WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 534,939
COMMITMENTS
117,642 118,192 149,423 231,521 213,522 498,586 481,137 36,352 53,801
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -47,674)
7,269 -5,522 -33,240 -19,932 -3,616 -45,904 -42,378 -1,770 -5,295
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.0 22.1 27.9 43.3 39.9 93.2 89.9 6.8 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 409)
115 154 149 92 128 297 350
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,694,481
COMMITMENTS
327,103 217,860 484,227 705,333 721,832 1516663 1423919 177,818 270,562
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -227,696)
4,287 -31,061 -139,062 -79,443 -41,982 -214,218 -212,104 -13,478 -15,591
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.3 12.9 28.6 41.6 42.6 89.5 84.0 10.5 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 740)
197 174 246 267 317 597 617
CORN CSO - CHICAGO BOARD OF TRADE Code-00260C
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| 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
3,962 1,253 1,950 2,941 5,334 8,854 8,537 336 653
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 259)
-490 -392 609 128 43 248 261 12 -1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
43.1 13.6 21.2 32.0 58.0 96.3 92.9 3.7 7.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
8 5 7 7 9 15 21
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,533
COMMITMENTS
3,063 711 678 3,500 7,210 7,241 8,599 2,292 935
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -503)
426 488 -224 -484 -444 -282 -180 -222 -324
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
32.1 7.5 7.1 36.7 75.6 76.0 90.2 24.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
17 5 4 13 12 32 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 730,966
COMMITMENTS
172,129 76,045 217,314 282,623 364,390 672,066 657,750 58,899 73,216
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -79,532)
11,777 -2,803 -52,634 -37,015 -19,434 -77,871 -74,870 -1,661 -4,662
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
23.5 10.4 29.7 38.7 49.9 91.9 90.0 8.1 10.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
172 133 202 123 147 397 392
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 375,540
COMMITMENTS
70,745 119,808 65,629 204,949 149,049 341,323 334,486 34,216 41,054
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -29,148)
4,082 -3,481 -13,766 -21,236 -5,941 -30,921 -23,188 1,772 -5,960
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.8 31.9 17.5 54.6 39.7 90.9 89.1 9.1 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 264)
67 89 86 76 79 189 220
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 827,042
COMMITMENTS
107,838 81,988 59,287 487,237 511,790 654,362 653,065 172,679 173,977
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -40,418)
26,263 4,622 -33,682 -30,551 -4,228 -37,971 -33,289 -2,447 -7,129
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.0 9.9 7.2 58.9 61.9 79.1 79.0 20.9 21.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
36 38 39 89 90 148 144
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 397,611
COMMITMENTS
34,310 47,549 2,774 279,974 287,888 317,058 338,211 80,553 59,400
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 73)
4,638 587 -107 -4,579 -1,554 -48 -1,073 121 1,146
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.6 12.0 0.7 70.4 72.4 79.7 85.1 20.3 14.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
10 7 5 34 38 46 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,245
COMMITMENTS
1,166 1,183 286 8,194 8,390 9,646 9,859 599 386
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 107)
46 255 100 -64 -80 82 275 25 -168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.4 11.5 2.8 80.0 81.9 94.2 96.2 5.8 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
8 5 4 22 27 34 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 292,184
COMMITMENTS
76,664 42,254 40,515 131,760 179,296 248,940 262,065 43,245 30,120
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -6,031)
4,244 -51 -7,069 -5,109 6,688 -7,933 -432 1,902 -5,599
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
26.2 14.5 13.9 45.1 61.4 85.2 89.7 14.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 245)
78 45 70 88 84 204 174
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 12,289
COMMITMENTS
1,990 5,063 653 7,185 4,749 9,828 10,465 2,461 1,824
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -2,620)
-229 366 -1,269 -1,309 -1,703 -2,806 -2,607 186 -14
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.2 41.2 5.3 58.5 38.6 80.0 85.2 20.0 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
17 21 11 24 15 49 39
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,070,985
COMMITMENTS
299,803 205,574 82,534 554,582 697,108 936,919 985,216 134,066 85,770
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 59,895)
27,794 27,419 9,615 29,224 23,616 66,632 60,650 -6,737 -755
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.0 19.2 7.7 51.8 65.1 87.5 92.0 12.5 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 212)
55 31 29 87 92 151 143
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,700,606
COMMITMENTS
475,035 279,085 310,429 1571295 1720832 2356759 2310346 343,847 390,260
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -211,129)
15,129 1,270 -100,479 -126,181 -109,737 -211,531 -208,946 402 -2,183
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 10.3 11.5 58.2 63.7 87.3 85.5 12.7 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 326)
61 72 76 149 176 256 278
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,149,505
COMMITMENTS
434,839 163,384 192,395 1228200 1524518 1855435 1880296 294,071 269,209
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 62,357)
22,938 17,360 -445 21,018 44,576 43,511 61,491 18,846 866
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 7.6 9.0 57.1 70.9 86.3 87.5 13.7 12.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
46 38 42 86 113 154 171
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 373,655
COMMITMENTS
17,648 38,121 73,865 260,486 225,956 351,999 337,942 21,656 35,713
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 10,250)
979 2,345 16,947 -4,824 -6,628 13,101 12,663 -2,851 -2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.7 10.2 19.8 69.7 60.5 94.2 90.4 5.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
7 19 19 32 40 54 64
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 63,257
COMMITMENTS
23,536 4,119 1,076 29,314 48,423 53,925 53,618 9,331 9,639
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 1,564)
-1,966 507 16 3,103 359 1,152 882 412 683
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 6.5 1.7 46.3 76.6 85.2 84.8 14.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 16 8 38 27 80 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 126,514
COMMITMENTS
47,071 8,238 2,152 58,628 96,846 107,851 107,236 18,663 19,277
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 3,129)
-3,933 1,014 32 6,205 718 2,304 1,764 824 1,365
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
37.2 6.5 1.7 46.3 76.6 85.2 84.8 14.8 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 109)
38 16 8 38 27 80 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,102
COMMITMENTS
7,861 8,732 1,002 1,102 366 9,965 10,100 137 2
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -382)
-389 -328 -43 48 12 -384 -359 2 -23
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
77.8 86.4 9.9 10.9 3.6 98.6 100.0 1.4 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
13 7 3 3 1 18 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,741
COMMITMENTS
597 5,064 37 7,987 3,505 8,621 8,606 120 135
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 21)
65 501 0 -45 -478 20 23 1 -2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.8 57.9 0.4 91.4 40.1 98.6 98.5 1.4 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
6 7 2 3 8 11 15
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,546
COMMITMENTS
5,345 3,083 37 13,133 15,268 18,515 18,388 31 158
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: 173)
719 93 -28 -532 83 159 148 14 25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
28.8 16.6 0.2 70.8 82.3 99.8 99.1 0.2 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
3 7 2 8 10 12 18
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,291
COMMITMENTS
603 1,538 606 11,068 9,759 12,277 11,903 14 388
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -383)
-152 -407 106 -338 -82 -384 -383 1 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
4.9 12.5 4.9 90.0 79.4 99.9 96.8 0.1 3.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
2 3 3 4 11 7 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 04/30/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,495
COMMITMENTS
684 1,331 0 2,700 2,104 3,384 3,435 111 60
CHANGES FROM 04/23/13 (CHANGE IN OPEN INTEREST: -208)
-2 -135 0 -190 -84 -192 -219 -16 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 38.1 0.0 77.3 60.2 96.8 98.3 3.2 1.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
6 4 0 4 7 10 11
Updated May 3, 2013