WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 359,940
COMMITMENTS
123,474 164,869 36,108 171,751 113,221 331,333 314,198 28,607 45,742
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 3,789)
3,729 -10,704 1,848 -3,859 11,666 1,718 2,810 2,071 979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 45.8 10.0 47.7 31.5 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
96 136 98 72 101 229 284
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,147,298
COMMITMENTS
335,940 438,216 114,709 564,876 373,717 1015525 926,642 131,773 220,656
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 22,879)
-8,796 18,674 4,668 24,514 -8,585 20,386 14,757 2,493 8,122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 38.2 10.0 49.2 32.6 88.5 80.8 11.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
147 204 161 265 273 514 554
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,171
COMMITMENTS
2,867 1,767 101 5,108 6,599 8,076 8,467 2,095 1,704
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 379)
328 233 -10 -4 113 314 336 65 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 17.4 1.0 50.2 64.9 79.4 83.2 20.6 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 10 5 15 12 30 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 620,379
COMMITMENTS
222,653 77,347 90,714 253,949 380,163 567,316 548,224 53,063 72,155
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 7,296)
-11,011 3,593 11,722 5,878 -8,356 6,589 6,959 707 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.9 12.5 14.6 40.9 61.3 91.4 88.4 8.6 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
169 149 168 122 172 394 410
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 297,193
COMMITMENTS
72,185 95,030 52,665 141,010 110,437 265,860 258,132 31,333 39,061
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 5,816)
2,787 2,331 6,723 -3,101 -3,918 6,409 5,136 -593 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 32.0 17.7 47.4 37.2 89.5 86.9 10.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
63 89 74 73 54 188 191
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 620,439
COMMITMENTS
82,666 75,966 7,286 396,594 367,213 486,546 450,465 133,893 169,974
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -12,252)
-2,316 28,179 -9,669 -8,503 -29,988 -20,488 -11,478 8,236 -774
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 12.2 1.2 63.9 59.2 78.4 72.6 21.6 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
24 30 14 57 75 87 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 401,199
COMMITMENTS
36,987 38,219 3,986 280,810 287,073 321,783 329,278 79,416 71,921
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 7,778)
2,659 -2,224 201 4,014 13,138 6,874 11,115 904 -3,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 9.5 1.0 70.0 71.6 80.2 82.1 19.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
7 9 5 41 46 51 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,165
COMMITMENTS
1,545 178 355 3,733 5,304 5,633 5,837 532 328
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -300)
-12 86 38 -363 -403 -337 -279 37 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 2.9 5.8 60.6 86.0 91.4 94.7 8.6 5.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 3 5 18 18 31 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 271,114
COMMITMENTS
92,382 50,803 16,603 115,324 179,071 224,309 246,477 46,805 24,637
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,876)
-1,036 3,036 -1,664 4,329 -1,214 1,629 158 247 1,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 18.7 6.1 42.5 66.1 82.7 90.9 17.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
78 57 51 76 71 185 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,012
COMMITMENTS
1,523 2,523 74 5,658 5,171 7,255 7,768 1,757 1,244
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -340)
-45 -29 -34 -324 -293 -403 -356 63 16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 28.0 0.8 62.8 57.4 80.5 86.2 19.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 10 5 19 12 34 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 867,434
COMMITMENTS
149,770 168,948 10,062 613,616 573,612 773,448 752,622 93,986 114,812
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,832)
17,985 -9,057 -1,589 -22,531 18,926 -6,135 8,280 7,967 -6,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 19.5 1.2 70.7 66.1 89.2 86.8 10.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
38 40 16 79 91 122 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,948,616
COMMITMENTS
193,925 283,032 41,087 1446160 1211826 1681172 1535945 267,444 412,671
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -20,295)
20,505 -16,414 -6,153 -47,929 10,625 -33,577 -11,942 13,282 -8,353
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 14.5 2.1 74.2 62.2 86.3 78.8 13.7 21.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
38 58 36 114 140 175 211
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,698,197
COMMITMENTS
155,661 279,726 28,910 1320927 1079880 1505498 1388516 192,699 309,681
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -6,843)
-9,707 -25,119 6,333 -26,465 28,107 -29,839 9,321 22,996 -16,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 16.5 1.7 77.8 63.6 88.7 81.8 11.3 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
23 55 17 83 107 118 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 307,188
COMMITMENTS
28,932 34,884 61,041 188,006 167,706 277,979 263,631 29,209 43,557
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 10,169)
5,733 4,540 -5,785 9,063 8,925 9,011 7,680 1,158 2,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 11.4 19.9 61.2 54.6 90.5 85.8 9.5 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 10 13 28 31 48 49
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 68,015
COMMITMENTS
29,003 4,204 279 29,985 58,534 59,266 63,016 8,749 4,999
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -16,333)
8,652 679 -4,595 -15,525 -3,860 -11,468 -7,777 -4,865 -8,556
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 6.2 0.4 44.1 86.1 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 17 5 35 22 72 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,030
COMMITMENTS
58,005 8,407 558 59,969 117,067 118,532 126,032 17,498 9,998
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -197)
20,015 530 -4,253 -16,865 17,362 -1,103 13,639 906 -13,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.6 6.2 0.4 44.1 86.1 87.1 92.7 12.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 17 5 35 22 72 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,350
COMMITMENTS
5,063 5,919 1,341 720 84 7,124 7,344 226 6
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: -1,964)
-269 -50 -1,682 4 -230 -1,947 -1,962 -17 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.9 80.5 18.2 9.8 1.1 96.9 99.9 3.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
13 4 3 2 1 16 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,815
COMMITMENTS
3,591 18,660 45 38,150 23,024 41,786 41,729 29 86
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 1,935)
-1,172 -539 -13 3,130 2,552 1,945 2,000 -10 -65
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 44.6 0.1 91.2 55.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
2 16 1 7 15 10 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,594
COMMITMENTS
1,541 9,991 0 17,053 8,537 18,594 18,528 0 66
CHANGES FROM 09/17/13 (CHANGE IN OPEN INTEREST: 941)
1,194 -399 0 -251 1,350 943 951 -2 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.3 53.7 0.0 91.7 45.9 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 9 0 7 9 11 18
Updated September 27, 2013