WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 466,026
COMMITMENTS
125,540 116,846 109,092 197,555 188,878 432,187 414,816 33,839 51,210
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 11,511)
7,212 -7,346 4,776 -840 12,484 11,147 9,914 364 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 25.1 23.4 42.4 40.5 92.7 89.0 7.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
111 144 151 88 128 293 342
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,783,725
COMMITMENTS
299,021 404,678 563,660 740,511 506,954 1603192 1475292 180,533 308,433
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 27,844)
-5,022 787 17,213 9,241 4,468 21,433 22,468 6,411 5,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 22.7 31.6 41.5 28.4 89.9 82.7 10.1 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
175 241 258 307 300 635 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,452
COMMITMENTS
2,538 2,039 1,684 6,962 7,754 11,185 11,477 2,268 1,975
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 19)
179 18 -9 -138 -78 33 -68 -14 87
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 15.2 12.5 51.8 57.6 83.1 85.3 16.9 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 14 8 17 13 35 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 871,614
COMMITMENTS
174,722 58,501 291,105 343,575 433,524 809,402 783,130 62,212 88,484
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -10,976)
-1,688 -3,080 -16,696 7,437 7,149 -10,947 -12,626 -29 1,650
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 6.7 33.4 39.4 49.7 92.9 89.8 7.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
169 193 261 144 176 458 495
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 345,712
COMMITMENTS
64,969 94,971 88,158 155,474 118,472 308,601 301,601 37,111 44,110
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -306)
-5,269 -4,314 4,326 -1,272 -2,840 -2,215 -2,829 1,910 2,524
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 27.5 25.5 45.0 34.3 89.3 87.2 10.7 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
54 107 107 82 70 219 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 726,851
COMMITMENTS
85,206 85,381 48,835 454,569 403,739 588,610 537,954 138,241 188,897
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 10,364)
-7,173 4,887 5,781 11,806 -1,113 10,414 9,555 -49 810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.7 11.7 6.7 62.5 55.5 81.0 74.0 19.0 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
28 38 38 74 80 125 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,446
COMMITMENTS
42,551 40,838 4,277 280,185 286,255 327,013 331,370 78,433 74,076
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 3,371)
20 347 147 1,305 179 1,472 672 1,900 2,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 10.1 1.1 69.1 70.6 80.7 81.7 19.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
7 9 7 42 46 54 57
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 5,020
COMMITMENTS
1,541 208 450 2,488 3,961 4,479 4,619 541 401
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -426)
-75 175 4 -408 -637 -479 -458 53 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 4.1 9.0 49.6 78.9 89.2 92.0 10.8 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 2 4 16 17 28 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 318,758
COMMITMENTS
86,153 43,286 60,211 123,653 187,593 270,018 291,090 48,740 27,668
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 4,374)
-458 -540 2,396 -747 1,546 1,191 3,401 3,182 973
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 13.6 18.9 38.8 58.9 84.7 91.3 15.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
87 58 75 81 83 209 179
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,162
COMMITMENTS
1,237 3,673 1,314 7,359 5,407 9,910 10,394 2,252 1,768
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 1,056)
-192 884 233 821 -167 861 950 195 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 30.2 10.8 60.5 44.5 81.5 85.5 18.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
17 12 11 24 16 45 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 975,588
COMMITMENTS
183,125 199,240 32,503 653,966 636,682 869,594 868,425 105,995 107,163
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 34,580)
3,077 14,124 10,393 22,074 16,033 35,543 40,550 -963 -5,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 20.4 3.3 67.0 65.3 89.1 89.0 10.9 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
47 39 28 82 108 139 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,528,015
COMMITMENTS
202,273 245,449 300,422 1731143 1539228 2233838 2085099 294,178 442,916
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 99,444)
-37,475 10,154 39,091 95,817 44,628 97,433 93,873 2,010 5,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.7 11.9 68.5 60.9 88.4 82.5 11.6 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 313)
46 66 75 158 178 248 275
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,976,372
COMMITMENTS
166,031 298,085 172,461 1414840 1203808 1753332 1674354 223,040 302,019
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 27,614)
-10,396 14,436 -14,715 30,078 36,176 4,966 35,897 22,648 -8,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 15.1 8.7 71.6 60.9 88.7 84.7 11.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
32 52 40 100 136 155 205
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 306,421
COMMITMENTS
20,670 32,689 65,019 186,370 165,997 272,059 263,704 34,363 42,717
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: 24,012)
908 5,059 2,511 17,988 20,878 21,407 28,448 2,605 -4,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 10.7 21.2 60.8 54.2 88.8 86.1 11.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 12 17 28 31 49 53
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,299
COMMITMENTS
15,226 4,999 1,482 26,748 41,511 43,455 47,991 9,844 5,308
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -8,483)
-6,057 1,012 -204 -3,203 -9,597 -9,464 -8,789 981 306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 9.4 2.8 50.2 77.9 81.5 90.0 18.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 16 12 40 18 79 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,598
COMMITMENTS
30,451 9,998 2,963 53,496 83,021 86,910 95,982 19,687 10,616
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -16,966)
-12,114 2,024 -408 -6,406 -19,194 -18,928 -17,578 1,962 612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 9.4 2.8 50.2 77.9 81.5 90.0 18.5 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
34 16 12 40 18 79 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,847
COMMITMENTS
5,186 5,962 864 747 0 6,797 6,826 50 21
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -441)
-112 0 -403 52 -26 -463 -429 22 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
75.7 87.1 12.6 10.9 0.0 99.3 99.7 0.7 0.3
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,552
COMMITMENTS
1,606 19,231 27 38,866 21,220 40,499 40,478 53 74
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -1,045)
-893 314 0 -169 -1,357 -1,062 -1,043 17 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 47.4 0.1 95.8 52.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 17 1 7 17 10 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,021
COMMITMENTS
297 10,947 0 16,703 5,994 17,000 16,941 21 80
CHANGES FROM 10/01/13 (CHANGE IN OPEN INTEREST: -1,806)
-1,606 999 0 -214 -2,806 -1,820 -1,807 14 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.7 64.3 0.0 98.1 35.2 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
2 12 0 9 8 11 20
Updated October 28, 2013