WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 411,316
COMMITMENTS
129,332 191,324 66,791 184,165 105,481 380,288 363,596 31,028 47,720
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 7,157)
-1,396 2,219 3,532 2,980 2,562 5,116 8,313 2,041 -1,156
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 46.5 16.2 44.8 25.6 92.5 88.4 7.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
100 150 101 92 92 251 295
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 153,891
COMMITMENTS
50,004 40,478 20,404 67,093 65,096 137,501 125,978 16,390 27,913
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 4,774)
1,858 3,247 1,158 1,194 -1,080 4,210 3,325 564 1,449
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 26.3 13.3 43.6 42.3 89.3 81.9 10.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 183)
57 47 45 51 55 128 131
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,202,945
COMMITMENTS
308,845 401,720 171,172 595,243 402,209 1075260 975,101 127,685 227,844
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 24,813)
-3,870 11,962 8,059 21,475 3,401 25,664 23,422 -851 1,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.7 33.4 14.2 49.5 33.4 89.4 81.1 10.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 662)
126 173 147 240 268 460 516
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,302
COMMITMENTS
3,207 502 162 3,936 7,541 7,305 8,205 1,997 1,097
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -17)
76 48 -34 15 23 57 37 -74 -54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.5 5.4 1.7 42.3 81.1 78.5 88.2 21.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 6 5 12 13 32 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,756
COMMITMENTS
229,906 64,117 86,275 209,859 342,217 526,040 492,609 49,716 83,147
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -52,844)
-15,214 -5,229 -1,553 -29,150 -41,726 -45,917 -48,508 -6,927 -4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.9 11.1 15.0 36.4 59.4 91.4 85.6 8.6 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
140 122 114 123 180 324 371
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 339,784
COMMITMENTS
76,405 111,897 46,355 182,702 142,133 305,462 300,385 34,322 39,399
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -1,989)
-404 3,127 -1,165 1,718 -2,713 149 -751 -2,138 -1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 32.9 13.6 53.8 41.8 89.9 88.4 10.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
61 98 75 84 58 192 202
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 648,059
COMMITMENTS
118,867 79,654 8,148 411,372 388,146 538,387 475,948 109,672 172,111
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 18,045)
26,600 5,027 -655 -2,191 8,779 23,754 13,151 -5,709 4,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 12.3 1.3 63.5 59.9 83.1 73.4 16.9 26.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
27 35 15 64 76 96 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 452,154
COMMITMENTS
51,214 66,827 1,284 326,289 293,778 378,787 361,889 73,367 90,265
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -1,947)
-565 -949 -1,057 2,404 -4,419 782 -6,425 -2,729 4,478
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 14.8 0.3 72.2 65.0 83.8 80.0 16.2 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
8 16 4 42 43 52 61
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 3,143
COMMITMENTS
945 362 280 1,391 2,332 2,616 2,974 527 169
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -106)
-43 -24 4 -19 -79 -58 -99 -48 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 11.5 8.9 44.3 74.2 83.2 94.6 16.8 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
9 4 6 13 13 26 20
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 261,916
COMMITMENTS
99,681 52,363 21,948 96,007 159,100 217,636 233,411 44,280 28,505
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -15,267)
-1,794 -574 -2,805 -6,042 -11,499 -10,641 -14,878 -4,626 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 20.0 8.4 36.7 60.7 83.1 89.1 16.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
79 54 55 66 78 180 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 6,959
COMMITMENTS
941 1,449 13 4,621 4,480 5,575 5,942 1,384 1,017
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -282)
85 59 -38 -89 -27 -42 -6 -240 -276
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 20.8 0.2 66.4 64.4 80.1 85.4 19.9 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
9 7 1 14 9 23 17
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 760,802
COMMITMENTS
161,591 157,426 8,123 493,807 495,017 663,521 660,566 97,281 100,236
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -42,505)
-41,312 -10,918 -547 824 -28,990 -41,035 -40,455 -1,470 -2,050
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.2 20.7 1.1 64.9 65.1 87.2 86.8 12.8 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
40 28 14 87 86 132 123
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,211,389
COMMITMENTS
207,280 380,954 45,158 1743348 1326190 1995786 1752302 215,603 459,087
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 47,461)
-45,473 22,433 7,221 78,434 -11,183 40,182 18,471 7,279 28,990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 17.2 2.0 78.8 60.0 90.3 79.2 9.7 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
36 81 36 117 136 179 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,873,458
COMMITMENTS
268,937 289,991 11,729 1423625 1214671 1704291 1516391 169,167 357,067
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -3,864)
-30,440 28,051 -7,152 55,566 -45,269 17,974 -24,370 -21,838 20,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 15.5 0.6 76.0 64.8 91.0 80.9 9.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
37 53 15 87 117 135 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 305,091
COMMITMENTS
17,300 55,593 50,116 210,492 152,445 277,908 258,154 27,183 46,937
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -1,829)
-95 -4 1,331 -1,782 -2,767 -546 -1,440 -1,283 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 18.2 16.4 69.0 50.0 91.1 84.6 8.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
9 19 14 31 29 50 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,809
COMMITMENTS
14,937 10,354 251 36,124 41,513 51,312 52,117 8,497 7,692
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 55)
-246 -273 -39 -9 -41 -294 -353 349 407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 17.3 0.4 60.4 69.4 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 21 6 36 20 63 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,617
COMMITMENTS
29,874 20,707 501 72,248 83,025 102,623 104,233 16,994 15,384
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 109)
-492 -545 -78 -18 -82 -588 -705 697 814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.0 17.3 0.4 60.4 69.4 85.8 87.1 14.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
25 21 6 36 20 63 45
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 51,890
COMMITMENTS
3,066 20,682 0 48,775 31,078 51,841 51,760 49 130
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 2,145)
-2,144 -3,043 0 4,274 5,183 2,130 2,140 15 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 39.9 0.0 94.0 59.9 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
3 17 0 12 18 15 35
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 12/31/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,001
COMMITMENTS
495 19,929 0 33,501 14,003 33,996 33,932 5 69
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 3,755)
-696 496 0 4,447 3,260 3,751 3,756 4 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.5 58.6 0.0 98.5 41.2 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
2 13 0 8 14 10 27
Updated January 6, 2014