WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 366,928
COMMITMENTS
128,517 120,913 41,585 167,956 159,246 338,058 321,744 28,870 45,184
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 858)
-2,687 -3,105 622 4,624 4,837 2,559 2,354 -1,701 -1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.0 33.0 11.3 45.8 43.4 92.1 87.7 7.9 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
107 139 98 66 111 238 296
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,237,489
COMMITMENTS
344,347 473,407 145,628 599,076 382,311 1089051 1001346 148,438 236,143
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 22,022)
7,767 12,726 -2,392 11,623 8,095 16,998 18,429 5,024 3,593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 38.3 11.8 48.4 30.9 88.0 80.9 12.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711)
155 210 170 261 257 522 549
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,884
COMMITMENTS
3,104 1,812 164 5,473 7,233 8,741 9,209 2,143 1,675
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -208)
-132 -254 -10 -7 249 -149 -15 -59 -193
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 16.6 1.5 50.3 66.5 80.3 84.6 19.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
15 10 5 14 12 31 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 641,740
COMMITMENTS
203,711 67,566 90,430 292,036 400,921 586,177 558,917 55,563 82,823
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 18,656)
2,379 -4,463 -1,001 17,095 18,808 18,473 13,344 183 5,312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 10.5 14.1 45.5 62.5 91.3 87.1 8.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
163 136 170 128 174 393 401
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 305,844
COMMITMENTS
63,599 86,098 65,860 141,730 112,209 271,189 264,167 34,655 41,677
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 2,860)
-4,031 -5,957 4,354 3,781 5,900 4,104 4,297 -1,244 -1,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 28.2 21.5 46.3 36.7 88.7 86.4 11.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 298)
67 100 106 80 59 218 231
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,680
COMMITMENTS
73,570 62,141 7,001 422,732 389,809 503,303 458,951 128,377 172,729
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -446)
-9,413 -22,187 -2,757 6,705 21,064 -5,465 -3,880 5,019 3,434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 9.8 1.1 66.9 61.7 79.7 72.7 20.3 27.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
20 37 15 58 78 86 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 411,034
COMMITMENTS
43,987 39,518 3,795 286,951 297,602 334,733 340,915 76,301 70,119
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 6,563)
1,436 -1,091 -181 6,766 11,347 8,021 10,075 -1,458 -3,512
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 9.6 0.9 69.8 72.4 81.4 82.9 18.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 9 5 43 47 54 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,703
COMMITMENTS
1,515 217 412 2,233 3,747 4,160 4,376 543 327
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -317)
-26 9 -38 -255 -214 -319 -243 2 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 4.6 8.8 47.5 79.7 88.5 93.0 11.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 3 4 16 18 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 265,574
COMMITMENTS
86,901 53,996 25,692 108,240 163,614 220,833 243,302 44,741 22,272
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 2,624)
-1,221 1,475 5,012 -684 -1,005 3,107 5,482 -483 -2,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 20.3 9.7 40.8 61.6 83.2 91.6 16.8 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
81 56 58 73 76 191 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,115
COMMITMENTS
1,172 3,359 698 7,262 5,629 9,132 9,686 1,983 1,429
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -269)
-279 -304 -222 415 489 -86 -37 -183 -232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 30.2 6.3 65.3 50.6 82.2 87.1 17.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
11 13 7 18 12 35 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 926,439
COMMITMENTS
170,351 202,626 5,467 652,940 614,770 828,758 822,863 97,681 103,576
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -9,520)
-12,668 -4,134 -890 11,431 -4,254 -2,127 -9,278 -7,393 -242
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 21.9 0.6 70.5 66.4 89.5 88.8 10.5 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
39 42 15 83 102 127 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,079,085
COMMITMENTS
205,238 305,026 48,329 1582474 1297403 1836041 1650758 243,044 428,327
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 108,468)
7,742 19,959 754 122,244 66,600 130,740 87,313 -22,272 21,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 14.7 2.3 76.1 62.4 88.3 79.4 11.7 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
40 75 37 114 153 179 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,746,144
COMMITMENTS
188,783 316,711 16,878 1328081 1106942 1533742 1440531 212,402 305,613
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 32,884)
21,157 639 2,830 10,758 16,345 34,745 19,814 -1,861 13,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 18.1 1.0 76.1 63.4 87.8 82.5 12.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
24 59 11 81 121 113 183
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 303,228
COMMITMENTS
15,405 30,906 62,946 194,846 168,705 273,197 262,557 30,031 40,671
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 428)
-5,428 -1,694 -412 9,963 4,130 4,123 2,024 -3,695 -1,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.1 10.2 20.8 64.3 55.6 90.1 86.6 9.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 16 15 32 34 50 57
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,766
COMMITMENTS
12,691 6,816 1,771 38,002 47,234 52,463 55,820 9,303 5,946
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 11,470)
-2,085 1,719 1,529 12,071 7,423 11,515 10,670 -45 800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.5 11.0 2.9 61.5 76.5 84.9 90.4 15.1 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
27 19 9 44 18 77 44
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,559
COMMITMENTS
4,177 644 0 5,659 10,478 9,836 11,122 1,723 437
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 5.6 0.0 49.0 90.6 85.1 96.2 14.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 5 6 12 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,413
COMMITMENTS
20,028 15,344 540 64,685 73,512 85,253 89,396 15,160 11,017
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -179)
-9,523 5,151 56 12,824 -6,111 3,357 -904 -3,536 725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.9 15.3 0.5 64.4 73.2 84.9 89.0 15.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
24 22 5 42 15 69 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,869
COMMITMENTS
5,237 5,906 832 748 0 6,817 6,738 52 131
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 22)
51 -56 -32 1 0 20 -88 2 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.2 86.0 12.1 10.9 0.0 99.2 98.1 0.8 1.9
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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,578
COMMITMENTS
1,932 19,872 27 39,554 21,594 41,513 41,493 65 85
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,026)
326 641 0 688 374 1,014 1,015 12 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 47.8 0.1 95.1 51.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 18 1 8 15 10 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,584
COMMITMENTS
762 11,113 0 16,815 6,415 17,577 17,528 7 56
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 563)
465 166 0 112 421 577 587 -14 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.3 63.2 0.0 95.6 36.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 11 0 10 10 14 21
Updated October 30, 2013