WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 356,151
COMMITMENTS
119,745 175,573 34,260 175,610 101,555 329,615 311,388 26,536 44,763
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,296)
-1,462 788 -413 3,055 -874 1,180 -499 116 1,795
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 49.3 9.6 49.3 28.5 92.5 87.4 7.5 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 362)
94 145 97 72 95 227 286
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,124,419
COMMITMENTS
344,736 419,542 110,041 540,362 382,302 995,139 911,885 129,280 212,534
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 39,574)
20,112 51,198 2,773 17,297 -15,052 40,182 38,919 -608 655
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 37.3 9.8 48.1 34.0 88.5 81.1 11.5 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
145 211 156 259 280 504 565
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,792
COMMITMENTS
2,539 1,534 111 5,112 6,486 7,762 8,131 2,030 1,661
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -11)
-230 294 45 -92 -338 -277 1 266 -12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.9 15.7 1.1 52.2 66.2 79.3 83.0 20.7 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 12 5 14 11 29 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 613,083
COMMITMENTS
233,664 73,754 78,992 248,071 388,519 560,727 541,265 52,356 71,818
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,806)
635 -6,460 3,453 -2,899 2,733 1,189 -274 617 2,080
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.1 12.0 12.9 40.5 63.4 91.5 88.3 8.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 549)
190 133 158 121 177 398 408
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,637
COMMITMENTS
9,705 794 352 31 3,636 10,088 4,782 6,549 11,855
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -164)
597 22 13 3 -28 613 7 -777 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
58.3 4.8 2.1 0.2 21.9 60.6 28.7 39.4 71.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 5 2 11 9 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 291,377
COMMITMENTS
69,398 92,699 45,942 144,111 114,355 259,451 252,996 31,926 38,381
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 4,604)
-2,523 7,943 1,443 4,787 -5,765 3,707 3,621 897 983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 31.8 15.8 49.5 39.2 89.0 86.8 11.0 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
54 92 63 70 55 172 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 632,691
COMMITMENTS
84,982 47,787 16,955 405,097 397,201 507,034 461,943 125,657 170,748
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,404)
8,147 -11,985 9,760 -16,036 14,449 1,871 12,224 -467 -10,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.4 7.6 2.7 64.0 62.8 80.1 73.0 19.9 27.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 33 17 59 74 96 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 393,421
COMMITMENTS
34,328 40,443 3,785 276,796 273,935 314,909 318,163 78,512 75,258
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -11,358)
2,025 879 -1,244 -14,843 -6,562 -14,062 -6,927 2,704 -4,431
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.7 10.3 1.0 70.4 69.6 80.0 80.9 20.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 10 5 41 43 50 55
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,465
COMMITMENTS
1,557 92 317 4,096 5,707 5,970 6,116 495 349
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -177)
82 -79 80 -315 -251 -153 -250 -24 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 1.4 4.9 63.4 88.3 92.3 94.6 7.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 2 6 18 20 33 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 269,238
COMMITMENTS
93,418 47,767 18,267 110,995 180,285 222,680 246,319 46,558 22,919
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 834)
-4,032 4,239 -2,213 8,715 -1,626 2,470 400 -1,636 434
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.7 17.7 6.8 41.2 67.0 82.7 91.5 17.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
79 55 53 70 74 181 153
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,352
COMMITMENTS
1,568 2,552 108 5,982 5,464 7,658 8,124 1,694 1,228
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -105)
-6 -144 26 -7 0 13 -118 -118 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.8 27.3 1.2 64.0 58.4 81.9 86.9 18.1 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
13 10 5 19 13 35 26
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 865,602
COMMITMENTS
131,785 178,005 11,651 636,147 554,686 779,583 744,342 86,019 121,260
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 3,635)
-7,229 10,318 -6,536 23,415 5,048 9,650 8,830 -6,015 -5,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 20.6 1.3 73.5 64.1 90.1 86.0 9.9 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
39 45 19 83 90 127 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,968,911
COMMITMENTS
173,420 299,446 47,240 1494089 1201201 1714749 1547887 254,162 421,024
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -145,403)
-19,704 20,998 -9,607 -138,655 -122,394 -167,966 -111,003 22,563 -34,400
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.8 15.2 2.4 75.9 61.0 87.1 78.6 12.9 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
40 71 37 114 153 178 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,705,040
COMMITMENTS
165,368 304,845 22,577 1347392 1051773 1535337 1379195 169,703 325,845
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 67,720)
23,032 33,753 -4,068 50,864 54,471 69,828 84,156 -2,108 -16,436
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.7 17.9 1.3 79.0 61.7 90.0 80.9 10.0 19.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 230)
30 53 14 94 112 134 169
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 297,019
COMMITMENTS
23,199 30,344 66,826 178,943 158,781 268,968 255,951 28,051 41,068
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 14,368)
2,489 52 -3,118 11,644 13,363 11,015 10,297 3,353 4,071
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 10.2 22.5 60.2 53.5 90.6 86.2 9.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 12 14 26 29 47 48
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 84,348
COMMITMENTS
20,351 3,525 4,874 45,509 62,394 70,734 70,793 13,614 13,555
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 17,622)
6,057 -1,160 4,232 6,987 12,482 17,276 15,554 346 2,068
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.1 4.2 5.8 54.0 74.0 83.9 83.9 16.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
32 17 17 47 30 88 59
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,234
COMMITMENTS
2,794 1,025 1,030 7,092 12,541 10,916 14,596 5,318 1,638
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 2,570)
232 795 1,028 883 383 2,143 2,206 427 364
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.2 6.3 6.3 43.7 77.3 67.2 89.9 32.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 3 3 9 8 15 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 136,227
COMMITMENTS
37,990 7,877 4,811 76,834 99,705 119,635 112,393 16,592 23,834
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 30,103)
13,305 -2,254 4,752 12,208 24,197 30,265 26,695 -162 3,408
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 5.8 3.5 56.4 73.2 87.8 82.5 12.2 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
30 17 17 45 27 84 55
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,314
COMMITMENTS
5,332 5,969 3,023 716 314 9,071 9,306 243 8
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,185)
-240 -140 1,359 46 -28 1,165 1,191 20 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
57.2 64.1 32.5 7.7 3.4 97.4 99.9 2.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 5 2 1 17 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,880
COMMITMENTS
4,763 19,199 58 35,020 20,472 39,841 39,729 39 151
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -4,157)
-203 149 -4,354 391 -55 -4,166 -4,260 9 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.9 48.1 0.1 87.8 51.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 15 1 7 14 11 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,653
COMMITMENTS
347 10,390 0 17,304 7,187 17,651 17,577 2 76
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -4,974)
299 337 0 -5,259 -5,277 -4,960 -4,940 -14 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
2.0 58.9 0.0 98.0 40.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 11 0 8 7 10 18
Updated September 20, 2013