WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 582,612
COMMITMENTS
110,373 123,714 182,664 251,453 217,138 544,490 523,516 38,122 59,096
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -7,542)
1,692 -3,275 -3,239 -7,266 -1,242 -8,813 -7,755 1,271 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 21.2 31.4 43.2 37.3 93.5 89.9 6.5 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 422)
113 166 155 107 130 313 365
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,922,177
COMMITMENTS
322,816 248,921 623,289 784,776 763,814 1730881 1636023 191,296 286,153
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 11,827)
-7,779 24,814 9,748 4,527 -18,724 6,496 15,838 5,331 -4,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.8 12.9 32.4 40.8 39.7 90.0 85.1 10.0 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
198 197 276 274 305 635 629
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,931
COMMITMENTS
4,452 1,645 1,341 2,813 5,291 8,606 8,276 324 655
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 355)
-189 124 143 341 53 296 321 59 34
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
49.9 18.4 15.0 31.5 59.2 96.4 92.7 3.6 7.3
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 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,037
COMMITMENTS
2,637 223 901 3,984 7,654 7,523 8,778 2,514 1,258
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -274)
272 -41 -26 -487 -181 -242 -248 -32 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.3 2.2 9.0 39.7 76.3 75.0 87.5 25.0 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
18 3 4 16 15 34 22
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 810,498
COMMITMENTS
160,352 78,848 269,948 319,638 383,824 749,938 732,619 60,560 77,878
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 21,432)
-1,734 1,906 910 19,176 18,175 18,351 20,991 3,080 440
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.8 9.7 33.3 39.4 47.4 92.5 90.4 7.5 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 508)
164 170 234 128 148 425 438
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 404,688
COMMITMENTS
66,664 123,289 79,394 226,186 154,991 372,244 357,674 32,444 47,014
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -3,685)
2,677 5,348 -4,797 -528 -8,950 -2,648 -8,398 -1,037 4,714
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.5 30.5 19.6 55.9 38.3 92.0 88.4 8.0 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 275)
66 103 93 78 77 197 235
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 867,460
COMMITMENTS
81,575 77,366 92,969 517,789 516,019 692,333 686,353 175,127 181,106
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 47,842)
8,227 -1,900 10,950 20,294 32,274 39,471 41,324 8,371 6,517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 8.9 10.7 59.7 59.5 79.8 79.1 20.2 20.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 193)
31 45 50 94 95 157 158
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 397,538
COMMITMENTS
29,672 46,962 2,881 284,553 289,442 317,106 339,284 80,432 58,253
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 11,251)
-1,228 -1,183 -1,297 12,048 11,744 9,523 9,265 1,728 1,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.5 11.8 0.7 71.6 72.8 79.8 85.3 20.2 14.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
9 8 6 33 40 45 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,138
COMMITMENTS
1,120 928 186 8,258 8,470 9,564 9,584 574 554
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -1,234)
-39 -955 -183 -1,017 -258 -1,239 -1,396 5 162
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.0 9.2 1.8 81.5 83.5 94.3 94.5 5.7 5.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
8 2 2 21 28 31 31
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 298,215
COMMITMENTS
72,420 42,305 47,584 136,869 172,607 256,873 262,496 41,343 35,719
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -3,530)
4,701 -479 -683 -7,579 -1,708 -3,561 -2,869 31 -661
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.3 14.2 16.0 45.9 57.9 86.1 88.0 13.9 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 250)
74 54 74 94 83 208 182
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,910
COMMITMENTS
2,219 4,698 1,922 8,494 6,452 12,635 13,072 2,275 1,838
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 745)
-46 834 222 635 -252 810 804 -65 -58
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.9 31.5 12.9 57.0 43.3 84.7 87.7 15.3 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
23 21 14 27 18 55 48
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,011,090
COMMITMENTS
272,009 178,155 72,920 525,358 673,492 870,287 924,566 140,803 86,524
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 16,888)
-11,165 1,417 3,971 23,218 15,782 16,025 21,170 863 -4,282
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.9 17.6 7.2 52.0 66.6 86.1 91.4 13.9 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 203)
51 29 28 86 90 144 140
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,911,735
COMMITMENTS
459,906 277,815 410,908 1697476 1830569 2568290 2519292 343,445 392,443
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 122,454)
-5,433 -493 42,935 74,470 71,308 111,972 113,750 10,481 8,703
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.8 9.5 14.1 58.3 62.9 88.2 86.5 11.8 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 353)
64 71 87 170 193 284 301
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,148
COMMITMENTS
411,902 146,024 192,840 1207182 1479942 1811924 1818806 275,224 268,343
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -25,788)
32,122 325 4,225 -67,483 -31,222 -31,136 -26,672 5,348 884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.7 7.0 9.2 57.8 70.9 86.8 87.1 13.2 12.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 228)
46 40 40 94 120 164 176
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 363,405
COMMITMENTS
16,669 35,776 56,919 265,310 232,584 338,898 325,279 24,507 38,126
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 13,199)
-799 -3,063 1,813 12,387 15,978 13,401 14,728 -201 -1,529
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.6 9.8 15.7 73.0 64.0 93.3 89.5 6.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
10 14 17 31 38 50 61
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,692
COMMITMENTS
25,502 3,612 1,060 26,211 48,064 52,773 52,736 8,919 8,956
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 1,279)
2,471 -1,663 -135 -1,083 4,066 1,253 2,268 26 -989
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 5.9 1.7 42.5 77.9 85.5 85.5 14.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 20 10 38 28 84 53
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,385
COMMITMENTS
51,004 7,225 2,120 52,422 96,128 105,546 105,473 17,839 17,912
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 2,558)
4,941 -3,325 -270 -2,166 8,131 2,506 4,536 52 -1,978
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
41.3 5.9 1.7 42.5 77.9 85.5 85.5 14.5 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 117)
41 20 10 38 28 84 53
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,484
COMMITMENTS
8,250 9,060 1,045 1,054 354 10,349 10,459 135 25
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 149)
226 56 -150 100 239 176 145 -27 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
78.7 86.4 10.0 10.1 3.4 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
13 7 3 2 1 17 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,720
COMMITMENTS
532 4,563 37 8,032 3,983 8,601 8,583 119 137
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 284)
37 289 0 218 -9 255 280 29 4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.1 52.3 0.4 92.1 45.7 98.6 98.4 1.4 1.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 7 2 4 8 11 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,373
COMMITMENTS
4,626 2,990 65 13,665 15,185 18,356 18,240 17 133
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 417)
22 0 -16 421 437 427 421 -10 -4
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
25.2 16.3 0.4 74.4 82.6 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
4 5 2 7 12 11 19
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,674
COMMITMENTS
755 1,945 500 11,406 9,841 12,661 12,286 13 388
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: -378)
61 74 0 -419 -452 -358 -378 -20 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 15.3 3.9 90.0 77.6 99.9 96.9 0.1 3.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 3 1 5 12 6 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/23/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,703
COMMITMENTS
686 1,466 0 2,890 2,188 3,576 3,654 127 49
CHANGES FROM 04/16/13 (CHANGE IN OPEN INTEREST: 233)
231 305 0 31 -54 262 251 -29 -18
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.5 39.6 0.0 78.0 59.1 96.6 98.7 3.4 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
5 4 0 6 9 11 13
Updated April 26, 2013