WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED 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: 548,370
COMMITMENTS
103,559 122,986 137,257 271,016 233,971 511,831 494,213 36,539 54,157
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 15,946)
-315 3,961 3,232 11,400 8,339 14,317 15,532 1,629 414
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.9 22.4 25.0 49.4 42.7 93.3 90.1 6.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 395)
124 126 135 105 126 292 329
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED 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: 1,528,736
COMMITMENTS
305,249 123,072 427,612 636,083 740,038 1368944 1290722 159,792 238,014
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 9,538)
-6,222 -1,708 16,257 -1,869 -2,487 8,166 12,061 1,371 -2,523
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 8.1 28.0 41.6 48.4 89.5 84.4 10.5 15.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 736)
180 153 215 268 363 550 638
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED 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: 10,755
COMMITMENTS
1,062 1,127 1,109 6,510 7,339 8,681 9,575 2,075 1,181
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -132)
-660 -240 404 415 -510 160 -345 -291 213
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.9 10.5 10.3 60.5 68.2 80.7 89.0 19.3 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 8 9 18 12 36 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED 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: 756,932
COMMITMENTS
169,600 52,516 243,711 280,879 397,617 694,191 693,844 62,741 63,088
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -15,752)
-3,416 3,819 -1,721 -8,044 -11,754 -13,181 -9,656 -2,571 -6,095
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.4 6.9 32.2 37.1 52.5 91.7 91.7 8.3 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 455)
165 117 200 128 149 391 384
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED 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: 344,337
COMMITMENTS
63,481 97,991 73,910 175,861 138,375 313,252 310,277 31,085 34,060
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -8,827)
363 -2,921 -3,117 -6,206 -2,816 -8,960 -8,853 133 26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
18.4 28.5 21.5 51.1 40.2 91.0 90.1 9.0 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 265)
63 98 95 70 64 195 212
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED 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: 616,161
COMMITMENTS
51,543 51,269 35,701 388,601 372,743 475,845 459,713 140,316 156,449
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 7,446)
-707 1,412 -1,216 12,579 16,660 10,656 16,856 -3,210 -9,410
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
8.4 8.3 5.8 63.1 60.5 77.2 74.6 22.8 25.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 158)
32 27 39 75 84 125 132
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED 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: 349,199
COMMITMENTS
21,680 44,550 2,945 258,692 248,160 283,317 295,655 65,882 53,543
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -6,890)
2 -1,922 -58 -8,345 -4,524 -8,401 -6,504 1,511 -386
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 12.8 0.8 74.1 71.1 81.1 84.7 18.9 15.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
8 5 3 28 38 38 44
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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: 253,318
COMMITMENTS
61,340 20,957 52,370 97,634 156,483 211,344 229,810 41,974 23,508
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -4,017)
-1,873 2,379 1,991 -1,386 -10,480 -1,268 -6,110 -2,749 2,093
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
24.2 8.3 20.7 38.5 61.8 83.4 90.7 16.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 191)
59 37 50 73 71 162 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED 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: 14,783
COMMITMENTS
2,901 4,889 619 8,434 7,449 11,954 12,956 2,829 1,826
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -980)
-275 583 -147 -267 -1,385 -689 -950 -291 -30
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.6 33.1 4.2 57.1 50.4 80.9 87.6 19.1 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
20 16 8 28 16 53 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED 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: 1,100,626
COMMITMENTS
324,645 181,149 64,662 583,123 778,754 972,430 1024565 128,196 76,060
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 1,253)
9,988 5,053 3,588 -7,901 -1,411 5,676 7,230 -4,423 -5,977
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.5 16.5 5.9 53.0 70.8 88.4 93.1 11.6 6.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 224)
48 39 26 99 95 160 147
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED 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: 1,941,520
COMMITMENTS
322,672 230,617 183,597 1143998 1190486 1650267 1604699 291,253 336,821
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 21,711)
16,956 -1,039 4,791 4,549 18,838 26,296 22,589 -4,586 -879
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.6 11.9 9.5 58.9 61.3 85.0 82.7 15.0 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 259)
41 54 59 131 142 207 220
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED 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: 1,625,202
COMMITMENTS
193,212 181,597 77,209 1140120 1115225 1410542 1374030 214,661 251,172
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 3,613)
-13,279 -9,162 4,221 7,722 19,921 -1,336 14,980 4,949 -11,367
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
11.9 11.2 4.8 70.2 68.6 86.8 84.5 13.2 15.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
37 31 30 87 106 133 158
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED 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: 457,281
COMMITMENTS
65,268 42,859 69,797 305,286 312,396 440,351 425,051 16,929 32,230
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: 7,610)
-3,736 -8,397 3,535 7,487 11,347 7,287 6,485 323 1,125
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
14.3 9.4 15.3 66.8 68.3 96.3 93.0 3.7 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
14 19 26 41 42 69 75
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED 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: 48,036
COMMITMENTS
13,940 4,532 606 25,985 39,518 40,531 44,657 7,505 3,379
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -1,219)
317 1,538 103 -1,117 -2,283 -698 -642 -521 -576
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.4 1.3 54.1 82.3 84.4 93.0 15.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 12 6 35 26 69 43
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED 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: 96,072
COMMITMENTS
27,880 9,065 1,212 51,970 79,037 81,062 89,314 15,010 6,758
CHANGES FROM 12/24/12 (CHANGE IN OPEN INTEREST: -2,437)
633 3,075 205 -2,234 -4,565 -1,395 -1,285 -1,042 -1,152
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.0 9.4 1.3 54.1 82.3 84.4 93.0 15.6 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 96)
33 12 6 35 26 69 43
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED 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 TRADER
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
OPTION AND FUTURES COMBINED 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 TRADER
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