WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 421,328
COMMITMENTS
111,836 154,837 73,131 204,671 139,322 389,638 367,290 31,690 54,038
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 2,797)
-3,216 9,152 -3,079 9,534 -4,545 3,239 1,528 -442 1,269
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 36.7 17.4 48.6 33.1 92.5 87.2 7.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
95 150 111 76 102 247 308
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,239,198
COMMITMENTS
359,000 243,413 198,096 535,565 559,775 1092661 1001284 146,537 237,914
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 21,798)
-7,680 9,433 21,710 7,243 -6,802 21,273 24,341 525 -2,543
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 19.6 16.0 43.2 45.2 88.2 80.8 11.8 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 730)
170 179 222 242 286 550 585
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,449
COMMITMENTS
5,140 1,050 67 3,642 8,837 8,849 9,954 2,600 1,495
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 1,761)
1,341 30 -195 567 1,676 1,713 1,511 48 250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.9 9.2 0.6 31.8 77.2 77.3 86.9 22.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
20 6 1 15 16 36 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 621,572
COMMITMENTS
233,015 131,500 67,598 265,597 341,973 566,210 541,071 55,362 80,501
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 8,764)
-16,480 4,214 10,711 15,448 -3,229 9,679 11,696 -915 -2,932
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.5 21.2 10.9 42.7 55.0 91.1 87.0 8.9 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 529)
175 161 166 134 156 416 399
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 355,675
COMMITMENTS
78,373 109,046 49,861 194,754 157,836 322,988 316,743 32,687 38,932
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -12,082)
1,474 -4,968 -456 -8,486 -1,960 -7,468 -7,384 -4,614 -4,698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 30.7 14.0 54.8 44.4 90.8 89.1 9.2 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 288)
75 100 95 73 74 201 233
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 564,983
COMMITMENTS
64,935 65,211 8,527 376,914 316,645 450,376 390,383 114,607 174,600
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -15,670)
660 -16,782 -1,811 -9,166 2,856 -10,317 -15,737 -5,353 67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.5 11.5 1.5 66.7 56.0 79.7 69.1 20.3 30.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
33 34 15 61 72 104 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 384,497
COMMITMENTS
26,261 54,256 5,583 282,913 265,284 314,757 325,123 69,740 59,374
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -13,710)
138 2,388 -243 -12,789 -16,616 -12,894 -14,471 -816 761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 14.1 1.5 73.6 69.0 81.9 84.6 18.1 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 9 3 40 42 48 53
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,957
COMMITMENTS
1,378 591 360 7,461 8,722 9,199 9,673 758 284
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -343)
-181 -407 112 -285 31 -354 -264 11 -79
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 5.9 3.6 74.9 87.6 92.4 97.1 7.6 2.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
10 3 5 24 22 36 28
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 315,493
COMMITMENTS
104,255 40,584 38,307 119,799 208,284 262,361 287,175 53,132 28,318
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 10,132)
317 5,006 -62 10,528 1,067 10,783 6,011 -651 4,121
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 12.9 12.1 38.0 66.0 83.2 91.0 16.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
79 56 64 84 82 207 165
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,282
COMMITMENTS
2,370 2,252 128 5,333 6,445 7,831 8,825 2,451 1,457
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -511)
313 -1,459 -18 -791 1,028 -496 -449 -15 -62
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 21.9 1.2 51.9 62.7 76.2 85.8 23.8 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 57)
16 12 5 19 16 38 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 799,151
COMMITMENTS
203,250 177,761 5,483 496,052 521,922 704,785 705,166 94,366 93,985
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -19,736)
29,226 1,604 -2,665 -41,796 -11,109 -15,235 -12,170 -4,501 -7,566
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.4 22.2 0.7 62.1 65.3 88.2 88.2 11.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 189)
31 40 14 80 84 116 133
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,833
COMMITMENTS
385,292 354,063 57,326 1411244 1280614 1853862 1692003 233,971 395,830
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -73,163)
7,389 -33,035 1,381 -71,739 -19,587 -62,969 -51,241 -10,194 -21,922
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 17.0 2.7 67.6 61.3 88.8 81.0 11.2 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 316)
55 74 39 107 149 187 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,442,088
COMMITMENTS
265,567 205,228 19,569 970,163 917,747 1255299 1142544 186,789 299,544
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -87,879)
-27,673 6,161 -6,849 -52,685 -89,398 -87,207 -90,086 -672 2,207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 14.2 1.4 67.3 63.6 87.0 79.2 13.0 20.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
37 37 13 95 110 142 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 336,265
COMMITMENTS
16,347 30,803 75,815 220,242 191,096 312,404 297,714 23,861 38,551
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 12,234)
-1,872 -453 2,536 12,424 12,310 13,088 14,393 -854 -2,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.9 9.2 22.5 65.5 56.8 92.9 88.5 7.1 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
12 14 19 26 29 49 52
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 76,492
COMMITMENTS
26,072 2,968 1,462 39,962 62,494 67,496 66,923 8,997 9,569
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 21,066)
3,306 225 1,391 16,085 19,220 20,781 20,836 285 231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 3.9 1.9 52.2 81.7 88.2 87.5 11.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 15 13 39 34 77 58
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 152,984
COMMITMENTS
52,144 5,935 2,923 79,924 124,988 134,991 133,846 17,993 19,138
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 42,132)
6,611 450 2,782 32,169 38,439 41,562 41,671 570 461
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 3.9 1.9 52.2 81.7 88.2 87.5 11.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
34 15 13 39 34 77 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,597
COMMITMENTS
5,194 6,471 2,024 1,255 92 8,473 8,587 124 10
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: -890)
-806 -715 466 -95 -188 -435 -437 -455 -453
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.4 75.3 23.5 14.6 1.1 98.6 99.9 1.4 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 9 7 2 1 17 12
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 06/18/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,798
COMMITMENTS
4,532 11,067 87 25,156 18,585 29,775 29,739 23 59
CHANGES FROM 06/11/13 (CHANGE IN OPEN INTEREST: 461)
10 991 -1,013 1,470 455 467 433 -6 28
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 37.1 0.3 84.4 62.4 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 9 2 7 11 12 21
Updated June 21, 2013