WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 364,164
COMMITMENTS
125,845 124,619 43,736 162,828 143,564 332,409 311,919 31,755 52,245
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -10,784)
-6,089 2,901 724 -3,519 -18,785 -8,884 -15,160 -1,900 4,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 34.2 12.0 44.7 39.4 91.3 85.7 8.7 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 367)
92 140 105 73 103 233 296
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,321,037
COMMITMENTS
357,962 493,216 173,923 637,230 410,669 1169115 1077808 151,922 243,229
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 36,819)
3,350 12,809 8,067 20,618 16,965 32,035 37,841 4,784 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 37.3 13.2 48.2 31.1 88.5 81.6 11.5 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 731)
160 212 178 264 260 535 562
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,592
COMMITMENTS
3,289 612 523 5,294 8,031 9,106 9,166 1,486 1,426
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 418)
226 -106 129 274 493 629 516 -211 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 5.8 4.9 50.0 75.8 86.0 86.5 14.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
17 8 8 13 14 33 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 584,429
COMMITMENTS
181,772 51,803 87,314 259,581 364,499 528,667 503,616 55,762 80,813
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -67,671)
-28,058 -18,922 -1,281 -33,681 -44,983 -63,020 -65,186 -4,651 -2,485
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 8.9 14.9 44.4 62.4 90.5 86.2 9.5 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 479)
134 121 144 143 187 359 386
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,025
COMMITMENTS
71,534 78,014 69,123 151,906 137,615 292,563 284,752 33,462 41,273
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,661)
164 -1,896 -1,727 5,816 7,305 4,253 3,682 -592 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.9 23.9 21.2 46.6 42.2 89.7 87.3 10.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
72 90 111 80 58 229 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 659,490
COMMITMENTS
80,868 66,841 13,413 410,266 407,227 504,547 487,481 154,943 172,009
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 1,586)
4,272 -20,482 135 -8,443 16,586 -4,036 -3,761 5,622 5,347
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 10.1 2.0 62.2 61.7 76.5 73.9 23.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 34 19 61 75 98 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 411,197
COMMITMENTS
43,610 35,643 3,881 282,218 292,896 329,709 332,420 81,488 78,777
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -295)
-2,032 -1,720 -340 1,930 4,195 -442 2,135 147 -2,430
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 8.7 0.9 68.6 71.2 80.2 80.8 19.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 9 6 41 46 52 58
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,215
COMMITMENTS
1,405 108 369 1,984 3,409 3,758 3,886 457 329
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -321)
-95 -47 -87 -134 -229 -316 -363 -5 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 2.6 8.8 47.1 80.9 89.2 92.2 10.8 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
11 3 6 16 15 29 22
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 283,833
COMMITMENTS
94,652 51,970 29,669 110,149 174,048 234,470 255,687 49,363 28,146
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 6,507)
3,772 -592 994 2,087 4,369 6,853 4,771 -346 1,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.3 18.3 10.5 38.8 61.3 82.6 90.1 17.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
85 54 58 68 72 190 158
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,795
COMMITMENTS
952 2,674 90 6,195 4,767 7,237 7,531 1,558 1,264
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -1,534)
-202 -446 -369 -594 -503 -1,165 -1,318 -369 -216
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 30.4 1.0 70.4 54.2 82.3 85.6 17.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
8 14 3 15 11 26 25
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 945,836
COMMITMENTS
179,573 192,393 7,590 652,545 643,643 839,708 843,626 106,128 102,210
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 17,470)
1,716 1,470 100 17,772 16,952 19,588 18,522 -2,118 -1,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 20.3 0.8 69.0 68.1 88.8 89.2 11.2 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
37 40 14 81 100 123 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,156,934
COMMITMENTS
234,180 359,850 37,081 1590772 1344891 1862033 1741822 294,901 415,112
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -30,431)
-5,918 -22,798 -6,966 -26,971 -156 -39,855 -29,920 9,424 -511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.9 16.7 1.7 73.8 62.4 86.3 80.8 13.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
41 75 42 123 145 193 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,816,511
COMMITMENTS
218,060 313,148 20,579 1345165 1175266 1583804 1508993 232,707 307,518
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 82,253)
9,378 -8,348 1,306 60,737 76,214 71,421 69,172 10,832 13,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 17.2 1.1 74.1 64.7 87.2 83.1 12.8 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
30 54 22 86 127 133 186
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 305,405
COMMITMENTS
16,670 36,444 60,139 201,724 169,940 278,533 266,523 26,872 38,882
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 3,075)
1,493 -2,405 -3,291 2,359 5,673 561 -23 2,514 3,098
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 11.9 19.7 66.1 55.6 91.2 87.3 8.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
9 18 16 32 35 52 58
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,415
COMMITMENTS
17,990 7,991 2,117 41,557 53,159 61,664 63,267 9,751 8,148
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 6,237)
2,577 1,720 104 3,245 2,806 5,926 4,630 311 1,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 11.2 3.0 58.2 74.4 86.3 88.6 13.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
31 24 8 41 24 78 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,832
COMMITMENTS
4,145 627 0 7,109 11,727 11,254 12,354 1,578 478
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 235)
-17 -15 0 250 250 233 235 2 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 4.9 0.0 55.4 91.4 87.7 96.3 12.3 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 0 5 6 12 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,165
COMMITMENTS
31,432 18,470 491 68,896 82,864 100,819 101,825 16,346 15,340
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 12,003)
5,337 3,618 59 5,990 5,112 11,386 8,789 617 3,214
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 15.8 0.4 58.8 70.7 86.0 86.9 14.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
27 27 4 39 21 70 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,891
COMMITMENTS
5,348 5,946 782 713 25 6,843 6,753 48 138
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 124)
187 128 -32 -30 25 125 121 -1 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.6 86.3 11.3 10.3 0.4 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 2 2 1 16 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,795
COMMITMENTS
1,261 19,491 27 38,419 20,197 39,707 39,715 88 80
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: -296)
118 -512 0 -461 238 -343 -274 47 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.2 49.0 0.1 96.5 50.8 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
1 19 1 11 13 13 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 10/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,695
COMMITMENTS
1,292 12,499 0 18,389 7,154 19,681 19,653 14 42
CHANGES FROM 10/22/13 (CHANGE IN OPEN INTEREST: 289)
1,099 -525 -83 -709 907 307 299 -18 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 63.5 0.0 93.4 36.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 0 9 11 13 22
Updated November 6, 2013