WHEAT-SRW - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 500,015
COMMITMENTS
119,574 186,512 131,783 213,486 130,466 464,843 448,761 35,172 51,254
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -3,799)
1,787 3,379 -9,001 2,179 2,908 -5,035 -2,714 1,236 -1,085
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 37.3 26.4 42.7 26.1 93.0 89.7 7.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
113 160 132 100 101 287 328
WHEAT-HRW - CHICAGO BOARD OF TRADE Code-001612
OPTION AND FUTURES COMBINED 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: 162,411
COMMITMENTS
49,397 40,357 25,862 69,938 66,690 145,197 132,908 17,215 29,503
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 4,960)
1,811 3,232 1,393 1,146 -1,257 4,349 3,368 611 1,592
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.4 24.8 15.9 43.1 41.1 89.4 81.8 10.6 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 186)
58 49 50 55 58 133 140
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,531,779
COMMITMENTS
301,439 349,480 400,775 670,593 491,438 1372808 1241693 158,971 290,086
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 7,343)
-2,639 6,847 -4,132 12,418 -1,598 5,648 1,117 1,695 6,226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 22.8 26.2 43.8 32.1 89.6 81.1 10.4 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 712)
158 188 208 289 292 565 584
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,507
COMMITMENTS
3,209 212 958 4,267 8,192 8,434 9,362 2,073 1,145
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -155)
61 35 -123 -16 -7 -79 -96 -76 -59
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 2.0 9.1 40.6 78.0 80.3 89.1 19.7 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 5 8 14 14 37 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 712,941
COMMITMENTS
230,162 67,404 182,144 245,613 369,632 657,919 619,180 55,023 93,761
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -73,095)
-13,137 6,475 -25,750 -26,822 -47,754 -65,709 -67,030 -7,386 -6,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 9.5 25.5 34.5 51.8 92.3 86.8 7.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 502)
160 133 172 138 187 386 414
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 361,655
COMMITMENTS
76,020 111,369 59,090 191,215 150,991 326,325 321,451 35,330 40,204
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -10,467)
2,112 3,346 -7,935 -2,178 -3,941 -8,000 -8,529 -2,467 -1,938
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 30.8 16.3 52.9 41.8 90.2 88.9 9.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 282)
59 101 83 85 69 199 216
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 765,659
COMMITMENTS
135,033 89,631 50,839 450,934 441,063 636,806 581,533 128,853 184,126
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -50,613)
1,268 6,623 -17,151 -28,277 -44,626 -44,160 -55,155 -6,452 4,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 11.7 6.6 58.9 57.6 83.2 76.0 16.8 24.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
33 32 34 76 83 123 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 453,359
COMMITMENTS
50,491 66,513 2,518 326,309 293,802 379,318 362,832 74,041 90,527
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -5,551)
-296 -1,741 -3,237 2,416 -4,401 -1,117 -9,379 -4,434 3,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.1 14.7 0.6 72.0 64.8 83.7 80.0 16.3 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
9 15 8 43 43 56 62
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 298,229
COMMITMENTS
99,742 48,119 46,426 104,629 172,921 250,798 267,466 47,431 30,762
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -24,513)
-1,081 667 -9,621 -8,347 -14,809 -19,048 -23,763 -5,464 -750
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.4 16.1 15.6 35.1 58.0 84.1 89.7 15.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
86 48 63 73 84 190 173
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 7,131
COMMITMENTS
845 1,450 135 4,680 4,509 5,659 6,094 1,472 1,037
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -456)
25 61 -107 -194 -148 -275 -193 -180 -262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.8 20.3 1.9 65.6 63.2 79.4 85.5 20.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
8 8 4 16 9 25 20
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 767,809
COMMITMENTS
162,652 157,496 11,552 494,557 495,817 668,761 664,865 99,048 102,944
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -43,903)
-41,310 -10,057 -2,488 645 -29,526 -43,153 -42,071 -750 -1,832
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 20.5 1.5 64.4 64.6 87.1 86.6 12.9 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
40 28 18 88 87 135 126
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,751,282
COMMITMENTS
190,815 366,456 335,269 1986245 1557114 2512329 2258838 238,953 492,443
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -235,972)
-42,562 32,591 -110,898 -84,279 -187,374 -237,739 -265,680 1,766 29,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 13.3 12.2 72.2 56.6 91.3 82.1 8.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
51 68 70 146 155 236 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,112,586
COMMITMENTS
251,175 269,303 156,922 1521482 1312093 1929579 1738318 183,007 374,268
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -98,176)
-41,315 2,420 -45,206 9,630 -70,039 -76,892 -112,825 -21,285 14,649
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 12.7 7.4 72.0 62.1 91.3 82.3 8.7 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
38 55 40 101 126 164 196
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 306,411
COMMITMENTS
17,299 55,467 51,272 210,568 152,681 279,139 259,420 27,272 46,991
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: -1,913)
-220 -118 1,424 -1,826 -2,829 -622 -1,523 -1,291 -389
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 18.1 16.7 68.7 49.8 91.1 84.7 8.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 21 17 31 29 52 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 61,575
COMMITMENTS
14,871 10,349 906 37,189 42,421 52,966 53,676 8,609 7,899
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 457)
-186 -269 80 189 204 82 15 375 443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.8 1.5 60.4 68.9 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 21 10 38 22 70 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 123,150
COMMITMENTS
29,742 20,697 1,812 74,377 84,842 105,932 107,352 17,218 15,798
CHANGES FROM 12/24/13 (CHANGE IN OPEN INTEREST: 914)
-373 -538 160 378 408 165 29 749 885
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 16.8 1.5 60.4 68.9 86.0 87.2 14.0 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
27 21 10 38 22 70 48
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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