WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 457,933
COMMITMENTS
112,235 119,659 87,348 220,326 199,340 419,909 406,347 38,024 51,586
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -1,128)
5,803 -3,405 865 -8,335 154 -1,667 -2,386 539 1,258
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 26.1 19.1 48.1 43.5 91.7 88.7 8.3 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 389)
134 114 124 95 114 295 299
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,223,428
COMMITMENTS
375,850 132,255 181,086 516,449 683,642 1073385 996,983 150,043 226,445
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 28,632)
14,823 3,425 5,379 4,111 9,245 24,313 18,049 4,319 10,583
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 10.8 14.8 42.2 55.9 87.7 81.5 12.3 18.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 706)
177 144 188 223 315 503 570
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,558
COMMITMENTS
1,191 1,906 447 6,407 6,673 8,045 9,026 2,513 1,532
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -69)
231 -52 -140 -449 66 -358 -126 289 57
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.3 18.1 4.2 60.7 63.2 76.2 85.5 23.8 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
10 13 8 15 9 30 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 574,109
COMMITMENTS
166,323 73,905 109,868 234,494 325,835 510,685 509,608 63,424 64,501
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 25,863)
3,160 291 14,272 3,967 7,142 21,399 21,705 4,464 4,158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.0 12.9 19.1 40.8 56.8 89.0 88.8 11.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 447)
161 118 165 108 126 364 340
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,695
COMMITMENTS
73,205 81,661 46,708 161,082 156,508 280,995 284,877 37,700 33,818
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 1,504)
1,910 -3,441 335 -373 6,554 1,872 3,448 -368 -1,944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 25.6 14.7 50.5 49.1 88.2 89.4 11.8 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
72 80 83 62 63 191 187
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 564,575
COMMITMENTS
39,691 60,806 2,625 386,009 336,485 428,325 399,916 136,250 164,659
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 14,819)
-9,520 7,474 -1,573 24,311 2,548 13,218 8,449 1,601 6,370
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.0 10.8 0.5 68.4 59.6 75.9 70.8 24.1 29.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
18 29 15 68 76 96 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,171
COMMITMENTS
19,974 45,696 3,067 273,932 250,637 296,973 299,400 68,198 65,771
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 7,714)
-29 -1,241 -105 9,956 650 9,822 -696 -2,108 8,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.5 12.5 0.8 75.0 68.6 81.3 82.0 18.7 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 6 3 30 38 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,294
COMMITMENTS
1,155 641 622 6,774 7,694 8,551 8,957 743 337
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 166)
-85 52 -10 175 156 80 198 86 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.4 6.9 6.7 72.9 82.8 92.0 96.4 8.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 7 20 24 31 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 275,945
COMMITMENTS
74,965 31,779 38,372 120,732 179,172 234,069 249,323 41,876 26,622
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 14,588)
2,231 742 7,213 4,153 6,592 13,597 14,547 991 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 11.5 13.9 43.8 64.9 84.8 90.4 15.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
62 45 53 68 68 165 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,682
COMMITMENTS
2,698 5,596 411 8,560 6,975 11,669 12,982 3,013 1,700
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 545)
56 -85 293 150 329 499 537 46 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 38.1 2.8 58.3 47.5 79.5 88.4 20.5 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 17 6 29 13 54 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 979,644
COMMITMENTS
289,139 192,757 30,749 551,020 665,946 870,908 889,452 108,736 90,192
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -13,290)
-11,190 3,633 8,829 4,285 -42,572 1,924 -30,110 -15,214 16,820
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 19.7 3.1 56.2 68.0 88.9 90.8 11.1 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
47 43 22 92 99 149 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,983,650
COMMITMENTS
324,553 282,001 66,523 1351741 1266289 1742817 1614813 240,833 368,837
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 97,086)
-5,033 19,138 10,104 100,348 61,034 105,419 90,276 -8,333 6,810
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.4 14.2 3.4 68.1 63.8 87.9 81.4 12.1 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 293)
43 67 46 112 152 187 233
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,518,520
COMMITMENTS
222,035 166,643 23,039 1079791 1047025 1324865 1236707 193,655 281,813
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -19,236)
19,767 6,913 -4,742 -6,428 -53,553 8,597 -51,382 -27,833 32,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 11.0 1.5 71.1 69.0 87.2 81.4 12.8 18.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
35 37 18 84 104 128 150
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 365,782
COMMITMENTS
26,893 28,049 52,240 271,265 254,680 350,398 334,969 15,384 30,813
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -7,485)
2,051 -31 -1,321 -4,003 -72 -3,273 -1,424 -4,212 -6,061
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.4 7.7 14.3 74.2 69.6 95.8 91.6 4.2 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
18 16 24 40 38 67 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 57,873
COMMITMENTS
17,078 6,281 115 30,994 44,133 48,187 50,528 9,687 7,346
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 2,734)
1,377 2,252 91 -166 -59 1,301 2,284 1,433 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 10.9 0.2 53.6 76.3 83.3 87.3 16.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 20 2 37 27 67 48
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 115,746
COMMITMENTS
34,156 12,561 229 61,988 88,265 96,373 101,055 19,373 14,691
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 5,468)
2,753 4,504 181 -332 -118 2,602 4,567 2,866 901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.5 10.9 0.2 53.6 76.3 83.3 87.3 16.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 105)
29 20 2 37 27 67 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,600
COMMITMENTS
1,623 5,590 0 7,889 3,890 9,512 9,480 88 120
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 774)
1,059 558 0 -285 170 774 728 0 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 58.2 0.0 82.2 40.5 99.1 98.8 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 0 3 10 8 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,562
COMMITMENTS
224 606 0 6,201 5,914 6,425 6,520 137 42
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -470)
-5 -448 0 -409 -23 -414 -471 -56 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
3.4 9.2 0.0 94.5 90.1 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 0 5 10 8 16
Updated February 1, 2013