WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 397,185
COMMITMENTS
124,720 185,339 62,325 180,455 100,029 367,500 347,693 29,685 49,492
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 8,876)
1,769 88 4,908 836 2,864 7,513 7,860 1,363 1,016
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 46.7 15.7 45.4 25.2 92.5 87.5 7.5 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 360)
98 135 92 87 93 235 282
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 147,079
COMMITMENTS
49,929 33,681 19,455 62,484 66,649 131,868 119,785 15,211 27,294
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -946)
-3,919 -812 -189 2,229 -635 -1,879 -1,636 933 690
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 22.9 13.2 42.5 45.3 89.7 81.4 10.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 184)
51 48 50 50 57 128 137
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,194,658
COMMITMENTS
316,125 400,886 166,590 578,694 404,969 1061409 972,445 133,249 222,213
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -4,867)
1,978 6,180 1,283 -7,998 -12,752 -4,737 -5,289 -130 422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 33.6 13.9 48.4 33.9 88.8 81.4 11.2 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 674)
144 166 158 244 260 483 512
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,153
COMMITMENTS
3,107 393 261 3,949 7,465 7,317 8,119 1,836 1,034
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 453)
54 168 -141 297 349 210 376 243 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 4.3 2.9 43.1 81.6 79.9 88.7 20.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 6 5 12 13 30 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 650,861
COMMITMENTS
248,601 71,620 87,750 255,622 400,711 591,973 560,081 58,888 90,780
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 9,528)
6,882 3,275 -9,814 10,906 11,991 7,974 5,452 1,554 4,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.2 11.0 13.5 39.3 61.6 91.0 86.1 9.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
156 136 143 131 188 364 407
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 350,995
COMMITMENTS
76,509 107,445 51,701 184,945 146,524 313,155 305,670 37,840 45,325
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,296)
4,044 2,692 3,218 -4,772 -6,360 2,490 -450 -194 2,746
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 30.6 14.7 52.7 41.7 89.2 87.1 10.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 289)
66 100 89 84 59 210 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 634,859
COMMITMENTS
84,392 75,228 9,919 414,355 373,677 508,666 458,824 126,193 176,035
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -16,411)
-127 -8,742 -1,896 -17,944 8,336 -19,967 -2,302 3,556 -14,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.3 11.8 1.6 65.3 58.9 80.1 72.3 19.9 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
27 35 15 62 84 96 127
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 448,590
COMMITMENTS
53,628 66,798 3,534 316,760 290,771 373,922 361,103 74,668 87,487
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -11,466)
-545 4,244 -5,343 -3,182 -7,003 -9,070 -8,102 -2,396 -3,364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.0 14.9 0.8 70.6 64.8 83.4 80.5 16.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 16 7 44 45 57 63
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,433
COMMITMENTS
930 377 305 1,490 2,422 2,725 3,104 708 329
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 286)
-20 -58 58 282 265 320 265 -34 21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.1 11.0 8.9 43.4 70.6 79.4 90.4 20.6 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 30)
8 3 6 14 14 25 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 281,739
COMMITMENTS
105,027 52,601 25,651 99,914 174,481 230,592 252,733 51,147 29,006
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 8,655)
2,813 4,386 2,020 2,159 1,161 6,992 7,567 1,663 1,088
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.3 18.7 9.1 35.5 61.9 81.8 89.7 18.2 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 251)
83 59 69 70 74 202 167
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,318
COMMITMENTS
858 987 291 4,635 4,698 5,784 5,976 1,534 1,342
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -480)
-296 200 -323 109 -290 -510 -413 30 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 13.5 4.0 63.3 64.2 79.0 81.7 21.0 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
10 6 6 15 9 28 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 836,620
COMMITMENTS
205,044 172,903 9,331 516,021 552,583 730,396 734,817 106,224 101,803
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -73,798)
-31,574 7,618 1,137 -40,118 -83,758 -70,555 -75,003 -3,243 1,205
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 20.7 1.1 61.7 66.0 87.3 87.8 12.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
35 36 16 85 95 127 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,188,276
COMMITMENTS
208,656 363,865 49,666 1706071 1325790 1964393 1739321 223,883 448,955
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -104,279)
-14,791 -9,611 2,255 -87,254 -90,875 -99,790 -98,231 -4,489 -6,048
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.5 16.6 2.3 78.0 60.6 89.8 79.5 10.2 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
45 78 42 116 145 189 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,761,766
COMMITMENTS
265,365 230,171 25,124 1281804 1184451 1572293 1439746 189,473 322,020
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -89,488)
-9,020 -17,587 3,027 -61,693 -80,416 -67,686 -94,976 -21,802 5,488
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 13.1 1.4 72.8 67.2 89.2 81.7 10.8 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
44 44 19 84 114 138 167
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 290,761
COMMITMENTS
12,928 43,447 49,486 203,403 149,358 265,817 242,291 24,944 48,470
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 16,226)
-2,541 -1,096 1,172 15,770 13,335 14,401 13,411 1,825 2,815
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 14.9 17.0 70.0 51.4 91.4 83.3 8.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 15 14 30 30 48 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 87,167
COMMITMENTS
19,012 7,004 4,740 53,479 66,807 77,231 78,551 9,937 8,617
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,656)
-4,862 -560 1,047 6,394 3,027 2,579 3,513 77 -858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.8 8.0 5.4 61.4 76.6 88.6 90.1 11.4 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
28 17 15 46 32 84 61
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,810
COMMITMENTS
4,008 320 454 11,145 14,964 15,607 15,738 1,203 1,072
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,256)
48 -202 416 2,218 1,519 2,682 1,733 -426 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 1.9 2.7 66.3 89.0 92.8 93.6 7.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 3 7 11 15 15
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 140,714
COMMITMENTS
35,759 19,119 2,820 84,668 103,686 123,247 125,625 17,467 15,089
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 799)
-10,405 -1,302 1,847 8,352 3,015 -206 3,560 1,005 -2,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 13.6 2.0 60.2 73.7 87.6 89.3 12.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
25 23 12 45 30 79 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,993
COMMITMENTS
6,583 7,175 1,813 547 0 8,943 8,988 50 5
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -122)
1,697 -162 47 -1,852 0 -108 -115 -14 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.2 79.8 20.2 6.1 0.0 99.4 99.9 0.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 7 4 2 0 16 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,859
COMMITMENTS
4,496 23,196 0 45,309 26,555 49,805 49,751 54 108
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -8,367)
-140 572 0 -8,248 -8,933 -8,388 -8,361 21 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 46.5 0.0 90.9 53.3 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
2 16 0 11 16 13 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 28,853
COMMITMENTS
808 18,840 0 28,011 9,965 28,819 28,805 34 48
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -13,172)
56 261 -195 -13,055 -13,249 -13,194 -13,183 22 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.8 65.3 0.0 97.1 34.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
2 11 0 10 12 12 23
Updated December 20, 2013