WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 405,019
COMMITMENTS
126,595 171,146 67,245 178,994 115,057 372,834 353,448 32,185 51,571
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 618)
6,539 -2,190 -2,505 -5,058 5,418 -1,024 723 1,642 -105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 42.3 16.6 44.2 28.4 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 370)
99 136 105 80 99 244 293
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,169,039
COMMITMENTS
328,465 386,890 138,741 562,166 420,527 1029372 946,158 139,667 222,881
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 290)
-6,957 21,558 -949 7,430 -16,916 -476 3,693 766 -3,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 33.1 11.9 48.1 36.0 88.1 80.9 11.9 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 743)
144 226 193 254 282 532 597
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,876
COMMITMENTS
2,535 1,017 296 4,387 5,812 7,218 7,125 1,658 1,751
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -66)
6 502 -63 115 -743 58 -304 -124 238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 11.5 3.3 49.4 65.5 81.3 80.3 18.7 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 7 5 14 11 28 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,254
COMMITMENTS
193,527 113,331 45,109 212,531 259,339 451,167 417,779 39,087 72,475
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -36,722)
-30,350 -6,502 -3,562 6,060 -28,024 -27,852 -38,088 -8,870 1,366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.5 23.1 9.2 43.4 52.9 92.0 85.2 8.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 477)
137 155 130 117 153 337 369
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 334,130
COMMITMENTS
70,513 113,634 54,740 176,786 120,120 302,039 288,494 32,091 45,636
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -12,309)
-1,127 -3,796 4,263 -14,611 -14,664 -11,475 -14,197 -834 1,888
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 34.0 16.4 52.9 36.0 90.4 86.3 9.6 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
54 105 82 73 54 189 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 569,972
COMMITMENTS
69,304 81,086 6,678 363,097 309,069 439,079 396,833 130,893 173,139
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -4,007)
-6,619 -9,786 960 -3,910 2,457 -9,569 -6,369 5,562 2,362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 14.2 1.2 63.7 54.2 77.0 69.6 23.0 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
24 36 17 60 73 94 116
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,121
COMMITMENTS
28,804 42,355 3,856 275,171 257,338 307,831 303,549 68,290 72,572
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -281)
604 -1,252 30 -1,744 3,452 -1,110 2,230 829 -2,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.7 11.3 1.0 73.2 68.4 81.8 80.7 18.2 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 5 5 39 40 48 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,413
COMMITMENTS
1,484 355 231 6,216 7,513 7,931 8,099 482 314
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -705)
-186 13 -158 -336 -605 -680 -750 -25 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 4.2 2.7 73.9 89.3 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 5 5 21 23 36 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 262,248
COMMITMENTS
84,529 49,886 22,534 115,675 162,714 222,738 235,134 39,510 27,114
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -21,377)
-7,592 5,888 -4,431 460 -20,782 -11,563 -19,325 -9,814 -2,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.2 19.0 8.6 44.1 62.0 84.9 89.7 15.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
74 59 56 76 79 181 168
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,909
COMMITMENTS
1,488 3,013 637 6,558 5,774 8,683 9,424 2,226 1,485
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -474)
-157 -1,005 129 -152 248 -180 -628 -294 154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 27.6 5.8 60.1 52.9 79.6 86.4 20.4 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
11 14 9 21 16 38 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 824,928
COMMITMENTS
202,785 156,877 3,115 519,666 579,600 725,566 739,592 99,362 85,336
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 14,579)
-1,414 -15,327 259 19,969 48,163 18,814 33,095 -4,235 -18,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.6 19.0 0.4 63.0 70.3 88.0 89.7 12.0 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
35 39 16 82 94 124 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,312,031
COMMITMENTS
324,539 312,636 54,292 1703323 1509797 2082154 1876725 229,877 435,306
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 100,150)
19,526 -24,689 15,446 60,099 112,898 95,071 103,655 5,079 -3,505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.0 13.5 2.3 73.7 65.3 90.1 81.2 9.9 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
53 63 45 119 150 194 236
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,617,332
COMMITMENTS
266,074 221,252 36,357 1132970 1067014 1435401 1324623 181,931 292,709
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,418)
-19,148 -4,624 4,407 27,363 17,197 12,622 16,980 -9,204 -13,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.5 13.7 2.2 70.1 66.0 88.8 81.9 11.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
35 44 28 89 108 138 166
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 310,357
COMMITMENTS
19,092 34,101 69,071 198,990 171,128 287,153 274,300 23,204 36,057
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,775)
2,482 707 2,768 221 922 5,471 4,397 -3,696 -2,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 11.0 22.3 64.1 55.1 92.5 88.4 7.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 16 17 29 33 51 56
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,227
COMMITMENTS
23,681 3,044 257 28,902 50,504 52,839 53,805 8,388 7,422
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,190)
1,038 -91 14 510 581 1,561 504 -371 687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 5.0 0.4 47.2 82.5 86.3 87.9 13.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 14 5 37 23 78 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,453
COMMITMENTS
47,361 6,088 514 57,803 101,007 105,678 107,609 16,775 14,844
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,380)
2,075 -181 27 1,020 1,161 3,122 1,007 -742 1,373
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.7 5.0 0.4 47.2 82.5 86.3 87.9 13.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
38 14 5 37 23 78 39
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,687
COMMITMENTS
3,979 5,050 1,602 881 0 6,462 6,652 225 35
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 246)
257 91 142 -5 0 394 233 -148 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
59.5 75.5 24.0 13.2 0.0 96.6 99.5 3.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 7 3 2 0 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,589
COMMITMENTS
2,533 14,828 49 26,974 14,680 29,556 29,557 33 32
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,521)
424 2,459 -55 2,133 117 2,502 2,521 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.6 50.1 0.2 91.2 49.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 12 2 8 12 13 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 15,548
COMMITMENTS
0 6,042 4 15,528 9,480 15,532 15,526 16 22
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,957)
-38 1,052 0 1,985 920 1,947 1,972 10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.0 38.9 0.0 99.9 61.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 15 1 5 6 6 21
Updated August 2, 2013