WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 484,655
COMMITMENTS
104,990 138,378 133,829 204,833 163,990 443,651 436,196 41,004 48,459
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 26,075)
1,566 6,152 13,894 6,660 3,717 22,120 23,763 3,956 2,313
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 28.6 27.6 42.3 33.8 91.5 90.0 8.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 385)
117 137 129 103 99 291 302
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 146,739
COMMITMENTS
52,104 34,861 14,906 64,269 71,981 131,279 121,748 15,459 24,990
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,269)
-664 2,621 813 3,270 -1,366 3,419 2,068 -150 1,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.5 23.8 10.2 43.8 49.1 89.5 83.0 10.5 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
55 49 42 52 59 130 133
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,829,445
COMMITMENTS
432,696 264,400 503,383 750,257 740,264 1686336 1508047 143,108 321,398
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 76,135)
9,524 -783 46,730 24,568 16,258 80,822 62,204 -4,687 13,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 14.5 27.5 41.0 40.5 92.2 82.4 7.8 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 767)
176 188 229 290 343 589 650
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,847
COMMITMENTS
3,978 2,370 2,596 1,918 3,061 8,492 8,027 355 820
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -483)
-399 -260 10 -108 -157 -498 -408 14 -75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
45.0 26.8 29.3 21.7 34.6 96.0 90.7 4.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
7 7 12 7 6 19 20
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,474
COMMITMENTS
3,051 679 604 2,803 6,237 6,458 7,520 2,016 953
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 466)
247 104 34 180 450 461 588 5 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.0 8.0 7.1 33.1 73.6 76.2 88.7 23.8 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
15 5 7 14 12 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 861,151
COMMITMENTS
190,757 180,483 270,610 346,067 270,827 807,434 721,920 53,718 139,231
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 53,850)
-5,959 10,649 41,219 15,309 -7,919 50,569 43,950 3,281 9,900
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 21.0 31.4 40.2 31.4 93.8 83.8 6.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 667)
184 224 252 167 224 503 562
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,004
COMMITMENTS
15,623 700 31 2 5,322 15,656 6,053 5,348 14,951
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -179)
480 -293 -42 -3 86 435 -249 -614 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
74.4 3.3 0.1 0.0 25.3 74.5 28.8 25.5 71.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 2 3 1 16 4 20
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 357,344
COMMITMENTS
95,701 88,792 58,318 171,238 173,324 325,257 320,435 32,087 36,909
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 5,694)
-4,187 8,060 4,195 6,137 -7,488 6,145 4,767 -452 927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.8 24.8 16.3 47.9 48.5 91.0 89.7 9.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
70 92 79 85 78 210 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 807,679
COMMITMENTS
75,352 74,539 47,708 513,629 493,423 636,689 615,669 170,990 192,010
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,270)
-16,254 4,948 4,747 -6,272 -30,915 -17,779 -21,219 5,509 8,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 9.2 5.9 63.6 61.1 78.8 76.2 21.2 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
26 37 35 85 90 131 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 492,536
COMMITMENTS
50,178 33,159 5,023 328,924 355,350 384,124 393,532 108,411 99,004
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,747)
-4,062 -1,522 325 2,281 -538 -1,456 -1,735 5,203 5,482
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 6.7 1.0 66.8 72.1 78.0 79.9 22.0 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
10 11 8 44 47 60 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,425
COMMITMENTS
1,408 775 628 3,832 4,721 5,868 6,124 557 301
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -122)
102 -83 34 -222 -133 -86 -182 -36 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 12.1 9.8 59.6 73.5 91.3 95.3 8.7 4.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 6 4 17 19 30 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 373,131
COMMITMENTS
90,487 69,521 72,528 161,288 199,883 324,302 341,932 48,829 31,199
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,075)
-1,401 3,296 3,189 1,345 -5,602 3,132 883 -58 2,192
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 18.6 19.4 43.2 53.6 86.9 91.6 13.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
73 78 81 87 96 216 205
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,726
COMMITMENTS
1,077 2,321 1,131 4,689 3,499 6,898 6,951 1,828 1,775
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -61)
28 48 43 -6 126 65 217 -126 -278
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 26.6 13.0 53.7 40.1 79.0 79.7 21.0 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
16 16 10 20 16 40 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,122,944
COMMITMENTS
206,438 215,989 27,449 793,162 732,526 1027050 975,964 95,894 146,980
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -5)
-14,051 5,664 1,618 18,531 -15,388 6,098 -8,106 -6,103 8,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 19.2 2.4 70.6 65.2 91.5 86.9 8.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
44 37 26 95 124 147 179
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,152,717
COMMITMENTS
349,483 417,762 315,684 2193765 1901590 2858932 2635036 293,785 517,681
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 83,303)
-29,660 10,727 22,991 104,287 36,128 97,618 69,846 -14,315 13,457
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 13.3 10.0 69.6 60.3 90.7 83.6 9.3 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 401)
57 109 95 172 205 300 338
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,315,561
COMMITMENTS
307,821 318,644 135,822 1624842 1481041 2068485 1935507 247,076 380,053
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 46,028)
14,480 25,133 423 16,821 13,629 31,724 39,185 14,304 6,843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 13.8 5.9 70.2 64.0 89.3 83.6 10.7 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
46 56 49 128 153 202 230
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 416,447
COMMITMENTS
26,296 94,346 78,926 283,841 196,877 389,063 370,149 27,384 46,298
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 3,757)
-2,735 6,181 -907 7,716 61 4,074 5,336 -317 -1,579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 22.7 19.0 68.2 47.3 93.4 88.9 6.6 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
17 23 25 35 38 63 77
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,005
COMMITMENTS
15,745 13,301 670 36,190 38,668 52,605 52,640 7,400 7,365
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -6,443)
-4,584 -952 183 -561 -6,381 -4,962 -7,150 -1,481 707
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 22.2 1.1 60.3 64.4 87.7 87.7 12.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
33 24 11 43 24 80 55
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,011
COMMITMENTS
31,490 26,603 1,341 72,380 77,337 105,210 105,280 14,801 14,730
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -12,886)
-9,169 -1,904 366 -1,122 -12,762 -9,925 -14,300 -2,961 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 22.2 1.1 60.3 64.4 87.7 87.7 12.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
33 24 11 43 24 80 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 14,949
COMMITMENTS
13,133 14,382 562 1,199 0 14,894 14,944 55 5
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: -121)
-53 398 -324 273 -194 -104 -120 -17 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
87.9 96.2 3.8 8.0 0.0 99.6 100.0 0.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
19 4 2 2 0 22 5
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,063
COMMITMENTS
8,203 20,512 315 43,432 31,061 51,950 51,888 113 175
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 479)
126 183 -16 347 287 457 454 22 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 39.4 0.6 83.4 59.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 14 1 12 15 17 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/08/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,792
COMMITMENTS
4,169 12,894 1,240 28,305 19,476 33,714 33,610 78 182
CHANGES FROM 07/01/14 (CHANGE IN OPEN INTEREST: 377)
-195 515 17 577 -165 399 367 -22 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.3 38.2 3.7 83.8 57.6 99.8 99.5 0.2 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
5 17 2 7 17 13 35
Updated July 11, 2014