WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,125
COMMITMENTS
118,397 167,551 96,604 202,849 137,219 417,850 401,374 29,275 45,751
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -299)
-789 7,042 -761 2,430 -5,070 881 1,212 -1,180 -1,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.5 37.5 21.6 45.4 30.7 93.5 89.8 6.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
98 157 135 91 109 268 328
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,600,221
COMMITMENTS
299,304 327,002 479,029 656,931 516,394 1435263 1322425 164,958 277,796
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 21,686)
1,447 5,901 22,990 -1,781 -13,193 22,656 15,698 -970 5,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.7 20.4 29.9 41.1 32.3 89.7 82.6 10.3 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 787)
190 221 257 300 316 636 661
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,724
COMMITMENTS
2,432 1,239 1,134 6,286 7,549 9,852 9,921 1,872 1,803
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 968)
-62 559 288 415 -305 642 542 326 425
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.6 9.7 53.6 64.4 84.0 84.6 16.0 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 13 7 15 12 31 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 889,565
COMMITMENTS
209,122 56,789 303,119 317,420 447,218 829,660 807,127 59,905 82,439
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 11,926)
-9,099 5,187 4,640 14,571 308 10,111 10,134 1,815 1,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 6.4 34.1 35.7 50.3 93.3 90.7 6.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 590)
187 185 253 145 194 469 504
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,801
COMMITMENTS
9,108 772 339 28 3,664 9,475 4,775 7,326 12,026
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.2 4.6 2.0 0.2 21.8 56.4 28.4 43.6 71.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 3 4 2 12 8 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 322,210
COMMITMENTS
71,353 83,579 66,258 152,627 133,966 290,239 283,804 31,972 38,407
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 2,329)
1,547 2,873 -2,454 2,277 -2,132 1,370 -1,713 959 4,042
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 25.9 20.6 47.4 41.6 90.1 88.1 9.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
68 82 78 71 69 185 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 710,297
COMMITMENTS
76,939 59,723 41,860 450,064 413,947 568,863 515,530 141,434 194,766
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 10,604)
10,271 -13,425 2,632 -18,023 8,111 -5,120 -2,682 15,724 13,286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 8.4 5.9 63.4 58.3 80.1 72.6 19.9 27.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
29 31 37 74 78 124 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 405,161
COMMITMENTS
32,303 39,512 5,089 291,639 280,544 329,031 325,144 76,130 80,017
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -14,114)
2,741 7,769 -6,563 -12,300 -15,618 -16,122 -14,413 2,008 298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.8 1.3 72.0 69.2 81.2 80.3 18.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 10 6 42 41 52 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,642
COMMITMENTS
1,475 171 237 4,411 5,958 6,123 6,366 519 276
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -30)
-32 -15 30 -48 -51 -50 -36 20 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 2.6 3.6 66.4 89.7 92.2 95.8 7.8 4.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
12 3 6 18 20 33 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 327,580
COMMITMENTS
95,469 34,751 62,349 117,219 204,782 275,038 301,882 52,542 25,698
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 6,842)
-3,019 -453 5,756 933 1,526 3,670 6,828 3,172 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.6 19.0 35.8 62.5 84.0 92.2 16.0 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
89 56 65 71 80 193 169
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,079
COMMITMENTS
1,586 2,634 339 6,238 5,820 8,164 8,794 1,915 1,285
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 236)
-205 135 17 323 -45 134 106 102 130
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 26.1 3.4 61.9 57.7 81.0 87.3 19.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
14 14 6 21 17 39 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 882,221
COMMITMENTS
139,005 165,805 29,819 620,243 556,853 789,066 752,477 93,154 129,743
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 50,435)
-21,174 12,136 -5,803 76,500 34,691 49,524 41,024 912 9,411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 18.8 3.4 70.3 63.1 89.4 85.3 10.6 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
39 41 27 86 95 133 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,706,107
COMMITMENTS
190,269 263,405 350,928 1905084 1610502 2446280 2224834 259,827 481,272
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 37,123)
-37,131 -43,085 29,386 51,875 37,417 44,130 23,717 -7,007 13,406
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 9.7 13.0 70.4 59.5 90.4 82.2 9.6 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 311)
50 73 80 158 167 255 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,016,617
COMMITMENTS
137,685 262,342 232,272 1465414 1171012 1835371 1665626 181,245 350,991
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 157,970)
-28,605 50,811 49,390 142,466 59,482 163,252 159,684 -5,282 -1,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 13.0 11.5 72.7 58.1 91.0 82.6 9.0 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
29 52 46 104 117 162 186
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 283,474
COMMITMENTS
20,645 30,216 70,551 167,509 145,418 258,705 246,185 24,769 37,289
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 11,120)
-1,320 1,360 2,409 8,958 5,969 10,047 9,738 1,073 1,382
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.7 24.9 59.1 51.3 91.3 86.8 8.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
15 11 18 25 28 49 49
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,668
COMMITMENTS
14,447 4,656 1,862 39,929 51,248 56,238 57,766 13,430 11,902
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 17,828)
936 1,374 418 11,293 14,161 12,648 15,954 5,180 1,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 6.7 2.7 57.3 73.6 80.7 82.9 19.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
28 16 10 44 27 78 48
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 13,681
COMMITMENTS
2,568 230 3 6,209 12,158 8,780 12,391 4,901 1,290
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 1.7 0.0 45.4 88.9 64.2 90.6 35.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 1 1 8 7 12 9
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,973
COMMITMENTS
24,993 10,088 2,482 67,439 78,180 94,915 90,750 17,059 21,223
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 8,293)
-2,027 3,525 -406 10,168 4,007 7,735 7,125 558 1,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.3 9.0 2.2 60.2 69.8 84.8 81.0 15.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
26 16 10 40 26 72 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,129
COMMITMENTS
5,572 6,109 1,664 670 342 7,906 8,115 223 14
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 126)
772 216 -387 -455 292 -70 121 196 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.5 75.2 20.5 8.2 4.2 97.3 99.8 2.7 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
13 5 4 1 2 16 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 44,037
COMMITMENTS
4,966 19,050 4,412 34,629 20,527 44,007 43,989 30 48
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: 5,501)
1,434 1,611 4,369 -310 -480 5,493 5,500 8 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 43.3 10.0 78.6 46.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
3 14 3 6 14 10 30
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/10/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 22,627
COMMITMENTS
48 10,053 0 22,563 12,464 22,611 22,517 16 110
CHANGES FROM 09/03/13 (CHANGE IN OPEN INTEREST: -1,407)
-25 -1,377 -2,757 1,360 2,673 -1,422 -1,461 15 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.2 44.4 0.0 99.7 55.1 99.9 99.5 0.1 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
1 10 0 6 6 7 16
Updated September 13, 2013