WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 476,917
COMMITMENTS
110,234 128,350 121,484 211,527 172,793 443,245 422,627 33,672 54,290
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -62,574)
2,130 -5,860 -33,190 -30,863 -20,962 -61,922 -60,012 -652 -2,562
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.1 26.9 25.5 44.4 36.2 92.9 88.6 7.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 369)
92 146 123 83 115 245 324
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,639,001
COMMITMENTS
354,224 241,292 454,982 652,538 657,487 1461744 1353761 177,257 285,240
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -179,653)
-2,583 642 -104,590 -66,678 -65,455 -173,850 -169,403 -5,803 -10,250
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 14.7 27.8 39.8 40.1 89.2 82.6 10.8 17.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
171 192 261 286 302 611 617
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,726
COMMITMENTS
5,064 80 573 3,468 9,504 9,106 10,157 2,620 1,569
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -1,099)
-76 -22 -622 -290 -456 -988 -1,100 -111 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.2 0.7 4.9 29.6 81.1 77.7 86.6 22.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
22 4 5 14 16 40 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 770,698
COMMITMENTS
209,975 81,107 235,324 266,812 366,132 712,110 682,563 58,588 88,135
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -149,476)
-16,211 -4,586 -92,909 -37,837 -46,369 -146,958 -143,864 -2,518 -5,612
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 10.5 30.5 34.6 47.5 92.4 88.6 7.6 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 540)
178 174 216 145 168 454 437
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 363,708
COMMITMENTS
72,923 104,420 60,364 197,887 158,528 331,175 323,313 32,533 40,395
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -29,331)
-2,808 -1,361 -15,444 -10,072 -13,199 -28,324 -30,003 -1,006 673
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 28.7 16.6 54.4 43.6 91.1 88.9 8.9 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
64 91 85 76 79 188 224
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 672,835
COMMITMENTS
46,295 72,583 77,400 392,385 336,462 516,081 486,445 156,754 186,390
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -45,105)
-4,329 13,299 -16,671 -43,783 -36,448 -64,782 -39,820 19,678 -5,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.9 10.8 11.5 58.3 50.0 76.7 72.3 23.3 27.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
26 40 41 71 82 123 137
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 383,097
COMMITMENTS
28,145 41,096 5,250 280,311 271,235 313,706 317,581 69,391 65,516
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -2,736)
1,884 -13,617 -450 -2,602 5,951 -1,168 -8,116 -1,568 5,380
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.7 1.4 73.2 70.8 81.9 82.9 18.1 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 5 5 40 43 50 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,672
COMMITMENTS
1,354 556 323 7,338 8,585 9,015 9,464 657 208
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -285)
-24 -35 -37 -123 -137 -184 -209 -101 -76
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 5.7 3.3 75.9 88.8 93.2 97.8 6.8 2.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
9 4 5 22 22 34 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 348,744
COMMITMENTS
101,091 42,566 56,762 138,604 217,141 296,457 316,470 52,287 32,274
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -13,563)
-1,733 502 -8,741 1,040 -6,830 -9,434 -15,069 -4,130 1,506
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 12.2 16.3 39.7 62.3 85.0 90.7 15.0 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
74 56 66 85 88 206 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 10,448
COMMITMENTS
1,795 1,811 715 5,670 6,669 8,179 9,195 2,269 1,253
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -614)
-511 -256 82 124 -154 -305 -328 -309 -286
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 17.3 6.8 54.3 63.8 78.3 88.0 21.7 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 8 8 22 19 39 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 891,813
COMMITMENTS
193,684 205,064 95,586 513,638 486,122 802,908 786,772 88,905 105,041
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -24,461)
-18,429 21,882 7,653 -6,926 -64,797 -17,702 -35,261 -6,759 10,801
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 23.0 10.7 57.6 54.5 90.0 88.2 10.0 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
32 42 24 88 91 130 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,919,671
COMMITMENTS
315,579 319,735 451,244 1853289 1702162 2620113 2473142 299,558 446,529
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 71,925)
-36,816 -23,604 15,704 54,405 68,643 33,293 60,742 38,631 11,182
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.8 11.0 15.5 63.5 58.3 89.7 84.7 10.3 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 304)
59 72 76 134 159 232 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,001,412
COMMITMENTS
280,994 169,717 350,536 1182118 1161349 1813648 1681602 187,764 319,809
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 98,902)
18,718 -26,209 35,530 52,820 77,822 107,068 87,143 -8,166 11,758
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.0 8.5 17.5 59.1 58.0 90.6 84.0 9.4 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
34 40 44 105 120 161 182
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 342,105
COMMITMENTS
17,959 29,887 77,479 226,346 202,606 321,785 309,973 20,320 32,132
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: 3,973)
2,355 -1,179 619 5,079 11,510 8,052 10,950 -4,079 -6,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 8.7 22.6 66.2 59.2 94.1 90.6 5.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
14 13 19 32 35 56 58
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,117
COMMITMENTS
18,373 3,411 1,596 20,977 36,810 40,946 41,818 7,171 6,299
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -32,614)
-7,434 564 -1,682 -21,453 -27,800 -30,569 -28,918 -2,045 -3,697
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 7.1 3.3 43.6 76.5 85.1 86.9 14.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
37 12 11 34 23 76 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,235
COMMITMENTS
36,746 6,823 3,192 41,955 73,621 81,893 83,636 14,342 12,599
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -65,229)
-14,868 1,128 -3,363 -42,906 -55,600 -61,138 -57,835 -4,091 -7,393
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.2 7.1 3.3 43.6 76.5 85.1 86.9 14.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
37 12 11 34 23 76 41
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 06/25/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,075
COMMITMENTS
4,835 11,288 84 24,109 17,662 29,028 29,034 47 41
CHANGES FROM 06/18/13 (CHANGE IN OPEN INTEREST: -723)
303 221 -3 -1,047 -923 -747 -705 24 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 38.8 0.3 82.9 60.7 99.8 99.9 0.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 31)
4 8 2 8 11 13 20
Updated June 28, 2013