WHEAT - CHICAGO BOARD OF TRADE Code-001602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 562,941
COMMITMENTS
108,313 118,052 159,893 251,305 229,109 519,511 507,054 43,431 55,887
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -12,466)
4,253 162 -8,049 -8,669 -5,313 -12,465 -13,200 -1 734
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
19.2 21.0 28.4 44.6 40.7 92.3 90.1 7.7 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 421)
149 124 165 109 126 336 347
CORN - CHICAGO BOARD OF TRADE Code-002602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,638,105
COMMITMENTS
349,925 144,531 455,232 650,406 774,509 1455563 1374271 182,542 263,834
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -15,353)
11,780 4,776 -30,157 -252 -807 -18,628 -26,187 3,275 10,834
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.4 8.8 27.8 39.7 47.3 88.9 83.9 11.1 16.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 744)
190 167 240 270 343 589 635
OATS - CHICAGO BOARD OF TRADE Code-004603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,533
COMMITMENTS
1,083 1,720 1,026 6,816 7,112 8,925 9,857 2,608 1,676
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -147)
243 -4 -192 -495 5 -444 -191 297 44
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
9.4 14.9 8.9 59.1 61.7 77.4 85.5 22.6 14.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
14 10 9 17 11 32 29
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 807,210
COMMITMENTS
169,308 57,379 296,435 271,044 380,289 736,787 734,103 70,423 73,106
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 20,136)
7,103 3,201 5,949 3,240 6,863 16,291 16,013 3,845 4,123
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
21.0 7.1 36.7 33.6 47.1 91.3 90.9 8.7 9.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 483)
184 136 227 119 142 419 404
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 361,369
COMMITMENTS
72,110 77,457 75,247 174,951 173,941 322,309 326,645 39,061 34,724
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -231)
1,125 -3,002 -1,155 374 6,166 344 2,008 -574 -2,239
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
20.0 21.4 20.8 48.4 48.1 89.2 90.4 10.8 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 260)
79 76 95 66 71 205 200
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 655,720
COMMITMENTS
40,943 58,327 36,893 418,564 372,181 496,400 467,400 159,321 188,321
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 18,984)
-4,217 6,926 -7,817 22,973 9,837 10,939 8,947 8,044 10,037
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
6.2 8.9 5.6 63.8 56.8 75.7 71.3 24.3 28.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 155)
25 26 29 77 87 115 129
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 365,897
COMMITMENTS
19,974 45,650 3,117 273,932 250,637 297,023 299,405 68,874 66,492
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 7,870)
-29 -1,207 -145 9,956 650 9,782 -701 -1,912 8,571
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
5.5 12.5 0.9 74.9 68.5 81.2 81.8 18.8 18.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
7 6 4 30 38 40 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,294
COMMITMENTS
1,155 641 622 6,774 7,694 8,551 8,957 743 337
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 166)
-85 52 -10 175 156 80 198 86 -32
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.4 6.9 6.7 72.9 82.8 92.0 96.4 8.0 3.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
7 4 7 20 24 31 33
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 323,734
COMMITMENTS
71,482 32,087 68,621 139,306 194,708 279,408 295,415 44,325 28,318
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 18,401)
1,526 1,910 8,020 7,795 8,222 17,341 18,152 1,060 249
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
22.1 9.9 21.2 43.0 60.1 86.3 91.3 13.7 8.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 214)
61 48 60 76 77 176 157
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 15,190
COMMITMENTS
2,671 5,586 718 8,712 7,150 12,101 13,455 3,089 1,735
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 485)
103 -95 247 87 330 437 482 48 3
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
17.6 36.8 4.7 57.4 47.1 79.7 88.6 20.3 11.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 75)
24 17 9 31 17 57 41
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,017,673
COMMITMENTS
277,805 195,382 57,069 572,621 673,681 907,496 926,132 110,178 91,542
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -33,211)
-11,058 209 -4,608 -2,238 -46,085 -17,904 -50,485 -15,307 17,274
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
27.3 19.2 5.6 56.3 66.2 89.2 91.0 10.8 9.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
44 46 32 98 101 160 161
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,511,697
COMMITMENTS
316,402 274,846 304,954 1623475 1528882 2244831 2108682 266,865 403,014
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 185,805)
-10,714 25,084 56,813 141,892 89,640 187,992 171,537 -2,188 14,268
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
12.6 10.9 12.1 64.6 60.9 89.4 84.0 10.6 16.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 308)
46 72 75 147 169 240 269
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,764,755
COMMITMENTS
237,158 165,030 147,330 1175353 1158292 1559841 1470651 204,914 294,104
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 33,373)
31,637 15,282 -7,740 33,597 -9,039 57,494 -1,496 -24,121 34,869
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
13.4 9.4 8.3 66.6 65.6 88.4 83.3 11.6 16.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 207)
30 42 35 98 116 148 173
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 372,012
COMMITMENTS
25,883 27,439 57,572 273,063 256,122 356,518 341,133 15,494 30,879
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -7,489)
2,026 -17 -1,114 -4,188 -284 -3,276 -1,414 -4,214 -6,075
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
7.0 7.4 15.5 73.4 68.8 95.8 91.7 4.2 8.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 83)
19 16 25 41 40 69 72
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 59,278
COMMITMENTS
17,277 5,937 733 31,490 45,043 49,499 51,712 9,779 7,566
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 3,031)
1,374 2,188 213 -0 125 1,586 2,525 1,445 505
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.0 1.2 53.1 76.0 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 19 8 39 28 74 51
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 118,557
COMMITMENTS
34,554 11,875 1,465 62,979 90,085 98,998 103,425 19,559 15,132
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 6,062)
2,748 4,376 425 -1 250 3,172 5,051 2,889 1,011
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
29.1 10.0 1.2 53.1 76.0 83.5 87.2 16.5 12.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 106)
31 19 8 39 28 74 51
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 9,600
COMMITMENTS
1,623 5,590 0 7,889 3,890 9,512 9,480 88 120
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: 774)
1,059 558 0 -285 170 774 728 0 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
16.9 58.2 0.0 82.2 40.5 99.1 98.8 0.9 1.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
5 6 0 3 10 8 16
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
OPTION AND FUTURES COMBINED POSITIONS AS OF 01/29/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
Long | Short |Spreads | Long | Short | Long | Short | Long | Short
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,562
COMMITMENTS
224 606 0 6,201 5,914 6,425 6,520 137 42
CHANGES FROM 01/22/13 (CHANGE IN OPEN INTEREST: -470)
-5 -448 0 -409 -23 -414 -471 -56 1
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADER
3.4 9.2 0.0 94.5 90.1 97.9 99.4 2.1 0.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
3 6 0 5 10 8 16
Updated February 1, 2013