WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 577,068
COMMITMENTS
120,564 140,404 173,036 242,538 206,217 536,137 519,657 40,931 57,412
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -8,356)
2,917 -5,649 -6,248 -4,082 5,378 -7,413 -6,519 -942 -1,837
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.9 24.3 30.0 42.0 35.7 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
130 160 167 108 116 335 355
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,775,631
COMMITMENTS
390,738 175,586 510,835 697,845 819,641 1599417 1506062 176,214 269,568
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 92,559)
40,443 -21,397 19,987 32,232 91,405 92,663 89,996 -103 2,564
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 9.9 28.8 39.3 46.2 90.1 84.8 9.9 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
209 180 242 269 345 617 637
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,610
COMMITMENTS
4,308 318 1,009 3,943 9,176 9,260 10,504 2,350 1,106
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 557)
373 -461 150 -247 823 277 512 280 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.1 2.7 8.7 34.0 79.0 79.8 90.5 20.2 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
18 5 5 13 14 34 21
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,250
COMMITMENTS
179,530 61,254 263,894 302,941 408,362 746,364 733,510 60,886 73,740
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -19,795)
-26,704 12,643 -3,441 14,753 -28,899 -15,392 -19,697 -4,403 -98
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.2 7.6 32.7 37.5 50.6 92.5 90.9 7.5 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 494)
186 143 227 120 143 414 418
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 381,703
COMMITMENTS
63,552 112,048 72,923 213,181 159,300 349,656 344,271 32,047 37,432
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 16,263)
-1,451 1,145 7,906 11,913 8,160 18,367 17,210 -2,104 -947
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 29.4 19.1 55.9 41.7 91.6 90.2 8.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 258)
62 92 88 74 73 191 209
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 725,301
COMMITMENTS
57,903 67,836 58,901 467,963 414,964 584,767 541,701 140,534 183,600
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -35,375)
-8,299 9,419 -1,304 -18,230 -32,311 -27,834 -24,197 -7,541 -11,178
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 9.4 8.1 64.5 57.2 80.6 74.7 19.4 25.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
23 44 38 78 87 129 141
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 382,187
COMMITMENTS
25,266 53,359 3,715 279,409 267,578 308,389 324,652 73,797 57,535
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -5,957)
-353 1,939 672 -3,631 1,225 -3,312 3,835 -2,645 -9,792
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.6 14.0 1.0 73.1 70.0 80.7 84.9 19.3 15.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 5 35 41 44 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,924
COMMITMENTS
1,106 1,148 705 8,423 8,720 10,234 10,573 690 351
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -312)
2 175 32 -368 -510 -334 -303 22 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.1 10.5 6.5 77.1 79.8 93.7 96.8 6.3 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 50)
10 5 9 24 27 41 37
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 322,376
COMMITMENTS
87,200 35,484 59,007 133,076 199,312 279,283 293,803 43,094 28,573
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -11,987)
-13,056 390 281 2,374 -13,868 -10,400 -13,197 -1,587 1,210
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.0 11.0 18.3 41.3 61.8 86.6 91.1 13.4 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 233)
78 41 57 89 83 195 159
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,870
COMMITMENTS
2,576 6,756 2,065 9,361 5,983 14,001 14,803 2,869 2,067
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 2,318)
-223 2,052 863 1,717 -913 2,356 2,002 -38 317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.3 40.0 12.2 55.5 35.5 83.0 87.7 17.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
25 21 10 26 15 53 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,009,545
COMMITMENTS
327,042 174,763 61,038 493,913 694,272 881,993 930,072 127,553 79,473
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -74,561)
-7,582 -4,458 3,904 -66,901 -70,428 -70,579 -70,983 -3,981 -3,578
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.4 17.3 6.0 48.9 68.8 87.4 92.1 12.6 7.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
56 31 26 82 89 146 138
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,653,524
COMMITMENTS
324,033 300,367 312,987 1692531 1672215 2329551 2285569 323,973 367,955
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 50,963)
47,721 4,618 1,616 -26,456 21,960 22,881 28,194 28,082 22,769
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.2 11.3 11.8 63.8 63.0 87.8 86.1 12.2 13.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 307)
51 73 81 150 158 247 266
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,918,575
COMMITMENTS
301,318 173,084 151,514 1237161 1343406 1689993 1668005 228,582 250,570
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 18,265)
27,556 17,591 -6,732 -10,460 11,121 10,363 21,979 7,902 -3,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 9.0 7.9 64.5 70.0 88.1 86.9 11.9 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
34 39 40 89 114 142 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 353,149
COMMITMENTS
26,375 38,302 58,091 244,289 221,923 328,755 318,316 24,394 34,833
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 20,971)
7,959 -1,437 2,593 8,018 19,995 18,571 21,152 2,400 -180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 10.8 16.4 69.2 62.8 93.1 90.1 6.9 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
17 13 21 31 38 54 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 56,027
COMMITMENTS
22,921 3,903 978 23,545 42,373 47,444 47,254 8,582 8,773
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -50,372)
664 -2,301 -1,842 -45,606 -39,681 -46,784 -43,823 -3,588 -6,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 7.0 1.7 42.0 75.6 84.7 84.3 15.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 17 11 32 30 74 54
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 112,054
COMMITMENTS
45,842 7,806 1,957 47,090 84,745 94,889 94,508 17,165 17,545
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -57,921)
3,942 -5,777 -513 -57,367 -45,015 -53,937 -51,305 -3,983 -6,615
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
40.9 7.0 1.7 42.0 75.6 84.7 84.3 15.3 15.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
38 17 11 32 30 74 54
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,615
COMMITMENTS
8,297 11,252 1,168 2,859 191 12,324 12,611 291 4
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: 86)
1,117 195 -297 -883 191 -63 89 149 -3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
65.8 89.2 9.3 22.7 1.5 97.7 100.0 2.3 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 3 2 1 15 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,647
COMMITMENTS
1,496 5,418 17 7,092 3,102 8,605 8,537 42 110
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: -2,614)
-789 32 -1,127 -705 -1,497 -2,621 -2,592 7 -22
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 62.7 0.2 82.0 35.9 99.5 98.7 0.5 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
4 7 2 3 9 9 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 14,071
COMMITMENTS
4,220 1,933 36 9,788 12,062 14,044 14,031 27 40
CHANGES FROM 03/12/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
30.0 13.7 0.3 69.6 85.7 99.8 99.7 0.2 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
2 6 1 7 8 10 14
Updated March 22, 2013