WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 455,749
COMMITMENTS
120,450 116,778 106,029 194,358 176,599 420,837 399,406 34,912 56,343
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -24,111)
-9,011 2,317 -6,695 -6,535 -23,179 -22,241 -27,557 -1,870 3,445
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 25.6 23.3 42.6 38.7 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 398)
107 148 152 93 121 293 342
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,902,900
COMMITMENTS
316,218 441,619 594,992 801,502 545,890 1712712 1582501 190,188 320,399
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 33,111)
6,321 22,101 -3,618 23,782 15,964 26,485 34,447 6,625 -1,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 23.2 31.3 42.1 28.7 90.0 83.2 10.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 801)
197 232 266 303 300 645 668
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,934
COMMITMENTS
2,719 547 2,024 6,680 8,865 11,423 11,436 1,511 1,498
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 684)
11 -100 293 606 572 909 765 -225 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 4.2 15.7 51.6 68.5 88.3 88.4 11.7 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 11 10 16 15 37 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 709,780
COMMITMENTS
179,275 52,201 180,942 288,640 388,811 648,857 621,954 60,923 87,826
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -172,569)
-4,038 -5,227 -98,047 -65,099 -65,502 -167,184 -168,775 -5,385 -3,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.3 7.4 25.5 40.7 54.8 91.4 87.6 8.6 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
145 144 179 152 196 397 428
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,273
COMMITMENTS
67,103 80,088 94,894 170,944 150,339 332,941 325,322 34,331 41,951
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 2,884)
-588 -1,487 -3,256 7,294 7,557 3,450 2,814 -567 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 21.8 25.8 46.5 40.9 90.7 88.6 9.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
70 96 119 83 70 238 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 729,747
COMMITMENTS
82,143 62,109 42,694 437,174 435,735 562,012 540,538 167,736 189,209
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -23,767)
2,848 -22,368 -9,190 -23,760 5,628 -30,101 -25,929 6,334 2,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 8.5 5.9 59.9 59.7 77.0 74.1 23.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
26 34 36 73 82 121 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 411,568
COMMITMENTS
43,610 35,643 3,881 282,220 292,904 329,711 332,428 81,857 79,139
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -1,596)
-2,032 -2,392 -376 1,930 4,195 -478 1,428 -1,118 -3,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 8.7 0.9 68.6 71.2 80.1 80.8 19.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 9 6 41 47 52 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,215
COMMITMENTS
1,405 108 369 1,984 3,409 3,758 3,886 457 329
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -321)
-95 -47 -87 -134 -229 -316 -363 -5 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.3 2.6 8.8 47.1 80.9 89.2 92.2 10.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 3 6 16 15 29 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 337,119
COMMITMENTS
93,393 44,129 67,410 123,227 194,876 284,030 306,415 53,089 30,704
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 5,636)
4,785 -384 31 1,150 4,138 5,965 3,785 -329 1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 13.1 20.0 36.6 57.8 84.3 90.9 15.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
86 57 70 75 85 204 179
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,088
COMMITMENTS
1,007 2,588 248 6,233 4,948 7,488 7,784 1,600 1,304
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -1,808)
-51 -484 -573 -738 -462 -1,362 -1,519 -446 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 28.5 2.7 68.6 54.4 82.4 85.7 17.6 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
15 9 7 19 13 35 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 995,268
COMMITMENTS
178,686 191,260 37,165 671,995 663,902 887,845 892,326 107,423 102,942
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 11,961)
2,813 1,843 -4,578 15,968 15,759 14,203 13,024 -2,242 -1,063
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 19.2 3.7 67.5 66.7 89.2 89.7 10.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
42 37 27 85 106 139 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,607,785
COMMITMENTS
237,675 313,975 219,225 1828678 1634215 2285578 2167415 322,207 440,370
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -209,134)
-13,988 16,248 -104,644 -92,078 -112,137 -210,710 -200,533 1,575 -8,601
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.1 12.0 8.4 70.1 62.7 87.6 83.1 12.4 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
46 71 73 154 167 248 263
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,052,035
COMMITMENTS
209,334 280,556 174,115 1425678 1281418 1809127 1736089 242,909 315,947
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -6,916)
10,459 -328 -57,832 30,763 39,136 -16,609 -19,024 9,693 12,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 13.7 8.5 69.5 62.4 88.2 84.6 11.8 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
31 54 41 99 137 156 206
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 308,714
COMMITMENTS
16,041 36,207 62,403 203,036 170,629 281,480 269,239 27,234 39,475
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,866)
1,572 -2,393 -2,659 2,455 5,819 1,368 767 2,499 3,099
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 11.7 20.2 65.8 55.3 91.2 87.2 8.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
10 17 19 32 35 54 59
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 73,488
COMMITMENTS
18,016 8,007 2,985 42,636 54,163 63,637 65,155 9,851 8,333
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 6,560)
2,586 1,798 212 3,468 2,914 6,265 4,923 295 1,637
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 10.9 4.1 58.0 73.7 86.6 88.7 13.4 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
32 27 13 42 25 84 56
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,843
COMMITMENTS
4,155 627 1 7,109 11,727 11,265 12,355 1,578 488
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 235)
-17 -15 -0 250 250 233 235 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 4.9 0.0 55.4 91.3 87.7 96.2 12.3 3.8
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 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 121,291
COMMITMENTS
31,471 18,509 2,220 71,054 84,872 104,744 105,600 16,546 15,691
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 12,651)
5,298 3,719 330 6,435 5,328 12,064 9,377 587 3,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 15.3 1.8 58.6 70.0 86.4 87.1 13.6 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
28 28 12 40 23 79 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,891
COMMITMENTS
5,348 5,946 782 713 25 6,843 6,753 48 138
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 124)
187 128 -32 -30 25 125 121 -1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 86.3 11.3 10.3 0.4 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 2 2 1 16 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,795
COMMITMENTS
1,261 19,491 27 38,419 20,197 39,707 39,715 88 80
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -296)
118 -512 0 -461 238 -343 -274 47 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.2 49.0 0.1 96.5 50.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 19 1 11 13 13 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,695
COMMITMENTS
1,292 12,499 0 18,389 7,154 19,681 19,653 14 42
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 289)
1,099 -525 -83 -709 907 307 299 -18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 63.5 0.0 93.4 36.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 0 9 11 13 22
Updated November 6, 2013