WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 452,291
COMMITMENTS
107,308 151,075 87,116 220,376 158,981 414,800 397,172 37,491 55,119
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -31,082)
-9,771 3,611 -14,914 -5,247 -18,496 -29,932 -29,799 -1,150 -1,283
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 33.4 19.3 48.7 35.2 91.7 87.8 8.3 12.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 392)
105 140 118 107 112 286 311
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,242,545
COMMITMENTS
334,634 196,001 196,215 559,523 622,992 1090372 1015208 152,173 227,337
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -70,762)
-29,072 11,809 -11,753 -34,205 -64,792 -75,030 -64,736 4,268 -6,026
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
26.9 15.8 15.8 45.0 50.1 87.8 81.7 12.2 18.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 687)
180 147 196 227 294 517 546
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,515
COMMITMENTS
3,594 1,163 160 4,906 8,065 8,660 9,388 1,855 1,127
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -753)
608 -422 -168 -369 -56 71 -646 -824 -107
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.2 11.1 1.5 46.7 76.7 82.4 89.3 17.6 10.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 43)
17 7 3 14 12 33 20
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 598,066
COMMITMENTS
194,318 66,063 90,515 256,815 374,879 541,648 531,457 56,418 66,609
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -41,445)
-2,543 -19,090 -13,797 -22,349 -11,660 -38,689 -44,547 -2,756 3,102
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.5 11.0 15.1 42.9 62.7 90.6 88.9 9.4 11.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 446)
157 111 160 118 136 359 347
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 320,143
COMMITMENTS
69,598 103,123 39,996 177,518 142,111 287,112 285,230 33,031 34,913
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -6,852)
-4,034 15,690 -8,320 11,923 -16,036 -431 -8,666 -6,421 1,814
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
21.7 32.2 12.5 55.4 44.4 89.7 89.1 10.3 10.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 254)
68 88 76 67 62 186 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 779,151
COMMITMENTS
40,315 57,983 20,784 555,142 521,710 616,241 600,477 162,910 178,674
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 163,304)
-6,600 -6,627 14,340 126,624 156,279 134,364 163,992 28,940 -688
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.2 7.4 2.7 71.2 67.0 79.1 77.1 20.9 22.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 145)
22 32 20 64 72 100 110
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 417,174
COMMITMENTS
19,205 45,666 3,158 312,427 288,330 334,790 337,154 82,384 80,020
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 43,985)
1,952 2,424 57 34,418 28,620 36,427 31,101 7,558 12,884
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
4.6 10.9 0.8 74.9 69.1 80.3 80.8 19.7 19.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 5 36 41 44 51
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 10,847
COMMITMENTS
1,081 537 282 8,734 9,614 10,097 10,433 750 414
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 907)
142 13 -132 860 852 870 733 37 174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.0 5.0 2.6 80.5 88.6 93.1 96.2 6.9 3.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 45)
8 6 7 23 26 37 34
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 276,811
COMMITMENTS
88,769 29,567 25,263 121,646 193,239 235,678 248,069 41,133 28,742
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -11,593)
-949 -4,124 -2,014 -6,467 -4,963 -9,430 -11,101 -2,163 -492
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.1 10.7 9.1 43.9 69.8 85.1 89.6 14.9 10.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 221)
79 38 48 78 70 182 139
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 14,361
COMMITMENTS
3,409 3,297 1,097 7,391 8,922 11,897 13,316 2,464 1,045
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: -266)
169 -144 145 -148 -384 166 -383 -432 117
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
23.7 23.0 7.6 51.5 62.1 82.8 92.7 17.2 7.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 67)
19 14 10 28 14 52 35
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,147,023
COMMITMENTS
340,013 200,037 50,147 593,528 786,494 983,688 1036678 163,335 110,345
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 129,991)
75,264 -5,792 569 15,639 107,515 91,472 102,292 38,519 27,699
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.6 17.4 4.4 51.7 68.6 85.8 90.4 14.2 9.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 213)
49 35 23 90 93 148 142
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,175,882
COMMITMENTS
367,168 251,260 87,900 1379654 1435715 1834722 1774875 341,160 401,007
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 88,121)
36,822 -25,798 16,539 -54,711 73,084 -1,350 63,825 89,471 24,296
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.9 11.5 4.0 63.4 66.0 84.3 81.6 15.7 18.4
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 279)
57 52 53 108 148 188 230
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,856,633
COMMITMENTS
256,970 203,144 33,623 1236481 1298922 1527074 1535689 329,559 320,944
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 222,312)
19,618 29,225 -13,165 81,937 162,678 88,390 178,738 133,922 43,574
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
13.8 10.9 1.8 66.6 70.0 82.2 82.7 17.8 17.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 195)
26 44 16 83 99 120 148
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 344,739
COMMITMENTS
19,427 26,231 51,593 252,649 230,719 323,669 308,543 21,070 36,196
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 9,456)
-2,085 2,030 -642 7,319 1,677 4,592 3,065 4,864 6,391
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 7.6 15.0 73.3 66.9 93.9 89.5 6.1 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 76)
12 18 22 36 40 60 69
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 62,136
COMMITMENTS
20,854 5,422 296 30,244 48,163 51,394 53,881 10,742 8,255
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 332)
1,851 133 206 -1,965 -574 91 -236 241 568
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 8.7 0.5 48.7 77.5 82.7 86.7 17.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 19 5 38 29 77 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 124,271
COMMITMENTS
41,708 10,844 591 60,488 96,326 102,787 107,761 21,484 16,510
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 664)
3,701 265 411 -3,930 -1,148 182 -472 482 1,136
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.6 8.7 0.5 48.7 77.5 82.7 86.7 17.3 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 114)
38 19 5 38 29 77 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,837
COMMITMENTS
7,087 11,626 1,206 4,426 0 12,719 12,832 118 5
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 2,459)
1,306 2,489 -30 1,183 0 2,459 2,459 0 0
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 90.6 9.4 34.5 0.0 99.1 100.0 0.9 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 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,308
COMMITMENTS
4,173 5,988 11 8,084 6,156 12,268 12,155 40 153
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 426)
362 -51 -4 65 435 423 380 3 46
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
33.9 48.7 0.1 65.7 50.0 99.7 98.8 0.3 1.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 25)
4 7 2 4 12 10 19
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 02/26/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,865
COMMITMENTS
470 916 0 6,280 5,884 6,750 6,800 115 65
CHANGES FROM 02/19/13 (CHANGE IN OPEN INTEREST: 339)
203 405 0 131 -76 334 329 5 10
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.8 13.3 0.0 91.5 85.7 98.3 99.1 1.7 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 22)
3 5 0 5 10 8 15
Updated March 1, 2013