WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 563,026
COMMITMENTS
110,873 144,973 168,214 241,867 191,449 520,954 504,636 42,072 58,389
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 19,151)
3,646 4,551 14,217 1,009 541 18,873 19,310 278 -159
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 25.7 29.9 43.0 34.0 92.5 89.6 7.5 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
139 144 162 115 124 336 357
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,627,540
COMMITMENTS
340,569 210,493 464,981 649,980 694,311 1455529 1369785 172,011 257,755
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -6,096)
15,260 -3,577 20,996 -27,754 -12,487 8,502 4,932 -14,599 -11,028
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 12.9 28.6 39.9 42.7 89.4 84.2 10.6 15.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 735)
197 170 237 258 324 583 613
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,009
COMMITMENTS
3,554 994 649 4,680 8,333 8,884 9,976 2,125 1,032
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -74)
-62 104 137 -305 -121 -230 120 157 -194
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.3 9.0 5.9 42.5 75.7 80.7 90.6 19.3 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 4 3 14 14 32 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 813,389
COMMITMENTS
196,088 49,456 270,465 283,062 421,447 749,615 741,368 63,774 72,020
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 16,159)
1,638 2,346 16,238 -3,302 1,166 14,574 19,750 1,585 -3,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.1 6.1 33.3 34.8 51.8 92.2 91.1 7.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 480)
180 132 218 118 144 410 398
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,249
COMMITMENTS
63,217 109,912 65,014 199,899 147,688 328,130 322,614 33,118 38,634
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 6,226)
-4,539 8,373 3,568 8,435 -8,201 7,464 3,740 -1,237 2,486
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.5 30.4 18.0 55.3 40.9 90.8 89.3 9.2 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
59 99 89 74 68 191 210
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 731,294
COMMITMENTS
60,925 54,052 48,331 476,344 457,773 585,600 560,155 145,693 171,138
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -121,171)
17,789 2,414 -1,934 -103,017 -92,686 -87,161 -92,205 -34,010 -28,966
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 7.4 6.6 65.1 62.6 80.1 76.6 19.9 23.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 156)
26 34 34 75 82 123 128
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 407,749
COMMITMENTS
25,473 50,839 3,855 303,043 280,689 332,371 335,383 75,378 72,366
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,031)
6,268 5,173 697 -9,384 -7,641 -2,419 -1,771 -7,612 -8,260
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.5 0.9 74.3 68.8 81.5 82.3 18.5 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 6 38 39 48 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,380
COMMITMENTS
1,178 475 442 9,118 10,200 10,738 11,117 642 263
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 533)
97 -62 160 384 586 641 684 -108 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.4 4.2 3.9 80.1 89.6 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 4 9 25 26 42 36
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 324,926
COMMITMENTS
92,354 33,034 57,239 131,406 206,725 280,999 296,997 43,927 27,929
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 8,336)
7,800 2,129 9,301 -9,074 -382 8,027 11,048 309 -2,712
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.4 10.2 17.6 40.4 63.6 86.5 91.4 13.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 236)
84 43 59 83 78 195 158
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,853
COMMITMENTS
3,101 4,021 942 7,097 7,550 11,140 12,512 2,714 1,341
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -904)
-213 731 -389 -482 -1,508 -1,085 -1,165 181 262
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 29.0 6.8 51.2 54.5 80.4 90.3 19.6 9.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
19 19 9 25 13 50 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,146,993
COMMITMENTS
362,235 180,635 65,680 574,011 825,059 1001926 1071374 145,066 75,619
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -49,231)
22,925 -23,022 -6,998 -45,899 16,451 -29,972 -13,569 -19,258 -35,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.6 15.7 5.7 50.0 71.9 87.4 93.4 12.6 6.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
57 30 29 89 97 155 148
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,579,024
COMMITMENTS
367,993 249,288 297,933 1578168 1654581 2244093 2201801 334,930 377,223
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -37,644)
13,631 258 10,892 -17,344 11,574 7,179 22,723 -44,822 -60,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 9.7 11.6 61.2 64.2 87.0 85.4 13.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 297)
51 62 72 145 163 237 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,998,386
COMMITMENTS
344,112 151,182 160,454 1239639 1442528 1744204 1754164 254,182 244,222
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -40,207)
85,612 -15,551 32,490 -76,922 27,377 41,180 44,317 -81,387 -84,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.2 7.6 8.0 62.0 72.2 87.3 87.8 12.7 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 220)
37 42 38 101 118 160 176
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 329,672
COMMITMENTS
18,420 40,764 52,865 233,587 198,540 304,872 292,170 24,800 37,502
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -20,464)
156 14,806 -2,979 -20,407 -32,958 -23,231 -21,131 2,767 668
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.6 12.4 16.0 70.9 60.2 92.5 88.6 7.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
13 15 20 33 37 55 64
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 71,755
COMMITMENTS
21,391 8,677 1,258 38,543 51,484 61,192 61,419 10,563 10,336
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 7,637)
318 3,250 369 7,416 2,192 8,103 5,811 -465 1,826
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 12.1 1.8 53.7 71.7 85.3 85.6 14.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
40 21 8 39 30 82 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 143,510
COMMITMENTS
42,781 17,354 2,516 77,087 102,967 122,384 122,838 21,126 20,672
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 15,275)
635 6,500 737 14,833 4,384 16,206 11,622 -931 3,653
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.8 12.1 1.8 53.7 71.7 85.3 85.6 14.7 14.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
40 21 8 39 30 82 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,893
COMMITMENTS
7,122 11,325 1,557 4,055 0 12,734 12,882 159 11
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 56)
35 -301 351 -371 0 15 50 41 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
55.2 87.8 12.1 31.5 0.0 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 4 3 0 16 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,672
COMMITMENTS
4,594 5,563 12 8,014 6,982 12,620 12,557 52 115
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 364)
421 -425 1 -70 826 352 402 12 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
36.3 43.9 0.1 63.2 55.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 2 3 12 9 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,976
COMMITMENTS
504 886 0 6,358 6,014 6,862 6,900 114 76
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 111)
34 -30 0 78 130 112 100 -1 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.2 12.7 0.0 91.1 86.2 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 0 5 11 9 16
Updated March 8, 2013