WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,439
COMMITMENTS
120,148 83,180 131,026 180,190 204,053 431,365 418,260 34,074 47,180
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -52,533)
9,629 -2,631 -47,455 -15,611 -2,570 -53,437 -52,655 904 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 17.9 28.2 38.7 43.8 92.7 89.9 7.3 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 357)
101 125 139 85 110 274 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 155,482
COMMITMENTS
51,824 23,408 20,289 66,110 86,124 138,223 129,821 17,259 25,661
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -2,184)
1,696 2,238 -2,140 -1,197 570 -1,641 669 -544 -2,853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 15.1 13.0 42.5 55.4 88.9 83.5 11.1 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 178)
50 44 36 56 60 128 121
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,769,753
COMMITMENTS
440,861 105,441 453,077 722,559 903,382 1616496 1461899 153,257 307,854
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -96,795)
26,806 -2,519 -85,875 -29,673 3,596 -88,743 -84,797 -8,052 -11,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 6.0 25.6 40.8 51.0 91.3 82.6 8.7 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 791)
194 152 220 305 388 620 657
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,325
COMMITMENTS
2,440 368 2,872 3,731 5,510 9,043 8,751 282 575
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -151)
251 -34 -69 -324 -5 -141 -107 -10 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 3.9 30.8 40.0 59.1 97.0 93.8 3.0 6.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 5 8 6 9 14 20
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,210
COMMITMENTS
1,451 438 1,164 3,353 5,601 5,969 7,203 2,242 1,008
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -1,058)
0 -59 -477 -504 -204 -981 -741 -77 -318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 5.3 14.2 40.8 68.2 72.7 87.7 27.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
13 3 7 12 10 27 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 788,198
COMMITMENTS
242,591 68,396 202,554 283,141 402,911 728,286 673,860 59,912 114,338
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -115,211)
679 -6,596 -75,584 -36,833 -32,661 -111,739 -114,841 -3,473 -370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.8 8.7 25.7 35.9 51.1 92.4 85.5 7.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 593)
205 155 207 144 204 464 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,784
COMMITMENTS
95,770 58,116 58,132 151,266 196,713 305,168 312,960 35,616 27,824
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -33,184)
-1,273 148 -16,883 -13,281 -15,735 -31,437 -32,471 -1,747 -713
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 17.1 17.1 44.4 57.7 89.5 91.8 10.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
85 69 69 83 76 203 187
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 820,753
COMMITMENTS
101,243 65,973 56,003 485,802 506,532 643,048 628,508 177,704 192,244
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -17,249)
9,648 1,637 -8,743 -18,458 -12,309 -17,553 -19,416 304 2,166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 8.0 6.8 59.2 61.7 78.3 76.6 21.7 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
36 30 39 80 86 136 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 483,367
COMMITMENTS
51,794 48,384 2,534 335,738 347,887 390,066 398,805 93,301 84,562
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -7,152)
-785 -7,229 -2 -5,285 -2,695 -6,071 -9,926 -1,081 2,774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 10.0 0.5 69.5 72.0 80.7 82.5 19.3 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
11 12 10 42 41 59 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,350
COMMITMENTS
1,101 898 1,018 4,837 5,213 6,956 7,129 394 221
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -63)
55 187 -103 -29 -188 -77 -104 14 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 12.2 13.9 65.8 70.9 94.6 97.0 5.4 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
15 6 6 17 21 35 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 375,804
COMMITMENTS
117,341 52,216 60,800 144,857 233,315 322,998 346,331 52,806 29,473
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -15,168)
2,459 -1,464 -9,278 -5,826 -798 -12,644 -11,539 -2,524 -3,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 13.9 16.2 38.5 62.1 85.9 92.2 14.1 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
90 66 61 96 101 225 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,549
COMMITMENTS
1,346 756 458 4,334 6,073 6,138 7,288 2,411 1,262
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -549)
-110 -26 -438 -221 -108 -768 -572 219 23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 8.8 5.4 50.7 71.0 71.8 85.2 28.2 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 5 4 21 18 35 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,182,455
COMMITMENTS
186,619 204,603 66,685 817,879 785,196 1071182 1056484 111,272 125,971
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 31,635)
2,589 -4,094 -3,734 25,655 36,563 24,510 28,736 7,125 2,899
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 17.3 5.6 69.2 66.4 90.6 89.3 9.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
45 37 33 95 140 152 198
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,027,673
COMMITMENTS
327,307 390,538 287,112 2115512 1856935 2729931 2534584 297,743 493,089
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -95,922)
6,830 -23,661 -87,243 995 14,205 -79,418 -96,699 -16,504 777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 12.9 9.5 69.9 61.3 90.2 83.7 9.8 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
60 88 89 164 182 282 301
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,362,096
COMMITMENTS
251,855 348,902 151,405 1744303 1482124 2147563 1982431 214,533 379,665
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -7,117)
-508 -25,192 -42,572 21,510 54,552 -21,569 -13,211 14,452 6,094
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 14.8 6.4 73.8 62.7 90.9 83.9 9.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
38 59 39 119 153 177 231
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 359,714
COMMITMENTS
16,718 91,422 54,661 259,217 156,827 330,596 302,910 29,118 56,804
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 17,927)
439 6,255 -431 16,833 9,245 16,841 15,069 1,086 2,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 25.4 15.2 72.1 43.6 91.9 84.2 8.1 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
12 29 22 38 38 64 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,686
COMMITMENTS
16,219 11,452 810 37,799 42,020 54,828 54,282 7,858 8,404
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 1,053)
2,503 -1,099 110 -1,024 1,320 1,588 331 -535 722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 18.3 1.3 60.3 67.0 87.5 86.6 12.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 28 13 37 25 77 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 125,372
COMMITMENTS
32,438 22,903 1,620 75,597 84,041 109,655 108,564 15,717 16,808
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: 2,106)
5,006 -2,197 219 -2,049 2,640 3,176 662 -1,070 1,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 18.3 1.3 60.3 67.0 87.5 86.6 12.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
32 28 13 37 25 77 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 16,408
COMMITMENTS
13,425 14,175 1,100 1,828 1,116 16,353 16,391 55 17
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -71)
-306 558 -3 216 -626 -93 -71 22 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
81.8 86.4 6.7 11.1 6.8 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
15 5 3 1 2 17 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,386
COMMITMENTS
1,239 18,375 379 49,720 32,468 51,338 51,222 48 164
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -10)
-1,094 -3,761 -50 1,107 3,779 -37 -32 27 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.4 35.8 0.7 96.8 63.2 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
4 14 1 13 16 17 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/29/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,689
COMMITMENTS
215 14,652 246 46,181 31,390 46,642 46,288 47 401
CHANGES FROM 04/22/14 (CHANGE IN OPEN INTEREST: -584)
0 -14,920 160 -719 14,052 -559 -708 -25 124
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.5 31.4 0.5 98.9 67.2 99.9 99.1 0.1 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
1 14 1 8 15 10 29
Updated May 2, 2014