WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,271
COMMITMENTS
110,117 122,951 81,831 230,022 203,916 421,970 408,698 38,301 51,573
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -12,007)
1,300 -6,749 799 -17,309 -4,914 -15,210 -10,864 3,203 -1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.9 26.7 17.8 50.0 44.3 91.7 88.8 8.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 383)
126 116 112 92 115 276 295
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,192,286
COMMITMENTS
366,755 138,092 165,717 513,878 672,856 1046350 976,665 145,936 215,621
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 43,852)
21,206 13,403 3,128 9,647 17,604 33,981 34,135 9,871 9,717
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 11.6 13.9 43.1 56.4 87.8 81.9 12.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
179 149 182 227 332 503 589
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,628
COMMITMENTS
1,562 2,154 579 6,447 6,414 8,588 9,147 2,040 1,481
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -9)
-124 146 189 58 -476 123 -141 -132 132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 20.3 5.4 60.7 60.4 80.8 86.1 19.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
10 14 6 15 9 30 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 532,386
COMMITMENTS
156,100 76,737 89,153 230,101 307,771 475,354 473,661 57,032 58,725
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -7,058)
-1,082 435 8,182 -16,935 -15,264 -9,835 -6,647 2,777 -411
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.3 14.4 16.7 43.2 57.8 89.3 89.0 10.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 436)
153 114 157 109 131 347 336
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,829
COMMITMENTS
67,098 92,186 49,425 168,992 142,819 285,515 284,430 33,314 34,399
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 15,599)
-1,280 -3,530 8,558 4,641 10,724 11,919 15,752 3,680 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 28.9 15.5 53.0 44.8 89.6 89.2 10.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 252)
63 87 79 65 61 185 189
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 544,407
COMMITMENTS
49,046 54,419 3,455 357,701 330,428 410,202 388,302 134,205 156,105
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 343)
11 -2,065 647 601 -2,642 1,259 -4,060 -916 4,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 10.0 0.6 65.7 60.7 75.3 71.3 24.7 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 148)
27 29 15 59 71 95 106
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 357,653
COMMITMENTS
19,975 44,783 3,264 266,354 252,259 289,593 300,306 68,060 57,347
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 6,379)
234 371 100 6,198 4,401 6,532 4,872 -153 1,507
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 12.5 0.9 74.5 70.5 81.0 84.0 19.0 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 5 4 30 40 40 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,033
COMMITMENTS
1,306 716 665 6,473 7,354 8,444 8,735 589 298
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -289)
50 -46 -293 -206 7 -449 -332 160 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 7.9 7.4 71.7 81.4 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 6 20 23 30 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 245,142
COMMITMENTS
68,566 36,068 22,604 114,683 160,889 205,853 219,561 39,289 25,581
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 13,762)
-1,746 7,411 -538 14,736 6,786 12,452 13,659 1,310 103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.0 14.7 9.2 46.8 65.6 84.0 89.6 16.0 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
68 47 47 71 63 164 138
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,334
COMMITMENTS
2,984 5,627 69 8,381 6,598 11,434 12,294 2,900 2,040
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -129)
0 211 -88 -195 -516 -283 -393 154 264
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.8 39.3 0.5 58.5 46.0 79.8 85.8 20.2 14.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
25 16 6 27 14 52 36
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,014,787
COMMITMENTS
306,532 182,682 19,309 562,708 735,193 888,549 937,184 126,238 77,603
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 51,956)
25,538 31,308 -2,824 18,755 28,163 41,469 56,647 10,487 -4,691
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 18.0 1.9 55.5 72.4 87.6 92.4 12.4 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
50 36 12 93 91 149 133
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,785,576
COMMITMENTS
291,957 264,659 40,995 1196457 1112961 1529409 1418615 256,167 366,961
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 69,976)
-196 17,312 -3,090 71,178 55,091 67,892 69,313 2,084 663
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 14.8 2.3 67.0 62.3 85.7 79.4 14.3 20.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 281)
42 68 39 99 137 171 214
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,544,548
COMMITMENTS
153,996 165,785 31,701 1145416 1098661 1331113 1296147 213,435 248,401
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 32,804)
-24,657 -17,040 3,372 42,173 42,889 20,888 29,221 11,916 3,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 10.7 2.1 74.2 71.1 86.2 83.9 13.8 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 200)
31 36 18 85 104 126 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 372,623
COMMITMENTS
29,149 31,608 63,111 257,916 247,687 350,176 342,406 22,447 30,217
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 15,136)
-2,742 -3,682 83 12,740 18,398 10,081 14,799 5,055 337
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 8.5 16.9 69.2 66.5 94.0 91.9 6.0 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
16 15 21 40 39 64 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 51,142
COMMITMENTS
13,688 3,723 18 29,189 42,091 42,895 45,831 8,247 5,311
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 4,460)
1,225 132 18 2,957 3,074 4,199 3,224 261 1,236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.3 0.0 57.1 82.3 83.9 89.6 16.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 13 2 33 28 65 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 102,283
COMMITMENTS
27,376 7,445 35 58,378 84,181 85,789 91,661 16,494 10,622
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 8,919)
2,450 264 35 5,913 6,148 8,398 6,447 521 2,472
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 7.3 0.0 57.1 82.3 83.9 89.6 16.1 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 100)
31 13 2 33 28 65 43
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,853
COMMITMENTS
6,163 7,766 1,083 1,476 0 8,722 8,849 131 4
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.6 87.7 12.2 16.7 0.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 8 3 3 0 14 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,949
COMMITMENTS
592 5,106 0 8,246 3,771 8,838 8,877 111 72
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 311)
-38 403 0 354 -107 316 296 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 57.1 0.0 92.1 42.1 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 8 0 4 10 8 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,679
COMMITMENTS
296 1,468 0 7,245 6,183 7,541 7,651 138 28
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -133)
-77 161 0 -58 -262 -135 -101 2 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.9 19.1 0.0 94.3 80.5 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 6 0 3 12 5 18
Updated January 18, 2013