WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 479,860
COMMITMENTS
129,461 114,461 112,723 200,893 199,778 443,078 426,963 36,782 52,898
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 14,123)
4,956 985 4,057 382 5,608 9,395 10,650 4,728 3,473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 23.9 23.5 41.9 41.6 92.3 89.0 7.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
120 154 159 90 127 310 353
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,869,789
COMMITMENTS
309,897 419,518 598,610 777,720 529,926 1686227 1548054 183,562 321,735
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 58,055)
5,687 6,175 31,314 22,251 10,052 59,253 47,541 -1,198 10,514
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 22.4 32.0 41.6 28.3 90.2 82.8 9.8 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 801)
190 244 270 302 298 648 668
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,250
COMMITMENTS
2,708 646 1,732 6,074 8,293 10,514 10,671 1,736 1,579
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -757)
53 -1,080 226 -546 283 -266 -571 -490 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 5.3 14.1 49.6 67.7 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 7 9 15 14 34 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,349
COMMITMENTS
183,313 57,428 278,988 353,740 454,313 816,041 790,729 66,308 91,620
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -7,708)
8,553 958 -11,273 -9,226 4,563 -11,947 -5,752 4,238 -1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 6.5 31.6 40.1 51.5 92.5 89.6 7.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 598)
199 175 246 153 204 477 509
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 364,389
COMMITMENTS
67,691 81,575 98,151 163,650 142,782 329,491 322,508 34,898 41,881
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 15,819)
7,846 -7,313 5,566 3,472 18,402 16,883 16,656 -1,064 -837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 22.4 26.9 44.9 39.2 90.4 88.5 9.6 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
67 99 119 85 77 240 247
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,514
COMMITMENTS
79,295 84,477 51,884 460,934 430,107 592,113 566,467 161,402 187,047
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 26,442)
3,956 19,908 4,024 -88 3,569 7,893 27,502 18,549 -1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 11.2 6.9 61.2 57.1 78.6 75.2 21.4 24.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
36 35 48 75 81 134 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 413,164
COMMITMENTS
45,642 38,035 4,257 280,290 288,709 330,189 331,001 82,975 82,163
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,459)
1,655 -1,549 274 -6,677 -8,898 -4,747 -10,173 6,207 11,632
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.2 1.0 67.8 69.9 79.9 80.1 20.1 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 9 5 40 48 51 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,536
COMMITMENTS
1,500 155 456 2,118 3,638 4,074 4,249 462 287
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -167)
-15 -62 44 -115 -109 -86 -127 -81 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 3.4 10.1 46.7 80.2 89.8 93.7 10.2 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
11 4 6 16 18 29 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 331,482
COMMITMENTS
88,608 44,513 67,379 122,077 190,737 278,064 302,630 53,418 28,853
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 11,053)
4,645 -1,463 2,382 -1,281 5,911 5,746 6,830 5,307 4,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 13.4 20.3 36.8 57.5 83.9 91.3 16.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
96 53 80 78 86 215 188
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,896
COMMITMENTS
1,058 3,072 821 6,971 5,410 8,850 9,303 2,046 1,593
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -746)
-139 -247 -118 -429 -454 -686 -819 -60 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 28.2 7.5 64.0 49.6 81.2 85.4 18.8 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
14 10 9 19 15 37 32
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 983,307
COMMITMENTS
175,873 189,416 41,743 656,027 648,143 873,642 879,302 109,665 104,005
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 8,226)
6,902 -8,609 5,262 -14,573 13,222 -2,409 9,875 10,635 -1,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 19.3 4.2 66.7 65.9 88.8 89.4 11.2 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 37 27 88 105 144 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,816,919
COMMITMENTS
251,662 297,726 323,870 1920755 1746352 2496287 2367948 320,631 448,971
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 196,037)
32,755 29,458 46,480 65,832 134,936 145,066 210,874 50,970 -14,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 10.6 11.5 68.2 62.0 88.6 84.1 11.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 338)
61 74 86 163 184 272 296
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,058,951
COMMITMENTS
198,874 280,884 231,947 1394914 1242282 1825735 1755113 233,215 303,838
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 42,435)
11,781 -18,218 56,226 -37,662 15,678 30,345 53,686 12,090 -11,251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.7 13.6 11.3 67.7 60.3 88.7 85.2 11.3 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
38 50 45 100 138 161 210
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 304,848
COMMITMENTS
14,469 38,600 65,062 200,581 164,810 280,113 268,472 24,735 36,376
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,590)
-807 7,432 704 4,358 -4,824 4,255 3,312 -5,845 -4,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 12.7 21.3 65.8 54.1 91.9 88.1 8.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
8 20 20 32 32 55 57
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,928
COMMITMENTS
15,431 6,210 2,773 39,168 51,249 57,372 60,232 9,556 6,696
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,057)
2,697 -221 -619 172 2,353 2,250 1,513 -193 544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 9.3 4.1 58.5 76.6 85.7 90.0 14.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
26 20 12 42 25 75 52
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 12,608
COMMITMENTS
4,171 642 1 6,859 11,477 11,032 12,120 1,576 488
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,037)
-14 -2 -1 1,200 999 1,185 996 -148 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.1 5.1 0.0 54.4 91.0 87.5 96.1 12.5 3.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
7 2 3 5 6 12 11
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,640
COMMITMENTS
26,173 14,790 1,890 64,618 79,544 92,681 96,223 15,959 12,417
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 2,040)
5,742 -117 -1,557 -2,055 2,708 2,130 1,034 -90 1,005
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 13.6 1.7 59.5 73.2 85.3 88.6 14.7 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
22 22 11 40 23 70 48
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,767
COMMITMENTS
5,161 5,818 814 743 0 6,718 6,632 49 135
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -102)
-76 -88 -18 -5 0 -99 -106 -3 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
76.3 86.0 12.0 11.0 0.0 99.3 98.0 0.7 2.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
14 6 3 3 0 18 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 40,091
COMMITMENTS
1,143 20,003 27 38,880 19,959 40,050 39,989 41 102
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: -1,487)
-789 131 0 -674 -1,635 -1,463 -1,504 -24 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.9 49.9 0.1 97.0 49.8 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
2 19 1 10 12 13 31
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 10/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 19,406
COMMITMENTS
193 13,024 83 19,098 6,247 19,374 19,354 32 52
CHANGES FROM 10/15/13 (CHANGE IN OPEN INTEREST: 1,822)
-569 1,911 83 2,283 -168 1,797 1,826 25 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.0 67.1 0.4 98.4 32.2 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
1 13 1 10 9 12 22
Updated November 1, 2013