WHEAT - CHICAGO BOARD OF TRADE Code-001602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 460,888
COMMITMENTS
111,687 153,893 93,919 217,785 158,297 423,391 406,109 37,497 54,779
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 8,597)
4,379 2,818 6,803 -2,591 -684 8,591 8,937 6 -340
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
24.2 33.4 20.4 47.3 34.3 91.9 88.1 8.1 11.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 399)
113 139 114 102 107 290 300
CORN - CHICAGO BOARD OF TRADE Code-002602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 1,204,304
COMMITMENTS
350,876 191,102 200,881 516,008 598,721 1067765 990,704 136,539 213,600
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -38,241)
16,242 -4,899 4,666 -43,515 -24,271 -22,607 -24,504 -15,634 -13,737
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
29.1 15.9 16.7 42.8 49.7 88.7 82.3 11.3 17.7
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 704)
193 144 194 211 301 506 555
OATS - CHICAGO BOARD OF TRADE Code-004603
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 10,336
COMMITMENTS
3,544 1,374 195 4,608 7,814 8,347 9,383 1,989 953
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -179)
-50 211 35 -298 -251 -313 -5 134 -174
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.3 13.3 1.9 44.6 75.6 80.8 90.8 19.2 9.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 40)
15 6 2 13 12 30 18
SOYBEANS - CHICAGO BOARD OF TRADE Code-005602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 5,000 BUSHELS) OPEN INTEREST: 593,117
COMMITMENTS
194,052 70,894 88,781 252,773 371,322 535,606 530,997 57,511 62,120
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -4,949)
-266 4,831 -1,734 -4,042 -3,557 -6,042 -460 1,093 -4,489
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.7 12.0 15.0 42.6 62.6 90.3 89.5 9.7 10.5
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 449)
161 116 162 108 132 356 346
SOYBEAN OIL - CHICAGO BOARD OF TRADE Code-007601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 60,000 POUNDS) OPEN INTEREST: 323,718
COMMITMENTS
65,574 111,691 40,979 185,328 133,583 291,881 286,253 31,837 37,465
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 3,575)
-4,024 8,568 983 7,810 -8,528 4,769 1,023 -1,194 2,552
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
20.3 34.5 12.7 57.2 41.3 90.2 88.4 9.8 11.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 249)
62 92 79 68 56 183 186
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 641,634
COMMITMENTS
60,422 63,374 5,293 444,891 418,144 510,606 486,811 131,028 154,823
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -137,517)
20,107 5,391 -15,491 -110,251 -103,566 -105,635 -113,666 -31,882 -23,851
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
9.4 9.9 0.8 69.3 65.2 79.6 75.9 20.4 24.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 153)
22 35 9 69 74 98 111
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE Code-020604
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 406,899
COMMITMENTS
25,473 50,844 3,806 303,035 280,656 332,314 335,306 74,585 71,593
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -10,275)
6,268 5,178 648 -9,392 -7,674 -2,476 -1,848 -7,799 -8,427
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
6.3 12.5 0.9 74.5 69.0 81.7 82.4 18.3 17.6
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 65)
7 6 6 37 39 47 48
CBT ETHANOL - CHICAGO BOARD OF TRADE Code-025601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 29,000 U.S. GALLONS) OPEN INTEREST: 11,380
COMMITMENTS
1,178 475 442 9,118 10,200 10,738 11,117 642 263
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 533)
97 -62 160 384 586 641 684 -108 -151
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
10.4 4.2 3.9 80.1 89.6 94.4 97.7 5.6 2.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 49)
11 4 9 25 26 42 36
SOYBEAN MEAL - CHICAGO BOARD OF TRADE Code-026603
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 100 TONS) OPEN INTEREST: 282,271
COMMITMENTS
96,223 31,667 32,661 112,056 191,681 240,940 256,009 41,331 26,262
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 5,460)
7,454 2,100 7,398 -9,590 -1,558 5,262 7,940 198 -2,480
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
34.1 11.2 11.6 39.7 67.9 85.4 90.7 14.6 9.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 229)
85 38 50 79 70 187 141
ROUGH RICE - CHICAGO BOARD OF TRADE Code-039601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF 200,000 POUNDS) OPEN INTEREST: 13,172
COMMITMENTS
3,558 4,003 396 6,537 7,483 10,491 11,882 2,681 1,290
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -1,189)
149 706 -701 -854 -1,439 -1,406 -1,434 217 245
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
27.0 30.4 3.0 49.6 56.8 79.6 90.2 20.4 9.8
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 64)
22 15 7 22 11 46 31
