WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 364,997
COMMITMENTS
114,627 137,911 48,273 173,041 124,231 335,941 310,415 29,056 54,582
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 833)
-11,218 13,292 4,537 10,213 -19,333 3,532 -1,504 -2,699 2,337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 37.8 13.2 47.4 34.0 92.0 85.0 8.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
84 154 108 74 102 231 302
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,332,836
COMMITMENTS
370,306 488,644 167,313 645,170 432,892 1182789 1088849 150,047 243,987
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 11,799)
12,344 -4,572 -6,610 7,940 22,223 13,674 11,041 -1,875 758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 36.7 12.6 48.4 32.5 88.7 81.7 11.3 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 737)
160 213 180 268 265 538 571
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,617
COMMITMENTS
2,865 630 256 5,824 8,230 8,945 9,116 1,672 1,501
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 25)
-424 18 -267 530 199 -161 -50 186 75
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 5.9 2.4 54.9 77.5 84.3 85.9 15.7 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
15 9 5 15 14 32 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,699
COMMITMENTS
182,112 70,374 84,769 246,280 332,579 513,161 487,722 50,538 75,977
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -20,730)
340 18,571 -2,545 -13,301 -31,920 -15,506 -15,894 -5,224 -4,836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 12.5 15.0 43.7 59.0 91.0 86.5 9.0 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 498)
125 139 127 132 189 336 393
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 328,711
COMMITMENTS
75,788 76,957 64,545 153,511 147,309 293,844 288,811 34,867 39,900
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 2,686)
4,254 -1,057 -4,578 1,605 9,694 1,281 4,059 1,405 -1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.1 23.4 19.6 46.7 44.8 89.4 87.9 10.6 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
69 87 110 85 64 230 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 670,743
COMMITMENTS
100,850 76,384 7,570 420,471 414,258 528,891 498,212 141,852 172,531
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 11,253)
19,982 9,543 -5,843 10,205 7,031 24,344 10,731 -13,091 522
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.0 11.4 1.1 62.7 61.8 78.9 74.3 21.1 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
27 34 17 58 78 96 118
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 422,231
COMMITMENTS
47,623 38,396 3,932 292,114 294,319 343,669 336,647 78,562 85,584
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 11,034)
4,013 2,753 51 9,896 1,423 13,960 4,227 -2,926 6,807
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 9.1 0.9 69.2 69.7 81.4 79.7 18.6 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 10 6 41 46 52 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,144
COMMITMENTS
1,447 250 260 1,945 3,362 3,652 3,872 492 272
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -71)
42 142 -109 -39 -47 -106 -14 35 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.9 6.0 6.3 46.9 81.1 88.1 93.4 11.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 4 5 15 16 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 272,399
COMMITMENTS
82,952 57,197 31,287 113,219 155,641 227,458 244,125 44,941 28,274
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -11,434)
-11,700 5,227 1,618 3,070 -18,407 -7,012 -11,562 -4,422 128
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.5 21.0 11.5 41.6 57.1 83.5 89.6 16.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
85 57 63 76 78 196 171
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,845
COMMITMENTS
919 2,913 66 6,112 4,690 7,097 7,669 1,748 1,176
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 50)
-33 239 -24 -83 -77 -140 138 190 -88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 32.9 0.7 69.1 53.0 80.2 86.7 19.8 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
9 15 3 20 13 32 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 961,104
COMMITMENTS
227,287 216,596 6,244 622,193 631,279 855,724 854,119 105,380 106,985
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 15,268)
47,714 24,203 -1,346 -30,352 -12,364 16,016 10,493 -748 4,775
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.6 22.5 0.6 64.7 65.7 89.0 88.9 11.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
39 46 14 83 101 127 156
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,275,937
COMMITMENTS
236,304 425,492 53,944 1688732 1365097 1978980 1844533 296,957 431,404
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 119,003)
2,124 65,642 16,863 97,960 20,206 116,947 102,711 2,056 16,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 18.7 2.4 74.2 60.0 87.0 81.0 13.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
40 81 44 124 153 192 250
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,872,456
COMMITMENTS
230,315 323,506 25,315 1380118 1214817 1635748 1563638 236,708 308,818
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 55,945)
12,255 10,358 4,736 34,953 39,551 51,944 54,645 4,001 1,300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 17.3 1.4 73.7 64.9 87.4 83.5 12.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
37 52 20 87 122 138 180
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 277,789
COMMITMENTS
15,994 38,153 55,478 180,978 142,645 252,450 236,276 25,339 41,513
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -27,616)
-676 1,709 -4,661 -20,746 -27,295 -26,083 -30,247 -1,533 2,631
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.8 13.7 20.0 65.1 51.4 90.9 85.1 9.1 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 17 15 27 31 48 53
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,549
COMMITMENTS
21,783 7,275 2,612 42,240 57,611 66,634 67,497 9,915 9,052
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 5,134)
3,794 -716 495 683 4,452 4,971 4,231 164 904
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 9.5 3.4 55.2 75.3 87.0 88.2 13.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
33 22 9 41 25 80 54
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,605
COMMITMENTS
4,157 645 0 7,829 12,447 11,986 13,092 1,619 513
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 773)
12 18 0 720 720 732 738 41 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 4.7 0.0 57.5 91.5 88.1 96.2 11.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 2 0 7 7 15 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 125,887
COMMITMENTS
39,785 17,793 690 68,821 90,327 109,296 108,810 16,591 17,077
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 8,722)
8,353 -677 199 -75 7,463 8,477 6,985 245 1,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 14.1 0.5 54.7 71.8 86.8 86.4 13.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
30 25 4 38 23 70 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,042
COMMITMENTS
4,877 6,124 782 1,339 0 6,998 6,906 44 136
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 151)
-471 178 0 626 -25 155 153 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.3 87.0 11.1 19.0 0.0 99.4 98.1 0.6 1.9
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
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,934
COMMITMENTS
1,124 19,380 27 38,706 20,417 39,857 39,824 77 110
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 139)
-137 -111 0 287 220 150 109 -11 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 48.5 0.1 96.9 51.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 19 1 10 13 12 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,447
COMMITMENTS
900 12,813 0 21,541 9,609 22,441 22,422 6 25
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 2,752)
-392 314 0 3,152 2,455 2,760 2,769 -8 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.0 57.1 0.0 96.0 42.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 0 10 10 14 21
Updated November 8, 2013