WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 575,407
COMMITMENTS
104,059 117,889 167,943 259,974 234,423 531,976 520,255 43,431 55,153
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 3,989)
-2,053 1,813 6,607 -951 -4,129 3,603 4,291 386 -302
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.1 20.5 29.2 45.2 40.7 92.5 90.4 7.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 425)
139 136 160 111 130 329 356
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,653,458
COMMITMENTS
338,145 139,755 485,388 650,658 775,315 1474191 1400459 179,267 252,999
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -4,852)
5,607 -3,488 -1,482 -4,880 688 -755 -4,282 -4,097 -571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 8.5 29.4 39.4 46.9 89.2 84.7 10.8 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 771)
208 162 248 270 360 596 665
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,680
COMMITMENTS
841 1,724 1,217 7,311 7,107 9,368 10,048 2,311 1,632
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -34)
-309 -209 -276 385 456 -200 -29 166 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 14.8 10.4 62.6 60.9 80.2 86.0 19.8 14.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
11 13 9 17 11 32 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 787,074
COMMITMENTS
162,205 54,178 290,487 267,804 373,425 720,495 718,090 66,578 68,984
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 25,470)
8,314 -9,980 16,090 -1,087 16,691 23,317 22,802 2,153 2,668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.6 6.9 36.9 34.0 47.4 91.5 91.2 8.5 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 492)
188 140 237 122 142 429 414
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,600
COMMITMENTS
70,985 80,459 76,402 174,577 167,776 321,965 324,637 39,635 36,963
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,566)
5,174 -9,110 -451 -8,019 9,591 -3,296 31 4,862 1,535
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 22.3 21.1 48.3 46.4 89.0 89.8 11.0 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
78 71 87 66 69 192 194
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 636,737
COMMITMENTS
45,160 51,400 44,709 395,591 362,344 485,461 458,453 151,276 178,284
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 7,799)
-1,661 -2,642 3,017 6,472 6,114 7,827 6,488 -29 1,310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.1 8.1 7.0 62.1 56.9 76.2 72.0 23.8 28.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 161)
30 31 41 78 86 131 135
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 358,027
COMMITMENTS
20,003 46,857 3,262 263,976 249,987 287,241 300,106 70,786 57,921
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -320)
28 2,093 -39 -2,378 -2,272 -2,389 -218 2,069 -102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 13.1 0.9 73.7 69.8 80.2 83.8 19.8 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 6 4 30 39 40 46
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,128
COMMITMENTS
1,240 589 632 6,599 7,538 8,471 8,759 657 369
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 95)
-66 -127 -33 126 184 27 24 68 71
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.6 6.5 6.9 72.3 82.6 92.8 96.0 7.2 4.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 39)
6 5 7 20 23 31 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 305,333
COMMITMENTS
69,955 30,176 60,601 131,512 186,486 262,068 277,263 43,265 28,069
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 15,430)
3,779 -4,932 7,898 2,448 11,606 14,124 14,571 1,306 859
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 9.9 19.8 43.1 61.1 85.8 90.8 14.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
62 50 55 78 80 176 156
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,705
COMMITMENTS
2,568 5,681 471 8,625 6,821 11,665 12,973 3,040 1,732
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -330)
-198 54 -75 -140 52 -413 31 82 -362
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 38.6 3.2 58.7 46.4 79.3 88.2 20.7 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 17 9 29 17 55 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,050,884
COMMITMENTS
288,863 195,173 61,678 574,858 719,766 925,400 976,617 125,484 74,267
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -26,014)
-6,726 6,499 28 -16,540 -28,267 -23,238 -21,741 -2,776 -4,273
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.5 18.6 5.9 54.7 68.5 88.1 92.9 11.9 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 39 28 98 98 157 151
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,325,892
COMMITMENTS
327,116 249,762 248,141 1481583 1439242 2056839 1937145 269,053 388,747
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 127,400)
46,352 -3,313 19,405 70,364 116,729 136,120 132,821 -8,720 -5,421
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.1 10.7 10.7 63.7 61.9 88.4 83.3 11.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 309)
50 73 81 142 167 245 268
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,731,382
COMMITMENTS
205,521 149,748 155,069 1141757 1167331 1502347 1472148 229,035 259,234
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 3,419)
43,229 -10,940 6,853 -53,242 6,352 -3,160 2,265 6,579 1,154
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 8.6 9.0 65.9 67.4 86.8 85.0 13.2 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
31 41 37 99 120 152 176
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 379,501
COMMITMENTS
23,857 27,456 58,686 277,250 256,405 359,793 342,547 19,708 36,954
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 1,025)
-3,588 -3,343 -9,841 17,290 7,549 3,861 -5,636 -2,836 6,661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.3 7.2 15.5 73.1 67.6 94.8 90.3 5.2 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
11 21 24 42 42 67 73
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,248
COMMITMENTS
15,903 3,750 520 31,490 44,918 47,913 49,187 8,335 7,061
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 3,715)
1,925 289 30 1,743 1,839 3,698 2,157 17 1,558
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.7 0.9 56.0 79.9 85.2 87.4 14.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 12 9 38 28 76 46
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,495
COMMITMENTS
31,806 7,499 1,040 62,980 89,835 95,826 98,374 16,669 14,121
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: 7,430)
3,851 577 59 3,486 3,678 7,396 4,315 34 3,115
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.3 6.7 0.9 56.0 79.9 85.2 87.4 14.8 12.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 103)
35 12 9 38 28 76 46
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,826
COMMITMENTS
564 5,032 0 8,174 3,720 8,738 8,752 88 74
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -123)
-28 -74 0 -72 -51 -100 -125 -23 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.4 57.0 0.0 92.6 42.1 99.0 99.2 1.0 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 8 0 4 9 8 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/22/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,032
COMMITMENTS
229 1,054 0 6,610 5,937 6,839 6,991 193 41
CHANGES FROM 01/15/13 (CHANGE IN OPEN INTEREST: -647)
-67 -414 0 -635 -246 -702 -660 55 13
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.3 15.0 0.0 94.0 84.4 97.3 99.4 2.7 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 6 0 3 10 5 16
Updated January 25, 2013