WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 440,870
COMMITMENTS
111,271 121,373 71,009 225,556 196,451 407,836 388,833 33,034 52,037
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 6)
-2,935 14,205 -8,314 15,598 -4,809 4,349 1,082 -4,343 -1,076
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
25.2 27.5 16.1 51.2 44.6 92.5 88.2 7.5 11.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 359)
114 112 105 88 107 259 276
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,153,532
COMMITMENTS
387,121 102,754 144,426 485,210 703,692 1016757 950,872 136,775 202,660
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -39,913)
-16,570 21,673 -10,290 -14,834 -51,373 -41,694 -39,990 1,781 77
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 8.9 12.5 42.1 61.0 88.1 82.4 11.9 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 709)
184 123 158 202 342 462 564
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,051
COMMITMENTS
3,448 1,288 84 5,274 8,722 8,806 10,094 2,245 957
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 139)
79 110 31 162 23 272 164 -133 -25
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.2 11.7 0.8 47.7 78.9 79.7 91.3 20.3 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 52)
21 9 3 15 13 37 25
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 611,685
COMMITMENTS
197,452 59,989 89,181 257,079 392,692 543,712 541,862 67,973 69,823
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 12,353)
7,706 1,714 -4,359 4,858 12,585 8,205 9,940 4,148 2,413
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 9.8 14.6 42.0 64.2 88.9 88.6 11.1 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 457)
160 107 178 129 149 378 371
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 318,356
COMMITMENTS
65,623 93,542 55,556 165,589 134,449 286,768 283,547 31,588 34,809
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 7,348)
1,574 5,212 4,084 3,261 548 8,919 9,844 -1,571 -2,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 29.4 17.5 52.0 42.2 90.1 89.1 9.9 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 271)
69 89 94 70 61 197 211
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 576,277
COMMITMENTS
83,591 71,426 5,359 352,748 354,776 441,698 431,561 134,579 144,716
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -26,693)
-3,879 16,386 -6,928 -1,492 -38,078 -12,299 -28,620 -14,394 1,927
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 12.4 0.9 61.2 61.6 76.6 74.9 23.4 25.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 170)
38 29 12 68 75 115 107
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,279
COMMITMENTS
21,827 50,574 2,891 276,737 252,627 301,455 306,092 63,824 59,187
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -5,211)
-4,610 -146 257 2,751 -6,764 -1,602 -6,653 -3,609 1,442
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.0 13.8 0.8 75.8 69.2 82.5 83.8 17.5 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 4 30 37 41 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,780
COMMITMENTS
710 558 1,190 5,981 6,555 7,881 8,303 899 477
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -958)
-517 -282 -538 -121 -247 -1,176 -1,067 218 109
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.1 6.4 13.6 68.1 74.7 89.8 94.6 10.2 5.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 36)
4 4 6 19 20 29 27
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 237,209
COMMITMENTS
76,030 21,084 26,860 88,794 167,053 191,684 214,997 45,525 22,212
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 14,349)
5,187 -612 5,883 3,011 10,548 14,081 15,819 268 -1,470
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 8.9 11.3 37.4 70.4 80.8 90.6 19.2 9.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 201)
71 34 49 70 70 168 135
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,150
COMMITMENTS
3,475 4,130 594 8,171 8,386 12,240 13,110 2,910 2,040
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 212)
-22 -380 -29 428 311 377 -98 -165 310
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.9 27.3 3.9 53.9 55.4 80.8 86.5 19.2 13.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 68)
21 13 6 27 16 50 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,057,716
COMMITMENTS
365,711 197,089 21,160 541,324 760,734 928,195 978,983 129,521 78,733
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 72,922)
90,815 -17,416 -3,618 -10,890 99,284 76,307 78,250 -3,385 -5,328
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.6 18.6 2.0 51.2 71.9 87.8 92.6 12.2 7.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 222)
52 34 14 98 88 156 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,698,628
COMMITMENTS
327,897 260,755 40,062 1047722 1086201 1415681 1387018 282,947 311,610
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -29,361)
-27,452 42,385 -6,515 31,398 -71,258 -2,569 -35,388 -26,792 6,027
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 15.4 2.4 61.7 63.9 83.3 81.7 16.7 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 262)
45 54 25 102 128 162 192
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,461,674
COMMITMENTS
238,337 172,330 18,998 971,492 1023527 1228827 1214855 232,847 246,819
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -22,675)
-45,474 -206 -1,125 36,847 -33,062 -9,752 -34,393 -12,923 11,718
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.3 11.8 1.3 66.5 70.0 84.1 83.1 15.9 16.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 192)
36 31 13 81 95 123 133
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 432,669
COMMITMENTS
69,798 52,594 56,835 285,928 293,778 412,561 403,207 20,108 29,462
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 88,656)
49,971 6,348 6,211 35,279 82,992 91,461 95,551 -2,805 -6,895
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.1 12.2 13.1 66.1 67.9 95.4 93.2 4.6 6.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 81)
22 12 26 39 39 68 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 77,875
COMMITMENTS
14,859 1,962 6,610 46,613 63,046 68,081 71,617 9,794 6,258
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 27,210)
1,912 -5,753 6,462 16,851 26,322 25,225 27,031 1,986 180
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.1 2.5 8.5 59.9 81.0 87.4 92.0 12.6 8.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
34 6 12 44 33 81 50
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 16,318
COMMITMENTS
7,192 79 323 7,696 14,745 15,211 15,147 1,107 1,171
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
44.1 0.5 2.0 47.2 90.4 93.2 92.8 6.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 1 3 7 11 15 14
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,113
COMMITMENTS
26,318 14,750 1,589 77,833 96,601 105,740 112,940 17,373 10,173
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 21,784)
424 -679 1,293 18,310 23,153 20,027 23,767 1,757 -1,983
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.4 12.0 1.3 63.2 78.5 85.9 91.7 14.1 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 92)
29 11 9 41 31 73 48
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,770
COMMITMENTS
812 4,774 0 7,823 3,944 8,635 8,718 135 52
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -4,583)
-1,591 -125 -311 -2,580 -4,103 -4,482 -4,539 -101 -44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.3 54.4 0.0 89.2 45.0 98.5 99.4 1.5 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 27)
7 7 0 3 10 10 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/18/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,209
COMMITMENTS
1,026 1,306 0 6,999 6,874 8,025 8,180 184 29
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -4,486)
130 -71 -593 -4,023 -3,780 -4,486 -4,444 0 -42
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.5 15.9 0.0 85.3 83.7 97.8 99.6 2.2 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
5 4 0 4 12 9 16
Updated December 21, 2012