WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 483,373
COMMITMENTS
117,079 147,464 102,030 225,623 177,477 444,732 426,971 38,641 56,402
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -6,763)
-1,686 7,877 -3,854 152 -10,269 -5,388 -6,246 -1,375 -517
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 30.5 21.1 46.7 36.7 92.0 88.3 8.0 11.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 402)
121 142 135 97 109 295 322
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,313,307
COMMITMENTS
363,706 184,192 207,968 593,728 687,784 1165402 1079944 147,905 233,363
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 22,039)
-7,400 30,322 11,550 16,133 -21,864 20,283 20,008 1,756 2,031
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.7 14.0 15.8 45.2 52.4 88.7 82.2 11.3 17.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 724)
199 140 202 228 312 533 576
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 11,268
COMMITMENTS
2,986 1,585 328 5,275 8,121 8,589 10,034 2,679 1,234
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 506)
565 190 109 -268 259 406 558 100 -52
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.5 14.1 2.9 46.8 72.1 76.2 89.0 23.8 11.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 46)
17 10 6 15 11 35 24
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 639,511
COMMITMENTS
196,861 85,153 104,312 279,164 386,539 580,337 576,004 59,174 63,507
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 20,707)
-3,296 10,081 -2,062 27,415 13,037 22,057 21,056 -1,350 -349
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.8 13.3 16.3 43.7 60.4 90.7 90.1 9.3 9.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 485)
173 122 184 126 138 395 380
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 326,995
COMMITMENTS
73,632 87,433 48,316 165,595 158,147 287,543 293,896 39,452 33,099
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -9,451)
-371 353 -2,942 -6,986 -1,663 -10,299 -4,252 848 -5,199
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.5 26.7 14.8 50.6 48.4 87.9 89.9 12.1 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 257)
68 85 88 70 64 202 192
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 615,847
COMMITMENTS
46,915 64,610 6,444 428,518 365,431 481,877 436,485 133,970 179,362
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 6,724)
6,150 166 1,100 -1,930 5,615 5,320 6,881 1,404 -157
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.6 10.5 1.0 69.6 59.3 78.2 70.9 21.8 29.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 159)
23 33 24 68 81 106 123
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 373,189
COMMITMENTS
17,253 43,242 3,101 278,009 259,710 298,363 306,053 74,826 67,136
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 6,934)
128 414 -798 2,538 4,646 1,868 4,262 5,066 2,672
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 11.6 0.8 74.5 69.6 79.9 82.0 20.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 63)
5 6 3 32 38 39 45
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 9,940
COMMITMENTS
939 524 414 7,874 8,762 9,227 9,700 713 240
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 498)
48 171 -215 743 645 576 601 -78 -103
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 5.3 4.2 79.2 88.1 92.8 97.6 7.2 2.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 6 8 23 26 37 35
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 288,404
COMMITMENTS
89,718 33,691 27,277 128,113 198,202 245,108 259,170 43,296 29,234
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 37)
747 3,160 -4,765 4,401 2,897 383 1,292 -346 -1,255
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
31.1 11.7 9.5 44.4 68.7 85.0 89.9 15.0 10.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 226)
77 46 56 78 73 184 154
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,627
COMMITMENTS
3,240 3,441 952 7,539 9,306 11,731 13,699 2,896 928
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 163)
-131 -104 161 46 313 76 370 87 -207
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
22.2 23.5 6.5 51.5 63.6 80.2 93.7 19.8 6.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 73)
20 18 11 29 17 58 38
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,017,032
COMMITMENTS
264,749 205,829 49,578 577,889 678,979 892,216 934,386 124,816 82,646
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -16,470)
-32,516 5,126 -1,069 17,017 -25,116 -16,568 -21,059 98 4,589
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.0 20.2 4.9 56.8 66.8 87.7 91.9 12.3 8.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
43 42 20 91 104 146 155
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,087,761
COMMITMENTS
330,346 277,058 71,361 1434365 1362631 1836072 1711050 251,689 376,711
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 56,947)
18,140 16,401 4,400 26,499 46,211 49,039 67,012 7,908 -10,065
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
15.8 13.3 3.4 68.7 65.3 87.9 82.0 12.1 18.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 303)
59 56 45 107 150 191 227
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,634,321
COMMITMENTS
237,352 173,919 46,788 1154544 1136244 1438684 1356951 195,637 277,370
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 39,880)
1,397 -2,437 7,610 44,655 22,768 53,662 27,941 -13,782 11,939
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
14.5 10.6 2.9 70.6 69.5 88.0 83.0 12.0 17.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 208)
25 45 20 96 105 135 156
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 335,283
COMMITMENTS
21,512 24,201 52,235 245,330 229,042 319,077 305,478 16,206 29,805
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 7,661)
676 -1,075 1,368 6,700 5,322 8,744 5,615 -1,083 2,046
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.4 7.2 15.6 73.2 68.3 95.2 91.1 4.8 8.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
18 13 24 34 39 60 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 61,804
COMMITMENTS
19,004 5,290 90 32,209 48,737 51,303 54,117 10,501 7,687
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 115)
-1,014 -1,249 11 510 483 -494 -756 609 871
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 8.6 0.1 52.1 78.9 83.0 87.6 17.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
35 16 2 37 31 74 47
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 123,607
COMMITMENTS
38,007 10,579 180 64,418 97,474 102,605 108,233 21,002 15,374
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 230)
-2,027 -2,498 21 1,019 965 -987 -1,512 1,217 1,742
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.7 8.6 0.1 52.1 78.9 83.0 87.6 17.0 12.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 110)
35 16 2 37 31 74 47
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 10,378
COMMITMENTS
5,781 9,137 1,236 3,243 0 10,260 10,373 118 5
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 52)
-1,351 18 29 1,426 0 104 47 -52 5
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.7 88.0 11.9 31.2 0.0 98.9 100.0 1.1 0.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 3 3 0 16 10
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 11,882
COMMITMENTS
3,811 6,039 15 8,019 5,721 11,845 11,775 37 107
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: 661)
680 40 0 -10 606 670 646 -9 15
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 50.8 0.1 67.5 48.1 99.7 99.1 0.3 0.9
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 02/19/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,526
COMMITMENTS
267 511 0 6,149 5,960 6,416 6,471 110 55
CHANGES FROM 02/12/13 (CHANGE IN OPEN INTEREST: -37)
-182 -155 0 171 89 -11 -66 -26 29
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.1 7.8 0.0 94.2 91.3 98.3 99.2 1.7 0.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 21)
3 4 0 5 10 8 14
Updated February 22, 2013