WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 403,380
COMMITMENTS
116,137 139,819 67,953 187,572 148,074 371,662 355,846 31,718 47,534
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -9,503)
681 7,628 -7,446 -4,213 -7,801 -10,978 -7,619 1,475 -1,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 34.7 16.8 46.5 36.7 92.1 88.2 7.9 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 372)
96 142 106 77 111 245 298
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,144,874
COMMITMENTS
351,520 209,247 157,108 503,533 548,682 1012161 915,037 132,713 229,837
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 1,347)
14,699 4,852 -744 -8,492 -12,929 5,463 -8,821 -4,116 10,168
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 18.3 13.7 44.0 47.9 88.4 79.9 11.6 20.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 715)
171 167 196 216 292 511 561
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 8,980
COMMITMENTS
3,719 2,148 45 3,229 6,044 6,993 8,237 1,987 743
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 31)
311 452 28 -183 -333 156 147 -125 -116
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
41.4 23.9 0.5 36.0 67.3 77.9 91.7 22.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
19 6 4 11 12 33 19
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 564,454
COMMITMENTS
184,009 112,374 71,513 254,527 312,649 510,049 496,536 54,405 67,918
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 27,948)
16,527 6,849 7,486 563 10,723 24,576 25,058 3,372 2,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.6 19.9 12.7 45.1 55.4 90.4 88.0 9.6 12.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 473)
158 141 159 117 133 376 354
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 342,662
COMMITMENTS
78,528 113,658 47,587 182,204 143,310 308,319 304,555 34,343 38,107
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,551)
4,525 -7,693 3,508 -10,211 4,955 -2,178 770 627 -2,321
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 33.2 13.9 53.2 41.8 90.0 88.9 10.0 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 276)
81 83 84 75 72 197 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 662,478
COMMITMENTS
80,668 66,030 18,112 421,110 411,305 519,890 495,447 142,588 167,031
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -21,660)
-10,299 -17,448 6,118 -1,788 -17,317 -5,969 -28,647 -15,691 6,987
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 10.0 2.7 63.6 62.1 78.5 74.8 21.5 25.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 176)
31 35 20 79 85 121 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 396,689
COMMITMENTS
24,203 47,786 5,851 294,018 289,746 324,072 343,383 72,617 53,306
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -3,400)
-6,094 454 3,467 4,423 -5,357 1,796 -1,436 -5,196 -1,964
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.1 12.0 1.5 74.1 73.0 81.7 86.6 18.3 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 74)
7 8 5 42 45 53 54
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,994
COMMITMENTS
1,787 298 713 6,842 8,605 9,342 9,616 652 378
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -122)
447 -251 46 -600 29 -107 -176 -15 54
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.9 3.0 7.1 68.5 86.1 93.5 96.2 6.5 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 6 5 23 25 37 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 256,827
COMMITMENTS
83,543 33,318 24,627 107,026 173,810 215,196 231,755 41,631 25,072
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 554)
4,140 -6,643 4,526 -9,009 5,683 -343 3,566 897 -3,012
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 13.0 9.6 41.7 67.7 83.8 90.2 16.2 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 235)
79 44 68 78 71 192 160
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 11,563
COMMITMENTS
2,140 5,273 150 6,685 4,544 8,975 9,967 2,588 1,596
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -74)
-24 -86 6 -304 -49 -322 -129 248 55
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
18.5 45.6 1.3 57.8 39.3 77.6 86.2 22.4 13.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
20 16 5 23 12 44 33
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 927,590
COMMITMENTS
244,058 208,874 33,163 518,652 601,444 795,873 843,481 131,717 84,109
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -19,624)
-18,190 -9,948 924 1,752 -1,010 -15,514 -10,034 -4,110 -9,590
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.3 22.5 3.6 55.9 64.8 85.8 90.9 14.2 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
42 38 20 87 94 136 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,331,523
COMMITMENTS
366,063 377,216 103,308 1546837 1457150 2016208 1937674 315,315 393,849
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 60,017)
-64,417 -15,308 16,327 102,047 35,356 53,957 36,375 6,060 23,642
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.7 16.2 4.4 66.3 62.5 86.5 83.1 13.5 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 314)
46 78 47 116 160 191 256
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,794,835
COMMITMENTS
342,190 223,732 26,814 1184560 1278679 1553564 1529225 241,271 265,610
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -82,449)
-54,786 -18,063 129 -1,870 -83,202 -56,527 -101,136 -25,922 18,687
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 12.5 1.5 66.0 71.2 86.6 85.2 13.4 14.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 217)
42 41 30 88 104 144 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 327,909
COMMITMENTS
17,166 29,124 69,688 220,185 193,801 307,039 292,613 20,870 35,296
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: 2,325)
4,744 -4,232 2,295 -6,386 6,542 653 4,605 1,672 -2,280
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 8.9 21.3 67.1 59.1 93.6 89.2 6.4 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
11 14 18 30 38 52 60
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,879
COMMITMENTS
22,570 4,765 198 27,761 44,734 50,528 49,697 9,352 10,183
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -301)
-1,193 -180 186 252 -1,146 -755 -1,140 454 839
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 8.0 0.3 46.4 74.7 84.4 83.0 15.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 14 4 38 31 74 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 119,758
COMMITMENTS
45,139 9,530 395 55,521 89,468 101,055 99,393 18,703 20,365
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -602)
-2,385 -359 372 503 -2,292 -1,510 -2,279 908 1,677
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
37.7 8.0 0.3 46.4 74.7 84.4 83.0 15.6 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
36 14 4 38 31 74 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,115
COMMITMENTS
7,818 8,681 1,085 1,082 327 9,985 10,093 130 22
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -18)
58 -156 133 -203 5 -12 -18 -6 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
77.3 85.8 10.7 10.7 3.2 98.7 99.8 1.3 0.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
11 7 3 2 1 15 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,760
COMMITMENTS
889 4,771 44 7,706 3,819 8,639 8,634 121 126
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -7)
289 45 0 -287 -27 2 18 -9 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.1 54.5 0.5 88.0 43.6 98.6 98.6 1.4 1.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
6 9 2 3 7 11 16
10 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246605
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 18,504
COMMITMENTS
2,706 3,193 2,092 13,699 13,119 18,497 18,404 7 100
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -1,093)
-2,521 19 2,059 -584 -3,161 -1,046 -1,083 -47 -10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.6 17.3 11.3 74.0 70.9 100.0 99.5 0.0 0.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 29)
5 6 2 9 10 15 17
5 YEAR DELIVERABLE IR SWAP - CHICAGO BOARD OF TRADE Code-246606
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(NOTIONAL VALUE OF $100,000) OPEN INTEREST: 12,149
COMMITMENTS
629 2,064 500 11,002 9,497 12,131 12,061 18 88
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -142)
26 526 -106 -66 -262 -146 158 4 -300
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 17.0 4.1 90.6 78.2 99.9 99.3 0.1 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
1 5 1 4 10 5 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 05/14/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 3,434
COMMITMENTS
841 724 0 2,432 2,657 3,273 3,381 161 53
CHANGES FROM 05/07/13 (CHANGE IN OPEN INTEREST: -61)
157 -607 0 -268 553 -111 -54 50 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.5 21.1 0.0 70.8 77.4 95.3 98.5 4.7 1.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 20)
5 5 0 3 8 8 13
Updated May 17, 2013