WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 506,705
COMMITMENTS
110,112 161,192 141,760 221,128 149,369 473,000 452,321 33,704 54,384
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 7,534)
-1,765 13,087 4,663 3,421 -10,299 6,319 7,451 1,215 83
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 31.8 28.0 43.6 29.5 93.3 89.3 6.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 407)
106 165 148 98 118 290 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,797,856
COMMITMENTS
322,519 364,679 563,117 732,735 569,755 1618372 1497551 179,484 300,305
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 111,787)
3,473 51,191 56,601 39,702 -2,004 99,775 105,788 12,012 5,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 20.3 31.3 40.8 31.7 90.0 83.3 10.0 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 815)
192 246 283 302 316 658 697
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED 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: 8,534
COMMITMENTS
3,268 1,222 3,035 1,284 3,518 7,586 7,775 947 759
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 142)
401 125 -246 -145 220 10 100 132 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 14.3 35.6 15.0 41.2 88.9 91.1 11.1 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 10 9 6 9 15 24
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,165
COMMITMENTS
2,471 371 1,027 4,834 7,091 8,333 8,489 1,832 1,676
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 759)
-31 155 292 500 -16 762 431 -3 328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 3.6 10.1 47.6 69.8 82.0 83.5 18.0 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 6 6 14 14 31 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 770,598
COMMITMENTS
208,082 95,050 255,515 253,524 336,263 717,121 686,828 53,477 83,771
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 17,686)
3,338 19,910 10,249 6,267 -15,351 19,854 14,808 -2,168 2,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 12.3 33.2 32.9 43.6 93.1 89.1 6.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 584)
197 199 246 147 176 475 494
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 382,575
COMMITMENTS
71,691 118,155 74,455 202,204 145,247 348,350 337,857 34,226 44,719
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 4,386)
-1,451 7,787 4,090 -658 -10,907 1,980 970 2,406 3,416
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 30.9 19.5 52.9 38.0 91.1 88.3 8.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
67 103 79 75 70 189 218
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 709,249
COMMITMENTS
63,992 81,948 87,535 415,559 350,598 567,087 520,082 142,162 189,167
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -17,949)
-3,687 7,375 -6,734 -5,663 -15,303 -16,084 -14,663 -1,865 -3,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.6 12.3 58.6 49.4 80.0 73.3 20.0 26.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 177)
24 51 45 80 87 135 152
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 377,487
COMMITMENTS
28,200 43,607 3,826 276,915 253,888 308,941 301,321 68,546 76,166
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -310)
-2,662 -201 14 5,157 -2,578 2,509 -2,765 -2,819 2,455
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.6 1.0 73.4 67.3 81.8 79.8 18.2 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 6 4 40 41 48 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 332,430
COMMITMENTS
86,909 43,514 59,466 132,975 197,696 279,350 300,675 53,080 31,755
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -4,716)
-4,469 3,775 3,074 -1,534 -12,725 -2,928 -5,876 -1,788 1,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 13.1 17.9 40.0 59.5 84.0 90.4 16.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
84 52 70 84 90 202 186
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 11,963
COMMITMENTS
1,625 3,986 767 6,890 5,777 9,282 10,530 2,681 1,433
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -130)
-46 -49 -212 2 249 -256 -12 125 -118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 33.3 6.4 57.6 48.3 77.6 88.0 22.4 12.0
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
OPTION AND FUTURES COMBINED 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: 942,212
COMMITMENTS
200,723 170,813 107,194 527,709 558,380 835,627 836,387 106,585 105,825
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 26,593)
34,839 8,446 -6,568 -16,773 31,543 11,499 33,421 15,094 -6,828
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 18.1 11.4 56.0 59.3 88.7 88.8 11.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
35 42 27 85 98 134 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 3,038,037
COMMITMENTS
266,186 330,604 419,817 2096319 1811901 2782322 2562321 255,715 475,716
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 64,854)
-24,343 17,442 -17,779 109,548 49,504 67,426 49,167 -2,572 15,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 10.9 13.8 69.0 59.6 91.6 84.3 8.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
40 92 80 158 178 253 295
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 2,038,852
COMMITMENTS
262,346 232,456 300,220 1273289 1186102 1835855 1718778 202,997 320,074
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: -22,137)
-22,153 1,176 -28,040 5,110 -2,521 -45,084 -29,384 22,947 7,247
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 11.4 14.7 62.5 58.2 90.0 84.3 10.0 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
28 54 47 108 122 165 194
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 309,260
COMMITMENTS
16,586 33,325 66,672 198,936 170,206 282,195 270,203 27,065 39,057
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 2,585)
2,927 -108 -1,817 -1,289 622 -179 -1,304 2,764 3,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 10.8 21.6 64.3 55.0 91.2 87.4 8.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
10 13 17 29 33 49 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 62,319
COMMITMENTS
22,599 3,069 1,297 29,559 50,961 53,455 55,327 8,864 6,992
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 416)
-186 -298 -111 433 605 136 196 280 221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 4.9 2.1 47.4 81.8 85.8 88.8 14.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
36 12 10 38 26 80 42
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 124,638
COMMITMENTS
45,198 6,137 2,594 59,118 101,922 106,911 110,654 17,728 13,985
CHANGES FROM 07/16/13 (CHANGE IN OPEN INTEREST: 833)
-371 -597 -223 866 1,211 272 391 561 441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 4.9 2.1 47.4 81.8 85.8 88.8 14.2 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
36 12 10 38 26 80 42
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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