WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 448,550
COMMITMENTS
106,352 125,911 74,871 236,460 197,621 417,683 398,403 30,867 50,147
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 7,680)
-4,919 4,538 3,862 10,904 1,170 9,847 9,570 -2,167 -1,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 28.1 16.7 52.7 44.1 93.1 88.8 6.9 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 374)
108 120 103 95 116 261 291
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,137,584
COMMITMENTS
353,439 109,787 152,772 502,020 666,629 1008231 929,188 129,353 208,396
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -15,948)
-33,682 7,033 8,346 16,810 -37,063 -8,526 -21,684 -7,422 5,736
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 9.7 13.4 44.1 58.6 88.6 81.7 11.4 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 699)
171 125 155 218 335 464 558
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,040
COMMITMENTS
1,855 1,262 183 5,695 7,727 7,733 9,172 2,307 868
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -1,011)
-1,593 -26 99 421 -995 -1,073 -922 62 -89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 12.6 1.8 56.7 77.0 77.0 91.4 23.0 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
12 8 4 16 11 31 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 569,969
COMMITMENTS
178,921 64,308 77,532 254,845 365,490 511,298 507,330 58,671 62,639
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -41,716)
-18,531 4,319 -11,649 -2,234 -27,202 -32,414 -34,532 -9,302 -7,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 11.3 13.6 44.7 64.1 89.7 89.0 10.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 432)
137 106 151 126 141 350 341
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 314,237
COMMITMENTS
65,212 104,579 50,582 168,771 125,891 284,565 281,052 29,672 33,185
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -4,119)
-411 11,037 -4,974 3,182 -8,558 -2,203 -2,495 -1,916 -1,624
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 33.3 16.1 53.7 40.1 90.6 89.4 9.4 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 270)
66 91 91 70 61 197 207
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 541,853
COMMITMENTS
55,121 50,416 4,990 349,703 333,302 409,814 388,708 132,039 153,145
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -34,424)
-28,470 -21,010 -369 -3,045 -21,474 -31,884 -42,853 -2,540 8,429
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 9.3 0.9 64.5 61.5 75.6 71.7 24.4 28.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 146)
29 24 12 59 70 95 99
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 355,535
COMMITMENTS
21,678 46,549 2,911 267,037 252,684 291,626 302,144 63,909 53,391
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -9,744)
-149 -4,025 20 -9,700 57 -9,829 -3,948 85 -5,796
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 13.1 0.8 75.1 71.1 82.0 85.0 18.0 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 4 28 38 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,624
COMMITMENTS
1,197 552 920 5,568 6,475 7,685 7,947 939 677
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -156)
487 -6 -270 -413 -80 -196 -356 40 200
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.9 6.4 10.7 64.6 75.1 89.1 92.1 10.9 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 37)
7 4 6 18 19 29 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 217,123
COMMITMENTS
66,370 20,669 22,054 86,622 154,543 175,046 197,266 42,077 19,857
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -20,086)
-9,660 -415 -4,806 -2,172 -12,510 -16,638 -17,731 -3,448 -2,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.6 9.5 10.2 39.9 71.2 80.6 90.9 19.4 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
61 38 43 70 66 158 128
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,311
COMMITMENTS
3,147 4,337 551 8,589 8,624 12,287 13,512 3,024 1,799
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 161)
-328 207 -43 418 238 47 402 114 -241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 28.3 3.6 56.1 56.3 80.2 88.3 19.8 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
20 13 5 28 16 50 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,042,855
COMMITMENTS
327,703 171,419 22,574 561,695 768,098 911,972 962,091 130,883 80,764
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -14,861)
-38,008 -25,670 1,414 20,371 7,364 -16,223 -16,892 1,362 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.4 16.4 2.2 53.9 73.7 87.4 92.3 12.6 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 215)
50 30 11 94 90 148 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,604,743
COMMITMENTS
309,465 235,314 36,778 986,961 1020502 1333204 1292594 271,539 312,149
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -93,885)
-18,432 -25,441 -3,284 -60,761 -65,699 -82,477 -94,424 -11,408 539
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 14.7 2.3 61.5 63.6 83.1 80.5 16.9 19.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
41 51 21 99 119 153 178
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,540,413
COMMITMENTS
199,811 190,482 23,832 1113723 1071686 1337366 1286000 203,047 254,413
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 78,739)
-38,526 18,152 4,834 142,231 48,159 108,539 71,145 -29,800 7,594
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 12.4 1.5 72.3 69.6 86.8 83.5 13.2 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 190)
28 39 12 78 98 112 143
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 439,297
COMMITMENTS
71,506 51,709 56,861 294,441 299,725 422,808 408,295 16,489 31,002
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 6,628)
1,708 -885 26 8,513 5,947 10,247 5,088 -3,619 1,540
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 11.8 12.9 67.0 68.2 96.2 92.9 3.8 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
21 12 23 39 39 67 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 48,053
COMMITMENTS
13,374 3,273 52 26,774 40,921 40,200 44,246 7,854 3,808
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -29,822)
-1,486 1,311 -6,558 -19,839 -22,125 -27,882 -27,372 -1,940 -2,450
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.8 0.1 55.7 85.2 83.7 92.1 16.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 10 1 33 24 60 34
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 96,106
COMMITMENTS
26,747 6,546 104 53,548 81,841 80,399 88,491 15,707 7,615
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -27,007)
429 -8,204 -1,485 -24,285 -14,760 -25,341 -24,449 -1,666 -2,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 6.8 0.1 55.7 85.2 83.7 92.1 16.3 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 88)
26 10 1 33 24 60 34
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,004
COMMITMENTS
990 4,914 0 7,891 4,019 8,881 8,933 123 71
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 234)
178 140 0 68 75 246 215 -12 19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 54.6 0.0 87.6 44.6 98.6 99.2 1.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 0 3 10 8 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/24/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,192
COMMITMENTS
687 1,276 0 7,325 6,882 8,012 8,158 180 34
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -17)
-339 -30 0 326 8 -13 -22 -4 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.4 15.6 0.0 89.4 84.0 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 4 0 4 12 7 16
Updated December 28, 2012