WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 408,755
COMMITMENTS
131,097 178,360 61,095 184,407 119,728 376,599 359,183 32,156 49,572
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,736)
4,502 7,214 -6,150 5,413 4,671 3,765 5,735 -29 -1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 43.6 14.9 45.1 29.3 92.1 87.9 7.9 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
106 151 109 79 96 250 304
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,177,978
COMMITMENTS
350,021 406,919 135,995 553,323 403,451 1039339 946,365 138,639 231,613
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 8,939)
21,556 20,029 -2,746 -8,843 -17,076 9,967 207 -1,028 8,732
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 34.5 11.5 47.0 34.2 88.2 80.3 11.8 19.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 755)
147 230 189 267 286 539 602
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,269
COMMITMENTS
2,660 1,363 148 5,068 5,887 7,876 7,398 1,393 1,871
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 393)
125 346 -148 681 75 658 273 -265 120
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 14.7 1.6 54.7 63.5 85.0 79.8 15.0 20.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
14 5 4 14 12 29 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 496,026
COMMITMENTS
179,886 123,199 52,598 226,218 243,054 458,702 418,851 37,324 77,175
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 5,772)
-13,641 9,868 7,489 13,687 -16,285 7,535 1,072 -1,763 4,700
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 24.8 10.6 45.6 49.0 92.5 84.4 7.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 510)
142 173 150 120 152 357 400
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 321,082
COMMITMENTS
69,172 124,259 51,116 167,743 102,912 288,031 278,287 33,051 42,795
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -13,048)
-1,341 10,625 -3,624 -9,043 -17,208 -14,008 -10,207 960 -2,841
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 38.7 15.9 52.2 32.1 89.7 86.7 10.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
61 105 75 74 54 182 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 583,333
COMMITMENTS
76,465 82,232 5,541 374,190 314,978 456,196 402,751 127,137 180,582
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 13,361)
7,161 1,146 -1,137 11,093 5,909 17,117 5,918 -3,756 7,443
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.1 14.1 0.9 64.1 54.0 78.2 69.0 21.8 31.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
24 35 20 64 80 97 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,633
COMMITMENTS
34,514 45,261 4,155 274,068 254,798 312,737 304,214 70,896 79,419
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 7,512)
5,710 2,906 299 -1,103 -2,540 4,906 665 2,606 6,847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 11.8 1.1 71.4 66.4 81.5 79.3 18.5 20.7
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 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,118
COMMITMENTS
1,557 385 245 5,858 7,214 7,660 7,844 458 274
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -295)
73 30 14 -358 -299 -271 -255 -24 -40
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.2 4.7 3.0 72.2 88.9 94.4 96.6 5.6 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
11 7 5 21 23 36 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 252,941
COMMITMENTS
81,777 57,494 20,366 112,621 148,039 214,764 225,899 38,177 27,042
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -9,307)
-2,752 7,608 -2,168 -3,054 -14,675 -7,974 -9,235 -1,333 -72
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 22.7 8.1 44.5 58.5 84.9 89.3 15.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
70 62 56 74 77 176 170
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,518
COMMITMENTS
1,650 2,690 721 6,240 5,883 8,611 9,294 1,907 1,224
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -391)
162 -323 84 -318 109 -72 -130 -319 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 25.6 6.9 59.3 55.9 81.9 88.4 18.1 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
13 15 9 23 19 42 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 846,112
COMMITMENTS
207,108 151,118 3,682 533,931 594,721 744,721 749,521 101,391 96,591
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 21,184)
4,323 -5,759 567 14,265 15,121 19,155 9,929 2,029 11,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 17.9 0.4 63.1 70.3 88.0 88.6 12.0 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
38 35 17 78 98 123 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,343,075
COMMITMENTS
303,613 323,709 52,748 1758285 1536100 2114646 1912557 228,429 430,518
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 31,044)
-20,926 11,073 -1,544 54,962 26,303 32,492 35,832 -1,448 -4,788
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 13.8 2.3 75.0 65.6 90.3 81.6 9.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
52 67 48 117 153 192 245
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,631,852
COMMITMENTS
267,658 252,486 31,164 1153841 1055312 1452663 1338962 179,189 292,890
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 14,520)
1,584 31,234 -5,193 20,871 -11,702 17,262 14,339 -2,742 181
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 15.5 1.9 70.7 64.7 89.0 82.1 11.0 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
34 47 30 94 103 146 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 272,741
COMMITMENTS
12,777 31,045 63,244 165,774 135,954 241,795 230,243 30,946 42,498
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -37,616)
-6,315 -3,056 -5,827 -33,216 -35,174 -45,358 -44,057 7,742 6,441
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 11.4 23.2 60.8 49.8 88.7 84.4 11.3 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
5 15 14 24 27 42 45
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,341
COMMITMENTS
22,220 3,670 355 30,157 50,007 52,732 54,031 8,609 7,310
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 114)
-1,461 626 98 1,256 -497 -108 227 222 -113
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 6.0 0.6 49.2 81.5 86.0 88.1 14.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 13 6 36 24 73 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 122,681
COMMITMENTS
44,439 7,339 710 60,314 100,013 105,463 108,062 17,218 14,619
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 228)
-2,922 1,251 196 2,511 -994 -215 453 443 -225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.2 6.0 0.6 49.2 81.5 86.0 88.1 14.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
35 13 6 36 24 73 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,607
COMMITMENTS
4,225 5,115 1,476 855 0 6,556 6,591 51 16
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: -80)
246 65 -126 -26 0 94 -61 -174 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
63.9 77.4 22.3 12.9 0.0 99.2 99.8 0.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 8 3 1 0 14 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 32,733
COMMITMENTS
2,569 15,534 33 30,072 17,093 32,674 32,660 59 73
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 3,144)
36 706 -16 3,098 2,413 3,118 3,103 26 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 47.5 0.1 91.9 52.2 99.8 99.8 0.2 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 12 2 7 10 11 24
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/06/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,381
COMMITMENTS
391 10,370 12 16,968 6,964 17,371 17,346 10 35
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST: 1,833)
391 4,328 8 1,440 -2,516 1,839 1,820 -6 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.2 59.7 0.1 97.6 40.1 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
2 11 1 6 6 9 17
Updated August 9, 2013