9.6 12.4 51.6 66.0 75.5 88.1 24.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
14 9 10 21 16 41 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,083,188
COMMITMENTS
166,342 206,228 59,071 758,331 680,966 983,744 946,265 99,444 136,923
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 38,460)
-3,771 34,465 -2,460 39,955 -4,240 33,723 27,764 4,737 10,696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 19.0 5.5 70.0 62.9 90.8 87.4 9.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
42 33 32 99 119 152 173
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,070,409
COMMITMENTS
324,275 379,528 305,389 2162208 1879348 2791873 2564266 278,536 506,143
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 67,557)
15,690 12,759 18,659 51,647 13,113 85,996 44,531 -18,439 23,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 12.4 9.9 70.4 61.2 90.9 83.5 9.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
65 84 88 159 183 276 303
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,266,232
COMMITMENTS
258,638 383,751 175,871 1643685 1311145 2078194 1870767 188,039 395,466
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -37,561)
13,974 -20,326 10,073 -53,006 -8,603 -28,959 -18,856 -8,602 -18,705
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 16.9 7.8 72.5 57.9 91.7 82.5 8.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
34 71 51 108 149 176 237
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 293,044
COMMITMENTS
10,169 56,202 48,454 202,963 131,556 261,585 236,212 31,459 56,832
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -42,974)
-16,367 -5,154 -4,480 -22,587 -37,599 -43,434 -47,232 460 4,259
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.5 19.2 16.5 69.3 44.9 89.3 80.6 10.7 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
9 27 21 32 34 56 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,794
COMMITMENTS
17,979 12,863 723 38,772 44,470 57,474 58,055 8,320 7,739
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 289)
1,382 652 46 -567 -564 861 135 -572 155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 19.6 1.1 58.9 67.6 87.4 88.2 12.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
31 25 9 39 23 75 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 131,588
COMMITMENTS
35,958 25,726 1,446 77,544 88,939 114,948 116,111 16,640 15,477
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 579)
2,764 1,304 93 -1,134 -1,127 1,722 269 -1,143 309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 19.6 1.1 58.9 67.6 87.4 88.2 12.6 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
31 25 9 39 23 75 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,143
COMMITMENTS
11,528 12,742 1,092 1,504 306 14,124 14,140 19 3
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 549)
525 248 -5 37 306 557 549 -8 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.5 90.1 7.7 10.6 2.2 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
17 5 3 1 1 19 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,441
COMMITMENTS
2,680 18,573 201 37,473 21,511 40,354 40,285 87 156
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: 1,636)
1,195 1,273 4 428 350 1,627 1,627 9 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 45.9 0.5 92.7 53.2 99.8 99.6 0.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
5 13 1 12 13 17 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/01/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,723
COMMITMENTS
221 24,738 122 30,348 5,709 30,691 30,569 32 154
CHANGES FROM 03/25/14 (CHANGE IN OPEN INTEREST: -615)
-216 211 -33 -378 -853 -627 -675 12 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.7 80.5 0.4 98.8 18.6 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
1 17 1 8 11 10 28
Updated April 4, 2014