WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 488,060
COMMITMENTS
114,658 180,713 129,531 209,711 125,092 453,901 435,336 34,159 52,724
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 22,551)
11 -336 18,772 1,721 3,158 20,504 21,595 2,047 956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 37.0 26.5 43.0 25.6 93.0 89.2 7.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
111 147 129 100 104 279 323
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 154,371
COMMITMENTS
49,608 33,546 23,860 64,949 68,283 138,418 125,690 15,954 28,682
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 255)
-4,196 -722 758 3,103 -462 -336 -426 590 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 21.7 15.5 42.1 44.2 89.7 81.4 10.3 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
48 53 54 55 59 134 144
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,550,962
COMMITMENTS
305,191 361,463 408,513 674,604 500,089 1388308 1270065 162,655 280,898
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 14,473)
-1,819 8,457 13,711 1,232 -10,381 13,123 11,787 1,350 2,686
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 23.3 26.3 43.5 32.2 89.5 81.9 10.5 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 729)
164 198 225 290 287 584 593
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,364
COMMITMENTS
3,122 175 993 4,277 8,068 8,391 9,235 1,973 1,129
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 569)
86 30 -49 238 454 275 435 294 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.1 1.7 9.6 41.3 77.8 81.0 89.1 19.0 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 5 7 14 13 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 811,261
COMMITMENTS
247,413 61,260 210,289 288,340 435,716 746,042 707,265 65,219 103,996
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 21,947)
7,663 -23 -806 13,171 17,406 20,028 16,577 1,919 5,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 7.6 25.9 35.5 53.7 92.0 87.2 8.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 553)
171 167 202 147 195 431 460
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 379,546
COMMITMENTS
74,291 106,833 69,431 196,673 156,762 340,394 333,026 39,152 46,520
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 5,461)
3,007 3,439 5,603 -2,846 -6,143 5,764 2,899 -303 2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 28.1 18.3 51.8 41.3 89.7 87.7 10.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
64 106 93 85 73 213 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 790,456
COMMITMENTS
115,349 83,036 63,599 471,018 456,959 649,966 603,593 140,490 186,863
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -4,778)
3,925 -8,114 1,497 -12,893 18,177 -7,471 11,560 2,692 -16,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 10.5 8.0 59.6 57.8 82.2 76.4 17.8 23.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
29 37 40 76 93 129 146
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 453,497
COMMITMENTS
52,645 66,548 7,532 316,791 290,810 376,968 364,890 76,529 88,607
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -11,618)
-529 4,472 -5,597 -3,192 -6,988 -9,318 -8,114 -2,301 -3,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 14.7 1.7 69.9 64.1 83.1 80.5 16.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 16 12 45 45 62 64
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 328,819
COMMITMENTS
104,749 46,951 57,621 110,797 192,452 273,167 297,024 55,653 31,796
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 11,344)
2,511 2,989 4,269 2,447 2,984 9,226 10,241 2,118 1,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 14.3 17.5 33.7 58.5 83.1 90.3 16.9 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
93 53 79 78 81 217 181
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 7,613
COMMITMENTS
880 977 407 4,757 4,858 6,044 6,242 1,568 1,370
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -649)
-321 227 -339 1 -448 -659 -560 10 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.6 12.8 5.3 62.5 63.8 79.4 82.0 20.6 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 6 9 18 13 33 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 844,496
COMMITMENTS
206,529 174,192 12,943 517,461 553,267 736,933 740,403 107,563 104,093
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -73,516)
-30,117 7,944 437 -40,361 -83,778 -70,040 -75,397 -3,476 1,881
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 20.6 1.5 61.3 65.5 87.3 87.7 12.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
35 36 19 86 95 131 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,792,298
COMMITMENTS
205,311 348,113 343,732 1993460 1621947 2542503 2313793 249,795 478,506
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -60,804)
-13,398 2,679 10,406 -57,202 -71,560 -60,194 -58,475 -610 -2,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 12.5 12.3 71.4 58.1 91.1 82.9 8.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 320)
53 73 78 157 167 257 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,996,570
COMMITMENTS
268,207 234,675 155,606 1374098 1269254 1797910 1659535 198,660 337,035
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: -51,159)
-5,163 -9,855 23,697 -49,578 -72,596 -31,044 -58,755 -20,115 7,596
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 11.8 7.8 68.8 63.6 90.0 83.1 10.0 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 237)
42 48 42 101 130 166 197
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 292,003
COMMITMENTS
12,970 43,359 50,490 203,512 149,639 266,972 243,488 25,032 48,515
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 16,307)
-2,549 -1,071 1,231 15,764 13,328 14,446 13,488 1,861 2,819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.4 14.8 17.3 69.7 51.2 91.4 83.4 8.6 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 14 17 30 30 50 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 89,782
COMMITMENTS
19,233 7,088 5,632 54,818 68,300 79,683 81,019 10,099 8,762
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,646)
-4,843 -603 1,039 6,360 3,138 2,556 3,574 90 -929
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 7.9 6.3 61.1 76.1 88.8 90.2 11.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
31 19 20 47 34 90 66
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 16,827
COMMITMENTS
4,018 320 461 11,145 14,964 15,624 15,745 1,203 1,082
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 2,259)
48 -202 420 2,218 1,519 2,685 1,737 -426 523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 1.9 2.7 66.2 88.9 92.8 93.6 7.2 6.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
8 1 5 7 11 15 17
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 145,909
COMMITMENTS
35,954 19,060 4,818 87,346 106,671 128,118 130,549 17,791 15,360
CHANGES FROM 12/10/13 (CHANGE IN OPEN INTEREST: 772)
-10,404 -1,424 1,861 8,284 3,238 -259 3,675 1,031 -2,903
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 13.1 3.3 59.9 73.1 87.8 89.5 12.2 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
29 22 18 46 32 86 63
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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