WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 369,443
COMMITMENTS
126,301 166,375 39,457 173,537 117,196 339,295 323,028 30,148 46,415
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -35,025)
-2,003 -12,660 -18,780 -13,305 -149 -34,088 -31,589 -937 -3,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 45.0 10.7 47.0 31.7 91.8 87.4 8.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 355)
97 137 90 80 91 234 272
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,090,214
COMMITMENTS
310,942 342,715 103,615 537,659 428,661 952,216 874,991 137,998 215,223
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -109,096)
-35,606 -45,759 -28,963 -36,460 -25,623 -101,029 -100,345 -8,067 -8,751
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 31.4 9.5 49.3 39.3 87.3 80.3 12.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 681)
137 180 158 275 288 515 543
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,881
COMMITMENTS
2,628 866 21 4,831 6,642 7,480 7,529 1,401 1,352
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 62)
-175 -627 -56 354 1,167 123 484 -61 -422
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 9.8 0.2 54.4 74.8 84.2 84.8 15.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
12 10 5 12 13 28 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,623
COMMITMENTS
226,062 86,249 59,681 237,032 359,336 522,775 505,266 48,848 66,357
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 25,843)
18,365 -16,053 1,306 -407 41,821 19,264 27,074 6,579 -1,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 15.1 10.4 41.5 62.9 91.5 88.4 8.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 524)
178 127 138 124 177 384 382
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 293,797
COMMITMENTS
69,749 85,307 49,333 138,256 121,171 257,338 255,811 36,459 37,986
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -8,232)
-246 -20,054 -1,007 -10,075 14,778 -11,328 -6,283 3,096 -1,949
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 29.0 16.8 47.1 41.2 87.6 87.1 12.4 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
54 87 63 68 60 167 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 686,657
COMMITMENTS
67,781 70,266 19,987 463,411 405,775 551,179 496,028 135,478 190,629
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 60,740)
-14,344 4,075 9,979 60,102 56,341 55,737 70,395 5,003 -9,655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.9 10.2 2.9 67.5 59.1 80.3 72.2 19.7 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
19 33 24 66 71 99 114
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 400,368
COMMITMENTS
31,513 32,707 4,822 287,392 285,463 323,727 322,992 76,641 77,376
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 11,712)
-3,399 4,617 802 13,337 5,061 10,740 10,480 972 1,232
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.9 8.2 1.2 71.8 71.3 80.9 80.7 19.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 8 3 39 36 45 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,118
COMMITMENTS
1,436 219 221 4,932 6,324 6,589 6,764 529 354
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -860)
-151 -99 -75 -676 -736 -902 -910 42 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 3.1 3.1 69.3 88.8 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 5 5 18 20 31 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 274,447
COMMITMENTS
98,071 44,453 22,059 106,241 184,163 226,371 250,675 48,076 23,772
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -632)
2,483 -5,534 -438 -5,628 5,750 -3,583 -222 2,951 -410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.7 16.2 8.0 38.7 67.1 82.5 91.3 17.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
74 54 49 68 74 175 151
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,536
COMMITMENTS
1,724 2,921 38 6,049 5,527 7,811 8,486 1,725 1,050
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,065)
77 -482 -204 -384 -44 -511 -730 -554 -335
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.1 30.6 0.4 63.4 58.0 81.9 89.0 18.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
12 16 4 21 17 36 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 891,667
COMMITMENTS
178,253 150,538 39,046 568,514 579,371 785,813 768,955 105,854 122,712
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 10,681)
-45,319 -22,662 27,895 23,284 -13,258 5,860 -8,025 4,821 18,706
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.0 16.9 4.4 63.8 65.0 88.1 86.2 11.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
34 32 23 87 100 131 146
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,261,608
COMMITMENTS
225,799 336,624 44,997 1732193 1426903 2002989 1808524 258,619 453,084
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -46,099)
-49,380 36,605 -10,219 -17,379 -92,107 -76,978 -65,721 30,879 19,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 14.9 2.0 76.6 63.1 88.6 80.0 11.4 20.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 290)
34 72 45 132 154 198 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,650,868
COMMITMENTS
202,741 219,379 27,435 1231401 1065257 1461577 1312071 189,291 338,797
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -29,640)
-42,760 -17,042 -11,312 5,721 -20,535 -48,351 -48,889 18,711 19,249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.3 13.3 1.7 74.6 64.5 88.5 79.5 11.5 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
32 45 30 86 108 135 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 303,473
COMMITMENTS
26,813 35,263 69,688 182,092 163,394 278,593 268,345 24,880 35,128
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 12,726)
9,430 1,382 4,506 7,691 15,754 21,627 21,642 -8,901 -8,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 11.6 23.0 60.0 53.8 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
17 13 20 30 31 57 56
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,533
COMMITMENTS
15,023 4,225 246 28,118 40,395 43,387 44,866 8,146 6,667
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2,873)
-4,137 54 -217 2,673 -3,546 -1,681 -3,709 -1,192 837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 8.2 0.5 54.6 78.4 84.2 87.1 15.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 15 5 37 20 66 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,065
COMMITMENTS
30,046 8,449 492 56,235 80,790 86,773 89,731 16,292 13,334
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -5,745)
-8,273 108 -434 5,346 -7,092 -3,361 -7,418 -2,384 1,673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 8.2 0.5 54.6 78.4 84.2 87.1 15.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
26 15 5 37 20 66 37
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,752
COMMITMENTS
4,382 5,792 905 1,438 0 6,725 6,697 27 55
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 301)
253 758 -402 451 -75 302 281 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
64.9 85.8 13.4 21.3 0.0 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 3 2 0 15 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,898
COMMITMENTS
3,506 17,572 43 35,319 21,269 38,868 38,884 30 14
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 373)
1,333 166 0 -960 267 373 433 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 45.2 0.1 90.8 54.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 13 2 6 14 11 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,303
COMMITMENTS
0 11,722 0 20,284 8,522 20,284 20,244 19 59
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 247)
-128 310 -88 485 11 269 233 -22 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 57.7 0.0 99.9 42.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 13 0 5 8 5 21
Updated August 30, 2013