WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 467,801
COMMITMENTS
121,759 138,412 83,674 224,745 193,523 430,178 415,609 37,623 52,192
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 9,868)
9,524 18,753 -3,674 4,419 -5,817 10,269 9,262 -401 606
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 29.6 17.9 48.0 41.4 92.0 88.8 8.0 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 388)
126 123 127 94 111 292 301
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,282,117
COMMITMENTS
395,267 140,575 197,769 539,613 713,937 1132649 1052281 149,468 229,836
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 58,689)
19,417 8,320 16,683 23,164 30,295 59,264 55,298 -575 3,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 11.0 15.4 42.1 55.7 88.3 82.1 11.7 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 722)
185 149 206 221 319 519 587
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,512
COMMITMENTS
1,691 1,779 715 6,586 7,506 8,992 10,000 2,520 1,512
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 954)
500 -127 268 179 833 947 974 7 -20
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.7 15.5 6.2 57.2 65.2 78.1 86.9 21.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
13 11 10 15 11 33 28
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 607,911
COMMITMENTS
193,831 80,360 106,915 241,170 355,845 541,916 543,120 65,995 64,791
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 33,802)
27,508 6,455 -2,953 6,676 30,010 31,231 33,512 2,571 290
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.9 13.2 17.6 39.7 58.5 89.1 89.3 10.9 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 466)
172 111 164 115 138 373 353
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 328,213
COMMITMENTS
78,113 81,785 50,651 158,834 162,086 287,598 294,522 40,615 33,691
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 9,518)
4,908 124 3,943 -2,248 5,578 6,603 9,645 2,915 -127
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.8 24.9 15.4 48.4 49.4 87.6 89.7 12.4 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
77 79 88 66 62 202 190
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 586,451
COMMITMENTS
31,457 60,362 4,528 416,651 343,391 452,636 408,281 133,815 178,170
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 21,876)
-8,234 -444 1,903 30,642 6,906 24,311 8,365 -2,435 13,511
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.4 10.3 0.8 71.0 58.6 77.2 69.6 22.8 30.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
21 28 17 66 76 98 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 371,944
COMMITMENTS
18,591 48,125 3,225 279,042 258,511 300,858 309,861 71,086 62,083
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 6,773)
-1,383 2,429 158 5,110 7,874 3,885 10,461 2,888 -3,688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.0 12.9 0.9 75.0 69.5 80.9 83.3 19.1 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
6 7 3 32 38 40 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,053
COMMITMENTS
1,300 259 598 6,411 7,827 8,309 8,684 744 369
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -241)
145 -382 -24 -363 133 -242 -273 1 32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.4 2.9 6.6 70.8 86.5 91.8 95.9 8.2 4.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
9 3 7 21 26 34 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 293,791
COMMITMENTS
82,607 29,337 41,304 125,717 194,012 249,628 264,653 44,163 29,138
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 17,846)
7,642 -2,442 2,932 4,985 14,840 15,559 15,330 2,287 2,516
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 10.0 14.1 42.8 66.0 85.0 90.1 15.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 232)
74 48 62 75 76 189 160
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,487
COMMITMENTS
3,325 4,479 453 7,821 8,159 11,599 13,091 2,888 1,396
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -195)
627 -1,117 42 -739 1,184 -70 109 -125 -304
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 30.9 3.1 54.0 56.3 80.1 90.4 19.9 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
23 18 9 28 17 59 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,234
COMMITMENTS
273,120 221,907 48,601 615,110 705,326 936,831 975,834 120,403 81,400
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 77,590)
-16,019 29,150 17,852 64,090 39,380 65,923 86,382 11,667 -8,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.8 21.0 4.6 58.2 66.7 88.6 92.3 11.4 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
47 45 26 84 94 143 153
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,032,227
COMMITMENTS
324,797 277,891 58,981 1397783 1313554 1781561 1650426 250,666 381,801
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 48,577)
244 -4,110 -7,542 46,042 47,265 38,744 35,613 9,833 12,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.7 2.9 68.8 64.6 87.7 81.2 12.3 18.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 302)
49 70 47 108 151 187 239
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,566,469
COMMITMENTS
215,086 172,723 32,862 1116627 1086827 1364575 1292412 201,894 274,057
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 47,949)
-6,949 6,080 9,823 36,836 39,802 39,710 55,705 8,239 -7,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.7 11.0 2.1 71.3 69.4 87.1 82.5 12.9 17.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 210)
30 40 21 90 109 132 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 321,671
COMMITMENTS
21,580 25,025 47,296 233,616 218,690 302,492 291,011 19,179 30,660
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: -44,111)
-5,313 -3,024 -4,944 -37,649 -35,990 -47,906 -43,958 3,795 -153
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 7.8 14.7 72.6 68.0 94.0 90.5 6.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
13 17 24 34 35 60 65
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,609
COMMITMENTS
19,318 4,964 31 29,232 47,250 48,580 52,244 10,029 6,365
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 736)
2,240 -1,317 -84 -1,763 3,118 394 1,717 343 -981
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 8.5 0.1 49.9 80.6 82.9 89.1 17.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 16 1 36 30 72 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 117,218
COMMITMENTS
38,636 9,927 61 58,463 94,500 97,160 104,488 20,058 12,730
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 1,472)
4,480 -2,634 -168 -3,525 6,235 787 3,433 685 -1,961
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.0 8.5 0.1 49.9 80.6 82.9 89.1 17.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
35 16 1 36 30 72 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 7,459
COMMITMENTS
4,879 5,374 1,177 1,279 908 7,335 7,459 124 0
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.4 72.0 15.8 17.1 12.2 98.3 100.0 1.7 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
11 7 3 3 1 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 10,423
COMMITMENTS
2,536 5,749 15 7,786 4,558 10,337 10,322 86 101
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 823)
913 159 15 -103 668 825 842 -2 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.3 55.2 0.1 74.7 43.7 99.2 99.0 0.8 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 6 2 3 11 9 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,592
COMMITMENTS
458 626 0 6,006 5,931 6,464 6,557 128 35
CHANGES FROM 01/29/13 (CHANGE IN OPEN INTEREST: 30)
234 20 0 -195 17 39 37 -9 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.9 9.5 0.0 91.1 90.0 98.1 99.5 1.9 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 0 5 10 7 15
Updated February 8, 2013