WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 412,986
COMMITMENTS
128,761 183,840 57,213 196,166 122,175 382,140 363,228 30,846 49,758
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 9,836)
6,233 13,111 134 3,608 1,249 9,975 14,494 -139 -4,658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 44.5 13.9 47.5 29.6 92.5 88.0 7.5 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 396)
105 155 116 88 107 263 322
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,386,379
COMMITMENTS
386,258 456,757 194,228 653,518 495,408 1234004 1146393 152,375 239,986
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 15,307)
2,860 2,225 6,436 11,035 12,562 20,331 21,223 -5,024 -5,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 32.9 14.0 47.1 35.7 89.0 82.7 11.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 774)
160 225 192 283 294 571 612
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,238
COMMITMENTS
2,534 638 270 4,490 6,552 7,294 7,460 1,944 1,778
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,402)
-45 -75 48 -1,636 -1,582 -1,633 -1,609 231 207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.4 6.9 2.9 48.6 70.9 79.0 80.8 21.0 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 9 7 15 13 31 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 580,418
COMMITMENTS
200,297 57,135 89,321 240,892 355,410 530,510 501,866 49,908 78,552
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,434)
5,353 -7,845 -632 836 6,338 5,557 -2,139 -3,123 4,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 9.8 15.4 41.5 61.2 91.4 86.5 8.6 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 513)
151 126 137 138 195 357 405
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,724
COMMITMENTS
74,771 91,040 50,710 172,808 150,189 298,289 291,939 38,435 44,785
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 2,518)
-858 9,922 -8,806 12,381 -1,216 2,717 -100 -199 2,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 27.0 15.1 51.3 44.6 88.6 86.7 11.4 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 277)
64 84 92 82 60 204 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 687,245
COMMITMENTS
90,966 91,274 9,506 459,547 410,520 560,019 511,300 127,226 175,945
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 10,912)
-5,521 2,207 1,811 17,076 6,757 13,366 10,775 -2,454 137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 13.3 1.4 66.9 59.7 81.5 74.4 18.5 25.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
24 40 24 71 77 110 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 456,672
COMMITMENTS
45,233 43,812 5,131 317,847 304,048 368,211 352,991 88,461 103,681
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 30,713)
3,251 -1,278 1,218 15,398 24,670 19,867 24,610 10,846 6,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 9.6 1.1 69.6 66.6 80.6 77.3 19.4 22.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
6 10 4 46 48 54 60
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,795
COMMITMENTS
1,111 413 282 1,873 2,804 3,266 3,499 529 296
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -236)
-211 38 31 -139 -307 -319 -238 83 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 10.9 7.4 49.4 73.9 86.1 92.2 13.9 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
10 6 5 15 11 27 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 284,962
COMMITMENTS
92,924 58,388 31,866 112,885 166,340 237,675 256,594 47,287 28,368
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -865)
2,473 4,416 -1,171 1,659 -2,853 2,961 392 -3,826 -1,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 20.5 11.2 39.6 58.4 83.4 90.0 16.6 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
81 58 68 78 79 204 172
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,174
COMMITMENTS
901 1,573 177 5,506 5,417 6,584 7,167 1,590 1,007
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -71)
36 -560 88 -190 365 -66 -107 -5 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 19.2 2.2 67.4 66.3 80.5 87.7 19.5 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 14 5 16 13 29 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 997,416
COMMITMENTS
234,093 200,082 23,689 627,087 668,950 884,869 892,721 112,547 104,695
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 38,008)
5,522 161 14,127 15,511 20,907 35,160 35,195 2,848 2,813
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.5 20.1 2.4 62.9 67.1 88.7 89.5 11.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
37 42 20 85 102 134 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,374,368
COMMITMENTS
211,182 391,545 49,691 1845076 1506684 2105949 1947920 268,419 426,448
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 82,253)
14,331 13,615 -4,440 90,360 88,767 100,251 97,942 -17,998 -15,689
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 16.5 2.1 77.7 63.5 88.7 82.0 11.3 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
39 82 46 127 161 195 260
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,029,502
COMMITMENTS
234,308 289,426 54,744 1501998 1375909 1791050 1720079 238,452 309,423
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 125,766)
24,612 -29,243 17,971 67,130 148,117 109,713 136,845 16,053 -11,079
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 14.3 2.7 74.0 67.8 88.3 84.8 11.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
37 52 24 97 123 152 182
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 292,242
COMMITMENTS
17,120 43,096 54,327 196,130 155,114 267,577 252,537 24,665 39,705
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 8,292)
1,562 817 1,798 7,128 11,326 10,488 13,941 -2,196 -5,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 14.7 18.6 67.1 53.1 91.6 86.4 8.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
12 18 16 32 36 54 61
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 79,063
COMMITMENTS
22,167 10,054 2,720 44,283 55,174 69,169 67,947 9,894 11,116
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 695)
288 2,562 1 -386 -3,260 -97 -698 792 1,392
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 12.7 3.4 56.0 69.8 87.5 85.9 12.5 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
30 23 9 39 26 74 57
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,998
COMMITMENTS
4,109 320 0 8,429 12,947 12,538 13,267 1,460 731
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 68)
3 0 0 -100 0 -97 0 165 68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.4 2.3 0.0 60.2 92.5 89.6 94.8 10.4 5.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 0 7 7 15 8
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 130,129
COMMITMENTS
40,884 24,235 671 71,707 84,454 113,262 109,360 16,867 20,769
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,253)
567 5,120 5 -572 -6,520 0 -1,395 1,253 2,648
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 18.6 0.5 55.1 64.9 87.0 84.0 13.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
26 28 4 36 24 64 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,603
COMMITMENTS
4,980 6,817 782 1,710 0 7,472 7,599 131 4
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 182)
-59 182 0 242 0 183 182 -1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.5 89.7 10.3 22.5 0.0 98.3 99.9 1.7 0.1
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 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,374
COMMITMENTS
1,408 19,939 9 40,902 22,342 42,319 42,290 55 84
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: 1,817)
1,371 -315 5 459 2,127 1,835 1,817 -18 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 47.1 0.0 96.5 52.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
2 15 1 12 14 14 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,049
COMMITMENTS
1,272 15,098 75 27,701 13,822 29,048 28,995 1 54
CHANGES FROM 11/12/13 (CHANGE IN OPEN INTEREST: -1,159)
-1,921 264 75 700 -1,515 -1,146 -1,176 -13 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 52.0 0.3 95.4 47.6 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 11 1 9 13 16 25
Updated November 22, 2013