WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 511,032
COMMITMENTS
109,324 150,734 135,535 234,196 160,307 479,055 446,577 31,976 64,454
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 34,114)
-910 22,384 14,052 22,669 -12,486 35,810 23,950 -1,696 10,164
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 29.5 26.5 45.8 31.4 93.7 87.4 6.3 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
106 164 142 90 116 282 350
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,677,959
COMMITMENTS
323,946 298,721 499,895 686,796 583,958 1510636 1382573 167,323 295,386
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 38,959)
-30,278 57,429 44,913 34,258 -73,529 48,893 28,812 -9,934 10,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 17.8 29.8 40.9 34.8 90.0 82.4 10.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
175 223 261 293 306 617 652
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,568
COMMITMENTS
2,943 702 3,370 1,612 3,633 7,925 7,705 643 863
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -1,808)
-1,602 -563 -251 -1 -815 -1,854 -1,630 46 -179
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.3 8.2 39.3 18.8 42.4 92.5 89.9 7.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 9 6 8 15 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,585
COMMITMENTS
3,391 98 575 3,867 7,656 7,833 8,329 1,752 1,256
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -2,141)
-1,673 18 2 398 -1,848 -1,273 -1,828 -868 -312
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.4 1.0 6.0 40.3 79.9 81.7 86.9 18.3 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
20 4 7 12 14 35 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 742,553
COMMITMENTS
193,985 78,311 237,110 258,682 343,422 689,777 658,843 52,776 83,709
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -28,146)
-15,990 -2,796 1,786 -8,129 -22,710 -22,333 -23,719 -5,812 -4,426
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 10.5 31.9 34.8 46.2 92.9 88.7 7.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 527)
175 168 212 144 168 437 436
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,255
COMMITMENTS
69,176 109,226 63,419 200,914 152,594 333,509 325,238 33,746 42,016
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,547)
-3,748 4,805 3,055 3,027 -5,935 2,334 1,925 1,213 1,622
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 29.7 17.3 54.7 41.5 90.8 88.6 9.2 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
60 102 81 79 77 191 221
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 692,793
COMMITMENTS
50,367 69,247 83,493 403,449 348,947 537,309 501,687 155,484 191,106
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 19,958)
4,071 -3,335 6,092 11,064 12,485 21,228 15,242 -1,270 4,716
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 10.0 12.1 58.2 50.4 77.6 72.4 22.4 27.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
23 43 42 76 84 127 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,403
COMMITMENTS
30,265 42,543 5,106 276,154 259,097 311,525 306,746 66,878 71,657
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -4,693)
2,120 1,447 -144 -4,157 -12,138 -2,181 -10,835 -2,512 6,142
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 11.2 1.3 73.0 68.5 82.3 81.1 17.7 18.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 6 4 38 40 47 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,133
COMMITMENTS
1,087 662 342 7,068 7,879 8,497 8,883 636 250
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -539)
-267 106 19 -270 -706 -518 -581 -21 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 7.2 3.7 77.4 86.3 93.0 97.3 7.0 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
11 4 7 21 23 34 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 329,351
COMMITMENTS
93,944 42,240 52,504 132,453 205,315 278,901 300,059 50,450 29,292
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -19,393)
-7,147 -327 -4,258 -6,151 -11,826 -17,556 -16,411 -1,837 -2,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 12.8 15.9 40.2 62.3 84.7 91.1 15.3 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
81 50 71 81 92 202 183
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,642
COMMITMENTS
1,629 1,970 621 5,296 5,756 7,546 8,347 2,096 1,295
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -806)
-166 159 -94 -374 -913 -633 -848 -173 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 20.4 6.4 54.9 59.7 78.3 86.6 21.7 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
13 10 7 23 18 39 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 892,604
COMMITMENTS
194,582 183,416 115,203 520,976 507,853 830,760 806,472 61,844 86,132
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 791)
898 -21,648 19,617 7,338 21,731 27,852 19,699 -27,062 -18,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 20.5 12.9 58.4 56.9 93.1 90.4 6.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
39 38 28 90 95 139 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,975,051
COMMITMENTS
281,691 340,524 432,508 1992672 1762412 2706870 2535443 268,181 439,609
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 55,381)
-33,889 20,788 -18,737 139,383 60,249 86,757 62,301 -31,377 -6,920
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 11.4 14.5 67.0 59.2 91.0 85.2 9.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
50 82 80 151 164 250 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,031,462
COMMITMENTS
294,410 191,071 333,891 1226104 1188371 1854404 1713332 177,057 318,130
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 30,050)
13,416 21,354 -16,645 43,986 27,022 40,757 31,730 -10,706 -1,680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 9.4 16.4 60.4 58.5 91.3 84.3 8.7 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
34 42 45 110 123 170 184
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 303,331
COMMITMENTS
15,349 31,046 71,818 194,324 163,472 281,491 266,336 21,841 36,996
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: -38,774)
-2,610 1,158 -5,661 -32,022 -39,134 -40,294 -43,637 1,520 4,863
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 10.2 23.7 64.1 53.9 92.8 87.8 7.2 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 14 19 30 31 52 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 50,075
COMMITMENTS
18,988 2,110 1,577 22,356 40,208 42,921 43,894 7,154 6,181
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,958)
615 -1,302 -19 1,379 3,397 1,975 2,077 -17 -119
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 4.2 3.1 44.6 80.3 85.7 87.7 14.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 11 8 35 21 71 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 100,151
COMMITMENTS
37,975 4,220 3,154 44,713 80,415 85,842 87,789 14,308 12,362
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 3,916)
1,229 -2,603 -38 2,758 6,794 3,949 4,153 -33 -237
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.9 4.2 3.1 44.6 80.3 85.7 87.7 14.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 91)
33 11 8 35 21 71 37
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,289
COMMITMENTS
5,157 10,742 99 25,004 19,404 30,260 30,245 29 44
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: 1,214)
322 -546 15 895 1,742 1,232 1,211 -18 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 35.5 0.3 82.6 64.1 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
4 10 2 8 12 13 23
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 9,419
COMMITMENTS
0 4,215 18 9,399 5,181 9,417 9,414 2 5
CHANGES FROM 06/25/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 44.7 0.2 99.8 55.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
0 10 1 3 7 4 17
Updated July 8, 2013