WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 388,309
COMMITMENTS
122,951 185,251 57,417 179,619 97,165 359,987 339,833 28,322 48,476
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 1,633)
-6,032 2,059 3,112 3,689 -5,691 769 -520 864 2,153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 47.7 14.8 46.3 25.0 92.7 87.5 7.3 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
94 140 89 88 96 236 284
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,199,525
COMMITMENTS
314,147 394,706 165,307 586,692 417,721 1066146 977,734 133,379 221,791
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 489)
-803 -19,666 3,048 -499 20,032 1,746 3,414 -1,257 -2,925
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.2 32.9 13.8 48.9 34.8 88.9 81.5 11.1 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 697)
128 187 154 239 279 470 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,700
COMMITMENTS
3,053 225 402 3,652 7,116 7,107 7,743 1,593 957
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 346)
-18 -121 114 83 247 179 240 167 106
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.1 2.6 4.6 42.0 81.8 81.7 89.0 18.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 3 5 13 12 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 641,333
COMMITMENTS
241,719 68,345 97,564 244,716 388,720 583,999 554,629 57,334 86,704
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 23,381)
13,115 -713 -1,479 11,634 26,187 23,270 23,995 111 -614
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 10.7 15.2 38.2 60.6 91.1 86.5 8.9 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 526)
165 132 144 127 192 371 408
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 348,699
COMMITMENTS
72,465 104,753 48,483 189,717 152,884 310,665 306,120 38,034 42,579
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 5,022)
-941 3,813 -814 5,295 2,165 3,540 5,164 1,482 -142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 30.0 13.9 54.4 43.8 89.1 87.8 10.9 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
58 93 85 83 56 199 199
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 651,270
COMMITMENTS
84,519 83,970 11,815 432,299 365,341 528,633 461,126 122,637 190,144
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -59,476)
-8,226 12,875 -3,515 -47,306 -67,281 -59,047 -57,921 -429 -1,555
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 12.9 1.8 66.4 56.1 81.2 70.8 18.8 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
28 36 16 67 79 104 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 460,056
COMMITMENTS
54,173 62,554 8,877 319,942 297,774 382,992 369,205 77,064 90,851
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -19,253)
-1,008 730 -4,519 -7,622 -16,307 -13,149 -20,096 -6,104 843
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 13.6 1.9 69.5 64.7 83.2 80.3 16.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
8 17 9 46 48 61 67
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,147
COMMITMENTS
950 435 247 1,208 2,157 2,405 2,839 742 308
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -166)
-47 110 64 -267 -404 -250 -230 84 64
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 13.8 7.8 38.4 68.5 76.4 90.2 23.6 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 28)
8 3 6 11 10 23 16
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 273,084
COMMITMENTS
102,214 48,215 23,631 97,755 173,320 223,600 245,166 49,484 27,918
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 946)
3,847 1,901 -808 -2,930 -1,863 109 -770 837 1,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.4 17.7 8.7 35.8 63.5 81.9 89.8 18.1 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
79 57 68 70 79 197 169
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,798
COMMITMENTS
1,154 787 614 4,526 4,988 6,294 6,389 1,504 1,409
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,029)
-132 -223 -34 -572 -1,002 -738 -1,259 -291 230
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 10.1 7.9 58.0 64.0 80.7 81.9 19.3 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 8 7 16 12 31 24
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 910,418
COMMITMENTS
236,618 165,285 8,194 556,139 636,341 800,951 809,820 109,467 100,598
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -91,476)
-9,647 -18,836 -6,809 -71,617 -68,323 -88,073 -93,968 -3,403 2,492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 18.2 0.9 61.1 69.9 88.0 89.0 12.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
34 34 14 83 101 125 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,292,555
COMMITMENTS
223,447 373,476 47,411 1793325 1416665 2064183 1837552 228,372 455,003
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -166,894)
-60,949 -78,280 -20,147 -81,527 -74,940 -162,623 -173,367 -4,271 6,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 16.3 2.1 78.2 61.8 90.0 80.2 10.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
45 80 40 120 152 190 247
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,851,254
COMMITMENTS
274,385 247,758 22,097 1343497 1264867 1639979 1534722 211,275 316,532
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -107,974)
-8,979 -6,253 -18,691 -48,193 -82,438 -75,863 -107,382 -32,111 -592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 13.4 1.2 72.6 68.3 88.6 82.9 11.4 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
39 54 16 89 123 137 184
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 274,535
COMMITMENTS
15,469 44,543 48,314 187,633 136,023 251,416 228,880 23,119 45,655
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 10,141)
-468 4,148 -819 10,758 5,046 9,471 8,375 670 1,766
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 16.2 17.6 68.3 49.5 91.6 83.4 8.4 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 15 15 30 31 51 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 84,512
COMMITMENTS
23,873 7,564 3,694 47,085 63,781 74,652 75,038 9,860 9,474
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -1,714)
-2,224 -301 -226 843 -166 -1,607 -692 -108 -1,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 8.9 4.4 55.7 75.5 88.3 88.8 11.7 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
32 23 14 46 28 89 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 14,554
COMMITMENTS
3,960 522 38 8,927 13,445 12,925 14,005 1,629 549
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -3)
-15 0 33 0 0 18 33 -21 -36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 3.6 0.3 61.3 92.4 88.8 96.2 11.2 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
8 2 5 7 10 15 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 139,915
COMMITMENTS
46,164 20,421 973 76,316 100,671 123,453 122,065 16,462 17,850
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: -3,422)
-4,450 -634 -485 1,686 -331 -3,249 -1,450 -173 -1,972
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 14.6 0.7 54.5 72.0 88.2 87.2 11.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 113)
30 29 12 43 25 83 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,115
COMMITMENTS
4,886 7,337 1,766 2,399 0 9,051 9,103 64 12
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 1,110)
-186 117 984 379 0 1,177 1,101 -67 9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
53.6 80.5 19.4 26.3 0.0 99.3 99.9 0.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 4 2 0 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 58,226
COMMITMENTS
4,636 22,624 0 53,557 35,488 58,193 58,112 33 114
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 10,872)
-370 1,622 0 11,719 9,718 11,349 11,340 -477 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 38.9 0.0 92.0 60.9 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
2 17 0 11 17 13 34
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 42,025
COMMITMENTS
752 18,579 195 41,066 23,214 42,013 41,988 12 37
CHANGES FROM 12/03/13 (CHANGE IN OPEN INTEREST: 6,019)
358 2,645 -2,975 8,648 6,336 6,031 6,006 -12 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.8 44.2 0.5 97.7 55.2 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
2 13 1 10 12 12 26
Updated December 19, 2013