WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 449,725
COMMITMENTS
116,375 169,173 96,543 207,271 136,629 420,190 402,345 29,535 47,380
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 2,600)
-2,022 1,622 -60 4,422 -590 2,340 972 260 1,628
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.9 37.6 21.5 46.1 30.4 93.4 89.5 6.6 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 394)
102 160 142 92 111 279 336
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,664,579
COMMITMENTS
298,185 360,539 521,739 679,648 498,183 1499572 1380460 165,006 284,118
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 64,358)
-1,118 33,536 42,710 22,718 -18,211 64,309 58,035 49 6,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 21.7 31.3 40.8 29.9 90.1 82.9 9.9 17.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 797)
189 230 258 311 317 643 673
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,056
COMMITMENTS
2,127 1,632 1,354 6,482 7,296 9,962 10,282 2,094 1,775
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 332)
-305 393 220 195 -253 110 360 222 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 13.5 11.2 53.8 60.5 82.6 85.3 17.4 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 14 7 17 13 32 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 890,031
COMMITMENTS
215,130 57,919 301,070 313,125 447,068 829,325 806,057 60,707 83,974
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 466)
6,008 1,130 -2,049 -4,295 -150 -335 -1,069 801 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 6.5 33.8 35.2 50.2 93.2 90.6 6.8 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 603)
193 191 266 148 194 484 521
MINI SOYBEANS - CHICAGO BOARD OF TRADE Code-005603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(Contracts of 1,000 Bushels) OPEN INTEREST: 16,637
COMMITMENTS
9,705 794 352 31 3,636 10,088 4,782 6,549 11,855
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -164)
597 22 13 3 -28 613 7 -777 -171
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
58.3 4.8 2.1 0.2 21.9 60.6 28.7 39.4 71.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 3 5 2 11 9 18
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 327,856
COMMITMENTS
69,150 92,362 67,593 158,222 128,811 294,965 288,766 32,892 39,091
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 5,646)
-2,203 8,783 1,335 5,594 -5,155 4,726 4,962 920 684
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.1 28.2 20.6 48.3 39.3 90.0 88.1 10.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
62 90 71 72 67 179 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 711,374
COMMITMENTS
88,009 50,520 51,028 435,366 427,064 574,402 528,612 136,972 182,762
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,077)
11,070 -9,204 9,167 -14,699 13,118 5,539 13,081 -4,462 -12,004
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 7.1 7.2 61.2 60.0 80.7 74.3 19.3 25.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
35 27 39 70 81 122 130
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 394,323
COMMITMENTS
34,328 40,404 3,857 276,796 274,046 314,981 318,307 79,342 76,016
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -10,837)
2,025 892 -1,231 -14,843 -6,497 -14,049 -6,837 3,212 -4,001
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.7 10.2 1.0 70.2 69.5 79.9 80.7 20.1 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
6 10 6 41 43 51 55
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 6,465
COMMITMENTS
1,557 92 317 4,096 5,707 5,970 6,116 495 349
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -177)
82 -79 80 -315 -251 -153 -250 -24 73
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 1.4 4.9 63.4 88.3 92.3 94.6 7.7 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
12 2 6 18 20 33 26
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 329,168
COMMITMENTS
91,308 37,765 60,591 126,525 204,869 278,425 303,225 50,743 25,943
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,588)
-4,161 3,014 -1,758 9,306 87 3,387 1,343 -1,799 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 11.5 18.4 38.4 62.2 84.6 92.1 15.4 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 241)
86 55 67 76 82 197 171
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 9,977
COMMITMENTS
1,586 2,481 373 6,210 5,829 8,169 8,682 1,808 1,295
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -101)
0 -153 33 -28 9 5 -111 -107 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 24.9 3.7 62.2 58.4 81.9 87.0 18.1 13.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 54)
16 10 7 21 16 40 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 888,310
COMMITMENTS
132,549 178,486 23,175 644,765 562,888 800,490 764,549 87,820 123,761
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 6,089)
-6,456 12,681 -6,643 24,523 6,034 11,424 12,072 -5,334 -5,982
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 20.1 2.6 72.6 63.4 90.1 86.1 9.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
39 45 26 85 96 133 158
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,539,855
COMMITMENTS
169,500 289,607 321,965 1765803 1479184 2257268 2090757 282,587 449,098
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -166,252)
-20,769 26,202 -28,962 -139,281 -131,318 -189,012 -134,077 22,761 -32,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.7 11.4 12.7 69.5 58.2 88.9 82.3 11.1 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 315)
49 72 79 158 175 251 282
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,034,271
COMMITMENTS
157,692 293,302 212,770 1484509 1193395 1854971 1699467 179,300 334,804
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 17,654)
20,007 30,960 -19,502 19,095 22,383 19,600 33,841 -1,946 -16,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 14.4 10.5 73.0 58.7 91.2 83.5 8.8 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 238)
30 57 42 114 126 170 199
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 297,815
COMMITMENTS
23,131 30,282 67,414 179,150 158,781 269,695 256,477 28,119 41,338
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 14,340)
2,486 66 -3,137 11,641 13,363 10,990 10,291 3,351 4,049
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.8 10.2 22.6 60.2 53.3 90.6 86.1 9.4 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 58)
14 11 16 26 29 48 49
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 87,979
COMMITMENTS
20,438 3,491 6,312 47,367 64,145 74,117 73,948 13,861 14,030
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 18,311)
5,991 -1,165 4,450 7,439 12,897 17,880 16,182 431 2,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.2 4.0 7.2 53.8 72.9 84.2 84.1 15.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 19 21 48 30 92 60
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,258
COMMITMENTS
2,811 1,024 1,036 7,092 12,541 10,939 14,601 5,319 1,657
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 2,577)
243 794 1,033 883 383 2,159 2,210 418 367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 6.3 6.4 43.6 77.1 67.3 89.8 32.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 2 3 9 8 15 13
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,441
COMMITMENTS
38,571 8,252 7,234 80,551 103,209 126,356 118,694 17,085 24,746
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 31,468)
13,578 -1,836 4,752 13,112 25,028 31,441 27,945 26 3,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 5.8 5.0 56.2 72.0 88.1 82.7 11.9 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
29 18 21 46 29 88 58
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,314
COMMITMENTS
5,332 5,969 3,023 716 314 9,071 9,306 243 8
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: 1,185)
-240 -140 1,359 46 -28 1,165 1,191 20 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
57.2 64.1 32.5 7.7 3.4 97.4 99.9 2.6 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
13 6 5 2 1 17 10
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 39,880
COMMITMENTS
4,763 19,199 58 35,020 20,472 39,841 39,729 39 151
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -4,157)
-203 149 -4,354 391 -55 -4,166 -4,260 9 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 48.1 0.1 87.8 51.3 99.9 99.6 0.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
3 15 1 7 14 11 29
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 09/17/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,653
COMMITMENTS
347 10,390 0 17,304 7,187 17,651 17,577 2 76
CHANGES FROM 09/10/13 (CHANGE IN OPEN INTEREST: -4,974)
299 337 0 -5,259 -5,277 -4,960 -4,940 -14 -34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
2.0 58.9 0.0 98.0 40.7 100.0 99.6 0.0 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
2 11 0 8 7 10 18
Updated September 20, 2013