WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 418,933
COMMITMENTS
131,162 180,225 66,299 188,916 119,854 386,377 366,378 32,556 52,555
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 10,178)
65 1,865 5,204 4,509 126 9,778 7,195 400 2,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.3 43.0 15.8 45.1 28.6 92.2 87.5 7.8 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 384)
104 152 113 81 98 252 312
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,206,286
COMMITMENTS
353,903 412,785 139,122 562,786 421,166 1055811 973,073 150,475 233,213
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 28,308)
3,882 5,866 3,127 9,463 17,715 16,472 26,708 11,836 1,600
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 34.2 11.5 46.7 34.9 87.5 80.7 12.5 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
153 225 193 285 293 567 605
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,106
COMMITMENTS
2,734 1,417 96 4,710 5,586 7,540 7,099 1,566 2,007
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -163)
74 54 -52 -358 -301 -336 -299 173 136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 15.6 1.1 51.7 61.3 82.8 78.0 17.2 22.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 5 4 12 13 27 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 514,193
COMMITMENTS
181,766 120,874 53,891 239,024 264,825 474,681 439,590 39,512 74,603
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 18,167)
1,880 -2,325 1,293 12,806 21,771 15,979 20,739 2,188 -2,572
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
35.3 23.5 10.5 46.5 51.5 92.3 85.5 7.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 500)
152 157 143 115 152 353 381
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 317,609
COMMITMENTS
68,918 116,238 52,827 161,557 107,845 283,302 276,910 34,307 40,699
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -3,473)
-254 -8,021 1,711 -6,186 4,933 -4,729 -1,377 1,256 -2,096
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 36.6 16.6 50.9 34.0 89.2 87.2 10.8 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
55 107 75 70 56 178 197
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 592,893
COMMITMENTS
79,375 81,163 6,472 380,524 319,937 466,371 407,572 126,522 185,321
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 9,560)
2,910 -1,069 931 6,334 4,959 10,175 4,821 -615 4,739
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 13.7 1.1 64.2 54.0 78.7 68.7 21.3 31.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 163)
23 36 16 63 84 96 126
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 385,131
COMMITMENTS
34,682 29,656 3,996 274,721 276,556 313,399 310,208 71,732 74,923
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,498)
168 -15,605 -159 653 21,758 662 5,994 836 -4,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 7.7 1.0 71.3 71.8 81.4 80.5 18.6 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 7 4 41 41 49 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,439
COMMITMENTS
1,670 441 234 6,067 7,453 7,971 8,128 468 311
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 321)
113 56 -11 209 239 311 284 10 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 5.2 2.8 71.9 88.3 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 6 5 22 25 38 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 260,617
COMMITMENTS
84,371 55,220 21,504 115,359 156,817 221,234 233,541 39,383 27,076
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 7,676)
2,594 -2,274 1,138 2,738 8,778 6,470 7,642 1,206 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 21.2 8.3 44.3 60.2 84.9 89.6 15.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
70 64 54 72 78 174 173
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,189
COMMITMENTS
1,755 3,123 723 6,615 5,665 9,093 9,511 2,096 1,678
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 671)
105 433 2 375 -218 482 217 189 454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 27.9 6.5 59.1 50.6 81.3 85.0 18.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 55)
15 10 8 24 17 42 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 865,723
COMMITMENTS
208,770 158,252 5,171 549,224 600,037 763,165 763,460 102,558 102,263
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 19,611)
1,662 7,134 1,489 15,293 5,316 18,444 13,939 1,167 5,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 18.3 0.6 63.4 69.3 88.2 88.2 11.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
42 35 22 80 95 133 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,332,731
COMMITMENTS
263,126 329,558 50,272 1809309 1517475 2122707 1897305 210,024 435,426
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -10,344)
-40,487 5,849 -2,476 51,024 -18,625 8,061 -15,252 -18,405 4,908
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 14.1 2.2 77.6 65.1 91.0 81.3 9.0 18.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 319)
53 69 57 130 156 210 255
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,632,710
COMMITMENTS
280,391 237,983 32,510 1152011 1043441 1464912 1313934 167,798 318,776
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 858)
12,733 -14,503 1,346 -1,830 -11,871 12,249 -25,028 -11,391 25,886
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 14.6 2.0 70.6 63.9 89.7 80.5 10.3 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
38 47 29 91 104 147 162
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 283,056
COMMITMENTS
16,119 32,525 63,155 171,244 145,487 250,518 241,167 32,538 41,889
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 10,315)
3,342 1,480 -89 5,470 9,533 8,723 10,924 1,592 -609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.7 11.5 22.3 60.5 51.4 88.5 85.2 11.5 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
6 15 13 27 28 46 45
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,624
COMMITMENTS
24,826 3,346 276 28,184 53,202 53,285 56,824 10,339 6,800
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,283)
2,607 -324 -80 -1,974 3,196 554 2,793 1,730 -510
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 5.3 0.4 44.3 83.6 83.8 89.3 16.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 12 5 34 22 74 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,247
COMMITMENTS
49,652 6,692 551 56,367 106,404 106,570 113,647 20,677 13,600
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 4,566)
5,213 -647 -159 -3,947 6,391 1,107 5,585 3,459 -1,019
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
39.0 5.3 0.4 44.3 83.6 83.8 89.3 16.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 12 5 34 22 74 37
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,615
COMMITMENTS
4,412 5,337 1,268 903 0 6,583 6,605 32 10
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 8)
187 222 -208 48 0 27 14 -19 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
66.7 80.7 19.2 13.7 0.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 8 3 2 0 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,358
COMMITMENTS
2,025 15,866 31 32,253 18,398 34,309 34,295 49 63
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,625)
-544 332 -2 2,181 1,305 1,635 1,635 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.9 46.2 0.1 93.9 53.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 11 2 8 10 13 23
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,448
COMMITMENTS
278 10,410 0 17,080 6,983 17,358 17,393 90 55
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 67)
-113 40 -12 112 19 -13 47 80 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
1.6 59.7 0.0 97.9 40.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 11 0 5 7 6 18
Updated August 16, 2013