WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY 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: 404,468
COMMITMENTS
128,304 179,035 58,237 186,842 117,345 373,383 354,617 31,085 49,851
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -14,465)
-2,858 -1,190 -8,062 -2,074 -2,509 -12,994 -11,761 -1,471 -2,704
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 44.3 14.4 46.2 29.0 92.3 87.7 7.7 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
98 149 108 83 94 247 299
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY 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: 1,199,310
COMMITMENTS
346,548 388,474 132,578 574,119 454,284 1053245 975,336 146,065 223,974
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -6,976)
-7,355 -24,311 -6,544 11,333 33,118 -2,566 2,263 -4,410 -9,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.9 32.4 11.1 47.9 37.9 87.8 81.3 12.2 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 734)
150 209 183 294 293 566 580
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY 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: 8,819
COMMITMENTS
2,803 1,493 77 4,477 5,475 7,357 7,045 1,462 1,774
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -287)
69 76 -19 -233 -111 -183 -54 -104 -233
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.8 16.9 0.9 50.8 62.1 83.4 79.9 16.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
16 6 4 13 13 30 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY 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: 545,780
COMMITMENTS
207,697 102,302 58,375 237,439 317,515 503,511 478,192 42,269 67,588
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 31,587)
25,931 -18,572 4,484 -1,585 52,690 28,830 38,602 2,757 -7,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 18.7 10.7 43.5 58.2 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 522)
170 141 152 120 168 387 385
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY 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: 302,029
COMMITMENTS
69,995 105,361 50,340 148,331 106,393 268,666 262,094 33,363 39,935
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -15,580)
1,077 -10,877 -2,487 -13,226 -1,452 -14,636 -14,816 -944 -764
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 34.9 16.7 49.1 35.2 89.0 86.8 11.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
55 103 69 65 59 170 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY 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: 625,917
COMMITMENTS
82,125 66,191 10,008 403,309 349,434 495,442 425,633 130,475 200,284
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 33,024)
2,750 -14,972 3,536 22,785 29,497 29,071 18,061 3,953 14,963
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 10.6 1.6 64.4 55.8 79.2 68.0 20.8 32.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
21 36 21 65 82 99 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY 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: 388,656
COMMITMENTS
34,912 28,090 4,020 274,055 280,402 312,987 312,512 75,669 76,144
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 3,525)
230 -1,566 24 -666 3,846 -412 2,304 3,937 1,221
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.2 1.0 70.5 72.1 80.5 80.4 19.5 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
6 6 5 40 43 49 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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: 275,079
COMMITMENTS
95,588 49,987 22,497 111,869 178,413 229,954 250,897 45,125 24,182
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 14,462)
11,217 -5,233 993 -3,490 21,596 8,720 17,356 5,742 -2,894
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 18.2 8.2 40.7 64.9 83.6 91.2 16.4 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 243)
75 57 53 73 77 182 161
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY 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: 10,601
COMMITMENTS
1,647 3,403 242 6,433 5,571 8,322 9,216 2,279 1,385
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -588)
-108 280 -481 -182 -94 -771 -295 183 -293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.5 32.1 2.3 60.7 52.6 78.5 86.9 21.5 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
13 14 7 22 18 39 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY 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: 880,986
COMMITMENTS
223,572 173,200 11,151 545,230 592,629 779,953 776,980 101,033 104,006
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 15,263)
14,802 14,948 5,980 -3,994 -7,408 16,788 13,520 -1,525 1,743
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 19.7 1.3 61.9 67.3 88.5 88.2 11.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
40 35 23 82 92 134 139
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY 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: 2,307,707
COMMITMENTS
275,179 300,019 55,216 1749572 1519010 2079967 1874245 227,740 433,462
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -25,024)
12,053 -29,539 4,944 -59,737 1,535 -42,740 -23,060 17,716 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 13.0 2.4 75.8 65.8 90.1 81.2 9.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
53 62 50 131 164 207 253
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY 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: 1,680,508
COMMITMENTS
245,501 236,421 38,747 1225680 1085792 1509928 1360960 170,580 319,548
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 47,798)
-34,890 -1,562 6,237 73,669 42,351 45,016 47,026 2,782 772
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 14.1 2.3 72.9 64.6 89.8 81.0 10.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
37 43 29 93 106 146 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY 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: 290,747
COMMITMENTS
17,383 33,881 65,182 174,401 147,640 256,966 246,703 33,781 44,044
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: 7,691)
1,264 1,356 2,027 3,157 2,153 6,448 5,536 1,243 2,155
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.7 22.4 60.0 50.8 88.4 84.9 11.6 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
10 13 15 27 27 48 46
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY 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: 54,405
COMMITMENTS
19,160 4,171 463 25,445 43,941 45,067 48,575 9,338 5,831
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -9,219)
-5,667 825 188 -2,739 -9,261 -8,218 -8,249 -1,001 -970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 7.7 0.9 46.8 80.8 82.8 89.3 17.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 13 5 41 19 77 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY 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: 108,810
COMMITMENTS
38,319 8,341 926 50,889 87,882 90,134 97,149 18,676 11,661
CHANGES FROM 08/13/13 (CHANGE IN OPEN INTEREST: -18,437)
-11,333 1,649 375 -5,478 -18,522 -16,436 -16,498 -2,001 -1,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.2 7.7 0.9 46.8 80.8 82.8 89.3 17.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
34 13 5 41 19 77 35
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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
FUTURES ONLY 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 TRADERS
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