WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 366,070
COMMITMENTS
131,204 124,018 40,963 163,332 154,409 335,499 319,390 30,571 46,680
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 9,443)
8,169 -8,120 2,919 -1,837 13,708 9,251 8,507 192 936
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 33.9 11.2 44.6 42.2 91.6 87.2 8.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
106 131 102 67 111 239 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,215,467
COMMITMENTS
336,580 460,681 148,020 587,453 374,216 1072053 982,917 143,414 232,550
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 32,715)
-4,352 4,529 20,255 9,338 2,623 25,241 27,407 7,474 5,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 37.9 12.2 48.3 30.8 88.2 80.9 11.8 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 721)
153 213 166 264 262 523 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,092
COMMITMENTS
3,236 2,066 174 5,480 6,984 8,890 9,224 2,202 1,868
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 36)
169 24 0 -118 -77 51 -53 -15 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 18.6 1.6 49.4 63.0 80.1 83.2 19.9 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 11 5 14 12 32 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 623,084
COMMITMENTS
201,332 72,029 91,431 274,941 382,113 567,704 545,573 55,380 77,511
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 6,213)
-4,972 -3,021 -2,766 13,199 7,531 5,461 1,744 752 4,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 11.6 14.7 44.1 61.3 91.1 87.6 8.9 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510)
158 149 173 124 161 386 400
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 302,984
COMMITMENTS
67,630 92,055 61,506 137,949 106,309 267,085 259,870 35,899 43,114
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -2,544)
-5,240 -4,715 1,805 -1,031 -2,273 -4,466 -5,183 1,922 2,639
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 30.4 20.3 45.5 35.1 88.2 85.8 11.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
62 93 97 80 55 209 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,126
COMMITMENTS
82,983 84,328 9,758 416,027 368,745 508,768 462,831 123,358 169,295
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 1,131)
-7,307 4,144 1,572 6,152 -4,189 417 1,527 714 -396
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 13.3 1.5 65.8 58.3 80.5 73.2 19.5 26.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 154)
24 36 16 60 73 93 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 404,471
COMMITMENTS
42,551 40,609 3,976 280,185 286,255 326,712 330,840 77,759 73,631
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 3,252)
20 477 -143 1,305 179 1,182 513 2,070 2,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 10.0 1.0 69.3 70.8 80.8 81.8 19.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 9 6 42 46 53 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,020
COMMITMENTS
1,541 208 450 2,488 3,961 4,479 4,619 541 401
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -426)
-75 175 4 -408 -637 -479 -458 53 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 4.1 9.0 49.6 78.9 89.2 92.0 10.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 2 4 16 17 28 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 262,950
COMMITMENTS
88,122 52,521 20,680 108,924 164,619 217,726 237,820 45,224 25,130
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 3,630)
-351 658 2,147 -804 265 992 3,070 2,638 560
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.5 20.0 7.9 41.4 62.6 82.8 90.4 17.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
79 59 57 74 71 190 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,384
COMMITMENTS
1,451 3,663 920 6,847 5,140 9,218 9,723 2,166 1,661
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 929)
-76 885 114 715 -141 753 858 176 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.7 32.2 8.1 60.1 45.2 81.0 85.4 19.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
17 10 8 19 13 38 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 935,959
COMMITMENTS
183,019 206,760 6,357 641,509 619,024 830,885 832,141 105,074 103,818
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 19,902)
2,240 20,311 -1,444 19,228 9,363 20,024 28,230 -122 -8,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 22.1 0.7 68.5 66.1 88.8 88.9 11.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
41 42 15 78 104 123 157
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,970,617
COMMITMENTS
197,496 285,067 47,575 1460230 1230803 1705301 1563445 265,316 407,172
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 19,414)
-38,737 20,298 9,199 45,490 -15,665 15,952 13,832 3,462 5,582
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 14.5 2.4 74.1 62.5 86.5 79.3 13.5 20.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
35 66 38 119 151 178 231
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,713,260
COMMITMENTS
167,626 316,072 14,048 1317323 1090597 1498997 1420717 214,263 292,543
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 31,351)
-12,796 11,307 -4,939 27,180 36,157 9,445 42,525 21,906 -11,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 18.4 0.8 76.9 63.7 87.5 82.9 12.5 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
25 56 15 81 120 116 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 302,800
COMMITMENTS
20,833 32,600 63,358 184,883 164,575 269,074 260,533 33,726 42,267
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 21,479)
883 4,956 1,717 16,523 19,456 19,123 26,129 2,356 -4,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 10.8 20.9 61.1 54.4 88.9 86.0 11.1 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
12 13 15 28 31 47 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,296
COMMITMENTS
14,776 5,097 242 25,931 39,812 40,948 45,150 9,348 5,146
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,982)
-6,462 615 -132 -3,199 -9,887 -9,792 -9,404 811 423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 10.1 0.5 51.6 79.2 81.4 89.8 18.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 17 4 40 14 72 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,592
COMMITMENTS
29,551 10,193 484 51,861 79,623 81,896 90,300 18,696 10,292
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -17,963)
-12,924 1,229 -263 -6,397 -19,774 -19,584 -18,808 1,621 845
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 10.1 0.5 51.6 79.2 81.4 89.8 18.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
31 17 4 40 14 72 34
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,847
COMMITMENTS
5,186 5,962 864 747 0 6,797 6,826 50 21
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -441)
-112 0 -403 52 -26 -463 -429 22 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.7 87.1 12.6 10.9 0.0 99.3 99.7 0.7 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 5 3 3 0 18 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,552
COMMITMENTS
1,606 19,231 27 38,866 21,220 40,499 40,478 53 74
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -1,045)
-893 314 0 -169 -1,357 -1,062 -1,043 17 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 47.4 0.1 95.8 52.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 17 1 7 17 10 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,021
COMMITMENTS
297 10,947 0 16,703 5,994 17,000 16,941 21 80
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -1,806)
-1,606 999 0 -214 -2,806 -1,820 -1,807 14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.7 64.3 0.0 98.1 35.2 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 12 0 9 8 11 20
Updated October 28, 2013