WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 450,072
COMMITMENTS
120,030 186,721 94,930 201,929 118,061 416,889 399,712 33,183 50,360
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -67,938)
2,838 10,356 -36,070 -33,327 -39,014 -66,558 -64,728 -1,380 -3,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 41.5 21.1 44.9 26.2 92.6 88.8 7.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
105 160 134 102 112 290 334
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,557,202
COMMITMENTS
308,429 392,784 366,203 709,275 501,664 1383907 1260651 173,295 296,551
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -457,648)
-21,847 -23,983 -278,668 -137,807 -135,780 -438,321 -438,431 -19,327 -19,217
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 25.2 23.5 45.5 32.2 88.9 81.0 11.1 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
147 209 209 290 289 565 596
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,448
COMMITMENTS
2,755 209 861 4,141 7,259 7,757 8,329 1,691 1,120
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -1,596)
183 -276 -495 -938 -100 -1,251 -871 -345 -725
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 2.2 9.1 43.8 76.8 82.1 88.1 17.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
16 5 7 16 12 35 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 741,684
COMMITMENTS
215,590 57,977 198,447 265,994 393,017 680,031 649,442 61,652 92,242
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 18,586)
16,850 1,080 647 -5,178 11,338 12,318 13,065 6,267 5,521
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 7.8 26.8 35.9 53.0 91.7 87.6 8.3 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 559)
172 152 191 145 205 414 464
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 359,489
COMMITMENTS
71,019 85,693 62,636 187,728 167,766 321,382 316,095 38,107 43,394
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -22,785)
3,624 -6,936 -17,696 -7,399 4,017 -21,472 -20,616 -1,314 -2,170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 23.8 17.4 52.2 46.7 89.4 87.9 10.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
66 79 95 83 69 213 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 907,377
COMMITMENTS
109,734 81,332 64,780 585,296 547,784 759,811 693,896 147,566 213,481
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 79,129)
-1,484 -247 -4,692 85,781 62,840 79,604 57,901 -475 21,229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.1 9.0 7.1 64.5 60.4 83.7 76.5 16.3 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
31 38 44 75 81 130 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 469,369
COMMITMENTS
48,083 55,242 18,032 310,635 290,693 376,751 363,968 92,619 105,401
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 12,278)
2,850 11,523 12,808 -7,216 -13,361 8,443 10,970 3,836 1,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 11.8 3.8 66.2 61.9 80.3 77.5 19.7 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
6 16 15 47 49 64 69
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,366
COMMITMENTS
1,014 299 193 1,596 2,657 2,803 3,149 563 217
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -429)
-97 -114 -89 -277 -147 -463 -350 34 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 8.9 5.7 47.4 78.9 83.3 93.6 16.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 5 14 14 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 306,137
COMMITMENTS
95,778 44,580 49,259 108,639 181,660 253,676 275,499 52,461 30,637
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -36,766)
5,399 -5,016 -24,056 -20,143 -8,325 -38,800 -37,397 2,034 631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.3 14.6 16.1 35.5 59.3 82.9 90.0 17.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
86 49 75 79 85 206 180
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,793
COMMITMENTS
994 1,078 451 5,666 6,087 7,111 7,616 1,682 1,177
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 158)
89 -372 53 -16 346 126 28 32 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 12.3 5.1 64.4 69.2 80.9 86.6 19.1 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
10 12 9 22 17 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,019,710
COMMITMENTS
232,192 179,409 35,836 624,058 692,610 892,087 907,855 127,624 111,855
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -30,573)
2,683 -18,602 -25,699 -20,432 7,441 -43,448 -36,859 12,875 6,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 17.6 3.5 61.2 67.9 87.5 89.0 12.5 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
41 32 25 87 98 142 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,894,216
COMMITMENTS
222,326 345,871 300,495 2058261 1770073 2581082 2416439 313,134 477,778
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -54,721)
13,287 1,084 -2,726 -87,710 -75,103 -77,149 -76,745 22,429 22,024
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 12.0 10.4 71.1 61.2 89.2 83.5 10.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
51 66 76 156 171 250 270
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,180,175
COMMITMENTS
282,540 262,732 154,574 1444357 1427561 1881471 1844867 298,703 335,308
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -134,830)
60,451 -5,613 -86,899 -159,702 -62,205 -186,150 -154,717 51,320 19,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 12.1 7.1 66.2 65.5 86.3 84.6 13.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
41 49 41 94 122 156 192
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 291,228
COMMITMENTS
15,026 43,944 53,067 197,506 153,395 265,599 250,406 25,630 40,822
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,795)
-1,490 895 -3,250 150 -2,143 -4,591 -4,499 795 703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 15.1 18.2 67.8 52.7 91.2 86.0 8.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
13 18 19 30 34 54 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 84,087
COMMITMENTS
23,633 10,200 3,777 46,927 58,456 74,337 72,434 9,750 11,654
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,894)
1,351 -74 327 1,430 2,263 3,108 2,517 -215 377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.1 12.1 4.5 55.8 69.5 88.4 86.1 11.6 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
30 29 16 42 28 84 63
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,824
COMMITMENTS
4,148 320 1 8,179 12,697 12,328 13,018 1,496 806
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -187)
28 0 -0 -250 -250 -222 -250 35 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 2.3 0.0 59.2 91.8 89.2 94.2 10.8 5.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 3 6 8 14 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,526
COMMITMENTS
43,817 24,607 2,705 77,495 91,519 124,017 118,831 16,509 21,695
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 6,161)
2,896 101 406 3,360 5,027 6,661 5,534 -500 627
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 17.5 1.9 55.1 65.1 88.3 84.6 11.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
26 32 13 40 26 77 60
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,005
COMMITMENTS
5,072 7,220 782 2,020 0 7,874 8,002 131 3
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 402)
92 403 0 310 0 402 403 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.4 90.2 9.8 25.2 0.0 98.4 100.0 1.6 0.0
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,313
COMMITMENTS
5,468 20,390 0 40,811 25,841 46,279 46,231 34 82
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,939)
4,060 451 -9 -91 3,499 3,960 3,941 -21 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 44.0 0.0 88.1 55.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 16 0 11 15 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,265
COMMITMENTS
208 16,274 20 31,986 15,948 32,214 32,242 51 23
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,216)
-1,064 1,176 -55 4,285 2,126 3,166 3,247 50 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 50.4 0.1 99.1 49.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 13 1 10 13 12 26
Updated December 2, 2013