WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 571,418
COMMITMENTS
106,112 116,076 161,335 260,925 238,552 528,373 515,964 43,045 55,455
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -8,205)
489 -7,178 4,712 -16,671 -4,917 -11,470 -7,383 3,265 -822
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.6 20.3 28.2 45.7 41.7 92.5 90.3 7.5 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 411)
141 124 150 105 126 316 338
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,658,310
COMMITMENTS
332,538 143,243 486,870 655,538 774,628 1474946 1404740 183,364 253,570
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 68,887)
27,481 1,296 27,634 2,157 28,214 57,272 57,144 11,615 11,744
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.1 8.6 29.4 39.5 46.7 88.9 84.7 11.1 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 769)
179 183 244 274 363 586 670
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,713
COMMITMENTS
1,150 1,932 1,493 6,925 6,651 9,568 10,077 2,145 1,637
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -206)
81 173 -26 -127 -476 -73 -329 -134 122
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.8 16.5 12.7 59.1 56.8 81.7 86.0 18.3 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
13 12 10 17 10 34 30
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 761,604
COMMITMENTS
153,891 64,158 274,396 268,891 356,734 697,178 695,288 64,426 66,316
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 1,288)
-178 -3,855 15,945 -17,504 -10,959 -1,738 1,130 3,026 158
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 8.4 36.0 35.3 46.8 91.5 91.3 8.5 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 476)
173 137 224 124 146 410 405
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 360,034
COMMITMENTS
65,811 89,569 76,853 182,597 158,184 325,261 324,606 34,773 35,428
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 16,240)
-278 -3,853 9,184 3,435 11,004 12,342 16,335 3,898 -95
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.3 24.9 21.3 50.7 43.9 90.3 90.2 9.7 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
62 91 88 69 68 193 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 628,938
COMMITMENTS
46,822 54,042 41,692 389,119 356,230 477,633 451,965 151,305 176,974
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -2,554)
2,203 -2,256 -498 2,633 -3,300 4,338 -6,054 -6,892 3,500
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.4 8.6 6.6 61.9 56.6 75.9 71.9 24.1 28.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 157)
33 30 44 72 81 127 133
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 358,347
COMMITMENTS
19,975 44,763 3,301 266,354 252,259 289,630 300,324 68,717 58,023
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 6,422)
234 339 122 6,198 4,401 6,554 4,863 -132 1,559
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.5 0.9 74.3 70.4 80.8 83.8 19.2 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 5 4 30 40 40 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,033
COMMITMENTS
1,306 716 665 6,473 7,354 8,444 8,735 589 298
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -289)
50 -46 -293 -206 7 -449 -332 160 43
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.5 7.9 7.4 71.7 81.4 93.5 96.7 6.5 3.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 6 20 23 30 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 289,903
COMMITMENTS
66,177 35,109 52,703 129,064 174,880 247,943 262,692 41,959 27,211
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 14,128)
-1,665 8,004 -440 14,896 6,527 12,791 14,091 1,337 37
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 12.1 18.2 44.5 60.3 85.5 90.6 14.5 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
64 52 55 78 77 175 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,035
COMMITMENTS
2,767 5,628 546 8,765 6,768 12,077 12,942 2,958 2,093
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -13)
-48 210 -14 -95 -494 -157 -298 144 285
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 37.4 3.6 58.3 45.0 80.3 86.1 19.7 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 17 9 29 17 55 42
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,076,898
COMMITMENTS
295,589 188,675 61,650 591,398 748,033 948,637 998,358 128,261 78,540
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 48,005)
31,670 32,892 -6,894 13,959 26,752 38,735 52,750 9,270 -4,745
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.4 17.5 5.7 54.9 69.5 88.1 92.7 11.9 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
49 37 27 99 97 160 149
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,198,492
COMMITMENTS
280,764 253,075 228,736 1411219 1322513 1920719 1804324 277,773 394,168
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 80,783)
-4,528 18,785 -146 85,651 64,015 80,977 82,654 -194 -1,871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.8 11.5 10.4 64.2 60.2 87.4 82.1 12.6 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 295)
52 67 72 139 159 235 254
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,727,963
COMMITMENTS
162,292 160,688 148,216 1194999 1160979 1505507 1469883 222,456 258,080
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 79,943)
-23,774 -21,323 35,061 53,726 63,297 65,013 77,034 14,931 2,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 9.3 8.6 69.2 67.2 87.1 85.1 12.9 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
26 43 38 99 116 148 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 378,476
COMMITMENTS
27,445 30,800 68,527 259,960 248,857 355,932 348,183 22,544 30,293
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 15,933)
-3,133 -4,529 1,095 13,155 18,912 11,117 15,477 4,816 456
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 8.1 18.1 68.7 65.8 94.0 92.0 6.0 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
15 17 25 41 41 67 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 52,533
COMMITMENTS
13,978 3,461 490 29,747 43,078 44,215 47,030 8,318 5,503
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 4,635)
1,221 78 86 3,122 3,189 4,430 3,354 206 1,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 6.6 0.9 56.6 82.0 84.2 89.5 15.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 12 8 35 29 72 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 105,065
COMMITMENTS
27,955 6,922 981 59,494 86,157 88,430 94,060 16,635 11,006
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 9,271)
2,443 157 173 6,244 6,378 8,859 6,707 411 2,563
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.6 6.6 0.9 56.6 82.0 84.2 89.5 15.8 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 101)
34 12 8 35 29 72 46
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 8,853
COMMITMENTS
6,163 7,766 1,083 1,476 0 8,722 8,849 131 4
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.6 87.7 12.2 16.7 0.0 98.5 100.0 1.5 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
9 8 3 3 0 14 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,949
COMMITMENTS
592 5,106 0 8,246 3,771 8,838 8,877 111 72
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: 311)
-38 403 0 354 -107 316 296 -5 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 57.1 0.0 92.1 42.1 98.8 99.2 1.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 8 0 4 10 8 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/15/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,679
COMMITMENTS
296 1,468 0 7,245 6,183 7,541 7,651 138 28
CHANGES FROM 01/08/13 (CHANGE IN OPEN INTEREST: -133)
-77 161 0 -58 -262 -135 -101 2 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.9 19.1 0.0 94.3 80.5 98.2 99.6 1.8 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 6 0 3 12 5 18
Updated January 18, 2013