WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 583,881
COMMITMENTS
116,980 131,873 188,236 237,117 205,787 542,332 525,895 41,549 57,986
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -2,264)
-6,300 -3,211 14,550 -11,809 -16,610 -3,558 -5,271 1,294 3,006
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 22.6 32.2 40.6 35.2 92.9 90.1 7.1 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
131 143 155 109 122 322 345
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,895,395
COMMITMENTS
370,116 211,464 569,357 767,307 834,471 1706780 1615292 188,615 280,104
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 76,840)
-59,259 38,239 79,853 43,676 -44,384 64,271 73,708 12,569 3,132
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.5 11.2 30.0 40.5 44.0 90.0 85.2 10.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 758)
196 186 256 275 329 617 633
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,371
COMMITMENTS
5,144 1,713 1,261 2,689 5,619 9,094 8,593 277 779
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 182)
252 323 -14 -112 -50 126 259 56 -77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.9 18.3 13.5 28.7 60.0 97.0 91.7 3.0 8.3
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 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 12,094
COMMITMENTS
4,322 332 986 4,259 9,682 9,566 10,999 2,528 1,095
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -291)
-359 136 -262 204 71 -417 -55 126 -236
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
35.7 2.7 8.1 35.2 80.1 79.1 90.9 20.9 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
18 5 7 14 14 36 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 780,729
COMMITMENTS
168,053 66,970 255,043 298,821 384,200 721,917 706,213 58,812 74,516
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -14,348)
-14,197 13,102 4,122 -391 -34,415 -10,466 -17,190 -3,882 2,842
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.5 8.6 32.7 38.3 49.2 92.5 90.5 7.5 9.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 486)
176 142 222 121 141 407 413
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 383,549
COMMITMENTS
65,314 104,215 80,177 205,060 161,260 350,550 345,652 32,999 37,897
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 6,320)
-2,372 2,378 6,808 6,657 -4,659 11,093 4,527 -4,772 1,794
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.0 27.2 20.9 53.5 42.0 91.4 90.1 8.6 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 263)
59 99 94 75 75 194 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 715,895
COMMITMENTS
65,732 70,075 47,055 453,337 433,434 566,123 550,563 149,772 165,332
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 18,053)
7,904 5,812 4,259 -4,062 17,064 8,101 27,135 9,952 -9,081
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.2 9.8 6.6 63.3 60.5 79.1 76.9 20.9 23.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 169)
28 41 35 77 84 129 136
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 371,118
COMMITMENTS
27,203 49,748 3,483 264,783 254,980 295,469 308,211 75,648 62,906
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -7,124)
1,553 -1,355 129 -10,702 -5,910 -9,020 -7,136 1,896 12
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.3 13.4 0.9 71.3 68.7 79.6 83.0 20.4 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
8 8 7 32 39 44 50
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,303
COMMITMENTS
1,082 1,758 472 9,081 8,892 10,635 11,122 668 181
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 404)
37 209 -76 570 400 531 533 -127 -129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.6 15.6 4.2 80.3 78.7 94.1 98.4 5.9 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
7 6 8 23 30 38 39
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 302,995
COMMITMENTS
68,973 39,480 52,972 140,848 177,980 262,793 270,432 40,202 32,563
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -15,020)
-10,192 2,289 -3,825 2,908 -18,274 -11,110 -19,810 -3,910 4,790
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.8 13.0 17.5 46.5 58.7 86.7 89.3 13.3 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 231)
61 62 64 87 79 189 170
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,837
COMMITMENTS
2,682 5,960 1,713 8,438 6,151 12,833 13,824 3,004 2,013
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -1,063)
40 -984 -168 -922 343 -1,050 -809 -12 -254
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 37.6 10.8 53.3 38.8 81.0 87.3 19.0 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
23 22 12 25 16 51 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 987,571
COMMITMENTS
293,385 150,397 54,213 499,780 718,829 847,379 923,439 140,192 64,132
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -23,636)
-34,783 -11,415 6,694 -3,358 -5,158 -31,448 -9,879 7,812 -13,756
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.7 15.2 5.5 50.6 72.8 85.8 93.5 14.2 6.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
50 32 25 83 85 144 131
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,648,257
COMMITMENTS
422,461 276,798 304,539 1581311 1694522 2308311 2275858 339,946 372,398
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 93,273)
38,571 6,580 46,410 -23,963 41,308 61,018 94,298 32,255 -1,025
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 10.5 11.5 59.7 64.0 87.2 85.9 12.8 14.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 318)
51 72 77 151 174 248 277
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,025,741
COMMITMENTS
391,454 171,979 156,363 1214413 1445607 1762230 1773949 263,511 251,792
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 57,711)
54,445 11,390 10,753 -35,491 41,626 29,707 63,769 28,005 -6,058
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 8.5 7.7 59.9 71.4 87.0 87.6 13.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 219)
45 40 39 86 113 151 172
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 331,745
COMMITMENTS
22,444 37,896 53,806 235,289 203,790 311,539 295,492 20,206 36,253
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: -45,440)
-20,164 493 -6,799 -17,075 -41,863 -44,039 -48,169 -1,402 2,729
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 11.4 16.2 70.9 61.4 93.9 89.1 6.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
12 14 19 30 36 51 61
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,314
COMMITMENTS
22,723 5,361 946 27,205 42,247 50,873 48,554 8,441 10,760
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 940)
517 811 -152 1,299 -1,697 1,664 -1,039 -723 1,979
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 9.0 1.6 45.9 71.2 85.8 81.9 14.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
37 18 8 34 31 75 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,628
COMMITMENTS
45,446 10,723 1,892 54,410 84,493 101,747 97,108 16,882 21,520
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,881)
1,034 1,621 -305 2,598 -3,393 3,327 -2,077 -1,446 3,958
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.3 9.0 1.6 45.9 71.2 85.8 81.9 14.2 18.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 111)
37 18 8 34 31 75 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 9,115
COMMITMENTS
6,274 7,921 1,188 1,040 0 8,502 9,109 613 6
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 2,426)
2,278 2,894 47 86 -517 2,411 2,424 15 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
68.8 86.9 13.0 11.4 0.0 93.3 99.9 6.7 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
10 8 3 4 0 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,367
COMMITMENTS
2,130 5,336 21 7,156 3,853 9,307 9,210 60 157
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 753)
665 0 0 59 757 724 757 29 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.7 57.0 0.2 76.4 41.1 99.4 98.3 0.6 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 2 3 9 10 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/02/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,662
COMMITMENTS
4,564 2,496 43 13,018 14,988 17,625 17,527 37 135
CHANGES FROM 03/26/13 (CHANGE IN OPEN INTEREST: 1,209)
-118 16 -43 1,381 1,132 1,220 1,105 -11 104
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.8 14.1 0.2 73.7 84.9 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
3 6 2 6 11 10 18
Updated April 5, 2013