WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 490,136
COMMITMENTS
118,765 139,587 105,884 225,471 187,746 450,120 433,217 40,016 56,919
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 22,335)
-2,994 1,175 22,210 726 -5,777 19,942 17,608 2,393 4,727
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 28.5 21.6 46.0 38.3 91.8 88.4 8.2 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 412)
131 135 149 102 113 313 333
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,291,268
COMMITMENTS
371,106 153,870 196,418 577,595 709,648 1145119 1059936 146,149 231,332
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 9,151)
-24,161 13,295 -1,351 37,982 -4,289 12,470 7,655 -3,319 1,496
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.7 11.9 15.2 44.7 55.0 88.7 82.1 11.3 17.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 723)
191 142 207 228 313 527 583
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,762
COMMITMENTS
2,421 1,395 219 5,543 7,862 8,183 9,476 2,579 1,286
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -750)
730 -384 -496 -1,043 356 -809 -524 59 -226
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 13.0 2.0 51.5 73.1 76.0 88.1 24.0 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 44)
17 9 8 14 10 34 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 618,804
COMMITMENTS
200,157 75,072 106,374 251,749 373,502 558,280 554,948 60,524 63,856
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 10,893)
6,326 -5,288 -541 10,579 17,657 16,364 11,828 -5,471 -935
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.3 12.1 17.2 40.7 60.4 90.2 89.7 9.8 10.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 472)
175 117 178 115 133 377 370
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 336,446
COMMITMENTS
74,003 87,080 51,258 172,581 159,810 297,842 298,148 38,604 38,298
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 8,233)
-4,110 5,295 607 13,747 -2,276 10,244 3,626 -2,011 4,607
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.0 25.9 15.2 51.3 47.5 88.5 88.6 11.5 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 256)
67 85 87 72 60 203 187
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 609,123
COMMITMENTS
40,765 64,444 5,344 430,448 359,816 476,557 429,604 132,566 179,519
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 22,672)
9,308 4,082 816 13,797 16,425 23,921 21,323 -1,249 1,349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.7 10.6 0.9 70.7 59.1 78.2 70.5 21.8 29.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 162)
21 31 19 68 86 102 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 366,255
COMMITMENTS
17,125 42,828 3,899 275,471 255,064 296,495 301,791 69,760 64,464
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -5,689)
-1,466 -5,297 674 -3,571 -3,447 -4,363 -8,070 -1,326 2,381
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.7 11.7 1.1 75.2 69.6 81.0 82.4 19.0 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
5 7 4 31 39 39 47
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,442
COMMITMENTS
891 353 629 7,131 8,117 8,651 9,099 791 343
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 389)
-409 94 31 720 290 342 415 47 -26
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 3.7 6.7 75.5 86.0 91.6 96.4 8.4 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
9 6 8 20 27 35 36
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 288,367
COMMITMENTS
88,971 30,531 32,042 123,712 195,305 244,725 257,878 43,642 30,489
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -5,424)
6,364 1,194 -9,262 -2,005 1,293 -4,903 -6,775 -521 1,351
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 10.6 11.1 42.9 67.7 84.9 89.4 15.1 10.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
76 49 60 74 69 185 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,464
COMMITMENTS
3,371 3,545 791 7,493 8,993 11,655 13,329 2,809 1,135
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -23)
46 -934 338 -328 834 56 238 -79 -261
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.3 24.5 5.5 51.8 62.2 80.6 92.2 19.4 7.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
22 15 10 30 15 59 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,033,502
COMMITMENTS
297,265 200,703 50,647 560,872 704,095 908,784 955,445 124,718 78,057
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -23,732)
24,145 -21,204 2,046 -54,238 -1,231 -28,047 -20,389 4,315 -3,343
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
28.8 19.4 4.9 54.3 68.1 87.9 92.4 12.1 7.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
49 39 24 87 101 147 154
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,030,814
COMMITMENTS
312,206 260,657 66,961 1407866 1316420 1787033 1644038 243,781 386,776
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -1,413)
-12,591 -17,234 7,980 10,083 2,866 5,472 -6,388 -6,885 4,975
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.4 12.8 3.3 69.3 64.8 88.0 81.0 12.0 19.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 305)
58 62 49 105 151 190 236
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,594,441
COMMITMENTS
235,955 176,356 39,178 1109889 1113476 1385022 1329010 209,419 265,431
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 27,972)
20,869 3,633 6,316 -6,738 26,649 20,447 36,598 7,525 -8,626
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.8 11.1 2.5 69.6 69.8 86.9 83.4 13.1 16.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 209)
27 43 17 90 108 128 157
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 327,622
COMMITMENTS
20,836 25,276 50,867 238,630 223,720 310,333 299,863 17,289 27,759
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 5,951)
-744 251 3,571 5,014 5,030 7,841 8,852 -1,890 -2,901
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 7.7 15.5 72.8 68.3 94.7 91.5 5.3 8.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
17 14 23 34 38 60 67
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,689
COMMITMENTS
20,017 6,539 80 31,700 48,255 51,796 54,873 9,893 6,816
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 3,080)
699 1,575 49 2,468 1,005 3,216 2,629 -137 451
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 10.6 0.1 51.4 78.2 84.0 89.0 16.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 22 2 39 27 77 49
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,377
COMMITMENTS
40,034 13,077 159 63,399 96,509 103,592 109,745 19,785 13,632
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 6,159)
1,398 3,150 98 4,936 2,009 6,432 5,257 -273 902
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.4 10.6 0.1 51.4 78.2 84.0 89.0 16.0 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 115)
36 22 2 39 27 77 49
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,326
COMMITMENTS
7,132 9,119 1,207 1,817 0 10,156 10,326 170 0
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 2,867)
2,253 3,745 30 538 -908 2,821 2,867 46 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
69.1 88.3 11.7 17.6 0.0 98.4 100.0 1.6 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 8 3 4 0 17 9
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,221
COMMITMENTS
3,131 5,999 15 8,029 5,115 11,175 11,129 46 92
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: 798)
595 250 0 243 557 838 807 -40 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.9 53.5 0.1 71.6 45.6 99.6 99.2 0.4 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 2 3 12 9 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/12/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,563
COMMITMENTS
449 666 0 5,978 5,871 6,427 6,537 136 26
CHANGES FROM 02/05/13 (CHANGE IN OPEN INTEREST: -29)
-9 40 0 -28 -60 -37 -20 8 -9
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 10.1 0.0 91.1 89.5 97.9 99.6 2.1 0.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
2 5 0 5 10 7 15
Updated February 15, 2013