WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,814
COMMITMENTS
117,787 183,133 140,784 211,307 127,558 469,878 451,475 33,936 52,339
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 15,754)
3,129 2,420 11,253 1,596 2,467 15,977 16,140 -223 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 36.3 27.9 41.9 25.3 93.3 89.6 6.7 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 400)
118 153 134 95 100 284 327
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 157,451
COMMITMENTS
47,586 37,124 24,469 68,792 67,946 140,847 129,540 16,604 27,911
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 3,080)
-2,022 3,579 609 3,843 -337 2,430 3,850 650 -771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.2 23.6 15.5 43.7 43.2 89.5 82.3 10.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
50 51 51 58 62 133 145
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,524,435
COMMITMENTS
304,078 342,634 404,907 658,175 493,036 1367160 1240576 157,276 283,860
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -26,527)
-1,113 -18,829 -3,606 -16,429 -7,054 -21,148 -29,489 -5,379 2,962
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 22.5 26.6 43.2 32.3 89.7 81.4 10.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
149 201 219 290 295 578 592
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,662
COMMITMENTS
3,148 177 1,082 4,283 8,200 8,513 9,458 2,150 1,204
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 298)
27 2 89 6 132 121 222 177 76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 1.7 10.1 40.2 76.9 79.8 88.7 20.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
16 6 8 14 14 35 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 786,037
COMMITMENTS
243,299 60,929 207,894 272,436 417,387 723,628 686,210 62,409 99,827
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -25,224)
-4,114 -331 -2,395 -15,905 -18,329 -22,414 -21,056 -2,810 -4,169
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.0 7.8 26.4 34.7 53.1 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 537)
171 152 200 148 191 427 448
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 372,123
COMMITMENTS
73,908 108,023 67,025 193,393 154,932 334,326 329,980 37,797 42,143
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -7,424)
-383 1,191 -2,406 -3,280 -1,831 -6,069 -3,046 -1,355 -4,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 29.0 18.0 52.0 41.6 89.8 88.7 10.2 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
59 102 87 89 75 206 226
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 816,272
COMMITMENTS
133,765 83,008 67,990 479,211 485,690 680,966 636,688 135,305 179,584
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 25,815)
18,416 -27 4,391 8,193 28,731 31,000 33,094 -5,185 -7,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 10.2 8.3 58.7 59.5 83.4 78.0 16.6 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
36 33 42 83 88 140 142
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 458,910
COMMITMENTS
50,787 68,254 5,755 323,893 298,203 380,435 372,211 78,475 86,699
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 5,413)
-1,858 1,706 -1,777 7,102 7,393 3,467 7,321 1,946 -1,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.9 1.3 70.6 65.0 82.9 81.1 17.1 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
8 17 10 44 43 59 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,249
COMMITMENTS
988 386 276 1,410 2,411 2,674 3,073 575 176
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -184)
58 9 -29 -80 -11 -51 -31 -133 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 11.9 8.5 43.4 74.2 82.3 94.6 17.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 6 14 13 26 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 322,741
COMMITMENTS
100,823 47,452 56,047 112,976 187,730 269,846 291,229 52,895 31,512
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -6,078)
-3,926 501 -1,574 2,179 -4,722 -3,321 -5,795 -2,758 -283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.2 14.7 17.4 35.0 58.2 83.6 90.2 16.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
87 53 76 80 87 212 184
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,587
COMMITMENTS
820 1,389 241 4,874 4,657 5,935 6,287 1,652 1,299
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -26)
-60 412 -166 117 -201 -110 45 84 -71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 18.3 3.2 64.2 61.4 78.2 82.9 21.8 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 7 9 19 12 33 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 811,712
COMMITMENTS
203,962 167,553 14,040 493,913 525,344 711,915 706,936 99,798 104,776
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -32,784)
-2,567 -6,639 1,096 -23,548 -27,924 -25,019 -33,467 -7,765 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.1 20.6 1.7 60.8 64.7 87.7 87.1 12.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
41 30 20 86 91 134 134
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,987,254
COMMITMENTS
233,377 333,865 446,166 2070525 1744487 2750068 2524519 237,187 462,735
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 194,956)
28,065 -14,248 102,434 77,065 122,540 207,564 210,726 -12,608 -15,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 11.2 14.9 69.3 58.4 92.1 84.5 7.9 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 325)
61 71 79 155 165 258 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,210,762
COMMITMENTS
292,490 266,883 202,128 1511852 1382132 2006471 1851143 204,291 359,619
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 214,192)
24,284 32,208 46,522 137,755 112,879 208,560 191,609 5,632 22,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 12.1 9.1 68.4 62.5 90.8 83.7 9.2 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
48 48 42 104 129 169 202
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 308,324
COMMITMENTS
17,519 55,585 49,849 212,394 155,510 279,761 260,943 28,562 47,380
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 16,320)
4,550 12,225 -641 8,881 5,871 12,789 17,455 3,531 -1,135
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 18.0 16.2 68.9 50.4 90.7 84.6 9.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
11 17 16 31 30 51 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,118
COMMITMENTS
15,058 10,618 826 37,000 42,217 52,883 53,661 8,234 7,457
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -28,664)
-4,175 3,530 -4,806 -17,819 -26,083 -26,799 -27,358 -1,865 -1,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 17.4 1.4 60.5 69.1 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 22 9 39 22 72 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,236
COMMITMENTS
30,115 21,236 1,653 73,999 84,434 105,767 107,323 16,469 14,913
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -23,674)
-5,839 2,176 -3,165 -13,347 -22,237 -22,352 -23,226 -1,322 -447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 17.4 1.4 60.5 69.1 86.5 87.8 13.5 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 104)
29 22 9 39 22 72 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,599
COMMITMENTS
5,610 6,100 1,385 569 90 7,564 7,575 35 24
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -1,394)
-973 -1,075 -428 22 90 -1,379 -1,413 -15 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
73.8 80.3 18.2 7.5 1.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 3 1 1 14 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,745
COMMITMENTS
5,210 23,725 0 44,501 25,895 49,711 49,620 34 125
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -114)
714 529 0 -808 -660 -94 -131 -20 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 47.7 0.0 89.5 52.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 17 0 12 18 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,246
COMMITMENTS
1,191 19,433 0 29,054 10,743 30,245 30,176 1 70
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 1,393)
383 593 0 1,043 778 1,426 1,371 -33 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 64.2 0.0 96.1 35.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 13 0 9 15 11 28
Updated December 30, 2013