CFTC Commitments of Traders Report - CME (Futures Only) 06082013

11/08/2013
CFTC Commitments of Traders Report - CME (Futures Only)
BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE

Code-050642
FUTURES ONLY POSITIONS AS OF 08/06/13
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
--------------------------|-----------------|-----------------|----------------LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
-------------------------------------------------------------------------------(CONTRACTS OF 20,000 POUNDS)
OPEN INTEREST:
5,200
COMMITMENTS
956
627
17
3,792
4,294
4,765
4,938
435
262
CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:
-758)
-181
-32
-63
-469
-671
-713
-766
-45
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

18.4
12.1
0.3
72.9
82.6
91.6
95.0
8.4
5.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

6
2
3
17
10
24
30)
14
MILK, Class III - CHICAGO MERCANTILE EXCHANGE

Code-052641
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
OPEN INTEREST:
21,861
COMMITMENTS
4,456
5,194
1,259 13,409 11,065 19,124 17,518
2,737
4,343
-1,856)
-93
148
-438 -1,162 -1,497 -1,693 -1,787
-163
-69

20.4
23.8
5.8
61.3
50.6
87.5
80.1
12.5
19.9

19
20
15
23
22
49
74)
51
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE

Code-054642
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
OPEN INTEREST:
308,708
COMMITMENTS
120,324 51,972 53,453 100,914 156,451 274,691 261,876 34,017 46,832
7,333)
4,814
-455
1,914 -1,439
5,459
5,289
6,918
39.0
16.8
17.3
32.7
50.7
89.0
www.cftc.gov/dea/futures/deacmesf.htm
84.8
2,044
415
11.0
15.2
1/10
11/08/2013

132
75
120
88
114
291
365)
265
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE

Code-057642
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
OPEN INTEREST:
279,718
COMMITMENTS
88,626 78,186 30,338 127,410 133,081 246,374 241,605 33,344 38,113
-3,767)
-3,574
-223 -2,624
981
-617 -5,217 -3,464
31.7
28.0
10.8
45.5
47.6
88.1
86.4

77
107
76
114
136
236
375)
286
1,450
-303
11.9
13.6
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE

Code-058643
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF 110,000 BOARD FEET)
OPEN INTEREST:
5,945
COMMITMENTS
2,131
2,146
662
2,190
1,541
4,983
4,349
962
1,596
-48
215
213
152
-393
241)
317
35
-76
206

35.8
36.1
11.1
36.8
25.9
83.8
73.2
16.2
26.8

21
23
11
18
19
48
74)
47
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE

Code-061641
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
OPEN INTEREST:
35,317
COMMITMENTS
9,079
6,856
5,455 11,672
7,919 26,206 20,230
9,111 15,087
387
-762
183
111
377
1,075)
681
-202
394
1,277
2/10
11/08/2013

25.7
19.4
15.4
33.0
22.4
74.2
57.3

37
42
39
51
66
114
173)
128
25.8
42.7
CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE

Code-063642
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
OPEN INTEREST:
7,539
COMMITMENTS
2,234
2,610
414
4,190
4,490
6,838
7,514
701
25
25
129
-141
83
101
-14)
-33
89
19
-103

29.6
34.6
5.5
55.6
59.6
90.7
99.7
9.3
0.3

11
5
6
14
12
28
36)
20
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE

Code-089741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF RUB 2,500,000)
OPEN INTEREST:
42,869
COMMITMENTS
6,727
6,302
2,252 33,574 33,758 42,553 42,312
316
557
-296
-124
0
268
117
-30)
-28
-7
-2
-23

15.7
14.7
5.3
78.3
78.7
99.3
98.7
0.7
1.3

5
2
2
12
18
17
25)
22
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE

Code-090741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF CAD 100,000)
OPEN INTEREST:
106,787
COMMITMENTS
22,629 33,065
1,528 62,191 41,327 86,348 75,920 20,439 30,867
-4,218)
3/10
11/08/2013
1,900
902
-1,434
-4,353
-2,835
-3,887
-3,367
-331
-851

21.2
31.0
1.4
58.2
38.7
80.9
71.1
19.1
28.9

23
27
8
22
22
47
85)
55
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE

Code-092741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF CHF 125,000)
OPEN INTEREST:
34,942
COMMITMENTS
8,756
9,081
482 14,831 14,150 24,069 23,713 10,873 11,229
843)
-775 -1,711
161
253
3,353
-361
1,803
25.1
26.0
1.4
42.4
40.5
68.9
67.9

