WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 616,980
COMMITMENTS
109,711 135,607 198,054 263,286 222,753 571,052 556,414 45,928 60,566
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 32,537)
-6,847 -1,243 32,811 3,809 -3,434 29,773 28,134 2,764 4,403
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.8 22.0 32.1 42.7 36.1 92.6 90.2 7.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 444)
145 150 190 117 128 362 378
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,768,034
COMMITMENTS
340,785 174,167 511,991 732,209 808,041 1584985 1494199 183,048 273,835
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 47,262)
-37,380 21,102 25,466 58,246 -4,249 46,332 42,318 930 4,943
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 9.9 29.0 41.4 45.7 89.6 84.5 10.4 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 762)
200 172 256 283 344 619 652
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,578
COMMITMENTS
2,394 1,176 790 5,738 8,169 8,922 10,135 2,656 1,443
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -830)
855 -413 -546 -1,205 288 -896 -671 66 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.2 6.8 49.6 70.6 77.1 87.5 22.9 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 8 10 15 12 36 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 882,769
COMMITMENTS
199,235 57,530 319,991 295,152 432,860 814,378 810,381 68,391 72,388
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -7,560)
198 -72 -18,908 16,481 14,826 -2,228 -4,154 -5,332 -3,407
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.6 6.5 36.2 33.4 49.0 92.3 91.8 7.7 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 512)
195 140 243 128 150 444 431
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,490
COMMITMENTS
72,191 82,729 80,150 188,926 179,325 341,267 342,203 40,224 39,287
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 7,585)
-4,977 8,413 -1,872 16,087 -3,691 9,238 2,850 -1,653 4,735
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 21.7 21.0 49.5 47.0 89.5 89.7 10.5 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
71 83 97 78 68 215 201
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 718,679
COMMITMENTS
39,733 61,517 52,733 474,112 404,941 566,579 519,192 152,100 199,487
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 15,974)
6,122 2,587 2,983 15,253 15,581 24,359 21,151 -8,385 -5,177
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 8.6 7.3 66.0 56.3 78.8 72.2 21.2 27.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 171)
25 34 37 84 97 132 145
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 367,090
COMMITMENTS
17,125 42,828 3,899 275,471 255,064 296,495 301,791 70,595 65,299
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -5,721)
-1,466 -5,257 628 -3,571 -3,447 -4,409 -8,076 -1,312 2,355
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 11.7 1.1 75.0 69.5 80.8 82.2 19.2 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 7 4 31 39 39 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,442
COMMITMENTS
891 353 629 7,131 8,117 8,651 9,099 791 343
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 389)
-409 94 31 720 290 342 415 47 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 3.7 6.7 75.5 86.0 91.6 96.4 8.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 6 8 20 27 35 36
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 338,173
COMMITMENTS
83,991 29,942 63,602 144,102 212,266 291,695 305,810 46,478 32,363
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -5,669)
5,860 593 -8,730 -2,568 707 -5,438 -7,429 -231 1,761
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.8 8.9 18.8 42.6 62.8 86.3 90.4 13.7 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
70 57 67 80 76 193 168
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,084
COMMITMENTS
3,302 3,489 1,193 7,691 9,226 12,186 13,909 2,898 1,176
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -75)
-93 -889 348 -208 723 47 182 -122 -257
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.9 23.1 7.9 51.0 61.2 80.8 92.2 19.2 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 16 12 32 19 61 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,095,119
COMMITMENTS
291,970 204,422 84,789 592,239 726,714 968,998 1015926 126,121 79,193
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -22,870)
26,409 -21,277 2,957 -56,231 -1,112 -26,865 -19,433 3,995 -3,437
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 18.7 7.7 54.1 66.4 88.5 92.8 11.5 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 223)
49 39 33 96 103 161 160
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,553,020
COMMITMENTS
292,917 266,036 288,866 1699578 1576301 2281361 2131203 271,659 421,816
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -55,223)
-17,954 -12,892 -15,906 -14,546 -28,802 -48,406 -57,600 -6,817 2,377
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.5 10.4 11.3 66.6 61.7 89.4 83.5 10.6 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
55 72 85 147 170 249 280
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,869,235
COMMITMENTS
243,827 159,413 197,435 1208763 1235082 1650025 1591929 219,209 277,305
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 1,425)
11,949 -5,346 7,128 -25,160 8,728 -6,083 10,511 7,508 -9,086
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 8.5 10.6 64.7 66.1 88.3 85.2 11.7 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 211)
32 38 34 105 118 152 175
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 333,434
COMMITMENTS
19,945 25,287 55,063 240,221 224,602 315,229 304,953 18,204 28,481
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 5,982)
-570 891 3,031 4,862 4,523 7,324 8,445 -1,342 -2,464
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 7.6 16.5 72.0 67.4 94.5 91.5 5.5 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
17 15 25 35 39 62 70
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,391
COMMITMENTS
20,198 6,093 853 32,335 49,349 53,385 56,295 10,006 7,097
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 3,145)
777 1,665 -12 2,549 996 3,314 2,649 -169 495
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 9.6 1.3 51.0 77.8 84.2 88.8 15.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
38 21 9 41 28 85 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,783
COMMITMENTS
40,395 12,187 1,706 64,669 98,697 106,770 112,590 20,012 14,193
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 6,289)
1,555 3,330 -24 5,098 1,993 6,628 5,299 -339 990
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.9 9.6 1.3 51.0 77.8 84.2 88.8 15.8 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
38 21 9 41 28 85 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,326
COMMITMENTS
7,132 9,119 1,207 1,817 0 10,156 10,326 170 0
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,867)
2,253 3,745 30 538 -908 2,821 2,867 46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
69.1 88.3 11.7 17.6 0.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 8 3 4 0 17 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,221
COMMITMENTS
3,131 5,999 15 8,029 5,115 11,175 11,129 46 92
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 798)
595 250 0 243 557 838 807 -40 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.9 53.5 0.1 71.6 45.6 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 2 3 12 9 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,563
COMMITMENTS
449 666 0 5,978 5,871 6,427 6,537 136 26
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -29)
-9 40 0 -28 -60 -37 -20 8 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 10.1 0.0 91.1 89.5 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 0 5 10 7 15
Updated February 15, 2013