WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 358,179
COMMITMENTS
122,601 169,332 36,870 171,124 107,475 330,595 313,677 27,584 44,502
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -11,264)
-3,700 2,957 -2,587 -2,413 -9,721 -8,700 -9,351 -2,564 -1,913
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 47.3 10.3 47.8 30.0 92.3 87.6 7.7 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
89 144 83 77 91 220 271
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,071,732
COMMITMENTS
317,390 355,658 100,184 523,369 408,266 940,943 864,108 130,789 207,624
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -18,482)
6,448 12,943 -3,431 -14,290 -20,395 -11,273 -10,883 -7,209 -7,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 33.2 9.3 48.8 38.1 87.8 80.6 12.2 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 708)
147 197 157 256 280 500 553
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,139
COMMITMENTS
2,615 692 9 5,059 7,167 7,683 7,868 1,456 1,271
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 258)
-13 -174 -12 228 525 203 339 55 -81
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.6 7.6 0.1 55.4 78.4 84.1 86.1 15.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
14 6 3 13 12 29 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 591,014
COMMITMENTS
240,748 74,986 65,570 234,634 382,702 540,952 523,258 50,062 67,756
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 19,391)
14,686 -11,263 5,889 -2,398 23,366 18,177 17,992 1,214 1,399
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.7 12.7 11.1 39.7 64.8 91.5 88.5 8.5 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 533)
179 125 135 121 182 382 386
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 284,240
COMMITMENTS
70,358 82,056 46,878 137,006 121,963 254,242 250,897 29,998 33,343
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -9,557)
609 -3,251 -2,455 -1,250 792 -3,096 -4,914 -6,461 -4,643
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.8 28.9 16.5 48.2 42.9 89.4 88.3 10.6 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
57 84 67 68 60 173 180
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 631,454
COMMITMENTS
64,538 73,501 8,086 443,880 378,906 516,504 460,493 114,950 170,961
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -55,203)
-3,243 3,235 -11,901 -19,531 -26,869 -34,675 -35,535 -20,528 -19,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 11.6 1.3 70.3 60.0 81.8 72.9 18.2 27.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
18 38 15 69 73 96 117
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 418,901
COMMITMENTS
29,562 31,737 11,627 303,939 296,162 345,128 339,526 73,773 79,375
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 18,533)
-1,951 -970 6,805 16,547 10,699 21,401 16,534 -2,868 1,999
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.1 7.6 2.8 72.6 70.7 82.4 81.1 17.6 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 7 6 45 41 54 52
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,672
COMMITMENTS
1,507 186 207 4,459 6,009 6,173 6,402 499 270
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -446)
71 -33 -14 -473 -315 -416 -362 -30 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.6 2.8 3.1 66.8 90.1 92.5 96.0 7.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 4 6 19 20 34 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 267,260
COMMITMENTS
100,624 42,981 20,251 101,463 181,865 222,338 245,097 44,922 22,163
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -7,187)
2,553 -1,472 -1,808 -4,778 -2,298 -4,033 -5,578 -3,154 -1,609
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 16.1 7.6 38.0 68.0 83.2 91.7 16.8 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
85 51 52 66 75 181 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,175
COMMITMENTS
1,734 2,609 23 5,747 5,461 7,504 8,093 1,671 1,082
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -361)
10 -312 -15 -302 -66 -307 -393 -54 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.9 28.4 0.3 62.6 59.5 81.8 88.2 18.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 51)
13 13 4 20 14 36 28
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 817,707
COMMITMENTS
160,231 153,911 28,486 538,596 517,388 727,313 699,785 90,394 117,922
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -73,960)
-18,022 3,373 -10,560 -29,918 -61,983 -58,500 -69,170 -15,460 -4,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.6 18.8 3.5 65.9 63.3 88.9 85.6 11.1 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
36 34 21 80 91 122 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,151,279
COMMITMENTS
230,375 333,469 50,288 1631478 1327408 1912141 1711165 239,138 440,114
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -110,329)
4,576 -3,155 5,291 -100,715 -99,495 -90,848 -97,359 -19,481 -12,970
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 15.5 2.3 75.8 61.7 88.9 79.5 11.1 20.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
40 77 42 120 149 187 241
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,581,220
COMMITMENTS
169,681 214,598 28,925 1203127 993,358 1401733 1236881 179,487 344,339
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -69,648)
-33,060 -4,781 1,490 -28,274 -71,899 -59,844 -75,190 -9,804 5,542
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.7 13.6 1.8 76.1 62.8 88.6 78.2 11.4 21.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
27 47 23 91 103 132 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 271,512
COMMITMENTS
22,023 28,939 67,521 158,349 139,449 247,893 235,909 23,619 35,603
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -31,961)
-4,790 -6,324 -2,167 -23,743 -23,945 -30,700 -32,436 -1,261 475
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 10.7 24.9 58.3 51.4 91.3 86.9 8.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
13 14 17 26 28 50 49
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 49,019
COMMITMENTS
13,336 3,366 223 27,415 35,738 40,973 39,327 8,047 9,693
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -2,514)
-1,688 -859 -24 -703 -4,657 -2,414 -5,539 -100 3,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 6.9 0.5 55.9 72.9 83.6 80.2 16.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 13 5 36 19 67 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 98,038
COMMITMENTS
26,671 6,732 445 54,829 71,476 81,945 78,653 16,093 19,385
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -5,027)
-3,375 -1,717 -47 -1,406 -9,314 -4,828 -11,078 -199 6,051
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 6.9 0.5 55.9 72.9 83.6 80.2 16.4 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
28 13 5 36 19 67 34
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,003
COMMITMENTS
4,800 5,893 2,051 1,125 50 7,976 7,994 27 9
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 1,251)
418 101 1,146 -313 50 1,251 1,297 0 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
60.0 73.6 25.6 14.1 0.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 4 2 1 15 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,536
COMMITMENTS
3,532 17,439 43 34,939 21,007 38,514 38,489 22 47
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -362)
26 -133 0 -380 -262 -354 -395 -8 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.2 45.3 0.1 90.7 54.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 13 2 6 14 11 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,034
COMMITMENTS
73 11,430 2,757 21,203 9,791 24,033 23,978 1 56
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 3,731)
73 -292 2,757 919 1,269 3,749 3,734 -18 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.3 47.6 11.5 88.2 40.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 12 2 6 6 9 18
Updated September 6, 2013