WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 536,081
COMMITMENTS
111,648 123,953 158,147 231,805 198,164 501,600 480,265 34,481 55,816
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -10,422)
-4,091 -4,139 882 -6,616 -7,113 -9,824 -10,369 -597 -53
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.8 23.1 29.5 43.2 37.0 93.6 89.6 6.4 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
97 175 157 91 117 294 358
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,794,071
COMMITMENTS
359,985 228,794 536,541 715,200 729,503 1611726 1494839 182,345 299,232
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 37,094)
-2,943 3,565 23,783 12,036 7,008 32,875 34,356 4,219 2,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 12.8 29.9 39.9 40.7 89.8 83.3 10.2 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 753)
194 186 284 280 312 632 640
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,800
COMMITMENTS
3,706 1,508 4,736 1,765 3,508 10,207 9,753 593 1,047
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 336)
235 31 -7 85 20 313 43 23 293
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 14.0 43.9 16.3 32.5 94.5 90.3 5.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
10 4 12 5 9 18 22
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,524
COMMITMENTS
3,090 1,855 2,659 2,397 3,358 8,146 7,873 378 651
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -1,138)
-1,420 -118 525 -224 -1,652 -1,120 -1,245 -18 108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.2 21.8 31.2 28.1 39.4 95.6 92.4 4.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
6 8 8 7 8 15 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,983
COMMITMENTS
3,802 158 1,329 3,223 8,185 8,354 9,672 2,628 1,310
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 1,715)
1,939 -1,272 589 -932 2,427 1,595 1,744 120 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.6 1.4 12.1 29.3 74.5 76.1 88.1 23.9 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
21 6 8 14 14 41 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 918,497
COMMITMENTS
244,704 82,761 321,520 289,484 417,051 855,709 821,333 62,788 97,165
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 24,360)
11,595 -2,649 1,341 10,451 21,910 23,387 20,603 973 3,757
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 9.0 35.0 31.5 45.4 93.2 89.4 6.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 594)
212 190 258 149 173 505 487
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 407,184
COMMITMENTS
71,788 111,958 77,448 219,729 173,327 368,966 362,733 38,218 44,451
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -539)
1,881 -203 -3,234 255 -1,526 -1,098 -4,963 559 4,424
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 27.5 19.0 54.0 42.6 90.6 89.1 9.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
67 101 95 79 79 198 238
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 737,126
COMMITMENTS
50,306 78,720 98,350 444,705 368,416 593,360 545,486 143,766 191,640
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 13,988)
2,080 27,874 6,368 8,054 -27,875 16,502 6,367 -2,514 7,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.7 13.3 60.3 50.0 80.5 74.0 19.5 26.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
29 50 57 74 83 140 153
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 399,535
COMMITMENTS
26,123 52,325 5,994 295,702 281,900 327,819 340,219 71,716 59,316
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -7,101)
2,059 -1,701 -1,269 -1,045 6,822 -255 3,852 -6,846 -10,953
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.5 13.1 1.5 74.0 70.6 82.1 85.2 17.9 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
7 10 5 43 44 53 56
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,300
COMMITMENTS
1,559 998 248 7,746 8,691 9,553 9,937 747 363
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 68)
7 150 -252 224 137 -21 35 89 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.1 9.7 2.4 75.2 84.4 92.7 96.5 7.3 3.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 6 5 19 23 32 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 351,193
COMMITMENTS
102,645 37,112 64,475 127,133 222,970 294,253 324,558 56,940 26,635
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 20,869)
11,076 535 6,397 -72 11,528 17,402 18,461 3,467 2,409
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.2 10.6 18.4 36.2 63.5 83.8 92.4 16.2 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 253)
89 50 68 88 93 216 180
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,464
COMMITMENTS
1,975 3,610 560 6,321 5,704 8,856 9,874 2,608 1,590
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -464)
59 -1,353 -207 -137 1,174 -284 -385 -180 -80
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 31.5 4.9 55.1 49.8 77.3 86.1 22.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 61)
15 15 9 25 19 43 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 915,422
COMMITMENTS
170,076 172,799 90,228 555,925 550,779 816,229 813,805 99,194 101,617
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -50,326)
13,779 -14,509 -1,144 -58,858 -42,337 -46,223 -57,991 -4,103 7,665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 18.9 9.9 60.7 60.2 89.2 88.9 10.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
33 38 29 90 89 138 141
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,945,726
COMMITMENTS
350,390 388,519 452,465 1867147 1645021 2670003 2486006 275,723 459,720
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 3,508)
-10,466 46,737 -1,102 15,568 -58,174 3,999 -12,539 -491 16,047
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 13.2 15.4 63.4 55.8 90.6 84.4 9.4 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
53 78 87 149 172 257 282
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,934,397
COMMITMENTS
298,127 196,618 263,183 1174811 1165975 1736121 1625777 198,277 308,621
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -79,869)
-26,288 33,900 25,957 -68,927 -146,720 -69,258 -86,863 -10,612 6,994
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.2 13.6 60.7 60.3 89.7 84.0 10.3 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
39 41 38 107 125 162 188
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 325,873
COMMITMENTS
17,449 31,396 74,332 208,826 178,786 300,607 284,514 25,266 41,359
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 11,501)
-1,149 1,680 4,747 8,829 6,861 12,427 13,288 -925 -1,787
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.4 9.6 22.8 64.1 54.9 92.2 87.3 7.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
11 16 18 23 26 46 49
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,524
COMMITMENTS
22,415 2,554 1,932 26,160 45,286 50,507 49,771 9,017 9,753
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -2,535)
-1,746 126 162 -257 -1,544 -1,841 -1,256 -694 -1,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 4.3 3.2 43.9 76.1 84.9 83.6 15.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 15 10 36 30 72 50
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,048
COMMITMENTS
44,831 5,107 3,863 52,320 90,572 101,014 99,543 18,034 19,505
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -5,070)
-3,492 252 324 -513 -3,088 -3,681 -2,512 -1,389 -2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.7 4.3 3.2 43.9 76.1 84.9 83.6 15.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 98)
31 15 10 36 30 72 50
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,487
COMMITMENTS
6,000 7,186 1,558 1,350 280 8,908 9,024 579 463
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: -101)
-518 -518 5 -6 -30 -519 -543 418 442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
63.2 75.7 16.4 14.2 3.0 93.9 95.1 6.1 4.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 8 6 3 2 16 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/11/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,337
COMMITMENTS
4,522 10,076 1,100 23,686 18,130 29,308 29,306 29 31
CHANGES FROM 06/04/13 (CHANGE IN OPEN INTEREST: 3,973)
2,570 3,072 -1,217 3,094 2,708 4,447 4,563 -474 -590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 34.3 3.7 80.7 61.8 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 3 9 13 14 23
Updated June 14, 2013