WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 500,998
COMMITMENTS
114,082 164,650 125,571 226,587 152,586 466,240 442,807 34,759 58,192
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 41,263)
5,301 31,380 13,547 21,329 -2,968 40,178 41,959 1,085 -697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 32.9 25.1 45.2 30.5 93.1 88.4 6.9 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 408)
112 156 153 101 120 296 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,945,827
COMMITMENTS
336,584 408,229 600,518 813,577 619,908 1750679 1628655 195,148 317,172
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 4,785)
7,831 -38,942 -411 -8,265 53,163 -845 13,810 5,630 -9,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 21.0 30.9 41.8 31.9 90.0 83.7 10.0 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 835)
199 244 283 307 316 672 700
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,578
COMMITMENTS
2,419 665 1,352 7,011 8,883 10,782 10,900 1,796 1,678
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -101)
-107 157 -247 162 -124 -192 -214 92 114
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 5.3 10.8 55.7 70.6 85.7 86.7 14.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 9 8 18 14 35 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 711,578
COMMITMENTS
192,514 58,216 194,861 265,929 376,057 653,304 629,134 58,275 82,444
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 11,435)
13,291 -11,764 8,549 -12,557 16,771 9,284 13,556 2,152 -2,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 8.2 27.4 37.4 52.8 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 550)
156 162 178 142 210 406 449
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,183
COMMITMENTS
70,121 83,028 86,806 181,039 164,515 337,966 334,349 39,217 42,834
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 5,336)
-932 4,790 -4,815 7,831 3,057 2,083 3,032 3,252 2,304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.0 23.0 48.0 43.6 89.6 88.6 10.4 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 296)
62 94 116 84 71 233 236
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 798,054
COMMITMENTS
108,803 84,980 62,106 478,056 458,570 648,965 605,656 149,090 192,399
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 42,263)
3,374 12,765 18,252 30,016 7,072 51,642 38,089 -9,380 4,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 10.6 7.8 59.9 57.5 81.3 75.9 18.7 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
26 41 42 72 82 126 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 426,225
COMMITMENTS
41,982 45,091 3,913 302,449 279,378 348,344 328,382 77,881 97,843
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,635)
-5,641 6,694 -20 10,335 -14,941 4,674 -8,267 -1,040 11,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 10.6 0.9 71.0 65.5 81.7 77.0 18.3 23.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
6 12 6 42 47 52 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,031
COMMITMENTS
1,322 375 251 2,012 3,111 3,585 3,737 446 294
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -113)
-125 125 -9 67 -251 -67 -135 -46 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.8 9.3 6.2 49.9 77.2 88.9 92.7 11.1 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
11 4 5 15 13 28 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 345,046
COMMITMENTS
88,196 46,361 73,959 128,150 192,798 290,305 313,118 54,741 31,928
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 13,565)
7,081 -3,333 831 -1,021 14,619 6,890 12,117 6,675 1,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 13.4 21.4 37.1 55.9 84.1 90.7 15.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
88 48 73 82 88 208 179
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,714
COMMITMENTS
874 2,051 266 5,923 5,381 7,062 7,698 1,652 1,016
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -650)
-92 -800 18 -442 354 -515 -428 -135 -222
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 23.5 3.0 68.0 61.8 81.0 88.3 19.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
12 11 8 21 16 36 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,006,281
COMMITMENTS
226,970 197,131 42,666 625,827 664,129 895,463 903,926 110,819 102,355
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: -9,782)
306 -18,494 3,623 -17,914 10,220 -13,985 -4,651 4,203 -5,131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 19.6 4.2 62.2 66.0 89.0 89.8 11.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
49 35 29 83 102 142 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,937,419
COMMITMENTS
191,436 336,428 343,983 2088817 1776816 2624237 2457227 313,182 480,192
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 84,791)
-48,046 -46,240 24,328 116,589 90,490 92,871 68,577 -8,079 16,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 11.5 11.7 71.1 60.5 89.3 83.7 10.7 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
58 67 79 165 182 263 288
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,208,845
COMMITMENTS
192,901 287,332 247,729 1538216 1344723 1978846 1879784 229,999 329,062
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 61,118)
-23,135 -5,573 31,200 69,810 24,746 77,876 50,373 -16,757 10,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 13.0 11.2 69.6 60.9 89.6 85.1 10.4 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
37 59 49 103 134 173 209
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 286,762
COMMITMENTS
14,965 42,181 54,530 190,229 144,217 259,724 240,928 27,038 45,834
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 6,117)
-444 4,074 -2,965 8,023 1,136 4,615 2,245 1,502 3,872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 14.7 19.0 66.3 50.3 90.6 84.0 9.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
10 17 17 28 32 49 55
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,526
COMMITMENTS
21,979 7,586 3,508 45,850 59,494 71,337 70,587 9,189 9,938
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 2,018)
158 261 139 2,545 919 2,841 1,318 -823 700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 9.4 4.4 56.9 73.9 88.6 87.7 11.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
31 22 14 45 28 86 56
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,942
COMMITMENTS
4,115 320 2 8,529 12,947 12,646 13,269 1,296 673
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 326)
-52 -325 1 700 500 649 176 -323 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 2.3 0.0 61.2 92.9 90.7 95.2 9.3 4.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 3 7 7 15 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 133,168
COMMITMENTS
40,355 19,158 2,385 74,642 93,094 117,382 114,637 15,785 18,531
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 3,384)
512 1,264 183 3,689 837 4,385 2,284 -1,000 1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.3 14.4 1.8 56.1 69.9 88.1 86.1 11.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 25 11 42 27 78 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,421
COMMITMENTS
5,039 6,635 782 1,468 0 7,289 7,417 132 4
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 379)
162 511 0 129 0 291 511 88 -132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
67.9 89.4 10.5 19.8 0.0 98.2 99.9 1.8 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 2 2 0 15 7
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,557
COMMITMENTS
37 20,254 4 40,443 20,215 40,484 40,473 73 84
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 623)
-1,087 874 -23 1,737 -202 627 649 -4 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.1 49.9 0.0 99.7 49.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
1 18 1 10 12 12 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,208
COMMITMENTS
3,193 14,834 0 27,001 15,337 30,194 30,171 14 37
CHANGES FROM 11/05/13 (CHANGE IN OPEN INTEREST: 7,761)
2,293 2,021 0 5,460 5,728 7,753 7,749 8 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 49.1 0.0 89.4 50.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
6 10 0 10 11 16 21
Updated November 15, 2013