WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 458,172
COMMITMENTS
121,891 156,804 100,554 203,053 151,538 425,499 408,895 32,673 49,277
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -58,938)
2,630 -9,979 -39,220 -20,406 -6,280 -56,997 -55,480 -1,941 -3,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 34.2 21.9 44.3 33.1 92.9 89.2 7.1 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 380)
95 156 130 95 106 275 318
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,585,788
COMMITMENTS
300,757 315,833 441,971 669,615 551,224 1412343 1309029 173,445 276,760
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -285,491)
-6,856 -37,607 -170,246 -96,571 -61,492 -273,672 -269,344 -11,818 -16,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.0 19.9 27.9 42.2 34.8 89.1 82.5 10.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 748)
193 180 247 314 321 632 637
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,279
COMMITMENTS
2,621 721 788 5,367 7,324 8,776 8,834 1,503 1,445
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -120)
71 -638 -260 116 1,215 -73 316 -46 -436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.5 7.0 7.7 52.2 71.3 85.4 85.9 14.6 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
13 9 7 14 14 32 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 829,919
COMMITMENTS
205,060 57,840 274,330 294,121 418,516 773,511 750,686 56,407 79,233
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 29,223)
14,870 -23,484 5,746 2,404 48,097 23,021 30,359 6,202 -1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.7 7.0 33.1 35.4 50.4 93.2 90.5 6.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 573)
178 182 234 148 190 462 480
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,771
COMMITMENTS
69,267 82,660 70,878 149,288 134,526 289,434 288,065 37,337 38,706
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -14,208)
-89 -21,648 -5,983 -11,264 15,652 -17,337 -11,980 3,129 -2,228
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.2 25.3 21.7 45.7 41.2 88.6 88.2 11.4 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
56 88 70 70 68 172 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 753,194
COMMITMENTS
72,056 69,298 46,905 485,878 432,768 604,839 548,972 148,355 204,223
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -16,462)
-3,003 5,397 -39,280 33,686 34,260 -8,597 378 -7,866 -16,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 9.2 6.2 64.5 57.5 80.3 72.9 19.7 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
28 27 34 74 77 117 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 400,567
COMMITMENTS
31,513 32,699 4,830 287,392 285,463 323,735 322,992 76,832 77,575
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 10,821)
-3,399 4,626 713 13,337 5,055 10,651 10,394 171 427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 8.2 1.2 71.7 71.3 80.8 80.6 19.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
5 8 4 39 36 46 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 7,118
COMMITMENTS
1,436 219 221 4,932 6,324 6,589 6,764 529 354
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -860)
-151 -99 -75 -676 -736 -902 -910 42 50
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 3.1 3.1 69.3 88.8 92.6 95.0 7.4 5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 5 5 18 20 31 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 322,437
COMMITMENTS
95,975 37,108 54,712 119,847 203,979 270,535 295,799 51,903 26,638
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 2,855)
2,098 -9,357 3,014 -5,903 9,014 -791 2,671 3,646 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 11.5 17.0 37.2 63.3 83.9 91.7 16.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 239)
79 56 64 76 82 192 170
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,218
COMMITMENTS
1,751 2,807 358 6,246 5,918 8,354 9,082 1,864 1,136
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -1,197)
60 -571 -192 -463 -89 -595 -852 -602 -345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 27.5 3.5 61.1 57.9 81.8 88.9 18.2 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
13 16 5 22 20 39 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 902,910
COMMITMENTS
178,564 152,592 44,219 572,036 581,779 794,819 778,590 108,091 124,320
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -76,400)
-25,374 -2,795 -63,845 8,094 -28,208 -81,125 -94,847 4,725 18,447
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 16.9 4.9 63.4 64.4 88.0 86.2 12.0 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 199)
35 31 25 89 102 134 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,652,496
COMMITMENTS
231,259 312,824 224,693 1911574 1633855 2367527 2171373 284,969 481,123
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -554,439)
-4,904 7,044 -211,341 -352,992 -347,432 -569,237 -551,729 14,798 -2,710
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 11.8 8.5 72.1 61.6 89.3 81.9 10.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
45 67 77 159 169 251 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,877,305
COMMITMENTS
202,902 214,436 162,206 1316430 1155640 1681538 1532282 195,767 345,023
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -278,079)
-26,740 -28,482 -169,829 -94,624 -94,503 -291,194 -292,814 13,115 14,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.4 8.6 70.1 61.6 89.6 81.6 10.4 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
34 47 51 92 114 153 185
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 304,273
COMMITMENTS
26,784 35,194 70,276 182,275 163,394 279,335 268,864 24,938 35,409
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 12,744)
9,608 1,370 4,674 7,691 15,754 21,972 21,799 -9,229 -9,055
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 11.6 23.1 59.9 53.7 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
18 13 22 30 31 58 57
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 54,223
COMMITMENTS
15,145 4,144 1,471 29,272 41,686 45,887 47,301 8,336 6,923
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -2,685)
-4,137 38 -100 2,701 -3,462 -1,536 -3,524 -1,149 838
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 7.6 2.7 54.0 76.9 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 13 10 38 21 71 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 108,447
COMMITMENTS
30,289 8,289 2,941 58,544 83,371 91,774 94,602 16,673 13,845
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: -5,370)
-8,275 75 -199 5,401 -6,923 -3,073 -7,047 -2,298 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 7.6 2.7 54.0 76.9 84.6 87.2 15.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
28 13 10 38 21 71 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,752
COMMITMENTS
4,382 5,792 905 1,438 0 6,725 6,697 27 55
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 301)
253 758 -402 451 -75 302 281 -1 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
64.9 85.8 13.4 21.3 0.0 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
11 7 3 2 0 15 8
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,898
COMMITMENTS
3,506 17,572 43 35,319 21,269 38,868 38,884 30 14
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 373)
1,333 166 0 -960 267 373 433 0 -60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 45.2 0.1 90.8 54.7 99.9 100.0 0.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 13 2 6 14 11 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/27/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 20,303
COMMITMENTS
0 11,722 0 20,284 8,522 20,284 20,244 19 59
CHANGES FROM 08/20/13 (CHANGE IN OPEN INTEREST: 247)
-128 310 -88 485 11 269 233 -22 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 57.7 0.0 99.9 42.0 99.9 99.7 0.1 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
0 13 0 5 8 5 21
Updated August 30, 2013