WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 356,627
COMMITMENTS
123,035 132,138 38,044 165,169 140,701 326,248 310,883 30,379 45,744
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -3,313)
-439 -32,731 1,936 -6,582 27,480 -5,085 -3,315 1,772 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 37.1 10.7 46.3 39.5 91.5 87.2 8.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
103 125 96 67 108 232 278
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,182,752
COMMITMENTS
340,932 456,152 127,765 578,115 371,593 1046812 955,510 135,940 227,242
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 35,454)
4,992 17,936 13,056 13,239 -2,124 31,287 28,868 4,167 6,586
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 38.6 10.8 48.9 31.4 88.5 80.8 11.5 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 707)
148 203 165 257 263 511 546
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,056
COMMITMENTS
3,067 2,042 174 5,598 7,061 8,839 9,277 2,217 1,779
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 885)
200 275 73 490 462 763 810 122 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 18.5 1.6 50.6 63.9 79.9 83.9 20.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 11 5 14 12 30 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,871
COMMITMENTS
206,304 75,050 94,197 261,742 374,582 562,243 543,829 54,628 73,042
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -3,508)
-16,349 -2,297 3,483 7,793 -5,581 -5,073 -4,395 1,565 887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 12.2 15.3 42.4 60.7 91.1 88.2 8.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 514)
153 142 169 123 166 382 399
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 305,528
COMMITMENTS
72,870 96,770 59,701 138,980 108,582 271,551 265,053 33,977 40,475
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 8,335)
685 1,740 7,036 -2,030 -1,855 5,691 6,921 2,644 1,414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 31.7 19.5 45.5 35.5 88.9 86.8 11.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
68 93 86 74 52 202 203
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 630,995
COMMITMENTS
90,290 80,184 8,186 409,875 372,934 508,351 461,304 122,644 169,691
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 10,556)
7,624 4,218 900 13,281 5,721 21,805 10,839 -11,249 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 12.7 1.3 65.0 59.1 80.6 73.1 19.4 26.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
24 32 14 59 74 90 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 401,219
COMMITMENTS
42,531 40,132 4,119 278,880 286,076 325,530 330,327 75,689 70,892
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 20)
5,544 1,913 133 -1,930 -997 3,747 1,049 -3,727 -1,029
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 10.0 1.0 69.5 71.3 81.1 82.3 18.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 9 6 41 46 52 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,446
COMMITMENTS
1,616 33 446 2,896 4,598 4,958 5,077 488 369
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -719)
71 -145 91 -837 -706 -675 -760 -44 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 0.6 8.2 53.2 84.4 91.0 93.2 9.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 1 6 17 17 31 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 259,320
COMMITMENTS
88,473 51,863 18,533 109,728 164,354 216,734 234,750 42,586 24,570
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -11,794)
-3,909 1,060 1,930 -5,596 -14,717 -7,575 -11,727 -4,219 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 20.0 7.1 42.3 63.4 83.6 90.5 16.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
79 54 53 73 70 181 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,455
COMMITMENTS
1,527 2,778 806 6,132 5,281 8,465 8,865 1,990 1,590
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,443)
4 255 732 474 110 1,210 1,097 233 346
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 26.6 7.7 58.7 50.5 81.0 84.8 19.0 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
14 9 7 18 13 35 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 916,057
COMMITMENTS
180,779 186,449 7,801 622,281 609,661 810,861 803,911 105,196 112,146
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 48,623)
31,009 17,501 -2,261 8,665 36,049 37,413 51,289 11,210 -2,666
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.7 20.4 0.9 67.9 66.6 88.5 87.8 11.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
43 38 14 78 98 125 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,951,203
COMMITMENTS
236,233 264,769 38,376 1414740 1246468 1689349 1549613 261,854 401,590
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 2,587)
42,308 -18,263 -2,711 -31,420 34,642 8,177 13,668 -5,590 -11,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.1 13.6 2.0 72.5 63.9 86.6 79.4 13.4 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
41 59 34 121 146 183 218
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,681,909
COMMITMENTS
180,422 304,765 18,987 1290143 1054440 1489552 1378192 192,357 303,717
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -16,288)
24,761 25,039 -9,923 -30,784 -25,440 -15,946 -10,324 -342 -5,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 18.1 1.1 76.7 62.7 88.6 81.9 11.4 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
22 58 18 83 110 116 175
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 281,321
COMMITMENTS
19,950 27,644 61,641 168,360 145,119 249,951 234,404 31,370 46,917
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -25,867)
-8,982 -7,240 600 -19,646 -22,587 -28,028 -29,227 2,161 3,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 9.8 21.9 59.8 51.6 88.8 83.3 11.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 12 13 23 26 41 44
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,278
COMMITMENTS
21,238 4,482 374 29,129 49,699 50,740 54,554 8,538 4,724
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -8,738)
-7,765 279 95 -856 -8,835 -8,526 -8,462 -212 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.6 0.6 49.1 83.8 85.6 92.0 14.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 17 4 39 19 78 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,555
COMMITMENTS
42,475 8,964 747 58,258 99,397 101,480 109,108 17,075 9,447
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -17,475)
-15,530 557 189 -1,711 -17,670 -17,052 -16,924 -423 -551
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 7.6 0.6 49.1 83.8 85.6 92.0 14.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 17 4 39 19 78 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,288
COMMITMENTS
5,298 5,962 1,267 695 26 7,260 7,255 28 33
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -62)
235 43 -74 -25 -58 136 -89 -198 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
72.7 81.8 17.4 9.5 0.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 5 3 2 1 17 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,597
COMMITMENTS
2,499 18,917 27 39,035 22,577 41,561 41,521 36 76
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -218)
-1,092 257 -18 885 -447 -225 -208 7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 45.5 0.1 93.8 54.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 16 1 8 15 11 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,827
COMMITMENTS
1,903 9,948 0 16,917 8,800 18,820 18,748 7 79
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 233)
362 -43 0 -136 263 226 220 7 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 52.8 0.0 89.9 46.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 9 0 7 10 11 19
Updated October 25, 2013