WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 447,423
COMMITMENTS
119,186 160,509 97,364 200,419 142,288 416,969 400,162 30,455 47,262
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -10,748)
-2,706 3,706 -3,190 -2,635 -9,249 -8,530 -8,734 -2,218 -2,015
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 35.9 21.8 44.8 31.8 93.2 89.4 6.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 379)
88 163 126 92 107 262 320
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,578,535
COMMITMENTS
297,856 321,101 456,039 658,712 529,588 1412607 1306727 165,928 271,808
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -7,253)
-2,900 5,268 14,067 -10,903 -21,637 264 -2,301 -7,517 -4,952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 20.3 28.9 41.7 33.5 89.5 82.8 10.5 17.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 776)
194 209 256 299 315 627 657
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,757
COMMITMENTS
2,494 680 845 5,872 7,854 9,211 9,379 1,546 1,378
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 478)
-127 -41 57 504 529 434 545 43 -67
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 6.3 7.9 54.6 73.0 85.6 87.2 14.4 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
10 10 7 15 13 32 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 877,640
COMMITMENTS
218,221 51,602 298,479 302,849 446,911 819,549 796,992 58,091 80,648
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 47,721)
13,161 -6,238 24,149 8,728 28,395 46,038 46,306 1,683 1,415
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 5.9 34.0 34.5 50.9 93.4 90.8 6.6 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 582)
194 167 239 150 199 467 493
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 319,881
COMMITMENTS
69,806 80,707 68,712 150,350 136,098 288,868 285,516 31,013 34,365
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -6,890)
539 -1,954 -2,166 1,062 1,571 -565 -2,548 -6,324 -4,341
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 25.2 21.5 47.0 42.5 90.3 89.3 9.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
62 83 73 70 68 178 195
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 699,693
COMMITMENTS
66,668 73,149 39,228 468,087 405,836 573,983 518,212 125,710 181,481
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -53,502)
-5,388 3,850 -7,677 -17,791 -26,932 -30,856 -30,759 -22,646 -22,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.5 10.5 5.6 66.9 58.0 82.0 74.1 18.0 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
28 33 37 76 80 122 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 419,275
COMMITMENTS
29,562 31,743 11,652 303,939 296,162 345,153 339,557 74,122 79,718
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 18,708)
-1,951 -956 6,822 16,547 10,699 21,418 16,565 -2,710 2,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 7.6 2.8 72.5 70.6 82.3 81.0 17.7 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
5 7 6 45 41 54 52
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,672
COMMITMENTS
1,507 186 207 4,459 6,009 6,173 6,402 499 270
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -446)
71 -33 -14 -473 -315 -416 -362 -30 -84
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 2.8 3.1 66.8 90.1 92.5 96.0 7.5 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
11 4 6 19 20 34 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 320,739
COMMITMENTS
98,488 35,204 56,594 116,286 203,256 271,368 295,054 49,371 25,685
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -1,699)
2,513 -1,904 1,881 -3,561 -723 834 -745 -2,532 -954
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.7 11.0 17.6 36.3 63.4 84.6 92.0 15.4 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
86 56 67 74 83 197 172
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,843
COMMITMENTS
1,791 2,500 323 5,915 5,865 8,029 8,687 1,813 1,155
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -376)
41 -307 -35 -331 -53 -325 -395 -51 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.2 25.4 3.3 60.1 59.6 81.6 88.3 18.4 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 56)
16 13 6 21 17 40 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 831,785
COMMITMENTS
160,179 153,670 35,621 543,742 522,162 739,543 711,454 92,243 120,332
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -71,125)
-18,385 1,078 -8,597 -28,294 -59,617 -55,276 -67,136 -15,848 -3,988
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 18.5 4.3 65.4 62.8 88.9 85.5 11.1 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 196)
39 31 25 82 93 127 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,668,984
COMMITMENTS
227,400 306,490 321,542 1853208 1573085 2402150 2201117 266,834 467,866
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 16,487)
-3,860 -6,335 96,849 -58,366 -60,770 34,623 29,744 -18,135 -13,257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.5 11.5 12.0 69.4 58.9 90.0 82.5 10.0 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
56 67 75 155 166 248 271
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,858,647
COMMITMENTS
166,290 211,531 182,881 1322948 1111530 1672120 1505942 186,527 352,705
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -18,659)
-36,612 -2,905 20,675 6,518 -44,110 -9,418 -26,340 -9,240 7,682
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 11.4 9.8 71.2 59.8 90.0 81.0 10.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
27 51 47 99 114 153 185
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 272,355
COMMITMENTS
21,965 28,856 68,143 158,551 139,449 248,659 236,448 23,696 35,907
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -31,919)
-4,819 -6,338 -2,134 -23,724 -23,945 -30,676 -32,416 -1,242 498
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.1 10.6 25.0 58.2 51.2 91.3 86.8 8.7 13.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 59)
14 13 19 26 28 51 50
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,840
COMMITMENTS
13,510 3,281 1,444 28,635 37,087 43,590 41,812 8,250 10,028
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -2,383)
-1,634 -863 -27 -636 -4,599 -2,297 -5,488 -86 3,105
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 6.3 2.8 55.2 71.5 84.1 80.7 15.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 11 10 37 20 71 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 103,680
COMMITMENTS
27,021 6,563 2,888 57,271 74,174 87,180 83,625 16,500 20,055
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -4,767)
-3,269 -1,726 -53 -1,273 -9,198 -4,595 -10,977 -172 6,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.1 6.3 2.8 55.2 71.5 84.1 80.7 15.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
30 11 10 37 20 71 37
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,003
COMMITMENTS
4,800 5,893 2,051 1,125 50 7,976 7,994 27 9
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 1,251)
418 101 1,146 -313 50 1,251 1,297 0 -46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
60.0 73.6 25.6 14.1 0.6 99.7 99.9 0.3 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
12 6 4 2 1 15 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 38,536
COMMITMENTS
3,532 17,439 43 34,939 21,007 38,514 38,489 22 47
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: -362)
26 -133 0 -380 -262 -354 -395 -8 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 45.3 0.1 90.7 54.5 99.9 99.9 0.1 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 13 2 6 14 11 28
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/03/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 24,034
COMMITMENTS
73 11,430 2,757 21,203 9,791 24,033 23,978 1 56
CHANGES FROM 08/27/13 (CHANGE IN OPEN INTEREST: 3,731)
73 -292 2,757 919 1,269 3,749 3,734 -18 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
0.3 47.6 11.5 88.2 40.7 100.0 99.8 0.0 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
1 12 2 6 6 9 18
Updated September 6, 2013