WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 472,278
COMMITMENTS
108,817 129,700 81,032 247,331 208,830 437,180 419,562 35,098 52,716
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 15,944)
2,426 -144 8,270 2,337 5,682 13,033 13,808 2,911 2,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.0 27.5 17.2 52.4 44.2 92.6 88.8 7.4 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 387)
121 126 112 91 111 272 299
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,148,434
COMMITMENTS
345,549 124,689 162,589 504,231 655,252 1012369 942,530 136,065 205,904
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 20,251)
4,702 18,688 1,396 7,196 -785 13,294 19,299 6,957 952
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.1 10.9 14.2 43.9 57.1 88.2 82.1 11.8 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 701)
166 139 176 224 323 477 570
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,637
COMMITMENTS
1,686 2,008 390 6,389 6,890 8,465 9,288 2,172 1,349
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 916)
128 747 193 434 -331 755 609 161 307
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.9 18.9 3.7 60.1 64.8 79.6 87.3 20.4 12.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
10 12 5 16 11 30 26
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 539,444
COMMITMENTS
157,182 76,302 80,971 247,036 323,035 485,189 480,308 54,255 59,136
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -6,831)
-15,861 12,487 7,397 3,188 -29,264 -5,276 -9,380 -1,555 2,549
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 14.1 15.0 45.8 59.9 89.9 89.0 10.1 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 443)
141 129 145 112 135 332 348
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 303,230
COMMITMENTS
68,378 95,716 40,867 164,351 132,095 273,596 268,678 29,634 34,552
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -2,295)
2,783 -6,011 -6,432 1,632 8,591 -2,017 -3,852 -278 1,557
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 31.6 13.5 54.2 43.6 90.2 88.6 9.8 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
64 91 80 64 57 181 193
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 544,064
COMMITMENTS
49,035 56,484 2,808 357,100 333,070 408,943 392,362 135,121 151,702
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 1,369)
-3,042 4,842 -472 -2,592 -12,891 -6,106 -8,521 7,475 9,890
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.0 10.4 0.5 65.6 61.2 75.2 72.1 24.8 27.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 144)
29 23 12 58 67 92 97
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 351,274
COMMITMENTS
19,741 44,412 3,164 260,156 247,858 283,061 295,434 68,213 55,840
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 2,719)
-1,939 -210 301 1,464 -302 -174 -211 2,893 2,930
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 12.6 0.9 74.1 70.6 80.6 84.1 19.4 15.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 62)
7 5 4 29 37 39 43
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,322
COMMITMENTS
1,256 762 958 6,679 7,347 8,893 9,067 429 255
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 740)
159 158 234 514 404 907 796 -167 -56
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.5 8.2 10.3 71.6 78.8 95.4 97.3 4.6 2.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 42)
7 6 7 21 22 33 32
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 231,380
COMMITMENTS
70,312 28,657 23,142 99,947 154,103 193,401 205,902 37,979 25,478
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 19,062)
6,604 7,134 -1,536 15,366 9,683 20,434 15,281 -1,372 3,781
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.4 12.4 10.0 43.2 66.6 83.6 89.0 16.4 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
74 41 51 74 64 176 136
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,463
COMMITMENTS
2,984 5,416 157 8,576 7,114 11,717 12,687 2,746 1,776
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 203)
-8 519 -147 375 -179 220 193 -17 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.6 37.4 1.1 59.3 49.2 81.0 87.7 19.0 12.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 72)
24 15 7 27 14 53 34
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 962,831
COMMITMENTS
280,994 151,374 22,133 543,953 707,030 847,080 880,537 115,751 82,294
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -71,492)
-56,826 -22,901 -292 -3,630 -55,872 -60,748 -79,065 -10,744 7,573
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.2 15.7 2.3 56.5 73.4 88.0 91.5 12.0 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
48 33 12 94 86 146 127
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,715,600
COMMITMENTS
292,153 247,347 44,085 1125279 1057870 1461517 1349302 254,083 366,298
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 97,917)
-28,446 5,675 7,574 133,922 30,660 113,050 43,909 -15,133 54,008
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
17.0 14.4 2.6 65.6 61.7 85.2 78.6 14.8 21.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 267)
48 60 34 100 125 169 198
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,511,744
COMMITMENTS
178,653 182,825 28,329 1103243 1055772 1310225 1266926 201,519 244,818
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -16,115)
-7,221 -1,503 9,036 -11,527 -24,705 -9,712 -17,172 -6,403 1,057
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
11.8 12.1 1.9 73.0 69.8 86.7 83.8 13.3 16.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 202)
37 33 16 85 99 131 139
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 357,487
COMMITMENTS
31,891 35,290 63,028 245,176 229,289 340,095 327,607 17,392 29,880
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -89,682)
-35,763 -8,209 2,605 -57,103 -81,813 -90,261 -87,417 579 -2,265
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
8.9 9.9 17.6 68.6 64.1 95.1 91.6 4.9 8.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
13 18 23 37 38 61 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 46,682
COMMITMENTS
12,463 3,591 0 26,233 39,017 38,696 42,607 7,987 4,075
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -123)
-1,187 -1,194 -158 577 394 -768 -959 645 836
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.7 0.0 56.2 83.6 82.9 91.3 17.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 11 0 30 24 60 35
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 93,364
COMMITMENTS
24,926 7,181 0 52,465 78,033 77,391 85,214 15,973 8,150
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -246)
-2,374 -2,388 -316 1,154 787 -1,536 -1,917 1,290 1,671
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.7 7.7 0.0 56.2 83.6 82.9 91.3 17.1 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 89)
30 11 0 30 24 60 35
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 8,638
COMMITMENTS
630 4,703 0 7,892 3,878 8,522 8,581 116 57
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: -352)
-339 -233 0 -8 -103 -347 -336 -5 -16
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.3 54.4 0.0 91.4 44.9 98.7 99.3 1.3 0.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 7 0 3 11 7 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 01/08/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 7,812
COMMITMENTS
373 1,307 0 7,303 6,445 7,676 7,752 136 60
CHANGES FROM 12/31/12 (CHANGE IN OPEN INTEREST: 8)
17 -32 0 5 7 22 -25 -14 33
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.8 16.7 0.0 93.5 82.5 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 0 3 12 6 16
Updated January 15, 2013