12
8
4
9
10
22
37)
21
1,204
-960
31.1
32.1
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE

Code-095741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF MXN 500,000)
OPEN INTEREST:
94,275
COMMITMENTS
62,230 30,105
800 24,726 61,630 87,756 92,535
6,519
1,740
-2,860)
1,181 -6,056
305 -3,555
2,861 -2,069 -2,890
66.0
31.9
0.8
26.2
65.4
93.1
98.2

47
19
5
14
20
62
97)
43
-791
30
6.9
1.8
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE

Code-096742
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF GBP 62,500)
OPEN INTEREST:
145,387
COMMITMENTS
22,097 68,130
2,929 101,039 44,843 126,065 115,902 19,322 29,485
4/10
11/08/2013

-948)
1,942 -1,488
-108 -5,118
1,056 -3,284
-540
15.2
46.9
2.0
69.5
30.8
86.7
79.7

25
38
8
28
32
56
112)
75
2,336
-408
13.3
20.3
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE

Code-097741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF JPY 12,500,000)
OPEN INTEREST:
172,059
COMMITMENTS
19,421 99,634
2,709 134,398 26,560 156,528 128,903 15,531 43,156
-2,813)
1,205
-717
381 -3,190 -3,031 -1,604 -3,367
11.3
57.9
1.6
78.1
15.4
91.0
74.9

24
61
11
24
28
52
131)
96
-1,209
554
9.0
25.1
EURO FX - CHICAGO MERCANTILE EXCHANGE

Code-099741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF EUR 125,000)
OPEN INTEREST:
228,726
COMMITMENTS
85,239 79,178
5,302 90,858 86,556 181,399 171,036 47,327 57,690
5,769)
7,028 -7,537
422 -5,836 13,317
1,614
6,202
37.3
34.6
2.3
39.7
37.8
79.3
74.8

46
63
17
49
44
106
179)
113
4,155
-433
20.7
25.2
BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE

Code-102741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF BRL 100,000)
OPEN INTEREST:
23,744
5/10
11/08/2013
COMMITMENTS
5,013
3,965
3,141
14,740
15,489
22,894
22,595
850
1,149

-2,766)
-1,648
-424
-33 -1,132 -2,398 -2,813 -2,855
47
89
3.6
4.8

21.1
16.7
13.2
62.1
65.2
96.4
95.2

6
5
2
6
6
13
23)
12
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE

Code-112741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF NZD 100,000)
OPEN INTEREST:
11,572
COMMITMENTS
4,595
6,134
204
4,667
1,899
9,466
8,237
2,106
3,335
-581)
-998
21
21
751
-848
-226
-806
-355
225

39.7
53.0
1.8
40.3
16.4
81.8
71.2
18.2
28.8

10
18
2
7
10
17
45)
30
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE

Code-132741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF $1,000,000)
OPEN INTEREST:
9,073,939
COMMITMENTS
919,153 1024535 1918461 5401308 5014462 8238922 7957458 835,017 1116481
185,642)
52,855 39,891 55,224 44,602 76,934 152,681 172,049
10.1
11.3
21.1
59.5
55.3
90.8
87.7

53
45
82
113
115
218
236)
206
32,961
13,593
9.2
12.3
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE

Code-13874+
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
6/10
11/08/2013
-------------------------------------------------------------------------------(S&P 500 INDEX X $250.00)

OPEN INTEREST:
732,142
COMMITMENTS
96,566 67,664 23,688 496,364 555,366 616,618 646,718 115,524 85,424
1,304)
-8,821
8,439
5,689
2,701 -11,016
-431
3,112
13.2
9.2
3.2
67.8
75.9
84.2
88.3

126
97
68
219
235
375
560)
372
1,735
-1,808
15.8
11.7
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

Code-138741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(S&P 500 INDEX X $250.00)
OPEN INTEREST:
163,175
COMMITMENTS
13,183
3,771
835 94,460 119,392 108,478 123,998 54,697 39,177
485)
577
1,537
-374 -1,368
450 -1,165
1,613
8.1
2.3
0.5
57.9
73.2
66.5
76.0

14
11
4
46
42
61
93)
56
1,650
-1,128
33.5
24.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

Code-13874A
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------($50 X S&P 500 INDEX)
OPEN INTEREST:
2,844,836
COMMITMENTS
433,534 336,087 97,645 2009520 2179869 2540699 2613601 304,137 231,235
4,096)
-40,524 40,978 23,848 20,346 -57,330
3,670
7,496
15.2
11.8
3.4
70.6
76.6
89.3
91.9

