WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 560,434
COMMITMENTS
98,839 118,165 191,845 231,061 198,985 521,745 508,995 38,689 51,439
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 14,260)
-7,306 -850 13,402 9,320 3,480 15,416 16,032 -1,156 -1,772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.1 34.2 41.2 35.5 93.1 90.8 6.9 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
121 133 160 110 106 323 318
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 156,463
COMMITMENTS
47,908 30,052 24,910 66,502 73,292 139,319 128,254 17,143 28,209
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,083)
9 1,198 337 -195 -3,152 150 -1,618 -1,233 535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 19.2 15.9 42.5 46.8 89.0 82.0 11.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
48 55 49 57 60 133 143
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,897,919
COMMITMENTS
427,488 228,998 544,741 777,130 800,924 1749359 1574663 148,560 323,256
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 30,038)
8,163 24,192 13,786 9,431 -8,390 31,380 29,588 -1,342 450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 12.1 28.7 40.9 42.2 92.2 83.0 7.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 761)
185 171 239 301 349 610 648
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,280
COMMITMENTS
3,302 2,312 3,182 2,535 2,997 9,019 8,492 261 788
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 290)
539 286 -180 -79 120 280 226 11 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.6 24.9 34.3 27.3 32.3 97.2 91.5 2.8 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 6 12 8 6 20 19
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 6,644
COMMITMENTS
2,095 341 2,596 1,812 3,053 6,503 5,990 142 654
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -1,284)
-499 -210 -245 -514 -754 -1,258 -1,209 -26 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 5.1 39.1 27.3 46.0 97.9 90.2 2.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 9 7 8 16 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,027
COMMITMENTS
2,635 660 1,162 3,225 6,140 7,022 7,962 2,005 1,065
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -260)
408 -0 -209 -316 -71 -117 -281 -143 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 7.3 12.9 35.7 68.0 77.8 88.2 22.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 8 9 15 11 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 852,366
COMMITMENTS
198,538 140,666 257,921 340,069 320,866 796,528 719,453 55,838 132,913
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 10,315)
-12,495 26,215 14,204 11,537 -34,888 13,246 5,531 -2,931 4,784
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 16.5 30.3 39.9 37.6 93.4 84.4 6.6 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 657)
183 213 247 179 234 514 557
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 22,444
COMMITMENTS
16,204 931 25 2 4,739 16,231 5,695 6,213 16,749
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 372)
262 -118 -9 -8 -164 245 -291 127 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.2 4.1 0.1 0.0 21.1 72.3 25.4 27.7 74.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 2 1 15 6 19
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 392,254
COMMITMENTS
90,576 105,540 73,941 192,445 177,509 356,962 356,990 35,291 35,263
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -394)
-162 -3,149 4,902 -2,857 2,374 1,883 4,126 -2,276 -4,520
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 26.9 18.9 49.1 45.3 91.0 91.0 9.0 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
74 102 92 86 85 219 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 847,168
COMMITMENTS
82,101 75,324 51,303 539,677 543,604 673,081 670,231 174,087 176,937
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 19,754)
8,484 7,364 -6,184 27,214 28,738 29,514 29,918 -9,760 -10,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 8.9 6.1 63.7 64.2 79.5 79.1 20.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 179)
27 37 36 89 98 138 149
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 490,189
COMMITMENTS
50,855 37,424 6,017 330,406 352,353 387,278 395,794 102,911 94,395
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -22,642)
4,488 -1,678 -5,209 -25,524 -15,518 -26,245 -22,405 3,603 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 7.6 1.2 67.4 71.9 79.0 80.7 21.0 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
12 12 8 46 44 64 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,682
COMMITMENTS
1,473 1,018 598 4,067 4,798 6,138 6,414 544 268
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 464)
35 -40 53 345 528 433 541 31 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 15.2 8.9 60.9 71.8 91.9 96.0 8.1 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 7 5 15 20 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 402,253
COMMITMENTS
100,377 51,308 81,898 169,553 239,702 351,827 372,908 50,426 29,345
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -5,215)
-10,594 -304 2,127 7,348 -5,175 -1,119 -3,352 -4,095 -1,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.0 12.8 20.4 42.2 59.6 87.5 92.7 12.5 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
86 73 80 93 99 226 209
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,678
COMMITMENTS
1,180 2,053 1,583 5,656 5,054 8,419 8,690 2,259 1,988
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 164)
199 99 28 -228 154 -1 282 165 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 19.2 14.8 53.0 47.3 78.8 81.4 21.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 15 8 22 19 41 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,089,544
COMMITMENTS
198,087 217,410 55,923 728,564 674,215 982,574 947,548 106,970 141,995
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 14,884)
-4,111 42,825 6,723 8,072 -39,162 10,684 10,385 4,200 4,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 20.0 5.1 66.9 61.9 90.2 87.0 9.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
52 40 30 92 124 153 185
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,265,931
COMMITMENTS
331,312 405,822 382,982 2240504 1970435 2954798 2759239 311,133 506,692
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -28,832)
-14,053 12,253 -4,644 36,001 -45,243 17,304 -37,634 -46,136 8,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 12.4 11.7 68.6 60.3 90.5 84.5 9.5 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
59 94 91 171 198 290 323
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,439,009
COMMITMENTS
319,735 322,378 186,454 1695483 1553383 2201671 2062215 237,338 376,794
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 83,200)
-4,642 26,904 19,997 81,660 24,190 97,016 71,092 -13,816 12,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 13.2 7.6 69.5 63.7 90.3 84.6 9.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
43 58 54 131 157 202 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 404,613
COMMITMENTS
30,161 86,986 75,196 270,713 188,196 376,070 350,379 28,543 54,234
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 30,683)
8,867 2,071 8,768 14,038 17,420 31,673 28,258 -991 2,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 21.5 18.6 66.9 46.5 92.9 86.6 7.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 82)
15 23 24 35 40 62 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 86,215
COMMITMENTS
17,452 13,819 1,723 57,276 62,843 76,451 78,384 9,763 7,830
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 17,934)
-1,288 -973 783 17,407 19,822 16,903 19,633 1,032 -1,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.0 2.0 66.4 72.9 88.7 90.9 11.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
34 24 13 51 32 93 62
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 172,429
COMMITMENTS
34,905 27,637 3,445 114,552 125,686 152,902 156,769 19,527 15,660
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 35,869)
-2,575 -1,946 1,567 34,814 39,645 33,805 39,266 2,063 -3,397
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 16.0 2.0 66.4 72.9 88.7 90.9 11.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 119)
34 24 13 51 32 93 62
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 20,898
COMMITMENTS
12,032 14,808 6,086 2,717 0 20,835 20,894 63 4
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: 6,716)
1,724 1,561 5,155 -147 0 6,732 6,716 -16 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.6 70.9 29.1 13.0 0.0 99.7 100.0 0.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
16 3 4 3 0 21 5
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 50,849
COMMITMENTS
8,679 19,627 328 41,763 30,757 50,770 50,712 79 137
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -6,660)
6,500 1,133 -3,366 -9,823 -4,408 -6,689 -6,641 29 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 38.6 0.6 82.1 60.5 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
6 13 1 12 14 18 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/17/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,325
COMMITMENTS
3,867 11,867 1,524 26,812 18,790 32,203 32,181 122 144
CHANGES FROM 06/10/14 (CHANGE IN OPEN INTEREST: -12,745)
3,170 -1,851 -1,817 -14,133 -9,134 -12,780 -12,802 35 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.0 36.7 4.7 82.9 58.1 99.6 99.6 0.4 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
4 15 2 7 15 12 31
Updated June 20, 2014