WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 528,529
COMMITMENTS
106,703 116,923 133,828 250,411 221,977 490,942 472,727 37,587 55,802
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 11,689)
-4,505 13,663 541 19,608 -1,913 15,644 12,291 -3,955 -602
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.2 22.1 25.3 47.4 42.0 92.9 89.4 7.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
123 137 144 102 114 304 322
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,533,350
COMMITMENTS
333,679 113,537 406,092 626,223 778,194 1365994 1297823 167,356 235,527
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -16,890)
-30,843 20,157 10,221 -785 -48,560 -21,406 -18,182 4,516 1,292
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.8 7.4 26.5 40.8 50.8 89.1 84.6 10.9 15.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 751)
178 167 221 249 369 540 652
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 11,703
COMMITMENTS
3,425 1,293 512 5,494 8,901 9,431 10,706 2,272 998
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 196)
52 157 50 230 11 332 218 -136 -21
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.3 11.0 4.4 46.9 76.1 80.6 91.5 19.4 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 53)
21 11 9 17 13 44 27
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 875,152
COMMITMENTS
190,256 47,166 305,852 303,302 444,926 799,409 797,944 75,743 77,208
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 16,662)
8,554 3,805 -497 5,185 11,897 13,241 15,204 3,421 1,458
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 5.4 34.9 34.7 50.8 91.3 91.2 8.7 8.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 501)
194 124 231 141 159 436 429
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 368,699
COMMITMENTS
60,439 93,546 89,642 185,512 149,546 335,593 332,734 33,105 35,965
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 8,318)
2,863 4,741 4,179 2,953 2,031 9,995 10,951 -1,677 -2,633
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.4 25.4 24.3 50.3 40.6 91.0 90.2 9.0 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 278)
61 100 103 76 71 206 230
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 692,618
COMMITMENTS
70,687 68,460 68,343 396,713 391,031 535,743 527,834 156,876 164,785
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -280)
-12,047 14,516 13,355 6,520 -33,541 7,828 -5,670 -8,108 5,390
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
10.2 9.9 9.9 57.3 56.5 77.4 76.2 22.6 23.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 175)
32 40 46 81 84 144 139
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 366,573
COMMITMENTS
21,827 50,479 3,034 276,737 252,627 301,598 306,140 64,975 60,433
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -4,241)
-4,610 -239 391 2,751 -6,764 -1,468 -6,612 -2,773 2,371
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.0 13.8 0.8 75.5 68.9 82.3 83.5 17.7 16.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 6 5 30 37 42 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 285,846
COMMITMENTS
69,637 19,821 62,045 105,796 180,562 237,477 262,428 48,368 23,417
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 15,647)
4,779 -1,892 7,680 3,175 11,476 15,633 17,264 14 -1,617
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.4 6.9 21.7 37.0 63.2 83.1 91.8 16.9 8.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 205)
72 35 55 73 76 175 145
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 15,751
COMMITMENTS
3,413 4,105 950 8,391 8,588 12,754 13,643 2,997 2,108
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 156)
-142 -365 10 498 213 367 -141 -211 297
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.7 26.1 6.0 53.3 54.5 81.0 86.6 19.0 13.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 70)
21 15 7 29 18 54 37
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,135,207
COMMITMENTS
356,243 204,157 76,714 571,075 774,711 1004032 1055582 131,175 79,625
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 58,966)
86,989 -22,924 -10,611 -11,649 98,572 64,730 65,038 -5,764 -6,072
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
31.4 18.0 6.8 50.3 68.2 88.4 93.0 11.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
46 41 29 103 97 164 152
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 2,191,607
COMMITMENTS
332,151 253,127 266,879 1276281 1316598 1875311 1836604 316,297 355,003
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 127,013)
-22,940 58,969 39,114 126,112 6,909 142,285 104,992 -15,272 22,021
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.5 12.2 58.2 60.1 85.6 83.8 14.4 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 273)
44 62 69 133 145 216 237
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,585,713
COMMITMENTS
244,507 171,576 99,973 1001198 1055844 1345677 1327393 240,036 258,320
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: -54,085)
-37,712 12,819 -42,358 37,922 -41,254 -42,148 -70,793 -11,937 16,708
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.4 10.8 6.3 63.1 66.6 84.9 83.7 15.1 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 194)
35 33 33 88 102 138 153
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 443,138
COMMITMENTS
67,344 52,073 66,320 289,254 295,176 422,919 413,569 20,219 29,570
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 89,103)
49,543 6,165 6,791 35,565 83,053 91,900 96,009 -2,797 -6,907
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
15.2 11.8 15.0 65.3 66.6 95.4 93.3 4.6 6.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 84)
20 15 28 41 42 71 76
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 79,946
COMMITMENTS
15,664 1,970 6,875 47,400 64,264 69,938 73,108 10,008 6,838
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 27,474)
2,722 -5,125 5,839 16,931 26,520 25,493 27,234 1,982 240
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 2.5 8.6 59.3 80.4 87.5 91.4 12.5 8.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 97)
33 9 14 45 34 84 53
DOW JONES INDUSTRIAL AVERAGE - CHICAGO BOARD OF TRADE Code-124601
OPTION AND FUTURES COMBINED 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: 16,356
COMMITMENTS
7,207 79 338 7,696 14,745 15,241 15,162 1,116 1,195
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: .)
. . . . . . . . .
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
44.1 0.5 2.1 47.1 90.1 93.2 92.7 6.8 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
7 1 5 7 11 15 16
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 127,179
COMMITMENTS
26,352 13,220 3,636 79,407 99,037 109,394 115,893 17,785 11,286
CHANGES FROM 12/11/12 (CHANGE IN OPEN INTEREST: 22,236)
469 -969 1,565 18,470 23,549 20,504 24,145 1,732 -1,909
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.7 10.4 2.9 62.4 77.9 86.0 91.1 14.0 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 94)
30 12 14 42 32 79 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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