WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 543,875
COMMITMENTS
107,227 140,422 153,997 240,858 190,907 502,081 485,326 41,794 58,548
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -68,570)
567 -2,211 -43,398 -23,117 -21,388 -65,948 -66,997 -2,622 -1,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 25.8 28.3 44.3 35.1 92.3 89.2 7.7 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 420)
129 143 154 118 125 327 351
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,633,637
COMMITMENTS
325,308 214,070 443,985 677,733 706,798 1447027 1364854 186,610 268,783
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -165,086)
-5,134 6,322 -87,573 -72,293 -76,916 -164,999 -158,167 -86 -6,919
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.9 13.1 27.2 41.5 43.3 88.6 83.5 11.4 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 714)
178 175 232 267 318 585 596
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,082
COMMITMENTS
3,616 890 512 4,986 8,454 9,114 9,856 1,968 1,226
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -1,059)
560 -354 -432 -408 -90 -280 -875 -779 -184
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.6 8.0 4.6 45.0 76.3 82.2 88.9 17.8 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
18 6 4 14 14 34 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 797,229
COMMITMENTS
194,449 47,110 254,227 286,364 420,281 735,041 721,618 62,189 75,611
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -109,750)
-5,433 -13,079 -70,519 -29,791 -28,756 -105,743 -112,354 -4,007 2,604
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 5.9 31.9 35.9 52.7 92.2 90.5 7.8 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
173 123 214 127 150 411 395
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 355,022
COMMITMENTS
67,757 101,539 61,446 191,464 155,889 320,666 318,874 34,356 36,148
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -17,855)
-5,222 19,859 -16,923 10,957 -22,809 -11,188 -19,873 -6,667 2,018
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.1 28.6 17.3 53.9 43.9 90.3 89.8 9.7 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
65 93 87 73 71 196 204
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 852,465
COMMITMENTS
43,136 51,637 50,265 579,361 550,459 672,762 652,361 179,703 200,104
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 126,006)
-4,041 -10,615 -1,462 107,207 140,399 101,705 128,323 24,301 -2,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.1 6.1 5.9 68.0 64.6 78.9 76.5 21.1 23.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 149)
27 30 30 69 78 113 121
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 417,780
COMMITMENTS
19,205 45,666 3,158 312,427 288,330 334,790 337,154 82,990 80,626
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 43,627)
1,952 2,424 57 34,418 28,620 36,427 31,101 7,200 12,526
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 10.9 0.8 74.8 69.0 80.1 80.7 19.9 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 5 36 41 44 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,847
COMMITMENTS
1,081 537 282 8,734 9,614 10,097 10,433 750 414
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 907)
142 13 -132 860 852 870 733 37 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.0 5.0 2.6 80.5 88.6 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 6 7 23 26 37 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 316,590
COMMITMENTS
84,553 30,905 47,938 140,480 207,107 272,972 285,950 43,619 30,640
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -21,375)
59 -3,631 -10,387 -8,594 -6,865 -18,922 -20,883 -2,452 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.7 9.8 15.1 44.4 65.4 86.2 90.3 13.8 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 225)
73 45 55 82 77 189 152
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,757
COMMITMENTS
3,314 3,289 1,331 7,579 9,058 12,224 13,678 2,533 1,079
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -509)
88 -23 -47 -60 -548 -18 -617 -491 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.5 22.3 9.0 51.4 61.4 82.8 92.7 17.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
20 14 11 29 16 54 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,196,223
COMMITMENTS
339,310 203,658 72,678 619,911 808,607 1031899 1084943 164,325 111,281
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 122,767)
75,988 -8,946 -5,694 14,273 110,111 84,566 95,470 38,200 27,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 17.0 6.1 51.8 67.6 86.3 90.7 13.7 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
47 38 28 94 95 155 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,616,667
COMMITMENTS
354,362 249,030 287,041 1595512 1643007 2236914 2179078 379,753 437,590
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -12,358)
56,780 -35,990 -12,685 -155,482 15,048 -111,388 -33,627 99,030 21,270
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.5 9.5 11.0 61.0 62.8 85.5 83.3 14.5 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 287)
50 61 73 133 158 227 248
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,038,593
COMMITMENTS
258,500 166,733 127,964 1316561 1415151 1703025 1709848 335,568 328,745
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 140,015)
3,890 8,496 -61,402 68,345 156,043 10,833 103,137 129,181 36,878
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.7 8.2 6.3 64.6 69.4 83.5 83.9 16.5 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 197)
30 42 37 89 104 142 160
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 350,135
COMMITMENTS
18,264 25,958 55,845 253,994 231,499 328,103 313,302 22,033 36,834
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 9,171)
-2,266 1,864 -634 7,186 1,597 4,286 2,827 4,885 6,344
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.2 7.4 15.9 72.5 66.1 93.7 89.5 6.3 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 78)
13 18 23 37 41 62 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 64,117
COMMITMENTS
21,073 5,427 889 31,127 49,291 53,089 55,608 11,028 8,510
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 735)
1,795 433 224 -1,669 -501 350 155 385 580
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.5 1.4 48.5 76.9 82.8 86.7 17.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
39 19 10 40 30 82 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 128,235
COMMITMENTS
42,146 10,854 1,779 62,254 98,583 106,178 111,216 22,057 17,019
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 1,470)
3,590 865 447 -3,337 -1,003 699 310 770 1,159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.9 8.5 1.4 48.5 76.9 82.8 86.7 17.2 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
39 19 10 40 30 82 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,837
COMMITMENTS
7,087 11,626 1,206 4,426 0 12,719 12,832 118 5
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 2,459)
1,306 2,489 -30 1,183 0 2,459 2,459 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 90.6 9.4 34.5 0.0 99.1 100.0 0.9 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 3 3 0 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,308
COMMITMENTS
4,173 5,988 11 8,084 6,156 12,268 12,155 40 153
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 426)
362 -51 -4 65 435 423 380 3 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
33.9 48.7 0.1 65.7 50.0 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 2 4 12 10 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,865
COMMITMENTS
470 916 0 6,280 5,884 6,750 6,800 115 65
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 339)
203 405 0 131 -76 334 329 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 13.3 0.0 91.5 85.7 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 0 5 10 8 15
Updated March 1, 2013