WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,589
COMMITMENTS
119,478 181,567 100,563 203,145 121,686 423,186 403,817 30,403 49,772
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 3,517)
-552 -5,153 5,633 1,216 3,625 6,297 4,105 -2,780 -588
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 40.0 22.2 44.8 26.8 93.3 89.0 6.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
107 160 135 100 107 294 328
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,521,559
COMMITMENTS
312,148 380,353 372,619 674,658 488,035 1359425 1241007 162,135 280,553
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -35,642)
3,720 -12,431 6,416 -34,618 -13,629 -24,482 -19,644 -11,160 -15,998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 25.0 24.5 44.3 32.1 89.3 81.6 10.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
155 201 208 279 292 554 593
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,430
COMMITMENTS
2,975 279 936 4,035 7,325 7,946 8,539 1,485 891
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -18)
220 71 74 -106 66 188 211 -207 -229
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.5 3.0 9.9 42.8 77.7 84.3 90.6 15.7 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 7 8 17 12 38 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 756,122
COMMITMENTS
227,258 64,225 203,665 262,307 390,396 693,230 658,286 62,892 97,836
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 14,439)
11,667 6,247 5,218 -3,686 -2,621 13,199 8,844 1,240 5,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 8.5 26.9 34.7 51.6 91.7 87.1 8.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 558)
167 164 187 147 204 419 455
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,320
COMMITMENTS
72,495 98,765 63,924 192,988 160,816 329,408 323,505 37,912 43,815
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 7,831)
1,476 13,073 1,288 5,261 -6,951 8,025 7,410 -194 421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 26.9 17.4 52.5 43.8 89.7 88.1 10.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
64 95 95 84 69 215 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 845,383
COMMITMENTS
120,397 75,558 64,634 520,798 500,960 705,828 641,152 139,555 204,232
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -61,994)
10,662 -5,774 -147 -64,498 -46,823 -53,983 -52,744 -8,011 -9,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.2 8.9 7.6 61.6 59.3 83.5 75.8 16.5 24.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 40 42 75 86 131 143
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 484,440
COMMITMENTS
54,209 61,480 17,608 327,603 314,112 399,420 393,201 85,020 91,239
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 15,071)
6,126 6,238 -424 16,968 23,419 22,670 29,233 -7,599 -14,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.2 12.7 3.6 67.6 64.8 82.4 81.2 17.6 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 93)
8 17 15 51 52 71 72
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,313
COMMITMENTS
997 325 183 1,475 2,561 2,655 3,069 658 244
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -53)
-17 26 -10 -121 -96 -148 -80 95 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 9.8 5.5 44.5 77.3 80.1 92.6 19.9 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
8 2 4 12 14 22 18
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 312,476
COMMITMENTS
98,953 44,063 51,145 110,311 188,428 260,409 283,635 52,067 28,841
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 6,339)
3,175 -517 1,885 1,673 6,767 6,733 8,136 -394 -1,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.7 14.1 16.4 35.3 60.3 83.3 90.8 16.7 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
87 52 69 76 82 198 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,284
COMMITMENTS
1,290 881 871 5,249 6,318 7,410 8,069 1,874 1,215
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 491)
295 -197 420 -417 231 299 453 193 38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.5 9.4 56.5 68.0 79.8 86.9 20.2 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 10 11 20 17 39 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,009,192
COMMITMENTS
246,265 185,349 19,553 628,531 705,081 894,349 909,983 114,844 99,210
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -10,518)
14,073 5,940 -16,283 4,473 12,471 2,262 2,127 -12,780 -12,645
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 18.4 1.9 62.3 69.9 88.6 90.2 11.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
39 35 19 84 97 134 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,991,780
COMMITMENTS
286,567 419,768 335,164 2115213 1761146 2736944 2516078 254,836 475,702
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 97,564)
64,241 73,898 34,669 56,951 -8,928 155,861 99,639 -58,298 -2,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.0 11.2 70.7 58.9 91.5 84.1 8.5 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
56 70 79 158 170 257 276
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,135,108
COMMITMENTS
284,844 247,599 136,237 1463271 1423436 1884351 1807272 250,756 327,836
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -45,067)
2,304 -15,132 -18,338 18,913 -4,125 2,880 -37,595 -47,947 -7,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.6 6.4 68.5 66.7 88.3 84.6 11.7 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
41 45 45 105 130 167 200
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 265,474
COMMITMENTS
16,041 40,307 49,941 176,991 131,267 242,973 221,515 22,501 43,959
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: -25,754)
1,016 -3,636 -3,126 -20,515 -22,128 -22,626 -28,891 -3,129 3,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 15.2 18.8 66.7 49.4 91.5 83.4 8.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
13 15 16 29 29 50 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 88,694
COMMITMENTS
26,177 7,857 4,874 47,486 65,274 78,537 78,005 10,157 10,689
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 4,607)
2,543 -2,343 1,097 560 6,818 4,200 5,572 407 -965
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 8.9 5.5 53.5 73.6 88.5 87.9 11.5 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
35 24 17 42 26 87 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,572
COMMITMENTS
3,985 522 9 8,927 13,445 12,921 13,976 1,651 596
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 748)
-163 202 7 748 748 593 957 155 -210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 3.6 0.1 61.3 92.3 88.7 95.9 11.3 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 2 5 7 10 15 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 148,245
COMMITMENTS
50,689 20,977 3,425 77,118 103,659 131,232 128,060 17,013 20,186
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 7,719)
6,872 -3,630 719 -377 12,140 7,215 9,229 505 -1,510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 14.1 2.3 52.0 69.9 88.5 86.4 11.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 28 13 39 23 80 55
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 47,354
COMMITMENTS
5,006 21,002 0 41,838 25,770 46,844 46,772 510 582
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 1,041)
-462 612 0 1,027 -71 565 541 476 500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.6 44.4 0.0 88.4 54.4 98.9 98.8 1.1 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 16 0 12 15 14 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 36,006
COMMITMENTS
394 15,934 3,170 32,418 16,878 35,982 35,982 24 24
CHANGES FROM 11/26/13 (CHANGE IN OPEN INTEREST: 3,741)
186 -340 3,150 432 930 3,768 3,740 -27 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.1 44.3 8.8 90.0 46.9 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 13 1 10 12 12 26
Updated December 6, 2013