WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,531
COMMITMENTS
115,052 145,685 76,210 195,137 143,867 386,399 365,762 32,132 52,769
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -9,921)
-4,898 -2,980 1,690 -6,096 -8,896 -9,304 -10,186 -617 265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.5 34.8 18.2 46.6 34.4 92.3 87.4 7.7 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 373)
86 152 118 79 102 251 306
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,217,400
COMMITMENTS
366,680 233,980 176,386 528,322 566,577 1071388 976,943 146,012 240,457
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 37,669)
-1,592 1,530 22,191 12,225 9,415 32,824 33,136 4,845 4,533
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 19.2 14.5 43.4 46.5 88.0 80.2 12.0 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
169 161 208 236 288 533 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,688
COMMITMENTS
3,799 1,020 262 3,075 7,161 7,136 8,443 2,552 1,245
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 1,424)
1,982 -788 115 -860 2,070 1,237 1,397 187 27
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.2 10.5 2.7 31.7 73.9 73.7 87.1 26.3 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
20 7 4 11 13 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 612,808
COMMITMENTS
249,495 127,286 56,887 250,149 345,202 556,531 529,375 56,277 83,433
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 12,489)
15,285 2,680 -12,279 8,973 18,472 11,979 8,873 510 3,616
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 20.8 9.3 40.8 56.3 90.8 86.4 9.2 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 539)
182 151 167 138 164 426 404
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,757
COMMITMENTS
76,899 114,014 50,317 203,240 159,796 330,456 324,127 37,301 43,630
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -2,072)
2,560 -660 -3,653 -1,530 -1,922 -2,623 -6,235 551 4,163
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.9 31.0 13.7 55.3 43.5 89.9 88.1 10.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
74 93 86 74 67 189 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 580,653
COMMITMENTS
64,275 81,993 10,338 386,080 313,789 460,693 406,120 119,960 174,533
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 832)
7,522 27,609 -4,830 1,409 -32,221 4,101 -9,442 -3,269 10,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 14.1 1.8 66.5 54.0 79.3 69.9 20.7 30.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 168)
33 39 17 62 70 106 115
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 398,207
COMMITMENTS
26,123 51,868 5,826 295,702 281,900 327,651 339,594 70,556 58,613
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,979)
2,059 -2,780 -776 -1,045 6,822 238 3,266 -6,217 -9,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 13.0 1.5 74.3 70.8 82.3 85.3 17.7 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 10 4 43 44 52 56
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,300
COMMITMENTS
1,559 998 248 7,746 8,691 9,553 9,937 747 363
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 68)
7 150 -252 224 137 -21 35 89 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 9.7 2.4 75.2 84.4 92.7 96.5 7.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 6 5 19 23 32 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 305,361
COMMITMENTS
103,938 35,578 38,369 109,271 207,217 251,578 281,164 53,783 24,197
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 18,127)
10,220 654 6,241 -1,247 9,240 15,214 16,135 2,913 1,992
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.0 11.7 12.6 35.8 67.9 82.4 92.1 17.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
79 53 61 81 83 204 163
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,793
COMMITMENTS
2,057 3,711 146 6,124 5,417 8,327 9,274 2,466 1,519
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -594)
-7 -1,247 -279 -87 1,025 -373 -501 -221 -93
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 34.4 1.4 56.7 50.2 77.2 85.9 22.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
14 15 6 22 17 39 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 818,887
COMMITMENTS
174,024 176,157 8,148 537,848 533,031 720,020 717,336 98,867 101,551
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -50,575)
16,641 -14,834 -1,438 -61,618 -41,861 -46,415 -58,133 -4,160 7,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.3 21.5 1.0 65.7 65.1 87.9 87.6 12.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 188)
30 40 18 85 83 124 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,160,996
COMMITMENTS
377,903 387,098 55,945 1482983 1300201 1916831 1743244 244,165 417,752
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -37,735)
13,282 42,161 -26,411 -18,817 -71,436 -31,946 -55,686 -5,789 17,951
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 17.9 2.6 68.6 60.2 88.7 80.7 11.3 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 310)
55 68 40 115 151 197 232
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,529,967
COMMITMENTS
293,240 199,067 26,418 1022848 1007145 1342506 1232630 187,461 297,337
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -136,358)
-22,637 24,119 1,969 -101,694 -166,782 -122,362 -140,694 -13,996 4,336
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 13.0 1.7 66.9 65.8 87.7 80.6 12.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
41 38 18 92 115 141 163
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 324,031
COMMITMENTS
18,219 31,256 73,279 207,818 178,786 299,316 283,321 24,715 40,710
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 11,430)
-1,098 1,700 4,683 8,802 6,861 12,387 13,244 -957 -1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 9.6 22.6 64.1 55.2 92.4 87.4 7.6 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 13 18 23 26 46 49
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,426
COMMITMENTS
22,767 2,743 71 23,878 43,275 46,715 46,088 8,712 9,339
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -2,645)
-1,620 60 3 -479 -1,607 -2,097 -1,544 -548 -1,101
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 4.9 0.1 43.1 78.1 84.3 83.2 15.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 15 4 34 29 66 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,852
COMMITMENTS
45,533 5,485 141 47,755 86,549 93,429 92,175 17,423 18,677
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,289)
-3,240 120 5 -958 -3,213 -4,193 -3,088 -1,096 -2,201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.1 4.9 0.1 43.1 78.1 84.3 83.2 15.7 16.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
30 15 4 34 29 66 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,487
COMMITMENTS
6,000 7,186 1,558 1,350 280 8,908 9,024 579 463
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -101)
-518 -518 5 -6 -30 -519 -543 418 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.2 75.7 16.4 14.2 3.0 93.9 95.1 6.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 8 6 3 2 16 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,337
COMMITMENTS
4,522 10,076 1,100 23,686 18,130 29,308 29,306 29 31
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 3,973)
2,570 3,072 -1,217 3,094 2,708 4,447 4,563 -474 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 34.3 3.7 80.7 61.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 3 9 13 14 23
Updated June 14, 2013