122
96
61
204
220
355
538)
349
426
-3,400
10.7
8.1
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

Code-33874A
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
7/10
11/08/2013

-------------------------------------------------------------------------------(S&P 400 INDEX X $100)
OPEN INTEREST:
121,886
COMMITMENTS
22,033
3,754
1,216 88,690 113,562 111,939 118,532
9,947
3,354
-2,341
1,394
649
2,544
-700
852
423)
1,343
-429
-920

18.1
3.1
1.0
72.8
93.2
91.8
97.2
8.2
2.8

20
5
4
46
47
67
103)
55
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE

Code-20974+
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(NASDAQ 100 INDEX X $100)
OPEN INTEREST:
81,170
COMMITMENTS
28,570
3,651
374 46,262 72,138 75,206 76,164
5,964
5,006
1,387)
717
-192
-171
684
1,290
1,230
928
157
459

35.2
4.5
0.5
57.0
88.9
92.7
93.8
7.3
6.2

77
21
7
68
69
147
223)
95
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE

Code-209742
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(NASDAQ 100 STOCK INDEX X $20)
OPEN INTEREST:
405,851
COMMITMENTS
142,849 18,257
1,872 231,308 360,691 376,029 380,820 29,822 25,031
6,934)
3,583
-958
-854
3,420
6,451
6,149
4,639
785
2,295

35.2
4.5
0.5
57.0
88.9
92.7
93.8
7.3
6.2

77
21
7
68
69
147
223)
95
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE

Code-232741
|
8/10
11/08/2013
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(CONTRACTS OF AUD 100,000)
OPEN INTEREST:
201,885
COMMITMENTS
16,566 93,345
1,254 167,002 64,766 184,822 159,365 17,063 42,520
3,613)
-2,961
1,245
307
7,692
-663
5,038
889
8.2
46.2
0.6
82.7
32.1
91.5
78.9

24
45
13
23
24
52
104)
77
-1,425
2,724
8.5
21.1
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE

Code-240741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(NIKKEI INDEX X $5.00)
OPEN INTEREST:
58,672
COMMITMENTS
17,945
9,036
221 30,239 45,306 48,405 54,563 10,267
4,109
579)
1,658
371
114
-137
-299
1,635
186
30.6
15.4
0.4
51.5
77.2
82.5
93.0

24
7
2
26
14
51
68)
22
-1,056
393
17.5
7.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE

Code-240743
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(NIKKEI INDEX X JPY 500)
OPEN INTEREST:
64,465
COMMITMENTS
27,022
3,335
435 27,645 15,740 55,102 19,510
9,363 44,955
-4,053)
-1,172
377 -1,380
-629
-599 -3,181 -1,602
-872
-2,451

41.9
5.2
0.7
42.9
24.4
85.5
30.3
14.5
69.7

23
5
3
34
23
59
77)
29
9/10
11/08/2013
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE

Code-256741
|
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL
| COMMERCIAL
|
TOTAL
| POSITIONS
-------------------------------------------------------------------------------(GSCI X $250)
OPEN INTEREST:
10,221
COMMITMENTS
6,149
1,580
67
3,076
8,249
9,292
9,896
929
325
-218)
-325
-13
0
-49
-96
-374
-109
156
-109

60.2
15.5
0.7
30.1
80.7
90.9
9.1
3.2

7
2
1
9
2
16
96.8
20)
5
Updated August 9, 2013
10/10

CFTC Commitments of Traders Report - CME (Futures Only) 06082013

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11/08/2013

CFTC Commitments of Traders Report - CME (Futures Only)

BUTTER (CASH SETTLED) - CHICAGO MERCANTILE EXCHANGE

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

MILK, Class III - CHICAGO MERCANTILE EXCHANGE

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

LEAN HOGS - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

CHEESE (CASH-SETTLED) - CHICAGO MERCANTILE EXCHANGE

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

SWISS FRANC - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

EURO FX - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

BRAZILIAN REAL - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

CHANGES FROM 07/30/13 (CHANGE IN OPEN INTEREST:

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE

PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

-------------------------------------------------------------------------------(S&P 500 INDEX X $250.00)

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS:

E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE

CFTC Commitments of Traders Report - CME (Futures Only)

--------------------------|-----------------|-----------------|----------------LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT