WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 456,334
COMMITMENTS
106,391 129,844 72,762 244,994 203,148 424,147 405,754 32,187 50,580
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 7,784)
39 3,933 -2,109 8,534 5,527 6,464 7,351 1,320 433
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 28.5 15.9 53.7 44.5 92.9 88.9 7.1 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 365)
111 114 96 94 115 254 283
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,128,183
COMMITMENTS
340,847 106,001 161,193 497,035 656,037 999,075 923,231 129,108 204,952
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -9,401)
-12,592 -3,786 8,421 -4,985 -10,592 -9,156 -5,957 -245 -3,444
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.2 9.4 14.3 44.1 58.1 88.6 81.8 11.4 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 696)
169 129 155 221 332 466 556
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 9,721
COMMITMENTS
1,558 1,261 197 5,955 7,221 7,710 8,679 2,011 1,042
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -319)
-297 -1 14 260 -506 -23 -493 -296 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.0 13.0 2.0 61.3 74.3 79.3 89.3 20.7 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
12 9 4 16 11 31 23
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 546,275
COMMITMENTS
173,043 63,815 73,574 243,848 352,299 490,465 489,688 55,810 56,587
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -23,694)
-5,878 -493 -3,958 -10,997 -13,191 -20,833 -17,642 -2,861 -6,052
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.7 11.7 13.5 44.6 64.5 89.8 89.6 10.2 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 415)
137 101 144 118 136 331 327
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 305,525
COMMITMENTS
65,595 101,727 47,299 162,719 123,504 275,613 272,530 29,912 32,995
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -8,712)
383 -2,852 -3,283 -6,052 -2,387 -8,952 -8,522 240 -190
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.5 33.3 15.5 53.3 40.4 90.2 89.2 9.8 10.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
65 94 85 65 56 186 196
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 542,695
COMMITMENTS
52,077 51,642 3,280 359,692 345,961 415,049 400,883 127,646 141,812
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 842)
-3,044 1,226 -1,710 9,989 12,659 5,235 12,175 -4,393 -11,333
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.6 9.5 0.6 66.3 63.7 76.5 73.9 23.5 26.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 152)
26 29 11 59 76 92 109
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 348,555
COMMITMENTS
21,680 44,622 2,863 258,692 248,160 283,235 295,645 65,320 52,910
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -6,980)
2 -1,927 -48 -8,345 -4,524 -8,391 -6,499 1,411 -481
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.2 12.8 0.8 74.2 71.2 81.3 84.8 18.7 15.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 2 28 38 37 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 8,582
COMMITMENTS
1,097 604 724 6,165 6,943 7,986 8,271 596 311
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -42)
-100 52 -196 597 468 301 324 -343 -366
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.8 7.0 8.4 71.8 80.9 93.1 96.4 6.9 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 38)
5 5 6 20 21 30 29
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 212,318
COMMITMENTS
63,708 21,523 24,678 84,581 144,420 172,967 190,621 39,351 21,697
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -4,805)
-2,662 854 2,624 -2,041 -10,123 -2,079 -6,645 -2,726 1,840
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.0 10.1 11.6 39.8 68.0 81.5 89.8 18.5 10.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 187)
57 37 43 69 64 155 124
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,260
COMMITMENTS
2,992 4,897 304 8,201 7,293 11,497 12,494 2,763 1,766
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,051)
-155 560 -247 -388 -1,331 -790 -1,018 -261 -33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.0 34.3 2.1 57.5 51.1 80.6 87.6 19.4 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 66)
21 13 5 25 14 48 30
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,034,323
COMMITMENTS
337,820 174,275 22,425 547,583 762,902 907,828 959,602 126,495 74,721
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -8,532)
10,117 2,856 -149 -14,112 -5,196 -4,144 -2,489 -4,388 -6,043
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 16.8 2.2 52.9 73.8 87.8 92.8 12.2 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
53 33 13 93 89 151 130
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,617,683
COMMITMENTS
320,599 241,672 36,511 991,357 1027210 1348467 1305393 269,216 312,290
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 12,940)
11,134 6,358 -267 4,396 6,708 15,263 12,799 -2,323 141
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.8 14.9 2.3 61.3 63.5 83.4 80.7 16.6 19.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 246)
36 52 21 100 121 149 181
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,527,859
COMMITMENTS
185,874 184,328 19,293 1114770 1080477 1319937 1284098 207,922 243,761
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -12,554)
-13,937 -6,154 -4,539 1,047 8,791 -17,429 -1,902 4,875 -10,652
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
12.2 12.1 1.3 73.0 70.7 86.4 84.0 13.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
29 37 13 76 102 112 145
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 447,169
COMMITMENTS
67,654 43,499 60,423 302,279 311,102 430,356 415,024 16,813 32,145
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 7,872)
-3,852 -8,210 3,562 7,838 11,377 7,548 6,729 324 1,143
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.1 9.7 13.5 67.6 69.6 96.2 92.8 3.8 7.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 80)
16 16 25 39 39 66 71
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,805
COMMITMENTS
13,650 4,785 158 25,656 38,623 39,464 43,566 7,342 3,240
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,248)
277 1,512 106 -1,119 -2,298 -736 -680 -512 -568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 10.2 0.3 54.8 82.5 84.3 93.1 15.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 13 1 34 23 65 37
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,610
COMMITMENTS
27,300 9,569 316 51,311 77,246 78,927 87,131 14,683 6,479
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,496)
553 3,023 212 -2,237 -4,595 -1,472 -1,360 -1,024 -1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 10.2 0.3 54.8 82.5 84.3 93.1 15.7 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 95)
31 13 1 34 23 65 37
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,990
COMMITMENTS
969 4,936 0 7,900 3,981 8,869 8,917 121 73
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -14)
-21 22 0 9 -38 -12 -16 -2 2
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.8 54.9 0.0 87.9 44.3 98.7 99.2 1.3 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
5 7 0 3 10 8 17
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 12/31/12 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,804
COMMITMENTS
356 1,339 0 7,298 6,438 7,654 7,777 150 27
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -388)
-331 63 0 -27 -444 -358 -381 -30 -7
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 17.2 0.0 93.5 82.5 98.1 99.7 1.9 0.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
2 6 0 3 12 5 18
Updated January 4, 2013