WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,638
COMMITMENTS
117,060 138,241 90,673 197,510 157,507 405,243 386,421 35,395 54,217
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 2,543)
-5,476 -6,581 3,257 6,325 6,217 4,106 2,893 -1,563 -350
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 31.4 20.6 44.8 35.7 92.0 87.7 8.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 376)
97 138 121 88 107 270 300
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,297,225
COMMITMENTS
345,864 197,179 227,378 578,975 639,106 1152217 1063663 145,008 233,562
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -17,891)
-37,823 13,788 10,509 10,570 -51,045 -16,744 -26,748 -1,147 8,857
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 15.2 17.5 44.6 49.3 88.8 82.0 11.2 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 700)
175 166 210 218 286 515 560
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,433
COMMITMENTS
2,650 670 249 3,978 7,446 6,877 8,365 2,556 1,068
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -1,512)
-1,649 -359 95 -93 -1,337 -1,647 -1,601 135 89
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.1 7.1 2.6 42.2 78.9 72.9 88.7 27.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 4 5 14 11 33 17
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 576,118
COMMITMENTS
164,155 93,391 94,530 263,989 318,709 522,674 506,630 53,444 69,488
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 11,318)
-11,166 14,233 13,676 7,324 -21,368 9,834 6,541 1,484 4,777
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.5 16.2 16.4 45.8 55.3 90.7 87.9 9.3 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 461)
154 130 177 117 126 372 365
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 363,846
COMMITMENTS
66,986 117,387 61,450 202,445 147,517 330,881 326,354 32,965 37,492
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 22,826)
-555 10,648 8,094 14,523 3,376 22,062 22,118 764 708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.4 32.3 16.9 55.6 40.5 90.9 89.7 9.1 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
69 91 85 68 63 186 205
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 652,501
COMMITMENTS
66,447 78,538 8,582 426,430 418,419 501,459 505,539 151,042 146,962
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 21,702)
-2,263 1,412 2,799 8,233 18,535 8,769 22,746 12,933 -1,044
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.2 12.0 1.3 65.4 64.1 76.9 77.5 23.1 22.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
26 36 12 65 74 100 113
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 382,711
COMMITMENTS
29,962 44,841 3,946 272,884 273,186 306,792 321,973 75,919 60,738
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 12,575)
2,759 -4,931 671 8,225 18,305 11,655 14,045 920 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.8 11.7 1.0 71.3 71.4 80.2 84.1 19.8 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
10 7 7 33 39 46 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,200
COMMITMENTS
1,022 1,611 409 9,108 8,756 10,539 10,776 661 424
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -103)
-60 -147 -63 27 -136 -96 -346 -7 243
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.1 14.4 3.7 81.3 78.2 94.1 96.2 5.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 4 4 21 27 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 263,859
COMMITMENTS
67,552 44,844 26,457 130,249 158,003 224,258 229,304 39,601 34,555
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 212)
-7,262 6,208 -1,508 7,179 -8,041 -1,591 -3,341 1,803 3,553
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.6 17.0 10.0 49.4 59.9 85.0 86.9 15.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
62 53 63 84 71 179 163
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,936
COMMITMENTS
2,872 4,728 1,184 7,452 6,322 11,508 12,234 2,428 1,702
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -929)
-336 -1,231 227 -404 327 -513 -677 -416 -252
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 33.9 8.5 53.5 45.4 82.6 87.8 17.4 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
24 20 11 25 13 53 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 916,035
COMMITMENTS
297,516 156,984 25,113 453,387 651,686 776,016 833,783 140,019 82,252
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 4,613)
22,936 4,345 4,511 -23,735 -22,965 3,712 -14,109 901 18,722
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 17.1 2.7 49.5 71.1 84.7 91.0 15.3 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
50 32 16 78 86 131 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,226,990
COMMITMENTS
468,754 347,975 81,523 1348317 1452440 1898594 1881938 328,396 345,052
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 13,470)
31,565 21,478 5,184 -35,725 -13,234 1,024 13,428 12,446 42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 15.6 3.7 60.5 65.2 85.3 84.5 14.7 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 329)
51 75 42 116 166 191 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,818,121
COMMITMENTS
376,957 226,431 27,240 1153884 1314796 1558081 1568467 260,040 249,654
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 549)
-12,399 -5,361 1,261 7,361 -2,454 -3,777 -6,554 4,326 7,103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.7 12.5 1.5 63.5 72.3 85.7 86.3 14.3 13.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
46 40 20 79 116 133 168
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 338,550
COMMITMENTS
20,446 37,492 53,058 242,286 210,928 315,790 301,478 22,760 37,072
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 8,046)
-2,398 -348 -149 7,788 7,204 5,241 6,707 2,805 1,339
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 11.1 15.7 71.6 62.3 93.3 89.0 6.7 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
10 14 18 29 37 49 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 55,463
COMMITMENTS
21,507 5,605 41 25,160 39,846 46,708 45,491 8,756 9,972
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -1,240)
-1,206 226 22 -544 -1,020 -1,728 -773 488 -468
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 10.1 0.1 45.4 71.8 84.2 82.0 15.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 24 2 32 29 65 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 110,926
COMMITMENTS
43,014 11,210 81 50,320 79,691 93,415 90,982 17,511 19,944
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -2,480)
-2,411 451 44 -1,088 -2,040 -3,455 -1,545 975 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
38.8 10.1 0.1 45.4 71.8 84.2 82.0 15.8 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
32 24 2 32 29 65 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,513
COMMITMENTS
7,144 8,384 1,109 1,089 0 9,342 9,493 171 20
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 398)
870 463 -79 49 0 840 384 -442 14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
75.1 88.1 11.7 11.4 0.0 98.2 99.8 1.8 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 8 3 2 0 15 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,625
COMMITMENTS
686 4,771 26 7,849 3,690 8,561 8,487 64 138
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: -742)
-1,444 -565 5 693 -163 -746 -723 4 -19
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.0 55.3 0.3 91.0 42.8 99.3 98.4 0.7 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 2 4 8 11 14
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,598
COMMITMENTS
4,085 2,966 43 14,443 15,394 18,571 18,403 27 195
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 936)
-479 470 0 1,425 406 946 876 -10 60
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 15.9 0.2 77.7 82.8 99.9 99.0 0.1 1.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 6 2 5 13 9 20
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,889
COMMITMENTS
60 2,154 212 12,584 10,285 12,856 12,651 33 238
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
0.5 16.7 1.6 97.6 79.8 99.7 98.2 0.3 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 4 1 3 12 5 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/09/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,302
COMMITMENTS
367 1,016 0 2,806 2,225 3,173 3,241 129 61
CHANGES FROM 04/02/13 (CHANGE IN OPEN INTEREST: 202)
43 386 0 106 -225 149 161 53 41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.1 30.8 0.0 85.0 67.4 96.1 98.2 3.9 1.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 5 0 6 8 9 13
Updated April 17, 2013