WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 386,676
COMMITMENTS
128,983 183,192 54,305 175,930 102,856 359,218 340,353 27,458 46,323
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -5,148)
-292 -5,340 1,179 -3,020 69 -2,133 -4,092 -3,015 -1,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.4 47.4 14.0 45.5 26.6 92.9 88.0 7.1 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
112 136 94 85 94 247 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,199,036
COMMITMENTS
314,950 414,372 162,259 587,191 397,689 1064400 974,320 134,636 224,716
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -33,894)
4,438 -6,207 1,983 -29,451 -15,964 -23,030 -20,188 -10,864 -13,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 34.6 13.5 49.0 33.2 88.8 81.3 11.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 668)
125 182 145 236 265 456 515
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,354
COMMITMENTS
3,071 346 288 3,569 6,869 6,928 7,503 1,426 851
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -26)
244 -5 95 -160 119 179 209 -205 -235
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.8 4.1 3.4 42.7 82.2 82.9 89.8 17.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 5 5 16 12 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 617,952
COMMITMENTS
228,604 69,058 99,043 233,082 362,533 560,729 530,634 57,223 87,318
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 11,944)
11,877 7,125 3,383 -4,351 -3,689 10,909 6,819 1,035 5,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.0 11.2 16.0 37.7 58.7 90.7 85.9 9.3 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
151 142 130 129 196 352 407
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 343,677
COMMITMENTS
73,406 100,940 49,297 184,422 150,719 307,125 300,956 36,552 42,721
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 6,915)
1,730 13,038 657 4,653 -7,164 7,040 6,531 -125 384
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 29.4 14.3 53.7 43.9 89.4 87.6 10.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
62 94 93 82 55 211 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 710,746
COMMITMENTS
92,745 71,095 15,330 479,605 432,622 587,680 519,047 123,066 191,699
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -88,847)
4,157 -8,556 -7,942 -73,393 -61,605 -77,178 -78,103 -11,669 -10,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 10.0 2.2 67.5 60.9 82.7 73.0 17.3 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
28 36 17 66 80 103 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 479,309
COMMITMENTS
55,181 61,824 13,396 327,564 314,081 396,141 389,301 83,168 90,008
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 15,112)
6,121 6,553 -264 16,929 23,388 22,786 29,677 -7,674 -14,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 12.9 2.8 68.3 65.5 82.6 81.2 17.4 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
8 17 11 51 52 68 71
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,313
COMMITMENTS
997 325 183 1,475 2,561 2,655 3,069 658 244
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -53)
-17 26 -10 -121 -96 -148 -80 95 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 9.8 5.5 44.5 77.3 80.1 92.6 19.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 2 4 12 14 22 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 272,138
COMMITMENTS
98,367 46,314 24,439 100,685 175,183 223,491 245,936 48,647 26,202
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 2,016)
3,203 293 -1,353 588 5,374 2,438 4,314 -422 -2,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.1 17.0 9.0 37.0 64.4 82.1 90.4 17.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
77 57 60 71 77 189 160
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,827
COMMITMENTS
1,286 1,010 648 5,098 5,990 7,032 7,648 1,795 1,179
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 488)
296 -176 398 -378 225 316 447 172 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 11.4 7.3 57.8 67.9 79.7 86.6 20.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
9 10 8 15 13 31 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,001,894
COMMITMENTS
246,265 184,121 15,003 627,756 704,664 889,024 903,788 112,870 98,106
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -12,086)
14,211 5,157 -16,739 3,698 12,310 1,170 728 -13,256 -12,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 18.4 1.5 62.7 70.3 88.7 90.2 11.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
39 35 16 83 97 130 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,459,449
COMMITMENTS
284,396 451,756 67,558 1874852 1491605 2226806 2010919 232,643 448,530
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -18,020)
48,290 60,096 -6,406 1,679 -63,530 43,563 -9,840 -61,583 -8,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.6 18.4 2.7 76.2 60.6 90.5 81.8 9.5 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
39 86 41 123 158 190 257
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,959,228
COMMITMENTS
283,364 254,011 40,788 1391690 1347305 1715842 1642104 243,386 317,124
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -82,560)
2,599 -8,547 -34,639 -2,400 -30,273 -34,440 -73,459 -48,120 -9,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 13.0 2.1 71.0 68.8 87.6 83.8 12.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
33 50 18 90 122 137 177
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 264,394
COMMITMENTS
15,937 40,395 49,133 176,875 130,977 241,945 220,505 22,449 43,889
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -24,099)
302 -3,621 -1,976 -19,406 -22,000 -21,080 -27,597 -3,019 3,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 15.3 18.6 66.9 49.5 91.5 83.4 8.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
12 15 13 29 29 48 51
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 86,226
COMMITMENTS
26,097 7,864 3,920 46,242 63,946 76,258 75,730 9,968 10,496
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 4,513)
2,516 -2,208 1,040 636 6,660 4,192 5,492 321 -979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.3 9.1 4.5 53.6 74.2 88.4 87.8 11.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
31 23 12 40 25 80 57
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,557
COMMITMENTS
3,975 522 5 8,927 13,445 12,907 13,972 1,650 585
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 746)
-162 202 5 748 748 591 955 155 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.3 3.6 0.0 61.3 92.4 88.7 96.0 11.3 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 2 3 7 10 15 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,337
COMMITMENTS
50,614 21,055 1,458 74,630 101,002 126,702 123,515 16,635 19,822
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 7,533)
6,834 -3,342 592 -224 11,823 7,202 9,073 331 -1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 14.7 1.0 52.1 70.5 88.4 86.2 11.6 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
30 28 5 37 21 70 51
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,354
COMMITMENTS
5,006 21,002 0 41,838 25,770 46,844 46,772 510 582
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 1,041)
-462 612 0 1,027 -71 565 541 476 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 44.4 0.0 88.4 54.4 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 16 0 12 15 14 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,006
COMMITMENTS
394 15,934 3,170 32,418 16,878 35,982 35,982 24 24
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 3,741)
186 -340 3,150 432 930 3,768 3,740 -27 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.1 44.3 8.8 90.0 46.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 13 1 10 12 12 26
Updated December 6, 2013