WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 391,824
COMMITMENTS
129,275 188,532 53,126 178,950 102,787 361,351 344,445 30,473 47,379
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -21,162)
514 4,692 -4,087 -17,216 -19,388 -20,789 -18,783 -373 -2,379
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 48.1 13.6 45.7 26.2 92.2 87.9 7.8 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
103 144 99 87 101 248 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,232,930
COMMITMENTS
310,512 420,579 160,276 616,642 413,653 1087430 994,508 145,500 238,422
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -153,449)
-75,746 -36,178 -33,952 -36,876 -81,755 -146,574 -151,885 -6,875 -1,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 34.1 13.0 50.0 33.6 88.2 80.7 11.8 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
127 188 146 258 266 481 525
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,380
COMMITMENTS
2,827 351 193 3,729 6,750 6,749 7,294 1,631 1,086
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -858)
293 -287 -77 -761 198 -545 -166 -313 -692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.7 4.2 2.3 44.5 80.5 80.5 87.0 19.5 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 4 4 14 12 31 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 606,008
COMMITMENTS
216,727 61,933 95,660 237,433 366,222 549,820 523,815 56,188 82,193
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 25,590)
16,430 4,798 6,339 -3,459 10,812 19,310 21,949 6,280 3,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.8 10.2 15.8 39.2 60.4 90.7 86.4 9.3 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 528)
153 137 141 129 196 357 417
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,762
COMMITMENTS
71,676 87,902 48,640 179,769 157,883 300,085 294,425 36,677 42,337
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 38)
-3,095 -3,138 -2,070 6,961 7,694 1,796 2,486 -1,758 -2,448
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 26.1 14.4 53.4 46.9 89.1 87.4 10.9 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
63 80 94 81 54 210 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 799,593
COMMITMENTS
88,588 79,651 23,272 552,998 494,227 664,858 597,150 134,735 202,443
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 112,348)
-2,378 -11,623 13,766 93,451 83,707 104,839 85,850 7,509 26,498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 10.0 2.9 69.2 61.8 83.1 74.7 16.9 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
24 39 25 69 77 108 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 464,197
COMMITMENTS
49,060 55,271 13,660 310,635 290,693 373,355 359,624 90,842 104,573
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 7,525)
3,827 11,459 8,529 -7,212 -13,355 5,144 6,633 2,381 892
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.6 11.9 2.9 66.9 62.6 80.4 77.5 19.6 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 85)
6 16 11 47 49 61 68
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,366
COMMITMENTS
1,014 299 193 1,596 2,657 2,803 3,149 563 217
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -429)
-97 -114 -89 -277 -147 -463 -350 34 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 8.9 5.7 47.4 78.9 83.3 93.6 16.7 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
9 2 5 14 14 25 19
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 270,122
COMMITMENTS
95,164 46,021 25,792 100,097 169,809 221,053 241,622 49,069 28,500
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -14,840)
2,240 -12,367 -6,074 -12,788 3,469 -16,622 -14,972 1,782 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 17.0 9.5 37.1 62.9 81.8 89.4 18.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 240)
76 54 68 76 80 200 167
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 8,339
COMMITMENTS
990 1,186 250 5,476 5,765 6,716 7,201 1,623 1,138
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 165)
89 -387 73 -30 348 132 34 33 131
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 14.2 3.0 65.7 69.1 80.5 86.4 19.5 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
8 13 5 18 14 31 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,013,980
COMMITMENTS
232,054 178,964 31,742 624,058 692,354 887,854 903,060 126,126 110,920
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 16,564)
-2,039 -21,118 8,053 -3,029 23,404 2,985 10,339 13,579 6,225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 17.6 3.1 61.5 68.3 87.6 89.1 12.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
40 33 22 87 98 139 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,477,469
COMMITMENTS
236,106 391,660 73,964 1873173 1555135 2183243 2020759 294,226 456,710
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 103,101)
24,924 115 24,273 28,097 48,451 77,294 72,839 25,807 30,262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 15.8 3.0 75.6 62.8 88.1 81.6 11.9 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
37 79 49 129 160 203 251
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,041,788
COMMITMENTS
280,765 262,558 75,427 1394090 1377578 1750282 1715563 291,506 326,225
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 12,286)
46,457 -26,868 20,683 -107,908 1,669 -40,768 -4,516 53,054 16,802
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 12.9 3.7 68.3 67.5 85.7 84.0 14.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
33 55 24 84 118 134 181
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 288,493
COMMITMENTS
15,635 44,016 51,109 196,281 152,977 263,025 248,102 25,468 40,391
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -3,749)
-1,485 920 -3,218 151 -2,137 -4,552 -4,435 803 686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 15.3 17.7 68.0 53.0 91.2 86.0 8.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
12 18 16 30 34 52 59
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 81,713
COMMITMENTS
23,581 10,072 2,880 45,606 57,287 72,066 70,238 9,647 11,475
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 2,651)
1,414 19 160 1,324 2,113 2,897 2,291 -247 360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 12.3 3.5 55.8 70.1 88.2 86.0 11.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
28 26 10 40 27 76 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,811
COMMITMENTS
4,137 320 0 8,179 12,697 12,316 13,017 1,495 794
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: -187)
28 0 0 -250 -250 -222 -250 35 63
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 2.3 0.0 59.2 91.9 89.2 94.3 10.8 5.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 1 0 6 8 14 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 135,804
COMMITMENTS
43,780 24,397 866 74,854 89,179 119,500 114,442 16,304 21,362
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 5,675)
2,896 162 195 3,147 4,725 6,238 5,082 -563 593
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 18.0 0.6 55.1 65.7 88.0 84.3 12.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
25 30 5 38 24 67 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,005
COMMITMENTS
5,072 7,220 782 2,020 0 7,874 8,002 131 3
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 402)
92 403 0 310 0 402 403 0 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.4 90.2 9.8 25.2 0.0 98.4 100.0 1.6 0.0
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 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 46,313
COMMITMENTS
5,468 20,390 0 40,811 25,841 46,279 46,231 34 82
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,939)
4,060 451 -9 -91 3,499 3,960 3,941 -21 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 44.0 0.0 88.1 55.8 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 16 0 11 15 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 11/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,265
COMMITMENTS
208 16,274 20 31,986 15,948 32,214 32,242 51 23
CHANGES FROM 11/19/13 (CHANGE IN OPEN INTEREST: 3,216)
-1,064 1,176 -55 4,285 2,126 3,166 3,247 50 -31
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.6 50.4 0.1 99.1 49.4 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
1 13 1 10 13 12 26
Updated December 2, 2013