WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 532,424
COMMITMENTS
103,874 119,025 134,025 259,616 225,632 497,514 478,681 34,910 53,743
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 3,895)
-2,829 2,102 197 9,205 3,655 6,573 5,954 -2,678 -2,059
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 22.4 25.2 48.8 42.4 93.4 89.9 6.6 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 404)
121 132 141 106 124 298 334
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,519,198
COMMITMENTS
311,471 124,780 411,356 637,952 742,525 1360778 1278661 158,420 240,537
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -14,152)
-22,208 11,243 5,263 11,729 -35,669 -5,216 -19,162 -8,936 5,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 8.2 27.1 42.0 48.9 89.6 84.2 10.4 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
178 156 214 263 363 545 639
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,887
COMMITMENTS
1,722 1,367 705 6,095 7,849 8,521 9,920 2,366 967
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -816)
-1,704 73 193 601 -1,052 -910 -786 94 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 12.6 6.5 56.0 72.1 78.3 91.1 21.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 8 8 18 12 36 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 772,684
COMMITMENTS
173,016 48,697 245,432 288,924 409,371 707,372 703,501 65,312 69,183
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -102,468)
-17,240 1,532 -60,419 -14,378 -35,555 -92,038 -94,443 -10,431 -8,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.3 31.8 37.4 53.0 91.5 91.0 8.5 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 463)
164 119 202 134 153 400 391
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 353,164
COMMITMENTS
63,118 100,912 77,027 182,068 141,191 322,212 319,130 30,952 34,034
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -15,535)
2,678 7,366 -12,615 -3,445 -8,355 -13,381 -13,604 -2,154 -1,931
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 28.6 21.8 51.6 40.0 91.2 90.4 8.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
63 95 100 75 70 205 223
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 608,715
COMMITMENTS
52,250 49,857 36,917 376,022 356,083 465,189 442,857 143,526 165,858
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -83,903)
-18,437 -18,603 -31,426 -20,691 -34,948 -70,554 -84,977 -13,350 1,074
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 8.2 6.1 61.8 58.5 76.4 72.8 23.6 27.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 151)
34 23 39 74 78 123 125
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 356,089
COMMITMENTS
21,678 46,472 3,003 267,037 252,684 291,718 302,159 64,371 53,930
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -10,484)
-149 -4,006 -31 -9,700 57 -9,880 -3,981 -604 -6,504
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 13.1 0.8 75.0 71.0 81.9 84.9 18.1 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
8 6 5 28 38 40 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 257,334
COMMITMENTS
63,213 18,577 50,379 99,019 166,964 212,611 235,920 44,723 21,415
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -28,511)
-6,424 -1,244 -11,666 -6,776 -13,599 -24,866 -26,509 -3,645 -2,002
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.6 7.2 19.6 38.5 64.9 82.6 91.7 17.4 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
61 39 49 73 71 164 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 15,763
COMMITMENTS
3,176 4,306 766 8,700 8,834 12,643 13,906 3,120 1,856
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 12)
-237 201 -183 309 246 -111 263 123 -251
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 27.3 4.9 55.2 56.0 80.2 88.2 19.8 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
23 12 6 29 18 53 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,099,373
COMMITMENTS
314,657 176,096 61,074 591,024 780,165 966,754 1017335 132,619 82,037
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -35,835)
-41,587 -28,061 -15,641 19,949 5,454 -37,278 -38,247 1,444 2,412
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.6 16.0 5.6 53.8 71.0 87.9 92.5 12.1 7.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
48 33 23 98 96 154 144
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,919,809
COMMITMENTS
305,716 231,656 178,806 1139449 1171648 1623971 1582110 295,838 337,700
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -271,798)
-26,435 -21,472 -88,073 -136,832 -144,950 -251,340 -254,495 -20,458 -17,303
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.9 12.1 9.3 59.4 61.0 84.6 82.4 15.4 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
49 49 60 126 136 204 216
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,621,589
COMMITMENTS
206,491 190,759 72,988 1132398 1095303 1411878 1359051 209,712 262,539
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 35,876)
-38,016 19,183 -26,985 131,201 39,460 66,201 31,658 -30,325 4,218
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 11.8 4.5 69.8 67.5 87.1 83.8 12.9 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
27 40 27 85 103 128 154
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 449,671
COMMITMENTS
69,004 51,256 66,262 297,799 301,048 433,065 418,566 16,606 31,105
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: 6,533)
1,660 -817 -58 8,544 5,873 10,146 4,998 -3,613 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 11.4 14.7 66.2 66.9 96.3 93.1 3.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 15 25 41 42 70 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 49,255
COMMITMENTS
13,623 2,995 504 27,102 41,801 41,229 45,299 8,026 3,955
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -30,691)
-2,040 1,025 -6,371 -20,298 -22,462 -28,709 -27,809 -1,982 -2,882
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.1 1.0 55.0 84.9 83.7 92.0 16.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 9 6 35 26 65 39
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 98,509
COMMITMENTS
27,247 5,989 1,007 54,204 83,602 82,458 90,599 16,052 7,911
CHANGES FROM 12/18/12 (CHANGE IN OPEN INTEREST: -28,670)
895 -7,230 -2,629 -25,203 -15,435 -26,937 -25,294 -1,733 -3,376
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.7 6.1 1.0 55.0 84.9 83.7 92.0 16.3 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
28 9 6 35 26 65 39
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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