WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 503,559
COMMITMENTS
115,659 159,975 137,067 215,811 152,158 468,538 449,200 35,021 54,359
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -3,146)
5,547 -1,217 -4,693 -5,316 2,789 -4,463 -3,121 1,317 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.0 31.8 27.2 42.9 30.2 93.0 89.2 7.0 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
98 153 143 98 114 283 339
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,787,673
COMMITMENTS
314,434 382,317 552,771 740,195 554,625 1607400 1489714 180,274 297,959
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -10,183)
-8,086 17,639 -10,346 7,460 -15,130 -10,972 -7,838 789 -2,345
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 21.4 30.9 41.4 31.0 89.9 83.3 10.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 809)
197 236 273 303 316 653 686
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,876
COMMITMENTS
2,545 1,813 4,506 2,526 3,685 9,577 10,005 1,298 871
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,342)
-723 591 1,471 1,242 168 1,991 2,230 351 112
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.4 16.7 41.4 23.2 33.9 88.1 92.0 11.9 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
7 8 8 7 9 15 24
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,320
COMMITMENTS
2,117 906 1,289 5,224 6,272 8,629 8,466 1,690 1,853
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 154)
-354 535 262 389 -819 296 -22 -142 177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 8.8 12.5 50.6 60.8 83.6 82.0 16.4 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
9 10 8 15 13 30 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 729,592
COMMITMENTS
174,696 97,303 242,370 267,266 303,641 684,331 643,313 45,260 86,278
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -41,006)
-33,386 2,253 -13,145 13,742 -32,622 -32,789 -43,514 -8,217 2,508
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.9 13.3 33.2 36.6 41.6 93.8 88.2 6.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 546)
164 199 223 131 170 425 466
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 366,575
COMMITMENTS
70,714 112,360 75,741 186,693 131,717 333,147 319,817 33,428 46,757
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -16,001)
-977 -5,795 1,286 -15,511 -13,530 -15,203 -18,039 -798 2,039
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 30.7 20.7 50.9 35.9 90.9 87.2 9.1 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
66 95 89 76 60 198 214
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 670,866
COMMITMENTS
61,757 75,497 63,289 398,875 342,870 523,921 481,655 146,945 189,211
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -38,384)
-2,235 -6,452 -24,247 -16,685 -7,729 -43,166 -38,427 4,782 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 11.3 9.4 59.5 51.1 78.1 71.8 21.9 28.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
22 42 40 76 78 125 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 376,661
COMMITMENTS
28,804 42,355 3,856 275,171 257,341 307,831 303,552 68,830 73,110
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -826)
604 -1,252 30 -1,744 3,453 -1,110 2,231 284 -3,056
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.6 11.2 1.0 73.1 68.3 81.7 80.6 18.3 19.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
6 5 5 39 40 48 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,413
COMMITMENTS
1,484 355 231 6,216 7,513 7,931 8,099 482 314
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -705)
-186 13 -158 -336 -605 -680 -750 -25 45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 4.2 2.7 73.9 89.3 94.3 96.3 5.7 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 5 5 21 23 36 30
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 303,012
COMMITMENTS
81,669 48,855 49,593 129,211 175,580 260,472 274,028 42,540 28,984
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -29,418)
-5,240 5,341 -9,873 -3,765 -22,116 -18,877 -26,647 -10,540 -2,770
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 16.1 16.4 42.6 57.9 86.0 90.4 14.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 247)
76 62 66 81 87 193 183
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,504
COMMITMENTS
1,490 2,952 891 6,712 6,055 9,093 9,899 2,411 1,605
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -458)
-135 -1,034 124 -178 279 -189 -631 -269 173
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.9 25.7 7.7 58.3 52.6 79.0 86.0 21.0 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
14 11 9 23 17 40 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 945,214
COMMITMENTS
207,068 163,965 90,212 544,769 603,491 842,050 857,668 103,165 87,546
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 3,002)
6,345 -6,848 -16,982 17,060 45,111 6,423 21,281 -3,421 -18,279
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 17.3 9.5 57.6 63.8 89.1 90.7 10.9 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
35 39 24 88 99 136 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,966,685
COMMITMENTS
302,781 307,668 339,410 2063915 1847914 2706106 2494991 260,579 471,694
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -71,352)
36,595 -22,936 -80,407 -32,404 36,013 -76,216 -67,330 4,864 -4,022
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.4 11.4 69.6 62.3 91.2 84.1 8.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 312)
52 68 72 154 171 244 273
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,016,772
COMMITMENTS
250,345 223,907 286,474 1288340 1204796 1825158 1715177 191,614 301,595
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: -22,081)
-12,001 -8,549 -13,746 15,050 18,694 -10,697 -3,601 -11,383 -18,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 11.1 14.2 63.9 59.7 90.5 85.0 9.5 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
28 54 44 107 119 165 187
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 311,012
COMMITMENTS
19,128 34,076 69,374 199,165 171,128 287,667 274,578 23,345 36,434
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,752)
2,542 751 2,702 229 922 5,472 4,375 -3,720 -2,623
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 11.0 22.3 64.0 55.0 92.5 88.3 7.5 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
11 16 18 29 33 52 56
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,662
COMMITMENTS
23,628 2,886 1,468 30,069 51,637 55,165 55,990 8,498 7,672
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,343)
1,029 -183 170 510 676 1,709 663 -366 680
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 4.5 2.3 47.2 81.1 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
39 14 12 38 25 84 44
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 127,325
COMMITMENTS
47,256 5,771 2,935 60,138 103,274 110,329 111,980 16,996 15,345
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,686)
2,058 -366 341 1,020 1,351 3,419 1,326 -732 1,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 4.5 2.3 47.2 81.1 86.7 87.9 13.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
39 14 12 38 25 84 44
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,687
COMMITMENTS
3,979 5,050 1,602 881 0 6,462 6,652 225 35
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 246)
257 91 142 -5 0 394 233 -148 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.5 75.5 24.0 13.2 0.0 96.6 99.5 3.4 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 7 3 2 0 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 29,589
COMMITMENTS
2,533 14,828 49 26,974 14,680 29,556 29,557 33 32
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 2,521)
424 2,459 -55 2,133 117 2,502 2,521 19 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 50.1 0.2 91.2 49.6 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
5 12 2 8 12 13 26
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 07/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 15,548
COMMITMENTS
0 6,042 4 15,528 9,480 15,532 15,526 16 22
CHANGES FROM 07/23/13 (CHANGE IN OPEN INTEREST: 1,957)
-38 1,052 0 1,985 920 1,947 1,972 10 -15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.0 38.9 0.0 99.9 61.0 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
0 15 1 5 6 6 21
Updated August 2, 2013