WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 453,923
COMMITMENTS
123,368 148,428 87,518 206,017 164,242 416,903 400,188 37,020 53,735
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -16,398)
2,256 -5,782 -8,812 -9,609 314 -16,165 -14,280 -233 -2,118
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.2 32.7 19.3 45.4 36.2 91.8 88.2 8.2 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 391)
116 137 121 93 102 282 300
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,290,733
COMMITMENTS
396,379 166,138 209,606 543,892 695,608 1149877 1071352 140,856 219,381
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 66,417)
41,495 -11,114 4,084 20,575 73,773 66,154 66,743 263 -326
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 12.9 16.2 42.1 53.9 89.1 83.0 10.9 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 739)
195 155 195 211 324 522 577
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,672
COMMITMENTS
4,297 955 265 3,868 8,439 8,430 9,659 2,242 1,013
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 453)
368 -345 15 -248 734 135 404 318 49
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
40.3 8.9 2.5 36.2 79.1 79.0 90.5 21.0 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
16 7 3 12 12 31 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,483
COMMITMENTS
184,102 73,860 82,028 262,249 361,798 528,379 517,686 54,104 64,797
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -22,617)
-20,179 3,153 -3,284 5,511 -23,339 -17,952 -23,470 -4,665 853
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.6 12.7 14.1 45.0 62.1 90.7 88.9 9.3 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 452)
161 127 152 110 128 352 343
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 337,326
COMMITMENTS
66,643 113,996 44,563 195,493 142,585 306,699 301,144 30,627 36,182
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 12,245)
-1,950 520 6,211 10,076 6,509 14,337 13,240 -2,092 -995
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 33.8 13.2 58.0 42.3 90.9 89.3 9.1 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
65 87 77 68 58 182 184
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 612,710
COMMITMENTS
55,869 76,491 5,317 426,736 371,915 487,922 453,723 124,788 158,987
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -29,275)
-8,888 2,332 -331 -17,401 -15,638 -26,620 -13,637 -2,655 -15,638
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 12.5 0.9 69.6 60.7 79.6 74.1 20.4 25.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 160)
23 35 8 68 73 97 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 381,333
COMMITMENTS
25,266 53,334 3,444 279,369 267,532 308,079 324,310 73,254 57,023
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -5,762)
-353 1,908 417 -3,660 1,197 -3,596 3,522 -2,166 -9,284
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.6 14.0 0.9 73.3 70.2 80.8 85.0 19.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 4 34 41 42 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,924
COMMITMENTS
1,106 1,148 705 8,423 8,720 10,234 10,573 690 351
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -312)
2 175 32 -368 -510 -334 -303 22 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 10.5 6.5 77.1 79.8 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 5 9 24 27 41 37
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 280,843
COMMITMENTS
90,994 33,749 34,118 114,806 186,279 239,918 254,146 40,925 26,697
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -11,236)
-12,965 89 -708 3,412 -11,855 -10,261 -12,474 -975 1,238
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 12.0 12.1 40.9 66.3 85.4 90.5 14.6 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
79 38 50 83 74 187 143
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,144
COMMITMENTS
3,930 6,756 540 7,842 5,892 12,312 13,188 2,832 1,956
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 1,623)
393 2,071 178 1,082 -922 1,653 1,327 -30 296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 44.6 3.6 51.8 38.9 81.3 87.1 18.7 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 21 7 25 11 51 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 937,169
COMMITMENTS
314,855 177,947 27,952 467,654 652,264 810,461 858,163 126,708 79,006
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -86,682)
-14,162 -5,540 27 -68,504 -77,584 -82,639 -83,097 -4,043 -3,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 19.0 3.0 49.9 69.6 86.5 91.6 13.5 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 206)
51 34 18 78 87 136 132
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,108,233
COMMITMENTS
320,503 323,798 62,360 1430370 1388312 1813233 1774470 295,000 333,763
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 6,807)
56,944 2,893 -18,734 -56,439 2,628 -18,229 -13,213 25,036 20,020
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.2 15.4 3.0 67.8 65.9 86.0 84.2 14.0 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 300)
50 70 40 116 135 187 224
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,690,194
COMMITMENTS
297,114 218,418 19,872 1152769 1209777 1469755 1448067 220,439 242,127
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 29,872)
30,107 24,625 -11,669 4,862 20,636 23,300 33,592 6,572 -3,720
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.6 12.9 1.2 68.2 71.6 87.0 85.7 13.0 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 204)
27 44 17 79 104 116 155
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 350,306
COMMITMENTS
26,725 38,212 56,506 243,631 221,649 326,862 316,367 23,444 33,939
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 20,962)
8,152 -1,248 2,461 8,037 20,003 18,650 21,216 2,312 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.9 16.1 69.5 63.3 93.3 90.3 6.7 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
18 12 21 29 37 52 66
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 53,674
COMMITMENTS
22,914 3,891 117 22,205 41,184 45,235 45,192 8,439 8,483
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -49,027)
704 -2,311 -1,153 -45,007 -39,265 -45,456 -42,729 -3,571 -6,298
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 7.2 0.2 41.4 76.7 84.3 84.2 15.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 17 4 30 28 67 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 107,348
COMMITMENTS
45,827 7,782 233 44,410 82,368 90,470 90,383 16,878 16,965
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -56,361)
4,025 -5,782 -236 -56,167 -44,183 -52,378 -50,201 -3,983 -6,160
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.7 7.2 0.2 41.4 76.7 84.3 84.2 15.7 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 107)
37 17 4 30 28 67 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,615
COMMITMENTS
8,297 11,252 1,168 2,859 191 12,324 12,611 291 4
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 86)
1,117 195 -297 -883 191 -63 89 149 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
65.8 89.2 9.3 22.7 1.5 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 3 2 1 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,647
COMMITMENTS
1,496 5,418 17 7,092 3,102 8,605 8,537 42 110
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -2,614)
-789 32 -1,127 -705 -1,497 -2,621 -2,592 7 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.3 62.7 0.2 82.0 35.9 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 2 3 9 9 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,071
COMMITMENTS
4,220 1,933 36 9,788 12,062 14,044 14,031 27 40
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 13.7 0.3 69.6 85.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 1 7 8 10 14
Updated March 22, 2013