WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,150
COMMITMENTS
122,528 170,729 57,079 192,558 120,926 372,165 348,734 30,985 54,416
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 38,153)
7,901 32,818 8,806 19,517 -3,305 36,224 38,319 1,929 -166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 42.3 14.2 47.8 30.0 92.3 86.5 7.7 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 377)
96 150 108 83 105 243 309
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,371,072
COMMITMENTS
383,398 454,532 187,792 642,483 482,846 1213673 1125170 157,399 245,902
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 38,236)
13,092 -34,112 20,479 -2,687 49,954 30,884 36,321 7,352 1,915
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 33.2 13.7 46.9 35.2 88.5 82.1 11.5 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 770)
162 219 197 274 284 564 605
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,640
COMMITMENTS
2,579 713 222 6,126 8,134 8,927 9,069 1,713 1,571
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 23)
-286 83 -34 302 -96 -18 -47 41 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 6.7 2.1 57.6 76.4 83.9 85.2 16.1 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 8 7 15 13 31 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,984
COMMITMENTS
194,944 64,980 89,953 240,056 349,072 524,953 504,005 53,031 73,979
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 14,285)
12,832 -5,394 5,184 -6,224 16,493 11,792 16,283 2,493 -1,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 11.2 15.6 41.5 60.4 90.8 87.2 9.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 517)
154 128 123 126 199 344 399
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 334,206
COMMITMENTS
75,629 81,118 59,516 160,427 151,405 295,572 292,039 38,634 42,167
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,495)
-159 4,161 -5,029 6,916 4,096 1,728 3,228 3,767 2,267
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 24.3 17.8 48.0 45.3 88.4 87.4 11.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 286)
66 83 110 80 60 222 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 676,333
COMMITMENTS
96,487 89,067 7,695 442,471 403,763 546,653 500,525 129,680 175,808
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,590)
-4,363 12,683 125 22,000 -10,495 17,762 2,313 -12,172 3,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.3 13.2 1.1 65.4 59.7 80.8 74.0 19.2 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
28 36 22 62 71 100 119
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 425,959
COMMITMENTS
41,982 45,090 3,913 302,449 279,378 348,344 328,381 77,615 97,578
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,728)
-5,641 6,694 -19 10,335 -14,941 4,675 -8,266 -947 11,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 10.6 0.9 71.0 65.6 81.8 77.1 18.2 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
6 12 4 42 47 50 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,031
COMMITMENTS
1,322 375 251 2,012 3,111 3,585 3,737 446 294
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -113)
-125 125 -9 67 -251 -67 -135 -46 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.8 9.3 6.2 49.9 77.2 88.9 92.7 11.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 5 15 13 28 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 285,827
COMMITMENTS
90,451 53,972 33,037 111,226 169,193 234,714 256,202 51,113 29,625
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 13,428)
7,499 -3,225 1,750 -1,993 13,552 7,256 12,077 6,172 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 18.9 11.6 38.9 59.2 82.1 89.6 17.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
79 54 59 77 78 196 160
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,245
COMMITMENTS
865 2,133 89 5,696 5,052 6,650 7,274 1,595 971
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -600)
-54 -780 23 -416 362 -447 -395 -153 -205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 25.9 1.1 69.1 61.3 80.7 88.2 19.3 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
9 12 3 17 14 28 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 959,408
COMMITMENTS
228,571 199,921 9,562 611,576 648,043 849,709 857,526 109,699 101,882
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -1,696)
1,284 -16,675 3,318 -10,617 16,764 -6,015 3,407 4,319 -5,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 20.8 1.0 63.7 67.5 88.6 89.4 11.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
40 42 16 80 98 128 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,292,115
COMMITMENTS
196,851 377,930 54,131 1754716 1417917 2005698 1849978 286,417 442,137
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 16,178)
-39,453 -47,562 187 65,984 52,820 26,718 5,445 -10,540 10,733
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 16.5 2.4 76.6 61.9 87.5 80.7 12.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 324)
39 84 50 127 156 201 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,903,736
COMMITMENTS
209,696 318,669 36,773 1434868 1227792 1681337 1583234 222,399 320,502
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 31,280)
-20,619 -4,837 11,458 54,750 12,975 45,589 19,596 -14,309 11,684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 16.7 1.9 75.4 64.5 88.3 83.2 11.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
38 56 25 90 122 145 186
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 283,950
COMMITMENTS
15,558 42,279 52,529 189,002 143,788 257,089 238,596 26,861 45,354
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 6,161)
-436 4,126 -2,949 8,024 1,143 4,639 2,320 1,522 3,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 14.9 18.5 66.6 50.6 90.5 84.0 9.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 17 14 28 32 47 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,368
COMMITMENTS
21,879 7,492 2,719 44,669 58,434 69,266 68,645 9,102 9,724
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 1,820)
96 217 107 2,429 824 2,632 1,148 -813 672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 9.6 3.5 57.0 74.6 88.4 87.6 11.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
29 20 8 44 27 79 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,930
COMMITMENTS
4,106 320 0 8,529 12,947 12,635 13,267 1,295 663
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 325)
-51 -325 0 700 500 649 175 -324 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 2.3 0.0 61.2 92.9 90.7 95.2 9.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 0 7 7 15 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,876
COMMITMENTS
40,317 19,115 666 72,279 90,974 113,262 110,755 15,614 18,121
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,989)
532 1,322 -24 3,458 647 3,966 1,945 -977 1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 14.8 0.5 56.1 70.6 87.9 85.9 12.1 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
26 24 3 41 25 69 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,421
COMMITMENTS
5,039 6,635 782 1,468 0 7,289 7,417 132 4
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 379)
162 511 0 129 0 291 511 88 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
67.9 89.4 10.5 19.8 0.0 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 2 2 0 15 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,557
COMMITMENTS
37 20,254 4 40,443 20,215 40,484 40,473 73 84
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 623)
-1,087 874 -23 1,737 -202 627 649 -4 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.1 49.9 0.0 99.7 49.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 18 1 10 12 12 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,208
COMMITMENTS
3,193 14,834 0 27,001 15,337 30,194 30,171 14 37
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 7,761)
2,293 2,021 0 5,460 5,728 7,753 7,749 8 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 49.1 0.0 89.4 50.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 0 10 11 16 21
Updated November 15, 2013