WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,737
COMMITMENTS
124,505 113,476 108,666 200,512 194,170 433,683 416,312 32,054 49,425
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -289)
-1,034 -3,370 -426 2,956 5,292 1,496 1,496 -1,785 -1,785
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 24.4 23.3 43.1 41.7 93.1 89.4 6.9 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 413)
115 152 153 87 127 298 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,811,735
COMMITMENTS
304,209 413,343 567,295 755,469 519,875 1626974 1500513 184,761 311,222
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 28,009)
5,188 8,665 3,636 14,958 12,920 23,782 25,221 4,228 2,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 22.8 31.3 41.7 28.7 89.8 82.8 10.2 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 784)
184 238 258 305 297 637 654
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 13,007
COMMITMENTS
2,655 1,726 1,506 6,620 8,010 10,780 11,242 2,227 1,765
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -445)
116 -313 -178 -342 256 -404 -236 -41 -209
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.4 13.3 11.6 50.9 61.6 82.9 86.4 17.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
16 9 8 17 13 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 890,058
COMMITMENTS
174,760 56,470 290,262 362,966 449,750 827,988 796,481 62,070 93,576
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 18,444)
38 -2,032 -843 19,391 16,226 18,586 13,351 -142 5,092
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 6.3 32.6 40.8 50.5 93.0 89.5 7.0 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 566)
175 181 255 147 186 463 494
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 348,570
COMMITMENTS
59,845 88,887 92,584 160,178 124,380 312,608 305,852 35,962 42,718
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 2,858)
-5,124 -6,084 4,426 4,705 5,908 4,007 4,251 -1,148 -1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 25.5 26.6 46.0 35.7 89.7 87.7 10.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
60 112 115 82 73 227 252
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,073
COMMITMENTS
75,339 64,569 47,859 461,022 426,538 584,220 538,966 142,853 188,107
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 222)
-9,867 -20,812 -976 6,453 22,799 -4,390 1,012 4,612 -790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 8.9 6.6 63.4 58.7 80.4 74.1 19.6 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
26 35 43 75 84 126 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 411,705
COMMITMENTS
43,987 39,584 3,982 286,967 297,607 334,936 341,174 76,769 70,531
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 6,258)
1,436 -1,255 -294 6,782 11,352 7,923 9,803 -1,665 -3,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 9.6 1.0 69.7 72.3 81.4 82.9 18.6 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 9 6 43 48 55 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,703
COMMITMENTS
1,515 217 412 2,233 3,747 4,160 4,376 543 327
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -317)
-26 9 -38 -255 -214 -319 -243 2 -74
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 4.6 8.8 47.5 79.7 88.5 93.0 11.5 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 3 4 16 18 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 320,430
COMMITMENTS
83,963 45,976 64,997 123,359 184,826 272,319 295,800 48,111 24,630
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,672)
-2,190 2,690 4,786 -295 -2,767 2,301 4,710 -629 -3,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 14.3 20.3 38.5 57.7 85.0 92.3 15.0 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
82 60 74 82 88 210 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,642
COMMITMENTS
1,197 3,319 939 7,400 5,864 9,537 10,122 2,106 1,520
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -520)
-40 -354 -375 41 457 -374 -272 -146 -248
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 28.5 8.1 63.6 50.4 81.9 86.9 18.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 11 10 21 15 40 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 975,081
COMMITMENTS
168,971 198,025 36,481 670,600 634,921 876,051 869,427 99,030 105,654
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: -507)
-14,154 -1,215 3,978 16,634 -1,761 6,458 1,002 -6,965 -1,509
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 20.3 3.7 68.8 65.1 89.8 89.2 10.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
43 41 27 85 111 141 166
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,620,882
COMMITMENTS
218,908 268,268 277,390 1854924 1611416 2351221 2157074 269,661 463,808
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 92,867)
16,634 22,819 -23,032 123,781 72,188 117,383 71,975 -24,516 20,892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 10.2 10.6 70.8 61.5 89.7 82.3 10.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 323)
52 73 79 158 179 258 283
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,016,515
COMMITMENTS
187,093 299,102 175,721 1432576 1226603 1795390 1701426 221,125 315,089
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 40,143)
21,062 1,017 3,260 17,736 22,795 42,058 27,073 -1,915 13,070
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 14.8 8.7 71.0 60.8 89.0 84.4 11.0 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
31 53 39 102 139 157 207
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 306,438
COMMITMENTS
15,276 31,168 64,358 196,223 169,634 275,858 265,160 30,580 41,278
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 16)
-5,393 -1,521 -661 9,853 3,636 3,799 1,455 -3,783 -1,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 10.2 21.0 64.0 55.4 90.0 86.5 10.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 15 18 32 34 53 58
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,871
COMMITMENTS
12,734 6,431 3,392 38,996 48,896 55,122 58,719 9,749 6,152
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 11,572)
-2,492 1,432 1,911 12,248 7,385 11,667 10,728 -95 844
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 9.9 5.2 60.1 75.4 85.0 90.5 15.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
30 19 15 44 21 81 50
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 11,571
COMMITMENTS
4,185 644 2 5,659 10,478 9,847 11,124 1,724 446
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 5.6 0.0 48.9 90.6 85.1 96.1 14.9 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 3 5 6 12 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,600
COMMITMENTS
20,431 14,907 3,446 66,673 76,835 90,551 95,189 16,050 11,412
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 3)
-10,020 4,909 483 13,177 -6,186 3,640 -793 -3,638 796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 14.0 3.2 62.5 72.1 84.9 89.3 15.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
26 21 14 42 19 76 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,869
COMMITMENTS
5,237 5,906 832 748 0 6,817 6,738 52 131
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 22)
51 -56 -32 1 0 20 -88 2 110
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.2 86.0 12.1 10.9 0.0 99.2 98.1 0.8 1.9
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 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 41,578
COMMITMENTS
1,932 19,872 27 39,554 21,594 41,513 41,493 65 85
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 1,026)
326 641 0 688 374 1,014 1,015 12 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 47.8 0.1 95.1 51.9 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
1 18 1 8 15 10 33
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,584
COMMITMENTS
762 11,113 0 16,815 6,415 17,577 17,528 7 56
CHANGES FROM 10/08/13 (CHANGE IN OPEN INTEREST: 563)
465 166 0 112 421 577 587 -14 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.3 63.2 0.0 95.6 36.5 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 11 0 10 10 14 21
Updated October 30, 2013