WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 512,932
COMMITMENTS
121,215 166,936 136,277 220,181 157,001 477,673 460,214 35,259 52,718
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 9,373)
5,556 6,961 -790 4,370 4,843 9,135 11,014 238 -1,641
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 32.5 26.6 42.9 30.6 93.1 89.7 6.9 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 410)
108 169 145 96 110 290 348
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,851,640
COMMITMENTS
330,443 404,868 589,273 749,725 546,367 1669441 1540508 182,199 311,132
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 63,967)
16,009 22,551 36,502 9,530 -8,258 62,041 50,794 1,926 13,173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 21.9 31.8 40.5 29.5 90.2 83.2 9.8 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 829)
200 245 276 319 322 675 697
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,071
COMMITMENTS
2,589 2,153 4,931 3,002 4,102 10,521 11,186 1,550 886
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,195)
44 340 425 476 416 944 1,181 252 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 17.8 40.8 24.9 34.0 87.2 92.7 12.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 8 8 6 7 14 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,931
COMMITMENTS
2,324 1,343 1,152 6,014 6,447 9,490 8,942 1,441 1,989
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 611)
207 437 -137 790 175 860 475 -249 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.3 12.3 10.5 55.0 59.0 86.8 81.8 13.2 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
10 9 7 15 14 31 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 757,161
COMMITMENTS
160,608 114,878 259,076 292,348 289,319 712,032 663,273 45,129 93,888
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 27,569)
-14,088 17,575 16,706 25,082 -14,322 27,701 19,960 -132 7,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 15.2 34.2 38.6 38.2 94.0 87.6 6.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 576)
163 220 235 137 171 441 495
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 356,336
COMMITMENTS
68,385 123,912 74,719 179,195 113,965 322,299 312,597 34,037 43,740
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -10,238)
-2,329 11,553 -1,022 -7,498 -17,752 -10,848 -7,221 609 -3,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 34.8 21.0 50.3 32.0 90.4 87.7 9.6 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 268)
62 106 80 77 61 188 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,174
COMMITMENTS
69,255 77,687 64,478 412,448 352,656 546,181 494,820 145,993 197,354
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 21,309)
7,498 2,190 1,189 13,573 9,786 22,261 13,165 -952 8,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 11.2 9.3 59.6 50.9 78.9 71.5 21.1 28.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 164)
23 40 38 81 84 127 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 384,351
COMMITMENTS
34,514 45,235 4,213 274,068 254,800 312,795 304,248 71,557 80,103
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 7,690)
5,710 2,880 357 -1,103 -2,540 4,964 697 2,726 6,993
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 11.8 1.1 71.3 66.3 81.4 79.2 18.6 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 5 6 39 40 49 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,118
COMMITMENTS
1,557 385 245 5,858 7,214 7,660 7,844 458 274
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -295)
73 30 14 -358 -299 -271 -255 -24 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 4.7 3.0 72.2 88.9 94.4 96.6 5.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 7 5 21 23 36 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 298,173
COMMITMENTS
79,354 57,475 50,113 127,578 161,435 257,045 269,023 41,128 29,150
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -4,839)
-2,314 8,620 520 -1,633 -14,145 -3,427 -5,004 -1,412 166
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 19.3 16.8 42.8 54.1 86.2 90.2 13.8 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 248)
71 68 67 79 84 189 186
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,204
COMMITMENTS
1,657 2,657 987 6,487 6,227 9,131 9,871 2,073 1,333
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -300)
168 -295 95 -225 172 38 -28 -338 -272
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 23.7 8.8 57.9 55.6 81.5 88.1 18.5 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
14 15 10 26 21 46 43
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 957,795
COMMITMENTS
193,583 144,547 97,385 562,179 618,093 853,147 860,025 104,648 97,769
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 12,580)
-13,485 -19,418 7,173 17,409 14,603 11,097 2,357 1,483 10,223
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 15.1 10.2 58.7 64.5 89.1 89.8 10.9 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
38 35 24 84 104 133 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,031,043
COMMITMENTS
290,717 327,833 336,911 2143622 1898546 2771250 2563290 259,793 467,752
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 64,358)
-12,064 20,165 -2,499 79,707 50,633 65,144 68,299 -787 -3,942
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 10.8 11.1 70.7 62.6 91.4 84.6 8.6 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
51 72 74 158 172 250 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,017,389
COMMITMENTS
256,452 248,548 275,964 1296098 1190407 1828513 1714919 188,876 302,470
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 617)
6,107 24,641 -10,510 7,758 -14,389 3,355 -258 -2,738 875
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 12.3 13.7 64.2 59.0 90.6 85.0 9.4 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
34 50 46 109 117 169 187
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 273,243
COMMITMENTS
12,811 31,043 63,387 165,947 135,954 242,145 230,384 31,098 42,859
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -37,769)
-6,317 -3,033 -5,987 -33,218 -35,174 -45,522 -44,194 7,753 6,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.4 23.2 60.7 49.8 88.6 84.3 11.4 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
6 15 15 24 27 43 45
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,890
COMMITMENTS
22,188 3,490 1,612 31,367 51,209 55,167 56,311 8,723 7,579
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 228)
-1,440 604 144 1,298 -428 2 321 225 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 5.5 2.5 49.1 80.2 86.3 88.1 13.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 12 13 37 26 78 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,780
COMMITMENTS
44,376 6,979 3,224 62,733 102,418 110,334 112,621 17,446 15,158
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 455)
-2,880 1,208 289 2,595 -856 4 641 451 -186
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.7 5.5 2.5 49.1 80.2 86.3 88.1 13.7 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
36 12 13 37 26 78 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,607
COMMITMENTS
4,225 5,115 1,476 855 0 6,556 6,591 51 16
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -80)
246 65 -126 -26 0 94 -61 -174 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.9 77.4 22.3 12.9 0.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 8 3 1 0 14 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,733
COMMITMENTS
2,569 15,534 33 30,072 17,093 32,674 32,660 59 73
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,144)
36 706 -16 3,098 2,413 3,118 3,103 26 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 47.5 0.1 91.9 52.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 2 7 10 11 24
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,381
COMMITMENTS
391 10,370 12 16,968 6,964 17,371 17,346 10 35
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,833)
391 4,328 8 1,440 -2,516 1,839 1,820 -6 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.2 59.7 0.1 97.6 40.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 11 1 6 6 9 17
Updated August 9, 2013