WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 404,401
COMMITMENTS
120,056 173,336 69,750 184,052 109,639 373,858 352,725 30,543 51,676
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,537)
354 13,945 158 423 -12,465 935 1,638 602 -101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 42.9 17.2 45.5 27.1 92.4 87.2 7.6 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 381)
99 152 111 80 104 249 310
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,168,749
COMMITMENTS
335,422 365,332 139,690 554,736 437,443 1029848 942,465 138,901 226,284
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 53,994)
11,376 44,673 9,800 25,286 -505 46,462 53,968 7,532 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 31.3 12.0 47.5 37.4 88.1 80.6 11.9 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
156 218 194 256 279 547 586
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,942
COMMITMENTS
2,529 515 359 4,272 6,555 7,160 7,429 1,782 1,513
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 635)
-15 143 231 418 -7 634 367 1 268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.3 5.8 4.0 47.8 73.3 80.1 83.1 19.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 4 5 13 13 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 526,976
COMMITMENTS
223,877 119,833 48,671 206,471 287,363 479,019 455,867 47,957 71,109
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 4,190)
8,059 15,803 914 -2,514 -15,534 6,459 1,183 -2,269 3,007
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.5 22.7 9.2 39.2 54.5 90.9 86.5 9.1 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
152 176 157 129 158 389 400
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 346,439
COMMITMENTS
71,640 117,430 50,477 191,397 134,784 313,514 302,691 32,925 43,748
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,158)
-3,302 4,592 3,593 -1,552 -10,638 -1,261 -2,453 2,419 3,611
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 33.9 14.6 55.2 38.9 90.5 87.4 9.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
56 110 71 74 65 181 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 573,979
COMMITMENTS
75,923 90,872 5,718 367,007 306,612 448,648 403,202 125,331 170,777
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -2,348)
-1,533 5,226 -1,517 1,000 -4,048 -2,050 -339 -298 -2,009
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 15.8 1.0 63.9 53.4 78.2 70.2 21.8 29.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 172)
26 45 17 62 78 99 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,402
COMMITMENTS
28,200 43,607 3,826 276,915 253,886 308,941 301,319 67,461 75,083
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -264)
-2,662 -201 14 5,157 -2,580 2,509 -2,767 -2,773 2,503
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 11.6 1.0 73.6 67.5 82.1 80.1 17.9 19.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 6 4 40 41 48 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,118
COMMITMENTS
1,670 342 389 6,552 8,118 8,611 8,849 507 269
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -268)
295 -86 -78 -342 -140 -125 -304 -143 36
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.3 3.8 4.3 71.9 89.0 94.4 97.0 5.6 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
16 6 7 23 24 42 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 283,625
COMMITMENTS
92,121 43,998 26,965 115,215 183,496 234,301 254,459 49,324 29,166
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -12,527)
-3,667 4,270 -3,313 -3,806 -14,424 -10,786 -13,467 -1,741 940
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 15.5 9.5 40.6 64.7 82.6 89.7 17.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
80 52 62 78 81 191 171
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,383
COMMITMENTS
1,645 4,018 508 6,710 5,526 8,863 10,052 2,520 1,331
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -177)
-189 -19 -144 101 145 -232 -18 55 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 35.3 4.5 58.9 48.5 77.9 88.3 22.1 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
15 15 8 22 17 40 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 810,349
COMMITMENTS
204,199 172,204 2,856 499,697 531,437 706,752 706,497 103,597 103,852
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 26,507)
29,264 5,484 -1,537 -15,669 29,462 12,058 33,409 14,449 -6,902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 21.3 0.4 61.7 65.6 87.2 87.2 12.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
35 42 17 78 92 120 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,211,881
COMMITMENTS
305,013 337,325 38,846 1643224 1396899 1987083 1773070 224,798 438,811
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 91,706)
-21,976 28,071 3,850 109,496 41,479 91,370 73,400 336 18,306
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 15.3 1.8 74.3 63.2 89.8 80.2 10.2 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 317)
49 76 35 120 149 189 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,613,914
COMMITMENTS
285,222 225,876 31,950 1105607 1049817 1422779 1307643 191,135 306,271
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 27,356)
-22,311 -14 -1,728 29,426 22,490 5,387 20,748 21,969 6,608
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.7 14.0 2.0 68.5 65.0 88.2 81.0 11.8 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
40 39 23 85 109 136 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 308,582
COMMITMENTS
16,610 33,394 66,303 198,769 170,206 281,682 269,903 26,900 38,679
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,590)
3,014 33 -1,889 -1,287 622 -162 -1,234 2,752 3,824
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 10.8 21.5 64.4 55.2 91.3 87.5 8.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 13 16 29 33 48 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,037
COMMITMENTS
22,643 3,135 244 28,392 49,923 51,278 53,301 8,759 6,736
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,478)
-63 -36 -67 1,291 1,251 1,162 1,149 316 329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 5.2 0.4 47.3 83.2 85.4 88.8 14.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 12 4 37 24 74 38
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,073
COMMITMENTS
45,286 6,269 487 56,783 99,846 102,556 106,602 17,517 13,471
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,955)
-125 -72 -133 2,582 2,502 2,324 2,297 631 658
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 5.2 0.4 47.3 83.2 85.4 88.8 14.6 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 12 4 37 24 74 38
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,441
COMMITMENTS
3,722 4,959 1,460 886 0 6,068 6,419 373 22
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.8 77.0 22.7 13.8 0.0 94.2 99.7 5.8 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
10 9 3 2 0 14 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 27,068
COMMITMENTS
2,109 12,369 104 24,841 14,563 27,054 27,036 14 32
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -3,178)
-1,984 792 8 -1,202 -4,003 -3,178 -3,203 0 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 45.7 0.4 91.8 53.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 14 2 9 11 13 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,591
COMMITMENTS
38 4,990 4 13,543 8,560 13,585 13,554 6 37
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 1,849)
38 540 0 1,810 1,283 1,848 1,823 1 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 36.7 0.0 99.6 63.0 100.0 99.7 0.0 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
1 12 1 5 8 7 20
Updated July 26, 2013