WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 517,110
COMMITMENTS
119,262 166,783 139,775 223,460 157,817 482,496 464,375 34,614 52,735
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -15,002)
-4,287 -1,199 -7,955 -1,114 -2,905 -13,356 -12,059 -1,646 -2,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 32.3 27.0 43.2 30.5 93.3 89.8 6.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
99 172 144 101 106 292 341
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,871,279
COMMITMENTS
307,613 353,439 612,217 766,186 612,716 1686016 1578373 185,263 292,906
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -62,788)
-24,063 -53,603 -24,661 -4,263 38,864 -52,987 -39,401 -9,801 -23,387
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 18.9 32.7 40.9 32.7 90.1 84.3 9.9 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 804)
195 225 266 332 328 676 680
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,235
COMMITMENTS
1,499 3,555 4,762 3,238 2,164 9,500 10,481 1,736 754
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -1,747)
-713 1,043 -954 128 -1,814 -1,539 -1,725 -208 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.3 31.6 42.4 28.8 19.3 84.6 93.3 15.4 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 10 8 6 7 15 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,399
COMMITMENTS
2,550 1,359 1,049 5,251 6,110 8,850 8,518 1,549 1,881
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -424)
213 21 -134 -414 -53 -336 -166 -88 -258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.5 13.1 10.1 50.5 58.8 85.1 81.9 14.9 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
15 7 7 15 14 33 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 800,696
COMMITMENTS
190,190 81,324 268,584 291,716 370,419 750,491 720,327 50,205 80,369
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 41,395)
26,022 -22,864 14,858 -2,200 59,747 38,680 51,741 2,715 -10,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.8 10.2 33.5 36.4 46.3 93.7 90.0 6.3 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 588)
186 195 246 143 183 467 494
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 340,979
COMMITMENTS
69,357 104,308 76,862 160,553 118,875 306,771 300,044 34,208 40,935
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -14,453)
541 -12,322 -721 -13,205 -687 -13,386 -13,731 -1,067 -722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.3 30.6 22.5 47.1 34.9 90.0 88.0 10.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
59 101 75 71 65 179 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 769,657
COMMITMENTS
75,059 63,901 86,185 452,192 398,508 613,436 548,594 156,221 221,063
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 54,810)
2,092 -13,969 15,651 29,515 36,211 47,258 37,893 7,552 16,918
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 8.3 11.2 58.8 51.8 79.7 71.3 20.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 165)
32 30 36 79 86 124 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 389,746
COMMITMENTS
34,912 28,073 4,117 274,055 280,408 313,084 312,598 76,662 77,148
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 3,836)
230 -1,555 43 -666 3,849 -393 2,337 4,229 1,499
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.2 1.1 70.3 71.9 80.3 80.2 19.7 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 6 5 40 43 49 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,978
COMMITMENTS
1,587 318 296 5,608 7,060 7,491 7,674 487 304
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -461)
-83 -123 62 -459 -393 -480 -454 19 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 4.0 3.7 70.3 88.5 93.9 96.2 6.1 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
13 5 7 20 22 38 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 319,582
COMMITMENTS
93,878 46,465 51,698 125,750 194,965 271,325 293,128 48,257 26,455
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 16,390)
11,187 -7,895 2,776 -3,686 23,915 10,277 18,796 6,112 -2,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.4 14.5 16.2 39.3 61.0 84.9 91.7 15.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
78 64 67 80 85 198 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,415
COMMITMENTS
1,691 3,378 550 6,708 6,006 8,950 9,934 2,466 1,482
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -625)
58 227 -531 -360 3 -833 -301 208 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.8 29.6 4.8 58.8 52.6 78.4 87.0 21.6 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
14 15 8 24 20 43 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 979,310
COMMITMENTS
203,938 155,386 108,063 563,942 609,987 875,943 873,437 103,367 105,873
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 12,603)
12,322 8,951 9,557 -7,417 -8,373 14,462 10,135 -1,858 2,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 15.9 11.0 57.6 62.3 89.4 89.2 10.6 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
44 31 31 87 99 142 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,206,935
COMMITMENTS
236,163 305,780 436,034 2264567 1981288 2936764 2723102 270,171 483,833
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 93,365)
-4,363 -28,375 73,005 -1,881 41,067 66,760 85,697 26,605 7,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 9.5 13.6 70.6 61.8 91.6 84.9 8.4 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 328)
50 72 77 168 186 263 290
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,155,384
COMMITMENTS
229,642 242,918 332,035 1411054 1250143 1972731 1825096 182,653 330,288
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 104,394)
-40,722 3,887 40,443 99,060 58,190 98,781 102,520 5,613 1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.7 11.3 15.4 65.5 58.0 91.5 84.7 8.5 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
35 50 44 102 116 161 186
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 291,530
COMMITMENTS
17,176 33,824 65,602 174,584 147,640 257,363 247,066 34,167 44,464
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 7,931)
1,090 1,362 2,232 3,157 2,153 6,479 5,747 1,452 2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 11.6 22.5 59.9 50.6 88.3 84.7 11.7 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
11 13 17 27 27 49 47
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,909
COMMITMENTS
19,282 4,107 1,570 26,571 45,147 47,424 50,824 9,485 6,084
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -9,448)
-5,558 1,037 -87 -2,819 -9,397 -8,463 -8,447 -984 -1,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 7.2 2.8 46.7 79.3 83.3 89.3 16.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 11 10 42 20 82 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 113,817
COMMITMENTS
38,564 8,214 3,141 53,142 90,295 94,847 101,649 18,970 12,168
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -18,895)
-11,115 2,074 -173 -5,638 -18,794 -16,927 -16,893 -1,969 -2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 7.2 2.8 46.7 79.3 83.3 89.3 16.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
36 11 10 42 20 82 37
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,451
COMMITMENTS
4,129 5,034 1,307 987 75 6,423 6,416 28 35
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -164)
-283 -303 39 84 75 -160 -189 -4 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.0 78.0 20.3 15.3 1.2 99.6 99.5 0.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 7 3 3 1 16 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,525
COMMITMENTS
2,173 17,406 43 36,279 21,002 38,495 38,451 30 74
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 4,167)
148 1,540 12 4,026 2,604 4,186 4,156 -19 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 45.2 0.1 94.2 54.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
3 14 2 6 12 10 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/20/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,056
COMMITMENTS
128 11,412 88 19,799 8,511 20,015 20,011 41 45
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 2,608)
-150 1,002 88 2,719 1,528 2,657 2,618 -49 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.6 56.9 0.4 98.7 42.4 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
1 11 1 5 8 7 19
Updated August 23, 2013