WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 354,855
COMMITMENTS
121,207 174,785 34,673 172,555 102,429 328,435 311,887 26,420 42,968
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -3,324)
-1,394 5,453 -2,197 1,431 -5,046 -2,160 -1,790 -1,164 -1,534
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 49.3 9.8 48.6 28.9 92.6 87.9 7.4 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 350)
94 137 91 73 93 221 274
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,084,845
COMMITMENTS
324,624 368,344 107,268 523,065 397,354 954,957 872,966 129,888 211,879
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 13,113)
7,234 12,686 7,084 -304 -10,912 14,014 8,858 -901 4,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.9 34.0 9.9 48.2 36.6 88.0 80.5 12.0 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 711)
150 198 152 255 279 502 550
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,803
COMMITMENTS
2,769 1,240 66 5,204 6,824 8,039 8,130 1,764 1,673
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 664)
154 548 57 145 -343 356 262 308 402
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.2 12.6 0.7 53.1 69.6 82.0 82.9 18.0 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
14 9 4 13 11 29 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,277
COMMITMENTS
233,029 80,214 75,539 250,970 385,786 559,538 541,539 51,739 69,738
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 20,263)
-7,719 5,228 9,969 16,336 3,084 18,586 18,281 1,677 1,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 13.1 12.4 41.1 63.1 91.5 88.6 8.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 534)
183 129 136 114 179 373 388
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,801
COMMITMENTS
9,108 772 339 28 3,664 9,475 4,775 7,326 12,026
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
54.2 4.6 2.0 0.2 21.8 56.4 28.4 43.6 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 4 2 12 8 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 286,773
COMMITMENTS
71,921 84,756 44,499 139,324 120,120 255,744 249,375 31,029 37,398
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 2,533)
1,563 2,700 -2,379 2,318 -1,843 1,502 -1,522 1,031 4,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 29.6 15.5 48.6 41.9 89.2 87.0 10.8 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
57 88 70 69 58 177 182
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,287
COMMITMENTS
76,835 59,772 7,195 421,133 382,752 505,163 449,719 126,124 181,568
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -167)
12,297 -13,729 -891 -22,747 3,846 -11,341 -10,774 11,174 10,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 9.5 1.1 66.7 60.6 80.0 71.2 20.0 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
27 29 15 66 70 101 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 404,779
COMMITMENTS
32,303 39,564 5,029 291,639 280,497 328,971 325,090 75,808 79,689
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -14,122)
2,741 7,827 -6,598 -12,300 -15,665 -16,157 -14,436 2,035 314
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 9.8 1.2 72.0 69.3 81.3 80.3 18.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 10 5 42 41 51 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,642
COMMITMENTS
1,475 171 237 4,411 5,958 6,123 6,366 519 276
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -30)
-32 -15 30 -48 -51 -50 -36 20 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 2.6 3.6 66.4 89.7 92.2 95.8 7.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 3 6 18 20 33 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 268,404
COMMITMENTS
97,450 43,528 20,480 102,280 181,911 220,210 245,919 48,194 22,485
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 1,144)
-3,174 547 229 817 46 -2,128 822 3,272 322
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 16.2 7.6 38.1 67.8 82.0 91.6 18.0 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
85 56 49 65 74 177 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,457
COMMITMENTS
1,574 2,696 82 5,989 5,464 7,645 8,242 1,812 1,215
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 282)
-160 87 59 242 3 141 149 141 133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.6 28.5 0.9 63.3 57.8 80.8 87.2 19.2 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
12 12 3 19 14 34 27
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 861,967
COMMITMENTS
139,014 167,687 18,187 612,732 549,638 769,933 735,512 92,034 126,455
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 44,260)
-21,217 13,776 -10,299 74,136 32,250 42,620 35,727 1,640 8,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 19.5 2.1 71.1 63.8 89.3 85.3 10.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
39 41 20 83 91 126 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,114,314
COMMITMENTS
193,124 278,448 56,847 1632744 1323595 1882715 1658890 231,599 455,424
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -36,965)
-37,251 -55,021 6,559 1,266 -3,813 -29,426 -52,275 -7,539 15,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 13.2 2.7 77.2 62.6 89.0 78.5 11.0 21.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 299)
43 72 38 123 147 191 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,637,320
COMMITMENTS
142,336 271,092 26,645 1296528 997,302 1465509 1295039 171,811 342,281
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 56,100)
-27,345 56,494 -2,280 93,401 3,944 63,776 58,158 -7,676 -2,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 16.6 1.6 79.2 60.9 89.5 79.1 10.5 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
29 48 22 87 107 130 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 282,651
COMMITMENTS
20,710 30,292 69,944 167,299 145,418 257,953 245,654 24,698 36,997
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 11,139)
-1,313 1,353 2,423 8,950 5,969 10,060 9,745 1,079 1,394
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 10.7 24.7 59.2 51.4 91.3 86.9 8.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
14 12 16 25 28 48 48
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,726
COMMITMENTS
14,294 4,685 643 38,522 49,912 53,458 55,239 13,268 11,487
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 17,707)
958 1,319 420 11,108 14,174 12,486 15,913 5,222 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 7.0 1.0 57.7 74.8 80.1 82.8 19.9 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 16 4 43 27 73 46
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,664
COMMITMENTS
2,562 230 2 6,209 12,158 8,773 12,390 4,891 1,274
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.8 1.7 0.0 45.4 89.0 64.2 90.7 35.8 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 8 7 12 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 106,124
COMMITMENTS
24,685 10,131 59 64,626 75,508 89,370 85,698 16,754 20,426
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 8,086)
-1,986 3,399 -386 9,797 4,032 7,425 7,045 661 1,041
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 9.5 0.1 60.9 71.2 84.2 80.8 15.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
25 17 3 39 24 66 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,129
COMMITMENTS
5,572 6,109 1,664 670 342 7,906 8,115 223 14
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 126)
772 216 -387 -455 292 -70 121 196 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
68.5 75.2 20.5 8.2 4.2 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 4 1 2 16 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,037
COMMITMENTS
4,966 19,050 4,412 34,629 20,527 44,007 43,989 30 48
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 5,501)
1,434 1,611 4,369 -310 -480 5,493 5,500 8 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 43.3 10.0 78.6 46.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 14 3 6 14 10 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,627
COMMITMENTS
48 10,053 0 22,563 12,464 22,611 22,517 16 110
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,407)
-25 -1,377 -2,757 1,360 2,673 -1,422 -1,461 15 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.2 44.4 0.0 99.7 55.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 10 0 6 6 7 16
Updated September 13, 2013