WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 428,452
COMMITMENTS
119,950 148,665 74,520 201,233 152,763 395,703 375,948 32,749 52,504
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 12,647)
6,172 -4,769 2,676 4,796 14,930 13,644 12,837 -997 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 34.7 17.4 47.0 35.7 92.4 87.7 7.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 382)
92 152 125 78 103 266 305
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,179,731
COMMITMENTS
368,272 232,450 154,195 516,097 557,162 1038564 943,807 141,167 235,924
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -1,766)
-8,602 8,075 -10,392 16,077 2,605 -2,917 288 1,151 -2,054
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 19.7 13.1 43.7 47.2 88.0 80.0 12.0 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 693)
167 160 195 235 289 515 551
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,264
COMMITMENTS
1,817 1,808 147 3,935 5,091 5,899 7,046 2,365 1,218
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 248)
-339 -95 -10 328 48 -21 -57 269 305
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 21.9 1.8 47.6 61.6 71.4 85.3 28.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 35)
13 6 4 9 11 26 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 600,319
COMMITMENTS
234,210 124,606 69,166 241,176 326,730 544,552 520,502 55,767 79,817
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 18,996)
3,417 -13,153 3,743 10,544 23,765 17,704 14,355 1,292 4,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 20.8 11.5 40.2 54.4 90.7 86.7 9.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 518)
174 156 160 126 154 399 389
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 369,829
COMMITMENTS
74,339 114,674 53,970 204,770 161,718 333,079 330,362 36,750 39,467
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 11,186)
-4,163 9,315 2,577 12,739 -3,190 11,153 8,702 33 2,484
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.1 31.0 14.6 55.4 43.7 90.1 89.3 9.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
76 92 83 74 70 189 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 579,821
COMMITMENTS
56,753 54,384 15,168 384,671 346,010 456,592 415,562 123,229 164,259
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -131,119)
3,788 -25,832 -19,659 -81,097 -81,343 -96,968 -126,834 -34,151 -4,285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.8 9.4 2.6 66.3 59.7 78.7 71.7 21.3 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
35 28 19 63 75 107 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 404,186
COMMITMENTS
24,064 54,648 6,602 296,747 275,078 327,413 336,328 76,773 67,858
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 1,846)
2,283 1,396 -1,626 8,191 16,238 8,848 16,008 -7,002 -14,162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 13.5 1.6 73.4 68.1 81.0 83.2 19.0 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
6 9 7 40 41 51 52
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,232
COMMITMENTS
1,552 848 500 7,522 8,554 9,574 9,902 658 330
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 233)
-12 428 -147 463 -13 304 268 -71 -35
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 8.3 4.9 73.5 83.6 93.6 96.8 6.4 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 7 5 20 23 34 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 287,234
COMMITMENTS
93,718 34,924 32,128 110,518 197,977 236,364 265,029 50,870 22,205
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 8,337)
2,575 2,834 700 3,703 5,636 6,978 9,170 1,359 -833
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 12.2 11.2 38.5 68.9 82.3 92.3 17.7 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
79 53 56 82 85 197 164
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,387
COMMITMENTS
2,064 4,958 425 6,211 4,392 8,700 9,775 2,687 1,612
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -156)
30 -244 144 -253 -144 -79 -244 -77 88
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 43.5 3.7 54.5 38.6 76.4 85.8 23.6 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
19 15 8 22 13 42 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 869,462
COMMITMENTS
157,383 190,991 9,586 599,466 574,892 766,435 775,469 103,027 93,993
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -215,826)
-38,385 -21,914 -46,773 -75,514 -141,822 -160,672 -210,509 -55,154 -5,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 22.0 1.1 68.9 66.1 88.2 89.2 11.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 182)
28 36 18 85 86 122 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,198,731
COMMITMENTS
364,621 344,937 82,356 1501800 1371637 1948777 1798930 249,954 399,801
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -294,295)
-36,913 -92,102 -43,912 -117,348 -109,223 -198,173 -245,237 -96,122 -49,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 15.7 3.7 68.3 62.4 88.6 81.8 11.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
44 70 39 109 156 178 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,666,325
COMMITMENTS
315,877 174,948 24,449 1124542 1173927 1464868 1373324 201,457 293,001
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -213,865)
-403 -83,629 -17,310 -140,403 -102,302 -158,116 -203,241 -55,749 -10,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.0 10.5 1.5 67.5 70.5 87.9 82.4 12.1 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
40 35 21 95 114 146 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 312,601
COMMITMENTS
19,317 29,556 68,596 199,016 171,925 286,929 270,077 25,672 42,524
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -52,399)
-14,930 -1,972 -5,053 -35,884 -52,695 -55,867 -59,720 3,468 7,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 9.5 21.9 63.7 55.0 91.8 86.4 8.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
12 13 18 24 26 46 48
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,071
COMMITMENTS
24,387 2,683 68 24,357 44,881 48,811 47,632 9,260 10,439
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 155)
2,963 -1,092 3 -1,714 1,666 1,252 578 -1,098 -423
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 4.6 0.1 41.9 77.3 84.1 82.0 15.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 11 5 33 26 67 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,141
COMMITMENTS
48,773 5,365 136 48,713 89,762 97,622 95,263 18,519 20,878
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 309)
5,925 -2,183 6 -3,427 3,332 2,504 1,155 -2,195 -846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.0 4.6 0.1 41.9 77.3 84.1 82.0 15.9 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
33 11 5 33 26 67 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,588
COMMITMENTS
6,518 7,704 1,553 1,356 310 9,427 9,567 161 21
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -407)
-821 -929 193 233 310 -395 -426 -12 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.0 80.4 16.2 14.1 3.2 98.3 99.8 1.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 8 4 2 2 15 12
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,254
COMMITMENTS
3,240 6,465 93 7,844 4,552 11,177 11,110 77 144
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: -2,447)
-43 -382 64 -2,467 347 -2,446 29 -1 -2,476
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 57.4 0.8 69.7 40.4 99.3 98.7 0.7 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 7 2 2 8 8 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/04/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 25,364
COMMITMENTS
1,952 7,004 2,317 20,592 15,422 24,861 24,743 503 621
CHANGES FROM 05/28/13 (CHANGE IN OPEN INTEREST: 2,044)
-538 -63 -701 2,787 2,293 1,548 1,529 496 515
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 27.6 9.1 81.2 60.8 98.0 97.6 2.0 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 7 2 9 9 13 16
Updated June 7, 2013