WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 499,170
COMMITMENTS
111,877 148,105 137,097 217,707 159,668 466,681 444,870 32,489 54,300
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -2,331)
3,359 -4,189 -1,791 -3,855 -1,304 -2,287 -7,284 -44 4,954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 29.7 27.5 43.6 32.0 93.5 89.1 6.5 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 403)
117 149 143 93 118 287 344
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,686,068
COMMITMENTS
319,047 313,487 506,517 693,033 571,759 1518597 1391763 167,472 294,305
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 8,926)
-1,819 -11,840 8,908 7,593 4,505 14,682 1,573 -5,757 7,352
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 18.6 30.0 41.1 33.9 90.1 82.5 9.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 785)
191 221 275 298 313 642 670
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,392
COMMITMENTS
2,867 1,097 3,280 1,429 3,298 7,576 7,674 816 717
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -104)
64 347 -70 -221 -313 -226 -35 122 -68
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
34.2 13.1 39.1 17.0 39.3 90.3 91.5 9.7 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 9 10 6 8 16 23
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,406
COMMITMENTS
2,502 216 735 4,334 7,106 7,571 8,058 1,835 1,348
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 194)
-307 70 171 356 -231 220 9 -26 184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 2.3 7.8 46.1 75.6 80.5 85.7 19.5 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
13 6 7 14 13 32 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 752,912
COMMITMENTS
204,744 75,140 245,266 247,257 351,614 697,267 672,019 55,645 80,892
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 11,537)
13,714 4,987 4,307 -5,554 9,981 12,467 19,275 -930 -7,738
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.2 10.0 32.6 32.8 46.7 92.6 89.3 7.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 562)
199 174 232 144 173 461 468
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 378,189
COMMITMENTS
73,142 110,368 70,365 202,862 156,154 346,370 336,887 31,820 41,302
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 10,330)
2,127 -819 8,119 -17 1,972 10,229 9,273 100 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 29.2 18.6 53.6 41.3 91.6 89.1 8.4 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
63 100 86 79 73 194 222
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 727,198
COMMITMENTS
67,679 74,573 94,270 421,222 365,902 583,171 534,745 144,027 192,453
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -3,562)
3,049 4,806 -3,260 6,168 -4,261 5,957 -2,714 -9,518 -847
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.3 10.3 13.0 57.9 50.3 80.2 73.5 19.8 26.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
30 43 47 80 87 137 150
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 377,796
COMMITMENTS
30,862 43,808 3,812 271,758 256,466 306,432 304,086 71,364 73,710
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -641)
1,037 2,602 3 -5,534 -8,173 -4,494 -5,568 3,853 4,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.2 11.6 1.0 71.9 67.9 81.1 80.5 18.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
7 7 4 39 40 48 49
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,386
COMMITMENTS
1,375 428 467 6,894 8,258 8,736 9,153 650 233
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -127)
155 -241 -8 -238 143 -91 -106 -36 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.6 4.6 5.0 73.4 88.0 93.1 97.5 6.9 2.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
13 5 8 23 28 40 38
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 337,145
COMMITMENTS
91,377 39,738 56,392 134,509 210,421 282,278 306,551 54,868 30,595
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 11,193)
2,997 -133 4,534 2,923 6,288 10,453 10,689 740 504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.1 11.8 16.7 39.9 62.4 83.7 90.9 16.3 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 255)
84 53 74 86 87 216 181
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,093
COMMITMENTS
1,671 4,035 980 6,887 5,527 9,537 10,542 2,556 1,551
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 329)
-35 156 69 216 149 250 375 78 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 33.4 8.1 57.0 45.7 78.9 87.2 21.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 60)
17 14 11 24 17 45 40
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 915,619
COMMITMENTS
165,884 162,367 113,762 544,482 526,837 824,128 802,966 91,491 112,653
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 24,129)
8,296 12,138 -3,763 19,116 17,700 23,649 26,076 480 -1,947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 17.7 12.4 59.5 57.5 90.0 87.7 10.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
33 43 28 90 95 138 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,973,182
COMMITMENTS
290,529 313,162 437,596 1986771 1762397 2714896 2513154 258,287 460,028
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -164,517)
-230 -77,317 -33,207 -130,735 -67,009 -164,172 -177,533 -345 13,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 10.5 14.7 66.8 59.3 91.3 84.5 8.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 322)
50 81 84 159 172 258 288
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,060,989
COMMITMENTS
284,499 231,280 328,260 1268180 1188623 1880939 1748162 180,050 312,827
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -5,630)
17,803 24,688 -20,378 -2,849 -9,818 -5,423 -5,508 -206 -122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.8 11.2 15.9 61.5 57.7 91.3 84.8 8.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
34 52 48 110 121 171 194
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 306,676
COMMITMENTS
13,659 33,433 68,490 200,225 169,584 282,374 271,507 24,302 35,169
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 4,146)
-3,412 4,426 -3,814 6,641 556 -585 1,168 4,731 2,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.5 10.9 22.3 65.3 55.3 92.1 88.5 7.9 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
11 13 18 30 32 51 54
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,903
COMMITMENTS
22,785 3,367 1,408 29,126 50,356 53,319 55,131 8,583 6,772
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 6,007)
990 -753 -17 4,143 6,915 5,116 6,145 891 -137
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 5.4 2.3 47.1 81.3 86.1 89.1 13.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 14 11 37 25 77 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,806
COMMITMENTS
45,570 6,734 2,817 58,252 100,712 106,639 110,262 17,167 13,543
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 12,015)
1,980 -1,506 -35 8,287 13,830 10,232 12,289 1,783 -275
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.8 5.4 2.3 47.1 81.3 86.1 89.1 13.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
33 14 11 37 25 77 43
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 30,246
COMMITMENTS
4,093 11,577 96 26,043 18,566 30,232 30,239 14 7
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: -31)
-874 407 26 841 -413 -7 20 -24 -51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 38.3 0.3 86.1 61.4 100.0 100.0 0.0 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
5 14 2 9 12 15 27
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 11,742
COMMITMENTS
0 4,450 4 11,733 7,277 11,737 11,731 5 11
CHANGES FROM 07/09/13 (CHANGE IN OPEN INTEREST: 2,462)
0 858 -20 2,489 1,620 2,469 2,458 -7 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 37.9 0.0 99.9 62.0 100.0 99.9 0.0 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 14 1 3 9 4 23
Updated July 19, 2013