WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,112
COMMITMENTS
123,548 167,982 147,730 224,574 160,722 495,852 476,433 36,260 55,678
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 19,180)
2,334 1,046 11,453 4,392 3,721 18,179 16,220 1,001 2,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 31.6 27.8 42.2 30.2 93.2 89.5 6.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 416)
107 175 150 100 112 296 359
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,934,066
COMMITMENTS
331,675 407,043 636,879 770,449 573,852 1739003 1617774 195,064 316,293
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 82,426)
1,232 2,175 47,606 20,724 27,485 69,562 77,266 12,864 5,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 21.0 32.9 39.8 29.7 89.9 83.6 10.1 16.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 820)
199 236 273 331 328 678 700
CORN CONSECUTIVE CSO - CHICAGO BOARD OF TRADE Code-00260B
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,982
COMMITMENTS
2,212 2,512 5,716 3,110 3,978 11,039 12,206 1,943 776
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 911)
-377 359 786 108 -124 517 1,020 394 -109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 19.3 44.0 24.0 30.6 85.0 94.0 15.0 6.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
7 9 9 5 6 14 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,823
COMMITMENTS
2,337 1,338 1,183 5,665 6,163 9,185 8,684 1,638 2,139
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -108)
13 -5 31 -349 -284 -304 -258 197 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 12.4 10.9 52.3 56.9 84.9 80.2 15.1 19.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 9 7 13 14 29 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 759,301
COMMITMENTS
164,168 104,188 253,726 293,916 310,672 711,811 668,586 47,490 90,714
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,140)
3,560 -10,690 -5,349 1,568 21,353 -221 5,313 2,361 -3,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.6 13.7 33.4 38.7 40.9 93.7 88.1 6.3 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 565)
174 197 231 137 169 435 482
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 355,432
COMMITMENTS
68,816 116,630 77,583 173,758 119,562 320,157 313,775 35,275 41,657
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: -905)
431 -7,282 2,864 -5,437 5,597 -2,143 1,178 1,238 -2,083
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.4 32.8 21.8 48.9 33.6 90.1 88.3 9.9 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
63 102 80 74 62 186 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 714,846
COMMITMENTS
72,967 77,870 70,534 422,677 362,297 566,178 510,701 148,669 204,145
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 22,672)
3,712 183 6,056 10,229 9,642 19,996 15,881 2,676 6,791
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 10.9 9.9 59.1 50.7 79.2 71.4 20.8 28.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 167)
26 37 36 81 88 127 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 385,910
COMMITMENTS
34,682 29,628 4,074 274,721 276,559 313,477 310,261 72,433 75,649
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,558)
168 -15,607 -139 653 21,758 682 6,012 876 -4,454
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.0 7.7 1.1 71.2 71.7 81.2 80.4 18.8 19.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
6 7 4 41 41 49 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,439
COMMITMENTS
1,670 441 234 6,067 7,453 7,971 8,128 468 311
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 321)
113 56 -11 209 239 311 284 10 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 5.2 2.8 71.9 88.3 94.5 96.3 5.5 3.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 48)
12 6 5 22 25 38 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 303,192
COMMITMENTS
82,691 54,360 48,922 129,435 171,050 261,048 274,332 42,145 28,861
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 5,019)
3,337 -3,115 -1,192 1,857 9,615 4,003 5,308 1,017 -289
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 17.9 16.1 42.7 56.4 86.1 90.5 13.9 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
73 69 65 82 88 193 191
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,041
COMMITMENTS
1,633 3,151 1,081 7,069 6,003 9,783 10,235 2,258 1,806
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 837)
-24 494 94 582 -224 652 364 185 473
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 26.2 9.0 58.7 49.9 81.2 85.0 18.8 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
13 13 9 26 19 45 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 966,706
COMMITMENTS
191,616 146,436 98,506 571,359 618,360 861,482 863,302 105,225 103,404
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 8,912)
-1,967 1,889 1,121 9,181 267 8,335 3,277 577 5,635
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 15.1 10.2 59.1 64.0 89.1 89.3 10.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
46 31 29 86 101 141 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 3,113,570
COMMITMENTS
240,527 334,156 363,029 2266448 1940220 2870004 2637405 243,566 476,165
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 82,527)
-50,190 6,323 26,118 122,826 41,674 98,754 74,115 -16,227 8,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.7 10.7 11.7 72.8 62.3 92.2 84.7 7.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 331)
54 73 80 166 183 262 294
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,050,990
COMMITMENTS
270,364 239,032 291,592 1311994 1191953 1873950 1722577 177,040 328,414
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 33,601)
13,913 -9,516 15,628 15,896 1,546 45,437 7,658 -11,836 25,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.2 11.7 14.2 64.0 58.1 91.4 84.0 8.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
33 56 46 102 117 164 190
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 283,599
COMMITMENTS
16,086 32,462 63,370 171,428 145,487 250,884 241,319 32,715 42,280
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 10,356)
3,275 1,419 -17 5,481 9,533 8,739 10,935 1,617 -579
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.7 11.4 22.3 60.4 51.3 88.5 85.1 11.5 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
7 15 15 27 28 47 46
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 66,356
COMMITMENTS
24,840 3,070 1,657 29,390 54,544 55,887 59,271 10,469 7,085
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 2,466)
2,651 -420 45 -1,976 3,335 720 2,960 1,746 -494
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 4.6 2.5 44.3 82.2 84.2 89.3 15.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 12 12 35 24 80 41
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 132,713
COMMITMENTS
49,679 6,140 3,314 58,780 109,089 111,774 118,542 20,939 14,170
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 4,933)
5,303 -840 90 -3,953 6,671 1,440 5,921 3,493 -988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.4 4.6 2.5 44.3 82.2 84.2 89.3 15.8 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
38 12 12 35 24 80 41
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,615
COMMITMENTS
4,412 5,337 1,268 903 0 6,583 6,605 32 10
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 8)
187 222 -208 48 0 27 14 -19 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
66.7 80.7 19.2 13.7 0.0 99.5 99.8 0.5 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 8 3 2 0 15 9
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 34,358
COMMITMENTS
2,025 15,866 31 32,253 18,398 34,309 34,295 49 63
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 1,625)
-544 332 -2 2,181 1,305 1,635 1,635 -10 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 46.2 0.1 93.9 53.5 99.9 99.8 0.1 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 34)
5 11 2 8 10 13 23
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 08/13/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,448
COMMITMENTS
278 10,410 0 17,080 6,983 17,358 17,393 90 55
CHANGES FROM 08/06/13 (CHANGE IN OPEN INTEREST: 67)
-113 40 -12 112 19 -13 47 80 20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
1.6 59.7 0.0 97.9 40.0 99.5 99.7 0.5 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 11 0 5 7 6 18
Updated August 16, 2013