WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 402,864
COMMITMENTS
119,702 159,391 69,592 183,629 122,104 372,923 351,087 29,941 51,777
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -1,146)
5,034 -3,991 -2,003 -4,374 -749 -1,343 -6,743 197 5,597
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 39.6 17.3 45.6 30.3 92.6 87.1 7.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
96 148 103 77 105 244 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,114,755
COMMITMENTS
324,046 320,659 129,890 529,450 437,948 983,386 888,497 131,369 226,258
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -5,134)
-488 -7,321 -5,021 5,421 2,830 -88 -9,512 -5,046 4,378
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 28.8 11.7 47.5 39.3 88.2 79.7 11.8 20.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 713)
153 190 185 250 283 526 567
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,307
COMMITMENTS
2,544 372 128 3,854 6,562 6,526 7,062 1,781 1,245
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -4)
-233 -5 83 166 -262 16 -184 -20 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 4.5 1.5 46.4 79.0 78.6 85.0 21.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
15 4 6 13 12 30 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 522,786
COMMITMENTS
215,818 104,030 47,757 208,985 302,897 472,560 454,684 50,226 68,102
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 4,813)
13,362 5,945 -2,221 -5,679 8,650 5,462 12,374 -649 -7,561
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.3 19.9 9.1 40.0 57.9 90.4 87.0 9.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 505)
156 150 149 128 158 383 379
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 345,281
COMMITMENTS
74,942 112,838 46,884 192,949 145,422 314,775 305,144 30,506 40,137
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 6,184)
2,932 -680 4,394 -1,194 1,410 6,132 5,124 52 1,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 32.7 13.6 55.9 42.1 91.2 88.4 8.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 266)
57 102 79 78 67 186 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 576,327
COMMITMENTS
77,456 85,646 7,235 366,007 310,660 450,698 403,541 125,629 172,786
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 310)
1,144 3,765 743 4,135 -6,154 6,022 -1,646 -5,712 1,956
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 14.9 1.3 63.5 53.9 78.2 70.0 21.8 30.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
26 43 16 65 75 101 124
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,666
COMMITMENTS
30,862 43,808 3,812 271,758 256,466 306,432 304,086 70,234 72,580
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -517)
1,037 2,602 3 -5,534 -8,173 -4,494 -5,568 3,977 5,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.2 11.6 1.0 72.1 68.1 81.4 80.7 18.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 7 4 39 40 48 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,386
COMMITMENTS
1,375 428 467 6,894 8,258 8,736 9,153 650 233
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -127)
155 -241 -8 -238 143 -91 -106 -36 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 4.6 5.0 73.4 88.0 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 5 8 23 28 40 38
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 296,152
COMMITMENTS
95,788 39,728 30,278 119,021 197,920 245,087 267,926 51,065 28,226
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 6,200)
3,753 449 902 1,053 4,491 5,708 5,842 492 358
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 13.4 10.2 40.2 66.8 82.8 90.5 17.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
84 49 65 77 76 203 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,560
COMMITMENTS
1,834 4,037 652 6,609 5,381 9,095 10,070 2,465 1,490
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 256)
21 158 -10 168 132 179 280 77 -24
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 34.9 5.6 57.2 46.5 78.7 87.1 21.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 14 10 24 16 45 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 783,842
COMMITMENTS
174,935 166,720 4,393 515,366 501,975 694,694 673,088 89,148 110,754
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 16,292)
2,255 5,757 -1,318 15,656 14,418 16,593 18,857 -301 -2,565
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.3 21.3 0.6 65.7 64.0 88.6 85.9 11.4 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
36 40 17 85 85 126 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,120,175
COMMITMENTS
326,989 309,254 34,996 1533728 1355420 1895713 1699670 224,462 420,505
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -106,773)
-3,852 -68,697 -4,314 -100,726 -48,764 -108,892 -121,775 2,119 15,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 14.6 1.7 72.3 63.9 89.4 80.2 10.6 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
54 68 39 122 141 197 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,586,558
COMMITMENTS
307,533 225,890 33,678 1076181 1027327 1417392 1286895 169,166 299,663
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 51,788)
17,640 25,068 2,618 30,543 22,504 50,801 50,190 987 1,598
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.4 14.2 2.1 67.8 64.8 89.3 81.1 10.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
44 39 23 88 107 143 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 305,992
COMMITMENTS
13,596 33,361 68,192 200,056 169,584 281,844 271,137 24,148 34,855
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 4,193)
-3,451 4,397 -3,686 6,587 556 -550 1,267 4,743 2,926
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.4 10.9 22.3 65.4 55.4 92.1 88.6 7.9 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 13 17 30 32 50 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,559
COMMITMENTS
22,706 3,171 310 27,101 48,672 50,116 52,153 8,443 6,407
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 5,719)
865 -818 35 3,927 6,677 4,826 5,894 894 -175
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 5.4 0.5 46.3 83.1 85.6 89.1 14.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 13 6 36 23 72 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,118
COMMITMENTS
45,411 6,341 620 54,201 97,344 100,232 104,305 16,886 12,813
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 11,438)
1,729 -1,635 69 7,853 13,354 9,651 11,788 1,787 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 5.4 0.5 46.3 83.1 85.6 89.1 14.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
32 13 6 36 23 72 38
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,246
COMMITMENTS
4,093 11,577 96 26,043 18,566 30,232 30,239 14 7
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -31)
-874 407 26 841 -413 -7 20 -24 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 38.3 0.3 86.1 61.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 14 2 9 12 15 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 11,742
COMMITMENTS
0 4,450 4 11,733 7,277 11,737 11,731 5 11
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 2,462)
0 858 -20 2,489 1,620 2,469 2,458 -7 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 37.9 0.0 99.9 62.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 14 1 3 9 4 23
Updated July 19, 2013