WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 550,730
COMMITMENTS
107,815 152,932 178,414 220,773 167,627 507,002 498,973 43,729 51,758
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 26,594)
4,858 12,947 18,019 2,289 -5,863 25,166 25,103 1,428 1,491
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 27.8 32.4 40.1 30.4 92.1 90.6 7.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
126 133 138 97 104 300 309
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 160,214
COMMITMENTS
49,049 38,645 23,942 69,591 68,927 142,582 131,514 17,632 28,700
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 2,989)
-1,049 557 2,752 571 -602 2,274 2,707 714 281
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 24.1 14.9 43.4 43.0 89.0 82.1 11.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
46 50 45 61 69 135 142
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,018,482
COMMITMENTS
417,980 285,605 653,052 788,915 738,764 1859947 1677421 158,535 341,061
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 76,588)
-4,158 13,947 51,973 22,349 3,460 70,164 69,381 6,424 7,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 14.1 32.4 39.1 36.6 92.1 83.1 7.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 811)
205 205 256 301 337 640 681
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,965
COMMITMENTS
5,204 3,245 2,928 2,564 3,894 10,696 10,067 270 899
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 622)
359 346 52 218 387 630 785 -7 -163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
47.5 29.6 26.7 23.4 35.5 97.5 91.8 2.5 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 9 14 8 7 22 24
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,507
COMMITMENTS
2,602 803 678 3,103 6,090 6,383 7,571 2,124 936
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 163)
-256 118 79 122 -97 -55 101 218 62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 9.4 8.0 36.5 71.6 75.0 89.0 25.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 7 6 16 13 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 990,767
COMMITMENTS
183,072 197,128 342,234 411,770 302,925 937,076 842,287 53,691 148,479
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 72,410)
504 9,763 39,043 32,889 21,286 72,436 70,092 -26 2,318
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 19.9 34.5 41.6 30.6 94.6 85.0 5.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
187 248 267 177 229 528 595
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 21,546
COMMITMENTS
16,920 974 62 2 5,244 16,984 6,280 4,562 15,266
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 94)
965 264 21 0 -155 986 130 -892 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.5 4.5 0.3 0.0 24.3 78.8 29.1 21.2 70.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 3 4 1 15 6 21
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 391,228
COMMITMENTS
99,834 102,914 73,914 180,934 175,454 354,682 352,282 36,545 38,945
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 14,798)
2,981 7,239 7,570 1,201 -707 11,752 14,102 3,046 696
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 26.3 18.9 46.2 44.8 90.7 90.0 9.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
83 99 81 87 73 220 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 908,282
COMMITMENTS
112,808 88,312 61,767 549,755 562,068 724,330 712,146 183,952 196,136
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 61,016)
16,684 22,817 12,169 20,388 14,701 49,241 49,687 11,775 11,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 9.7 6.8 60.5 61.9 79.7 78.4 20.3 21.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
35 44 47 83 91 146 154
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 501,482
COMMITMENTS
55,373 36,718 4,267 331,529 362,328 391,169 403,313 110,313 98,169
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,244)
4,156 1,422 -354 1,558 3,620 5,361 4,689 1,884 2,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 7.3 0.9 66.1 72.3 78.0 80.4 22.0 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
10 11 7 46 49 61 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,260
COMMITMENTS
1,652 582 623 3,462 4,725 5,737 5,930 523 330
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 147)
95 -65 14 83 157 192 106 -45 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 9.3 10.0 55.3 75.5 91.6 94.7 8.4 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
13 4 4 18 22 32 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 386,475
COMMITMENTS
92,022 63,406 82,314 165,305 208,135 339,641 353,855 46,834 32,620
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,210)
-1,265 -3,360 5,389 667 3,215 4,791 5,244 2,419 1,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 16.4 21.3 42.8 53.9 87.9 91.6 12.1 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
79 72 81 94 99 219 212
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,284
COMMITMENTS
875 2,483 1,532 5,068 3,310 7,475 7,325 1,809 1,959
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -227)
-69 46 26 -89 -224 -131 -152 -96 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 26.7 16.5 54.6 35.7 80.5 78.9 19.5 21.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
18 17 12 21 17 42 44
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,212,995
COMMITMENTS
240,430 253,412 44,015 832,255 774,297 1116700 1071724 96,296 141,271
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 34,164)
7,585 18,651 11,937 11,906 8,780 31,428 39,368 2,736 -5,204
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 20.9 3.6 68.6 63.8 92.1 88.4 7.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
46 47 29 93 129 148 197
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,247,974
COMMITMENTS
406,624 401,342 370,589 2156088 1965879 2933301 2737810 314,674 510,165
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 130,167)
20,129 -5,894 42,103 44,354 86,869 106,586 123,078 23,580 7,089
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.5 12.4 11.4 66.4 60.5 90.3 84.3 9.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
68 104 97 177 214 306 354
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,420,212
COMMITMENTS
365,314 307,032 176,126 1623518 1547022 2164958 2030180 255,253 390,032
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 8,485)
27,922 -17,162 6,224 -23,102 16,050 11,045 5,112 -2,560 3,372
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 12.7 7.3 67.1 63.9 89.5 83.9 10.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
47 57 53 128 161 205 241
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 452,604
COMMITMENTS
19,890 111,156 86,394 313,824 201,494 420,108 399,044 32,497 53,560
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 7,235)
3,804 7,271 404 3,967 -1,078 8,175 6,597 -940 638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 24.6 19.1 69.3 44.5 92.8 88.2 7.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
14 28 25 38 40 66 81
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,112
COMMITMENTS
21,559 12,603 638 34,198 44,299 56,395 57,540 8,717 7,572
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 1,297)
2,629 -1,429 87 -1,670 2,280 1,046 938 250 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 19.4 1.0 52.5 68.0 86.6 88.4 13.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 27 8 42 26 82 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,225
COMMITMENTS
43,118 25,206 1,276 68,396 88,598 112,790 115,080 17,434 15,145
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 2,593)
5,259 -2,857 173 -3,339 4,560 2,093 1,876 500 717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 19.4 1.0 52.5 68.0 86.6 88.4 13.4 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 121)
37 27 8 42 26 82 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 13,276
COMMITMENTS
10,952 12,547 476 1,778 248 13,206 13,271 70 5
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: -483)
-514 -714 -17 53 248 -478 -483 -5 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
82.5 94.5 3.6 13.4 1.9 99.5 100.0 0.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
17 5 2 3 1 21 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 52,433
COMMITMENTS
7,825 19,604 329 44,208 32,353 52,362 52,286 71 147
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 132)
-689 -363 17 821 481 149 135 -17 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 37.4 0.6 84.3 61.7 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
4 15 2 12 16 17 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/22/14 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 33,321
COMMITMENTS
4,344 12,484 1,265 27,607 19,401 33,216 33,150 105 171
CHANGES FROM 07/15/14 (CHANGE IN OPEN INTEREST: 39)
-1,053 328 0 1,070 -293 17 35 22 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 37.5 3.8 82.9 58.2 99.7 99.5 0.3 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
6 15 1 8 15 14 31
Updated July 25, 2014