WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 431,423
COMMITMENTS
116,520 140,068 78,801 202,037 157,747 397,358 376,616 34,065 54,807
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -9,687)
1,919 -1,892 -5,935 -6,833 -2,018 -10,849 -9,845 1,162 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 32.5 18.3 46.8 36.6 92.1 87.3 7.9 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 378)
94 146 110 86 111 253 309
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,250,211
COMMITMENTS
333,099 215,139 208,383 563,025 600,673 1104507 1024195 145,704 226,016
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -30,010)
-12,977 13,644 -16,536 -3,638 -20,009 -33,151 -22,901 3,141 -7,109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.6 17.2 16.7 45.0 48.0 88.3 81.9 11.7 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 698)
170 171 224 217 284 528 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,742
COMMITMENTS
2,544 827 85 3,783 6,718 6,412 7,630 2,330 1,112
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -350)
249 162 -193 -381 -314 -325 -345 -25 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 9.5 1.0 43.3 76.8 73.3 87.3 26.7 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 5 4 15 12 33 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,432
COMMITMENTS
170,965 93,398 77,541 273,743 338,178 522,249 509,117 53,183 66,315
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 16,902)
-2,075 1,904 -2,567 18,691 17,227 14,049 16,564 2,853 338
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.7 16.2 13.5 47.6 58.8 90.8 88.5 9.2 11.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 468)
149 142 179 122 132 381 373
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 353,901
COMMITMENTS
71,396 124,200 47,412 203,911 136,810 322,719 308,422 31,182 45,479
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -7,608)
2,612 4,749 -6,636 -2,541 -10,383 -6,565 -12,270 -1,043 4,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.2 35.1 13.4 57.6 38.7 91.2 87.1 8.8 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
68 97 85 75 70 190 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 705,136
COMMITMENTS
91,421 90,084 7,433 445,701 454,853 544,555 552,370 160,581 152,766
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 30,436)
9,363 -942 1,212 11,762 26,357 22,337 26,627 8,099 3,809
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.0 12.8 1.1 63.2 64.5 77.2 78.3 22.8 21.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 185)
25 45 15 71 84 106 134
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 395,953
COMMITMENTS
29,672 47,007 2,803 284,553 289,442 317,028 339,252 78,925 56,701
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 11,181)
-1,228 -1,178 -1,301 12,048 11,744 9,519 9,265 1,662 1,916
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.5 11.9 0.7 71.9 73.1 80.1 85.7 19.9 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 8 6 33 40 45 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138
COMMITMENTS
1,120 928 186 8,258 8,470 9,564 9,584 574 554
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -1,234)
-39 -955 -183 -1,017 -258 -1,239 -1,396 5 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.0 9.2 1.8 81.5 83.5 94.3 94.5 5.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 2 2 21 28 31 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 257,195
COMMITMENTS
76,641 39,530 22,579 118,992 160,950 218,212 223,059 38,983 34,136
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -3,694)
2,692 -1,637 690 -7,146 -1,874 -3,764 -2,821 70 -873
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.8 15.4 8.8 46.3 62.6 84.8 86.7 15.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
75 50 67 90 76 201 169
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,336
COMMITMENTS
3,345 4,633 598 7,167 6,356 11,110 11,587 2,226 1,749
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 139)
631 834 -420 -57 -176 154 238 -15 -99
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.1 34.7 4.5 53.7 47.7 83.3 86.9 16.7 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 19 11 26 14 53 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 907,014
COMMITMENTS
242,807 187,227 28,403 496,408 605,413 767,618 821,043 139,396 85,971
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 10,652)
-15,477 1,613 3,631 21,574 9,262 9,728 14,506 924 -3,854
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.8 20.6 3.1 54.7 66.7 84.6 90.5 15.4 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
42 37 15 84 90 131 137
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,264,629
COMMITMENTS
477,496 356,856 72,503 1393204 1470644 1943203 1900003 321,426 364,626
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 50,826)
-7,994 6,738 6,030 43,111 32,197 41,147 44,965 9,679 5,861
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.1 15.8 3.2 61.5 64.9 85.8 83.9 14.2 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 340)
52 75 45 126 174 205 267
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,836,756
COMMITMENTS
418,624 229,284 26,655 1127354 1323025 1572633 1578964 264,123 257,792
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -28,348)
35,493 3,100 -559 -70,704 -32,463 -35,770 -29,922 7,422 1,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.8 12.5 1.5 61.4 72.0 85.6 86.0 14.4 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
45 39 19 81 109 134 159
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 361,957
COMMITMENTS
17,066 35,774 56,316 264,532 232,519 337,914 324,609 24,043 37,348
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 13,303)
-770 -3,006 1,787 12,473 15,981 13,490 14,762 -187 -1,459
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 9.9 15.6 73.1 64.2 93.4 89.7 6.6 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
10 14 17 29 37 48 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,475
COMMITMENTS
25,500 4,077 20 25,229 46,718 50,748 50,814 8,727 8,661
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 2,115)
2,479 -1,234 -128 -289 4,420 2,062 3,059 53 -944
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 6.9 0.0 42.4 78.6 85.3 85.4 14.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 20 3 36 27 78 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,949
COMMITMENTS
50,999 8,153 39 50,458 93,435 101,496 101,627 17,453 17,322
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 4,230)
4,957 -2,467 -255 -578 8,839 4,124 6,117 106 -1,887
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
42.9 6.9 0.0 42.4 78.6 85.3 85.4 14.7 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 20 3 36 27 78 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,484
COMMITMENTS
8,250 9,060 1,045 1,054 354 10,349 10,459 135 25
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 149)
226 56 -150 100 239 176 145 -27 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
78.7 86.4 10.0 10.1 3.4 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 7 3 2 1 17 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,720
COMMITMENTS
532 4,563 37 8,032 3,983 8,601 8,583 119 137
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 284)
37 289 0 218 -9 255 280 29 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 52.3 0.4 92.1 45.7 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 2 4 8 11 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,373
COMMITMENTS
4,626 2,990 65 13,665 15,185 18,356 18,240 17 133
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 417)
22 0 -16 421 437 427 421 -10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 16.3 0.4 74.4 82.6 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 5 2 7 12 11 19
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,674
COMMITMENTS
755 1,945 500 11,406 9,841 12,661 12,286 13 388
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -378)
61 74 0 -419 -452 -358 -378 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 15.3 3.9 90.0 77.6 99.9 96.9 0.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 5 12 6 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,703
COMMITMENTS
686 1,466 0 2,890 2,188 3,576 3,654 127 49
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 233)
231 305 0 31 -54 262 251 -29 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 39.6 0.0 78.0 59.1 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 0 6 9 11 13
Updated April 26, 2013