WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 586,145
COMMITMENTS
123,279 135,083 173,686 248,925 222,397 545,890 531,166 40,255 54,980
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 9,077)
2,715 -5,321 650 6,388 16,180 9,753 11,509 -676 -2,432
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 23.0 29.6 42.5 37.9 93.1 90.6 6.9 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 431)
118 164 164 109 124 335 358
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,818,556
COMMITMENTS
429,375 173,225 489,504 723,631 878,855 1642509 1541584 176,046 276,972
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 42,925)
38,637 -2,362 -21,331 25,786 59,214 43,092 35,521 -167 7,404
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.6 9.5 26.9 39.8 48.3 90.3 84.8 9.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 777)
213 178 235 271 342 612 636
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,190
COMMITMENTS
4,892 1,390 1,275 2,802 5,669 8,968 8,334 221 856
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
53.2 15.1 13.9 30.5 61.7 97.6 90.7 2.4 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
7 6 7 7 9 14 22
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,385
COMMITMENTS
4,681 196 1,248 4,055 9,611 9,983 11,055 2,402 1,330
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 776)
373 -122 238 112 434 723 551 52 225
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.8 1.6 10.1 32.7 77.6 80.6 89.3 19.4 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 47)
19 5 7 13 15 37 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 795,077
COMMITMENTS
182,251 53,868 250,921 299,212 418,615 732,383 723,403 62,694 71,674
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -12,173)
2,721 -7,387 -12,973 -3,729 10,252 -13,981 -10,107 1,808 -2,066
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 6.8 31.6 37.6 52.7 92.1 91.0 7.9 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 474)
180 133 205 121 143 398 394
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 377,229
COMMITMENTS
67,686 101,837 73,369 198,403 165,919 339,457 341,125 37,772 36,104
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -4,474)
4,134 -10,211 446 -14,779 6,619 -10,199 -3,146 5,725 -1,329
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.9 27.0 19.4 52.6 44.0 90.0 90.4 10.0 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 261)
67 89 93 74 74 197 213
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 697,842
COMMITMENTS
57,828 64,263 42,795 457,399 416,370 558,022 523,429 139,820 174,413
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -27,459)
-76 -3,572 -16,105 -10,564 1,406 -26,745 -18,272 -714 -9,187
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.3 9.2 6.1 65.5 59.7 80.0 75.0 20.0 25.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 166)
32 33 34 80 82 130 131
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 378,242
COMMITMENTS
25,650 51,103 3,354 275,485 260,890 304,489 315,348 73,753 62,894
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -3,945)
384 -2,256 -361 -3,924 -6,688 -3,900 -9,305 -45 5,360
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 13.5 0.9 72.8 69.0 80.5 83.4 19.5 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
7 7 6 36 41 46 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,899
COMMITMENTS
1,045 1,549 548 8,511 8,492 10,104 10,589 795 310
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -25)
-61 401 -157 88 -228 -130 16 105 -41
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 14.2 5.0 78.1 77.9 92.7 97.2 7.3 2.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
8 6 8 23 29 39 38
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 318,015
COMMITMENTS
79,166 37,190 56,797 137,940 196,254 273,903 290,242 44,112 27,773
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -4,361)
-8,034 1,706 -2,210 4,865 -3,058 -5,379 -3,562 1,018 -800
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.9 11.7 17.9 43.4 61.7 86.1 91.3 13.9 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 234)
71 51 59 85 80 188 165
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 16,900
COMMITMENTS
2,643 6,944 1,881 9,360 5,808 13,884 14,632 3,016 2,268
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 30)
67 188 -184 -1 -175 -118 -171 148 201
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.6 41.1 11.1 55.4 34.4 82.2 86.6 17.8 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
24 21 11 26 15 53 46
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,011,207
COMMITMENTS
328,168 161,812 47,520 503,138 723,987 878,826 933,319 132,381 77,888
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 1,662)
1,126 -12,951 -13,518 9,226 29,715 -3,166 3,247 4,828 -1,585
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.5 16.0 4.7 49.8 71.6 86.9 92.3 13.1 7.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
48 37 26 82 88 143 138
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,554,984
COMMITMENTS
383,891 270,217 258,129 1605274 1653214 2247293 2181560 307,691 373,423
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -98,540)
59,858 -30,150 -54,858 -87,257 -19,001 -82,258 -104,009 -16,282 5,469
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.0 10.6 10.1 62.8 64.7 88.0 85.4 12.0 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 301)
55 63 72 142 160 233 259
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,968,029
COMMITMENTS
337,009 160,589 145,610 1249904 1403981 1732523 1710179 235,506 257,850
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 49,454)
35,691 -12,495 -5,905 12,743 60,575 42,530 42,175 6,924 7,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.1 8.2 7.4 63.5 71.3 88.0 86.9 12.0 13.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
41 37 37 88 117 146 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 377,185
COMMITMENTS
42,608 37,403 60,605 252,364 245,653 355,577 343,661 21,608 33,524
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 24,036)
16,233 -899 2,513 8,076 23,730 26,822 25,345 -2,787 -1,309
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.3 9.9 16.1 66.9 65.1 94.3 91.1 5.7 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 77)
21 13 22 33 40 60 70
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 58,374
COMMITMENTS
22,206 4,551 1,098 25,906 43,943 49,210 49,593 9,164 8,781
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,347)
-715 648 120 2,361 1,571 1,765 2,339 582 8
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 7.8 1.9 44.4 75.3 84.3 85.0 15.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 17 9 31 30 73 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 116,748
COMMITMENTS
44,411 9,102 2,197 51,812 87,887 98,420 99,185 18,328 17,562
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 4,694)
-1,431 1,295 240 4,721 3,142 3,531 4,677 1,163 17
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.0 7.8 1.9 44.4 75.3 84.3 85.0 15.7 15.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 108)
39 17 9 31 30 73 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 6,689
COMMITMENTS
3,996 5,027 1,141 954 517 6,091 6,685 598 4
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -5,926)
-4,301 -6,225 -27 -1,905 326 -6,233 -5,926 307 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
59.7 75.2 17.1 14.3 7.7 91.1 99.9 8.9 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
8 9 3 2 1 12 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,614
COMMITMENTS
1,465 5,336 21 7,097 3,096 8,583 8,453 31 161
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: -33)
-31 -82 4 5 -6 -22 -84 -11 51
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 61.9 0.2 82.4 35.9 99.6 98.1 0.4 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
4 6 2 3 9 9 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 16,453
COMMITMENTS
4,682 2,480 86 11,637 13,856 16,405 16,422 48 31
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: 2,382)
462 547 50 1,849 1,794 2,361 2,391 21 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 15.1 0.5 70.7 84.2 99.7 99.8 0.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
3 5 1 6 10 9 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 03/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,100
COMMITMENTS
324 630 0 2,700 2,450 3,024 3,080 76 20
CHANGES FROM 03/19/13 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.5 20.3 0.0 87.1 79.0 97.5 99.4 2.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 6 0 4 9 7 15
Updated March 29, 2013