WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 518,009
COMMITMENTS
117,192 176,365 131,000 235,256 157,075 483,447 464,440 34,562 53,570
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 17,011)
3,110 11,715 5,429 8,669 4,490 17,208 21,633 -196 -4,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 34.0 25.3 45.4 30.3 93.3 89.7 6.7 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 424)
113 170 162 102 117 311 365
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 2,014,849
COMMITMENTS
330,276 416,768 644,871 847,082 637,444 1822228 1699082 192,621 315,767
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 69,023)
-6,308 8,539 44,353 33,505 17,536 71,549 70,428 -2,526 -1,405
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 20.7 32.0 42.0 31.6 90.4 84.3 9.6 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 831)
185 255 273 319 319 672 700
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,045
COMMITMENTS
2,573 484 1,356 5,079 7,359 9,008 9,200 2,037 1,845
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,534)
154 -181 4 -1,932 -1,524 -1,774 -1,701 240 167
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.3 4.4 12.3 46.0 66.6 81.6 83.3 18.4 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
14 7 9 18 14 36 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 723,098
COMMITMENTS
198,741 56,897 197,800 271,172 381,679 667,713 636,377 55,385 86,721
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,520)
6,227 -1,319 2,939 5,243 5,622 14,409 7,242 -2,890 4,277
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 7.9 27.4 37.5 52.8 92.3 88.0 7.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 545)
153 160 199 153 206 417 462
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 382,274
COMMITMENTS
67,395 92,628 80,332 195,127 163,750 342,854 336,710 39,420 45,564
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 5,091)
-2,726 9,601 -6,474 14,088 -765 4,887 2,361 203 2,730
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 24.2 21.0 51.0 42.8 89.7 88.1 10.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 283)
55 97 99 85 71 212 228
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 828,248
COMMITMENTS
111,218 81,579 69,473 499,515 484,944 680,207 635,995 148,041 192,252
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 30,193)
2,415 -3,401 7,367 21,459 26,373 31,242 30,340 -1,049 -147
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.8 8.4 60.3 58.6 82.1 76.8 17.9 23.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 173)
29 43 42 81 85 137 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 457,091
COMMITMENTS
45,233 43,719 5,224 317,851 304,054 368,308 352,997 88,783 104,093
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 30,866)
3,251 -1,372 1,311 15,402 24,676 19,963 24,615 10,902 6,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 9.6 1.1 69.5 66.5 80.6 77.2 19.4 22.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
6 10 6 46 49 56 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,795
COMMITMENTS
1,111 413 282 1,873 2,804 3,266 3,499 529 296
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -236)
-211 38 31 -139 -307 -319 -238 83 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 10.9 7.4 49.4 73.9 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 6 5 15 11 27 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 342,903
COMMITMENTS
90,379 49,596 73,316 128,781 189,985 292,476 312,896 50,427 30,006
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -2,143)
2,182 3,234 -643 631 -2,813 2,171 -221 -4,314 -1,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.4 14.5 21.4 37.6 55.4 85.3 91.2 14.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
87 55 78 84 87 216 185
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,635
COMMITMENTS
905 1,449 398 5,682 5,741 6,985 7,588 1,650 1,047
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -79)
31 -602 132 -241 360 -78 -110 -2 31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 16.8 4.6 65.8 66.5 80.9 87.9 19.1 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 13 9 20 16 36 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,050,283
COMMITMENTS
229,509 198,011 61,535 644,490 685,169 935,535 944,715 114,749 105,568
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 44,002)
2,540 880 18,869 18,664 21,040 40,072 40,789 3,930 3,213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 18.9 5.9 61.4 65.2 89.1 89.9 10.9 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
38 42 31 87 106 146 160
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,948,937
COMMITMENTS
209,039 344,786 303,221 2145971 1845176 2658231 2493184 290,706 455,753
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 11,518)
17,603 8,358 -40,762 57,154 68,360 33,995 35,957 -22,477 -24,439
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 11.7 10.3 72.8 62.6 90.1 84.5 9.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
52 71 81 164 180 262 286
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,315,005
COMMITMENTS
222,088 268,345 241,474 1604059 1489766 2067621 1999584 247,384 315,421
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 106,159)
29,187 -18,987 -6,255 65,843 145,043 88,775 119,800 17,384 -13,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 11.6 10.4 69.3 64.4 89.3 86.4 10.7 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
40 52 45 109 132 176 203
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 295,023
COMMITMENTS
16,516 43,049 56,317 197,356 155,539 270,189 254,905 24,834 40,119
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 8,261)
1,551 868 1,787 7,127 11,322 10,465 13,977 -2,203 -5,715
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 14.6 19.1 66.9 52.7 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 18 19 32 36 56 62
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 81,194
COMMITMENTS
22,282 10,274 3,450 45,497 56,193 71,229 69,917 9,965 11,277
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 668)
303 2,688 -58 -353 -3,301 -108 -670 776 1,338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 12.7 4.2 56.0 69.2 87.7 86.1 12.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
32 26 14 41 27 81 61
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,011
COMMITMENTS
4,120 320 2 8,429 12,947 12,551 13,269 1,461 743
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 70)
5 0 -0 -100 0 -95 -0 165 70
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 2.3 0.0 60.2 92.4 89.6 94.7 10.4 5.3
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 134,365
COMMITMENTS
40,921 24,505 2,299 74,135 86,492 117,356 113,297 17,008 21,068
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,197)
567 5,347 -86 -507 -6,601 -26 -1,340 1,223 2,537
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 18.2 1.7 55.2 64.4 87.3 84.3 12.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
27 30 11 38 26 73 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,603
COMMITMENTS
4,980 6,817 782 1,710 0 7,472 7,599 131 4
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 182)
-59 182 0 242 0 183 182 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.5 89.7 10.3 22.5 0.0 98.3 99.9 1.7 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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,374
COMMITMENTS
1,408 19,939 9 40,902 22,342 42,319 42,290 55 84
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,817)
1,371 -315 5 459 2,127 1,835 1,817 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 47.1 0.0 96.5 52.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 15 1 12 14 14 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,049
COMMITMENTS
1,272 15,098 75 27,701 13,822 29,048 28,995 1 54
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,159)
-1,921 264 75 700 -1,515 -1,146 -1,176 -13 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 52.0 0.3 95.4 47.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 11 1 9 13 16 25
Updated November 22, 2013