2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-042601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $200,000 FACE VALUE) OPEN INTEREST: 1,076,495
COMMITMENTS
353,674 190,295 31,104 547,575 780,068 932,353 1001467 144,142 75,028
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -70,528)
13,661 -9,742 -19,043 -45,953 -6,426 -51,335 -35,211 -19,193 -35,317
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
32.9 17.7 2.9 50.9 72.5 86.6 93.0 13.4 7.0
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 216)
51 35 20 84 97 143 145
10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-043602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 2,122,625
COMMITMENTS
354,150 277,332 86,777 1376201 1413355 1817128 1777464 305,497 345,161
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -53,257)
-13,018 26,072 -1,123 -3,453 -22,360 -17,594 2,589 -35,663 -55,846
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
16.7 13.1 4.1 64.8 66.6 85.6 83.7 14.4 16.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 292)
38 72 36 110 153 169 240
5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE Code-044601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000 FACE VALUE) OPEN INTEREST: 1,783,542
COMMITMENTS
344,045 198,871 37,970 1152230 1309378 1534245 1546219 249,297 237,323
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -73,091)
87,075 -4,273 4,347 -84,251 10,456 7,171 10,530 -80,262 -83,621
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
19.3 11.2 2.1 64.6 73.4 86.0 86.7 14.0 13.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 218)
34 43 17 89 110 132 161
30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE Code-045601
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $5,000,000) OPEN INTEREST: 326,795
COMMITMENTS
18,430 40,407 51,540 232,907 198,257 302,877 290,204 23,918 36,591
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: -17,944)
-997 14,176 -53 -19,742 -32,462 -20,792 -18,339 2,848 395
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
5.6 12.4 15.8 71.3 60.7 92.7 88.8 7.3 11.2
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 69)
14 14 20 31 36 53 63
DJIA Consolidated - CHICAGO BOARD OF TRADE Code-12460+
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($10 X DJIA INDEX) OPEN INTEREST: 69,220
COMMITMENTS
21,390 8,669 378 37,023 50,264 58,791 59,311 10,429 9,909
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 7,084)
536 3,247 83 6,779 2,101 7,397 5,430 -313 1,654
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 12.5 0.5 53.5 72.6 84.9 85.7 15.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
39 21 3 38 29 78 52
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE Code-124603
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($5 X DJIA INDEX) OPEN INTEREST: 138,439
COMMITMENTS
42,780 17,338 756 74,045 100,527 117,581 118,621 20,858 19,818
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 14,168)
1,072 6,494 165 13,557 4,201 14,794 10,860 -626 3,308
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
30.9 12.5 0.5 53.5 72.6 84.9 85.7 15.1 14.3
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 116)
39 21 3 38 29 78 52
DOW JONES UBS EXCESS RETURN - CHICAGO BOARD OF TRADE Code-221602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
($100 X INDEX) OPEN INTEREST: 12,893
COMMITMENTS
7,122 11,325 1,557 4,055 0 12,734 12,882 159 11
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 56)
35 -301 351 -371 0 15 50 41 6
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
55.2 87.8 12.1 31.5 0.0 98.8 99.9 1.2 0.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 23)
11 9 4 3 0 16 11
INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE Code-246602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 12,672
COMMITMENTS
4,594 5,563 12 8,014 6,982 12,620 12,557 52 115
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 364)
421 -425 1 -70 826 352 402 12 -38
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
36.3 43.9 0.1 63.2 55.1 99.6 99.1 0.4 0.9
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 6 2 3 12 9 18
INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE Code-247602
FUTURES ONLY POSITIONS AS OF 03/05/13 |
--------------------------------------------------------------| NONREPORTABLE
NON-COMMERCIAL | COMMERCIAL | TOTAL | POSITIONS
--------------------------|-----------------|-----------------|-----------------
LONG | SHORT |SPREADS | LONG | SHORT | LONG | SHORT | LONG | SHORT
--------------------------------------------------------------------------------
(CONTRACTS OF $100,000) OPEN INTEREST: 6,976
COMMITMENTS
504 886 0 6,358 6,014 6,862 6,900 114 76
CHANGES FROM 02/26/13 (CHANGE IN OPEN INTEREST: 111)
34 -30 0 78 130 112 100 -1 11
PERCENT OF OPEN INTEREST FOR EACH CATEGORY OF TRADERS
7.2 12.7 0.0 91.1 86.2 98.4 98.9 1.6 1.1
NUMBER OF TRADERS IN EACH CATEGORY (TOTAL TRADERS: 24)
4 5 0 5 11 9 16
Updated March 8, 2013