WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 454,515
COMMITMENTS
118,328 124,191 104,317 198,396 176,395 421,040 404,903 33,475 49,612
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 3,945)
-1,390 -33,971 9,004 -5,208 28,183 2,406 3,217 1,538 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.0 27.3 23.0 43.6 38.8 92.6 89.1 7.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
108 143 146 90 126 289 335
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,755,882
COMMITMENTS
304,043 403,891 546,447 731,270 502,486 1581760 1452824 174,122 303,058
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 78,081)
5,205 22,752 36,950 30,388 7,770 72,543 67,472 5,538 10,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 23.0 31.1 41.6 28.6 90.1 82.7 9.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771)
178 222 252 307 305 632 644
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,433
COMMITMENTS
2,359 2,021 1,693 7,100 7,832 11,152 11,546 2,281 1,887
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 919)
76 186 215 502 439 793 839 126 79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 15.0 12.6 52.9 58.3 83.0 85.9 17.0 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
13 12 8 17 13 33 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,590
COMMITMENTS
176,411 61,581 307,801 336,138 426,375 820,349 795,756 62,241 86,834
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 12,257)
-21,444 4,429 12,118 19,703 -6,592 10,377 9,956 1,880 2,302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 7.0 34.9 38.1 48.3 92.9 90.2 7.1 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 581)
184 186 259 143 186 459 511
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,017
COMMITMENTS
70,238 99,286 83,832 156,746 121,313 310,816 304,431 35,201 41,587
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 13,551)
-693 2,790 11,015 404 -1,767 10,727 12,038 2,824 1,513
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 28.7 24.2 45.3 35.1 89.8 88.0 10.2 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
69 97 97 78 66 211 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 716,487
COMMITMENTS
92,379 80,494 43,054 442,763 404,851 578,196 528,399 138,290 188,087
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 23,969)
5,876 4,011 9,717 16,792 9,016 32,385 22,744 -8,415 1,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 11.2 6.0 61.8 56.5 80.7 73.7 19.3 26.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
34 26 35 73 81 123 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 402,075
COMMITMENTS
42,531 40,491 4,130 278,880 286,076 325,541 330,698 76,534 71,377
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -5)
5,544 1,835 130 -1,930 -997 3,744 968 -3,749 -974
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 10.1 1.0 69.4 71.1 81.0 82.2 19.0 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
7 9 6 41 46 52 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,446
COMMITMENTS
1,616 33 446 2,896 4,598 4,958 5,077 488 369
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -719)
71 -145 91 -837 -706 -675 -760 -44 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 0.6 8.2 53.2 84.4 91.0 93.2 9.0 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 1 6 17 17 31 23
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 314,384
COMMITMENTS
86,611 43,826 57,816 124,400 186,047 268,827 287,689 45,557 26,695
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -11,025)
-4,031 3,580 1,832 -4,370 -15,846 -6,569 -10,433 -4,456 -591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 13.9 18.4 39.6 59.2 85.5 91.5 14.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
81 58 72 82 81 203 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,106
COMMITMENTS
1,429 2,788 1,082 6,538 5,574 9,049 9,444 2,057 1,662
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 1,516)
-121 320 786 651 55 1,316 1,161 200 355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 25.1 9.7 58.9 50.2 81.5 85.0 18.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
12 14 9 22 16 41 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 941,009
COMMITMENTS
180,049 185,116 22,110 631,892 620,649 834,051 827,875 106,958 113,133
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 55,762)
30,830 14,564 1,914 11,115 41,667 43,858 58,145 11,904 -2,383
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 19.7 2.3 67.2 66.0 88.6 88.0 11.4 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 35 22 80 101 133 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,428,572
COMMITMENTS
239,748 235,295 261,331 1635325 1494600 2136405 1991226 292,167 437,346
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 70,997)
34,369 -27,986 42,165 -3,410 56,103 73,124 70,282 -2,128 715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.7 10.8 67.3 61.5 88.0 82.0 12.0 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
50 60 70 150 171 239 262
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,948,758
COMMITMENTS
176,427 283,649 187,176 1384763 1167632 1748367 1638457 200,392 310,302
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 39,717)
22,881 6,082 22,164 -3,463 18,609 41,582 46,856 -1,865 -7,139
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 14.6 9.6 71.1 59.9 89.7 84.1 10.3 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
30 52 40 100 123 152 193
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 282,409
COMMITMENTS
19,762 27,629 62,508 168,382 145,119 250,652 235,257 31,757 47,153
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -25,630)
-9,100 -7,284 894 -19,824 -22,587 -28,030 -28,976 2,400 3,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.8 22.1 59.6 51.4 88.8 83.3 11.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
12 11 15 23 26 42 45
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,782
COMMITMENTS
21,282 3,987 1,685 29,951 51,108 52,919 56,780 8,863 5,002
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -8,609)
-7,839 213 233 -874 -8,759 -8,479 -8,314 -129 -295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 6.5 2.7 48.5 82.7 85.7 91.9 14.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 17 12 42 21 87 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,564
COMMITMENTS
42,565 7,974 3,371 59,902 102,216 105,838 113,560 17,726 10,004
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -17,217)
-15,677 425 466 -1,748 -17,519 -16,959 -16,627 -259 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.4 6.5 2.7 48.5 82.7 85.7 91.9 14.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 17 12 42 21 87 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,288
COMMITMENTS
5,298 5,962 1,267 695 26 7,260 7,255 28 33
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -62)
235 43 -74 -25 -58 136 -89 -198 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
72.7 81.8 17.4 9.5 0.4 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
14 5 3 2 1 17 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,597
COMMITMENTS
2,499 18,917 27 39,035 22,577 41,561 41,521 36 76
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: -218)
-1,092 257 -18 885 -447 -225 -208 7 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 45.5 0.1 93.8 54.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
2 16 1 8 15 11 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/01/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,827
COMMITMENTS
1,903 9,948 0 16,917 8,800 18,820 18,748 7 79
CHANGES FROM 09/24/13 (CHANGE IN OPEN INTEREST: 233)
362 -43 0 -136 263 226 220 7 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 52.8 0.0 89.9 46.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
4 9 0 7 10 11 19
Updated October 25, 2013