WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 590,154
COMMITMENTS
108,681 126,989 185,903 258,720 218,380 553,303 531,271 36,851 58,883
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 1,591)
-4,225 2,365 -4,216 12,390 2,777 3,949 926 -2,358 665
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 21.5 31.5 43.8 37.0 93.8 90.0 6.2 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
118 158 167 105 126 322 363
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,910,349
COMMITMENTS
330,595 224,107 613,540 780,249 782,538 1724385 1620185 185,965 290,164
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 3,090)
-1,395 -68 8,693 -701 -5,704 6,596 2,921 -3,505 170
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.3 11.7 32.1 40.8 41.0 90.3 84.8 9.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 750)
197 195 268 274 309 626 628
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,576
COMMITMENTS
4,641 1,520 1,197 2,472 5,237 8,311 7,955 265 620
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -443)
-202 -206 -71 -217 -151 -490 -428 47 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
54.1 17.7 14.0 28.8 61.1 96.9 92.8 3.1 7.2
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 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,310
COMMITMENTS
2,365 264 928 4,471 7,835 7,764 9,026 2,546 1,284
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -285)
-347 -14 51 216 -366 -79 -329 -205 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.9 2.6 9.0 43.4 76.0 75.3 87.5 24.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 41)
17 3 4 16 14 35 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 789,066
COMMITMENTS
162,086 76,941 269,038 300,462 365,648 731,587 711,628 57,479 77,438
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -12,599)
6,147 -6,457 -5,779 -9,893 2,698 -9,526 -9,539 -3,074 -3,060
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.5 9.8 34.1 38.1 46.3 92.7 90.2 7.3 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 497)
172 155 237 125 145 420 430
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 408,373
COMMITMENTS
63,987 117,941 84,191 226,713 163,941 374,892 366,073 33,481 42,300
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 1,113)
1,281 2,877 -6,002 6,675 496 1,954 -2,630 -841 3,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.7 28.9 20.6 55.5 40.1 91.8 89.6 8.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 272)
66 98 94 75 81 197 232
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 819,618
COMMITMENTS
73,348 79,265 82,019 497,495 483,744 652,862 645,029 166,756 174,589
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 46,374)
13,931 10,760 10,722 19,696 20,718 44,348 42,200 2,025 4,174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.9 9.7 10.0 60.7 59.0 79.7 78.7 20.3 21.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
33 42 45 92 95 152 155
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 386,287
COMMITMENTS
30,900 48,144 4,177 272,505 277,698 307,582 330,020 78,704 56,267
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 2,105)
938 3,427 -143 -379 4,512 416 7,796 1,688 -5,692
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.0 12.5 1.1 70.5 71.9 79.6 85.4 20.4 14.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 71)
10 7 6 33 40 45 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,372
COMMITMENTS
1,159 1,883 369 9,275 8,728 10,803 10,980 569 392
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 172)
137 272 -40 167 -28 264 204 -92 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 16.6 3.2 81.6 76.7 95.0 96.6 5.0 3.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
9 4 6 21 26 35 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 301,745
COMMITMENTS
67,719 42,784 48,267 144,448 174,315 260,434 265,365 41,312 36,380
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -2,054)
5,477 -3,521 -2,987 -3,665 4,482 -1,175 -2,026 -880 -29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 14.2 16.0 47.9 57.8 86.3 87.9 13.7 12.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 244)
68 55 69 95 86 203 179
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,164
COMMITMENTS
2,265 3,863 1,700 7,859 6,704 11,824 12,268 2,340 1,896
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -730)
-129 -865 -215 -189 204 -533 -876 -197 146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.0 27.3 12.0 55.5 47.3 83.5 86.6 16.5 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 23 14 27 17 55 47
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 994,202
COMMITMENTS
283,174 176,738 68,948 502,140 657,709 854,262 903,396 139,940 90,806
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -11,965)
-36,480 27,319 2,888 23,002 -49,976 -10,590 -19,769 -1,376 7,803
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.5 17.8 6.9 50.5 66.2 85.9 90.9 14.1 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 198)
48 31 28 83 89 141 138
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,789,281
COMMITMENTS
465,340 278,308 367,972 1623006 1759261 2456318 2405542 332,964 383,740
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 21,032)
17,275 2,785 -3,112 23,405 7,036 37,568 6,709 -16,537 14,323
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.7 10.0 13.2 58.2 63.1 88.1 86.2 11.9 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 346)
60 74 82 163 185 272 292
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,112,936
COMMITMENTS
379,780 145,699 188,615 1274665 1511164 1843060 1845478 269,876 267,459
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 54,082)
5,236 -1,388 3,123 44,765 44,793 53,124 46,528 957 7,554
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.0 6.9 8.9 60.3 71.5 87.2 87.3 12.8 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 227)
48 37 38 92 120 161 174
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 350,206
COMMITMENTS
17,468 38,839 55,106 252,923 216,606 325,497 310,551 24,708 39,655
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 10,185)
-2,716 1,188 1,619 9,758 5,610 8,661 8,417 1,523 1,768
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.0 11.1 15.7 72.2 61.9 92.9 88.7 7.1 11.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
10 15 18 31 38 51 62
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 60,413
COMMITMENTS
23,031 5,275 1,195 27,294 43,998 51,520 50,469 8,893 9,945
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 2,176)
1,516 -290 170 534 2,646 2,219 2,525 -43 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 8.7 2.0 45.2 72.8 85.3 83.5 14.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
35 22 9 36 29 75 56
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 120,827
COMMITMENTS
46,063 10,550 2,390 54,588 87,997 103,041 100,937 17,786 19,890
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 4,352)
3,031 -580 339 1,067 5,291 4,438 5,050 -86 -698
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
38.1 8.7 2.0 45.2 72.8 85.3 83.5 14.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 112)
35 22 9 36 29 75 56
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,335
COMMITMENTS
8,024 9,004 1,195 954 115 10,173 10,314 162 21
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 822)
880 620 86 -135 115 831 821 -9 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.6 87.1 11.6 9.2 1.1 98.4 99.8 1.6 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
12 7 3 2 1 16 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,436
COMMITMENTS
495 4,274 37 7,814 3,992 8,346 8,303 90 133
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -189)
-191 -497 11 -35 302 -215 -184 26 -5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.9 50.7 0.4 92.6 47.3 98.9 98.4 1.1 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
4 7 2 4 8 10 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 17,956
COMMITMENTS
4,604 2,990 81 13,244 14,748 17,929 17,819 27 137
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: -642)
519 24 38 -1,199 -646 -642 -584 0 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.6 16.7 0.5 73.8 82.1 99.8 99.2 0.2 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 26)
4 5 2 6 12 10 19
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 13,052
COMMITMENTS
694 1,871 500 11,825 10,293 13,019 12,664 33 388
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 163)
634 -283 288 -759 8 163 13 0 150
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.3 14.3 3.8 90.6 78.9 99.7 97.0 0.3 3.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 1 5 11 7 15
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/16/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,470
COMMITMENTS
455 1,161 0 2,859 2,242 3,314 3,403 156 67
CHANGES FROM 04/09/13 (CHANGE IN OPEN INTEREST: 168)
88 145 0 53 17 141 162 27 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.1 33.5 0.0 82.4 64.6 95.5 98.1 4.5 1.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
4 4 0 5 8 9 12
Updated April 19, 2013