WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 404,159
COMMITMENTS
130,728 189,105 63,259 181,185 102,919 375,172 355,283 28,987 48,876
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 6,974)
6,008 3,766 934 730 2,890 7,672 7,590 -698 -616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 46.8 15.7 44.8 25.5 92.8 87.9 7.2 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 371)
105 142 96 88 90 245 287
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 149,117
COMMITMENTS
48,146 37,231 19,246 65,899 66,176 133,291 122,653 15,826 26,464
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 2,038)
-1,783 3,550 -209 3,415 -473 1,423 2,868 615 -830
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 25.0 12.9 44.2 44.4 89.4 82.3 10.6 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
53 46 45 54 59 128 135
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,178,132
COMMITMENTS
312,715 389,758 163,113 573,768 398,808 1049596 951,679 128,536 226,453
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -16,526)
-3,410 -11,128 -3,477 -4,926 -6,161 -11,813 -20,766 -4,713 4,240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 33.1 13.8 48.7 33.9 89.1 80.8 10.9 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 661)
130 165 150 239 270 466 511
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,319
COMMITMENTS
3,131 454 196 3,921 7,518 7,248 8,168 2,071 1,151
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 166)
24 61 -65 -28 53 -69 49 235 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 4.9 2.1 42.1 80.7 77.8 87.6 22.2 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
15 7 5 12 13 30 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 628,600
COMMITMENTS
245,120 69,346 87,828 239,009 383,943 571,957 541,117 56,643 87,483
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -22,261)
-3,481 -2,274 78 -16,613 -16,768 -20,016 -18,964 -2,245 -3,297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 11.0 14.0 38.0 61.1 91.0 86.1 9.0 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 507)
158 129 141 135 186 365 405
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 341,773
COMMITMENTS
76,809 108,770 47,520 180,984 144,846 305,313 301,136 36,460 40,637
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -9,222)
300 1,325 -4,181 -3,961 -1,678 -7,842 -4,534 -1,380 -4,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 31.8 13.9 53.0 42.4 89.3 88.1 10.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 284)
65 94 83 87 62 203 208
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 630,014
COMMITMENTS
92,267 74,627 8,803 413,563 379,367 514,633 462,797 115,381 167,217
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -4,845)
7,875 -601 -1,116 -792 5,690 5,967 3,973 -10,812 -8,818
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 11.8 1.4 65.6 60.2 81.7 73.5 18.3 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
30 34 17 68 79 106 122
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 454,101
COMMITMENTS
51,779 67,776 2,341 323,885 298,197 378,005 368,314 76,096 85,787
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 5,511)
-1,849 978 -1,193 7,125 7,426 4,083 7,211 1,428 -1,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.4 14.9 0.5 71.3 65.7 83.2 81.1 16.8 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
8 17 5 43 43 54 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,249
COMMITMENTS
988 386 276 1,410 2,411 2,674 3,073 575 176
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -184)
58 9 -29 -80 -11 -51 -31 -133 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 11.9 8.5 43.4 74.2 82.3 94.6 17.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
7 4 6 14 13 26 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 277,183
COMMITMENTS
101,475 52,937 24,753 102,049 170,599 228,277 248,289 48,906 28,894
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -4,556)
-3,552 336 -898 2,135 -3,882 -2,315 -4,444 -2,241 -112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.6 19.1 8.9 36.8 61.5 82.4 89.6 17.6 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
76 59 67 71 79 197 169
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 7,241
COMMITMENTS
856 1,390 51 4,710 4,507 5,617 5,948 1,624 1,293
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -77)
-2 403 -240 75 -191 -167 -28 90 -49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 19.2 0.7 65.0 62.2 77.6 82.1 22.4 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
12 7 5 16 9 29 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 803,307
COMMITMENTS
202,903 168,344 8,670 492,983 524,007 704,556 701,021 98,751 102,286
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -33,313)
-2,141 -4,559 -661 -23,038 -28,576 -25,840 -33,796 -7,473 483
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.3 21.0 1.1 61.4 65.2 87.7 87.3 12.3 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
42 29 15 84 91 130 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,163,928
COMMITMENTS
252,753 358,521 37,937 1664914 1337373 1955604 1733831 208,324 430,097
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -24,348)
44,097 -5,344 -11,729 -41,157 11,583 -8,789 -5,490 -15,559 -18,858
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.7 16.6 1.8 76.9 61.8 90.4 80.1 9.6 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
53 76 38 115 143 191 234
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,877,322
COMMITMENTS
299,377 261,940 18,881 1368059 1259940 1686317 1540761 191,005 336,561
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 115,556)
34,012 31,769 -6,243 86,255 75,489 114,024 101,015 1,532 14,541
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 14.0 1.0 72.9 67.1 89.8 82.1 10.2 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
45 49 17 91 118 147 173
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 306,920
COMMITMENTS
17,395 55,597 48,785 212,274 155,212 278,454 259,594 28,466 47,326
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 16,159)
4,467 12,150 -701 8,871 5,854 12,637 17,303 3,522 -1,144
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 18.1 15.9 69.2 50.6 90.7 84.6 9.3 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 17 13 31 30 49 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,754
COMMITMENTS
15,183 10,626 290 36,133 41,554 51,606 52,469 8,149 7,285
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -27,413)
-3,829 3,623 -4,451 -17,346 -25,254 -25,625 -26,082 -1,788 -1,332
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 17.8 0.5 60.5 69.5 86.4 87.8 13.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 22 5 37 20 65 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,508
COMMITMENTS
30,366 21,252 579 72,266 83,107 103,211 104,938 16,297 14,570
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -21,206)
-5,393 2,133 -2,241 -12,402 -20,579 -20,036 -20,687 -1,170 -519
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 17.8 0.5 60.5 69.5 86.4 87.8 13.6 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
27 22 5 37 20 65 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,599
COMMITMENTS
5,610 6,100 1,385 569 90 7,564 7,575 35 24
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -1,394)
-973 -1,075 -428 22 90 -1,379 -1,413 -15 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
73.8 80.3 18.2 7.5 1.2 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
12 6 3 1 1 14 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 49,745
COMMITMENTS
5,210 23,725 0 44,501 25,895 49,711 49,620 34 125
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: -114)
714 529 0 -808 -660 -94 -131 -20 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.5 47.7 0.0 89.5 52.1 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
2 17 0 12 18 14 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/24/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,246
COMMITMENTS
1,191 19,433 0 29,054 10,743 30,245 30,176 1 70
CHANGES FROM 12/17/13 (CHANGE IN OPEN INTEREST: 1,393)
383 593 0 1,043 778 1,426 1,371 -33 22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 64.2 0.0 96.1 35.5 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
2 13 0 9 15 11 28
Updated December 30, 2013