WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 501,501
COMMITMENTS
108,518 152,294 138,888 221,562 160,972 468,968 452,154 32,533 49,347
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -9,530)
-806 1,560 3,353 -12,634 665 -10,087 5,577 557 -15,108
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 30.4 27.7 44.2 32.1 93.5 90.2 6.5 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 405)
100 167 139 89 118 281 343
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,677,143
COMMITMENTS
320,866 325,327 497,609 685,440 567,254 1503914 1390190 173,228 286,953
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -816)
-3,080 26,606 -2,286 -1,356 -16,703 -6,722 7,617 5,905 -8,433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 19.4 29.7 40.9 33.8 89.7 82.9 10.3 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 780)
171 238 268 295 311 631 665
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,496
COMMITMENTS
2,802 749 3,350 1,649 3,611 7,802 7,710 694 786
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -72)
-140 47 -20 37 -22 -123 5 51 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.0 8.8 39.4 19.4 42.5 91.8 90.7 8.2 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 6 10 7 8 17 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,212
COMMITMENTS
2,808 146 565 3,978 7,338 7,351 8,048 1,861 1,164
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -372)
-583 48 -10 111 -319 -482 -280 109 -92
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.5 1.6 6.1 43.2 79.7 79.8 87.4 20.2 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
17 3 6 13 13 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 741,375
COMMITMENTS
191,030 70,153 240,959 252,811 341,633 684,800 652,745 56,575 88,630
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,178)
-2,955 -8,158 3,850 -5,871 -1,789 -4,977 -6,098 3,799 4,921
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 9.5 32.5 34.1 46.1 92.4 88.0 7.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 536)
180 173 216 140 167 440 441
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 367,860
COMMITMENTS
71,015 111,187 62,246 202,879 154,182 336,140 327,614 31,719 40,245
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 605)
1,839 1,961 -1,173 1,965 1,588 2,632 2,376 -2,026 -1,771
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 30.2 16.9 55.2 41.9 91.4 89.1 8.6 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
58 101 79 78 77 187 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 730,760
COMMITMENTS
64,630 69,767 97,530 415,054 370,162 577,214 537,459 153,545 193,300
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 37,967)
14,263 519 14,038 11,605 21,215 39,906 35,772 -1,939 2,195
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.8 9.5 13.3 56.8 50.7 79.0 73.5 21.0 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
30 43 48 74 83 133 145
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,437
COMMITMENTS
29,825 41,206 3,809 277,292 264,639 310,926 309,654 67,511 68,783
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 34)
-440 -1,337 -1,297 1,138 5,542 -599 2,908 633 -2,874
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.9 10.9 1.0 73.3 69.9 82.2 81.8 17.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
7 6 4 41 41 50 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,513
COMMITMENTS
1,220 669 475 7,132 8,115 8,827 9,259 686 254
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 380)
133 7 133 64 236 330 376 50 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 7.0 5.0 75.0 85.3 92.8 97.3 7.2 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 6 8 24 27 41 36
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 325,953
COMMITMENTS
88,381 39,871 51,858 131,587 204,133 271,825 295,862 54,128 30,091
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -3,398)
-5,563 -2,368 -646 -867 -1,183 -7,076 -4,197 3,678 799
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 12.2 15.9 40.4 62.6 83.4 90.8 16.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
76 52 72 80 91 198 184
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,764
COMMITMENTS
1,706 3,879 910 6,671 5,378 9,287 10,168 2,477 1,596
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 2,122)
77 1,909 289 1,375 -377 1,741 1,821 381 301
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 33.0 7.7 56.7 45.7 78.9 86.4 21.1 13.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
17 13 9 24 16 43 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 891,490
COMMITMENTS
157,588 150,229 117,525 525,367 509,137 800,479 776,890 91,011 114,600
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -1,113)
-36,994 -33,187 2,322 4,391 1,283 -30,281 -29,582 29,168 28,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.7 16.9 13.2 58.9 57.1 89.8 87.1 10.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
37 37 29 87 92 135 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,137,700
COMMITMENTS
290,759 390,478 470,802 2117506 1829406 2879068 2690687 258,632 447,013
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 162,648)
9,069 49,955 38,295 124,834 66,994 172,198 155,244 -9,550 7,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 12.4 15.0 67.5 58.3 91.8 85.8 8.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
51 87 87 157 167 262 287
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,066,619
COMMITMENTS
266,696 206,591 348,638 1271028 1198441 1886362 1753670 180,257 312,949
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 35,157)
-27,714 15,521 14,747 44,924 10,070 31,958 40,338 3,200 -5,180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 10.0 16.9 61.5 58.0 91.3 84.9 8.7 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
38 43 49 107 118 168 187
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 302,530
COMMITMENTS
17,072 29,007 72,304 193,584 169,028 282,959 270,339 19,570 32,191
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -802)
1,723 -2,039 486 -740 5,556 1,469 4,003 -2,270 -4,805
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 9.6 23.9 64.0 55.9 93.5 89.4 6.5 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
12 13 19 30 32 52 55
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,895
COMMITMENTS
21,795 4,120 1,426 24,983 43,441 48,203 48,987 7,692 6,909
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 5,820)
2,807 2,010 -151 2,626 3,233 5,282 5,092 538 728
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.4 2.6 44.7 77.7 86.2 87.6 13.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 18 10 34 24 74 45
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 111,791
COMMITMENTS
43,590 8,240 2,852 49,965 86,882 96,407 97,973 15,384 13,818
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: 11,640)
5,615 4,020 -302 5,252 6,467 10,565 10,184 1,076 1,456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
39.0 7.4 2.6 44.7 77.7 86.2 87.6 13.8 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 18 10 34 24 74 45
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,277
COMMITMENTS
4,967 11,170 70 25,202 18,979 30,239 30,219 38 58
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -12)
-190 428 -29 198 -425 -21 -26 9 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 36.9 0.2 83.2 62.7 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 33)
4 9 2 8 12 13 22
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 9,280
COMMITMENTS
0 3,592 24 9,244 5,657 9,268 9,273 12 7
CHANGES FROM 07/02/13 (CHANGE IN OPEN INTEREST: -139)
0 -623 6 -155 476 -149 -141 10 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.7 0.3 99.6 61.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
0 9 1 4 8 5 17
Updated July 13, 2013