WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 465,509
COMMITMENTS
114,648 181,049 110,759 207,990 121,933 433,397 413,741 32,112 51,768
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 11,921)
-4,830 -518 10,196 4,845 247 10,211 9,924 1,710 1,997
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 38.9 23.8 44.7 26.2 93.1 88.9 6.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 393)
101 154 128 102 107 282 323
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,536,489
COMMITMENTS
307,010 353,006 394,802 673,373 510,470 1375184 1258277 161,305 278,212
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 14,930)
-5,138 -27,347 22,183 -1,285 22,435 15,760 17,271 -830 -2,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 23.0 25.7 43.8 33.2 89.5 81.9 10.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 749)
145 219 224 289 306 578 622
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,796
COMMITMENTS
3,035 145 1,042 4,039 7,614 8,116 8,800 1,679 995
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 365)
60 -134 106 4 289 171 261 195 105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 1.5 10.6 41.2 77.7 82.9 89.8 17.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 6 7 15 12 36 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,314
COMMITMENTS
239,750 61,284 211,095 275,169 418,310 726,014 690,688 63,301 98,626
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 33,192)
12,492 -2,941 7,429 12,862 27,914 32,784 32,402 408 790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 7.8 26.7 34.9 53.0 92.0 87.5 8.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 561)
178 161 200 142 198 432 457
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 374,086
COMMITMENTS
71,284 103,394 63,828 199,519 162,905 334,630 330,127 39,455 43,959
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 6,766)
-1,212 4,629 -96 6,530 2,089 5,223 6,622 1,543 144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 27.6 17.1 53.3 43.5 89.5 88.2 10.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
56 97 88 85 71 203 217
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 795,235
COMMITMENTS
111,424 91,150 62,102 483,911 438,782 657,437 592,033 137,798 203,202
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -50,148)
-8,972 15,592 -2,532 -36,887 -62,178 -48,391 -49,118 -1,757 -1,030
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 11.5 7.8 60.9 55.2 82.7 74.4 17.3 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 37 41 81 86 134 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 465,115
COMMITMENTS
53,174 62,076 13,129 319,983 297,798 386,285 373,004 78,830 92,112
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -19,325)
-1,035 596 -4,479 -7,620 -16,314 -13,135 -20,197 -6,190 872
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 13.3 2.8 68.8 64.0 83.1 80.2 16.9 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
8 17 14 46 48 65 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,147
COMMITMENTS
950 435 247 1,208 2,157 2,405 2,839 742 308
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -166)
-47 110 64 -267 -404 -250 -230 84 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 13.8 7.8 38.4 68.5 76.4 90.2 23.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 6 11 10 23 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 317,475
COMMITMENTS
102,238 43,963 53,352 108,350 189,468 263,940 286,782 53,535 30,693
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 4,999)
3,285 -101 2,208 -1,962 1,040 3,531 3,147 1,468 1,852
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.2 13.8 16.8 34.1 59.7 83.1 90.3 16.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
87 53 75 75 85 205 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,262
COMMITMENTS
1,200 750 746 4,757 5,307 6,703 6,803 1,559 1,459
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,022)
-89 -131 -124 -493 -1,011 -706 -1,266 -316 244
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.1 9.0 57.6 64.2 81.1 82.3 18.9 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
14 5 10 21 15 39 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 918,012
COMMITMENTS
236,646 166,249 12,506 557,821 637,045 806,973 815,800 111,039 102,212
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -91,181)
-9,619 -19,100 -7,046 -70,710 -68,036 -87,375 -94,182 -3,805 3,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 18.1 1.4 60.8 69.4 87.9 88.9 12.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
35 33 18 84 101 130 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,853,102
COMMITMENTS
218,709 345,434 333,326 2050662 1693507 2602697 2372267 250,405 480,835
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -138,678)
-67,858 -74,334 -1,838 -64,550 -67,639 -134,246 -143,811 -4,431 5,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 12.1 11.7 71.9 59.4 91.2 83.1 8.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
60 67 80 159 169 261 274
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,047,728
COMMITMENTS
273,369 244,530 131,910 1423675 1341850 1828954 1718289 218,775 329,439
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -87,379)
-11,475 -3,069 -4,327 -39,595 -81,586 -55,397 -88,982 -31,982 1,603
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 11.9 6.4 69.5 65.5 89.3 83.9 10.7 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
46 48 40 104 131 167 202
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 275,696
COMMITMENTS
15,519 44,431 49,259 187,748 136,311 252,526 230,001 23,170 45,696
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 10,223)
-522 4,124 -682 10,757 5,044 9,553 8,486 670 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 16.1 17.9 68.1 49.4 91.6 83.4 8.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
14 15 18 30 31 53 56
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 87,136
COMMITMENTS
24,076 7,691 4,593 48,458 65,162 77,127 77,445 10,009 9,691
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,558)
-2,101 -166 -281 972 -113 -1,410 -560 -148 -998
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.6 8.8 5.3 55.6 74.8 88.5 88.9 11.5 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 120)
38 23 19 47 29 96 63
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,568
COMMITMENTS
3,970 522 41 8,927 13,445 12,938 14,008 1,629 559
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -4)
-15 0 33 0 0 17 33 -21 -37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 3.6 0.3 61.3 92.3 88.8 96.2 11.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 2 6 7 10 15 18
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 145,137
COMMITMENTS
46,359 20,484 2,956 79,062 103,433 128,378 126,874 16,760 18,263
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -3,108)
-4,331 -492 -468 1,944 -225 -2,855 -1,186 -254 -1,923
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 14.1 2.0 54.5 71.3 88.5 87.4 11.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
34 28 18 44 26 91 59
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,115
COMMITMENTS
4,886 7,337 1,766 2,399 0 9,051 9,103 64 12
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 1,110)
-186 117 984 379 0 1,177 1,101 -67 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.6 80.5 19.4 26.3 0.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 4 2 0 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,226
COMMITMENTS
4,636 22,624 0 53,557 35,488 58,193 58,112 33 114
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 10,872)
-370 1,622 0 11,719 9,718 11,349 11,340 -477 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 38.9 0.0 92.0 60.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 17 0 11 17 13 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,025
COMMITMENTS
752 18,579 195 41,066 23,214 42,013 41,988 12 37
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 6,019)
358 2,645 -2,975 8,648 6,336 6,031 6,006 -12 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.8 44.2 0.5 97.7 55.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 13 1 10 12 12 26
Updated December 19, 2013