WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 374,948
COMMITMENTS
131,934 121,718 43,012 166,347 162,349 341,293 327,079 33,655 47,869
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,020)
3,417 805 1,427 -1,609 3,103 3,235 5,335 4,785 2,685
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 32.5 11.5 44.4 43.3 91.0 87.2 9.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
112 134 107 66 106 244 296
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,284,218
COMMITMENTS
354,612 480,407 165,856 616,612 393,704 1137080 1039967 147,138 244,251
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 46,729)
10,265 7,000 20,228 17,536 11,393 48,029 38,621 -1,300 8,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.6 37.4 12.9 48.0 30.7 88.5 81.0 11.5 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
157 216 173 260 260 531 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,174
COMMITMENTS
3,063 718 394 5,020 7,538 8,477 8,650 1,697 1,524
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -710)
-41 -1,094 230 -453 305 -264 -559 -446 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 7.1 3.9 49.3 74.1 83.3 85.0 16.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 9 9 11 13 30 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 652,100
COMMITMENTS
209,830 70,725 88,595 293,262 409,482 591,687 568,802 60,413 83,298
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 10,360)
6,119 3,159 -1,835 1,226 8,561 5,510 9,885 4,850 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 10.8 13.6 45.0 62.8 90.7 87.2 9.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 548)
178 137 167 139 193 415 421
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 322,364
COMMITMENTS
71,370 79,910 70,850 146,090 130,310 288,310 281,070 34,054 41,294
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 16,520)
7,771 -6,188 4,990 4,360 18,101 17,121 16,903 -601 -383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.1 24.8 22.0 45.3 40.4 89.4 87.2 10.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
71 89 106 82 64 229 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 657,904
COMMITMENTS
76,596 87,323 13,278 418,709 390,641 508,583 491,242 149,321 166,662
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 26,224)
3,026 25,182 6,277 -4,023 832 5,280 32,291 20,944 -6,067
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 13.3 2.0 63.6 59.4 77.3 74.7 22.7 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
23 44 19 59 73 93 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 411,492
COMMITMENTS
45,642 37,363 4,221 280,288 288,701 330,151 330,285 81,341 81,207
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 458)
1,655 -2,155 426 -6,663 -8,901 -4,582 -10,630 5,040 11,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 9.1 1.0 68.1 70.2 80.2 80.3 19.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 9 5 40 47 51 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,536
COMMITMENTS
1,500 155 456 2,118 3,638 4,074 4,249 462 287
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -167)
-15 -62 44 -115 -109 -86 -127 -81 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.1 3.4 10.1 46.7 80.2 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 4 6 16 18 29 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 277,326
COMMITMENTS
90,880 52,562 28,675 108,062 169,679 227,617 250,916 49,709 26,410
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 11,752)
3,979 -1,434 2,983 -178 6,065 6,784 7,614 4,968 4,138
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 19.0 10.3 39.0 61.2 82.1 90.5 17.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
88 58 64 70 72 197 166
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,329
COMMITMENTS
1,154 3,120 459 6,789 5,270 8,402 8,849 1,927 1,480
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -786)
-18 -239 -239 -473 -359 -730 -837 -56 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.2 30.2 4.4 65.7 51.0 81.3 85.7 18.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
11 11 7 16 12 32 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 928,366
COMMITMENTS
177,857 190,923 7,490 634,773 626,691 820,120 825,104 108,246 103,262
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,927)
7,506 -11,703 2,023 -18,167 11,921 -8,638 2,241 10,565 -314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 20.6 0.8 68.4 67.5 88.3 88.9 11.7 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
41 38 14 85 99 130 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,187,365
COMMITMENTS
240,098 382,648 44,047 1617743 1345047 1901888 1771742 285,477 415,623
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 108,280)
34,860 77,622 -4,282 35,269 47,644 65,847 120,984 42,433 -12,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 17.5 2.0 74.0 61.5 86.9 81.0 13.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
49 77 41 128 149 207 238
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,734,258
COMMITMENTS
208,682 321,496 19,273 1284428 1099052 1512383 1439821 221,875 294,437
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -11,886)
19,899 4,785 2,395 -43,653 -7,890 -21,359 -710 9,473 -11,176
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 18.5 1.1 74.1 63.4 87.2 83.0 12.8 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
27 60 14 79 123 116 187
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 302,330
COMMITMENTS
15,177 38,849 63,430 199,365 164,267 277,972 266,546 24,358 35,784
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -898)
-228 7,943 484 4,519 -4,438 4,775 3,989 -5,673 -4,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.8 21.0 65.9 54.3 91.9 88.2 8.1 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 21 17 32 32 53 56
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 65,178
COMMITMENTS
15,413 6,271 2,013 38,312 50,353 55,738 58,637 9,441 6,541
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 3,413)
2,722 -545 243 311 3,119 3,275 2,817 138 596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 9.6 3.1 58.8 77.3 85.5 90.0 14.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 19 7 41 24 71 49
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,597
COMMITMENTS
4,162 642 0 6,859 11,477 11,021 12,119 1,576 478
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,038)
-15 -2 0 1,200 999 1,185 997 -147 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 5.1 0.0 54.4 91.1 87.5 96.2 12.5 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 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,162
COMMITMENTS
26,095 14,852 432 62,906 77,752 89,433 93,036 15,729 12,126
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 4,749)
6,067 -492 -108 -1,779 4,240 4,180 3,640 569 1,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 14.1 0.4 59.8 73.9 85.0 88.5 15.0 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 22 3 39 21 63 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,767
COMMITMENTS
5,161 5,818 814 743 0 6,718 6,632 49 135
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -102)
-76 -88 -18 -5 0 -99 -106 -3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
76.3 86.0 12.0 11.0 0.0 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 6 3 3 0 18 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,091
COMMITMENTS
1,143 20,003 27 38,880 19,959 40,050 39,989 41 102
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,487)
-789 131 0 -674 -1,635 -1,463 -1,504 -24 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.9 49.9 0.1 97.0 49.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 19 1 10 12 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,406
COMMITMENTS
193 13,024 83 19,098 6,247 19,374 19,354 32 52
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,822)
-569 1,911 83 2,283 -168 1,797 1,826 25 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.0 67.1 0.4 98.4 32.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 13 1 10 9 12 22
Updated November 1, 2013