WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,491
COMMITMENTS
108,104 134,210 154,674 242,390 193,755 505,167 482,639 34,324 56,853
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 3,410)
-3,544 10,257 -3,474 10,585 -4,409 3,567 2,374 -157 1,036
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 24.9 28.7 44.9 35.9 93.6 89.5 6.4 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 414)
105 171 153 89 116 292 359
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,818,654
COMMITMENTS
356,806 240,650 559,572 719,216 722,942 1635594 1523164 183,060 295,490
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 24,582)
-3,179 11,856 23,031 4,016 -6,561 23,868 28,325 715 -3,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 13.2 30.8 39.5 39.8 89.9 83.8 10.1 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 773)
189 210 294 286 309 650 656
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,377
COMMITMENTS
4,545 1,266 3,621 1,613 4,448 9,779 9,335 597 1,042
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -423)
839 -242 -1,115 -152 940 -428 -418 4 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.8 12.2 34.9 15.5 42.9 94.2 90.0 5.8 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
11 6 12 5 9 19 24
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 5,005
COMMITMENTS
1,213 1,462 2,165 1,477 1,321 4,855 4,949 150 56
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -3,519)
-1,877 -393 -494 -920 -2,037 -3,291 -2,924 -228 -595
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 29.2 43.3 29.5 26.4 97.0 98.9 3.0 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 9 8 7 8 15 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,825
COMMITMENTS
5,140 102 1,195 3,759 9,960 10,094 11,257 2,730 1,567
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,842)
1,338 -56 -133 535 1,774 1,740 1,585 102 257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.1 0.8 9.3 29.3 77.7 78.7 87.8 21.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
21 5 6 16 17 42 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 920,174
COMMITMENTS
226,186 85,692 328,233 304,649 412,501 859,068 826,427 61,106 93,748
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,677)
-18,518 2,931 6,713 15,164 -4,550 3,359 5,094 -1,682 -3,417
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 9.3 35.7 33.1 44.8 93.4 89.8 6.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 583)
188 210 253 144 168 492 480
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 393,039
COMMITMENTS
75,732 105,781 75,808 207,960 171,727 359,500 353,317 33,539 39,722
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -14,145)
3,943 -6,177 -1,640 -11,770 -1,600 -9,466 -9,416 -4,679 -4,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 26.9 19.3 52.9 43.7 91.5 89.9 8.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
74 102 102 78 83 209 247
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 717,939
COMMITMENTS
50,624 59,284 94,071 436,168 372,911 580,863 526,265 137,076 191,674
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -19,187)
318 -19,436 -4,279 -8,537 4,495 -12,497 -19,220 -6,690 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.3 13.1 60.8 51.9 80.9 73.3 19.1 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
35 40 53 77 86 141 150
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 385,832
COMMITMENTS
26,261 54,713 5,700 282,913 265,284 314,874 325,697 70,959 60,135
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -13,703)
138 2,388 -294 -12,789 -16,616 -12,945 -14,522 -758 819
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 14.2 1.5 73.3 68.8 81.6 84.4 18.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 9 4 40 42 49 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,957
COMMITMENTS
1,378 591 360 7,461 8,722 9,199 9,673 758 284
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -343)
-181 -407 112 -285 31 -354 -264 11 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 5.9 3.6 74.9 87.6 92.4 97.1 7.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 3 5 24 22 36 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 362,307
COMMITMENTS
102,824 42,065 65,503 137,564 223,971 305,891 331,539 56,416 30,768
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 11,114)
179 4,953 1,028 10,431 1,001 11,638 6,981 -524 4,133
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 11.6 18.1 38.0 61.8 84.4 91.5 15.6 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
85 54 69 89 91 215 179
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,062
COMMITMENTS
2,306 2,067 633 5,546 6,823 8,484 9,523 2,578 1,539
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -402)
331 -1,543 72 -775 1,119 -372 -351 -30 -50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 18.7 5.7 50.1 61.7 76.7 86.1 23.3 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
17 11 8 21 18 41 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 916,274
COMMITMENTS
212,113 183,182 87,933 520,564 550,919 820,610 822,034 95,664 94,240
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 852)
42,037 10,383 -2,295 -35,362 140 4,381 8,229 -3,529 -7,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 20.0 9.6 56.8 60.1 89.6 89.7 10.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
34 38 27 89 89 136 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,847,746
COMMITMENTS
352,395 343,340 435,540 1798884 1633520 2586819 2412399 260,927 435,347
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -97,980)
2,005 -45,179 -16,925 -68,263 -11,502 -83,183 -73,606 -14,796 -24,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 12.1 15.3 63.2 57.4 90.8 84.7 9.2 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 327)
56 81 88 153 171 261 288
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,902,510
COMMITMENTS
262,277 195,926 315,006 1129298 1083527 1706580 1594459 195,930 308,051
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -31,887)
-35,850 -692 51,823 -45,513 -82,449 -29,540 -31,318 -2,347 -570
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 10.3 16.6 59.4 57.0 89.7 83.8 10.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
39 37 38 112 127 165 188
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 338,132
COMMITMENTS
15,604 31,066 76,861 221,268 191,096 313,733 299,023 24,400 39,109
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 12,259)
-1,844 -330 2,528 12,441 12,310 13,125 14,509 -866 -2,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.2 22.7 65.4 56.5 92.8 88.4 7.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
9 17 19 26 29 49 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 80,732
COMMITMENTS
25,807 2,848 3,278 42,430 64,610 71,515 70,736 9,216 9,996
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 21,208)
3,392 294 1,346 16,271 19,324 21,008 20,964 199 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 3.5 4.1 52.6 80.0 88.6 87.6 11.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 16 16 40 34 82 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 161,463
COMMITMENTS
51,614 5,695 6,555 84,861 129,221 143,031 141,471 18,433 19,992
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 42,415)
6,783 588 2,692 32,541 38,649 42,017 41,929 398 487
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.0 3.5 4.1 52.6 80.0 88.6 87.6 11.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
34 16 16 40 34 82 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,597
COMMITMENTS
5,194 6,471 2,024 1,255 92 8,473 8,587 124 10
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -890)
-806 -715 466 -95 -188 -435 -437 -455 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.4 75.3 23.5 14.6 1.1 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 7 2 1 17 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,798
COMMITMENTS
4,532 11,067 87 25,156 18,585 29,775 29,739 23 59
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 461)
10 991 -1,013 1,470 455 467 433 -6 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 37.1 0.3 84.4 62.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 9 2 7 11 12 21
Updated June 21, 2013