WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,736
COMMITMENTS
108,781 133,270 112,024 205,258 155,553 426,062 400,847 33,674 58,888
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 3,987)
-11,670 16,492 5,995 10,900 -21,046 5,225 1,442 -1,238 2,545
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.7 29.0 24.4 44.6 33.8 92.7 87.2 7.3 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
98 162 152 91 119 284 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,941,041
COMMITMENTS
328,753 447,171 600,929 821,842 566,744 1751524 1614845 189,518 326,197
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 38,141)
12,535 5,553 5,937 20,340 20,854 38,811 32,344 -670 5,797
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 23.0 31.0 42.3 29.2 90.2 83.2 9.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
195 235 266 302 301 642 671
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,679
COMMITMENTS
2,526 508 1,599 6,849 9,007 10,974 11,115 1,705 1,564
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -255)
-193 -39 -425 169 142 -449 -321 193 66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.0 12.6 54.0 71.0 86.6 87.7 13.4 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
16 8 9 18 15 37 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 700,143
COMMITMENTS
179,223 69,980 186,312 278,485 359,286 644,020 615,578 56,123 84,565
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -9,637)
-52 17,779 5,370 -10,155 -29,525 -4,837 -6,376 -4,800 -3,261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 10.0 26.6 39.8 51.3 92.0 87.9 8.0 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
143 160 185 150 202 401 450
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 371,848
COMMITMENTS
71,054 78,238 91,621 173,209 161,458 335,883 331,317 35,965 40,530
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 4,575)
3,951 -1,850 -3,274 2,264 11,119 2,942 5,995 1,634 -1,420
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 21.0 24.6 46.6 43.4 90.3 89.1 9.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
66 95 119 89 76 241 242
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 755,792
COMMITMENTS
105,429 72,215 43,853 448,040 451,498 597,323 567,567 158,469 188,225
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 26,044)
23,286 10,106 1,159 10,866 15,763 35,311 27,029 -9,267 -984
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.9 9.6 5.8 59.3 59.7 79.0 75.1 21.0 24.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
32 31 36 71 84 122 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 422,591
COMMITMENTS
47,623 38,397 3,933 292,114 294,319 343,670 336,649 78,920 85,942
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 11,023)
4,013 2,754 52 9,894 1,415 13,960 4,220 -2,937 6,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.1 0.9 69.1 69.6 81.3 79.7 18.7 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
8 10 7 41 46 53 59
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 4,144
COMMITMENTS
1,447 250 260 1,945 3,362 3,652 3,872 492 272
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -71)
42 142 -109 -39 -47 -106 -14 35 -57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.9 6.0 6.3 46.9 81.1 88.1 93.4 11.9 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
12 4 5 15 16 28 24
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 331,480
COMMITMENTS
81,116 49,694 73,128 129,171 178,179 283,414 301,000 48,066 30,480
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -5,639)
-12,277 5,565 5,718 5,944 -16,697 -615 -5,414 -5,023 -224
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 15.0 22.1 39.0 53.8 85.5 90.8 14.5 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
82 64 78 84 90 212 193
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,365
COMMITMENTS
966 2,852 248 6,364 5,027 7,577 8,127 1,787 1,238
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 277)
-42 264 -1 131 80 89 343 188 -66
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.3 30.5 2.6 68.0 53.7 80.9 86.8 19.1 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 13 8 25 15 42 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,016,063
COMMITMENTS
226,664 215,625 39,043 643,741 653,909 909,448 908,577 106,615 107,486
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 20,795)
47,978 24,365 1,879 -28,254 -9,993 21,603 16,251 -807 4,544
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 21.2 3.8 63.4 64.4 89.5 89.4 10.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
45 42 28 87 107 144 165
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,852,628
COMMITMENTS
239,483 382,668 319,655 1972228 1686326 2531366 2388650 321,262 463,978
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 244,843)
1,808 68,693 100,430 143,550 52,112 245,788 221,235 -945 23,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 13.4 11.2 69.1 59.1 88.7 83.7 11.3 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
50 74 80 161 181 257 289
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,147,727
COMMITMENTS
216,036 292,905 216,529 1468406 1319977 1900971 1829410 246,757 318,317
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 95,692)
6,702 12,349 42,413 42,728 38,559 91,844 93,322 3,848 2,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 13.6 10.1 68.4 61.5 88.5 85.2 11.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
41 50 45 99 132 165 202
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 280,645
COMMITMENTS
15,409 38,107 57,495 182,206 143,081 255,110 238,683 25,535 41,962
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: -28,069)
-632 1,900 -4,908 -20,830 -27,548 -26,371 -30,556 -1,698 2,487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 13.6 20.5 64.9 51.0 90.9 85.0 9.1 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
11 17 18 27 31 50 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 78,508
COMMITMENTS
21,821 7,325 3,369 43,305 58,575 68,496 69,270 10,012 9,238
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 5,019)
3,805 -682 384 670 4,412 4,859 4,114 161 905
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.8 9.3 4.3 55.2 74.6 87.2 88.2 12.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
36 23 15 42 26 87 57
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,616
COMMITMENTS
4,167 645 1 7,829 12,447 11,997 13,093 1,619 523
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 773)
12 18 -0 720 720 732 738 41 35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.6 4.7 0.0 57.5 91.4 88.1 96.2 11.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
8 2 3 7 7 15 12
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 129,783
COMMITMENTS
39,842 17,894 2,202 70,953 92,256 112,998 112,353 16,786 17,430
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 8,493)
8,371 -614 -17 -101 7,385 8,253 6,753 239 1,740
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 13.8 1.7 54.7 71.1 87.1 86.6 12.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
32 25 12 39 25 79 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,042
COMMITMENTS
4,877 6,124 782 1,339 0 6,998 6,906 44 136
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 151)
-471 178 0 626 -25 155 153 -4 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.3 87.0 11.1 19.0 0.0 99.4 98.1 0.6 1.9
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
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,934
COMMITMENTS
1,124 19,380 27 38,706 20,417 39,857 39,824 77 110
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 139)
-137 -111 0 287 220 150 109 -11 30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.8 48.5 0.1 96.9 51.1 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
1 19 1 10 13 12 32
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 11/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,447
COMMITMENTS
900 12,813 0 21,541 9,609 22,441 22,422 6 25
CHANGES FROM 10/29/13 (CHANGE IN OPEN INTEREST: 2,752)
-392 314 0 3,152 2,455 2,760 2,769 -8 -17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.0 57.1 0.0 96.0 42.8 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 32)
4 11 0 10 10 14 21
Updated November 8, 2013