WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 459,061
COMMITMENTS
106,432 123,064 86,483 228,661 199,186 421,576 408,733 37,485 50,328
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -1,210)
-3,685 113 4,652 -1,361 -4,730 -394 35 -816 -1,245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.2 26.8 18.8 49.8 43.4 91.8 89.0 8.2 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
130 122 120 97 117 289 308
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,194,796
COMMITMENTS
361,027 128,830 175,707 512,338 674,397 1049072 978,934 145,724 215,862
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 2,510)
-5,728 -9,262 9,990 -1,540 1,541 2,722 2,269 -212 241
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 10.8 14.7 42.9 56.4 87.8 81.9 12.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
193 139 188 219 330 505 590
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,627
COMMITMENTS
960 1,958 587 6,856 6,607 8,403 9,152 2,224 1,475
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -1)
-602 -196 8 409 193 -185 5 184 -6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 18.4 5.5 64.5 62.2 79.1 86.1 20.9 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 13 6 15 9 28 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 548,246
COMMITMENTS
163,163 73,614 95,596 230,527 318,693 489,286 487,903 58,960 60,343
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 15,860)
7,063 -3,123 6,443 426 10,922 13,932 14,242 1,928 1,618
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 13.4 17.4 42.0 58.1 89.2 89.0 10.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
167 113 159 110 127 364 337
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 317,191
COMMITMENTS
71,295 85,102 46,373 161,455 149,954 279,123 281,429 38,068 35,762
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -1,638)
4,197 -7,084 -3,052 -7,537 7,135 -6,392 -3,001 4,754 1,363
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 26.8 14.6 50.9 47.3 88.0 88.7 12.0 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 242)
66 79 76 62 61 180 179
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 549,756
COMMITMENTS
49,211 53,332 4,198 361,698 333,937 415,107 391,467 134,649 158,289
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 5,349)
165 -1,087 743 3,997 3,509 4,905 3,165 444 2,184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 9.7 0.8 65.8 60.7 75.5 71.2 24.5 28.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
27 28 18 63 76 101 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 357,457
COMMITMENTS
20,003 46,937 3,172 263,976 249,987 287,151 300,096 70,306 57,361
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -196)
28 2,154 -92 -2,378 -2,272 -2,442 -210 2,246 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 13.1 0.9 73.8 69.9 80.3 84.0 19.7 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 6 3 30 39 39 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,128
COMMITMENTS
1,240 589 632 6,599 7,538 8,471 8,759 657 369
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 95)
-66 -127 -33 126 184 27 24 68 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.6 6.5 6.9 72.3 82.6 92.8 96.0 7.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 7 20 23 31 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 261,357
COMMITMENTS
72,734 31,037 31,159 116,579 172,580 220,472 234,776 40,885 26,581
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 16,215)
4,168 -5,031 8,555 1,896 11,691 14,619 15,215 1,596 1,000
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.8 11.9 11.9 44.6 66.0 84.4 89.8 15.6 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
65 44 46 70 67 164 137
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,137
COMMITMENTS
2,642 5,681 118 8,410 6,646 11,170 12,445 2,967 1,692
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -197)
-342 54 49 29 48 -264 151 67 -348
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.7 40.2 0.8 59.5 47.0 79.0 88.0 21.0 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 16 6 27 14 52 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 992,934
COMMITMENTS
300,329 189,124 21,920 546,735 708,518 868,984 919,562 123,950 73,372
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -21,853)
-6,203 6,442 2,611 -15,973 -26,675 -19,565 -17,622 -2,288 -4,231
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 19.0 2.2 55.1 71.4 87.5 92.6 12.5 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
48 36 16 91 92 145 138
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,886,564
COMMITMENTS
329,586 262,863 56,419 1251393 1205255 1637398 1524537 249,166 362,027
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 100,988)
37,629 -1,796 15,424 54,936 92,294 107,989 105,922 -7,001 -4,934
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.5 13.9 3.0 66.3 63.9 86.8 80.8 13.2 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 294)
42 71 41 99 149 172 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,537,756
COMMITMENTS
202,268 159,730 27,781 1086219 1100578 1316268 1288089 221,488 249,667
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -6,792)
48,272 -6,055 -3,920 -59,197 1,917 -14,845 -8,058 8,053 1,266
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.2 10.4 1.8 70.6 71.6 85.6 83.8 14.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
36 35 14 83 106 128 146
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 373,267
COMMITMENTS
24,842 28,080 53,561 275,268 254,752 353,671 336,393 19,596 36,874
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 644)
-4,307 -3,528 -9,550 17,352 7,065 3,495 -6,013 -2,851 6,657
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 7.5 14.3 73.7 68.2 94.8 90.1 5.2 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 79)
10 21 21 41 40 65 68
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,139
COMMITMENTS
15,702 4,029 24 31,160 44,192 46,886 48,244 8,254 6,895
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 3,998)
2,014 306 7 1,971 2,101 3,991 2,414 7 1,584
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 7.3 0.0 56.5 80.1 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
33 13 3 36 27 69 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,278
COMMITMENTS
31,403 8,057 48 62,320 88,383 93,771 96,488 16,507 13,790
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 7,995)
4,027 612 13 3,942 4,202 7,982 4,827 13 3,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 7.3 0.0 56.5 80.1 85.0 87.5 15.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 102)
33 13 3 36 27 69 43
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,826
COMMITMENTS
564 5,032 0 8,174 3,720 8,738 8,752 88 74
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -123)
-28 -74 0 -72 -51 -100 -125 -23 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 57.0 0.0 92.6 42.1 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 8 0 4 9 8 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,032
COMMITMENTS
229 1,054 0 6,610 5,937 6,839 6,991 193 41
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -647)
-67 -414 0 -635 -246 -702 -660 55 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.3 15.0 0.0 94.0 84.4 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 3 10 5 16
Updated January 25, 2013